Deutsche Bank Aktiengesellschaft

Deutsche Bank Aktiengesellschaft as of Dec. 31, 2011

Portfolio Holdings for Deutsche Bank Aktiengesellschaft

Deutsche Bank Aktiengesellschaft holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing

                {S}                                 {C}                                   {C}       {C}                            {C}
                                                              VALUES   SHARES/ SH/ PUT/ INVSTMT            ---VOTING AUTHORITY----
  NAME OF ISSUER                 -TITLE OF CLASS- --CUSIP-- (X$1000)  PRN AMT PRN CALL DSCRETN -MANAGERS-   SOLE   SHARED     NONE
                                 {C}                                              {C}

D DEUTSCHE BANK AG               NAMEN AKT        D1819089    960572 25373700 SH       SHARED            25210805            162895
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1449    38293 SH       SHARED      01       26902             11391
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        63     1685 SH       SHR/OTHR    01                          1685
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    235155  6211174 SH       SHARED      04     6171622             39552
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       421    11143 SH       SHARED      05       11143
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    150064  3963849 SH       SHARED      06     3220607            743242
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1042    27539 SH       SHARED      10                         27539
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      2300    60771 SH       SHARED      21       60771
D DEUTSCHE BANK AG               NAMEN AKT        D1819089     12313   325250 SH       SHARED      26      325250
D DEUTSCHE BANK AG               NAMEN AKT        D1819089     30567   807388 SH       SHARED      27      807388
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       165     4370 SH       SHARED      28        4370
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      2307    60940 SH       SHARED      29       60940
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    114140  3014813 SH       SHARED      30     3014813
D AIRCASTLE LTD                  COM              G0129K10       245    19274 SH       SHARED               19274
D AIRCASTLE LTD                  COM              G0129K10        12     1018 SH       SHARED      02        1018
D AIRCASTLE LTD                  COM              G0129K10     26792  2106349 SH       SHARED      10     2106349
D ALKERMES PLC                   SHS              G0176710      1935   111510 SH       SHARED              111510
D ALKERMES PLC                   SHS              G0176710        90     5225 SH       SHARED      01        5225
D ALKERMES PLC                   SHS              G0176710       344    19869 SH       SHARED      02       19869
D ALKERMES PLC                   SHS              G0176710      3474   200138 SH       SHARED      04      200138
D ALKERMES PLC                   SHS              G0176710       776    44708 SH       SHARED      32       44708
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10       678    28715 SH       SHARED               28715
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10        16      700 SH       SHARED      01         700
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10        47     2026 SH       SHARED      02         928              1098
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10        85     3600 SH       SHARED      10        3600
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10       186     7900 SH       SHARED      26        7900
D AMDOCS LTD                     ORD              G0260210       937    32865 SH       SHARED               32865
D AMDOCS LTD                     ORD              G0260210        74     2599 SH       SHARED      02        2599
D AMDOCS LTD                     ORD              G0260210        99     3500 SH       SHARED      10        3500
D ARCH CAP GROUP LTD             ORD              G0450A10     16967   455751 SH       SHARED              455751
D ARCH CAP GROUP LTD             ORD              G0450A10      1061    28500 SH       SHARED      01       28500
D ARCH CAP GROUP LTD             ORD              G0450A10         0       10 SH       SHARED      02          10
D ARCH CAP GROUP LTD             ORD              G0450A10       122     3300 SH       SHARED      10        3300
D ARCH CAP GROUP LTD             ORD              G0450A10        33      900 SH       SHARED      23         900
D ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   G0457F10         0       24 SH       SHARED      02          24
D ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   G0457F10        61     3000 SH       SHARED      04        3000
D ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   G0457F10       225    11000 SH       SHARED      15       11000
D ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   G0457F10        26     1302 SH       SHARED      21        1302
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10      1270    43855 SH       SHARED               43855
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10        14      516 SH       SHARED      02         516
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10      3180   109813 SH       SHARED      10      109813
D APCO OIL & GAS INTERNATIONAL   SHS              G0471F10       278     3409 SH       SHARED                3409
D APCO OIL & GAS INTERNATIONAL   SHS              G0471F10         0        7 SH       SHARED      02           7
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410      1105    41701 SH       SHARED               41701
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       572    21600 SH       SHARED      01                         21600
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410         0        5 SH       SHARED      02           5
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410     26005   981350 SH       SHARED      10      981350
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       135     5130 SH       SHARED      21        5130
D ASPEN INSURANCE HOLDINGS LTD   PFD PRP INC EQ   G0538411      4307    79190 SH       SHARED      02       79190
D ASIA ENTN & RESOURCES LTD      SHS              G0539K10         5     1000 SH       SHARED                1000
D ASIA ENTN & RESOURCES LTD      SHS              G0539K10         0       36 SH       SHARED      02          36
D ASSURED GUARANTY LTD           COM              G0585R10      2792   212546 SH       SHARED              212546
D ASSURED GUARANTY LTD           COM              G0585R10        32     2450 SH       SHARED      01        2450
D ASSURED GUARANTY LTD           COM              G0585R10       513    39108 SH       SHARED      02       39108
D ASSURED GUARANTY LTD           COM              G0585R10         0     1500 SH CALL  SHARED      02        1500
D ASSURED GUARANTY LTD           COM              G0585R10       111     8500 SH       SHARED      10        8500
D AUSTRALIA ACQUISITION CORP     SHS              G0636810      3653   372817 SH       SHARED      02      372817
D AUSTRALIA ACQUISITION CORP     *W EXP 99/99/999 G0636811        48   129900 SH       SHARED      02      129900
D AUSTRALIA ACQUISITION CORP     UNIT 99/99/9999  G0636812       281    28200 SH       SHARED      02       28200
D AXIS CAPITAL HOLDINGS          SHS              G0692U10     10420   326050 SH       SHARED              326050
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       840    26300 SH       SHARED      01       26300
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        28      877 SH       SHARED      02         162               715
D AXIS CAPITAL HOLDINGS          SHS              G0692U10         3      100 SH       SHARED      05         100
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        41     1300 SH       SHARED      06        1300
D AXIS CAPITAL HOLDINGS          SHS              G0692U10      6203   194090 SH       SHARED      10      194090
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        35     1100 SH       SHARED      23        1100
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       413    12949 SH       SHARED      26       12949
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        54     1716 SH       SHARED      27        1716
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214       307     9633 SH       SHARED                9633
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214      1734    54401 SH       SHARED               54401
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214        98     3100 SH       SHARED      01        3100
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214     17197   539437 SH       SHARED      02      532487              6950
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214         1      879 SH CALL  SHARED      02         879
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214         0     1785 SH PUT   SHARED      02        1785
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10        37      697 SH       SHARED                 297               400
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     27302   512923 SH       SHARED              508059              4864
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     18283   343477 SH       SHARED      01      271981      400    71096
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      3176    59672 SH       SHR/OTHR    01                         59672
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      2003    37637 SH       SHARED      02       23400             14237
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     34439   647003 SH       SHARED      04      647003
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      5276    99120 SH       SHARED      05       99120
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     11926   224050 SH       SHARED      06      142000             82050
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     22118   415530 SH       SHARED      10      414212              1318
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      2433    45713 SH       SHARED      20       38708      110     6895
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       666    12525 SH       SHR/OTHR    20                         12525
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       156     2945 SH       SHARED      21        2945
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       226     4252 SH       SHR/OTHR    21                          4252
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      4453    83657 SH       SHARED      23       73837              9820
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      3911    73490 SH       SHR/OTHR    23                         73490
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      1006    18900 SH       SHARED      26       18900
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       660    12415 SH       SHARED      29       12415
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      7981   149947 SH       SHARED      31      149947
D BLUE WOLF MONGOLIA HOLDINGS    SHS              G1196210      3178   330400 SH       SHARED      02      330400
D BLUE WOLF MONGOLIA HOLDINGS    *W EXP 07/20/201 G1196211        44    74900 SH       SHARED      02       74900
D BLUE WOLF MONGOLIA HOLDINGS    UNIT 99/99/9999  G1196212      3482   348202 SH       SHARED      02      348202
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210     10862   392164 SH       SHARED              392164
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210       415    15011 SH       SHARED      02           1             15010
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210     84918  3065656 SH       SHARED      06                       3065656
D BUNGE LIMITED                  COM              G1696210     10008   174970 SH       SHARED              174970
D BUNGE LIMITED                  COM              G1696210      1807    31600 SH       SHARED      01       31600
D BUNGE LIMITED                  COM              G1696210      2543    44472 SH       SHARED      02       26707             17765
D BUNGE LIMITED                  COM              G1696210       228     4000 SH       SHARED      10        4000
D CAZADOR ACQUISITION CORPORAT   SHS              G1986710      3356   343205 SH       SHARED      02      343205
D CAZADOR ACQUISITION CORPORAT   UNIT 99/99/9999  G1986711       541    54375 SH       SHARED      02       54375
D CAZADOR ACQUISITION CORPORAT   *W EXP 99/99/999 G1986712         8    41790 SH       SHARED      02       41790
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520       184    28246 SH       SHARED               28246
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520         1      225 SH       SHARED      01         225
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520         3      490 SH       SHARED      02         490
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520        20     3100 SH       SHARED      10        3100
D CHINA YUCHAI INTL LTD          COM              G2108210       435    31551 SH       SHARED               31551
D CHINA YUCHAI INTL LTD          COM              G2108210      1394   101094 SH       SHARED              101094
D CHINA YUCHAI INTL LTD          COM              G2108210         0        1 SH       SHARED      02           1
D CHINA YUCHAI INTL LTD          COM              G2108210      1587   115108 SH       SHARED      06                        115108
D CHIPMOS TECH BERMUDA LTD       SHS              G2110R11       131    25502 SH       SHARED               25502
D CHIPMOS TECH BERMUDA LTD       SHS              G2110R11         0       27 SH       SHARED      02          27
D CHINA GERUI ADV MAT GR LTD     SHS              G2110110        50    15037 SH       SHARED               15037
D CHINA GERUI ADV MAT GR LTD     SHS              G2110110         0      201 SH       SHARED      02         201
D CHINA CORD BLOOD CORP          SHS              G2110710        15     5800 SH       SHARED                5800
D CHINA CORD BLOOD CORP          SHS              G2110710       168    63550 SH       SHARED      02       63550
D CHINA CORD BLOOD CORP          SHS              G2110710       246    92835 SH       SHARED      32       92835
D CHINA CERAMICS CO LTD          SHS              G2113X10         0      139 SH       SHARED      02         139
D CHINA GROWTH EQUITY INV LTD    SHS              G2114K10      4130   434365 SH       SHARED      02      434365
D CHINA GROWTH EQUITY INV LTD    UNIT 05/14/2016  G2114K11      2609   264900 SH       SHARED      02      264900
D CHINA GROWTH EQUITY INV LTD    *W EXP 99/99/999 G2114K12       247   588497 SH       SHARED      02      588497
D COGO GROUP INC                 ORD SHS          G2253810        43    24055 SH       SHARED               24055
D COGO GROUP INC                 ORD SHS          G2253810         0      375 SH       SHARED      01         375
D COGO GROUP INC                 ORD SHS          G2253810         0      108 SH       SHARED      02         108
D CONSOLIDATED WATER CO INC      ORD              G2377310       102    11904 SH       SHARED               11904
D CONSOLIDATED WATER CO INC      ORD              G2377310        26     3100 SH       SHARED      01        3100
D CONSOLIDATED WATER CO INC      ORD              G2377310         0        4 SH       SHARED      02           4
D CONSOLIDATED WATER CO INC      ORD              G2377310        77     9000 SH       SHARED      10        9000
D COOPER INDUSTRIES PLC          SHS              G2414010      1660    30665 SH       SHARED               30665
D COOPER INDUSTRIES PLC          SHS              G2414010      2032    37530 SH       SHARED      01       36595               935
D COOPER INDUSTRIES PLC          SHS              G2414010        32      600 SH       SHR/OTHR    01                           600
D COOPER INDUSTRIES PLC          SHS              G2414010       245     4529 SH       SHARED      02        3994               535
D COOPER INDUSTRIES PLC          SHS              G2414010       599    11073 SH       SHARED      04       11073
D COOPER INDUSTRIES PLC          SHS              G2414010      1958    36174 SH       SHARED      04       36174
D COOPER INDUSTRIES PLC          SHS              G2414010      2848    52611 SH       SHARED      05       52611
D COOPER INDUSTRIES PLC          SHS              G2414010      1015    18750 SH       SHARED      06       14100              4650
D COOPER INDUSTRIES PLC          SHS              G2414010      3154    58261 SH       SHARED      10       58261
D COOPER INDUSTRIES PLC          SHS              G2414010        23      440 SH       SHARED      21         440
D COOPER INDUSTRIES PLC          SHS              G2414010         4       80 SH       SHR/OTHR    21                            80
D COOPER INDUSTRIES PLC          SHS              G2414010        75     1400 SH       SHARED      23        1400
D COOPER INDUSTRIES PLC          SHS              G2414010        84     1555 SH       SHARED      27        1555
D CREDICORP LTD                  COM              G2519Y10     16479   150537 SH       SHARED              150537
D CREDICORP LTD                  COM              G2519Y10       318     2911 SH       SHARED      02        2911
D CREDICORP LTD                  COM              G2519Y10       974     8900 SH       SHARED      04        8900
D CREDICORP LTD                  COM              G2519Y10      2736    25000 SH       SHARED      05       25000
D COSAN LTD                      SHS A            G2534310      2078   189605 SH       SHARED              189605
D COSAN LTD                      SHS A            G2534310         9      830 SH       SHARED      02         830
D COVIDIEN PLC                   SHS              G2554F11         0       20 SH       SHARED                                    20
D COVIDIEN PLC                   SHS              G2554F11     13915   309160 SH       SHARED              309160
D COVIDIEN PLC                   SHS              G2554F11      5527   122813 SH       SHARED      01      121313              1500
D COVIDIEN PLC                   SHS              G2554F11         5      125 SH       SHR/OTHR    01                           125
D COVIDIEN PLC                   SHS              G2554F11      1167    25943 SH       SHARED      02       24468              1475
D COVIDIEN PLC                   SHS              G2554F11         0      608 SH CALL  SHARED      02         608
D COVIDIEN PLC                   SHS              G2554F11      3618    80400 SH       SHARED      04       80400
D COVIDIEN PLC                   SHS              G2554F11       381     8465 SH       SHARED      05        8465
D COVIDIEN PLC                   SHS              G2554F11      5707   126802 SH       SHARED      06       34002             92800
D COVIDIEN PLC                   SHS              G2554F11      5950   132198 SH       SHARED      10      132198
D COVIDIEN PLC                   SHS              G2554F11        27      615 SH       SHARED      20                           615
D COVIDIEN PLC                   SHS              G2554F11         5      130 SH       SHR/OTHR    20                           130
D COVIDIEN PLC                   SHS              G2554F11        28      626 SH       SHARED      21         626
D COVIDIEN PLC                   SHS              G2554F11        36      800 SH       SHARED      23         800
D COVIDIEN PLC                   SHS              G2554F11       120     2675 SH       SHR/OTHR    23                          2675
D COVIDIEN PLC                   SHS              G2554F11      1515    33668 SH       SHARED      27       33668
D COVIDIEN PLC                   SHS              G2554F11      1180    26228 SH       SHARED      32       26228
D DELPHI AUTOMOTIVE PLC          SHS              G2782310       652    30300 SH       SHARED               30300
D DELPHI AUTOMOTIVE PLC          SHS              G2782310     24050  1116564 SH       SHARED      02     1116564
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710      1043    27287 SH       SHARED               27287
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710        15      403 SH       SHARED      02         403
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710        10      278 SH       SHARED      21         278
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       191     5000 SH       SHARED      26        5000
D ENSTAR GROUP LIMITED           SHS              G3075P10       340     3463 SH       SHARED                3463
D ENSTAR GROUP LIMITED           SHS              G3075P10         0        2 SH       SHARED      02           2
D ENSTAR GROUP LIMITED           SHS              G3075P10        78      800 SH       SHARED      10         800
D ENSTAR GROUP LIMITED           SHS              G3075P10        39      400 SH       SHARED      23         400
D ASA GOLD AND PRECIOUS MTLS L   SHS              G3156P10         0        1 SH       SHARED      02           1
D EVEREST RE GROUP LTD           COM              G3223R10     11327   134703 SH       SHARED              134703
D EVEREST RE GROUP LTD           COM              G3223R10      2407    28629 SH       SHARED      01       11700             16929
D EVEREST RE GROUP LTD           COM              G3223R10        25      304 SH       SHARED      02          37               267
D EVEREST RE GROUP LTD           COM              G3223R10       100     1200 SH       SHARED      10        1200
D EXCEED COMPANY LTD             SHS              G3233510       171    35050 SH       SHARED      02       35050
D FABRINET                       SHS              G3323L10        85     6283 SH       SHARED                6283
D FABRINET                       SHS              G3323L10         0       16 SH       SHARED      02          16
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       414    16580 SH       SHARED               16580
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       651    26033 SH       SHARED      01       21733              4300
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810      1147    45900 SH       SHR/OTHR    01                         45900
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810        12      514 SH       SHARED      02         514
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       184     7377 SH       SHARED      10        7377
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       160     6400 SH       SHARED      26        6400
D FRONTLINE LTD                  SHS              G3682E12       145    33874 SH       SHARED               33874
D FRONTLINE LTD                  SHS              G3682E12       434   101225 SH       SHARED      02      101225
D FRONTLINE LTD                  SHS              G3682E12        89    20800 SH       SHARED      10       20800
D FREESCALE SEMICONDUCTOR HLDG   SHS OLD          G3727Q10       256    20284 SH       SHARED               20284
D FREESCALE SEMICONDUCTOR HLDG   SHS OLD          G3727Q10        20     1626 SH       SHARED      02          26              1600
D FREESCALE SEMICONDUCTOR HLDG   SHS OLD          G3727Q10         5      400 SH       SHARED      10         400
D GENPACT LIMITED                SHS              G3922B10      1717   114906 SH       SHARED              114906
D GENPACT LIMITED                SHS              G3922B10     80883  5410253 SH       SHARED      02     5410253
D GENPACT LIMITED                SHS              G3922B10        32     2200 SH       SHARED      10        2200
D GLOBAL SOURCES LTD             ORD              G3930010       190    39211 SH       SHARED               39211
D GLOBAL SOURCES LTD             ORD              G3930010         0      174 SH       SHARED      02         174
D GLOBAL INDEMNITY PLC           SHS              G3931910       360    18171 SH       SHARED               18171
D GLOBAL INDEMNITY PLC           SHS              G3931910         0        5 SH       SHARED      02           5
D GLOBAL INDEMNITY PLC           SHS              G3931910         1      100 SH       SHARED      10         100
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10      1832    77406 SH       SHARED               77406
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10        18      800 SH       SHARED      01         800
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10         0       11 SH       SHARED      02          11
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10       156     6600 SH       SHARED      10        6600
D HELEN OF TROY CORP LTD         COM              G4388N10       304     9929 SH       SHARED                9929
D HELEN OF TROY CORP LTD         COM              G4388N10        23      753 SH       SHARED      02         753
D HELEN OF TROY CORP LTD         COM              G4388N10       331    10800 SH       SHARED      10       10800
D HERBALIFE LTD                  COM USD SHS      G4412G10     20552   397755 SH       SHARED              397755
D HERBALIFE LTD                  COM USD SHS      G4412G10      1537    29750 SH       SHARED      01       28190              1560
D HERBALIFE LTD                  COM USD SHS      G4412G10       263     5097 SH       SHARED      02        2039              3058
D HERBALIFE LTD                  COM USD SHS      G4412G10         5      100 SH       SHARED      05         100
D HERBALIFE LTD                  COM USD SHS      G4412G10       268     5200 SH       SHARED      10        5200
D HERBALIFE LTD                  COM USD SHS      G4412G10         6      130 SH       SHR/OTHR    21                           130
D HERBALIFE LTD                  COM USD SHS      G4412G10        81     1586 SH       SHARED      26        1586
D HOLLYSYS AUTOMATION TECHNOLO   SHS              G4566710        36     4400 SH       SHARED                4400
D INGERSOLL-RAND PLC             SHS              G4779110     23046   756361 SH       SHARED              756361
D INGERSOLL-RAND PLC             SHS              G4779110      2692    88379 SH       SHARED      01       81784              6595
D INGERSOLL-RAND PLC             SHS              G4779110       361    11858 SH       SHARED      02       10858              1000
D INGERSOLL-RAND PLC             SHS              G4779110         1      692 SH CALL  SHARED      02         692
D INGERSOLL-RAND PLC             SHS              G4779110         4      160 SH       SHARED      05         160
D INGERSOLL-RAND PLC             SHS              G4779110      1373    45061 SH       SHARED      06       34211             10850
D INGERSOLL-RAND PLC             SHS              G4779110      5488   180128 SH       SHARED      10      180128
D INGERSOLL-RAND PLC             SHS              G4779110        19      650 SH       SHARED      21         650
D INGERSOLL-RAND PLC             SHS              G4779110       752    24703 SH       SHARED      23       24703
D INGERSOLL-RAND PLC             SHS              G4779110        24      789 SH       SHARED      27         789
D INVESCO LTD                    SHS              G491BT10      9121   454043 SH       SHARED              454043
D INVESCO LTD                    SHS              G491BT10      4946   246237 SH       SHARED      01      234335             11902
D INVESCO LTD                    SHS              G491BT10       375    18706 SH       SHR/OTHR    01                         18706
D INVESCO LTD                    SHS              G491BT10      1092    54384 SH       SHARED      02       53575               809
D INVESCO LTD                    SHS              G491BT10         0     1000 SH CALL  SHARED      02        1000
D INVESCO LTD                    SHS              G491BT10         2     1694 SH PUT   SHARED      02        1694
D INVESCO LTD                    SHS              G491BT10        32     1600 SH       SHARED      04        1600
D INVESCO LTD                    SHS              G491BT10        26     1308 SH       SHARED      05        1308
D INVESCO LTD                    SHS              G491BT10       939    46750 SH       SHARED      06       34850             11900
D INVESCO LTD                    SHS              G491BT10      2404   119706 SH       SHARED      10      119706
D INVESCO LTD                    SHS              G491BT10       462    23020 SH       SHARED      20       21880              1140
D INVESCO LTD                    SHS              G491BT10         8      430 SH       SHARED      21                           430
D INVESCO LTD                    SHS              G491BT10        88     4425 SH       SHARED      23        4325               100
D JINPAN INTL LTD                ORD              G5138L10        43     5395 SH       SHARED                5395
D JINPAN INTL LTD                ORD              G5138L10         0        2 SH       SHARED      02           2
D KOSMOS ENERGY LTD              SHS              G5315B10       494    40362 SH       SHARED               40362
D KOSMOS ENERGY LTD              SHS              G5315B10         0       73 SH       SHARED      02          73
D KOSMOS ENERGY LTD              SHS              G5315B10         7      600 SH       SHARED      10         600
D KOSMOS ENERGY LTD              SHS              G5315B10       142    11659 SH       SHARED      26       11659
D LAZARD LTD                     SHS A            G5405010     21280   815038 SH       SHARED              815038
D LAZARD LTD                     SHS A            G5405010        85     3278 SH       SHARED      02           5              3273
D LAZARD LTD                     SHS A            G5405010       763    29247 SH       SHARED      04       29247
D LAZARD LTD                     SHS A            G5405010       122     4700 SH       SHARED      10        4700
D LAZARD LTD                     SHS A            G5405010       305    11682 SH       SHARED      26       11682
D LAZARD LTD                     SHS A            G5405010      2331    89300 SH       SHARED      31       89300
D LJ INTL INC                    ORD              G5531210         0       11 SH       SHARED      02          11
D MAIDEN HOLDINGS LTD            SHS              G5753U11      1384   158100 SH       SHARED              158100
D MAIDEN HOLDINGS LTD            SHS              G5753U11         9     1060 SH       SHARED      02        1060
D MAIDEN HOLDINGS LTD            SHS              G5753U11        53     6100 SH       SHARED      10        6100
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10     12536   905146 SH       SHARED              905146
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1589   114771 SH       SHARED      01      112075              2696
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      2270   163915 SH       SHARED      02       94570             69345
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         0     1480 SH CALL  SHARED      02        1480
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         1     1354 SH PUT   SHARED      02        1354
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      7686   555000 SH       SHARED      04      555000
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1094    79000 SH       SHARED      05       79000
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      4237   305950 SH       SHARED      06       94950            211000
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10       307    22200 SH       SHARED      10       22200
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10       363    26270 SH       SHARED      29       26270
D MICHAEL KORS HLDGS LTD         SHS              G6075410      5469   200712 SH       SHARED              200712
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       561    31639 SH       SHARED               31639
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510         0       17 SH       SHARED      02          17
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       223    12600 SH       SHARED      10       12600
D ALPHA & OMEGA SEMICONDUCTOR    SHS              G6331P10        21     2874 SH       SHARED                2874
D ALPHA & OMEGA SEMICONDUCTOR    SHS              G6331P10         0        5 SH       SHARED      02           5
D NABORS INDUSTRIES LTD          SHS              G6359F10     22473  1296023 SH       SHARED             1296023
D NABORS INDUSTRIES LTD          SHS              G6359F10      1175    67800 SH       SHARED      01       67800
D NABORS INDUSTRIES LTD          SHS              G6359F10      5153   297193 SH       SHARED      02      297193
D NABORS INDUSTRIES LTD          SHS              G6359F10        23     1350 SH       SHARED      05        1350
D NABORS INDUSTRIES LTD          SHS              G6359F10       206    11900 SH       SHARED      10       11900
D NABORS INDUSTRIES LTD          SHS              G6359F10        28     1625 SH       SHARED      21        1625
D NORDIC AMERICAN TANKERS LIMI   COM              G6577310       177    14821 SH       SHARED               14821
D NORDIC AMERICAN TANKERS LIMI   COM              G6577310        19     1619 SH       SHARED      02         319              1300
D NORDIC AMERICAN TANKERS LIMI   COM              G6577310       359    30000 SH       SHARED      10       30000
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210       389    25303 SH       SHARED               25303
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         3      250 SH       SHARED      01         250
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         0        6 SH       SHARED      02           6
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310      1386   185663 SH       SHARED              185663
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310        91    12224 SH       SHARED      02        3024              9200
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310       150    20200 SH       SHARED      10       20200
D ORIGIN AGRITECH LIMITED        SHS              G6782810         0       80 SH       SHARED      02          80
D PARTNERRE LTD                  COM              G6852T10      7426   115667 SH       SHARED              115667
D PARTNERRE LTD                  COM              G6852T10       886    13800 SH       SHARED      01       13800
D PARTNERRE LTD                  COM              G6852T10       316     4928 SH       SHARED      02        4928
D PARTNERRE LTD                  COM              G6852T10        67     1045 SH       SHARED      05        1045
D PARTNERRE LTD                  COM              G6852T10        83     1300 SH       SHARED      10        1300
D PARTNERRE LTD                  COM              G6852T10         9      155 SH       SHARED      21          85                70
D PANSOFT COMPANY LIMITED        SHS              G6891W10         0       17 SH       SHARED      02          17
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10       473    13868 SH       SHARED               13868
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10        14      429 SH       SHARED      02         429
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10       310     9100 SH       SHARED      10        9100
D PRIME ACQUISITION CORP         SHS              G7243610      1409   147900 SH       SHARED      02      147900
D PRIME ACQUISITION CORP         UNIT 99/99/9999  G7243611        54     5600 SH       SHARED      02        5600
D PRIME ACQUISITION CORP         *W EXP 99/99/999 G7243612        26   107520 SH       SHARED      02      107520
D PRIMUS GUARANTY LTD            SHS              G7245710         2      425 SH       SHARED      01         425
D PRIMUS GUARANTY LTD            SHS              G7245710         1      300 SH       SHARED      02         300
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10      2461    33096 SH       SHARED               33096
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10       825    11100 SH       SHARED      01       11100
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        11      159 SH       SHARED      02         159
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        96     1300 SH       SHARED      10        1300
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        52      700 SH       SHARED      23         700
D SEADRILL LIMITED               SHS              G7945E10        61     1860 SH       SHARED                1860
D SEADRILL LIMITED               SHS              G7945E10     22400   675132 SH       SHARED              672232              2900
D SEADRILL LIMITED               SHS              G7945E10       750    22621 SH       SHARED      02          16             22605
D SEADRILL LIMITED               SHS              G7945E10     28413   856350 SH       SHARED      04      856350
D SEADRILL LIMITED               SHS              G7945E10       305     9210 SH       SHARED      05        9210
D SEADRILL LIMITED               SHS              G7945E10      4477   134950 SH       SHARED      06      130670              4280
D SEADRILL LIMITED               SHS              G7945E10       327     9862 SH       SHARED      10                          9862
D SEADRILL LIMITED               SHS              G7945E10         9      300 SH       SHR/OTHR    23                           300
D SEADRILL LIMITED               SHS              G7945E10       168     5092 SH       SHARED      27        5092
D SEADRILL LIMITED               SHS              G7945E10        66     2000 SH       SHARED      29        2000
D SEADRILL LIMITED               SHS              G7945E10     12382   373200 SH       SHARED      30      373200
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10     12358   753581 SH       SHARED              753581
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         1      300 SH CALL  SHARED                 300
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      1558    95025 SH       SHARED      01       95025
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      7719   470695 SH       SHARED      02      439831             30864
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         5     3521 SH CALL  SHARED      02        3521
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         0      850 SH PUT   SHARED      02         850
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10       656    40000 SH       SHARED      04       40000
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         4      270 SH       SHARED      05         270
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10       264    16150 SH       SHARED      06       16150
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10        26     1600 SH       SHARED      10        1600
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10        10      655 SH       SHARED      20                           655
D SEACUBE CONTAINER LEASING LT   SHS              G7997810        55     3781 SH       SHARED                3781
D SEACUBE CONTAINER LEASING LT   SHS              G7997810       160    10838 SH       SHARED      02         138             10700
D SEARCHMEDIA HOLDINGS LTD       SHS              G8005Y10      4078  2399995 SH       SHARED      50     2399995
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       203    21776 SH       SHARED               21776
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510        14     1516 SH       SHARED      02         516              1000
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510         1      200 SH PUT   SHARED      02         200
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       807    86500 SH       SHARED      10       86500
D SIGNET JEWELERS LIMITED        SHS              G8127610      5973   135890 SH       SHARED              135890
D SIGNET JEWELERS LIMITED        SHS              G8127610      1201    27325 SH       SHARED      01         125             27200
D SIGNET JEWELERS LIMITED        SHS              G8127610         0       15 SH       SHARED      02          15
D SIGNET JEWELERS LIMITED        SHS              G8127610        85     1956 SH       SHARED      10        1956
D SIGNET JEWELERS LIMITED        SHS              G8127610        20      468 SH       SHR/OTHR    23                           468
D SINA CORP                      ORD              G8147710      1844    35469 SH       SHARED               35469
D SINA CORP                      ORD              G8147710        26      500 SH       SHARED      01         500
D SINA CORP                      ORD              G8147710         5      111 SH       SHARED      02         111
D TBS INTERNATIONAL PLC          CL A SHS         G8657Q10         0       13 SH       SHARED      02          13
D TBS INTERNATIONAL PLC          CL A SHS         G8657Q10       174  1156668 SH       SHARED      21     1156668
D UTI WORLDWIDE INC              ORD              G8721010       492    37069 SH       SHARED               37069
D UTI WORLDWIDE INC              ORD              G8721010       433    32625 SH       SHARED      01         425             32200
D UTI WORLDWIDE INC              ORD              G8721010         0       20 SH       SHARED      02          20
D UTI WORLDWIDE INC              ORD              G8721010        62     4700 SH       SHARED      10        4700
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10        56     1934 SH       SHARED                1934
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10        87     3009 SH       SHARED      02           9              3000
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10      2920   100300 SH       SHARED      10      100300
D TRANSATLANTIC PETROLEUM LTD    SHS              G8998210       114    87400 SH       SHARED               87400
D TRANSATLANTIC PETROLEUM LTD    SHS              G8998210         0       27 SH       SHARED      02          27
D TRI-TECH HOLDING INC           SHS              G9103F10        84    18356 SH       SHARED               18356
D TRI-TECH HOLDING INC           SHS              G9103F10         0        1 SH       SHARED      02           1
D TSAKOS ENERGY NAVIGATION LTD   SHS              G9108L10        62    13155 SH       SHARED               13155
D TSAKOS ENERGY NAVIGATION LTD   SHS              G9108L10         0        3 SH       SHARED      02           3
D TSAKOS ENERGY NAVIGATION LTD   SHS              G9108L10         9     2000 SH       SHARED      21        2000
D UTSTARCOM HOLDINGS CORP        USD ORD SHS      G9310A10        72    52242 SH       SHARED               52242
D UTSTARCOM HOLDINGS CORP        USD ORD SHS      G9310A10         1      763 SH       SHARED      02         763
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10     13999   444413 SH       SHARED              444413
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10        29      925 SH       SHARED      02         925
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       198     6300 SH       SHARED      10        6300
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       217     6901 SH       SHARED      26        6901
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511        96    83285 SH       SHARED               83285
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511        39    34400 SH       SHARED      01       34400
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511        14    12814 SH       SHARED      02       12814
D VELTI PLC ST HELIER            SHS              G9328510      2038   299759 SH       SHARED              299759
D VELTI PLC ST HELIER            SHS              G9328510         0        4 SH       SHARED      02           4
D VELTI PLC ST HELIER            SHS              G9328510      1020   150000 SH       SHARED      04      150000
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810      8699   574988 SH       SHARED              574988
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810       453    30000 SH       SHARED      01       30000
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810        12      795 SH       SHARED      02         795
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810      5466   361309 SH       SHARED      04      361309
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810         1      100 SH       SHARED      05         100
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810      1235    81650 SH       SHARED      06        3250             78400
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810       101     6700 SH       SHARED      10        6700
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810        39     2600 SH       SHARED      32        2600
D GOLAR LNG LTD BERMUDA          SHS              G9456A10      6545   147249 SH       SHARED              147249
D GOLAR LNG LTD BERMUDA          SHS              G9456A10        17      400 SH       SHARED      01         400
D GOLAR LNG LTD BERMUDA          SHS              G9456A10         1       43 SH       SHARED      02          43
D GOLAR LNG LTD BERMUDA          SHS              G9456A10       151     3400 SH       SHARED      10        3400
D WHITE MTNS INS GROUP LTD       COM              G9618E10      6354    14014 SH       SHARED               14014
D WHITE MTNS INS GROUP LTD       COM              G9618E10        47      105 SH       SHARED      02         105
D WHITE MTNS INS GROUP LTD       COM              G9618E10       136      300 SH       SHARED      10         300
D WHITE MTNS INS GROUP LTD       COM              G9618E10        90      200 SH       SHARED      23                           200
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610       837    21577 SH       SHARED               21577
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610      1365    35200 SH       SHARED      01       35200
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610       102     2646 SH       SHARED      02        1677               969
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610      1746    45000 SH       SHARED      04       45000
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610         3       90 SH       SHARED      05          90
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610       131     3400 SH       SHARED      06        3400
D XOMA LTD                       SHS              G9825R20         0        1 SH       SHARED                   1
D XOMA LTD                       SHS              G9825R20         0        1 SH       SHARED      02           1
D XYRATEX LTD                    COM              G9826810      1770   132891 SH       SHARED              132891
D XYRATEX LTD                    COM              G9826810         0        9 SH       SHARED      02           9
D XL GROUP PLC                   SHS              G9829010      9665   488898 SH       SHARED              488898
D XL GROUP PLC                   SHS              G9829010      1748    88450 SH       SHARED      01       88450
D XL GROUP PLC                   SHS              G9829010      2381   120463 SH       SHARED      02      118263              2200
D XL GROUP PLC                   SHS              G9829010         4      239 SH       SHARED      05         239
D XL GROUP PLC                   SHS              G9829010       448    22700 SH       SHARED      06       13800              8900
D XL GROUP PLC                   SHS              G9829010      2158   109197 SH       SHARED      10      109197
D YUCHENG TECHNOLOGIES LTD       COM              G9877710        13     5802 SH       SHARED                5802
D YUCHENG TECHNOLOGIES LTD       COM              G9877710         0      400 SH       SHARED      02         400
D ACE LTD                        SHS              H0023R10     31461   448685 SH       SHARED              448685
D ACE LTD                        SHS              H0023R10      5079    72441 SH       SHARED      01       72441
D ACE LTD                        SHS              H0023R10       402     5742 SH       SHARED      02        3192              2550
D ACE LTD                        SHS              H0023R10         1      370 SH CALL  SHARED      02         370
D ACE LTD                        SHS              H0023R10        35      500 SH       SHARED      04         500
D ACE LTD                        SHS              H0023R10        43      620 SH       SHARED      05         620
D ACE LTD                        SHS              H0023R10      1635    23320 SH       SHARED      06       13570              9750
D ACE LTD                        SHS              H0023R10     14503   206844 SH       SHARED      10      206844
D ACE LTD                        SHS              H0023R10       489     6980 SH       SHARED      15        6980
D ACE LTD                        SHS              H0023R10       192     2750 SH       SHR/OTHR    23                          2750
D ALLIED WRLD ASSUR COM HLDG A   SHS              H0153110      1557    24746 SH       SHARED               24746
D ALLIED WRLD ASSUR COM HLDG A   SHS              H0153110        25      403 SH       SHARED      02         403
D ALLIED WRLD ASSUR COM HLDG A   SHS              H0153110     31176   495416 SH       SHARED      10      495416
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310       485    33163 SH       SHARED               33163
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310     21487  1467722 SH       SHARED             1417722             50000
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         1     2500 SH CALL  SHARED                2500
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         2      556 SH PUT   SHARED                 556
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      3148   215035 SH       SHARED      01      213055              1980
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        61     4200 SH       SHR/OTHR    01                          4200
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      7534   514676 SH       SHARED      02      450072             64604
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         9    10519 SH CALL  SHARED      02       10519
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         4     2500 SH PUT   SHARED      02        2500
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310     71779  4902953 SH       SHARED      04     4902953
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        37     2560 SH       SHARED      05        2560
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      6661   455039 SH       SHARED      06      249989            205050
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        20     1400 SH       SHARED      10        1400
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        20     1425 SH       SHARED      21        1425
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         2      170 SH       SHR/OTHR    21                           170
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        10      750 SH       SHARED      23         750
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310       152    10400 SH       SHARED      26       10400
D FOSTER WHEELER AG              COM              H2717810      9164   478792 SH       SHARED              478792
D FOSTER WHEELER AG              COM              H2717810       407    21300 SH       SHARED      01                         21300
D FOSTER WHEELER AG              COM              H2717810        29     1550 SH       SHR/OTHR    01                          1550
D FOSTER WHEELER AG              COM              H2717810      1783    93190 SH       SHARED      02       75585             17605
D FOSTER WHEELER AG              COM              H2717810         1     1000 SH CALL  SHARED      02        1000
D FOSTER WHEELER AG              COM              H2717810      1358    71000 SH       SHARED      05       71000
D GARMIN LTD                     SHS              H2906T10       215     5423 SH       SHARED                5423
D GARMIN LTD                     SHS              H2906T10     12116   304363 SH       SHARED              304363
D GARMIN LTD                     SHS              H2906T10       999    25100 SH       SHARED      01       25100
D GARMIN LTD                     SHS              H2906T10       243     6109 SH       SHARED      02        4307              1802
D GARMIN LTD                     SHS              H2906T10         1       50 SH       SHARED      05          50
D GARMIN LTD                     SHS              H2906T10        23      600 SH       SHARED      06         600
D GARMIN LTD                     SHS              H2906T10       545    13700 SH       SHARED      10       13700
D GARMIN LTD                     SHS              H2906T10       373     9384 SH       SHARED      27        9384
D LOGITECH INTL S A              SHS              H5043023      6390   821438 SH       SHARED              821438
D LOGITECH INTL S A              SHS              H5043023        57     7433 SH       SHARED      01        7433
D LOGITECH INTL S A              SHS              H5043023         0       17 SH       SHARED      02          17
D LOGITECH INTL S A              SHS              H5043023      2667   342909 SH       SHARED      15      342909
D LOGITECH INTL S A              SHS              H5043023       972   125000 SH       SHARED      26      125000
D LOGITECH INTL S A              SHS              H5043023       381    49000 SH       SHARED      29       49000
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      3086   102137 SH       SHARED              102137
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      1858    61500 SH       SHARED      01       60000              1500
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        42     1400 SH       SHR/OTHR    01                          1400
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      6091   201567 SH       SHARED      02      201567
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10         1     1018 SH CALL  SHARED      02        1018
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10     19673   651000 SH       SHARED      04      651000
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        32     1060 SH       SHARED      05        1060
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       517    17140 SH       SHARED      06       10240              6900
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      7616   252047 SH       SHARED      10      252047
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        12      400 SH       SHR/OTHR    20                           400
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        33     1095 SH       SHARED      21        1095
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       126     4200 SH       SHARED      23        2700              1500
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       151     5005 SH       SHR/OTHR    23                          5005
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       674    22307 SH       SHARED      27       22307
D TE CONNECTIVITY LTD            REG SHS          H8498910     27693   898850 SH       SHARED              898850
D TE CONNECTIVITY LTD            REG SHS          H8498910      2989    97023 SH       SHARED      01       97023
D TE CONNECTIVITY LTD            REG SHS          H8498910       216     7034 SH       SHARED      02        6784               250
D TE CONNECTIVITY LTD            REG SHS          H8498910       424    13771 SH       SHARED      04       13771
D TE CONNECTIVITY LTD            REG SHS          H8498910        27      900 SH       SHARED      04         900
D TE CONNECTIVITY LTD            REG SHS          H8498910        39     1275 SH       SHARED      05        1275
D TE CONNECTIVITY LTD            REG SHS          H8498910      1338    43445 SH       SHARED      06       29920             13525
D TE CONNECTIVITY LTD            REG SHS          H8498910      3210   104194 SH       SHARED      10      104194
D TE CONNECTIVITY LTD            REG SHS          H8498910       307     9996 SH       SHARED      27        9996
D TRANSOCEAN LTD                 REG SHS          H8817H10        86     2266 SH       SHARED                 921              1345
D TRANSOCEAN LTD                 REG SHS          H8817H10     24154   629186 SH       SHARED              489186            140000
D TRANSOCEAN LTD                 REG SHS          H8817H10         0      629 SH CALL  SHARED                 629
D TRANSOCEAN LTD                 REG SHS          H8817H10      1429    37238 SH       SHARED      01       36038              1200
D TRANSOCEAN LTD                 REG SHS          H8817H10        25      656 SH       SHR/OTHR    01                           656
D TRANSOCEAN LTD                 REG SHS          H8817H10      1932    50339 SH       SHARED      02       47027              3312
D TRANSOCEAN LTD                 REG SHS          H8817H10         0       70 SH CALL  SHARED      02          70
D TRANSOCEAN LTD                 REG SHS          H8817H10      1531    39897 SH       SHARED      04       28487             11410
D TRANSOCEAN LTD                 REG SHS          H8817H10    173131  4509813 SH       SHARED      04     4509813
D TRANSOCEAN LTD                 REG SHS          H8817H10       134     3492 SH       SHARED      05        3492
D TRANSOCEAN LTD                 REG SHS          H8817H10      3266    85075 SH       SHARED      06       77019              8056
D TRANSOCEAN LTD                 REG SHS          H8817H10      4289   111728 SH       SHARED      10      101522             10206
D TRANSOCEAN LTD                 REG SHS          H8817H10     19960   519950 SH       SHARED      15      519950
D TRANSOCEAN LTD                 REG SHS          H8817H10        37      982 SH       SHARED      20         852               130
D TRANSOCEAN LTD                 REG SHS          H8817H10        17      465 SH       SHARED      21         465
D TRANSOCEAN LTD                 REG SHS          H8817H10         9      250 SH       SHR/OTHR    21                           250
D TRANSOCEAN LTD                 REG SHS          H8817H10        20      531 SH       SHARED      23          81               450
D TRANSOCEAN LTD                 REG SHS          H8817H10        53     1391 SH       SHR/OTHR    23                          1391
D TRANSOCEAN LTD                 REG SHS          H8817H10       383    10000 SH       SHARED      26       10000
D TRANSOCEAN LTD                 REG SHS          H8817H10       789    20557 SH       SHARED      27       20557
D TRANSOCEAN LTD                 REG SHS          H8817H10       434    11328 SH       SHARED      29       11328
D TRANSOCEAN LTD                 REG SHS          H8817H10      1026    26734 SH       SHARED      31       26734
D TYCO INTERNATIONAL LTD         SHS              H8912810     20146   431310 SH       SHARED              431310
D TYCO INTERNATIONAL LTD         SHS              H8912810      5750   123112 SH       SHARED      01      122512               600
D TYCO INTERNATIONAL LTD         SHS              H8912810      1545    33094 SH       SHARED      02       18246             14848
D TYCO INTERNATIONAL LTD         SHS              H8912810         0      863 SH PUT   SHARED      02         863
D TYCO INTERNATIONAL LTD         SHS              H8912810       855    18311 SH       SHARED      04       18311
D TYCO INTERNATIONAL LTD         SHS              H8912810     73521  1574000 SH       SHARED      04     1574000
D TYCO INTERNATIONAL LTD         SHS              H8912810        12      265 SH       SHARED      05         265
D TYCO INTERNATIONAL LTD         SHS              H8912810      9871   211337 SH       SHARED      06      112362             98975
D TYCO INTERNATIONAL LTD         SHS              H8912810      9266   198377 SH       SHARED      10      198377
D TYCO INTERNATIONAL LTD         SHS              H8912810        44      950 SH       SHARED      23         950
D TYCO INTERNATIONAL LTD         SHS              H8912810       203     4353 SH       SHARED      27        4353
D UBS AG                         SHS NEW          H8923133      4263   360407 SH       SHARED              360407
D UBS AG                         SHS NEW          H8923133      1691   142950 SH       SHARED      02      141165              1785
D UBS AG                         SHS NEW          H8923133        45     3854 SH       SHARED      21        3854
D ADECOAGRO S A                  COM              L0084910       670    81080 SH       SHARED               81080
D ADECOAGRO S A                  COM              L0084910       854   103366 SH       SHARED      02           1            103365
D ADECOAGRO S A                  COM              L0084910       433    52450 SH       SHARED      04       52450
D ADECOAGRO S A                  COM              L0084910      1240   150000 SH       SHARED      05      150000
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10       143     2868 SH       SHARED                2868
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10       132     2650 SH       SHARED      01        2650
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10        13      266 SH       SHR/OTHR    01                           266
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10         0        1 SH       SHARED      02           1
D FLAGSTONE REINSURANCE HOLDIN   COM              L3466T10       155    18756 SH       SHARED               18756
D FLAGSTONE REINSURANCE HOLDIN   COM              L3466T10         0       15 SH       SHARED      02          15
D FLAGSTONE REINSURANCE HOLDIN   COM              L3466T10       281    34000 SH       SHARED      10       34000
D PACIFIC DRILLING SA LUXEMBOU   REG SHS          L7257P10       495    53300 SH       SHARED               53300
D ALLOT COMMUNICATIONS LTD       SHS              M0854Q10      1712   112682 SH       SHARED              112682
D ALLOT COMMUNICATIONS LTD       SHS              M0854Q10         0        6 SH       SHARED      02           6
D ALVARION LTD                   SHS              M0861T10        16    18332 SH       SHARED               18332
D ALVARION LTD                   SHS              M0861T10        60    66705 SH       SHARED      02       66705
D AUDIOCODES LTD                 ORD              M1534210       271    69704 SH       SHARED               69704
D AUDIOCODES LTD                 ORD              M1534210         0      143 SH       SHARED      02         143
D B COMMUNICATIONS LTD           SHS              M1562910        35     2442 SH       SHARED                2442
D CELLCOM ISRAEL LTD             SHS              M2196U10      1767   104561 SH       SHARED              104561
D CELLCOM ISRAEL LTD             SHS              M2196U10         1       70 SH       SHARED      05          70
D CELLCOM ISRAEL LTD             SHS              M2196U10        26     1574 SH       SHARED      10                          1574
D CERAGON NETWORKS LTD           ORD              M2201310        66     8686 SH       SHARED                8686
D CERAGON NETWORKS LTD           ORD              M2201310         0        2 SH       SHARED      02           2
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       235     4477 SH       SHARED                 292              4185
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510     19070   362970 SH       SHARED              360078              2892
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      6754   128566 SH       SHARED      01       94140             34426
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1000    19050 SH       SHR/OTHR    01                         19050
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       328     6255 SH       SHARED      02          15              6240
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1523    29000 SH       SHARED      04       29000
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      4339    82600 SH       SHARED      04       82600
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      3415    65000 SH       SHARED      06       65000
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510        71     1356 SH       SHARED      10                          1356
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1879    35770 SH       SHARED      20       30970      110     4690
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510        88     1685 SH       SHR/OTHR    20                          1685
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       133     2545 SH       SHARED      21        2545
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510         8      155 SH       SHR/OTHR    21                           155
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1541    29340 SH       SHARED      23       25690              3650
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       736    14015 SH       SHR/OTHR    23                         14015
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1098    20914 SH       SHARED      26       20914
D CLICKSOFTWARE TECHNOLOGIES L   ORD              M2508210         0        3 SH       SHARED      02           3
D COMPUGEN LTD                   ORD              M2572210        80    16325 SH       SHARED               16325
D ELBIT SYS LTD                  ORD              M3760D10       188     4604 SH       SHARED                4604
D ELBIT SYS LTD                  ORD              M3760D10         4      100 SH       SHARED      02         100
D ELBIT SYS LTD                  ORD              M3760D10        29      724 SH       SHARED      10                           724
D ELTEK LTD                      ORD              M4018410         0       16 SH       SHARED      02          16
D EZCHIP SEMICONDUCTOR LIMITED   ORD              M4146Y10       123     4353 SH       SHARED      02          53              4300
D GAZIT GLOBE LTD                SHS              M4793C10       214    22726 SH       SHARED               22726
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311       363    11202 SH       SHARED               11202
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311       102     3160 SH       SHARED      02          20              3140
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311        15      480 SH       SHARED      21         480
D GIVEN IMAGING                  ORD SHS          M5202010        70     4032 SH       SHARED                4032
D GIVEN IMAGING                  ORD SHS          M5202010         8      501 SH       SHARED      02           1               500
D HADERA PAPER LTD               SHS              M5251410        24      660 SH       SHARED                 660
D INTERNET GOLD-GOLDEN LINES L   ORD              M5659510        20     1871 SH       SHARED                1871
D ITURAN LOCATION AND CONTROL    SHS              M6158M10       160    11747 SH       SHARED               11747
D MAGAL SECURITY SYS LTD         ORD              M6786D10         0       10 SH       SHARED      02          10
D NOVA MEASURING INSTRUMENTS L   COM              M7516K10         0        5 SH       SHARED      02           5
D ORBOTECH LTD                   ORD              M7525310       193    19400 SH       SHARED               19400
D ORBOTECH LTD                   ORD              M7525310         0        3 SH       SHARED      02           3
D PERION NETWORK LTD             SHS              M7867310         1      502 SH       SHARED                 502
D PERION NETWORK LTD             SHS              M7867310         0        1 SH       SHARED      02           1
D RADVISION LTD                  ORD              M8186910         0       90 SH       SHARED      02          90
D RADWARE LTD                    ORD              M8187310      2319    79312 SH       SHARED               79312
D RADWARE LTD                    ORD              M8187310         0        1 SH       SHARED      02           1
D RETALIX LTD                    ORD              M8215W10        82     5125 SH       SHARED                5125
D ROSETTA GENOMICS LTD           SHS              M8218311         0        1 SH       SHARED      02           1
D SILICOM LTD                    ORD              M8411610        66     3780 SH       SHARED                3780
D SILICOM LTD                    ORD              M8411610       157     9000 SH       SHARED      26        9000
D SYNERON MEDICAL LTD            ORD SHS          M8724510       748    67647 SH       SHARED               67647
D SYNERON MEDICAL LTD            ORD SHS          M8724510         2      204 SH       SHARED      02           4               200
D SYNERON MEDICAL LTD            ORD SHS          M8724510      1125   101670 SH       SHARED      26      101670
D SYNERON MEDICAL LTD            ORD SHS          M8724510       274    24800 SH       SHARED      32       24800
D ON TRACK INNOVATION LTD        SHS              M8791A10        43    37462 SH       SHARED               37462
D ON TRACK INNOVATION LTD        SHS              M8791A10         0        1 SH       SHARED      02           1
D TOWER SEMICONDUCTOR LTD        ORD              M8791510        71   112954 SH       SHARED              112954
D SODASTREAM INTERNATIONAL LTD   USD SHS          M9068E10      2328    71228 SH       SHARED               71228
D SODASTREAM INTERNATIONAL LTD   USD SHS          M9068E10        88     2719 SH       SHARED      02          19              2700
D AERCAP HOLDINGS NV             SHS              N0098510        23     2053 SH       SHARED      02         286              1767
D ASM INTL N V                   NY REGISTER SH   N0704510        89     3076 SH       SHARED                3076
D ASML HOLDING N V               NY REG SHS       N0705918       332     7949 SH       SHARED                7949
D ASML HOLDING N V               NY REG SHS       N0705918         0       20 SH       SHARED      02          20
D ASML HOLDING N V               NY REG SHS       N0705918        81     1952 SH       SHARED      21        1952
D CNH GLOBAL N V                 SHS NEW          N2093520      2492    69255 SH       SHARED               69255
D CNH GLOBAL N V                 SHS NEW          N2093520       352     9801 SH       SHARED      02        9801
D CNH GLOBAL N V                 SHS NEW          N2093520        39     1100 SH       SHARED      10        1100
D CNH GLOBAL N V                 SHS NEW          N2093520        89     2500 SH       SHARED      23                          2500
D CORE LABORATORIES N V          COM              N2271710      7148    62736 SH       SHARED               62736
D CORE LABORATORIES N V          COM              N2271710       102      901 SH       SHARED      02         901
D CORE LABORATORIES N V          COM              N2271710       501     4400 SH       SHARED      10        4400
D CORE LABORATORIES N V          COM              N2271710        14      130 SH       SHARED      21         130
D CORE LABORATORIES N V          COM              N2271710      3242    28457 SH       SHARED      31       28457
D INTERXION HOLDING N.V          SHS              N4727910         0        1 SH       SHARED      02           1
D INTERXION HOLDING N.V          SHS              N4727910       538    40000 SH       SHARED      04       40000
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      1218    37495 SH       SHARED               37495
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      6822   210000 SH       SHARED              210000
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      1991    61300 SH       SHARED      01       61300
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      1577    48544 SH       SHARED      02       34649             13895
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510       178     5500 SH       SHARED      04        5500
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510         6      200 SH       SHARED      05         200
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      1026    31580 SH       SHARED      06       30780               800
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510       620    19100 SH       SHARED      10       19100
D NIELSEN HOLDINGS N V           COM              N6321810       344    11587 SH       SHARED               11587
D NIELSEN HOLDINGS N V           COM              N6321810       573    19300 SH       SHARED      01       19300
D NIELSEN HOLDINGS N V           COM              N6321810       296     9994 SH       SHARED      02        9994
D NIELSEN HOLDINGS N V           COM              N6321810      4305   145000 SH       SHARED      04      145000
D NIELSEN HOLDINGS N V           COM              N6321810      2942    99094 SH       SHARED      06       99094
D NIELSEN HOLDINGS N V           COM              N6321810        83     2800 SH       SHARED      10        2800
D NXP SEMICONDUCTORS N V         COM              N6596X10       107     7000 SH       SHARED                                  7000
D NXP SEMICONDUCTORS N V         COM              N6596X10      3931   255799 SH       SHARED              255799
D NXP SEMICONDUCTORS N V         COM              N6596X10         2      188 SH       SHARED      02         188
D NXP SEMICONDUCTORS N V         COM              N6596X10      1844   120000 SH       SHARED      04      120000
D ORTHOFIX INTL N V              COM              N6748L10       221     6275 SH       SHARED                6275
D ORTHOFIX INTL N V              COM              N6748L10         0       18 SH       SHARED      02          18
D ORTHOFIX INTL N V              COM              N6748L10        49     1400 SH       SHARED      10        1400
D QIAGEN NV                      REG SHS          N7248210     13402   978916 SH       SHARED              965566             13350
D QIAGEN NV                      REG SHS          N7248210       150    10883 SH       SHARED      01       10883
D QIAGEN NV                      REG SHS          N7248210         0       14 SH       SHARED      02          14
D QIAGEN NV                      REG SHS          N7248210       174    12608 SH       SHARED      04        7754              4854
D QIAGEN NV                      REG SHS          N7248210    119489  8652369 SH       SHARED      04     8652369
D QIAGEN NV                      REG SHS          N7248210       389    28203 SH       SHARED      05       28203
D QIAGEN NV                      REG SHS          N7248210      7255   525387 SH       SHARED      06      316000            209387
D QIAGEN NV                      REG SHS          N7248210       147    10645 SH       SHARED      10        3600              7045
D QIAGEN NV                      REG SHS          N7248210        28     2084 SH       SHARED      20        2084
D QIAGEN NV                      REG SHS          N7248210       138    10000 SH       SHARED      26       10000
D QIAGEN NV                      REG SHS          N7248210      3963   287000 SH       SHARED      29      287000
D QIAGEN NV                      REG SHS          N7248210      1371    99300 SH       SHARED      30       99300
D SENSATA TECHNOLOGIES HLDG BV   SHS              N7902X10      4281   162936 SH       SHARED              162936
D SENSATA TECHNOLOGIES HLDG BV   SHS              N7902X10      1578    60081 SH       SHARED      02       60081
D TORNIER N V                    SHS              N8723710        64     3564 SH       SHARED                3564
D TORNIER N V                    SHS              N8723710         0        8 SH       SHARED      02           8
D VISTAPRINT N V                 SHS              N9354010       350    11441 SH       SHARED               11441
D VISTAPRINT N V                 SHS              N9354010      3117   101883 SH       SHARED      02      101683               200
D VISTAPRINT N V                 SHS              N9354010        55     1800 SH       SHARED      10        1800
D YANDEX N V                     SHS CLASS A      N9728410       112     5704 SH       SHARED      02           4              5700
D COPA HOLDINGS SA               CL A             P3107610      9807   167162 SH       SHARED              167162
D COPA HOLDINGS SA               CL A             P3107610         0        4 SH       SHARED      02           4
D COPA HOLDINGS SA               CL A             P3107610     12100   206249 SH       SHARED      04      206249
D COPA HOLDINGS SA               CL A             P3107610       111     1900 SH       SHARED      10        1900
D COPA HOLDINGS SA               CL A             P3107610       176     3000 SH       SHARED      15        3000
D COPA HOLDINGS SA               CL A             P3107610        47      813 SH       SHARED      21         813
D SINOVAC BIOTECH LTD            SHS              P8696W10        34    15808 SH       SHARED               15808
D SINOVAC BIOTECH LTD            SHS              P8696W10         1      502 SH       SHARED      02           2               500
D SINOVAC BIOTECH LTD            SHS              P8696W10       221   100600 SH       SHARED      26      100600
D STEINER LEISURE LTD            ORD              P8744Y10       601    13250 SH       SHARED               13250
D STEINER LEISURE LTD            ORD              P8744Y10         5      112 SH       SHARED      02         112
D STEINER LEISURE LTD            ORD              P8744Y10        10      224 SH       SHARED      21                           224
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        12     4092 SH       SHARED                4092
D ULTRAPETROL BAHAMAS LTD        COM              P9439810         1      550 SH       SHARED      01         550
D ULTRAPETROL BAHAMAS LTD        COM              P9439810         0      100 SH       SHARED      02         100
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        14     4800 SH       SHARED      10        4800
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10        11     7693 SH       SHARED                7693
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10        30    20900 SH       SHARED      01       20900
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10         0       23 SH       SHARED      02          23
D MAKEMYTRIP LIMITED MAURITIUS   SHS              V5633W10        98     4109 SH       SHARED                4109
D MAKEMYTRIP LIMITED MAURITIUS   SHS              V5633W10         9      400 SH       SHARED      02         400
D MAKEMYTRIP LIMITED MAURITIUS   SHS              V5633W10      2884   120000 SH       SHARED      04      120000
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10      9125   368423 SH       SHARED              368423
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       750    30300 SH       SHARED      01       30300
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10      1028    41525 SH       SHARED      02       41525
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10         2      100 SH       SHARED      05         100
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       116     4700 SH       SHARED      10        4700
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10       589   144596 SH       SHARED              144596
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10         0        6 SH       SHARED      02           6
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10       812   199044 SH       SHARED      21                        199044
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10       244    60000 SH       SHARED      26       60000
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10     23246   805509 SH       SHARED              805509
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10      1367    47400 SH       SHARED      01       47400
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10        28      984 SH       SHARED      02         484               500
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10      1154    40000 SH       SHARED      04       40000
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10         2      100 SH       SHARED      05         100
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10        34     1200 SH       SHARED      06        1200
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10       219     7600 SH       SHARED      10        7600
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10        36     1257 SH       SHARED      21        1257
D BALTIC TRADING LIMITED         COM              Y0553W10        27     5717 SH       SHARED                5717
D BALTIC TRADING LIMITED         COM              Y0553W10         0        8 SH       SHARED      02           8
D BALTIC TRADING LIMITED         COM              Y0553W10       205    43200 SH       SHARED      10       43200
D BOX SHIPS INCORPORATED         SHS              Y0967510         0        3 SH       SHARED      02           3
D CAPITAL PRODUCT PARTNERS L P   COM UNIT LP      Y1108210        39     6411 SH       SHARED                6411
D CAPITAL PRODUCT PARTNERS L P   COM UNIT LP      Y1108210         0       29 SH       SHARED      02          29
D COSTAMARE INC                  SHS              Y1771G10        42     3000 SH       SHARED                3000
D COSTAMARE INC                  SHS              Y1771G10         0       56 SH       SHARED      02          56
D DHT HOLDINGS INC               COM              Y2065G10       371   502419 SH       SHARED              502419
D DHT HOLDINGS INC               COM              Y2065G10         2     2784 SH       SHARED      02        2784
D DHT HOLDINGS INC               COM              Y2065G10        68    92800 SH       SHARED      10       92800
D DIANA SHIPPING INC             COM              Y2066G10         0        3 SH       SHARED      02           3
D DIANA SHIPPING INC             COM              Y2066G10     16274  2175759 SH       SHARED      10     2175759
D DIANA CONTAINERSHIPS INC       COM              Y2069P10       161    29662 SH       SHARED               29662
D DIANA CONTAINERSHIPS INC       COM              Y2069P10         0       17 SH       SHARED      02          17
D DRYSHIPS INC                   SHS              Y2109Q10     55463 27731696 SH       SHARED            27731696
D DRYSHIPS INC                   SHS              Y2109Q10         3     1495 SH PUT   SHARED                1495
D DRYSHIPS INC                   SHS              Y2109Q10      3295  1647501 SH       SHARED      02     1641101              6400
D DRYSHIPS INC                   SHS              Y2109Q10         0     2500 SH CALL  SHARED      02        2500
D EAGLE BULK SHIPPING INC        COM              Y2187A10        11    12030 SH       SHARED               12030
D EAGLE BULK SHIPPING INC        COM              Y2187A10         1     2022 SH       SHARED      02          22              2000
D FLEXTRONICS INTL LTD           ORD              Y2573F10      2519   445114 SH       SHARED              445114
D FLEXTRONICS INTL LTD           ORD              Y2573F10       887   156800 SH       SHARED      01      156800
D FLEXTRONICS INTL LTD           ORD              Y2573F10       408    72216 SH       SHARED      02       68066              4150
D FLEXTRONICS INTL LTD           ORD              Y2573F10         3      547 SH       SHARED      05         547
D FLEXTRONICS INTL LTD           ORD              Y2573F10        82    14520 SH       SHARED      06       14520
D FLEXTRONICS INTL LTD           ORD              Y2573F10       392    69321 SH       SHARED      26       69321
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10        65     9710 SH       SHARED                9710
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10         4      700 SH       SHARED      01         700
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10         0       11 SH       SHARED      02          11
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10         3      500 SH       SHARED      10         500
D GIGAMEDIA LTD                  ORD              Y2711Y10        22    26853 SH       SHARED               26853
D GIGAMEDIA LTD                  ORD              Y2711Y10         0        3 SH       SHARED      02           3
D GLOBAL SHIP LEASE INC NEW      SHS A            Y2718310        51    28628 SH       SHARED               28628
D GLOBAL SHIP LEASE INC NEW      SHS A            Y2718310         0        1 SH       SHARED      02           1
D GOLAR LNG PARTNERS LP          COM UNIT LPI     Y2745C10        52     1707 SH       SHARED                1707
D GOLAR LNG PARTNERS LP          COM UNIT LPI     Y2745C10       328    10711 SH       SHARED      02           1             10710
D GOLAR LNG PARTNERS LP          COM UNIT LPI     Y2745C10        52     1700 SH       SHR/OTHR    23                          1700
D NAVIOS MARITIME ACQUIS CORP    SHS              Y6215910        76    28330 SH       SHARED               28330
D NAVIOS MARITIME ACQUIS CORP    SHS              Y6215910         0        2 SH       SHARED      02           2
D NAVIOS MARITIME ACQUIS CORP    SHS              Y6215910       232    86597 SH       SHARED      10       86597
D NAVIOS MARITIME HOLDINGS INC   COM              Y6219610       269    75408 SH       SHARED               75408
D NAVIOS MARITIME HOLDINGS INC   COM              Y6219610         0       27 SH       SHARED      02          27
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710       647    43900 SH       SHARED               43900
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710       966    65544 SH       SHARED      02           1             65543
D NAUTILUS MARINE ACQUISIT COR   SHS              Y6255E10      1670   174400 SH       SHARED      02      174400
D NAUTILUS MARINE ACQUISIT COR   *W EXP 06/17/201 Y6255E11        44   179650 SH       SHARED      02      179650
D OCEAN RIG UDW INC              SHS              Y6435420         0       24 SH       SHARED                  24
D OCEAN RIG UDW INC              SHS              Y6435420        11      953 SH       SHARED      02         901                52
D SAFE BULKERS INC               COM              Y7388L10        43     7305 SH       SHARED                7305
D SAFE BULKERS INC               COM              Y7388L10         0        1 SH       SHARED      02           1
D SCORPIO TANKERS INC            SHS              Y7542C10        28     5740 SH       SHARED                5740
D SCORPIO TANKERS INC            SHS              Y7542C10         6     1308 SH       SHARED      02        1308
D SEASPAN CORP                   SHS              Y7563810         2      150 SH       SHARED                                   150
D SEASPAN CORP                   SHS              Y7563810      1104    80725 SH       SHARED               80725
D SEASPAN CORP                   SHS              Y7563810        31     2329 SH       SHARED      02         829              1500
D STAR BULK CARRIERS CORP        COM              Y8162K10         0        1 SH       SHARED      02           1
D STEALTHGAS INC                 SHS              Y8166910         0       22 SH       SHARED      02          22
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10      4668   140732 SH       SHARED      02         124            140608
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10     37946  1144000 SH       SHARED      06                       1144000
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10       205     7712 SH       SHARED                7712
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10      4783   179825 SH       SHARED      02                        179825
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10     36652  1377900 SH       SHARED      06                       1377900
D TEEKAY TANKERS LTD             CL A             Y8565N10       126    35880 SH       SHARED               35880
D TEEKAY TANKERS LTD             CL A             Y8565N10       837   237885 SH       SHARED      02         915            236970
D TEEKAY TANKERS LTD             CL A             Y8565N10       102    29100 SH       SHARED      10       29100
D TOP SHIPS INC                  SHS              Y8897Y12        44    24671 SH       SHARED               24671
D TOP SHIPS INC                  SHS              Y8897Y12         0        1 SH       SHARED      02           1
D AAON INC                       COM PAR $0.004   00036020       116     5674 SH       SHARED                5674
D AAON INC                       COM PAR $0.004   00036020         2      107 SH       SHARED      02         107
D AAR CORP                       NOTE  1.750% 2/0 000361AH       199   200000 PRN      SHARED              200000
D AAR CORP                       NOTE  1.750% 2/0 000361AH      2124  2135000 PRN      SHARED      02     2135000
D AAR CORP                       COM              00036110      1229    64141 SH       SHARED               64141
D AAR CORP                       COM              00036110        13      702 SH       SHARED      02         702
D AAR CORP                       COM              00036110       157     8200 SH       SHARED      10        8200
D AAR CORP                       COM              00036110        13      723 SH       SHARED      21         723
D AAR CORP                       COM              00036110       230    12010 SH       SHARED      26       12010
D ABB LTD                        SPONSORED ADR    00037520      9285   493103 SH       SHARED              493103
D ABB LTD                        SPONSORED ADR    00037520      2012   106875 SH       SHARED      02                        106875
D ABB LTD                        SPONSORED ADR    00037520        35     1894 SH       SHARED      21        1894
D ACCO BRANDS CORP               COM              00081T10       180    18756 SH       SHARED               18756
D ACCO BRANDS CORP               COM              00081T10         0       76 SH       SHARED      01          76
D ACCO BRANDS CORP               COM              00081T10         2      304 SH       SHARED      02         304
D ACCO BRANDS CORP               COM              00081T10       244    25300 SH       SHARED      10       25300
D ABM INDS INC                   COM              00095710      1420    68911 SH       SHARED               68911
D ABM INDS INC                   COM              00095710         0       25 SH       SHARED      01          25
D ABM INDS INC                   COM              00095710        18      909 SH       SHARED      02         909
D ABM INDS INC                   COM              00095710       342    16600 SH       SHARED      10       16600
D AEP INDS INC                   COM              00103110        34     1209 SH       SHARED                1209
D AEP INDS INC                   COM              00103110         0       25 SH       SHARED      01          25
D AEP INDS INC                   COM              00103110         0        4 SH       SHARED      02           4
D AFC ENTERPRISES INC            COM              00104Q10       163    11111 SH       SHARED               11111
D AFC ENTERPRISES INC            COM              00104Q10         3      219 SH       SHARED      02         219
D AFLAC INC                      COM              00105510     25107   580393 SH       SHARED              580393
D AFLAC INC                      COM              00105510      4930   113975 SH       SHARED      01      112375              1600
D AFLAC INC                      COM              00105510      2159    49930 SH       SHARED      02       44980              4950
D AFLAC INC                      COM              00105510       175     4063 SH       SHARED      04                          4063
D AFLAC INC                      COM              00105510        34      790 SH       SHARED      05         790
D AFLAC INC                      COM              00105510      2443    56481 SH       SHARED      06       42031             14450
D AFLAC INC                      COM              00105510     10941   252914 SH       SHARED      10      252914
D AFLAC INC                      COM              00105510       292     6750 SH       SHARED      15        6750
D AFLAC INC                      COM              00105510       495    11450 SH       SHARED      20        2800              8650
D AFLAC INC                      COM              00105510        31      725 SH       SHR/OTHR    23                           725
D AFLAC INC                      COM              00105510       252     5834 SH       SHARED      27        5834
D AFLAC INC                      COM              00105510      3635    84044 SH       SHARED      31       84044
D AGCO CORP                      COM              00108410      1080    25139 SH       SHARED               25139
D AGCO CORP                      COM              00108410     13910   323720 SH       SHARED              316662              7058
D AGCO CORP                      COM              00108410      2178    50700 SH       SHARED      01       20700             30000
D AGCO CORP                      COM              00108410       653    15211 SH       SHARED      02         811             14400
D AGCO CORP                      COM              00108410         0      235 SH PUT   SHARED      02         235
D AGCO CORP                      COM              00108410     39828   926893 SH       SHARED      04      926893
D AGCO CORP                      COM              00108410      6669   155203 SH       SHARED      05      155203
D AGCO CORP                      COM              00108410      1192    27743 SH       SHARED      06       27743
D AGCO CORP                      COM              00108410       403     9400 SH       SHARED      10        9400
D AGCO CORP                      COM              00108410       404     9410 SH       SHARED      26        9410
D AGIC EQUITY & CONV INCOME FD   COM              00119P10        84     5433 SH       SHARED      02          15              5418
D AGIC CONV & INCOME FD          COM              00119010        31     3700 SH       SHARED      02                          3700
D AGL RES INC                    COM              00120410      8784   207870 SH       SHARED              207870
D AGL RES INC                    COM              00120410       183     4348 SH       SHARED      01        4348
D AGL RES INC                    COM              00120410      1653    39134 SH       SHARED      02       39134
D AGL RES INC                    COM              00120410     39624   937638 SH       SHARED      06                        937638
D AGL RES INC                    COM              00120410     13441   318063 SH       SHARED      10      318063
D AGL RES INC                    COM              00120410      3572    84540 SH       SHARED      31       84540
D AG MTG INVT TR INC             COM              00122810        24     1233 SH       SHARED                1233
D AG MTG INVT TR INC             COM              00122810       556    27657 SH       SHARED      02       12449             15208
D A H BELO CORP                  COM CL A         00128210       146    30788 SH       SHARED               30788
D A H BELO CORP                  COM CL A         00128210         0        7 SH       SHARED      02           7
D A H BELO CORP                  COM CL A         00128210        19     4200 SH       SHARED      10        4200
D AES CORP                       COM              00130H10      2393   202117 SH       SHARED              165117             37000
D AES CORP                       COM              00130H10      2092   176735 SH       SHARED      01      176735
D AES CORP                       COM              00130H10       164    13880 SH       SHARED      02        6980              6900
D AES CORP                       COM              00130H10     13913  1175100 SH       SHARED      04     1175100
D AES CORP                       COM              00130H10     10130   855590 SH       SHARED      05      855590
D AES CORP                       COM              00130H10       577    48780 SH       SHARED      06       30680             18100
D AES CORP                       COM              00130H10      2527   213471 SH       SHARED      10      213471
D AES CORP                       COM              00130H10      5200   439238 SH       SHARED      31      439238
D AK STL HLDG CORP               COM              00154710      9311  1127289 SH       SHARED             1127289
D AK STL HLDG CORP               COM              00154710         1      850 SH PUT   SHARED                 850
D AK STL HLDG CORP               COM              00154710       109    13200 SH       SHARED      01       13200
D AK STL HLDG CORP               COM              00154710      2585   313069 SH       SHARED      02      303569              9500
D AK STL HLDG CORP               COM              00154710         0     3299 SH CALL  SHARED      02        3299
D AK STL HLDG CORP               COM              00154710         1      250 SH PUT   SHARED      02         250
D AK STL HLDG CORP               COM              00154710       478    57895 SH       SHARED      04       57895
D AK STL HLDG CORP               COM              00154710       591    71600 SH       SHARED      10       71600
D ALPS ETF TR                    JEFF TRJ CRB GLO 00162Q30         8      200 SH       SHARED      02                           200
D ALPS ETF TR                    ALERIAN MLP      00162Q86       710    42741 SH       SHARED      02         201             42540
D AMAG PHARMACEUTICALS INC       COM              00163U10      2527   133651 SH       SHARED              133651
D AMAG PHARMACEUTICALS INC       COM              00163U10         2      123 SH       SHARED      02         123
D AMAG PHARMACEUTICALS INC       COM              00163U10       323    17100 SH       SHARED      10       17100
D AMAG PHARMACEUTICALS INC       COM              00163U10       155     8200 SH       SHARED      32        8200
D AMC NETWORKS INC               CL A             00164V10       360     9601 SH       SHARED                9601
D AMC NETWORKS INC               CL A             00164V10       676    18012 SH       SHARED      01         112             17900
D AMC NETWORKS INC               CL A             00164V10        42     1141 SH       SHARED      02        1141
D AMC NETWORKS INC               CL A             00164V10       115     3075 SH       SHARED      10        3075
D AMC NETWORKS INC               CL A             00164V10        46     1250 SH       SHARED      23                          1250
D AMN HEALTHCARE SERVICES INC    COM              00174410        46    10483 SH       SHARED               10483
D AMN HEALTHCARE SERVICES INC    COM              00174410         1      241 SH       SHARED      02         241
D AMN HEALTHCARE SERVICES INC    COM              00174410        92    20800 SH       SHARED      10       20800
D AMR CORP                       COM              00176510        13    37262 SH       SHARED               37262
D AMR CORP                       COM              00176510         3    10800 SH       SHARED      01       10800
D AMR CORP                       COM              00176510         0      700 SH       SHARED      02         700
D AMR CORP                       COM              00176510         0     9618 SH CALL  SHARED      02        9618
D AMR CORP                       COM              00176510        90    34813 SH PUT   SHARED      02       34813
D AMR CORP                       COM              00176510         3    10500 SH       SHARED      10       10500
D AMR CORP                       COM              00176510         0     2000 SH       SHR/OTHR    23                          2000
D AMR CORP                       COM              00176510        28    80000 SH       SHARED      26       80000
D AOL INC                        COM              00184X10      9475   627547 SH       SHARED              627444               103
D AOL INC                        COM              00184X10       530    35123 SH       SHARED      01        2881             32242
D AOL INC                        COM              00184X10         0       43 SH       SHR/OTHR    01                            43
D AOL INC                        COM              00184X10        59     3948 SH       SHARED      02        3948
D AOL INC                        COM              00184X10        17     1169 SH       SHARED      04                          1169
D AOL INC                        COM              00184X10       646    42800 SH       SHARED      10       42800
D AOL INC                        COM              00184X10         3      227 SH       SHARED      20                           227
D AOL INC                        COM              00184X10         0        6 SH       SHR/OTHR    23                             6
D AT^T INC                       COM              00206R10     99091  3276848 SH       SHARED             3272640              4208
D AT^T INC                       COM              00206R10     51025  1687343 SH       SHARED      01     1507403            179940
D AT^T INC                       COM              00206R10      2092    69189 SH       SHR/OTHR    01                         69189
D AT^T INC                       COM              00206R10     13534   447570 SH       SHARED      02      149279            298291
D AT^T INC                       COM              00206R10        12    26621 SH CALL  SHARED      02       26621
D AT^T INC                       COM              00206R10         8     5279 SH PUT   SHARED      02        5279
D AT^T INC                       COM              00206R10      1101    36433 SH       SHARED      04       15690             20743
D AT^T INC                       COM              00206R10     19390   641229 SH       SHARED      04      641229
D AT^T INC                       COM              00206R10      3063   101302 SH       SHARED      05      101302
D AT^T INC                       COM              00206R10     16364   541157 SH       SHARED      06      369456            171701
D AT^T INC                       COM              00206R10    102258  3381558 SH       SHARED      10     3381558
D AT^T INC                       COM              00206R10       305    10105 SH       SHARED      20        6340              3765
D AT^T INC                       COM              00206R10       116     3842 SH       SHR/OTHR    20                          3842
D AT^T INC                       COM              00206R10       361    11950 SH       SHARED      21       11780               170
D AT^T INC                       COM              00206R10       435    14387 SH       SHR/OTHR    21                         14387
D AT^T INC                       COM              00206R10      3415   112952 SH       SHARED      23      106056              6896
D AT^T INC                       COM              00206R10      5817   192384 SH       SHR/OTHR    23                        192384
D AT^T INC                       COM              00206R10      1125    37232 SH       SHARED      26       37232
D AT^T INC                       COM              00206R10      3095   102374 SH       SHARED      27      102374
D AT^T INC                       COM              00206R10      2771    91660 SH       SHARED      29       91660
D AT^T INC                       COM              00206R10       362    12000 SH       SHARED      30       12000
D AT^T INC                       COM              00206R10     18307   605420 SH       SHARED      31      605420
D ATMI INC                       COM              00207R10       563    28142 SH       SHARED               28142
D ATMI INC                       COM              00207R10         3      172 SH       SHARED      02         172
D ATMI INC                       COM              00207R10        78     3900 SH       SHARED      10        3900
D ATP OIL & GAS CORP             COM              00208J10       196    26700 SH       SHARED               26700
D ATP OIL & GAS CORP             COM              00208J10       593    80605 SH       SHARED               80605
D ATP OIL & GAS CORP             COM              00208J10        89    12200 SH       SHARED      01       12200
D ATP OIL & GAS CORP             COM              00208J10        44     6109 SH       SHARED      02        6109
D ATP OIL & GAS CORP             COM              00208J10        75    10300 SH       SHARED      10       10300
D AU OPTRONICS CORP              SPONSORED ADR    00225510       197    45739 SH       SHARED               45739
D AU OPTRONICS CORP              SPONSORED ADR    00225510         0        1 SH       SHARED      02           1
D AU OPTRONICS CORP              SPONSORED ADR    00225510       578   133800 SH       SHARED      04      133800
D AU OPTRONICS CORP              SPONSORED ADR    00225510        55    12936 SH       SHARED      06       12936
D AVI BIOPHARMA INC              COM              00234610        30    41495 SH       SHARED               41495
D AVI BIOPHARMA INC              COM              00234610         0      101 SH       SHARED      02         101
D AVI BIOPHARMA INC              COM              00234610       326   438562 SH       SHARED      26      438562
D AVI BIOPHARMA INC              COM              00234610        76   102667 SH       SHARED      32      102667
D AVX CORP NEW                   COM              00244410       503    39433 SH       SHARED               39433
D AVX CORP NEW                   COM              00244410         7      607 SH       SHARED      02         607
D AVX CORP NEW                   COM              00244410       570    44743 SH       SHARED      04       44743
D AXT INC                        COM              00246W10        24     5846 SH       SHARED                5846
D AXT INC                        COM              00246W10         0       93 SH       SHARED      02          93
D AXT INC                        COM              00246W10       221    53000 SH       SHARED      26       53000
D AZZ INC                        COM              00247410      1333    29339 SH       SHARED               29339
D AZZ INC                        COM              00247410         1       25 SH       SHARED      01          25
D AZZ INC                        COM              00247410         3       72 SH       SHARED      02          72
D AZZ INC                        COM              00247410        72     1600 SH       SHARED      10        1600
D AASTROM BIOSCIENCES INC        COM NEW          00253U30         0        2 SH       SHARED      02           2
D AARONS INC                     COM PAR $0.50    00253530      2511    94133 SH       SHARED               94133
D AARONS INC                     COM PAR $0.50    00253530       665    24962 SH       SHARED      01        3712             21250
D AARONS INC                     COM PAR $0.50    00253530         0        6 SH       SHARED      02           6
D AARONS INC                     COM PAR $0.50    00253530       309    11600 SH       SHARED      10       11600
D ABAXIS INC                     COM              00256710       175     6360 SH       SHARED                6360
D ABAXIS INC                     COM              00256710        11      425 SH       SHARED      02         125               300
D ABAXIS INC                     COM              00256710        11      398 SH       SHARED      21                           398
D ABBOTT LABS                    COM              00282410       196     3500 SH       SHARED                                  3500
D ABBOTT LABS                    COM              00282410     72686  1292660 SH       SHARED             1292660
D ABBOTT LABS                    COM              00282410     27264   484877 SH       SHARED      01      422649             62228
D ABBOTT LABS                    COM              00282410      8843   157265 SH       SHR/OTHR    01                        157265
D ABBOTT LABS                    COM              00282410      6837   121591 SH       SHARED      02       78085             43506
D ABBOTT LABS                    COM              00282410         1      465 SH CALL  SHARED      02         465
D ABBOTT LABS                    COM              00282410         0      465 SH PUT   SHARED      02         465
D ABBOTT LABS                    COM              00282410        50      890 SH       SHARED      04                           890
D ABBOTT LABS                    COM              00282410      7707   137065 SH       SHARED      04      137065
D ABBOTT LABS                    COM              00282410       575    10240 SH       SHARED      05       10240
D ABBOTT LABS                    COM              00282410      7914   140758 SH       SHARED      06       95134             45624
D ABBOTT LABS                    COM              00282410     38682   687926 SH       SHARED      10      687926
D ABBOTT LABS                    COM              00282410       393     7000 SH       SHARED      15        7000
D ABBOTT LABS                    COM              00282410       206     3675 SH       SHARED      20        3625                50
D ABBOTT LABS                    COM              00282410       486     8650 SH       SHR/OTHR    20                          8650
D ABBOTT LABS                    COM              00282410        70     1260 SH       SHARED      21        1260
D ABBOTT LABS                    COM              00282410     12322   219145 SH       SHARED      23      216925              2220
D ABBOTT LABS                    COM              00282410      9865   175457 SH       SHR/OTHR    23                        175457
D ABBOTT LABS                    COM              00282410       269     4800 SH       SHARED      26        4800
D ABBOTT LABS                    COM              00282410        80     1440 SH       SHARED      27        1440
D ABBOTT LABS                    COM              00282410       854    15200 SH       SHARED      29       15200
D ABBOTT LABS                    COM              00282410      2935    52200 SH       SHARED      30       52200
D ABBOTT LABS                    COM              00282410     12111   215392 SH       SHARED      31      215392
D ABBOTT LABS                    COM              00282410       702    12489 SH       SHARED      32       12489
D ABERCROMBIE & FITCH CO         CL A             00289620      8715   178456 SH       SHARED              178456
D ABERCROMBIE & FITCH CO         CL A             00289620      1068    21880 SH       SHARED      01       21880
D ABERCROMBIE & FITCH CO         CL A             00289620       349     7162 SH       SHARED      02        7162
D ABERCROMBIE & FITCH CO         CL A             00289620         1      943 SH PUT   SHARED      02         943
D ABERCROMBIE & FITCH CO         CL A             00289620         4      100 SH       SHARED      05         100
D ABERCROMBIE & FITCH CO         CL A             00289620       298     6120 SH       SHARED      06        4020              2100
D ABERCROMBIE & FITCH CO         CL A             00289620      1552    31779 SH       SHARED      10       31779
D ABERDEEN ASIA PACIFIC INCOM    COM              00300910       342    46784 SH       SHARED      02          16             46768
D ABERDEEN ISRAEL FUND INC       COM              00301L10         3      300 SH       SHARED      02                           300
D ABIOMED INC                    COM              00365410       198    10724 SH       SHARED               10724
D ABIOMED INC                    COM              00365410        16      902 SH       SHARED      02         102               800
D ABIOMED INC                    COM              00365410       461    25000 SH       SHARED      04       25000
D ABITIBIBOWATER INC             COM NEW          00368720      2230   153303 SH       SHARED              153303
D ABITIBIBOWATER INC             COM NEW          00368720        11      800 SH       SHARED      02         800
D ABITIBIBOWATER INC             COM NEW          00368720         2      651 SH PUT   SHARED      02         651
D ABITIBIBOWATER INC             COM NEW          00368720        90     6250 SH       SHARED      05        6250
D ABITIBIBOWATER INC             COM NEW          00368720        18     1299 SH       SHARED      23         116              1183
D ABOVENET INC                   COM              00374N10       591     9106 SH       SHARED                9106
D ABOVENET INC                   COM              00374N10       156     2400 SH       SHARED      01        2400
D ABOVENET INC                   COM              00374N10        92     1426 SH       SHARED      02        1426
D ABRAXAS PETE CORP              COM              00383010        81    24604 SH       SHARED               24604
D ABRAXAS PETE CORP              COM              00383010         0      189 SH       SHARED      02         189
D ACACIA RESH CORP               ACACIA TCH COM   00388130       856    23465 SH       SHARED               23465
D ACACIA RESH CORP               ACACIA TCH COM   00388130        32      900 SH       SHARED      01         900
D ACACIA RESH CORP               ACACIA TCH COM   00388130       596    16347 SH       SHARED      02          47             16300
D ACADIA HEALTHCARE COMPANY IN   COM              00404A10         0        5 SH       SHARED      02           5
D ACADIA PHARMACEUTICALS INC     COM              00422510        93    86264 SH       SHARED               86264
D ACADIA PHARMACEUTICALS INC     COM              00422510         0        7 SH       SHARED      02           7
D ACADIA RLTY TR                 COM SH BEN INT   00423910         0       30 SH       SHARED                  30
D ACADIA RLTY TR                 COM SH BEN INT   00423910      2191   108819 SH       SHARED              108819
D ACADIA RLTY TR                 COM SH BEN INT   00423910         4      230 SH       SHARED      02         230
D ACCELRYS INC                   COM              00430U10       283    42217 SH       SHARED               42217
D ACCELRYS INC                   COM              00430U10         0       16 SH       SHARED      02          16
D ACCELRYS INC                   COM              00430U10        41     6200 SH       SHARED      10        6200
D ACCELRYS INC                   COM              00430U10        97    14500 SH       SHARED      32       14500
D ACCRETIVE HEALTH INC           COM              00438V10      1088    47367 SH       SHARED               47367
D ACCRETIVE HEALTH INC           COM              00438V10         7      305 SH       SHARED      02         305
D ACCRETIVE HEALTH INC           COM              00438V10        41     1800 SH       SHARED      10        1800
D ACCURIDE CORP NEW              COM NEW          00439T20      1346   189097 SH       SHARED              189097
D ACCURIDE CORP NEW              COM NEW          00439T20         4      603 SH       SHARED      02         603
D ACCURIDE CORP NEW              COM NEW          00439T20       180    25400 SH       SHARED      10       25400
D ACCURAY INC                    COM              00439710      1414   334387 SH       SHARED              334387
D ACCURAY INC                    COM              00439710         1      386 SH       SHARED      02          57               329
D ACCURAY INC                    COM              00439710         6     1630 SH       SHARED      32        1630
D ACETO CORP                     COM              00444610        62     9073 SH       SHARED                9073
D ACETO CORP                     COM              00444610         0        9 SH       SHARED      02           9
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20       109    14311 SH       SHARED               14311
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20         0       39 SH       SHARED      02          39
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20       491    64531 SH       SHARED      04       64531
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20       849   111547 SH       SHARED      26      111547
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20       231    30327 SH       SHARED      32       30327
D ACI WORLDWIDE INC              COM              00449810       816    28495 SH       SHARED               28495
D ACI WORLDWIDE INC              COM              00449810       283     9900 SH       SHARED      01         500              9400
D ACI WORLDWIDE INC              COM              00449810        69     2431 SH       SHARED      02          25              2406
D ACME PACKET INC                COM              00476410      3865   125066 SH       SHARED              125066
D ACME PACKET INC                COM              00476410        77     2500 SH       SHARED      01        2500
D ACME PACKET INC                COM              00476410       442    14324 SH       SHARED      02       10963              3361
D ACME PACKET INC                COM              00476410       680    22000 SH       SHARED      04       22000
D ACME PACKET INC                COM              00476410        43     1400 SH       SHARED      10        1400
D ACME PACKET INC                COM              00476410         8      275 SH       SHARED      21         275
D ACME PACKET INC                COM              00476410      1048    33908 SH       SHARED      31       33908
D ACORDA THERAPEUTICS INC        COM              00484M10      7728   324166 SH       SHARED              324166
D ACORDA THERAPEUTICS INC        COM              00484M10       104     4375 SH       SHARED      01        4375
D ACORDA THERAPEUTICS INC        COM              00484M10        24     1033 SH       SHARED      02        1033
D ACORDA THERAPEUTICS INC        COM              00484M10      2327    97636 SH       SHARED      04       97636
D ACORDA THERAPEUTICS INC        COM              00484M10       233     9800 SH       SHARED      32        9800
D ACTIVE POWER INC               COM              00504W10        31    47150 SH       SHARED               47150
D ACTIVE POWER INC               COM              00504W10       113   172600 SH       SHARED      01       42600            130000
D ACTIVE POWER INC               COM              00504W10        39    60000 SH       SHR/OTHR    01                         60000
D ACTIVE POWER INC               COM              00504W10         0      302 SH       SHARED      02         302
D ACTIVE NETWORK INC             COM              00506D10      1336    98245 SH       SHARED               98245
D ACTIVE NETWORK INC             COM              00506D10         0        9 SH       SHARED      02           9
D ACTIVISION BLIZZARD INC        COM              00507V10      9274   752815 SH       SHARED              752815
D ACTIVISION BLIZZARD INC        COM              00507V10      1370   111275 SH       SHARED      01      111275
D ACTIVISION BLIZZARD INC        COM              00507V10        13     1100 SH       SHR/OTHR    01                          1100
D ACTIVISION BLIZZARD INC        COM              00507V10        26     2139 SH       SHARED      02         839              1300
D ACTIVISION BLIZZARD INC        COM              00507V10         3      300 SH       SHARED      05         300
D ACTIVISION BLIZZARD INC        COM              00507V10       660    53600 SH       SHARED      06       53600
D ACTIVISION BLIZZARD INC        COM              00507V10       443    36000 SH       SHARED      10       36000
D ACTIVISION BLIZZARD INC        COM              00507V10       204    16624 SH       SHARED      20       16624
D ACTIVISION BLIZZARD INC        COM              00507V10       605    49145 SH       SHARED      26       49145
D ACTUATE CORP                   COM              00508B10       361    61684 SH       SHARED               61684
D ACTUATE CORP                   COM              00508B10         9     1558 SH       SHARED      02        1558
D ACTUANT CORP                   SDCV  2.672%11/1 00508XAB       162   135000 PRN      SHARED              135000
D ACTUANT CORP                   CL A NEW         00508X20      5004   220556 SH       SHARED              220556
D ACTUANT CORP                   CL A NEW         00508X20         8      396 SH       SHARED      02         396
D ACTUANT CORP                   CL A NEW         00508X20       163     7200 SH       SHARED      10        7200
D ACTUANT CORP                   CL A NEW         00508X20        19      840 SH       SHARED      21         840
D ACUITY BRANDS INC              COM              00508Y10      8156   153897 SH       SHARED              153897
D ACUITY BRANDS INC              COM              00508Y10       689    13000 SH       SHARED      01                         13000
D ACUITY BRANDS INC              COM              00508Y10         7      137 SH       SHARED      02         137
D ACUITY BRANDS INC              COM              00508Y10       169     3200 SH       SHARED      10        3200
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         5     1584 SH       SHARED                1584
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         0        8 SH       SHARED      02           8
D ACXIOM CORP                    COM              00512510       582    47743 SH       SHARED               47743
D ACXIOM CORP                    COM              00512510       350    28700 SH       SHARED      01                         28700
D ACXIOM CORP                    COM              00512510         0       28 SH       SHARED      02          28
D ACXIOM CORP                    COM              00512510       189    15500 SH       SHARED      10       15500
D ADA ES INC                     COM              00520810       477    21092 SH       SHARED               21092
D ADA ES INC                     COM              00520810         0        4 SH       SHARED      02           4
D ADAMS EXPRESS CO               COM              00621210         0        2 SH       SHARED      02           2
D ADDUS HOMECARE CORP            COM              00673910         0        5 SH       SHARED      02           5
D ADMINISTRADORA FONDOS PENSIO   SPONSORED ADR    00709P10       304     4650 SH       SHARED                4650
D ADOBE SYS INC                  COM              00724F10     13333   471648 SH       SHARED              471648
D ADOBE SYS INC                  COM              00724F10      3532   124944 SH       SHARED      01      124764               180
D ADOBE SYS INC                  COM              00724F10        55     1950 SH       SHR/OTHR    01                          1950
D ADOBE SYS INC                  COM              00724F10      1235    43718 SH       SHARED      02       42245              1473
D ADOBE SYS INC                  COM              00724F10         3     2967 SH CALL  SHARED      02        2967
D ADOBE SYS INC                  COM              00724F10      1315    46533 SH       SHARED      04       46533
D ADOBE SYS INC                  COM              00724F10        44     1590 SH       SHARED      05        1590
D ADOBE SYS INC                  COM              00724F10      1385    49020 SH       SHARED      06       32770             16250
D ADOBE SYS INC                  COM              00724F10      5605   198298 SH       SHARED      10      198298
D ADOBE SYS INC                  COM              00724F10        84     3000 SH       SHARED      20        3000
D ADOBE SYS INC                  COM              00724F10         1       60 SH       SHARED      23          60
D ADTRAN INC                     COM              00738A10      6572   217933 SH       SHARED              217933
D ADTRAN INC                     COM              00738A10       627    20800 SH       SHARED      01        1300             19500
D ADTRAN INC                     COM              00738A10        71     2368 SH       SHARED      02          48              2320
D ADTRAN INC                     COM              00738A10       395    13100 SH       SHARED      10       13100
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10       159    17812 SH       SHARED               17812
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10        27     3126 SH       SHARED      02        3126
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10       106    11900 SH       SHARED      10       11900
D ADVANCE AUTO PARTS INC         COM              00751Y10      5680    81580 SH       SHARED               81580
D ADVANCE AUTO PARTS INC         COM              00751Y10      2670    38350 SH       SHARED      01       15900             22450
D ADVANCE AUTO PARTS INC         COM              00751Y10       414     5958 SH       SHARED      02        1508              4450
D ADVANCE AUTO PARTS INC         COM              00751Y10         3       50 SH       SHARED      05          50
D ADVANCE AUTO PARTS INC         COM              00751Y10        36      520 SH       SHARED      06         520
D ADVANCE AUTO PARTS INC         COM              00751Y10       243     3500 SH       SHARED      10        3500
D ADVANCE AUTO PARTS INC         COM              00751Y10         9      130 SH       SHARED      21                           130
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10        88    15384 SH       SHARED               15384
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10         0       99 SH       SHARED      02          99
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10        20     3600 SH       SHARED      10        3600
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40         0      171 SH       SHARED                 171
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40         0       14 SH       SHARED      02          14
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40       551   127000 SH       SHARED      04      127000
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40       425    97938 SH       SHARED      06       97938
D ADVOCAT INC                    COM              00758610         0        6 SH       SHARED      02           6
D ADVANTEST CORP                 SPON ADR NEW     00762U20         0       30 SH       SHARED                  30
D ADVISORY BRD CO                COM              00762W10      3194    43051 SH       SHARED               43051
D ADVISORY BRD CO                COM              00762W10         8      112 SH       SHARED      02         112
D ADVISORY BRD CO                COM              00762W10       118     1600 SH       SHARED      10        1600
D ADVISORY BRD CO                COM              00762W10         3       48 SH       SHARED      21                            48
D ADVENT CLAY GBL CONV SEC INC   COM BENE INTER   00763910         6     1045 SH       SHARED      02           1              1044
D ADVENT CLAYMORE CV SECS & IN   COM              00764C10        71     4851 SH       SHARED      02           1              4850
D ADVENTRX PHARMACEUTICALS INC   COM NEW          00764X20         0       67 SH       SHARED      02          67
D ADVENT CLAYMORE ENH GRW & IN   COM              00765E10         4      500 SH       SHARED      02                           500
D ADVANTAGE OIL & GAS LTD        COM              00765F10      5508  1330628 SH       SHARED             1330628
D ADVANTAGE OIL & GAS LTD        COM              00765F10         0        4 SH       SHARED      02           4
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10      3016   146641 SH       SHARED              146641
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       747    36325 SH       SHARED      01         625             35700
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       156     7605 SH       SHARED      02        6605              1000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       730    35500 SH       SHARED      04       35500
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       719    35000 SH       SHARED      05       35000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10      1645    80000 SH       SHARED      06                         80000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10        67     3300 SH       SHARED      10        3300
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       154     7500 SH       SHARED      15        7500
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       201     9815 SH       SHARED      21        9815
D AEGERION PHARMACEUTICALS INC   COM              00767E10        49     2986 SH       SHARED                2986
D AEGERION PHARMACEUTICALS INC   COM              00767E10        21     1264 SH       SHARED      02           7              1257
D AEGERION PHARMACEUTICALS INC   COM              00767E10      3134   187273 SH       SHARED      04      187273
D AEGION CORP                    COM              00770F10      1221    79629 SH       SHARED               79629
D AEGION CORP                    COM              00770F10        65     4266 SH       SHARED      02        3966               300
D AEGION CORP                    COM              00770F10       378    24650 SH       SHARED      05       24650
D AEGION CORP                    COM              00770F10       174    11400 SH       SHARED      10       11400
D AEROFLEX HLDG CORP             COM              00776710       774    75680 SH       SHARED               75680
D AEROFLEX HLDG CORP             COM              00776710        27     2700 SH       SHARED      01        2700
D AEROFLEX HLDG CORP             COM              00776710         0       32 SH       SHARED      02          32
D AEROPOSTALE                    COM              00786510       104     6844 SH       SHARED                6844
D AEROPOSTALE                    COM              00786510       394    25844 SH       SHARED      01         569             25275
D AEROPOSTALE                    COM              00786510        36     2362 SH       SHARED      02        2362
D AEROPOSTALE                    COM              00786510       186    12200 SH       SHARED      29       12200
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL       439   450000 PRN      SHARED              450000
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL       976  1000000 PRN      SHARED      04     1000000
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL      1922  1970000 PRN      SHARED      06                       1970000
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL        48    50000 PRN      SHARED      10       50000
D ADVANCED MICRO DEVICES INC     NOTE  5.750% 8/1 007903AN      1541  1526000 PRN      SHARED             1526000
D ADVANCED MICRO DEVICES INC     NOTE  5.750% 8/1 007903AN      5101  5051000 PRN      SHARED      02     5051000
D ADVANCED MICRO DEVICES INC     COM              00790310     21894  4054478 SH       SHARED             4054478
D ADVANCED MICRO DEVICES INC     COM              00790310       774   143457 SH       SHARED      01      143457
D ADVANCED MICRO DEVICES INC     COM              00790310     12063  2234020 SH       SHARED      02     2234020
D ADVANCED MICRO DEVICES INC     COM              00790310         0      250 SH CALL  SHARED      02         250
D ADVANCED MICRO DEVICES INC     COM              00790310       135    25060 SH       SHARED      04       25060
D ADVANCED MICRO DEVICES INC     COM              00790310         1      261 SH       SHARED      05         261
D ADVANCED MICRO DEVICES INC     COM              00790310       190    35220 SH       SHARED      06       21420             13800
D ADVANCED MICRO DEVICES INC     COM              00790310      1050   194586 SH       SHARED      10      194586
D ADVANCED ENERGY INDS           COM              00797310       677    63125 SH       SHARED               63125
D ADVANCED ENERGY INDS           COM              00797310         2      235 SH       SHARED      02         235
D ADVANCED ENERGY INDS           COM              00797310       158    14800 SH       SHARED      10       14800
D ADVENT SOFTWARE INC            COM              00797410        10      445 SH       SHARED                 445
D ADVENT SOFTWARE INC            COM              00797410       240     9892 SH       SHARED                9892
D ADVENT SOFTWARE INC            COM              00797410       243    10000 SH       SHARED      01                         10000
D ADVENT SOFTWARE INC            COM              00797410         0       24 SH       SHARED      02          24
D AETERNA ZENTARIS INC           COM              00797520        23    15200 SH       SHARED               15200
D AETERNA ZENTARIS INC           COM              00797520         0       10 SH       SHARED      02          10
D AEROVIRONMENT INC              COM              00807310      2371    75358 SH       SHARED               75358
D AEROVIRONMENT INC              COM              00807310         4      139 SH       SHARED      02         139
D AEROVIRONMENT INC              COM              00807310       174     5550 SH       SHARED      04        5550
D AES TR III                     PFD CV 6.75%     00808N20       284     5798 SH       SHARED      02                          5798
D AETNA INC NEW                  COM              00817Y10     12471   295615 SH       SHARED              267875             27740
D AETNA INC NEW                  COM              00817Y10      4079    96700 SH       SHARED      01       96700
D AETNA INC NEW                  COM              00817Y10      2591    61420 SH       SHARED      02       50645             10775
D AETNA INC NEW                  COM              00817Y10         1     3000 SH PUT   SHARED      02        3000
D AETNA INC NEW                  COM              00817Y10       602    14291 SH       SHARED      04       14291
D AETNA INC NEW                  COM              00817Y10      4110    97418 SH       SHARED      04       97418
D AETNA INC NEW                  COM              00817Y10       171     4060 SH       SHARED      05        4060
D AETNA INC NEW                  COM              00817Y10      2015    47774 SH       SHARED      06       35224             12550
D AETNA INC NEW                  COM              00817Y10     14762   349906 SH       SHARED      10      349906
D AETNA INC NEW                  COM              00817Y10       329     7800 SH       SHARED      15        7800
D AETNA INC NEW                  COM              00817Y10       126     3000 SH       SHARED      23        3000
D AETNA INC NEW                  COM              00817Y10       181     4300 SH       SHARED      26        4300
D AETNA INC NEW                  COM              00817Y10       131     3113 SH       SHARED      27        3113
D AETNA INC NEW                  COM              00817Y10      5568   131996 SH       SHARED      31      131996
D AETNA INC NEW                  COM              00817Y10       105     2500 SH       SHARED      32        2500
D AFFILIATED MANAGERS GROUP      NOTE  3.950% 8/1 008252AL      9991  9209000 PRN      SHARED      02     9209000
D AFFILIATED MANAGERS GROUP      NOTE  3.950% 8/1 008252AL       379   350000 PRN      SHARED      04      350000
D AFFILIATED MANAGERS GROUP      COM              00825210     15506   161610 SH       SHARED              161610
D AFFILIATED MANAGERS GROUP      COM              00825210      2843    29640 SH       SHARED      01       13140             16500
D AFFILIATED MANAGERS GROUP      COM              00825210         1       11 SH       SHARED      02          11
D AFFILIATED MANAGERS GROUP      COM              00825210       383     4000 SH       SHARED      04        4000
D AFFILIATED MANAGERS GROUP      COM              00825210       182     1900 SH       SHARED      10        1900
D AFFILIATED MANAGERS GROUP      COM              00825210        18      193 SH       SHARED      21         193
D AFFYMAX INC                    COM              00826A10      1421   215056 SH       SHARED              215056
D AFFYMAX INC                    COM              00826A10         0       34 SH       SHARED      02          34
D AFFYMAX INC                    COM              00826A10       341    51700 SH       SHARED      10       51700
D AFFYMETRIX INC                 NOTE  3.500% 1/1 00826TAG       143   145000 PRN      SHARED      02      145000
D AFFYMETRIX INC                 COM              00826T10       431   105535 SH       SHARED              105535
D AFFYMETRIX INC                 COM              00826T10        79    19485 SH       SHARED      02       19485
D AFFYMETRIX INC                 COM              00826T10        35     8600 SH       SHARED      10        8600
D AGFEED INDUSTRIES INC          COM              00846L10         1     2847 SH       SHARED                2847
D AGILENT TECHNOLOGIES INC       COM              00846U10     26147   748572 SH       SHARED              748572
D AGILENT TECHNOLOGIES INC       COM              00846U10      3401    97379 SH       SHARED      01       96184              1195
D AGILENT TECHNOLOGIES INC       COM              00846U10      3280    93928 SH       SHARED      02       86810              7118
D AGILENT TECHNOLOGIES INC       COM              00846U10         0      150 SH PUT   SHARED      02         150
D AGILENT TECHNOLOGIES INC       COM              00846U10     30724   879600 SH       SHARED      04      879600
D AGILENT TECHNOLOGIES INC       COM              00846U10        56     1625 SH       SHARED      05        1625
D AGILENT TECHNOLOGIES INC       COM              00846U10      5582   159820 SH       SHARED      06       71220             88600
D AGILENT TECHNOLOGIES INC       COM              00846U10      6433   184175 SH       SHARED      10      184175
D AGILENT TECHNOLOGIES INC       COM              00846U10         3      100 SH       SHR/OTHR    21                           100
D AGILENT TECHNOLOGIES INC       COM              00846U10       113     3253 SH       SHR/OTHR    23                          3253
D AGILENT TECHNOLOGIES INC       COM              00846U10       458    13135 SH       SHARED      26       13135
D AGILENT TECHNOLOGIES INC       COM              00846U10        48     1394 SH       SHARED      27        1394
D AGENUS INC                     COM NEW          00847G70         4     2075 SH       SHARED                2075
D AGILYSYS INC                   COM              00847J10       146    18370 SH       SHARED               18370
D AGILYSYS INC                   COM              00847J10         4      575 SH       SHARED      01         575
D AGILYSYS INC                   COM              00847J10        12     1526 SH       SHARED      02        1526
D AGILYSYS INC                   COM              00847J10       120    15100 SH       SHARED      10       15100
D AGNICO EAGLE MINES LTD         COM              00847410     17399   479058 SH       SHARED              479058
D AGNICO EAGLE MINES LTD         COM              00847410       112     3108 SH       SHARED      02         958              2150
D AGNICO EAGLE MINES LTD         COM              00847410        14      423 SH PUT   SHARED      02         423
D AGNICO EAGLE MINES LTD         COM              00847410     41271  1136331 SH       SHARED      04     1136331
D AGNICO EAGLE MINES LTD         COM              00847410        47     1300 SH       SHARED      05        1300
D AGNICO EAGLE MINES LTD         COM              00847410      2177    59950 SH       SHARED      06       26550             33400
D AGNICO EAGLE MINES LTD         COM              00847410      1184    32620 SH       SHARED      29       32620
D AGNICO EAGLE MINES LTD         COM              00847410      1452    40000 SH       SHARED      30       40000
D AGREE REALTY CORP              COM              00849210        98     4044 SH       SHARED                4044
D AGREE REALTY CORP              COM              00849210         0        2 SH       SHARED      02           2
D AGREE REALTY CORP              COM              00849210       143     5900 SH       SHARED      10        5900
D AGRIUM INC                     COM              00891610       483     7204 SH       SHARED                7204
D AGRIUM INC                     COM              00891610      5123    76342 SH       SHARED               70332              6010
D AGRIUM INC                     COM              00891610        54      817 SH       SHARED      02         817
D AGRIUM INC                     COM              00891610         0      250 SH CALL  SHARED      02         250
D AGRIUM INC                     COM              00891610      2730    40694 SH       SHARED      04       40694
D AGRIUM INC                     COM              00891610      4092    60983 SH       SHARED      05       60983
D AGRIUM INC                     COM              00891610      2137    31850 SH       SHARED      06       31150               700
D AGRIUM INC                     COM              00891610      2057    30658 SH       SHARED      10       30658
D AGRIUM INC                     COM              00891610        10      150 SH       SHARED      23         150
D AGRIUM INC                     COM              00891610       671    10000 SH       SHARED      26       10000
D AIR LEASE CORP                 CL A             00912X30       312    13193 SH       SHARED               13193
D AIR LEASE CORP                 CL A             00912X30         1       62 SH       SHARED      02          62
D AIR METHODS CORP               COM PAR $.06     00912830       268     3184 SH       SHARED                3184
D AIR METHODS CORP               COM PAR $.06     00912830       144     1713 SH       SHARED      02        1713
D AIR METHODS CORP               COM PAR $.06     00912830        25      300 SH       SHARED      10         300
D AIR METHODS CORP               COM PAR $.06     00912830       383     4540 SH       SHARED      26        4540
D AIR PRODS & CHEMS INC          COM              00915810      1339    15729 SH       SHARED               15729
D AIR PRODS & CHEMS INC          COM              00915810     20587   241669 SH       SHARED              118284            123385
D AIR PRODS & CHEMS INC          COM              00915810      5132    60249 SH       SHARED      01       54799              5450
D AIR PRODS & CHEMS INC          COM              00915810       240     2825 SH       SHR/OTHR    01                          2825
D AIR PRODS & CHEMS INC          COM              00915810      7411    86998 SH       SHARED      02        4172             82826
D AIR PRODS & CHEMS INC          COM              00915810       590     6935 SH       SHARED      04        6935
D AIR PRODS & CHEMS INC          COM              00915810    152858  1794326 SH       SHARED      04     1794326
D AIR PRODS & CHEMS INC          COM              00915810       742     8710 SH       SHARED      05        8710
D AIR PRODS & CHEMS INC          COM              00915810      7051    82770 SH       SHARED      06       53120             29650
D AIR PRODS & CHEMS INC          COM              00915810     12689   148961 SH       SHARED      10      148961
D AIR PRODS & CHEMS INC          COM              00915810       964    11320 SH       SHR/OTHR    20                         11320
D AIR PRODS & CHEMS INC          COM              00915810       471     5534 SH       SHARED      23        5534
D AIR PRODS & CHEMS INC          COM              00915810       957    11235 SH       SHR/OTHR    23                         11235
D AIR PRODS & CHEMS INC          COM              00915810      6172    72461 SH       SHARED      31       72461
D AIR T INC                      COM              00920710         0        5 SH       SHARED      02           5
D AIR TRANSPORT SERVICES GRP I   COM              00922R10        59    12704 SH       SHARED               12704
D AIR TRANSPORT SERVICES GRP I   COM              00922R10         3      689 SH       SHARED      02         689
D AIR TRANSPORT SERVICES GRP I   COM              00922R10        24     5100 SH       SHARED      10        5100
D AIRGAS INC                     COM              00936310      2318    29698 SH       SHARED               29698
D AIRGAS INC                     COM              00936310      1210    15500 SH       SHARED      01       15500
D AIRGAS INC                     COM              00936310        51      655 SH       SHARED      02         621                34
D AIRGAS INC                     COM              00936310         3       50 SH       SHARED      05          50
D AIRGAS INC                     COM              00936310       359     4600 SH       SHARED      06        2300              2300
D AIRGAS INC                     COM              00936310      1523    19509 SH       SHARED      10       19509
D AIRGAS INC                     COM              00936310        56      722 SH       SHARED      26         722
D AIRGAS INC                     COM              00936310      6073    77785 SH       SHARED      31       77785
D AIRMEDIA GROUP INC             SPONSORED ADR    00941110       341    94000 SH       SHARED      02       94000
D AIRMEDIA GROUP INC             SPONSORED ADR    00941110       272    75000 SH       SHARED      04       75000
D AIXTRON SE                     SPONSORED ADR    00960610       973    76658 SH       SHARED               76658
D AIXTRON SE                     SPONSORED ADR    00960610         7      600 SH       SHARED      02         300               300
D AKAMAI TECHNOLOGIES INC        COM              00971T10     24999   774473 SH       SHARED              774473
D AKAMAI TECHNOLOGIES INC        COM              00971T10         0       14 SH CALL  SHARED                  14
D AKAMAI TECHNOLOGIES INC        COM              00971T10         4      500 SH PUT   SHARED                 500
D AKAMAI TECHNOLOGIES INC        COM              00971T10      2025    62763 SH       SHARED      01       60150              2613
D AKAMAI TECHNOLOGIES INC        COM              00971T10        19      600 SH       SHR/OTHR    01                           600
D AKAMAI TECHNOLOGIES INC        COM              00971T10      8304   257275 SH       SHARED      02      252975              4300
D AKAMAI TECHNOLOGIES INC        COM              00971T10         2      125 SH PUT   SHARED      02         125
D AKAMAI TECHNOLOGIES INC        COM              00971T10         2       90 SH       SHARED      05          90
D AKAMAI TECHNOLOGIES INC        COM              00971T10       340    10550 SH       SHARED      06        6650              3900
D AKAMAI TECHNOLOGIES INC        COM              00971T10      1746    54110 SH       SHARED      10       54110
D AKAMAI TECHNOLOGIES INC        COM              00971T10         2       65 SH       SHARED      20          65
D AKAMAI TECHNOLOGIES INC        COM              00971T10        21      655 SH       SHARED      23         655
D AKAMAI TECHNOLOGIES INC        COM              00971T10        45     1420 SH       SHR/OTHR    23                          1420
D AKAMAI TECHNOLOGIES INC        COM              00971T10       301     9345 SH       SHARED      29        9345
D AKORN INC                      COM              00972810       622    55950 SH       SHARED               55950
D AKORN INC                      COM              00972810         0       44 SH       SHARED      02          44
D AKORN INC                      COM              00972810      2187   196713 SH       SHARED      04      196713
D ALAMO GROUP INC                COM              01131110        70     2621 SH       SHARED                2621
D ALAMO GROUP INC                COM              01131110       620    23032 SH       SHARED      01       19232              3800
D ALAMO GROUP INC                COM              01131110      1222    45400 SH       SHR/OTHR    01                         45400
D ALAMO GROUP INC                COM              01131110         0        3 SH       SHARED      02           3
D ALAMO GROUP INC                COM              01131110        40     1500 SH       SHARED      10        1500
D ALASKA AIR GROUP INC           COM              01165910      5102    67958 SH       SHARED               67958
D ALASKA AIR GROUP INC           COM              01165910      1077    14350 SH       SHARED      01        3550             10800
D ALASKA AIR GROUP INC           COM              01165910        20      272 SH       SHARED      02         272
D ALASKA AIR GROUP INC           COM              01165910       623     8300 SH       SHARED      10        8300
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10       796   264673 SH       SHARED              264673
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10        33    11154 SH       SHARED      02       11154
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10         0      300 SH       SHARED      10         300
D ALBANY INTL CORP               FRNT  2.250% 3/1 012348AC       223   240000 PRN      SHARED              240000
D ALBANY INTL CORP               CL A             01234810       944    40869 SH       SHARED               40869
D ALBANY INTL CORP               CL A             01234810        34     1500 SH       SHARED      02        1500
D ALBANY INTL CORP               CL A             01234810       233    10100 SH       SHARED      10       10100
D ALBANY MOLECULAR RESH INC      COM              01242310       170    58110 SH       SHARED               58110
D ALBANY MOLECULAR RESH INC      COM              01242310         0       11 SH       SHARED      02          11
D ALBANY MOLECULAR RESH INC      COM              01242310        57    19500 SH       SHARED      10       19500
D ALBEMARLE CORP                 COM              01265310      5895   114462 SH       SHARED              114462
D ALBEMARLE CORP                 COM              01265310      1469    28520 SH       SHARED      01        1520             27000
D ALBEMARLE CORP                 COM              01265310        57     1111 SH       SHARED      02        1111
D ALBEMARLE CORP                 COM              01265310       206     4000 SH       SHARED      10        4000
D ALBEMARLE CORP                 COM              01265310       123     2399 SH       SHARED      26        2399
D ALCOA INC                      NOTE  5.250% 3/1 013817AT      3887  2571000 PRN      SHARED               45000           2526000
D ALCOA INC                      NOTE  5.250% 3/1 013817AT     25421 16813008 PRN      SHARED      02    14813000           2000000
D ALCOA INC                      NOTE  5.250% 3/1 013817AT         3     2000 PRN      SHARED      29        2000
D ALCOA INC                      COM              01381710        17     2000 SH       SHARED                2000
D ALCOA INC                      COM              01381710     23120  2672860 SH       SHARED             2602860             70000
D ALCOA INC                      COM              01381710        16     3446 SH PUT   SHARED                3446
D ALCOA INC                      COM              01381710      2229   257699 SH       SHARED      01      255399              2300
D ALCOA INC                      COM              01381710         4      480 SH       SHR/OTHR    01                           480
D ALCOA INC                      COM              01381710      3953   456996 SH       SHARED      02      413005             43991
D ALCOA INC                      COM              01381710         1     6750 SH CALL  SHARED      02        6750
D ALCOA INC                      COM              01381710        17     4347 SH PUT   SHARED      02        4347
D ALCOA INC                      COM              01381710       493    57000 SH       SHARED      04                         57000
D ALCOA INC                      COM              01381710        33     3900 SH       SHARED      04        3900
D ALCOA INC                      COM              01381710       116    13430 SH       SHARED      05       13430
D ALCOA INC                      COM              01381710      1005   116200 SH       SHARED      06       85350             30850
D ALCOA INC                      COM              01381710      2584   298746 SH       SHARED      10      298746
D ALCOA INC                      COM              01381710        51     6000 SH       SHARED      21        6000
D ALCOA INC                      COM              01381710        61     7080 SH       SHR/OTHR    23                          7080
D ALCOA INC                      COM              01381710       635    73500 SH       SHARED      26       73500
D ALCOA INC                      COM              01381710      2719   314381 SH       SHARED      31      314381
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      1586  1017168 SH       SHARED             1016950               218
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         1     1087 SH       SHARED      01         502               585
D ALCATEL-LUCENT                 SPONSORED ADR    01390430       486   312106 SH       SHARED      02      272051             40055
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         0      400 SH CALL  SHARED      02         400
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         4     1125 SH PUT   SHARED      02        1125
D ALEXANDER & BALDWIN INC        COM              01448210       180     4432 SH       SHARED                4432
D ALEXANDER & BALDWIN INC        COM              01448210       522    12800 SH       SHARED      01                         12800
D ALEXANDER & BALDWIN INC        COM              01448210         8      202 SH       SHARED      02         202
D ALEXANDER & BALDWIN INC        COM              01448210        71     1750 SH       SHARED      04        1750
D ALEXANDER & BALDWIN INC        COM              01448210        24      600 SH       SHARED      10         600
D ALERE INC                      COM              01449J10      2994   129688 SH       SHARED              129688
D ALERE INC                      COM              01449J10        24     1075 SH       SHARED      01        1075
D ALERE INC                      COM              01449J10      3068   132909 SH       SHARED      02      132909
D ALERE INC                      COM              01449J10       808    35000 SH       SHARED      04       35000
D ALERE INC                      COM              01449J10        23     1000 SH       SHARED      06        1000
D ALERE INC                      COM              01449J10        43     1900 SH       SHARED      10        1900
D ALERE INC                      PERP PFD CONV SE 01449J20     29242   139252 SH       SHARED              139252
D ALEXANDERS INC                 COM              01475210       704     1905 SH       SHARED                1905
D ALEXANDERS INC                 COM              01475210       407     1100 SH       SHARED      01        1100
D ALEXANDERS INC                 COM              01475210         0        1 SH       SHARED      02           1
D ALEXANDERS INC                 COM              01475210        74      200 SH       SHARED      10         200
D ALEXANDERS INC                 COM              01475210     28128    76018 SH       SHARED      11       47707             28311
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110         1       16 SH       SHARED                  16
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110      4892    70934 SH       SHARED               70934
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110      1317    19100 SH       SHARED      01                         19100
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110        27      403 SH       SHARED      02         403
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       172     2500 SH       SHARED      10        2500
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       229     3333 SH       SHARED      26        3333
D ALEXCO RESOURCE CORP           COM              01535P10       134    19700 SH       SHARED               19700
D ALEXCO RESOURCE CORP           COM              01535P10         8     1204 SH       SHARED      02        1204
D ALEXION PHARMACEUTICALS INC    COM              01535110     35098   490890 SH       SHARED              490890
D ALEXION PHARMACEUTICALS INC    COM              01535110      3827    53535 SH       SHARED      01       51035              2500
D ALEXION PHARMACEUTICALS INC    COM              01535110      2840    39728 SH       SHARED      02       39345               383
D ALEXION PHARMACEUTICALS INC    COM              01535110      1251    17500 SH       SHARED      04       17500
D ALEXION PHARMACEUTICALS INC    COM              01535110     27441   383799 SH       SHARED      04      383799
D ALEXION PHARMACEUTICALS INC    COM              01535110        65      920 SH       SHARED      05         920
D ALEXION PHARMACEUTICALS INC    COM              01535110       246     3450 SH       SHARED      06        3250               200
D ALEXION PHARMACEUTICALS INC    COM              01535110       772    10800 SH       SHARED      10       10800
D ALEXION PHARMACEUTICALS INC    COM              01535110        15      210 SH       SHR/OTHR    21                           210
D ALEXION PHARMACEUTICALS INC    COM              01535110       134     1879 SH       SHARED      26        1879
D ALEXION PHARMACEUTICALS INC    COM              01535110       219     3063 SH       SHARED      27        3063
D ALEXION PHARMACEUTICALS INC    COM              01535110       429     6000 SH       SHARED      29        6000
D ALEXION PHARMACEUTICALS INC    COM              01535110      1680    23500 SH       SHARED      30       23500
D ALEXZA PHARMACEUTICALS INC     COM              01538410         0        4 SH       SHARED      02           4
D ALICO INC                      COM              01623010        28     1479 SH       SHARED                1479
D ALICO INC                      COM              01623010         0        1 SH       SHARED      02           1
D ALIGN TECHNOLOGY INC           COM              01625510      2702   113896 SH       SHARED              113896
D ALIGN TECHNOLOGY INC           COM              01625510       704    29712 SH       SHARED      01       25862              3850
D ALIGN TECHNOLOGY INC           COM              01625510       953    40200 SH       SHR/OTHR    01                         40200
D ALIGN TECHNOLOGY INC           COM              01625510        87     3697 SH       SHARED      02        2605              1092
D ALIGN TECHNOLOGY INC           COM              01625510        13      579 SH       SHARED      21         579
D ALIGN TECHNOLOGY INC           COM              01625510      1008    42523 SH       SHARED      32       42523
D ALIMERA SCIENCES INC           COM              01625910        18    14654 SH       SHARED               14654
D ALIMERA SCIENCES INC           COM              01625910         0      161 SH       SHARED      02         161
D ALLEGHANY CORP DEL             COM              01717510      2899    10164 SH       SHARED               10164
D ALLEGHANY CORP DEL             COM              01717510         0        1 SH       SHARED      02           1
D ALLEGHENY TECHNOLOGIES INC     NOTE  4.250% 6/0 01741RAD      1537  1100000 PRN      SHARED                               1100000
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10     10455   218741 SH       SHARED              218741
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      1059    22175 SH       SHARED      01       22175
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       167     3507 SH       SHARED      02        3077               430
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10     17196   359768 SH       SHARED      04      359768
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         1       30 SH       SHARED      05          30
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      4233    88560 SH       SHARED      06       52160             36400
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      1832    38338 SH       SHARED      10       38338
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       239     5000 SH       SHARED      15        5000
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         4      100 SH       SHARED      23         100
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       160     3360 SH       SHARED      26        3360
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       541    11325 SH       SHARED      29       11325
D ALLEGIANT TRAVEL CO            COM              01748X10       194     3648 SH       SHARED                3648
D ALLEGIANT TRAVEL CO            COM              01748X10        85     1600 SH       SHARED      01        1600
D ALLEGIANT TRAVEL CO            COM              01748X10         6      114 SH       SHARED      02         114
D ALLERGAN INC                   COM              01849010      5012    57124 SH       SHARED               57124
D ALLERGAN INC                   COM              01849010      6692    76277 SH       SHARED      01       76277
D ALLERGAN INC                   COM              01849010       425     4849 SH       SHARED      02        3263              1586
D ALLERGAN INC                   COM              01849010      2912    33190 SH       SHARED      04       33190
D ALLERGAN INC                   COM              01849010       220     2510 SH       SHARED      05        2510
D ALLERGAN INC                   COM              01849010      2619    29850 SH       SHARED      06       20450              9400
D ALLERGAN INC                   COM              01849010      8182    93254 SH       SHARED      10       93254
D ALLERGAN INC                   COM              01849010        48      550 SH       SHARED      20                           550
D ALLERGAN INC                   COM              01849010       431     4918 SH       SHARED      21        4918
D ALLERGAN INC                   COM              01849010       131     1500 SH       SHARED      26        1500
D ALLERGAN INC                   COM              01849010       575     6555 SH       SHARED      29        6555
D ALLETE INC                     COM NEW          01852230      1169    27864 SH       SHARED               27864
D ALLETE INC                     COM NEW          01852230       484    11532 SH       SHARED      01       11532
D ALLETE INC                     COM NEW          01852230        50     1203 SH       SHARED      02         670               533
D ALLETE INC                     COM NEW          01852230     27335   651150 SH       SHARED      10      651150
D ALLIANCE DATA SYSTEMS CORP     NOTE  1.750% 8/0 018581AD     10172  7420000 PRN      SHARED      02     7420000
D ALLIANCE DATA SYSTEMS CORP     COM              01858110     21405   206144 SH       SHARED              206144
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      2820    27166 SH       SHARED      01       11666             15500
D ALLIANCE DATA SYSTEMS CORP     COM              01858110     69840   672576 SH       SHARED      02      672576
D ALLIANCE DATA SYSTEMS CORP     COM              01858110        62      600 SH       SHARED      06         600
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       249     2400 SH       SHARED      10        2400
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       164     1584 SH       SHARED      26        1584
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620       109    86514 SH       SHARED               86514
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620         0      433 SH       SHARED      02         433
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620        21    17100 SH       SHARED      10       17100
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10       135     2600 SH       SHARED                2600
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10        78     1506 SH       SHARED      02           6              1500
D ALLIANCE FIBER OPTIC PRODS I   COM NEW          01868030         3      500 SH       SHARED                 500
D ALLIANCE FIBER OPTIC PRODS I   COM NEW          01868030         0       57 SH       SHARED      02          57
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10      5505    72845 SH       SHARED               72845
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10       108     1430 SH       SHARED      02          10              1420
D ALLIANCE ONE INTL INC          NOTE  5.500% 7/1 018772AQ       228   300000 PRN      SHARED              300000
D ALLIANCE ONE INTL INC          NOTE  5.500% 7/1 018772AQ      2438  3196000 PRN      SHARED      02     3196000
D ALLIANCE ONE INTL INC          COM              01877210       731   268936 SH       SHARED              268936
D ALLIANCE ONE INTL INC          COM              01877210         2      833 SH       SHARED      02         833
D ALLIANCEBERNSTEIN GBL HGH IN   COM              01879R10         4      303 SH       SHARED      01         303
D ALLIANT ENERGY CORP            COM              01880210      1823    41347 SH       SHARED               41347
D ALLIANT ENERGY CORP            COM              01880210      2553    57900 SH       SHARED      01       23800             34100
D ALLIANT ENERGY CORP            COM              01880210        62     1406 SH       SHARED      02           6              1400
D ALLIANT ENERGY CORP            COM              01880210        48     1100 SH       SHARED      04        1100
D ALLIANT ENERGY CORP            COM              01880210       123     2800 SH       SHARED      05        2800
D ALLIANT ENERGY CORP            COM              01880210        44     1000 SH       SHARED      06         600               400
D ALLIANT ENERGY CORP            COM              01880210        97     2200 SH       SHARED      10        2200
D ALLIANT ENERGY CORP            COM              01880210       326     7400 SH       SHARED      30        7400
D ALLIANT TECHSYSTEMS INC        NOTE  3.000% 8/1 018804AK      2168  2105000 PRN      SHARED      02     2105000
D ALLIANT TECHSYSTEMS INC        COM              01880410      2199    38488 SH       SHARED               38488
D ALLIANT TECHSYSTEMS INC        COM              01880410       608    10650 SH       SHARED      01         450             10200
D ALLIANT TECHSYSTEMS INC        COM              01880410        22      400 SH       SHR/OTHR    01                           400
D ALLIANT TECHSYSTEMS INC        COM              01880410        44      785 SH       SHARED      02         785
D ALLIANT TECHSYSTEMS INC        COM              01880410     24436   427516 SH       SHARED      10      427516
D ALLIANT TECHSYSTEMS INC        COM              01880410       118     2069 SH       SHARED      20        2069
D ALLIANCEBERNSTEIN INCOME FUN   COM              01881E10        25     3100 SH       SHARED      02                          3100
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10      4647   355311 SH       SHARED              355311
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10        43     3311 SH       SHARED      04        3311
D ALLIANCE BANCORP INC PA NEW    COM              01890A10         0       58 SH       SHARED      02          58
D ALLIANCE FINANCIAL CORP NY     COM              01920510        48     1568 SH       SHARED                1568
D ALLIANCE FINANCIAL CORP NY     COM              01920510         0       21 SH       SHARED      02          21
D ALLIED HEALTHCARE PRODS INC    COM              01922210         0        2 SH       SHARED      02           2
D ALLIED NEVADA GOLD CORP        COM              01934410      1002    33115 SH       SHARED               33115
D ALLIED NEVADA GOLD CORP        COM              01934410      3510   115927 SH       SHARED              115927
D ALLIED NEVADA GOLD CORP        COM              01934410       222     7350 SH       SHARED      01        7350
D ALLIED NEVADA GOLD CORP        COM              01934410       783    25882 SH       SHARED      02       25882
D ALLIED NEVADA GOLD CORP        COM              01934410       148     4900 SH       SHARED      10        4900
D ALLOS THERAPEUTICS INC         COM              01977710       642   452284 SH       SHARED              452284
D ALLOS THERAPEUTICS INC         COM              01977710         0      183 SH       SHARED      02         183
D ALLOS THERAPEUTICS INC         COM              01977710        30    21128 SH       SHARED      04       21128
D ALLOS THERAPEUTICS INC         COM              01977710       151   106500 SH       SHARED      10      106500
D ALLOS THERAPEUTICS INC         COM              01977710        86    60600 SH       SHARED      32       60600
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10      8564   452194 SH       SHARED              452194
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10      1304    68850 SH       SHARED      01       14450             54400
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10       341    18045 SH       SHARED      02         225             17820
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10      1135    59936 SH       SHARED      04       59936
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10       128     6800 SH       SHARED      10        6800
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10        12      669 SH       SHARED      21         669
D ALLSTATE CORP                  COM              02000210     31021  1131762 SH       SHARED             1131762
D ALLSTATE CORP                  COM              02000210      3892   141999 SH       SHARED      01      137028              4971
D ALLSTATE CORP                  COM              02000210      2226    81234 SH       SHARED      02       79368              1866
D ALLSTATE CORP                  COM              02000210         5     6500 SH CALL  SHARED      02        6500
D ALLSTATE CORP                  COM              02000210         0      546 SH PUT   SHARED      02         546
D ALLSTATE CORP                  COM              02000210        30     1100 SH       SHARED      04        1100
D ALLSTATE CORP                  COM              02000210        26      970 SH       SHARED      05         970
D ALLSTATE CORP                  COM              02000210      1340    48890 SH       SHARED      06       34040             14850
D ALLSTATE CORP                  COM              02000210      7063   257705 SH       SHARED      10      257705
D ALLSTATE CORP                  COM              02000210       175     6402 SH       SHARED      21        6215               187
D ALLSTATE CORP                  COM              02000210        78     2872 SH       SHR/OTHR    23                          2872
D ALLSTATE CORP                  COM              02000210      4752   173370 SH       SHARED      31      173370
D ALMADEN MINERALS LTD           COM              02028310        30    12200 SH       SHARED               12200
D ALMADEN MINERALS LTD           COM              02028310        10     4105 SH       SHARED      02        4105
D ALMOST FAMILY INC              COM              02040910       759    45832 SH       SHARED               45832
D ALMOST FAMILY INC              COM              02040910         0       45 SH       SHARED      02          45
D ALMOST FAMILY INC              COM              02040910        31     1900 SH       SHARED      10        1900
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10      1813   222571 SH       SHARED              222571
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10         0       27 SH       SHARED      02          27
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10      2158   264838 SH       SHARED      04      264838
D ALON USA ENERGY INC            COM              02052010       651    74747 SH       SHARED               74747
D ALON USA ENERGY INC            COM              02052010         0       12 SH       SHARED      02          12
D ALON USA ENERGY INC            COM              02052010       128    14700 SH       SHARED      10       14700
D ALPHA NATURAL RESOURCES INC    COM              02076X10       386    18923 SH       SHARED               18923
D ALPHA NATURAL RESOURCES INC    COM              02076X10      8022   392692 SH       SHARED              392692
D ALPHA NATURAL RESOURCES INC    COM              02076X10         0      748 SH CALL  SHARED                 748
D ALPHA NATURAL RESOURCES INC    COM              02076X10         9     1507 SH PUT   SHARED                1507
D ALPHA NATURAL RESOURCES INC    COM              02076X10      1318    64514 SH       SHARED      01       59621              4893
D ALPHA NATURAL RESOURCES INC    COM              02076X10      2548   124755 SH       SHARED      02      110260             14495
D ALPHA NATURAL RESOURCES INC    COM              02076X10         0      850 SH CALL  SHARED      02         850
D ALPHA NATURAL RESOURCES INC    COM              02076X10       670    32800 SH       SHARED      04       32800
D ALPHA NATURAL RESOURCES INC    COM              02076X10        16      800 SH       SHARED      05         800
D ALPHA NATURAL RESOURCES INC    COM              02076X10       224    10999 SH       SHARED      06        4844              6155
D ALPHA NATURAL RESOURCES INC    COM              02076X10      1467    71829 SH       SHARED      10       71829
D ALPHA NATURAL RESOURCES INC    COM              02076X10         1       90 SH       SHARED      20          90
D ALPHA NATURAL RESOURCES INC    COM              02076X10         4      200 SH       SHARED      23         200
D ALPHA NATURAL RESOURCES INC    COM              02076X10       127     6265 SH       SHR/OTHR    23                          6265
D ALPHA NATURAL RESOURCES INC    COM              02076X10       108     5330 SH       SHARED      26        5330
D ALPHA NATURAL RESOURCES INC    COM              02076X10       204    10000 SH       SHARED      30       10000
D ALPHATEC HOLDINGS INC          COM              02081G10       146    85340 SH       SHARED               85340
D ALPHATEC HOLDINGS INC          COM              02081G10        13     8000 SH       SHARED      01                          8000
D ALPHATEC HOLDINGS INC          COM              02081G10         2     1288 SH       SHARED      02        1288
D ALPHATEC HOLDINGS INC          COM              02081G10        28    16400 SH       SHARED      10       16400
D ALPHATEC HOLDINGS INC          COM              02081G10       455   265037 SH       SHARED      26      265037
D ALPHATEC HOLDINGS INC          COM              02081G10       206   119852 SH       SHARED      32      119852
D ALPINE GLOBAL PREMIER PPTYS    COM SBI          02083A10         0       13 SH       SHARED      02          13
D ALPINE TOTAL DYNAMIC DIVID F   COM SBI          02106010         1      400 SH       SHARED      02                           400
D ALTAIR NANOTECHNOLOGIES INC    COM NEW          02137320         0     1410 SH       SHARED                1410
D ALTAIR NANOTECHNOLOGIES INC    COM NEW          02137320         0        7 SH       SHARED      02           7
D ALTERA CORP                    COM              02144110     31225   841668 SH       SHARED              841668
D ALTERA CORP                    COM              02144110      2700    72800 SH       SHARED      01       72800
D ALTERA CORP                    COM              02144110      1383    37278 SH       SHARED      02       35620              1658
D ALTERA CORP                    COM              02144110      2782    75000 SH       SHARED      04       75000
D ALTERA CORP                    COM              02144110        28      760 SH       SHARED      05         760
D ALTERA CORP                    COM              02144110      1215    32770 SH       SHARED      06       23270              9500
D ALTERA CORP                    COM              02144110      3585    96632 SH       SHARED      10       96632
D ALTERA CORP                    COM              02144110       556    15000 SH       SHARED      20       15000
D ALTERA CORP                    COM              02144110       105     2836 SH       SHARED      26        2836
D ALTRA HOLDINGS INC             COM              02208R10      1338    71104 SH       SHARED               71104
D ALTRA HOLDINGS INC             COM              02208R10         0       40 SH       SHARED      02          40
D ALTRA HOLDINGS INC             COM              02208R10       218    11600 SH       SHARED      10       11600
D ALTRIA GROUP INC               COM              02209S10       254     8600 SH       SHARED                8600
D ALTRIA GROUP INC               COM              02209S10     61483  2073655 SH       SHARED             2072655              1000
D ALTRIA GROUP INC               COM              02209S10         0     1500 SH PUT   SHARED                1500
D ALTRIA GROUP INC               COM              02209S10     19566   659924 SH       SHARED      01      554124            105800
D ALTRIA GROUP INC               COM              02209S10     64233  2166381 SH       SHR/OTHR    01                       2166381
D ALTRIA GROUP INC               COM              02209S10     10315   347908 SH       SHARED      02      265295             82613
D ALTRIA GROUP INC               COM              02209S10         4     1773 SH CALL  SHARED      02        1773
D ALTRIA GROUP INC               COM              02209S10         2     2250 SH PUT   SHARED      02        2250
D ALTRIA GROUP INC               COM              02209S10       621    20958 SH       SHARED      04       20958
D ALTRIA GROUP INC               COM              02209S10      1521    51300 SH       SHARED      04       51300
D ALTRIA GROUP INC               COM              02209S10      1440    48590 SH       SHARED      05       48590
D ALTRIA GROUP INC               COM              02209S10      5719   192916 SH       SHARED      06      132050             60866
D ALTRIA GROUP INC               COM              02209S10     35467  1196210 SH       SHARED      10     1196210
D ALTRIA GROUP INC               COM              02209S10        81     2745 SH       SHARED      20        1500              1245
D ALTRIA GROUP INC               COM              02209S10       486    16400 SH       SHR/OTHR    20                         16400
D ALTRIA GROUP INC               COM              02209S10        44     1500 SH       SHARED      21        1500
D ALTRIA GROUP INC               COM              02209S10      1088    36703 SH       SHARED      23       36303               400
D ALTRIA GROUP INC               COM              02209S10       890    30050 SH       SHR/OTHR    23                         30050
D ALTRIA GROUP INC               COM              02209S10       169     5719 SH       SHARED      27        5719
D ALTRIA GROUP INC               COM              02209S10      3824   129000 SH       SHARED      29      129000
D ALTRIA GROUP INC               COM              02209S10      4322   145800 SH       SHARED      30      145800
D ALTRIA GROUP INC               COM              02209S10      8168   275497 SH       SHARED      31      275497
D ALUMINA LTD                    SPONSORED ADR    02220510       328    71236 SH       SHARED               71236
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610       701    64938 SH       SHARED               64938
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610        16     1484 SH       SHARED      02        1484
D AMARIN CORP PLC                SPONS ADR NEW    02311120         9     1225 SH       SHARED                1225
D AMARIN CORP PLC                SPONS ADR NEW    02311120         1      152 SH       SHARED      02         152
D AMARIN CORP PLC                SPONS ADR NEW    02311120      3102   414199 SH       SHARED      04      414199
D AMARIN CORP PLC                SPONS ADR NEW    02311120        13     1800 SH       SHARED      06        1800
D AMARIN CORP PLC                SPONS ADR NEW    02311120       236    31535 SH       SHARED      26       31535
D AMARIN CORP PLC                SPONS ADR NEW    02311120       325    43505 SH       SHARED      32       43505
D AMAZON COM INC                 COM              02313510      3512    20290 SH       SHARED                  84             20206
D AMAZON COM INC                 COM              02313510    110633   639130 SH       SHARED              639130
D AMAZON COM INC                 COM              02313510         8     1138 SH CALL  SHARED                1138
D AMAZON COM INC                 COM              02313510         1      375 SH PUT   SHARED                 375
D AMAZON COM INC                 COM              02313510     15349    88675 SH       SHARED      01       88425               250
D AMAZON COM INC                 COM              02313510        77      450 SH       SHR/OTHR    01                           450
D AMAZON COM INC                 COM              02313510     59299   342572 SH       SHARED      02      295007             47565
D AMAZON COM INC                 COM              02313510         6     3200 SH CALL  SHARED      02        3200
D AMAZON COM INC                 COM              02313510         5      618 SH PUT   SHARED      02         618
D AMAZON COM INC                 COM              02313510      7059    40781 SH       SHARED      04       40781
D AMAZON COM INC                 COM              02313510       173     1000 SH       SHARED      05        1000
D AMAZON COM INC                 COM              02313510     13626    78718 SH       SHARED      06       68368             10350
D AMAZON COM INC                 COM              02313510     22768   131536 SH       SHARED      10      131536
D AMAZON COM INC                 COM              02313510        79      460 SH       SHARED      20         460
D AMAZON COM INC                 COM              02313510         3       20 SH       SHARED      23          20
D AMAZON COM INC                 COM              02313510        48      280 SH       SHR/OTHR    23                           280
D AMAZON COM INC                 COM              02313510       171      990 SH       SHARED      26         990
D AMAZON COM INC                 COM              02313510        17      103 SH       SHARED      27         103
D AMAZON COM INC                 COM              02313510       748     4325 SH       SHARED      29        4325
D AMAZON COM INC                 COM              02313510       529     3060 SH       SHARED      30        3060
D AMAZON COM INC                 COM              02313510      8807    50881 SH       SHARED      31       50881
D AMBASSADORS GROUP INC          COM              02317710        51    11523 SH       SHARED               11523
D AMBASSADORS GROUP INC          COM              02317710         0      119 SH       SHARED      02         119
D AMBASSADORS GROUP INC          COM              02317710       114    25400 SH       SHARED      10       25400
D AMBOW ED HLDG LTD              ADR REPSTG CL A  02322P10       148    20863 SH       SHARED               20863
D AMCOL INTL CORP                COM              02341W10       317    11821 SH       SHARED               11821
D AMCOL INTL CORP                COM              02341W10         9      342 SH       SHARED      02         342
D AMCOL INTL CORP                COM              02341W10       204     7600 SH       SHARED      10        7600
D AMEDISYS INC                   COM              02343610       451    41404 SH       SHARED               41404
D AMEDISYS INC                   COM              02343610         4      457 SH       SHARED      02         457
D AMEDISYS INC                   COM              02343610         0      148 SH CALL  SHARED      02         148
D AMEDISYS INC                   COM              02343610        66     6100 SH       SHARED      10        6100
D AMERCO                         COM              02358610      1412    15975 SH       SHARED               15975
D AMERCO                         COM              02358610         9      104 SH       SHARED      02         104
D AMERCO                         COM              02358610      3613    40875 SH       SHARED      10       40875
D AMEREN CORP                    COM              02360810     16566   500038 SH       SHARED              500038
D AMEREN CORP                    COM              02360810      1716    51800 SH       SHARED      01       51800
D AMEREN CORP                    COM              02360810       440    13308 SH       SHARED      02        8389              4919
D AMEREN CORP                    COM              02360810       671    20261 SH       SHARED      04       20261
D AMEREN CORP                    COM              02360810       171     5170 SH       SHARED      05        5170
D AMEREN CORP                    COM              02360810       592    17870 SH       SHARED      06       10970              6900
D AMEREN CORP                    COM              02360810      9232   278677 SH       SHARED      10      278677
D AMEREN CORP                    COM              02360810       251     7600 SH       SHARED      26        7600
D AMEREN CORP                    COM              02360810       228     6900 SH       SHARED      30        6900
D AMERESCO INC                   CL A             02361E10        70     5136 SH       SHARED                5136
D AMERESCO INC                   CL A             02361E10        16     1213 SH       SHARED      02        1213
D AMERESCO INC                   CL A             02361E10       596    43500 SH       SHARED      04       43500
D AMERICA FIRST TAX EX IVS L P   BEN UNIT CTF     02364V10       225    45633 SH       SHARED               45633
D AMERICA FIRST TAX EX IVS L P   BEN UNIT CTF     02364V10      1083   219296 SH       SHARED      02                        219296
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      5552   245699 SH       SHARED              245699
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10         1     5000 SH PUT   SHARED                5000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      3158   139747 SH       SHARED      02      137097              2650
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10         0     2551 SH CALL  SHARED      02        2551
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      3616   160000 SH       SHARED      04      160000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      2712   120000 SH       SHARED      06      120000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      7166   317100 SH       SHARED      31      317100
D AMERICA MOVIL SAB DE CV        SPON ADR A SHS   02364W20       606    27000 SH       SHARED      04       27000
D AMERICAN APPAREL INC           COM              02385010        29    41200 SH       SHARED      02        1200             40000
D AMERICAN ASSETS TR INC         COM              02401310       458    22376 SH       SHARED               22376
D AMERICAN ASSETS TR INC         COM              02401310         0       23 SH       SHARED      02          23
D AMERICAN ASSETS TR INC         COM              02401310       100     4898 SH       SHARED      26        4898
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110      1028   103993 SH       SHARED              103993
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110        61     6200 SH       SHARED      01        6200
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110         4      445 SH       SHARED      02         145               300
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110         0     1000 SH PUT   SHARED      02        1000
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110     20081  2030525 SH       SHARED      10     2030525
D AMERICAN CAMPUS CMNTYS INC     COM              02483510         1       26 SH       SHARED                  26
D AMERICAN CAMPUS CMNTYS INC     COM              02483510      1795    42790 SH       SHARED               42790
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       906    21600 SH       SHARED      01                         21600
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       253     6033 SH       SHARED      02          33              6000
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       478    11400 SH       SHARED      10       11400
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       618    14745 SH       SHARED      26       14745
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10     10268   365700 SH       SHARED              365700
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10        75     2700 SH       SHARED      01                          2700
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10      1029    36653 SH       SHARED      02          13             36640
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10         0     1000 SH CALL  SHARED      02        1000
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10      2698    96100 SH       SHARED      10       96100
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10         6      224 SH       SHARED      21         224
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10        33     1200 SH       SHR/OTHR    23                          1200
D AMERICAN CAP LTD               COM              02503Y10     14152  2102964 SH       SHARED             2102964
D AMERICAN CAP LTD               COM              02503Y10       380    56508 SH       SHARED      01       51508              5000
D AMERICAN CAP LTD               COM              02503Y10        45     6806 SH       SHARED      02        3620              3186
D AMERICAN CAP LTD               COM              02503Y10        78    11700 SH       SHARED      10       11700
D AMERICAN CAP MTG INVT CORP     COM              02504A10      1405    74667 SH       SHARED               74667
D AMERICAN CAP MTG INVT CORP     COM              02504A10        58     3104 SH       SHARED      02           4              3100
D AMERICAN CAP MTG INVT CORP     COM              02504A10       564    30000 SH       SHARED      10       30000
D AMERICAN CARESOURCE HLDGS IN   COM              02505A10         0        2 SH       SHARED      02           2
D AMERICAN DENTAL PARTNERS       COM              02535310       994    52822 SH       SHARED               52822
D AMERICAN DENTAL PARTNERS       COM              02535310         1       66 SH       SHARED      02          66
D AMERICAN DENTAL PARTNERS       COM              02535310       192    10200 SH       SHARED      10       10200
D AMERICAN DENTAL PARTNERS       COM              02535310       932    49500 SH       SHARED      26       49500
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10        33     2184 SH       SHARED                2184
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10     15730  1028786 SH       SHARED             1028786
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       956    62550 SH       SHARED      01        2100             60450
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       677    44312 SH       SHARED      02       44312
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10         0      429 SH PUT   SHARED      02         429
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       392    25700 SH       SHARED      10       25700
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       186    12200 SH       SHARED      21       12200
D AMERICAN ELEC PWR INC          COM              02553710     30709   743388 SH       SHARED              743388
D AMERICAN ELEC PWR INC          COM              02553710      5593   135405 SH       SHARED      01      113815             21590
D AMERICAN ELEC PWR INC          COM              02553710       639    15479 SH       SHR/OTHR    01                         15479
D AMERICAN ELEC PWR INC          COM              02553710      1681    40702 SH       SHARED      02        9558             31144
D AMERICAN ELEC PWR INC          COM              02553710      1391    33673 SH       SHARED      04       19552             14121
D AMERICAN ELEC PWR INC          COM              02553710       921    22300 SH       SHARED      04       22300
D AMERICAN ELEC PWR INC          COM              02553710      1343    32530 SH       SHARED      05       32530
D AMERICAN ELEC PWR INC          COM              02553710      1763    42680 SH       SHARED      06       29180             13500
D AMERICAN ELEC PWR INC          COM              02553710     14698   355808 SH       SHARED      10      355808
D AMERICAN ELEC PWR INC          COM              02553710       115     2790 SH       SHARED      20        2305               485
D AMERICAN ELEC PWR INC          COM              02553710        50     1230 SH       SHR/OTHR    20                          1230
D AMERICAN ELEC PWR INC          COM              02553710      1286    31135 SH       SHARED      23       30135              1000
D AMERICAN ELEC PWR INC          COM              02553710       970    23505 SH       SHR/OTHR    23                         23505
D AMERICAN ELEC PWR INC          COM              02553710       400     9700 SH       SHARED      26        9700
D AMERICAN ELEC PWR INC          COM              02553710        63     1529 SH       SHARED      27        1529
D AMERICAN ELEC PWR INC          COM              02553710       987    23900 SH       SHARED      29       23900
D AMERICAN ELEC PWR INC          COM              02553710       293     7100 SH       SHARED      30        7100
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AE      2006  2000000 PRN      SHARED             2000000
D AMERICAN EQTY INVT LIFE HLD    COM              02567620      8575   824569 SH       SHARED              824569
D AMERICAN EQTY INVT LIFE HLD    COM              02567620       269    25891 SH       SHARED      01       20591              5300
D AMERICAN EQTY INVT LIFE HLD    COM              02567620       616    59250 SH       SHR/OTHR    01                         59250
D AMERICAN EQTY INVT LIFE HLD    COM              02567620         1      150 SH       SHARED      02         150
D AMERICAN EQTY INVT LIFE HLD    COM              02567620        85     8200 SH       SHARED      10        8200
D AMERICAN EXPRESS CO            COM              02581610    135707  2876978 SH       SHARED             2876978
D AMERICAN EXPRESS CO            COM              02581610     14517   307765 SH       SHARED      01      289654             18111
D AMERICAN EXPRESS CO            COM              02581610       621    13170 SH       SHR/OTHR    01                         13170
D AMERICAN EXPRESS CO            COM              02581610      4537    96202 SH       SHARED      02       84360             11842
D AMERICAN EXPRESS CO            COM              02581610         0     1500 SH CALL  SHARED      02        1500
D AMERICAN EXPRESS CO            COM              02581610         2     1000 SH PUT   SHARED      02        1000
D AMERICAN EXPRESS CO            COM              02581610       669    14186 SH       SHARED      04       10686              3500
D AMERICAN EXPRESS CO            COM              02581610      4797   101700 SH       SHARED      04      101700
D AMERICAN EXPRESS CO            COM              02581610       157     3340 SH       SHARED      05        3340
D AMERICAN EXPRESS CO            COM              02581610      4747   100640 SH       SHARED      06       69600             31040
D AMERICAN EXPRESS CO            COM              02581610     14279   302727 SH       SHARED      10      302727
D AMERICAN EXPRESS CO            COM              02581610        18      400 SH       SHARED      20         300               100
D AMERICAN EXPRESS CO            COM              02581610       415     8800 SH       SHR/OTHR    20                          8800
D AMERICAN EXPRESS CO            COM              02581610         9      195 SH       SHR/OTHR    21                           195
D AMERICAN EXPRESS CO            COM              02581610       464     9850 SH       SHARED      23        6850              3000
D AMERICAN EXPRESS CO            COM              02581610      2805    59471 SH       SHR/OTHR    23                         59471
D AMERICAN EXPRESS CO            COM              02581610      1439    30522 SH       SHARED      27       30522
D AMERICAN EXPRESS CO            COM              02581610      9476   200905 SH       SHARED      31      200905
D AMERICAN FINL GROUP INC OHIO   COM              02593210      5679   153967 SH       SHARED              153967
D AMERICAN FINL GROUP INC OHIO   COM              02593210       876    23750 SH       SHARED      01                         23750
D AMERICAN FINL GROUP INC OHIO   COM              02593210         2       80 SH       SHARED      02          80
D AMERICAN FINL GROUP INC OHIO   COM              02593210       501    13600 SH       SHARED      06       13600
D AMERICAN FINL GROUP INC OHIO   COM              02593210        88     2400 SH       SHARED      10        2400
D AMERICAN GREETINGS CORP        CL A             02637510       544    43518 SH       SHARED               43518
D AMERICAN GREETINGS CORP        CL A             02637510       156    12500 SH       SHARED      01                         12500
D AMERICAN GREETINGS CORP        CL A             02637510         1      112 SH       SHARED      02         112
D AMERICAN GREETINGS CORP        CL A             02637510       266    21300 SH       SHARED      10       21300
D AMERICAN INDEPENDENCE CORP     COM NEW          02676040         0        4 SH       SHARED      02           4
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415         0       10 SH       SHARED                                    10
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415      1039   188730 SH       SHARED              188730
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415       123    22502 SH       SHARED      01       22502
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415         1      312 SH       SHARED      02         133               179
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415         0      164 SH       SHARED      10         164
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415         3      706 SH       SHARED      26         706
D AMERICAN INTL GROUP INC        COM NEW          02687478      9993   430764 SH       SHARED              430764
D AMERICAN INTL GROUP INC        COM NEW          02687478         5      674 SH PUT   SHARED                 674
D AMERICAN INTL GROUP INC        COM NEW          02687478      2536   109326 SH       SHARED      01      108448               878
D AMERICAN INTL GROUP INC        COM NEW          02687478       255    11000 SH       SHR/OTHR    01                         11000
D AMERICAN INTL GROUP INC        COM NEW          02687478     31370  1352169 SH       SHARED      02     1345829              6340
D AMERICAN INTL GROUP INC        COM NEW          02687478         3     2594 SH CALL  SHARED      02        2594
D AMERICAN INTL GROUP INC        COM NEW          02687478         6      300 SH       SHARED      05         300
D AMERICAN INTL GROUP INC        COM NEW          02687478       629    27125 SH       SHARED      06       15700             11425
D AMERICAN INTL GROUP INC        COM NEW          02687478      2681   115570 SH       SHARED      10      115570
D AMERICAN INTL GROUP INC        COM NEW          02687478         1       84 SH       SHR/OTHR    20                            84
D AMERICAN INTL GROUP INC        COM NEW          02687478        27     1183 SH       SHR/OTHR    23                          1183
D AMERICAN INTL GROUP INC        COM NEW          02687478      1840    79325 SH       SHARED      26       79325
D AMERICAN LORAIN CORP           COM              02729710        20    12600 SH       SHARED      02         100             12500
D AMERICAN NATL BANKSHARES INC   COM              02774510        94     4840 SH       SHARED                4840
D AMERICAN NATL INS CO           COM              02859110       930    12748 SH       SHARED               12748
D AMERICAN NATL INS CO           COM              02859110         1       25 SH       SHARED      01          25
D AMERICAN NATL INS CO           COM              02859110         0        1 SH       SHARED      02           1
D AMERICAN NATL INS CO           COM              02859110        73     1000 SH       SHARED      10        1000
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110        56   100145 SH       SHARED              100145
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110         0       85 SH       SHARED      02          85
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110        48    86600 SH       SHARED      26       86600
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110        15    28000 SH       SHARED      32       28000
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10       425     9823 SH       SHARED                9823
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10       333     7702 SH       SHARED      02        7702
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10        13      310 SH       SHARED      21         310
D AMERICAN RAILCAR INDS INC      COM              02916P10        86     3600 SH       SHARED                3600
D AMERICAN RAILCAR INDS INC      COM              02916P10         0        9 SH       SHARED      02           9
D AMERICAN REPROGRAPHICS CO      COM              02926310        55    12076 SH       SHARED               12076
D AMERICAN REPROGRAPHICS CO      COM              02926310         2      441 SH       SHARED      02         441
D AMERICAN REPROGRAPHICS CO      COM              02926310       139    30400 SH       SHARED      10       30400
D AMERICAN SCIENCE & ENGR INC    COM              02942910       186     2742 SH       SHARED                2742
D AMERICAN SCIENCE & ENGR INC    COM              02942910         5       75 SH       SHARED      01          75
D AMERICAN SCIENCE & ENGR INC    COM              02942910         4       64 SH       SHARED      02          64
D AMERICAN SELECT PORTFOLIO IN   COM              02957010         0       21 SH       SHARED      02          21
D AMERICAN SHARED HOSPITAL SVC   COM              02959510         0        5 SH       SHARED      02           5
D AMERICAN SOFTWARE INC          CL A             02968310        36     3861 SH       SHARED                3861
D AMERICAN SOFTWARE INC          CL A             02968310         0       17 SH       SHARED      02          17
D AMERICAN SOFTWARE INC          CL A             02968310       100    10600 SH       SHARED      10       10600
D AMERICAN STS WTR CO            COM              02989910       463    13269 SH       SHARED               13269
D AMERICAN STS WTR CO            COM              02989910        88     2525 SH       SHARED      01        2525
D AMERICAN STS WTR CO            COM              02989910        38     1100 SH       SHARED      02        1100
D AMERICAN TOWER CORP            CL A             02991220        75     1258 SH       SHARED                 528               730
D AMERICAN TOWER CORP            CL A             02991220     32085   534677 SH       SHARED              531338              3339
D AMERICAN TOWER CORP            CL A             02991220         0      803 SH PUT   SHARED                 803
D AMERICAN TOWER CORP            CL A             02991220     27058   450901 SH       SHARED      01      317979      500   132422
D AMERICAN TOWER CORP            CL A             02991220      5099    84972 SH       SHR/OTHR    01                         84972
D AMERICAN TOWER CORP            CL A             02991220      2525    42079 SH       SHARED      02        7603             34476
D AMERICAN TOWER CORP            CL A             02991220     14140   235635 SH       SHARED      04      235635
D AMERICAN TOWER CORP            CL A             02991220       433     7230 SH       SHARED      05        7230
D AMERICAN TOWER CORP            CL A             02991220      2317    38620 SH       SHARED      06       25620             13000
D AMERICAN TOWER CORP            CL A             02991220     22889   381435 SH       SHARED      10      378860              2575
D AMERICAN TOWER CORP            CL A             02991220      5280    87997 SH       SHARED      20       78037      220     9740
D AMERICAN TOWER CORP            CL A             02991220       597     9960 SH       SHR/OTHR    20                          9960
D AMERICAN TOWER CORP            CL A             02991220       912    15200 SH       SHARED      21       15200
D AMERICAN TOWER CORP            CL A             02991220       135     2251 SH       SHR/OTHR    21                          2251
D AMERICAN TOWER CORP            CL A             02991220      6948   115791 SH       SHARED      23      100843             14948
D AMERICAN TOWER CORP            CL A             02991220      4903    81719 SH       SHR/OTHR    23                         81719
D AMERICAN TOWER CORP            CL A             02991220      2380    39661 SH       SHARED      26       39661
D AMERICAN TOWER CORP            CL A             02991220         6      106 SH       SHARED      27         106
D AMERICAN TOWER CORP            CL A             02991220       348     5800 SH       SHARED      29        5800
D AMERICAN TOWER CORP            CL A             02991220      5394    89890 SH       SHARED      31       89890
D AMERICAN STRATEGIC INCOME II   COM              03009T10         0       37 SH       SHARED      02          37
D AMERN STRATEGIC INCOME PTFL    COM              03009910         0       26 SH       SHARED      02          26
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       213    57938 SH       SHARED               57938
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        67    18275 SH       SHARED      01       18275
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110         5     1500 SH       SHR/OTHR    01                          1500
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        15     4098 SH       SHARED      02        3824               274
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        72    19700 SH       SHARED      10       19700
D AMERICAN VANGUARD CORP         COM              03037110       113     8524 SH       SHARED                8524
D AMERICAN VANGUARD CORP         COM              03037110         1      127 SH       SHARED      02         127
D AMERICAN WTR WKS CO INC NEW    COM              03042010        16      508 SH       SHARED                 248               260
D AMERICAN WTR WKS CO INC NEW    COM              03042010     17432   547149 SH       SHARED              545011              2138
D AMERICAN WTR WKS CO INC NEW    COM              03042010      8046   252572 SH       SHARED      01      192460             60112
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1737    54525 SH       SHR/OTHR    01                         54525
D AMERICAN WTR WKS CO INC NEW    COM              03042010       331    10393 SH       SHARED      02        2732              7661
D AMERICAN WTR WKS CO INC NEW    COM              03042010      2263    71039 SH       SHARED      04       71039
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1364    42819 SH       SHARED      05       42819
D AMERICAN WTR WKS CO INC NEW    COM              03042010        54     1700 SH       SHARED      06        1700
D AMERICAN WTR WKS CO INC NEW    COM              03042010       413    12982 SH       SHARED      10       11800              1182
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1692    53120 SH       SHARED      20       45800      105     7215
D AMERICAN WTR WKS CO INC NEW    COM              03042010       169     5335 SH       SHR/OTHR    20                          5335
D AMERICAN WTR WKS CO INC NEW    COM              03042010        77     2440 SH       SHARED      21        2140               300
D AMERICAN WTR WKS CO INC NEW    COM              03042010       112     3545 SH       SHR/OTHR    21                          3545
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1854    58205 SH       SHARED      23       52335              5870
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1166    36615 SH       SHR/OTHR    23                         36615
D AMERICAN WTR WKS CO INC NEW    COM              03042010       497    15600 SH       SHARED      26       15600
D AMERICAN WOODMARK CORP         COM              03050610        65     4807 SH       SHARED                4807
D AMERICAN WOODMARK CORP         COM              03050610         0        3 SH       SHARED      02           3
D AMERICAN WOODMARK CORP         COM              03050610        71     5200 SH       SHARED      10        5200
D AMERICAS CAR MART INC          COM              03062T10       110     2825 SH       SHARED                2825
D AMERICAS CAR MART INC          COM              03062T10         0        6 SH       SHARED      02           6
D AMERICAS CAR MART INC          COM              03062T10        62     1600 SH       SHARED      10        1600
D AMERIGON INC                   COM              03070L30       957    67153 SH       SHARED               67153
D AMERIGON INC                   COM              03070L30        22     1563 SH       SHARED      02        1563
D AMERISTAR CASINOS INC          COM              03070Q10      1866   107980 SH       SHARED              107980
D AMERISTAR CASINOS INC          COM              03070Q10         1       76 SH       SHARED      02          76
D AMERISAFE INC                  COM              03071H10       547    23569 SH       SHARED               23569
D AMERISAFE INC                  COM              03071H10         2       96 SH       SHARED      02          96
D AMERISAFE INC                  COM              03071H10       113     4900 SH       SHARED      10        4900
D AMERISOURCEBERGEN CORP         COM              03073E10      8582   230773 SH       SHARED              230773
D AMERISOURCEBERGEN CORP         COM              03073E10      2157    58002 SH       SHARED      01       58002
D AMERISOURCEBERGEN CORP         COM              03073E10        22      600 SH       SHR/OTHR    01                           600
D AMERISOURCEBERGEN CORP         COM              03073E10       218     5870 SH       SHARED      02        5870
D AMERISOURCEBERGEN CORP         COM              03073E10         0      202 SH CALL  SHARED      02         202
D AMERISOURCEBERGEN CORP         COM              03073E10      1190    32000 SH       SHARED      04       32000
D AMERISOURCEBERGEN CORP         COM              03073E10        95     2560 SH       SHARED      05        2560
D AMERISOURCEBERGEN CORP         COM              03073E10       736    19810 SH       SHARED      06       12760              7050
D AMERISOURCEBERGEN CORP         COM              03073E10      3400    91432 SH       SHARED      10       91432
D AMERISOURCEBERGEN CORP         COM              03073E10        11      310 SH       SHARED      21                           310
D AMERISOURCEBERGEN CORP         COM              03073E10      1204    32401 SH       SHARED      27       32401
D AMERIGROUP CORP                NOTE  2.000% 5/1 03073TAB     11268  8020000 PRN      SHARED             8020000
D AMERIGROUP CORP                NOTE  2.000% 5/1 03073TAB     15242 10849000 PRN      SHARED      02    10849000
D AMERIGROUP CORP                COM              03073T10      3222    54550 SH       SHARED               54550
D AMERIGROUP CORP                COM              03073T10      1004    17000 SH       SHARED      01        2300             14700
D AMERIGROUP CORP                COM              03073T10     20209   342072 SH       SHARED      02      341572               500
D AMERIGROUP CORP                COM              03073T10         1     1860 SH PUT   SHARED      02        1860
D AMERIGROUP CORP                COM              03073T10       597    10105 SH       SHARED      04       10105
D AMERIGROUP CORP                COM              03073T10       271     4600 SH       SHARED      10        4600
D AMERISERV FINL INC             COM              03074A10         0      181 SH       SHARED      02         181
D AMERIPRISE FINL INC            COM              03076C10        74     1498 SH       SHARED                 628               870
D AMERIPRISE FINL INC            COM              03076C10     17599   354546 SH       SHARED              352960              1586
D AMERIPRISE FINL INC            COM              03076C10     16045   323232 SH       SHARED      01      257487             65745
D AMERIPRISE FINL INC            COM              03076C10      2723    54875 SH       SHR/OTHR    01                         54875
D AMERIPRISE FINL INC            COM              03076C10      1314    26473 SH       SHARED      02       20019              6454
D AMERIPRISE FINL INC            COM              03076C10         2      535 SH CALL  SHARED      02         535
D AMERIPRISE FINL INC            COM              03076C10       263     5300 SH       SHARED      04        5300
D AMERIPRISE FINL INC            COM              03076C10        30      620 SH       SHARED      05         620
D AMERIPRISE FINL INC            COM              03076C10      1315    26510 SH       SHARED      06       18900              7610
D AMERIPRISE FINL INC            COM              03076C10     12098   243716 SH       SHARED      10      241011              2705
D AMERIPRISE FINL INC            COM              03076C10      4593    92534 SH       SHARED      20       81404      230    10900
D AMERIPRISE FINL INC            COM              03076C10       528    10650 SH       SHR/OTHR    20                         10650
D AMERIPRISE FINL INC            COM              03076C10       236     4765 SH       SHARED      21        4585               180
D AMERIPRISE FINL INC            COM              03076C10       378     7620 SH       SHR/OTHR    21                          7620
D AMERIPRISE FINL INC            COM              03076C10      5018   101092 SH       SHARED      23       88942             12150
D AMERIPRISE FINL INC            COM              03076C10      3229    65050 SH       SHR/OTHR    23                         65050
D AMERIPRISE FINL INC            COM              03076C10      1866    37600 SH       SHARED      26       37600
D AMERIS BANCORP                 COM              03076K10        47     4600 SH       SHARED                4600
D AMERIS BANCORP                 COM              03076K10         2      205 SH       SHARED      02         205
D AMERIS BANCORP                 COM              03076K10        83     8100 SH       SHARED      10        8100
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510      1510    32900 SH       SHARED               32900
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510         0       21 SH       SHARED      02          21
D AMES NATL CORP                 COM              03100110        31     1596 SH       SHARED                1596
D AMES NATL CORP                 COM              03100110         0        4 SH       SHARED      02           4
D AMETEK INC NEW                 COM              03110010        63     1508 SH       SHARED                 658               850
D AMETEK INC NEW                 COM              03110010      9456   224628 SH       SHARED              219951              4677
D AMETEK INC NEW                 COM              03110010     20568   488553 SH       SHARED      01      244929      450   243174
D AMETEK INC NEW                 COM              03110010      6080   144438 SH       SHR/OTHR    01                        144438
D AMETEK INC NEW                 COM              03110010       632    15025 SH       SHARED      02        2414             12611
D AMETEK INC NEW                 COM              03110010       548    13025 SH       SHARED      04       13025
D AMETEK INC NEW                 COM              03110010         6      150 SH       SHARED      05         150
D AMETEK INC NEW                 COM              03110010       599    14250 SH       SHARED      06       13150              1100
D AMETEK INC NEW                 COM              03110010       423    10053 SH       SHARED      10        7100              2953
D AMETEK INC NEW                 COM              03110010      3887    92350 SH       SHARED      20       79116      252    12982
D AMETEK INC NEW                 COM              03110010       474    11270 SH       SHR/OTHR    20                         11270
D AMETEK INC NEW                 COM              03110010       259     6167 SH       SHARED      21        6167
D AMETEK INC NEW                 COM              03110010       261     6207 SH       SHR/OTHR    21                          6207
D AMETEK INC NEW                 COM              03110010      7560   179580 SH       SHARED      23      162842             16738
D AMETEK INC NEW                 COM              03110010      6801   161564 SH       SHR/OTHR    23                        161564
D AMETEK INC NEW                 COM              03110010      1822    43301 SH       SHARED      26       43301
D AMETEK INC NEW                 COM              03110010        33      792 SH       SHARED      27         792
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ      1228  1225000 PRN      SHARED              425000            800000
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ     41614 41490000 PRN      SHARED      06    32570000           8920000
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ        50    50000 PRN      SHARED      10       50000
D AMGEN INC                      COM              03116210        95     1494 SH       SHARED                1494
D AMGEN INC                      COM              03116210     91844  1430381 SH       SHARED             1417181             13200
D AMGEN INC                      COM              03116210         0     2996 SH CALL  SHARED                2996
D AMGEN INC                      COM              03116210     18006   280430 SH       SHARED      01      255093             25337
D AMGEN INC                      COM              03116210      1000    15585 SH       SHR/OTHR    01                         15585
D AMGEN INC                      COM              03116210     16455   256279 SH       SHARED      02      225633             30646
D AMGEN INC                      COM              03116210         5     1950 SH CALL  SHARED      02        1950
D AMGEN INC                      COM              03116210     20100   313050 SH       SHARED      04      313050
D AMGEN INC                      COM              03116210       389     6070 SH       SHARED      05        6070
D AMGEN INC                      COM              03116210      6094    94912 SH       SHARED      06       70752             24160
D AMGEN INC                      COM              03116210     22109   344335 SH       SHARED      10      344335
D AMGEN INC                      COM              03116210      1155    17995 SH       SHARED      20        6890             11105
D AMGEN INC                      COM              03116210       214     3345 SH       SHR/OTHR    20                          3345
D AMGEN INC                      COM              03116210       282     4400 SH       SHARED      21        4400
D AMGEN INC                      COM              03116210      1276    19875 SH       SHARED      23       18775              1100
D AMGEN INC                      COM              03116210      1995    31084 SH       SHR/OTHR    23                         31084
D AMGEN INC                      COM              03116210       378     5900 SH       SHARED      26        5900
D AMGEN INC                      COM              03116210      4872    75883 SH       SHARED      27       75883
D AMGEN INC                      COM              03116210       263     4100 SH       SHARED      30        4100
D AMGEN INC                      COM              03116210      7698   119891 SH       SHARED      31      119891
D AMGEN INC                      COM              03116210       948    14767 SH       SHARED      32       14767
D AMICUS THERAPEUTICS INC        COM              03152W10       124    36240 SH       SHARED               36240
D AMICUS THERAPEUTICS INC        COM              03152W10         1      315 SH       SHARED      02         315
D AMKOR TECHNOLOGY INC           COM              03165210       913   209545 SH       SHARED              209545
D AMKOR TECHNOLOGY INC           COM              03165210        59    13600 SH       SHARED      01        4500              9100
D AMKOR TECHNOLOGY INC           COM              03165210       407    93483 SH       SHARED      02       87239              6244
D AMKOR TECHNOLOGY INC           COM              03165210     16064  3684408 SH       SHARED      10     3684408
D AMPCO-PITTSBURGH CORP          COM              03203710       132     6873 SH       SHARED                6873
D AMPCO-PITTSBURGH CORP          COM              03203710         0        3 SH       SHARED      02           3
D AMPCO-PITTSBURGH CORP          COM              03203710        32     1700 SH       SHARED      10        1700
D AMPIO PHARMACEUTICALS INC      COM              03209T10        10     2363 SH       SHARED                2363
D AMPIO PHARMACEUTICALS INC      COM              03209T10         0       46 SH       SHARED      02          46
D AMPHENOL CORP NEW              CL A             03209510      6004   132289 SH       SHARED              132289
D AMPHENOL CORP NEW              CL A             03209510      1892    41700 SH       SHARED      01       41700
D AMPHENOL CORP NEW              CL A             03209510        77     1715 SH       SHARED      02        1715
D AMPHENOL CORP NEW              CL A             03209510      6581   145000 SH       SHARED      04      145000
D AMPHENOL CORP NEW              CL A             03209510        40      890 SH       SHARED      05         890
D AMPHENOL CORP NEW              CL A             03209510       560    12340 SH       SHARED      06        7540              4800
D AMPHENOL CORP NEW              CL A             03209510      2216    48832 SH       SHARED      10       48832
D AMPHENOL CORP NEW              CL A             03209510       161     3560 SH       SHARED      23        3560
D AMPHENOL CORP NEW              CL A             03209510       352     7765 SH       SHARED      26        7765
D AMSURG CORP                    COM              03232P40       247     9495 SH       SHARED                9495
D AMSURG CORP                    COM              03232P40       267    10291 SH       SHARED      02       10291
D AMSURG CORP                    COM              03232P40       174     6700 SH       SHARED      10        6700
D AMTECH SYS INC                 COM PAR $0.01N   03233250       726    85363 SH       SHARED               85363
D AMTECH SYS INC                 COM PAR $0.01N   03233250         8     1007 SH       SHARED      02        1007
D AMYLIN PHARMACEUTICALS INC     NOTE  3.000% 6/1 032346AF       364   410000 PRN      SHARED              410000
D AMYLIN PHARMACEUTICALS INC     NOTE  3.000% 6/1 032346AF      2964  3331000 PRN      SHARED      02     3331000
D AMYLIN PHARMACEUTICALS INC     COM              03234610      3866   339735 SH       SHARED              339735
D AMYLIN PHARMACEUTICALS INC     COM              03234610       123    10820 SH       SHARED      01       10820
D AMYLIN PHARMACEUTICALS INC     COM              03234610      9419   827743 SH       SHARED      02      827443               300
D AMYLIN PHARMACEUTICALS INC     COM              03234610      1110    97625 SH       SHARED      04       97625
D AMYLIN PHARMACEUTICALS INC     COM              03234610        31     2800 SH       SHARED      10        2800
D AMTRUST FINANCIAL SERVICES I   COM              03235930      1110    46741 SH       SHARED               46741
D AMTRUST FINANCIAL SERVICES I   COM              03235930         0       33 SH       SHARED      02          33
D AMYRIS INC                     COM              03236M10       174    15154 SH       SHARED               15154
D AMYRIS INC                     COM              03236M10         0       13 SH       SHARED      02          13
D AMYRIS INC                     COM              03236M10       900    78000 SH       SHARED      04       78000
D ANACOR PHARMACEUTICALS INC     COM              03242010        11     1916 SH       SHARED                1916
D ANACOR PHARMACEUTICALS INC     COM              03242010         0        7 SH       SHARED      02           7
D ANADARKO PETE CORP             COM              03251110      2266    29696 SH       SHARED               28956               740
D ANADARKO PETE CORP             COM              03251110    109282  1431710 SH       SHARED             1428785              2925
D ANADARKO PETE CORP             COM              03251110     30233   396090 SH       SHARED      01      316007      200    79883
D ANADARKO PETE CORP             COM              03251110      6736    88257 SH       SHR/OTHR    01                         88257
D ANADARKO PETE CORP             COM              03251110      1640    21490 SH       SHARED      02        5644             15846
D ANADARKO PETE CORP             COM              03251110    197412  2586300 SH       SHARED      04     2586300
D ANADARKO PETE CORP             COM              03251110       127     1670 SH       SHARED      05        1670
D ANADARKO PETE CORP             COM              03251110      5256    68870 SH       SHARED      06       54270             14600
D ANADARKO PETE CORP             COM              03251110     10765   141042 SH       SHARED      10      138526              2516
D ANADARKO PETE CORP             COM              03251110      6503    85204 SH       SHARED      20       74446      215    10543
D ANADARKO PETE CORP             COM              03251110       581     7620 SH       SHR/OTHR    20                          7620
D ANADARKO PETE CORP             COM              03251110       345     4530 SH       SHARED      21        4530
D ANADARKO PETE CORP             COM              03251110       124     1632 SH       SHR/OTHR    21                          1632
D ANADARKO PETE CORP             COM              03251110      8267   108317 SH       SHARED      23       95362             12955
D ANADARKO PETE CORP             COM              03251110      5759    75450 SH       SHR/OTHR    23                         75450
D ANADARKO PETE CORP             COM              03251110      2831    37090 SH       SHARED      26       37090
D ANADIGICS INC                  COM              03251510      1347   615344 SH       SHARED              615344
D ANADIGICS INC                  COM              03251510         3     1541 SH       SHARED      02          41              1500
D ANADIGICS INC                  COM              03251510       106    48700 SH       SHARED      10       48700
D ANALOG DEVICES INC             COM              03265410         2       72 SH       SHARED                  72
D ANALOG DEVICES INC             COM              03265410     11201   313068 SH       SHARED              313068
D ANALOG DEVICES INC             COM              03265410      3306    92423 SH       SHARED      01       90673              1750
D ANALOG DEVICES INC             COM              03265410      1927    53860 SH       SHARED      02       53570               290
D ANALOG DEVICES INC             COM              03265410         1     2250 SH CALL  SHARED      02        2250
D ANALOG DEVICES INC             COM              03265410       715    20000 SH       SHARED      04       20000
D ANALOG DEVICES INC             COM              03265410         5      160 SH       SHARED      05         160
D ANALOG DEVICES INC             COM              03265410      1139    31850 SH       SHARED      06       23650              8200
D ANALOG DEVICES INC             COM              03265410     10863   303618 SH       SHARED      10      303618
D ANALOG DEVICES INC             COM              03265410      1367    38209 SH       SHARED      27       38209
D ANALOG DEVICES INC             COM              03265410       715    20000 SH       SHARED      30       20000
D ANALOGIC CORP                  COM PAR $0.05    03265720       204     3565 SH       SHARED                3565
D ANALOGIC CORP                  COM PAR $0.05    03265720         2       50 SH       SHARED      01          50
D ANALOGIC CORP                  COM PAR $0.05    03265720        55      964 SH       SHARED      02         964
D ANAREN INC                     COM              03274410        82     4988 SH       SHARED                4988
D ANAREN INC                     COM              03274410        16     1000 SH       SHARED      01        1000
D ANAREN INC                     COM              03274410         0        6 SH       SHARED      02           6
D ANCESTRY COM INC               COM              03280310      5198   226407 SH       SHARED              226407
D ANCESTRY COM INC               COM              03280310         0       23 SH       SHARED      02          23
D ANDERSONS INC                  COM              03416410      1989    45568 SH       SHARED               45568
D ANDERSONS INC                  COM              03416410        22      510 SH       SHARED      02         510
D ANDERSONS INC                  COM              03416410       275     6300 SH       SHARED      10        6300
D ANGIODYNAMICS INC              COM              03475V10       193    13092 SH       SHARED               13092
D ANGIODYNAMICS INC              COM              03475V10        14     1007 SH       SHARED      02         207               800
D ANGIODYNAMICS INC              COM              03475V10        62     4200 SH       SHARED      10        4200
D ANGIES LIST INC                COM              03475410       471    29285 SH       SHARED               29285
D ANGIES LIST INC                COM              03475410         2      142 SH       SHARED      02         142
D ANGLOGOLD ASHANTI HLDGS FIN    MAND BD CV 13    03512Q20       198     4157 SH       SHARED      02        4157
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820     12984   305875 SH       SHARED              305875
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       254     6000 SH       SHARED      01                          6000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820      1287    30328 SH       SHARED      02       29728               600
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820         0      131 SH CALL  SHARED      02         131
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       458    10800 SH       SHARED      23       10800
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       297     7000 SH       SHR/OTHR    23                          7000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       244     5760 SH       SHARED      31        5760
D ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A10       144     2372 SH       SHARED                2372
D ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A10         0        3 SH       SHARED      02           3
D ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A10        40      657 SH       SHARED      21         657
D ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A10        24      400 SH       SHARED      23         400
D ANIKA THERAPEUTICS INC         COM              03525510         0        2 SH       SHARED      02           2
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ       227   200000 PRN      SHARED              200000
D ANIXTER INTL INC               COM              03529010     11473   192383 SH       SHARED              192383
D ANIXTER INTL INC               COM              03529010        92     1548 SH       SHARED      02        1548
D ANIXTER INTL INC               COM              03529010       512     8600 SH       SHARED      10        8600
D ANN INC                        COM              03562310      1786    72078 SH       SHARED               72078
D ANN INC                        COM              03562310       381    15400 SH       SHARED      01                         15400
D ANN INC                        COM              03562310       352    14238 SH       SHARED      02       14238
D ANN INC                        COM              03562310       280    11300 SH       SHARED      10       11300
D ANN INC                        COM              03562310        17      726 SH       SHARED      21         726
D ANNALY CAP MGMT INC            NOTE  4.000% 2/1 035710AA     32007 28300000 PRN      SHARED      02    28300000
D ANNALY CAP MGMT INC            COM              03571040     20187  1264895 SH       SHARED             1264895
D ANNALY CAP MGMT INC            COM              03571040      3797   237920 SH       SHARED      01      221070             16850
D ANNALY CAP MGMT INC            COM              03571040       100     6300 SH       SHR/OTHR    01                          6300
D ANNALY CAP MGMT INC            COM              03571040      5075   318035 SH       SHARED      02      185891            132144
D ANNALY CAP MGMT INC            COM              03571040         1     1146 SH PUT   SHARED      02        1146
D ANNALY CAP MGMT INC            COM              03571040       226    14200 SH       SHARED      04       14200
D ANNALY CAP MGMT INC            COM              03571040         9      590 SH       SHARED      05         590
D ANNALY CAP MGMT INC            COM              03571040       308    19300 SH       SHARED      06       16800              2500
D ANNALY CAP MGMT INC            COM              03571040     13618   853300 SH       SHARED      10      853300
D ANNALY CAP MGMT INC            COM              03571040       226    14161 SH       SHARED      21       14000               161
D ANNALY CAP MGMT INC            COM              03571040        41     2600 SH       SHR/OTHR    23                          2600
D ANNALY CAP MGMT INC            COM              03571040       473    29673 SH       SHARED      26       29673
D ANNALY CAP MGMT INC            COM              03571040       244    15300 SH       SHARED      30       15300
D ANNAPOLIS BANCORP INC          COM              03584810         0      100 SH       SHARED      02         100
D ANSYS INC                      COM              03662Q10       861    15045 SH       SHARED               15045
D ANSYS INC                      COM              03662Q10      1832    32000 SH       SHARED      01        3600             28400
D ANSYS INC                      COM              03662Q10        92     1611 SH       SHARED      02         704               907
D ANSYS INC                      COM              03662Q10       234     4100 SH       SHARED      10        4100
D ANSYS INC                      COM              03662Q10        19      334 SH       SHARED      21                           334
D ANTARES PHARMA INC             COM              03664210        27    12659 SH       SHARED               12659
D ANTARES PHARMA INC             COM              03664210         0       66 SH       SHARED      02          66
D ANTHERA PHARMACEUTICALS INC    COM              03674U10       448    73076 SH       SHARED               73076
D ANTHERA PHARMACEUTICALS INC    COM              03674U10        12     2015 SH       SHARED      02          15              2000
D ANWORTH MORTGAGE ASSET CP      COM              03734710      3743   596143 SH       SHARED              596143
D ANWORTH MORTGAGE ASSET CP      COM              03734710        19     3175 SH       SHARED      01        3175
D ANWORTH MORTGAGE ASSET CP      COM              03734710       149    23740 SH       SHARED      02          40             23700
D ANWORTH MORTGAGE ASSET CP      COM              03734710       983   156600 SH       SHARED      10      156600
D AON CORP                       COM              03738910     19945   426190 SH       SHARED              426190
D AON CORP                       COM              03738910      3602    76982 SH       SHARED      01       76982
D AON CORP                       COM              03738910       224     4791 SH       SHARED      02        4791
D AON CORP                       COM              03738910        23      500 SH       SHARED      04         500
D AON CORP                       COM              03738910        45      970 SH       SHARED      05         970
D AON CORP                       COM              03738910      1005    21480 SH       SHARED      06       12330              9150
D AON CORP                       COM              03738910      5748   122840 SH       SHARED      10      122840
D AON CORP                       COM              03738910       146     3132 SH       SHARED      27        3132
D A123 SYS INC                   NOTE  3.750% 4/1 03739TAA        77   230000 PRN      SHARED              230000
D A123 SYS INC                   NOTE  3.750% 4/1 03739TAA      1833  5440000 PRN      SHARED      02     5440000
D A123 SYS INC                   COM              03739T10       142    88299 SH       SHARED               88299
D A123 SYS INC                   COM              03739T10        36    22800 SH       SHARED      01       22800
D A123 SYS INC                   COM              03739T10        97    60698 SH       SHARED      02          55             60643
D A123 SYS INC                   COM              03739T10        15     9340 SH       SHARED      04                          9340
D A123 SYS INC                   COM              03739T10       402   250000 SH       SHARED      04      250000
D A123 SYS INC                   COM              03739T10       724   450000 SH       SHARED      05      450000
D A123 SYS INC                   COM              03739T10        88    54800 SH       SHARED      10       54800
D AOXING PHARMACEUTICAL CO INC   COM              03740A10         0       29 SH       SHARED      02          29
D APACHE CORP                    COM              03741110      2062    22768 SH       SHARED               22768
D APACHE CORP                    COM              03741110     63795   704296 SH       SHARED              704296
D APACHE CORP                    COM              03741110      8341    92088 SH       SHARED      01       88573              3515
D APACHE CORP                    COM              03741110       416     4600 SH       SHR/OTHR    01                          4600
D APACHE CORP                    COM              03741110      1952    21558 SH       SHARED      02       17831              3727
D APACHE CORP                    COM              03741110    125373  1384117 SH       SHARED      04     1384117
D APACHE CORP                    COM              03741110      2562    28290 SH       SHARED      05       28290
D APACHE CORP                    COM              03741110      7192    79410 SH       SHARED      06       22840             56570
D APACHE CORP                    COM              03741110      9846   108710 SH       SHARED      10      108710
D APACHE CORP                    COM              03741110       271     3000 SH       SHARED      20        3000
D APACHE CORP                    COM              03741110        49      550 SH       SHR/OTHR    20                           550
D APACHE CORP                    COM              03741110        10      117 SH       SHARED      21          60                57
D APACHE CORP                    COM              03741110       126     1400 SH       SHR/OTHR    21                          1400
D APACHE CORP                    COM              03741110       937    10348 SH       SHARED      23       10348
D APACHE CORP                    COM              03741110       986    10890 SH       SHR/OTHR    23                         10890
D APACHE CORP                    COM              03741110       212     2342 SH       SHARED      27        2342
D APACHE CORP                    COM              03741110      1542    17030 SH       SHARED      29       17030
D APACHE CORP                    COM              03741110      6818    75276 SH       SHARED      31       75276
D APACHE CORP                    PFD CONV SER D   03741180     20626   380000 SH       SHARED      04      380000
D APARTMENT INVT & MGMT CO       CL A             03748R10      3398   148344 SH       SHARED              148344
D APARTMENT INVT & MGMT CO       CL A             03748R10        15      672 SH       SHARED      01         672
D APARTMENT INVT & MGMT CO       CL A             03748R10       503    21957 SH       SHARED      02        1194             20763
D APARTMENT INVT & MGMT CO       CL A             03748R10       142     6200 SH       SHARED      06        2600              3600
D APARTMENT INVT & MGMT CO       CL A             03748R10      3904   170428 SH       SHARED      10      170428
D APARTMENT INVT & MGMT CO       CL A             03748R10     77990  3404207 SH       SHARED      11     1892550           1511657
D APOGEE ENTERPRISES INC         COM              03759810       112     9191 SH       SHARED                9191
D APOGEE ENTERPRISES INC         COM              03759810        12     1050 SH       SHARED      02        1050
D APOGEE ENTERPRISES INC         COM              03759810       138    11300 SH       SHARED      10       11300
D APOLLO GROUP INC               CL A             03760410        19      365 SH       SHARED                 365
D APOLLO GROUP INC               CL A             03760410     18254   338868 SH       SHARED              338868
D APOLLO GROUP INC               CL A             03760410      1751    32514 SH       SHARED      01       32514
D APOLLO GROUP INC               CL A             03760410         5      100 SH       SHR/OTHR    01                           100
D APOLLO GROUP INC               CL A             03760410        51      961 SH       SHARED      02         961
D APOLLO GROUP INC               CL A             03760410       845    15700 SH       SHARED      04       15700
D APOLLO GROUP INC               CL A             03760410         5      100 SH       SHARED      05         100
D APOLLO GROUP INC               CL A             03760410      1406    26100 SH       SHARED      06       22650              3450
D APOLLO GROUP INC               CL A             03760410      1759    32655 SH       SHARED      10       32655
D APOLLO GROUP INC               CL A             03760410       470     8736 SH       SHARED      27        8736
D APOLLO INVT CORP               COM              03761U10      8959  1391201 SH       SHARED             1391201
D APOLLO INVT CORP               COM              03761U10       268    41675 SH       SHARED      01        2375             39300
D APOLLO INVT CORP               COM              03761U10         7     1146 SH       SHARED      02         146              1000
D APOLLO INVT CORP               COM              03761U10      1328   206300 SH       SHARED      10      206300
D APOLLO INVT CORP               COM              03761U10        62     9760 SH       SHARED      20        9760
D APOLLO GLOBAL MGMT LLC         CL A SHS         03761230      1557   125484 SH       SHARED              125484
D APOLLO GLOBAL MGMT LLC         CL A SHS         03761230         1       98 SH       SHARED      02          98
D APOLLO GLOBAL MGMT LLC         CL A SHS         03761230       918    74010 SH       SHARED      06                         74010
D APOLLO COML REAL EST FIN INC   COM              03762U10        85     6516 SH       SHARED                6516
D APOLLO COML REAL EST FIN INC   COM              03762U10         0        8 SH       SHARED      02           8
D APOLLO COML REAL EST FIN INC   COM              03762U10        27     2100 SH       SHARED      10        2100
D APOLLO RESIDENTIAL MTG INC     COM              03763V10      1141    74808 SH       SHARED               74808
D APOLLO RESIDENTIAL MTG INC     COM              03763V10         0        6 SH       SHARED      02           6
D APOLLO SR FLOATING RATE FD I   COM              03763610       248    15500 SH       SHARED      02                         15500
D APPLE INC                      COM              03783310      3234     7987 SH       SHARED                6297              1690
D APPLE INC                      COM              03783310    940067  2321155 SH       SHARED             2258552             62603
D APPLE INC                      COM              03783310         6      925 SH PUT   SHARED                 925
D APPLE INC                      COM              03783310    163635   404037 SH       SHARED      01      335672      200    68165
D APPLE INC                      COM              03783310     21336    52683 SH       SHR/OTHR    01                         52683
D APPLE INC                      COM              03783310     74099   182962 SH       SHARED      02      152061             30901
D APPLE INC                      COM              03783310        45      792 SH CALL  SHARED      02         792
D APPLE INC                      COM              03783310         5     1748 SH PUT   SHARED      02        1748
D APPLE INC                      COM              03783310      3320     8199 SH       SHARED      04        7954               245
D APPLE INC                      COM              03783310    339130   837360 SH       SHARED      04      837360
D APPLE INC                      COM              03783310      6573    16230 SH       SHARED      05       16230
D APPLE INC                      COM              03783310     80118   197824 SH       SHARED      06      131934             65890
D APPLE INC                      COM              03783310    124915   308433 SH       SHARED      10      307319              1114
D APPLE INC                      COM              03783310       344      850 SH       SHARED      15         850
D APPLE INC                      COM              03783310     15825    39076 SH       SHARED      20       34304       95     4677
D APPLE INC                      COM              03783310      2650     6545 SH       SHR/OTHR    20                          6545
D APPLE INC                      COM              03783310      2935     7249 SH       SHARED      21        7249
D APPLE INC                      COM              03783310       483     1193 SH       SHR/OTHR    21                          1193
D APPLE INC                      COM              03783310     32109    79282 SH       SHARED      23       71995              7287
D APPLE INC                      COM              03783310     29229    72171 SH       SHR/OTHR    23                         72171
D APPLE INC                      COM              03783310      6294    15542 SH       SHARED      26       15542
D APPLE INC                      COM              03783310      6261    15461 SH       SHARED      27       15461
D APPLE INC                      COM              03783310      6091    15040 SH       SHARED      29       15040
D APPLE INC                      COM              03783310     11082    27364 SH       SHARED      30       27364
D APPLE INC                      COM              03783310     49811   122992 SH       SHARED      31      122992
D APPLIED ENERGETICS INC         COM              03819M10         0     1100 SH       SHARED      02        1100
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10      2090    59445 SH       SHARED               59445
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       524    14906 SH       SHARED      01       12506              2400
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       935    26600 SH       SHR/OTHR    01                         26600
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       150     4271 SH       SHARED      02        4271
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       469    13350 SH       SHARED      10       13350
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40       632    94190 SH       SHARED               94190
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40         8     1316 SH       SHARED      02         441               875
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40        85    12650 SH       SHARED      10       12650
D APPLIED MATLS INC              COM              03822210     78348  7315443 SH       SHARED             7315443
D APPLIED MATLS INC              COM              03822210      3252   303650 SH       SHARED      01      287550             16100
D APPLIED MATLS INC              COM              03822210      1849   172709 SH       SHARED      02      161109             11600
D APPLIED MATLS INC              COM              03822210         0      681 SH CALL  SHARED      02         681
D APPLIED MATLS INC              COM              03822210         0       16 SH PUT   SHARED      02          16
D APPLIED MATLS INC              COM              03822210       598    55902 SH       SHARED      04                         55902
D APPLIED MATLS INC              COM              03822210       943    88082 SH       SHARED      04       88082
D APPLIED MATLS INC              COM              03822210        36     3400 SH       SHARED      05        3400
D APPLIED MATLS INC              COM              03822210      1976   184550 SH       SHARED      06      145200             39350
D APPLIED MATLS INC              COM              03822210      5934   554139 SH       SHARED      10      554139
D APPLIED MATLS INC              COM              03822210       353    33000 SH       SHARED      20                         33000
D APPLIED MATLS INC              COM              03822210       503    47000 SH       SHARED      23       47000
D APPLIED MATLS INC              COM              03822210       224    21000 SH       SHR/OTHR    23                         21000
D APPLIED MATLS INC              COM              03822210      2011   187827 SH       SHARED      27      187827
D APPLIED MATLS INC              COM              03822210      3489   325857 SH       SHARED      31      325857
D APRICUS BIOSCIENCES INC        COM              03832V10        82    16000 SH       SHARED      02           3             15997
D APTARGROUP INC                 COM              03833610      2975    57039 SH       SHARED               57039
D APTARGROUP INC                 COM              03833610      1059    20300 SH       SHARED      01                         20300
D APTARGROUP INC                 COM              03833610         0        5 SH       SHARED      02           5
D APTARGROUP INC                 COM              03833610       370     7100 SH       SHARED      10        7100
D APTARGROUP INC                 COM              03833610         6      131 SH       SHARED      21                           131
D APPROACH RESOURCES INC         COM              03834A10      1247    42428 SH       SHARED               42428
D APPROACH RESOURCES INC         COM              03834A10       188     6400 SH       SHARED      01        6400
D APPROACH RESOURCES INC         COM              03834A10         4      149 SH       SHARED      02         149
D APPROACH RESOURCES INC         COM              03834A10        85     2900 SH       SHARED      10        2900
D AQUA AMERICA INC               COM              03836W10     10276   466041 SH       SHARED              466041
D AQUA AMERICA INC               COM              03836W10      1058    48023 SH       SHARED      01        2690             45333
D AQUA AMERICA INC               COM              03836W10        13      600 SH       SHR/OTHR    01                           600
D AQUA AMERICA INC               COM              03836W10       188     8537 SH       SHARED      02        1206              7331
D AQUA AMERICA INC               COM              03836W10      1345    61000 SH       SHARED      04       61000
D AQUA AMERICA INC               COM              03836W10       709    32160 SH       SHARED      05       32160
D AQUA AMERICA INC               COM              03836W10      6211   281702 SH       SHARED      10      281702
D ARABIAN AMERN DEV CO           COM              03846510         9     1100 SH       SHARED                1100
D ARABIAN AMERN DEV CO           COM              03846510         0        1 SH       SHARED      02           1
D ARBITRON INC                   COM              03875Q10       729    21203 SH       SHARED               21203
D ARBITRON INC                   COM              03875Q10        32      939 SH       SHARED      01         939
D ARBITRON INC                   COM              03875Q10        19      558 SH       SHARED      02         558
D ARBOR RLTY TR INC              COM              03892310        62    17832 SH       SHARED               17832
D ARBOR RLTY TR INC              COM              03892310         9     2700 SH       SHARED      01        2700
D ARCELORMITTAL SA LUXEMBOURG    NOTE  5.000% 5/1 03938LAK    125761 19659008 PRN      SHARED           119159008            500000
D ARCELORMITTAL SA LUXEMBOURG    NOTE  5.000% 5/1 03938LAK       131   125000 PRN      SHARED      26      125000
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10    117533  6461448 SH       SHARED             6461448
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10       149     8204 SH       SHARED      02        6004              2200
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10         4     6650 SH CALL  SHARED      02        6650
D ARCH COAL INC                  COM              03938010      3869   266687 SH       SHARED              266687
D ARCH COAL INC                  COM              03938010      1432    98700 SH       SHARED      01       47700             51000
D ARCH COAL INC                  COM              03938010      2397   165245 SH       SHARED      02      159285              5960
D ARCH COAL INC                  COM              03938010        13     1435 SH PUT   SHARED      02        1435
D ARCH COAL INC                  COM              03938010         1      110 SH       SHARED      05         110
D ARCH COAL INC                  COM              03938010      2199   151581 SH       SHARED      06      151581
D ARCH COAL INC                  COM              03938010      3117   214850 SH       SHARED      10      214850
D ARCH COAL INC                  COM              03938010        11      760 SH       SHARED      21         760
D ARCH COAL INC                  COM              03938010       279    19293 SH       SHARED      26       19293
D ARCH COAL INC                  COM              03938010       546    37677 SH       SHARED      27       37677
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW       930   926000 PRN      SHARED              551000            375000
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW      1694  1686000 PRN      SHARED      02     1686000
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW     13718 13650000 PRN      SHARED      04    13650000
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW     36793 36610000 PRN      SHARED      06    29520000           7090000
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW        50    50000 PRN      SHARED      10       50000
D ARCHER DANIELS MIDLAND CO      COM              03948310      2522    88216 SH       SHARED               87406               810
D ARCHER DANIELS MIDLAND CO      COM              03948310     27152   949374 SH       SHARED              940324              9050
D ARCHER DANIELS MIDLAND CO      COM              03948310        17     2600 SH PUT   SHARED                2600
D ARCHER DANIELS MIDLAND CO      COM              03948310      7415   259267 SH       SHARED      01      244586             14681
D ARCHER DANIELS MIDLAND CO      COM              03948310       264     9245 SH       SHR/OTHR    01                          9245
D ARCHER DANIELS MIDLAND CO      COM              03948310      4485   156853 SH       SHARED      02      156085               768
D ARCHER DANIELS MIDLAND CO      COM              03948310         1     2210 SH CALL  SHARED      02        2210
D ARCHER DANIELS MIDLAND CO      COM              03948310     55140  1927986 SH       SHARED      04     1927986
D ARCHER DANIELS MIDLAND CO      COM              03948310      7305   255454 SH       SHARED      05      255454
D ARCHER DANIELS MIDLAND CO      COM              03948310      6140   214700 SH       SHARED      06       94500            120200
D ARCHER DANIELS MIDLAND CO      COM              03948310      5325   186193 SH       SHARED      10      186193
D ARCHER DANIELS MIDLAND CO      COM              03948310       257     9000 SH       SHARED      15        9000
D ARCHER DANIELS MIDLAND CO      COM              03948310       362    12685 SH       SHARED      20       12105               580
D ARCHER DANIELS MIDLAND CO      COM              03948310       251     8805 SH       SHARED      21        8805
D ARCHER DANIELS MIDLAND CO      COM              03948310        97     3392 SH       SHARED      23        1992              1400
D ARCHER DANIELS MIDLAND CO      COM              03948310       180     6300 SH       SHARED      26        6300
D ARCHER DANIELS MIDLAND CO      COM              03948310      1100    38490 SH       SHARED      29       38490
D ARCHER DANIELS MIDLAND CO      COM              03948310       486    17000 SH       SHARED      30       17000
D ARCHIPELAGO LEARNING INC       COM              03956P10        35     3657 SH       SHARED                3657
D ARCHIPELAGO LEARNING INC       COM              03956P10         0        7 SH       SHARED      02           7
D ARCTIC CAT INC                 COM              03967010       593    26310 SH       SHARED               26310
D ARCTIC CAT INC                 COM              03967010         1       71 SH       SHARED      02          71
D ARDEA BIOSCIENCES INC          COM              03969P10       104     6243 SH       SHARED                6243
D ARDEA BIOSCIENCES INC          COM              03969P10         0       12 SH       SHARED      02          12
D ARDEA BIOSCIENCES INC          COM              03969P10      3752   223243 SH       SHARED      04      223243
D ARDEA BIOSCIENCES INC          COM              03969P10        10      600 SH       SHARED      06         600
D ARDEN GROUP INC                CL A             03976210        15      174 SH       SHARED                 174
D ARDEN GROUP INC                CL A             03976210         0        1 SH       SHARED      02           1
D ARENA PHARMACEUTICALS INC      COM              04004710       409   219117 SH       SHARED              219117
D ARENA PHARMACEUTICALS INC      COM              04004710        22    12100 SH       SHARED      01       12100
D ARENA PHARMACEUTICALS INC      COM              04004710         0       45 SH       SHARED      02          45
D ARENA PHARMACEUTICALS INC      COM              04004710        19    10300 SH       SHARED      10       10300
D ARGAN INC                      COM              04010E10        40     2690 SH       SHARED                2690
D ARGAN INC                      COM              04010E10         0        3 SH       SHARED      02           3
D ARES CAP CORP                  COM              04010L10     21004  1359504 SH       SHARED             1359504
D ARES CAP CORP                  COM              04010L10        20     1350 SH       SHARED      01        1350
D ARES CAP CORP                  COM              04010L10       674    43683 SH       SHARED      02       33818              9865
D ARES CAP CORP                  COM              04010L10      7922   512760 SH       SHARED      10      512760
D ARIAD PHARMACEUTICALS INC      COM              04033A10       549    44873 SH       SHARED               44873
D ARIAD PHARMACEUTICALS INC      COM              04033A10        69     5700 SH       SHARED      01        5700
D ARIAD PHARMACEUTICALS INC      COM              04033A10     20169  1646513 SH       SHARED      02     1641913              4600
D ARIAD PHARMACEUTICALS INC      COM              04033A10      4786   390753 SH       SHARED      04      390753
D ARIAD PHARMACEUTICALS INC      COM              04033A10        57     4700 SH       SHARED      10        4700
D ARIAD PHARMACEUTICALS INC      COM              04033A10       654    53394 SH       SHARED      32       53394
D ARIBA INC                      COM NEW          04033V20       934    33270 SH       SHARED               33270
D ARIBA INC                      COM NEW          04033V20       179     6400 SH       SHARED      01        6400
D ARIBA INC                      COM NEW          04033V20       448    15958 SH       SHARED      02       11762              4196
D ARIBA INC                      COM NEW          04033V20       103     3700 SH       SHARED      10        3700
D ARIBA INC                      COM NEW          04033V20       100     3593 SH       SHARED      26        3593
D ARKANSAS BEST CORP DEL         COM              04079010      3457   179402 SH       SHARED              179402
D ARKANSAS BEST CORP DEL         COM              04079010       375    19500 SH       SHARED      01       16300              3200
D ARKANSAS BEST CORP DEL         COM              04079010       684    35500 SH       SHR/OTHR    01                         35500
D ARKANSAS BEST CORP DEL         COM              04079010         5      261 SH       SHARED      02         261
D ARKANSAS BEST CORP DEL         COM              04079010        30     1600 SH       SHARED      10        1600
D ARLINGTON ASSET INVT CORP      CL A NEW         04135620        27     1284 SH       SHARED                1284
D ARLINGTON ASSET INVT CORP      CL A NEW         04135620         0        2 SH       SHARED      02           2
D ARLINGTON ASSET INVT CORP      CL A NEW         04135620       846    39700 SH       SHARED      10       39700
D ARM HLDGS PLC                  SPONSORED ADR    04206810       343    12405 SH       SHARED               12405
D ARM HLDGS PLC                  SPONSORED ADR    04206810       210     7607 SH       SHARED      02        5057              2550
D ARM HLDGS PLC                  SPONSORED ADR    04206810         0     1730 SH CALL  SHARED      02        1730
D ARM HLDGS PLC                  SPONSORED ADR    04206810        66     2405 SH       SHARED      21        2405
D ARMOUR RESIDENTIAL REIT INC    COM              04231510       205    29184 SH       SHARED               29184
D ARMOUR RESIDENTIAL REIT INC    COM              04231510        22     3200 SH       SHARED      01        3200
D ARMOUR RESIDENTIAL REIT INC    COM              04231510        57     8106 SH       SHARED      02         106              8000
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10       581    13244 SH       SHARED               13244
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10         0        9 SH       SHARED      02           9
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10        21      500 SH       SHARED      10         500
D ARQULE INC                     COM              04269E10        84    14910 SH       SHARED               14910
D ARQULE INC                     COM              04269E10        18     3197 SH       SHARED      02         309              2888
D ARQULE INC                     COM              04269E10       798   141554 SH       SHARED      26      141554
D ARQULE INC                     COM              04269E10       157    28000 SH       SHARED      32       28000
D ARRIS GROUP INC                NOTE  2.000%11/1 04269QAC      2772  2753000 PRN      SHARED      02     2753000
D ARRIS GROUP INC                COM              04269Q10       660    61030 SH       SHARED               61030
D ARRIS GROUP INC                COM              04269Q10        48     4450 SH       SHARED      01        4450
D ARRIS GROUP INC                COM              04269Q10         7      714 SH       SHARED      02         714
D ARRIS GROUP INC                COM              04269Q10       516    47747 SH       SHARED      06       47747
D ARRIS GROUP INC                COM              04269Q10     27483  2540076 SH       SHARED      10     2540076
D ARRAY BIOPHARMA INC            COM              04269X10        54    25236 SH       SHARED               25236
D ARRAY BIOPHARMA INC            COM              04269X10         0       37 SH       SHARED      02          37
D ARRAY BIOPHARMA INC            COM              04269X10       484   224096 SH       SHARED      04      224096
D ARRAY BIOPHARMA INC            COM              04269X10       812   376177 SH       SHARED      26      376177
D ARRAY BIOPHARMA INC            COM              04269X10       150    69903 SH       SHARED      32       69903
D ARRHYTHMIA RESH TECHNOLOGY I   COM PAR $0.01    04269830         3     1000 SH       SHARED      02                          1000
D ARROW ELECTRS INC              COM              04273510      1080    28874 SH       SHARED               28874
D ARROW ELECTRS INC              COM              04273510      2192    58600 SH       SHARED      01       24600             34000
D ARROW ELECTRS INC              COM              04273510       123     3306 SH       SHARED      02        3306
D ARROW ELECTRS INC              COM              04273510         3      100 SH       SHARED      05         100
D ARROW ELECTRS INC              COM              04273510        26      700 SH       SHARED      06         700
D ARROW ELECTRS INC              COM              04273510      6332   169265 SH       SHARED      10      169265
D ARROW ELECTRS INC              COM              04273510       255     6822 SH       SHARED      27        6822
D ARROW FINL CORP                COM              04274410        82     3518 SH       SHARED                3518
D ARROW FINL CORP                COM              04274410         0        6 SH       SHARED      02           6
D ARROW FINL CORP                COM              04274410        61     2620 SH       SHARED      10        2620
D ARROWHEAD RESH CORP            COM NEW          04279720         3      800 SH       SHARED      02         800
D ARTESIAN RESOURCES CORP        CL A             04311320        26     1428 SH       SHARED                1428
D ARTESIAN RESOURCES CORP        CL A             04311320         0        4 SH       SHARED      02           4
D ARTHROCARE CORP                COM              04313610       376    11873 SH       SHARED               11873
D ARTHROCARE CORP                COM              04313610        11      377 SH       SHARED      02         377
D ARTIO GLOBAL INVS INC          COM CL A         04315B10       468    95948 SH       SHARED               95948
D ARTIO GLOBAL INVS INC          COM CL A         04315B10         2      524 SH       SHARED      02         524
D ARTIO GLOBAL INVS INC          COM CL A         04315B10        43     8900 SH       SHARED      10        8900
D ARUBA NETWORKS INC             COM              04317610      3170   171188 SH       SHARED              171188
D ARUBA NETWORKS INC             COM              04317610      6727   363258 SH       SHARED      02      362158              1100
D ARVINMERITOR INC               FRNT  4.625% 3/0 043353AF      2649  3595000 PRN      SHARED             3595000
D ASBURY AUTOMOTIVE GROUP INC    NOTE  3.000% 9/1 043436AG        25    25000 PRN      SHARED      02       25000
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610      1463    67882 SH       SHARED               67882
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610         9      450 SH       SHARED      01         450
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610         1       80 SH       SHARED      02          80
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610       271    12600 SH       SHARED      10       12600
D ASCENA RETAIL GROUP INC        COM              04351G10      2407    81007 SH       SHARED               81007
D ASCENA RETAIL GROUP INC        COM              04351G10      2506    84336 SH       SHARED      01       64236             20100
D ASCENA RETAIL GROUP INC        COM              04351G10        10      345 SH       SHARED      02         345
D ASCENA RETAIL GROUP INC        COM              04351G10         1      288 SH CALL  SHARED      02         288
D ASCENA RETAIL GROUP INC        COM              04351G10     20094   676134 SH       SHARED      10      676134
D ASCENT CAP GROUP INC           COM SER A        04363210       397     7845 SH       SHARED                7845
D ASCENT CAP GROUP INC           COM SER A        04363210        16      323 SH       SHARED      01         321                 2
D ASCENT CAP GROUP INC           COM SER A        04363210         0        4 SH       SHARED      02           4
D ASCENT CAP GROUP INC           COM SER A        04363210        13      275 SH       SHARED      23                           275
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310      2160   270083 SH       SHARED              270083
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310       183    22900 SH       SHARED      01       22900
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310         0       18 SH       SHARED      02          18
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310        46     5800 SH       SHARED      10        5800
D ASHLAND INC NEW                COM              04420910      8052   140874 SH       SHARED              140874
D ASHLAND INC NEW                COM              04420910      1377    24100 SH       SHARED      01                         24100
D ASHLAND INC NEW                COM              04420910        78     1372 SH       SHARED      02          72              1300
D ASHLAND INC NEW                COM              04420910       194     3409 SH       SHARED      04        3409
D ASHLAND INC NEW                COM              04420910       495     8662 SH       SHARED      10        8662
D ASHLAND INC NEW                COM              04420910         4       80 SH       SHARED      21                            80
D ASIA PAC FD INC                COM              04490110       141    15000 SH       SHR/OTHR    23                         15000
D ASIA TIGERS FD INC             COM              04516T10        12     1000 SH       SHARED      02                          1000
D ASIAINFO-LINKAGE INC           COM              04518A10         0      100 SH       SHARED      01         100
D ASIAINFO-LINKAGE INC           COM              04518A10         0       11 SH       SHARED      02          11
D ASPEN TECHNOLOGY INC           COM              04532710      4105   236628 SH       SHARED              236628
D ASPEN TECHNOLOGY INC           COM              04532710        36     2100 SH       SHARED      01        2100
D ASPEN TECHNOLOGY INC           COM              04532710         3      205 SH       SHARED      02         205
D ASSET ACCEP CAP CORP           COM              04543P10         2      732 SH       SHARED      02          32               700
D ASSISTED LIVING CONCPT NEV N   CL A NEW         04544X30       118     7957 SH       SHARED                7957
D ASSISTED LIVING CONCPT NEV N   CL A NEW         04544X30         1      122 SH       SHARED      02         122
D ASSISTED LIVING CONCPT NEV N   CL A NEW         04544X30       119     8040 SH       SHARED      10        8040
D ASSOCIATED BANC CORP           COM              04548710      4567   408866 SH       SHARED              408866
D ASSOCIATED BANC CORP           COM              04548710       602    53897 SH       SHARED      01                         53897
D ASSOCIATED BANC CORP           COM              04548710         2      191 SH       SHARED      02         191
D ASSOCIATED BANC CORP           COM              04548710     27817  2490400 SH       SHARED      10     2490400
D ASSOCIATED BANC CORP           COM              04548710        11     1000 SH       SHARED      20                          1000
D ASSOCIATED ESTATES RLTY CORP   COM              04560410      3422   214588 SH       SHARED              214588
D ASSOCIATED ESTATES RLTY CORP   COM              04560410         6      412 SH       SHARED      02          12               400
D ASSOCIATED ESTATES RLTY CORP   COM              04560410     13637   855037 SH       SHARED      11      183650            671387
D ASSOCIATED ESTATES RLTY CORP   COM              04560410       323    20274 SH       SHARED      26       20274
D ASSURANT INC                   COM              04621X10      3846    93688 SH       SHARED               93688
D ASSURANT INC                   COM              04621X10      1022    24900 SH       SHARED      01       24900
D ASSURANT INC                   COM              04621X10        50     1220 SH       SHARED      02        1220
D ASSURANT INC                   COM              04621X10       698    17000 SH       SHARED      04       17000
D ASSURANT INC                   COM              04621X10       698    17000 SH       SHARED      06       13600              3400
D ASSURANT INC                   COM              04621X10      6571   160044 SH       SHARED      10      160044
D ASSURANT INC                   COM              04621X10        77     1885 SH       SHARED      27        1885
D ASTEC INDS INC                 COM              04622410       207     6427 SH       SHARED                6427
D ASTEC INDS INC                 COM              04622410         3      106 SH       SHARED      02         106
D ASTEX PHARMACEUTICALS INC      COM              04624B10       336   178096 SH       SHARED              178096
D ASTEX PHARMACEUTICALS INC      COM              04624B10         0       17 SH       SHARED      02          17
D ASTORIA FINL CORP              COM              04626510      1835   216172 SH       SHARED              216172
D ASTORIA FINL CORP              COM              04626510       222    26150 SH       SHARED      01                         26150
D ASTORIA FINL CORP              COM              04626510        15     1851 SH       SHARED      02        1851
D ASTORIA FINL CORP              COM              04626510       208    24600 SH       SHARED      10       24600
D ASTRAZENECA PLC                SPONSORED ADR    04635310      1761    38043 SH       SHARED               38043
D ASTRAZENECA PLC                SPONSORED ADR    04635310       341     7384 SH       SHARED      02           1              7383
D ASTRAZENECA PLC                SPONSORED ADR    04635310        43      940 SH       SHARED      21         940
D ASTRO-MED INC NEW              COM              04638F10        83    11000 SH       SHARED      02                         11000
D ASTRONICS CORP                 COM              04643310       112     3131 SH       SHARED                3131
D ASTRONICS CORP                 COM              04643310         0        7 SH       SHARED      02           7
D ASURE SOFTWARE INC             COM              04649U10         0      100 SH       SHARED      02         100
D ATHENAHEALTH INC               COM              04685W10      3094    63007 SH       SHARED               63007
D ATHENAHEALTH INC               COM              04685W10         1       25 SH       SHARED      01          25
D ATHENAHEALTH INC               COM              04685W10       434     8844 SH       SHARED      02        6044              2800
D ATLANTIC AMERN CORP            COM              04820910         0        6 SH       SHARED      02           6
D ATLANTIC PWR CORP              COM NEW          04878Q86      2265   158459 SH       SHARED              158459
D ATLANTIC PWR CORP              COM NEW          04878Q86       335    23427 SH       SHARED      02        3427             20000
D ATLANTIC PWR CORP              COM NEW          04878Q86        32     2300 SH       SHARED      10        2300
D ATLANTIC PWR CORP              COM NEW          04878Q86        28     2000 SH       SHR/OTHR    23                          2000
D ATLANTIC TELE NETWORK INC      COM NEW          04907920       105     2692 SH       SHARED                2692
D ATLANTIC TELE NETWORK INC      COM NEW          04907920        10      275 SH       SHARED      01         275
D ATLANTIC TELE NETWORK INC      COM NEW          04907920       106     2733 SH       SHARED      02        2733
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       138     3591 SH       SHARED                3591
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        18      475 SH       SHARED      01         475
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420         8      212 SH       SHARED      02         212
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       172     4500 SH       SHARED      10        4500
D ATLAS ENERGY LP                COM UNITS LP     04930A10     46621  1918581 SH       SHARED             1918581
D ATLAS ENERGY LP                COM UNITS LP     04930A10       214     8808 SH       SHARED      02           8              8800
D ATLAS ENERGY LP                COM UNITS LP     04930A10        21      884 SH       SHARED      10         884
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210      9406   253200 SH       SHARED              253200
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210       308     8312 SH       SHARED      02          12              8300
D ATMEL CORP                     COM              04951310      7427   916915 SH       SHARED              916915
D ATMEL CORP                     COM              04951310      1153   142425 SH       SHARED      01         125            142300
D ATMEL CORP                     COM              04951310       867   107125 SH       SHARED      02      107125
D ATMEL CORP                     COM              04951310         0     2500 SH CALL  SHARED      02        2500
D ATMEL CORP                     COM              04951310       177    21900 SH       SHARED      10       21900
D ATMEL CORP                     COM              04951310         9     1226 SH       SHARED      21        1226
D ATMOS ENERGY CORP              COM              04956010      3101    93003 SH       SHARED               93003
D ATMOS ENERGY CORP              COM              04956010       980    29400 SH       SHARED      01        1600             27800
D ATMOS ENERGY CORP              COM              04956010         0       10 SH       SHARED      02          10
D ATMOS ENERGY CORP              COM              04956010       123     3700 SH       SHARED      10        3700
D ATMOS ENERGY CORP              COM              04956010         5      154 SH       SHARED      21                           154
D ATRICURE INC                   COM              04963C20        21     1973 SH       SHARED                1973
D ATRICURE INC                   COM              04963C20         0       11 SH       SHARED      02          11
D ATRICURE INC                   COM              04963C20       645    58154 SH       SHARED      26       58154
D ATRICURE INC                   COM              04963C20       178    16106 SH       SHARED      32       16106
D ATRION CORP                    COM              04990410        44      187 SH       SHARED                 187
D ATRION CORP                    COM              04990410         0        1 SH       SHARED      02           1
D ATWOOD OCEANICS INC            COM              05009510      3945    99159 SH       SHARED               99159
D ATWOOD OCEANICS INC            COM              05009510       961    24175 SH       SHARED      01        6575             17600
D ATWOOD OCEANICS INC            COM              05009510         1       36 SH       SHARED      02          36
D ATWOOD OCEANICS INC            COM              05009510       319     8030 SH       SHARED      04        8030
D ATWOOD OCEANICS INC            COM              05009510     26613   668848 SH       SHARED      10      668848
D AUGUSTA RES CORP               COM NEW          05091220       301    97328 SH       SHARED               97328
D AUGUSTA RES CORP               COM NEW          05091220      5440  1755100 SH       SHARED      02     1755100
D AURICO GOLD INC                COM              05155C10      4995   623697 SH       SHARED              623697
D AURICO GOLD INC                COM              05155C10        19     2396 SH       SHARED      01        2396
D AURICO GOLD INC                COM              05155C10       284    35532 SH       SHARED      02       35532
D AURICO GOLD INC                COM              05155C10      2739   342000 SH       SHARED      04      342000
D AURICO GOLD INC                COM              05155C10      3012   376084 SH       SHARED      06       96084            280000
D AURICO GOLD INC                COM              05155C10     18322  2287499 SH       SHARED      10     2287499
D AURICO GOLD INC                COM              05155C10        10     1255 SH       SHARED      21        1255
D AURIZON MINES LTD              COM              05155P10       738   149819 SH       SHARED              149819
D AURIZON MINES LTD              COM              05155P10         6     1308 SH       SHARED      02        1308
D AURIZON MINES LTD              COM              05155P10      1556   315678 SH       SHARED      04      315678
D AUTHENTEC INC                  COM              05266010         0        3 SH       SHARED      02           3
D AUTHENTIDATE HLDG CORP         COM              05266610       272   400000 SH       SHARED      01      400000
D AUTODESK INC                   COM              05276910      7896   260363 SH       SHARED              260363
D AUTODESK INC                   COM              05276910         0     1088 SH PUT   SHARED                1088
D AUTODESK INC                   COM              05276910      1734    57199 SH       SHARED      01       57199
D AUTODESK INC                   COM              05276910       266     8799 SH       SHARED      02        8799
D AUTODESK INC                   COM              05276910         1     1221 SH CALL  SHARED      02        1221
D AUTODESK INC                   COM              05276910        60     2000 SH       SHARED      04                          2000
D AUTODESK INC                   COM              05276910       736    24295 SH       SHARED      04       24295
D AUTODESK INC                   COM              05276910         3      100 SH       SHARED      05         100
D AUTODESK INC                   COM              05276910       484    15970 SH       SHARED      06        8670              7300
D AUTODESK INC                   COM              05276910      2176    71748 SH       SHARED      10       71748
D AUTODESK INC                   COM              05276910       116     3835 SH       SHARED      20                          3835
D AUTODESK INC                   COM              05276910       221     7300 SH       SHARED      30        7300
D AUTOLIV INC                    COM              05280010      3692    69037 SH       SHARED               69037
D AUTOLIV INC                    COM              05280010      1149    21490 SH       SHARED      01       20940               550
D AUTOLIV INC                    COM              05280010        19      360 SH       SHR/OTHR    01                           360
D AUTOLIV INC                    COM              05280010         5      106 SH       SHARED      02         106
D AUTOLIV INC                    COM              05280010         0       17 SH       SHARED      05          17
D AUTOLIV INC                    COM              05280010        77     1450 SH       SHARED      06         850               600
D AUTOLIV INC                    COM              05280010       791    14800 SH       SHARED      10       14800
D AUTOLIV INC                    COM              05280010         1       35 SH       SHARED      20          35
D AUTOLIV INC                    COM              05280010         7      145 SH       SHARED      23          45               100
D AUTOLIV INC                    COM              05280010       143     2690 SH       SHR/OTHR    23                          2690
D AUTOLIV INC                    COM              05280010       240     4500 SH       SHARED      30        4500
D AUTOMATIC DATA PROCESSING IN   COM              05301510        98     1818 SH       SHARED                1818
D AUTOMATIC DATA PROCESSING IN   COM              05301510     52016   963096 SH       SHARED              770586            192510
D AUTOMATIC DATA PROCESSING IN   COM              05301510      7332   135759 SH       SHARED      01      132199              3560
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1038    19226 SH       SHR/OTHR    01                         19226
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1206    22342 SH       SHARED      02        4785             17557
D AUTOMATIC DATA PROCESSING IN   COM              05301510         0       25 SH CALL  SHARED      02          25
D AUTOMATIC DATA PROCESSING IN   COM              05301510         0       25 SH PUT   SHARED      02          25
D AUTOMATIC DATA PROCESSING IN   COM              05301510    106393  1969891 SH       SHARED      04     1969891
D AUTOMATIC DATA PROCESSING IN   COM              05301510        95     1770 SH       SHARED      05        1770
D AUTOMATIC DATA PROCESSING IN   COM              05301510      2426    44930 SH       SHARED      06       30380             14550
D AUTOMATIC DATA PROCESSING IN   COM              05301510     27927   517083 SH       SHARED      10      517083
D AUTOMATIC DATA PROCESSING IN   COM              05301510       148     2747 SH       SHARED      20        2147               600
D AUTOMATIC DATA PROCESSING IN   COM              05301510       132     2450 SH       SHR/OTHR    20                          2450
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1724    31930 SH       SHARED      23       31855                75
D AUTOMATIC DATA PROCESSING IN   COM              05301510       884    16383 SH       SHR/OTHR    23                         16383
D AUTONATION INC                 COM              05329W10       383    10409 SH       SHARED               10409
D AUTONATION INC                 COM              05329W10        59     1621 SH       SHARED      01        1621
D AUTONATION INC                 COM              05329W10       375    10174 SH       SHARED      02       10174
D AUTONATION INC                 COM              05329W10       433    11764 SH       SHARED      10       11764
D AUTONAVI HLDGS LTD             SPONSORED ADR    05330F10       151    15087 SH       SHARED               15087
D AUTONAVI HLDGS LTD             SPONSORED ADR    05330F10         6      622 SH       SHARED      02         622
D AUTOZONE INC                   COM              05333210     39596   121847 SH       SHARED              121847
D AUTOZONE INC                   COM              05333210      2141     6590 SH       SHARED      01        6590
D AUTOZONE INC                   COM              05333210       637     1961 SH       SHARED      02        1961
D AUTOZONE INC                   COM              05333210        20      300 SH CALL  SHARED      02         300
D AUTOZONE INC                   COM              05333210      1624     5000 SH       SHARED      04        5000
D AUTOZONE INC                   COM              05333210       363     1120 SH       SHARED      05        1120
D AUTOZONE INC                   COM              05333210       695     2140 SH       SHARED      06        1440               700
D AUTOZONE INC                   COM              05333210      2626     8082 SH       SHARED      10        8082
D AUTOZONE INC                   COM              05333210        40      125 SH       SHR/OTHR    23                           125
D AUTOZONE INC                   COM              05333210       240      740 SH       SHARED      30         740
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      1723    86497 SH       SHARED               86497
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10         0       25 SH       SHARED      01          25
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10        35     1786 SH       SHARED      02         336              1450
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      2331   117006 SH       SHARED      04      117006
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      1289    64700 SH       SHARED      26       64700
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10       243    12212 SH       SHARED      32       12212
D AVALON RARE METALS INC         COM              05347010       142    60204 SH       SHARED               60204
D AVALON RARE METALS INC         COM              05347010       309   130700 SH       SHARED      02      130700
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40        73    35974 SH       SHARED               35974
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40         9     4585 SH       SHARED      02        4585
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40       256   125000 SH       SHARED      26      125000
D AVALONBAY CMNTYS INC           COM              05348410         1       14 SH       SHARED                  14
D AVALONBAY CMNTYS INC           COM              05348410     13491   103307 SH       SHARED              103307
D AVALONBAY CMNTYS INC           COM              05348410      2772    21232 SH       SHARED      01       21232
D AVALONBAY CMNTYS INC           COM              05348410       313     2402 SH       SHARED      02         965              1437
D AVALONBAY CMNTYS INC           COM              05348410         7       61 SH       SHARED      05          61
D AVALONBAY CMNTYS INC           COM              05348410       704     5391 SH       SHARED      06        3150              2241
D AVALONBAY CMNTYS INC           COM              05348410     15375   117727 SH       SHARED      10      117727
D AVALONBAY CMNTYS INC           COM              05348410    266495  2040545 SH       SHARED      11     1172232            868313
D AVALONBAY CMNTYS INC           COM              05348410       107      824 SH       SHR/OTHR    23                           824
D AVALONBAY CMNTYS INC           COM              05348410       978     7491 SH       SHARED      26        7491
D AVATAR HLDGS INC               NOTE  7.500% 2/1 053494AG       135   150000 PRN      SHARED              150000
D AVATAR HLDGS INC               COM              05349410       237    33116 SH       SHARED               33116
D AVATAR HLDGS INC               COM              05349410         1      210 SH       SHARED      02         210
D AVATAR HLDGS INC               COM              05349410       132    18500 SH       SHARED      10       18500
D AVENUE INCOME CR STRATEGIES    COM              05358E10        44     2908 SH       SHARED      02                          2908
D AVEO PHARMACEUTICALS INC       COM              05358810       455    26511 SH       SHARED               26511
D AVEO PHARMACEUTICALS INC       COM              05358810       158     9200 SH       SHARED      01        9200
D AVEO PHARMACEUTICALS INC       COM              05358810         0       27 SH       SHARED      02          27
D AVEO PHARMACEUTICALS INC       COM              05358810      1256    73075 SH       SHARED      04       73075
D AVERY DENNISON CORP            COM              05361110       299    10441 SH       SHARED               10441
D AVERY DENNISON CORP            COM              05361110       759    26499 SH       SHARED      01       26499
D AVERY DENNISON CORP            COM              05361110       329    11488 SH       SHARED      02       11488
D AVERY DENNISON CORP            COM              05361110       209     7300 SH       SHARED      06        4200              3100
D AVERY DENNISON CORP            COM              05361110       813    28381 SH       SHARED      10       28381
D AVERY DENNISON CORP            COM              05361110         2       90 SH       SHARED      21                            90
D AVERY DENNISON CORP            COM              05361110       156     5467 SH       SHARED      23        5467
D AVERY DENNISON CORP            COM              05361110       357    12467 SH       SHR/OTHR    23                         12467
D AVERY DENNISON CORP            COM              05361110       209     7300 SH       SHARED      26        7300
D AVIAT NETWORKS INC             COM              05366Y10       554   303050 SH       SHARED              303050
D AVIAT NETWORKS INC             COM              05366Y10         3     1886 SH       SHARED      01        1514               372
D AVIAT NETWORKS INC             COM              05366Y10         3     1790 SH       SHARED      02        1790
D AVIAT NETWORKS INC             COM              05366Y10        89    49000 SH       SHARED      10       49000
D AVID TECHNOLOGY INC            COM              05367P10       928   108813 SH       SHARED              108813
D AVID TECHNOLOGY INC            COM              05367P10        13     1555 SH       SHARED      01        1555
D AVID TECHNOLOGY INC            COM              05367P10         1      155 SH       SHARED      02         155
D AVID TECHNOLOGY INC            COM              05367P10       127    15000 SH       SHARED      10       15000
D AVIS BUDGET GROUP              NOTE  3.500%10/0 053774AB      1458  1430000 PRN      SHARED               30000           1400000
D AVIS BUDGET GROUP              COM              05377410      8164   761571 SH       SHARED              761571
D AVIS BUDGET GROUP              COM              05377410       175    16325 SH       SHARED      01       16325
D AVIS BUDGET GROUP              COM              05377410      4263   397730 SH       SHARED      02      397730
D AVIS BUDGET GROUP              COM              05377410         0      200 SH CALL  SHARED      02         200
D AVIS BUDGET GROUP              COM              05377410       167    15600 SH       SHARED      10       15600
D AVISTA CORP                    COM              05379B10      2906   112870 SH       SHARED              112870
D AVISTA CORP                    COM              05379B10       517    20105 SH       SHARED      01       17455              2650
D AVISTA CORP                    COM              05379B10       769    29900 SH       SHR/OTHR    01                         29900
D AVISTA CORP                    COM              05379B10        33     1312 SH       SHARED      02        1010               302
D AVISTA CORP                    COM              05379B10       556    21600 SH       SHARED      10       21600
D AVNET INC                      COM              05380710      1096    35265 SH       SHARED               35265
D AVNET INC                      COM              05380710      2428    78100 SH       SHARED      01       32900             45200
D AVNET INC                      COM              05380710        62     2001 SH       SHARED      02         111              1890
D AVNET INC                      COM              05380710       133     4301 SH       SHARED      04        4301
D AVNET INC                      COM              05380710         3      100 SH       SHARED      05         100
D AVNET INC                      COM              05380710        27      900 SH       SHARED      06         900
D AVNET INC                      COM              05380710        99     3200 SH       SHARED      10        3200
D AVIVA PLC                      ADR              05382A10       176    19039 SH       SHARED               19039
D AVINO SILVER & GOLD MINES LT   COM              05390610        24    17200 SH       SHARED                                 17200
D AVON PRODS INC                 COM              05430310      4991   285692 SH       SHARED              285692
D AVON PRODS INC                 COM              05430310      2250   128847 SH       SHARED      01      123947              4900
D AVON PRODS INC                 COM              05430310        77     4450 SH       SHR/OTHR    01                          4450
D AVON PRODS INC                 COM              05430310      1446    82783 SH       SHARED      02        3459             79324
D AVON PRODS INC                 COM              05430310         2     1812 SH CALL  SHARED      02        1812
D AVON PRODS INC                 COM              05430310     74280  4251885 SH       SHARED      04     4251885
D AVON PRODS INC                 COM              05430310        26     1520 SH       SHARED      05        1520
D AVON PRODS INC                 COM              05430310      1963   112390 SH       SHARED      06       14440             97950
D AVON PRODS INC                 COM              05430310      2810   160881 SH       SHARED      10      160881
D AVON PRODS INC                 COM              05430310        17     1000 SH       SHR/OTHR    20                          1000
D AVON PRODS INC                 COM              05430310       104     6000 SH       SHARED      21        6000
D AVON PRODS INC                 COM              05430310        90     5200 SH       SHR/OTHR    23                          5200
D AXCELIS TECHNOLOGIES INC       COM              05454010        27    20860 SH       SHARED               20860
D AXCELIS TECHNOLOGIES INC       COM              05454010         0      555 SH       SHARED      02          55               500
D AXCELIS TECHNOLOGIES INC       COM              05454010       173   130800 SH       SHARED      26      130800
D BB^T CORP                      COM              05493710     18044   716896 SH       SHARED              716896
D BB^T CORP                      COM              05493710      3793   150725 SH       SHARED      01      149925               800
D BB^T CORP                      COM              05493710      1619    64327 SH       SHARED      02       50555             13772
D BB^T CORP                      COM              05493710        29     1170 SH       SHARED      05        1170
D BB^T CORP                      COM              05493710      1745    69360 SH       SHARED      06       48560             20800
D BB^T CORP                      COM              05493710      7360   292449 SH       SHARED      10      292449
D BB^T CORP                      COM              05493710        40     1600 SH       SHR/OTHR    23                          1600
D BB^T CORP                      COM              05493710      1750    69566 SH       SHARED      31       69566
D B & G FOODS INC NEW            COM              05508R10      2180    90574 SH       SHARED               90574
D B & G FOODS INC NEW            COM              05508R10        42     1745 SH       SHARED      02         745              1000
D B & G FOODS INC NEW            COM              05508R10       271    11300 SH       SHARED      10       11300
D BCE INC                        COM NEW          05534B76       143     3445 SH       SHARED                3445
D BCE INC                        COM NEW          05534B76     19031   456719 SH       SHARED               96065            360654
D BCE INC                        COM NEW          05534B76       646    15519 SH       SHARED      02       11300              4219
D BCE INC                        COM NEW          05534B76      1250    30000 SH       SHARED      04       30000
D BCE INC                        COM NEW          05534B76    154275  3702304 SH       SHARED      04     3702304
D BCE INC                        COM NEW          05534B76       391     9401 SH       SHARED      05        9401
D BCE INC                        COM NEW          05534B76       172     4132 SH       SHARED      06        3000              1132
D BCE INC                        COM NEW          05534B76        12      300 SH       SHR/OTHR    23                           300
D BCE INC                        COM NEW          05534B76       333     8000 SH       SHARED      26        8000
D BCE INC                        COM NEW          05534B76      3841    92200 SH       SHARED      30       92200
D BCSB BANCORP INC               COM              05536710         0       59 SH       SHARED      02          59
D BGC PARTNERS INC               CL A             05541T10      5367   903552 SH       SHARED              903552
D BGC PARTNERS INC               CL A             05541T10         1      300 SH       SHARED      01         300
D BGC PARTNERS INC               CL A             05541T10       308    51905 SH       SHARED      02       11055             40850
D BGC PARTNERS INC               CL A             05541T10       115    19400 SH       SHARED      10       19400
D BHP BILLITON PLC               SPONSORED ADR    05545E20      9035   154736 SH       SHARED              154736
D BHP BILLITON PLC               SPONSORED ADR    05545E20        84     1450 SH       SHR/OTHR    23                          1450
D BOK FINL CORP                  COM NEW          05561Q20     17336   315616 SH       SHARED              315616
D BOK FINL CORP                  COM NEW          05561Q20         5      101 SH       SHARED      02         101
D BOK FINL CORP                  COM NEW          05561Q20      3262    59400 SH       SHARED      10       59400
D BOK FINL CORP                  COM NEW          05561Q20         6      110 SH       SHARED      21                           110
D BP PLC                         SPONSORED ADR    05562210    108817  2546036 SH       SHARED             2546036
D BP PLC                         SPONSORED ADR    05562210         0      300 SH PUT   SHARED                 300
D BP PLC                         SPONSORED ADR    05562210      3091    72338 SH       SHARED      01       30378             41960
D BP PLC                         SPONSORED ADR    05562210       296     6941 SH       SHR/OTHR    01                          6941
D BP PLC                         SPONSORED ADR    05562210      2839    66433 SH       SHARED      02         234             66199
D BP PLC                         SPONSORED ADR    05562210        50    14310 SH CALL  SHARED      02       14310
D BP PLC                         SPONSORED ADR    05562210         0      900 SH PUT   SHARED      02         900
D BP PLC                         SPONSORED ADR    05562210       610    14286 SH       SHARED      20       13016              1270
D BP PLC                         SPONSORED ADR    05562210        50     1174 SH       SHR/OTHR    20                          1174
D BP PLC                         SPONSORED ADR    05562210        59     1400 SH       SHARED      21        1400
D BP PLC                         SPONSORED ADR    05562210      1235    28918 SH       SHARED      23       28118               800
D BP PLC                         SPONSORED ADR    05562210      2054    48061 SH       SHR/OTHR    23                         48061
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010     14477   127039 SH       SHARED              127039
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       455     3993 SH       SHARED      01                          3993
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       153     1350 SH       SHR/OTHR    01                          1350
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        19      172 SH       SHARED      02           2               170
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        68      600 SH       SHR/OTHR    23                           600
D BPZ RESOURCES INC              MTNF  6.500% 3/0 055639AB       518   630000 PRN      SHARED              630000
D BPZ RESOURCES INC              COM              05563910        85    30167 SH       SHARED               30167
D BPZ RESOURCES INC              COM              05563910        23     8400 SH       SHARED      01        8400
D BPZ RESOURCES INC              COM              05563910        57    20145 SH       SHARED      02       19245               900
D BPZ RESOURCES INC              COM              05563910         0      401 SH CALL  SHARED      02         401
D BRE PROPERTIES INC             CL A             05564E10         0       13 SH       SHARED                  13
D BRE PROPERTIES INC             CL A             05564E10      5012    99301 SH       SHARED               99301
D BRE PROPERTIES INC             CL A             05564E10      1166    23100 SH       SHARED      01                         23100
D BRE PROPERTIES INC             CL A             05564E10         6      127 SH       SHARED      02         127
D BRE PROPERTIES INC             CL A             05564E10      9328   184800 SH       SHARED      10      184800
D BRE PROPERTIES INC             CL A             05564E10    224107  4439546 SH       SHARED      11     2807547           1631999
D BRE PROPERTIES INC             CL A             05564E10       580    11497 SH       SHARED      26       11497
D BNC BANCORP                    COM              05566T10         0      101 SH       SHARED      02         101
D BOFI HLDG INC                  COM              05566U10        95     5864 SH       SHARED                5864
D BOFI HLDG INC                  COM              05566U10         2      153 SH       SHARED      02         153
D BSD MED CORP DEL               COM              05566210       309   130607 SH       SHARED      26      130607
D BSD MED CORP DEL               COM              05566210        66    28000 SH       SHARED      32       28000
D BT GROUP PLC                   ADR              05577E10      1792    60479 SH       SHARED               60479
D BT GROUP PLC                   ADR              05577E10         2      100 SH       SHARED      02         100
D BT GROUP PLC                   ADR              05577E10         2      100 SH       SHARED      23         100
D BMC SOFTWARE INC               COM              05592110     18837   574656 SH       SHARED              574656
D BMC SOFTWARE INC               COM              05592110      1407    42950 SH       SHARED      01       42950
D BMC SOFTWARE INC               COM              05592110       594    18138 SH       SHARED      02       12122              6016
D BMC SOFTWARE INC               COM              05592110         1    10190 SH CALL  SHARED      02       10190
D BMC SOFTWARE INC               COM              05592110       489    14939 SH       SHARED      04       14939
D BMC SOFTWARE INC               COM              05592110      1245    38000 SH       SHARED      04       38000
D BMC SOFTWARE INC               COM              05592110        21      670 SH       SHARED      05         670
D BMC SOFTWARE INC               COM              05592110      1304    39810 SH       SHARED      06       33610              6200
D BMC SOFTWARE INC               COM              05592110      1633    49832 SH       SHARED      10       49832
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    05603310         0       60 SH       SHARED      02          60
D BABCOCK & WILCOX CO NEW        COM              05615F10      3161   130980 SH       SHARED              130980
D BABCOCK & WILCOX CO NEW        COM              05615F10        36     1512 SH       SHARED      01        1512
D BABCOCK & WILCOX CO NEW        COM              05615F10       117     4887 SH       SHARED      02        1212              3675
D BABCOCK & WILCOX CO NEW        COM              05615F10       124     5143 SH       SHARED      10        5143
D BABCOCK & WILCOX CO NEW        COM              05615F10         6      270 SH       SHARED      21                           270
D BACTERIN INTL HLDGS INC        COM              05644R10         8     2838 SH       SHARED                2838
D BACTERIN INTL HLDGS INC        COM              05644R10         1      689 SH       SHARED      02         689
D BADGER METER INC               COM              05652510       133     4538 SH       SHARED                4538
D BADGER METER INC               COM              05652510         2       86 SH       SHARED      02          86
D BAIDU INC                      SPON ADR REP A   05675210     63834   548078 SH       SHARED              548078
D BAIDU INC                      SPON ADR REP A   05675210        13      200 SH CALL  SHARED                 200
D BAIDU INC                      SPON ADR REP A   05675210        58      500 SH       SHARED      01         500
D BAIDU INC                      SPON ADR REP A   05675210      1445    12409 SH       SHARED      02       10721              1688
D BAIDU INC                      SPON ADR REP A   05675210     35348   303500 SH       SHARED      04      303500
D BAIDU INC                      SPON ADR REP A   05675210      6895    59200 SH       SHARED      06       59200
D BAIDU INC                      SPON ADR REP A   05675210       128     1100 SH       SHARED      26        1100
D BAIDU INC                      SPON ADR REP A   05675210      1190    10225 SH       SHARED      29       10225
D BAIDU INC                      SPON ADR REP A   05675210      1222    10500 SH       SHARED      30       10500
D BAKER MICHAEL CORP             COM              05714910       465    23734 SH       SHARED               23734
D BAKER MICHAEL CORP             COM              05714910         0        5 SH       SHARED      02           5
D BAKER MICHAEL CORP             COM              05714910       152     7800 SH       SHARED      10        7800
D BAKER HUGHES INC               COM              05722410       398     8200 SH       SHARED                3200              5000
D BAKER HUGHES INC               COM              05722410     30906   635406 SH       SHARED              634406              1000
D BAKER HUGHES INC               COM              05722410         4      574 SH PUT   SHARED                 574
D BAKER HUGHES INC               COM              05722410      5918   121683 SH       SHARED      01      119758              1925
D BAKER HUGHES INC               COM              05722410        12      250 SH       SHR/OTHR    01                           250
D BAKER HUGHES INC               COM              05722410      5296   108883 SH       SHARED      02      102008              6875
D BAKER HUGHES INC               COM              05722410        33     4050 SH CALL  SHARED      02        4050
D BAKER HUGHES INC               COM              05722410       671    13811 SH       SHARED      04       13811
D BAKER HUGHES INC               COM              05722410       349     7184 SH       SHARED      05        7184
D BAKER HUGHES INC               COM              05722410      1988    40885 SH       SHARED      06       27664             13221
D BAKER HUGHES INC               COM              05722410      8761   180131 SH       SHARED      10      180131
D BAKER HUGHES INC               COM              05722410       218     4500 SH       SHARED      15        4500
D BAKER HUGHES INC               COM              05722410        48     1000 SH       SHARED      23        1000
D BAKER HUGHES INC               COM              05722410         7      150 SH       SHR/OTHR    23                           150
D BAKER HUGHES INC               COM              05722410        32      668 SH       SHARED      27         668
D BAKER HUGHES INC               COM              05722410       910    18710 SH       SHARED      29       18710
D BAKER HUGHES INC               COM              05722410      4869   100118 SH       SHARED      31      100118
D BALCHEM CORP                   COM              05766520      1067    26339 SH       SHARED               26339
D BALCHEM CORP                   COM              05766520        18      466 SH       SHARED      02         466
D BALDWIN & LYONS INC            CL B             05775520        84     3870 SH       SHARED                3870
D BALDWIN & LYONS INC            CL B             05775520         2      102 SH       SHARED      02         102
D BALDWIN & LYONS INC            CL B             05775520        74     3400 SH       SHARED      10        3400
D BALDWIN TECHNOLOGY INC         CL A             05826410         0        6 SH       SHARED      02           6
D BALL CORP                      COM              05849810      1364    38215 SH       SHARED               38215
D BALL CORP                      COM              05849810      2774    77698 SH       SHARED      01       75231              2467
D BALL CORP                      COM              05849810        63     1765 SH       SHR/OTHR    01                          1765
D BALL CORP                      COM              05849810        52     1470 SH       SHARED      02        1268               202
D BALL CORP                      COM              05849810        57     1600 SH       SHARED      04        1600
D BALL CORP                      COM              05849810         3      100 SH       SHARED      05         100
D BALL CORP                      COM              05849810       410    11490 SH       SHARED      06        6890              4600
D BALL CORP                      COM              05849810      2429    68025 SH       SHARED      10       68025
D BALL CORP                      COM              05849810       204     5740 SH       SHARED      20        5340               400
D BALL CORP                      COM              05849810        10      305 SH       SHARED      21         305
D BALL CORP                      COM              05849810       221     6200 SH       SHARED      26        6200
D BALL CORP                      COM              05849810      1637    45865 SH       SHARED      27       45865
D BALLANTYNE STRONG INC          COM              05851610         0       13 SH       SHARED      02          13
D BALLARD PWR SYS INC NEW        COM              05858610        46    42701 SH       SHARED               42701
D BALLARD PWR SYS INC NEW        COM              05858610         0      150 SH       SHARED      02         150
D BALLY TECHNOLOGIES INC         COM              05874B10      4731   119607 SH       SHARED              119607
D BALLY TECHNOLOGIES INC         COM              05874B10       688    17400 SH       SHARED      01        4000             13400
D BALLY TECHNOLOGIES INC         COM              05874B10      4808   121548 SH       SHARED      02      121548
D BALLY TECHNOLOGIES INC         COM              05874B10         0      125 SH PUT   SHARED      02         125
D BALLY TECHNOLOGIES INC         COM              05874B10        39     1000 SH       SHARED      10        1000
D BANCFIRST CORP                 COM              05945F10       155     4130 SH       SHARED                4130
D BANCFIRST CORP                 COM              05945F10         0        4 SH       SHARED      02           4
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10         0        2 SH       SHARED                   2
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10       549    64159 SH       SHARED      02       58034              6125
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030     11179   670250 SH       SHARED              670250
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030         0     1000 SH PUT   SHARED                1000
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030        40     2448 SH       SHARED      02        2448
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030         6     5500 SH CALL  SHARED      02        5500
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      4905   294100 SH       SHARED      04      294100
D BANCO DE CHILE                 SPONSORED ADR    05952010         0        1 SH       SHARED      02           1
D BANCO MACRO SA                 SPON ADR B       05961W10      2907   149086 SH       SHARED              149086
D BANCO MACRO SA                 SPON ADR B       05961W10        39     2000 SH       SHARED      04        2000
D BANCO SANTANDER SA             ADR              05964H10     10700  1422896 SH       SHARED             1422896
D BANCO SANTANDER SA             ADR              05964H10      2248   298976 SH       SHARED      02      296081              2895
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10      4513    59622 SH       SHARED               59622
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10       280     3700 SH       SHARED      04        3700
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10      1959   240778 SH       SHARED              240778
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10         7      969 SH       SHARED      02         969
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10       651    80000 SH       SHARED      04       80000
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10      4935   606280 SH       SHARED      06      346280            260000
D BANCOLOMBIA S A                SPON ADR PREF    05968L10      1316    22100 SH       SHARED      04       22100
D BANCORP INC DEL                COM              05969A10       234    32430 SH       SHARED               32430
D BANCORP INC DEL                COM              05969A10         0      121 SH       SHARED      02         121
D BANCORP INC DEL                COM              05969A10        75    10500 SH       SHARED      10       10500
D BANCORP RHODE ISLAND INC       COM              05969010        28      725 SH       SHARED                 725
D BANCORP RHODE ISLAND INC       COM              05969010         0        1 SH       SHARED      02           1
D BANCORPSOUTH INC               COM              05969210      1878   170426 SH       SHARED              170426
D BANCORPSOUTH INC               COM              05969210       290    26325 SH       SHARED      01        3425             22900
D BANCORPSOUTH INC               COM              05969210         0       23 SH       SHARED      02          23
D BANCORPSOUTH INC               COM              05969210     15058  1366467 SH       SHARED      10     1366467
D BANCTRUST FINANCIAL GP         COM              05978R10         0        3 SH       SHARED      02           3
D BANK OF AMERICA CORPORATION    COM              06050510         3      545 SH       SHARED                 340               205
D BANK OF AMERICA CORPORATION    COM              06050510    340711 61279040 SH       SHARED            61191040             88000
D BANK OF AMERICA CORPORATION    COM              06050510         1     8025 SH CALL  SHARED                8025
D BANK OF AMERICA CORPORATION    COM              06050510        69    12586 SH PUT   SHARED               12586
D BANK OF AMERICA CORPORATION    COM              06050510     14347  2580431 SH       SHARED      01     2506781             73650
D BANK OF AMERICA CORPORATION    COM              06050510         0       50 SH       SHR/OTHR    01                            50
D BANK OF AMERICA CORPORATION    COM              06050510     45481  8180136 SH       SHARED      02     8107813             72323
D BANK OF AMERICA CORPORATION    COM              06050510         4   112800 SH CALL  SHARED      02      112800
D BANK OF AMERICA CORPORATION    COM              06050510        69    94132 SH PUT   SHARED      02       94132
D BANK OF AMERICA CORPORATION    COM              06050510        74    13325 SH       SHARED      04                         13325
D BANK OF AMERICA CORPORATION    COM              06050510    112949 20314624 SH       SHARED      04    20314624
D BANK OF AMERICA CORPORATION    COM              06050510       443    79767 SH       SHARED      05       79767
D BANK OF AMERICA CORPORATION    COM              06050510      6453  1160618 SH       SHARED      06      753877            406741
D BANK OF AMERICA CORPORATION    COM              06050510     19135  3441633 SH       SHARED      10     3441633
D BANK OF AMERICA CORPORATION    COM              06050510        59    10708 SH       SHARED      20        7863              2845
D BANK OF AMERICA CORPORATION    COM              06050510        40     7200 SH       SHR/OTHR    20                          7200
D BANK OF AMERICA CORPORATION    COM              06050510        23     4218 SH       SHARED      23        4218
D BANK OF AMERICA CORPORATION    COM              06050510        97    17619 SH       SHR/OTHR    23                         17619
D BANK OF AMERICA CORPORATION    COM              06050510      1459   262500 SH       SHARED      26      262500
D BANK OF AMERICA CORPORATION    COM              06050510       629   113237 SH       SHARED      27      113237
D BANK OF AMERICA CORPORATION    COM              06050510         0        2 SH       SHARED      28           2
D BANK OF AMERICA CORPORATION    COM              06050510      7878  1417032 SH       SHARED      31     1417032
D BANK OF AMERICA CORPORATION    *W EXP 10/28/201 06050515         3    11308 SH       SHARED      02                         11308
D BANK OF AMERICA CORPORATION    7.25%CNV PFD L   06050568       227      290 SH       SHARED      02                           290
D BANK OF AMERICA CORPORATION    7.25%CNV PFD L   06050568         3        4 SH       SHARED      29           4
D BANK HAWAII CORP               COM              06254010      3630    81612 SH       SHARED               81612
D BANK HAWAII CORP               COM              06254010       605    13600 SH       SHARED      01         900             12700
D BANK HAWAII CORP               COM              06254010         0        3 SH       SHARED      02           3
D BANK HAWAII CORP               COM              06254010     29373   660230 SH       SHARED      10      660230
D BANK HAWAII CORP               COM              06254010         2       65 SH       SHARED      20          65
D BANK KY FINL CORP              COM              06289610        57     2851 SH       SHARED                2851
D BANK KY FINL CORP              COM              06289610         0        2 SH       SHARED      02           2
D BANK OF MARIN BANCORP          COM              06342510        78     2100 SH       SHARED                2100
D BANK OF MARIN BANCORP          COM              06342510         9      251 SH       SHARED      02         251
D BANK MONTREAL QUE              COM              06367110     15066   274893 SH       SHARED              274893
D BANK MONTREAL QUE              COM              06367110       865    15789 SH       SHARED      01       15789
D BANK MONTREAL QUE              COM              06367110       105     1918 SH       SHARED      02        1005               913
D BANK MONTREAL QUE              COM              06367110       116     2122 SH       SHARED      05        2122
D BANK MONTREAL QUE              COM              06367110      1337    24400 SH       SHARED      06       20800              3600
D BANK MONTREAL QUE              COM              06367110        95     1736 SH       SHARED      10        1736
D BANK MONTREAL QUE              COM              06367110       219     4000 SH       SHARED      26        4000
D BANK MUTUAL CORP NEW           COM              06375010       433   136453 SH       SHARED              136453
D BANK MUTUAL CORP NEW           COM              06375010         0      244 SH       SHARED      02         244
D BANK MUTUAL CORP NEW           COM              06375010       115    36400 SH       SHARED      10       36400
D BANK OF THE OZARKS INC         COM              06390410      1370    46270 SH       SHARED               46270
D BANK OF THE OZARKS INC         COM              06390410       237     8000 SH       SHARED      01        8000
D BANK OF THE OZARKS INC         COM              06390410        69     2352 SH       SHARED      02         352              2000
D BANK OF NEW YORK MELLON CORP   COM              06405810     29865  1500005 SH       SHARED             1500005
D BANK OF NEW YORK MELLON CORP   COM              06405810      9957   500126 SH       SHARED      01      462620             37506
D BANK OF NEW YORK MELLON CORP   COM              06405810      5550   278778 SH       SHR/OTHR    01                        278778
D BANK OF NEW YORK MELLON CORP   COM              06405810      2485   124848 SH       SHARED      02      123742              1106
D BANK OF NEW YORK MELLON CORP   COM              06405810         0     1665 SH CALL  SHARED      02        1665
D BANK OF NEW YORK MELLON CORP   COM              06405810         0     2000 SH PUT   SHARED      02        2000
D BANK OF NEW YORK MELLON CORP   COM              06405810       955    48000 SH       SHARED      04       48000
D BANK OF NEW YORK MELLON CORP   COM              06405810       884    44400 SH       SHARED      04       44400
D BANK OF NEW YORK MELLON CORP   COM              06405810       447    22454 SH       SHARED      05       22454
D BANK OF NEW YORK MELLON CORP   COM              06405810      2637   132465 SH       SHARED      06       95689             36776
D BANK OF NEW YORK MELLON CORP   COM              06405810      7949   399277 SH       SHARED      10      399277
D BANK OF NEW YORK MELLON CORP   COM              06405810       460    23123 SH       SHARED      20       19109              4014
D BANK OF NEW YORK MELLON CORP   COM              06405810       175     8835 SH       SHR/OTHR    20                          8835
D BANK OF NEW YORK MELLON CORP   COM              06405810       143     7225 SH       SHARED      21        7225
D BANK OF NEW YORK MELLON CORP   COM              06405810        17      860 SH       SHR/OTHR    21                           860
D BANK OF NEW YORK MELLON CORP   COM              06405810      1808    90832 SH       SHARED      23       87832              3000
D BANK OF NEW YORK MELLON CORP   COM              06405810      4095   205679 SH       SHR/OTHR    23                        205679
D BANK OF NEW YORK MELLON CORP   COM              06405810      4063   204089 SH       SHARED      31      204089
D BANK NOVA SCOTIA HALIFAX       COM              06414910       150     3019 SH       SHARED                3019
D BANK NOVA SCOTIA HALIFAX       COM              06414910     14264   286371 SH       SHARED              119797            166574
D BANK NOVA SCOTIA HALIFAX       COM              06414910         4      100 SH       SHARED      01                           100
D BANK NOVA SCOTIA HALIFAX       COM              06414910       179     3600 SH       SHARED      02        3200               400
D BANK NOVA SCOTIA HALIFAX       COM              06414910     85657  1719682 SH       SHARED      04     1719682
D BANK NOVA SCOTIA HALIFAX       COM              06414910       180     3615 SH       SHARED      05        3615
D BANK NOVA SCOTIA HALIFAX       COM              06414910      3162    63500 SH       SHARED      06       57650              5850
D BANK NOVA SCOTIA HALIFAX       COM              06414910        29      599 SH       SHARED      21         599
D BANK NOVA SCOTIA HALIFAX       COM              06414910       149     2994 SH       SHARED      27        2994
D BANK COMM HLDGS                COM              06424J10         0      131 SH       SHARED      02         131
D BANKATLANTIC BANCORP           CL A PAR $0.01   06590880         0        1 SH       SHARED      02           1
D BANKFINANCIAL CORP             COM              06643P10       250    45467 SH       SHARED               45467
D BANKFINANCIAL CORP             COM              06643P10         0        5 SH       SHARED      02           5
D BANKRATE INC DEL               COM              06647F10        87     4054 SH       SHARED                4054
D BANKRATE INC DEL               COM              06647F10         0       24 SH       SHARED      02          24
D BANKUNITED INC                 COM              06652K10       431    19625 SH       SHARED               19625
D BANKUNITED INC                 COM              06652K10      1099    50002 SH       SHARED      02       50002
D BANKUNITED INC                 COM              06652K10         1      750 SH CALL  SHARED      02         750
D BANNER CORP                    COM NEW          06652V20       607    35394 SH       SHARED               35394
D BANNER CORP                    COM NEW          06652V20         1      114 SH       SHARED      01         114
D BANNER CORP                    COM NEW          06652V20        18     1093 SH       SHARED      02        1093
D BANNER CORP                    COM NEW          06652V20       176    10300 SH       SHARED      10       10300
D BANRO CORP                     COM              06680010     11073  2992814 SH       SHARED             2992814
D BANRO CORP                     COM              06680010         0        5 SH       SHARED      02           5
D BANRO CORP                     COM              06680010       388   105000 SH       SHARED      04      105000
D BANRO CORP                     COM              06680010      1480   400000 SH       SHARED      05      400000
D BANRO CORP                     COM              06680010      1691   457053 SH       SHARED      06      457053
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      6498   153857 SH       SHARED      01       60655     2300    90902
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      3436    81349 SH       SHR/OTHR    01                         81349
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77       622    14739 SH       SHARED      02           1             14738
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      2162    51191 SH       SHARED      20       43791              7400
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77       525    12438 SH       SHR/OTHR    20                         12438
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      1660    39315 SH       SHARED      21       39315
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77       335     7933 SH       SHR/OTHR    21                          7933
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77     29996   710141 SH       SHARED      23      659429             50712
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77     17146   405939 SH       SHR/OTHR    23                        405939
D BARCLAYS BK PLC                IPSP CROIL ETN   06738C78       430    17124 SH       SHARED      02       17124
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79        28      850 SH       SHR/OTHR    01                           850
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79        47     1400 SH       SHARED      23        1400
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79       188     5575 SH       SHR/OTHR    23                          5575
D BARCLAYS PLC                   ADR              06738E20      4511   410532 SH       SHARED              410532
D BARCLAYS PLC                   ADR              06738E20       950    86500 SH       SHARED      02       86500
D BARCLAYS PLC                   ADR              06738E20        51     4700 SH       SHR/OTHR    23                          4700
D BARCLAYS BK PLC                ETN DJUBS IND MT 06738G40        85     2450 SH       SHARED      01        2450
D BARCLAYS BK PLC                ETN DJUBS IND MT 06738G40        20      600 SH       SHARED      02                           600
D BARD C R INC                   COM              06738310      9645   112811 SH       SHARED              112811
D BARD C R INC                   COM              06738310      1932    22599 SH       SHARED      01       22599
D BARD C R INC                   COM              06738310      3631    42475 SH       SHARED      02       41725               750
D BARD C R INC                   COM              06738310       889    10400 SH       SHARED      04       10400
D BARD C R INC                   COM              06738310        82      960 SH       SHARED      05         960
D BARD C R INC                   COM              06738310       587     6870 SH       SHARED      06        4170              2700
D BARD C R INC                   COM              06738310      2261    26452 SH       SHARED      10       26452
D BARD C R INC                   COM              06738310        42      500 SH       SHARED      23         500
D BARD C R INC                   COM              06738310        29      350 SH       SHR/OTHR    23                           350
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        13      280 SH       SHARED      01         280
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        18      403 SH       SHARED      02           3               400
D BARCLAYS BANK PLC              ETN DJUBS AGRI37 06739H20        10      200 SH       SHARED      02                           200
D BARCLAYS BANK PLC              ETN DJUBS AGRI37 06739H20       265     4970 SH       SHARED      20        4440               530
D BARCLAYS BANK PLC              ETN DJUBS AGRI37 06739H20        53     1000 SH       SHR/OTHR    23                          1000
D BARCLAYS BANK PLC              ETN DJUBS SGAR38 06739H21       284     3475 SH       SHARED      02                          3475
D BARCLAYS BANK PLC              ETN DJUBS PMET38 06739H24       317     3766 SH       SHARED      02                          3766
D BARCLAYS BANK PLC              ETN DJUBS GRNS37 06739H30       216     4806 SH       SHARED      02                          4806
D BARCLAYS BANK PLC              ADR PFD SR 5     06739H36       565    25400 SH       SHARED      02                         25400
D BARCLAYS BANK PLC              ADR PFD SR 5     06739H36        66     3000 SH       SHR/OTHR    23                          3000
D BARCLAYS BANK PLC              CARRY ETN 38     06739H41        29      650 SH       SHARED      02                           650
D BARCLAYS BANK PLC              ADS7.75%PFD S4   06739H51        10      500 SH       SHARED      02                           500
D BARCLAYS BANK PLC              ETN DJUBSLVSTK37 06739H74       412    13850 SH       SHARED      02                         13850
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        41     2100 SH       SHARED      01        1500               600
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        29     1500 SH       SHARED      02                          1500
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26     99875  2811006 SH       SHARED             2811006
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26      2673    75252 SH       SHARED      02       71002              4250
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26        20     2096 SH PUT   SHARED      02        2096
D BARCLAYS BK PLC                IPATH S^P MT ETN 06740C51      2897    47773 SH       SHARED               47773
D BARCLAYS BK PLC                IPATH S^P MT ETN 06740C51         1       22 SH       SHARED      02          22
D BARCLAYS BK PLC                S^P 500 3X SHT   06740P70       227     6242 SH       SHARED      02                          6242
D BARNES & NOBLE INC             COM              06777410         5      400 SH       SHARED                 400
D BARNES & NOBLE INC             COM              06777410       862    59579 SH       SHARED               59579
D BARNES & NOBLE INC             COM              06777410       186    12900 SH       SHARED      01                         12900
D BARNES & NOBLE INC             COM              06777410        51     3543 SH       SHARED      02        3543
D BARNES & NOBLE INC             COM              06777410         0       11 SH CALL  SHARED      02          11
D BARNES & NOBLE INC             COM              06777410       324    22400 SH       SHARED      10       22400
D BARNES GROUP INC               COM              06780610      2138    88711 SH       SHARED               88711
D BARNES GROUP INC               COM              06780610        25     1051 SH       SHARED      02        1051
D BARNES GROUP INC               COM              06780610     21812   904700 SH       SHARED      10      904700
D BARNES GROUP INC               COM              06780610       233     9698 SH       SHARED      21        9698
D BARRICK GOLD CORP              COM              06790110      1946    43025 SH       SHARED               28725             14300
D BARRICK GOLD CORP              COM              06790110     51136  1130078 SH       SHARED              842708            287370
D BARRICK GOLD CORP              COM              06790110         0     1004 SH CALL  SHARED                1004
D BARRICK GOLD CORP              COM              06790110         3      625 SH PUT   SHARED                 625
D BARRICK GOLD CORP              COM              06790110       119     2651 SH       SHARED      01        2651
D BARRICK GOLD CORP              COM              06790110     15342   339053 SH       SHARED      02      324396             14657
D BARRICK GOLD CORP              COM              06790110         0     4000 SH CALL  SHARED      02        4000
D BARRICK GOLD CORP              COM              06790110         0     1200 SH PUT   SHARED      02        1200
D BARRICK GOLD CORP              COM              06790110      1339    29600 SH       SHARED      04       29600
D BARRICK GOLD CORP              COM              06790110     32178   711126 SH       SHARED      04      711126
D BARRICK GOLD CORP              COM              06790110       624    13807 SH       SHARED      05       13807
D BARRICK GOLD CORP              COM              06790110     10439   230700 SH       SHARED      06       89600            141100
D BARRICK GOLD CORP              COM              06790110       402     8900 SH       SHARED      23        8400               500
D BARRICK GOLD CORP              COM              06790110       354     7825 SH       SHR/OTHR    23                          7825
D BARRICK GOLD CORP              COM              06790110       633    14000 SH       SHARED      26       14000
D BARRICK GOLD CORP              COM              06790110      2788    61620 SH       SHARED      29       61620
D BARRICK GOLD CORP              COM              06790110      5452   120500 SH       SHARED      30      120500
D BARRICK GOLD CORP              COM              06790110       272     6031 SH       SHARED      31        6031
D BARRETT BILL CORP              COM              06846N10      6369   186958 SH       SHARED              186958
D BARRETT BILL CORP              COM              06846N10       721    21168 SH       SHARED      01        5668             15500
D BARRETT BILL CORP              COM              06846N10       425    12500 SH       SHR/OTHR    01                         12500
D BARRETT BILL CORP              COM              06846N10        29      880 SH       SHARED      02         880
D BARRETT BILL CORP              COM              06846N10       333     9800 SH       SHARED      10        9800
D BARRETT BUSINESS SERVICES IN   COM              06846310        30     1543 SH       SHARED                1543
D BARRETT BUSINESS SERVICES IN   COM              06846310         0        2 SH       SHARED      02           2
D BARRETT BUSINESS SERVICES IN   COM              06846310        39     2000 SH       SHARED      10        2000
D BARRY R G CORP OHIO            COM              06879810        19     1628 SH       SHARED                1628
D BARRY R G CORP OHIO            COM              06879810         0        3 SH       SHARED      02           3
D BASIC ENERGY SVCS INC NEW      COM              06985P10       449    22834 SH       SHARED               22834
D BASIC ENERGY SVCS INC NEW      COM              06985P10       153     7800 SH       SHARED      01        7800
D BASIC ENERGY SVCS INC NEW      COM              06985P10       104     5284 SH       SHARED      02         184              5100
D BASIC ENERGY SVCS INC NEW      COM              06985P10       137     7000 SH       SHARED      10        7000
D BASSETT FURNITURE INDS INC     COM              07020310         0        1 SH       SHARED      01           1
D BAXTER INTL INC                COM              07181310       202     4100 SH       SHARED                                  4100
D BAXTER INTL INC                COM              07181310     46510   939992 SH       SHARED              939992
D BAXTER INTL INC                COM              07181310      7253   146591 SH       SHARED      01      146591
D BAXTER INTL INC                COM              07181310      3162    63913 SH       SHARED      02       30393             33520
D BAXTER INTL INC                COM              07181310         0       20 SH CALL  SHARED      02          20
D BAXTER INTL INC                COM              07181310         0       20 SH PUT   SHARED      02          20
D BAXTER INTL INC                COM              07181310       532    10754 SH       SHARED      04       10754
D BAXTER INTL INC                COM              07181310      9134   184600 SH       SHARED      04      184600
D BAXTER INTL INC                COM              07181310       280     5660 SH       SHARED      05        5660
D BAXTER INTL INC                COM              07181310      2653    53620 SH       SHARED      06       35770             17850
D BAXTER INTL INC                COM              07181310     15218   307560 SH       SHARED      10      307560
D BAXTER INTL INC                COM              07181310       519    10500 SH       SHARED      20         300             10200
D BAXTER INTL INC                COM              07181310       604    12216 SH       SHARED      23       10500              1716
D BAXTER INTL INC                COM              07181310      1540    31140 SH       SHR/OTHR    23                         31140
D BAXTER INTL INC                COM              07181310      2775    56100 SH       SHARED      26       56100
D BAXTER INTL INC                COM              07181310        17      358 SH       SHARED      27         358
D BAXTER INTL INC                COM              07181310      3419    69114 SH       SHARED      31       69114
D BAXTER INTL INC                COM              07181310       969    19603 SH       SHARED      32       19603
D BAYTEX ENERGY CORP             COM              07317Q10      1047    18746 SH       SHARED               18746
D BAYTEX ENERGY CORP             COM              07317Q10        20      375 SH       SHARED      01                           375
D BAYTEX ENERGY CORP             COM              07317Q10        55     1000 SH       SHARED      02         800               200
D BAYTEX ENERGY CORP             COM              07317Q10         1      342 SH CALL  SHARED      02         342
D BAYTEX ENERGY CORP             COM              07317Q10        33      600 SH       SHARED      05         600
D BAYTEX ENERGY CORP             COM              07317Q10        16      300 SH       SHARED      06         300
D BAYTEX ENERGY CORP             COM              07317Q10        38      689 SH       SHARED      21         689
D BAYTEX ENERGY CORP             COM              07317Q10        55     1000 SH       SHARED      23        1000
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10       676   138844 SH       SHARED              138844
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10         0      113 SH       SHARED      02         113
D BBCN BANCORP INC               COM              07329510      1769   187237 SH       SHARED              187237
D BBCN BANCORP INC               COM              07329510         3      411 SH       SHARED      02         411
D BE AEROSPACE INC               COM              07330210      4618   119323 SH       SHARED              119323
D BE AEROSPACE INC               COM              07330210      1227    31700 SH       SHARED      01                         31700
D BE AEROSPACE INC               COM              07330210        30      782 SH       SHARED      02         282               500
D BE AEROSPACE INC               COM              07330210       158     4100 SH       SHARED      10        4100
D BEACON FED BANCORP INC         COM              07358210         2      150 SH       SHARED      02         150
D BEACON ROOFING SUPPLY INC      COM              07368510       789    39025 SH       SHARED               39025
D BEACON ROOFING SUPPLY INC      COM              07368510        70     3499 SH       SHARED      02        2814               685
D BEACON ROOFING SUPPLY INC      COM              07368510       157     7800 SH       SHARED      10        7800
D BEAM INC                       COM              07373010      1432    27967 SH       SHARED               27967
D BEAM INC                       COM              07373010      1927    37624 SH       SHARED      01       37499               125
D BEAM INC                       COM              07373010       268     5241 SH       SHARED      02        3641              1600
D BEAM INC                       COM              07373010         0      200 SH PUT   SHARED      02         200
D BEAM INC                       COM              07373010        30      600 SH       SHARED      04         600
D BEAM INC                       COM              07373010         4       90 SH       SHARED      05          90
D BEAM INC                       COM              07373010       544    10620 SH       SHARED      06        6020              4600
D BEAM INC                       COM              07373010      2082    40646 SH       SHARED      10       40646
D BEAM INC                       COM              07373010        60     1190 SH       SHARED      20                          1190
D BEAM INC                       COM              07373010         9      180 SH       SHR/OTHR    20                           180
D BEAM INC                       COM              07373010       425     8300 SH       SHARED      23        8300
D BEAM INC                       COM              07373010       377     7375 SH       SHR/OTHR    23                          7375
D BEAM INC                       COM              07373010       409     8000 SH       SHARED      26        8000
D BEAM INC                       COM              07373010      3287    64163 SH       SHARED      31       64163
D BEAZER HOMES USA INC           COM              07556Q10     12107  4881882 SH       SHARED             4881882
D BEAZER HOMES USA INC           COM              07556Q10       172    69368 SH       SHARED      02       69368
D BEAZER HOMES USA INC           COM              07556Q10        42    17000 SH       SHARED      10       17000
D BEAZER HOMES USA INC           NT SUB7.5%2013   07556Q40      1188    90000 SH       SHARED               90000
D BEAZER HOMES USA INC           NT SUB7.5%2013   07556Q40      1177    89200 SH       SHARED      02       89200
D BEAZER HOMES USA INC           UNIT 99/99/9999  07556Q50       753    62261 SH       SHARED               62261
D BEBE STORES INC                COM              07557110       988   118653 SH       SHARED              118653
D BEBE STORES INC                COM              07557110         0       29 SH       SHARED      02          29
D BECTON DICKINSON & CO          COM              07588710         6       87 SH       SHARED                                    87
D BECTON DICKINSON & CO          COM              07588710     15967   213700 SH       SHARED              213700
D BECTON DICKINSON & CO          COM              07588710      4454    59615 SH       SHARED      01       57399              2216
D BECTON DICKINSON & CO          COM              07588710        28      380 SH       SHR/OTHR    01                           380
D BECTON DICKINSON & CO          COM              07588710       244     3271 SH       SHARED      02        2821               450
D BECTON DICKINSON & CO          COM              07588710      3691    49410 SH       SHARED      04       49410
D BECTON DICKINSON & CO          COM              07588710       159     2130 SH       SHARED      05        2130
D BECTON DICKINSON & CO          COM              07588710      1748    23400 SH       SHARED      06       16350              7050
D BECTON DICKINSON & CO          COM              07588710      9780   130899 SH       SHARED      10      130899
D BECTON DICKINSON & CO          COM              07588710       446     5975 SH       SHARED      20        5100               875
D BECTON DICKINSON & CO          COM              07588710       388     5200 SH       SHR/OTHR    20                          5200
D BECTON DICKINSON & CO          COM              07588710       571     7650 SH       SHARED      23        4650              3000
D BECTON DICKINSON & CO          COM              07588710      1557    20850 SH       SHR/OTHR    23                         20850
D BECTON DICKINSON & CO          COM              07588710       691     9260 SH       SHARED      29        9260
D BECTON DICKINSON & CO          COM              07588710       169     2275 SH       SHARED      32        2275
D BED BATH & BEYOND INC          COM              07589610        31      542 SH       SHARED                 242               300
D BED BATH & BEYOND INC          COM              07589610     29817   514367 SH       SHARED              512115              2252
D BED BATH & BEYOND INC          COM              07589610     10141   174951 SH       SHARED      01      134437             40514
D BED BATH & BEYOND INC          COM              07589610      1564    26988 SH       SHR/OTHR    01                         26988
D BED BATH & BEYOND INC          COM              07589610       928    16017 SH       SHARED      02        9913              6104
D BED BATH & BEYOND INC          COM              07589610       399     6900 SH       SHARED      04        6900
D BED BATH & BEYOND INC          COM              07589610        46      800 SH       SHARED      05         800
D BED BATH & BEYOND INC          COM              07589610      3866    66700 SH       SHARED      06       58600              8100
D BED BATH & BEYOND INC          COM              07589610      5392    93021 SH       SHARED      10       92006              1015
D BED BATH & BEYOND INC          COM              07589610      1872    32298 SH       SHARED      20       27736       85     4477
D BED BATH & BEYOND INC          COM              07589610       295     5105 SH       SHR/OTHR    20                          5105
D BED BATH & BEYOND INC          COM              07589610        87     1501 SH       SHARED      21        1501
D BED BATH & BEYOND INC          COM              07589610        56      968 SH       SHR/OTHR    21                           968
D BED BATH & BEYOND INC          COM              07589610      1848    31881 SH       SHARED      23       26811              5070
D BED BATH & BEYOND INC          COM              07589610       938    16195 SH       SHR/OTHR    23                         16195
D BED BATH & BEYOND INC          COM              07589610       973    16796 SH       SHARED      26       16796
D BED BATH & BEYOND INC          COM              07589610        57      997 SH       SHARED      27         997
D BED BATH & BEYOND INC          COM              07589610       701    12095 SH       SHARED      29       12095
D BED BATH & BEYOND INC          COM              07589610      6516   112418 SH       SHARED      31      112418
D BEL FUSE INC                   CL B             07734730        71     3814 SH       SHARED                3814
D BEL FUSE INC                   CL B             07734730        26     1402 SH       SHARED      02        1402
D BEL FUSE INC                   CL B             07734730       144     7700 SH       SHARED      10        7700
D BELDEN INC                     COM              07745410      1088    32719 SH       SHARED               32719
D BELDEN INC                     COM              07745410        39     1200 SH       SHARED      01        1200
D BELDEN INC                     COM              07745410        59     1780 SH       SHARED      02        1137               643
D BELDEN INC                     COM              07745410       409    12300 SH       SHARED      10       12300
D BELO CORP                      COM SER A        08055510      5522   876596 SH       SHARED              876596
D BELO CORP                      COM SER A        08055510        60     9600 SH       SHARED      01        9600
D BELO CORP                      COM SER A        08055510         0       40 SH       SHARED      02          40
D BELO CORP                      COM SER A        08055510       181    28800 SH       SHARED      10       28800
D BEMIS INC                      COM              08143710        86     2877 SH       SHARED                2877
D BEMIS INC                      COM              08143710     10850   360716 SH       SHARED               59100            301616
D BEMIS INC                      COM              08143710       560    18639 SH       SHARED      01       17389              1250
D BEMIS INC                      COM              08143710        52     1755 SH       SHARED      02        1709                46
D BEMIS INC                      COM              08143710     93223  3099200 SH       SHARED      04     3099200
D BEMIS INC                      COM              08143710       219     7300 SH       SHARED      06        4600              2700
D BEMIS INC                      COM              08143710       772    25688 SH       SHARED      10       25688
D BEMIS INC                      COM              08143710         3      105 SH       SHR/OTHR    21                           105
D BENCHMARK ELECTRS INC          COM              08160H10       265    19716 SH       SHARED               19716
D BENCHMARK ELECTRS INC          COM              08160H10        21     1575 SH       SHARED      01        1575
D BENCHMARK ELECTRS INC          COM              08160H10        70     5249 SH       SHARED      02        5249
D BENCHMARK ELECTRS INC          COM              08160H10       279    20750 SH       SHARED      10       20750
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10        97    11713 SH       SHARED               11713
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10         0       36 SH       SHARED      02          36
D BENIHANA INC                   COM              08204710        28     2832 SH       SHARED                2832
D BENIHANA INC                   COM              08204710         0        4 SH       SHARED      02           4
D BERKLEY W R CORP               COM              08442310      4086   118814 SH       SHARED              118814
D BERKLEY W R CORP               COM              08442310      2103    61175 SH       SHARED      01       26950             34225
D BERKLEY W R CORP               COM              08442310        11      336 SH       SHARED      02         336
D BERKLEY W R CORP               COM              08442310         4      130 SH       SHARED      05         130
D BERKLEY W R CORP               COM              08442310        43     1255 SH       SHARED      06         855               400
D BERKLEY W R CORP               COM              08442310       103     3000 SH       SHARED      10        3000
D BERKLEY W R CORP               COM              08442310        10      310 SH       SHARED      21                           310
D BERKLEY W R CORP               COM              08442310       436    12705 SH       SHARED      26       12705
D BERKLEY W R CORP               COM              08442310        14      423 SH       SHARED      27         423
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       92 SH       SHARED                  92
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       57 SH       SHARED      01          19        3       35
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        7 SH       SHR/OTHR    01                             7
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        4 SH       SHARED      02           1                 3
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        2 SH       SHARED      04                             2
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0      134 SH       SHARED      06         134
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        6 SH       SHARED      23           5                 1
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        2 SH       SHARED      26           2
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       20 SH       SHARED      29          20
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        4 SH       SHARED      30           4
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         7      100 SH       SHARED                                   100
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     53024   694947 SH       SHARED              694947
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     17927   234963 SH       SHARED      01      228551              6412
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       179     2350 SH       SHR/OTHR    01                          2350
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     28930   379166 SH       SHARED      02      321215             57951
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         1      620 SH CALL  SHARED      02         620
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         3     1555 SH PUT   SHARED      02        1555
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      1970    25820 SH       SHARED      04       25820
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       146     1920 SH       SHARED      05        1920
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      9106   119350 SH       SHARED      06       73100             46250
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     35212   461498 SH       SHARED      10      461498
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      1245    16318 SH       SHARED      20       16318
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       358     4700 SH       SHR/OTHR    20                          4700
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         2       35 SH       SHR/OTHR    21                            35
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      1731    22687 SH       SHARED      23       20825              1862
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      2899    38000 SH       SHR/OTHR    23                         38000
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      1914    25096 SH       SHARED      26       25096
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       610     8000 SH       SHARED      29        8000
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     14861   194779 SH       SHARED      31      194779
D BERKSHIRE HILLS BANCORP INC    COM              08468010      1677    75597 SH       SHARED               75597
D BERKSHIRE HILLS BANCORP INC    COM              08468010         3      160 SH       SHARED      02         160
D BERKSHIRE HILLS BANCORP INC    COM              08468010       359    16200 SH       SHARED      10       16200
D BERRY PETE CO                  CL A             08578910       245     5852 SH       SHARED                5852
D BERRY PETE CO                  CL A             08578910       194     4625 SH       SHARED      01        4625
D BERRY PETE CO                  CL A             08578910        27      659 SH       SHARED      02         659
D BERRY PETE CO                  CL A             08578910       289     6900 SH       SHARED      10        6900
D BERRY PETE CO                  CL A             08578910         5      142 SH       SHARED      21         142
D BEST BUY INC                   COM              08651610      1274    54534 SH       SHARED               54534
D BEST BUY INC                   COM              08651610      1807    77343 SH       SHARED      01       77343
D BEST BUY INC                   COM              08651610      3742   160125 SH       SHARED      02      117304             42821
D BEST BUY INC                   COM              08651610         0     2800 SH CALL  SHARED      02        2800
D BEST BUY INC                   COM              08651610         0     1000 SH PUT   SHARED      02        1000
D BEST BUY INC                   COM              08651610       661    28300 SH       SHARED      04       28300
D BEST BUY INC                   COM              08651610         5      230 SH       SHARED      05         230
D BEST BUY INC                   COM              08651610       583    24985 SH       SHARED      06       14910             10075
D BEST BUY INC                   COM              08651610      5169   221195 SH       SHARED      10      221195
D BHP BILLITON LTD               SPONSORED ADR    08860610       536     7590 SH       SHARED                7590
D BHP BILLITON LTD               SPONSORED ADR    08860610         0      150 SH CALL  SHARED                 150
D BHP BILLITON LTD               SPONSORED ADR    08860610       939    13300 SH       SHARED      01        5000      300     8000
D BHP BILLITON LTD               SPONSORED ADR    08860610       433     6140 SH       SHR/OTHR    01                          6140
D BHP BILLITON LTD               SPONSORED ADR    08860610      2077    29419 SH       SHARED      02        6891             22528
D BHP BILLITON LTD               SPONSORED ADR    08860610       115     1632 SH       SHARED      21        1632
D BHP BILLITON LTD               SPONSORED ADR    08860610        28      400 SH       SHR/OTHR    21                           400
D BHP BILLITON LTD               SPONSORED ADR    08860610       556     7873 SH       SHARED      23        7423               450
D BHP BILLITON LTD               SPONSORED ADR    08860610      1573    22275 SH       SHR/OTHR    23                         22275
D BHP BILLITON LTD               SPONSORED ADR    08860610       261     3700 SH       SHARED      29        3700
D BG MEDICINE INC                COM              08861T10         5     1139 SH       SHARED                1139
D BG MEDICINE INC                COM              08861T10         0        6 SH       SHARED      02           6
D BIDZ COM INC                   COM              08883T20         2     4664 SH       SHARED      02        4664
D BIG 5 SPORTING GOODS CORP      COM              08915P10       281    26941 SH       SHARED               26941
D BIG 5 SPORTING GOODS CORP      COM              08915P10         1      119 SH       SHARED      02         119
D BIG 5 SPORTING GOODS CORP      COM              08915P10       111    10700 SH       SHARED      10       10700
D BIG LOTS INC                   COM              08930210      3037    80436 SH       SHARED               80436
D BIG LOTS INC                   COM              08930210      1106    29313 SH       SHARED      02       29313
D BIG LOTS INC                   COM              08930210         0      483 SH PUT   SHARED      02         483
D BIG LOTS INC                   COM              08930210        75     2000 SH       SHARED      06                          2000
D BIG LOTS INC                   COM              08930210      6855   181549 SH       SHARED      10      181549
D BIG LOTS INC                   COM              08930210       215     5705 SH       SHARED      21        5705
D BIG LOTS INC                   COM              08930210       181     4800 SH       SHARED      26        4800
D BIGLARI HLDGS INC              COM              08986R10       869     2362 SH       SHARED                2362
D BIGLARI HLDGS INC              COM              08986R10         2        8 SH       SHARED      02           8
D BIGLARI HLDGS INC              COM              08986R10        90      245 SH       SHARED      10         245
D BIGLARI HLDGS INC              COM              08986R10        73      200 SH       SHARED      23                           200
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60      2246   138047 SH       SHARED              138047
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60         2      143 SH       SHARED      02         143
D BIO RAD LABS INC               CL A             09057220       306     3187 SH       SHARED                3187
D BIO RAD LABS INC               CL A             09057220       576     6000 SH       SHARED      01                          6000
D BIO RAD LABS INC               CL A             09057220         0        1 SH       SHARED      02           1
D BIO RAD LABS INC               CL A             09057220       240     2500 SH       SHARED      10        2500
D BIOCRYST PHARMACEUTICALS       COM              09058V10        21     8627 SH       SHARED                8627
D BIOCRYST PHARMACEUTICALS       COM              09058V10        24    10021 SH       SHARED      02          21             10000
D BIOCRYST PHARMACEUTICALS       COM              09058V10        56    22800 SH       SHARED      10       22800
D BIODELIVERY SCIENCES INTL IN   COM              09060J10        60    75020 SH       SHARED               75020
D BIODELIVERY SCIENCES INTL IN   COM              09060J10         0       67 SH       SHARED      02          67
D BIODELIVERY SCIENCES INTL IN   COM              09060J10       474   589955 SH       SHARED      26      589955
D BIODELIVERY SCIENCES INTL IN   COM              09060J10       131   162780 SH       SHARED      32      162780
D BIOMARIN PHARMACEUTICAL INC    NOTE  2.500% 3/2 09061GAC     18381  8749000 PRN      SHARED      02     8749000
D BIOMARIN PHARMACEUTICAL INC    NOTE  1.875% 4/2 09061GAD      1721   968000 PRN      SHARED      02      968000
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10     35540  1033753 SH       SHARED             1033753
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       165     4800 SH       SHARED      01        4800
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        53     1560 SH       SHARED      02         460              1100
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10     10358   301303 SH       SHARED      04      301303
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        42     1250 SH       SHARED      06        1250
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       178     5200 SH       SHARED      10        5200
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10      3120    90762 SH       SHARED      26       90762
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       983    28610 SH       SHARED      32       28610
D BIOGEN IDEC INC                COM              09062X10     61717   560814 SH       SHARED              560814
D BIOGEN IDEC INC                COM              09062X10      5962    54180 SH       SHARED      01       53930               250
D BIOGEN IDEC INC                COM              09062X10      6825    62020 SH       SHARED      02       55770              6250
D BIOGEN IDEC INC                COM              09062X10         0      300 SH PUT   SHARED      02         300
D BIOGEN IDEC INC                COM              09062X10     19276   175163 SH       SHARED      04      175163
D BIOGEN IDEC INC                COM              09062X10       172     1570 SH       SHARED      05        1570
D BIOGEN IDEC INC                COM              09062X10      2686    24410 SH       SHARED      06       16710              7700
D BIOGEN IDEC INC                COM              09062X10      8110    73696 SH       SHARED      10       73696
D BIOGEN IDEC INC                COM              09062X10       319     2900 SH       SHR/OTHR    23                          2900
D BIOGEN IDEC INC                COM              09062X10       682     6200 SH       SHARED      30        6200
D BIOGEN IDEC INC                COM              09062X10      1635    14865 SH       SHARED      32       14865
D BIOMED REALTY TRUST INC        COM              09063H10      3460   191395 SH       SHARED              191395
D BIOMED REALTY TRUST INC        COM              09063H10        38     2113 SH       SHARED      02        2113
D BIOMED REALTY TRUST INC        COM              09063H10       527    29200 SH       SHARED      10       29200
D BIOMED REALTY TRUST INC        COM              09063H10      2623   145100 SH       SHARED      11                        145100
D BIODEL INC                     COM              09064M10         0        1 SH       SHARED                   1
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10       142    49993 SH       SHARED               49993
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10        37    13012 SH       SHARED      02          12             13000
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10         3     1200 SH       SHARED      10        1200
D BIOSANTE PHARMACEUTICALS INC   COM NEW          09065V20        15    30369 SH       SHARED               30369
D BIOSANTE PHARMACEUTICALS INC   COM NEW          09065V20         0      222 SH       SHARED      02         222
D BIOSANTE PHARMACEUTICALS INC   COM NEW          09065V20         0      250 SH CALL  SHARED      02         250
D BIOTIME INC                    COM              09066L10        41     7120 SH       SHARED                7120
D BIOTIME INC                    COM              09066L10         1      318 SH       SHARED      02         318
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20         0       28 SH       SHARED                  28
D BIOSCRIP INC                   COM              09069N10        66    12103 SH       SHARED               12103
D BIOSCRIP INC                   COM              09069N10         1      337 SH       SHARED      02         337
D BIOSCRIP INC                   COM              09069N10        20     3800 SH       SHARED      10        3800
D BIOSCRIP INC                   COM              09069N10      1544   282903 SH       SHARED      26      282903
D BIOSCRIP INC                   COM              09069N10       252    46221 SH       SHARED      32       46221
D BIOLASE TECHNOLOGY INC         COM              09091110        10     4233 SH       SHARED                4233
D BIOLASE TECHNOLOGY INC         COM              09091110        19     7474 SH       SHARED      01        7474
D BIOLASE TECHNOLOGY INC         COM              09091110         0       28 SH       SHARED      02          28
D BIOLASE TECHNOLOGY INC         COM              09091110        20     8100 SH       SHARED      10        8100
D BIOSPECIFICS TECHNOLOGIES CO   COM              09093110        11      690 SH       SHARED                 690
D BIOSPECIFICS TECHNOLOGIES CO   COM              09093110         0        4 SH       SHARED      02           4
D BIOSPECIFICS TECHNOLOGIES CO   COM              09093110       566    34068 SH       SHARED      26       34068
D BIOSPECIFICS TECHNOLOGIES CO   COM              09093110       148     8965 SH       SHARED      32        8965
D BITAUTO HLDGS LTD              SPONSORED ADS    09172710        25     6463 SH       SHARED                6463
D BJS RESTAURANTS INC            COM              09180C10      1392    30735 SH       SHARED               30735
D BJS RESTAURANTS INC            COM              09180C10        21      476 SH       SHARED      02         476
D BLACK BOX CORP DEL             COM              09182610       163     5848 SH       SHARED                5848
D BLACK BOX CORP DEL             COM              09182610        81     2900 SH       SHARED      01                          2900
D BLACK BOX CORP DEL             COM              09182610       154     5502 SH       SHARED      02        5502
D BLACK BOX CORP DEL             COM              09182610        72     2600 SH       SHARED      10        2600
D BLACK DIAMOND INC              COM              09202G10        43     5828 SH       SHARED                5828
D BLACK DIAMOND INC              COM              09202G10         0        3 SH       SHARED      02           3
D BLACK HILLS CORP               COM              09211310       520    15506 SH       SHARED               15506
D BLACK HILLS CORP               COM              09211310       339    10100 SH       SHARED      01                         10100
D BLACK HILLS CORP               COM              09211310         3      111 SH       SHARED      02         111
D BLACK HILLS CORP               COM              09211310       460    13700 SH       SHARED      10       13700
D BLACKBAUD INC                  COM              09227Q10      3548   128100 SH       SHARED              128100
D BLACKBAUD INC                  COM              09227Q10        76     2773 SH       SHARED      02         649              2124
D BLACKBAUD INC                  COM              09227Q10        12      434 SH       SHARED      21                           434
D BLACKROCK INCOME TR INC        COM              09247F10         0        7 SH       SHARED      02           7
D BLACKROCK INC                  COM              09247X10     20344   114140 SH       SHARED              114140
D BLACKROCK INC                  COM              09247X10      4016    22537 SH       SHARED      01       21867               670
D BLACKROCK INC                  COM              09247X10       471     2648 SH       SHR/OTHR    01                          2648
D BLACKROCK INC                  COM              09247X10      1272     7142 SH       SHARED      02        6906               236
D BLACKROCK INC                  COM              09247X10         0      750 SH PUT   SHARED      02         750
D BLACKROCK INC                  COM              09247X10      2441    13700 SH       SHARED      04       13700
D BLACKROCK INC                  COM              09247X10        12       70 SH       SHARED      05          70
D BLACKROCK INC                  COM              09247X10      3600    20200 SH       SHARED      06        6100             14100
D BLACKROCK INC                  COM              09247X10     10923    61287 SH       SHARED      10       61287
D BLACKROCK INC                  COM              09247X10       178     1000 SH       SHARED      15        1000
D BLACKROCK INC                  COM              09247X10        42      240 SH       SHARED      20         240
D BLACKROCK INC                  COM              09247X10       188     1055 SH       SHARED      23        1045                10
D BLACKROCK INC                  COM              09247X10      2633    14776 SH       SHARED      27       14776
D BLACKROCK INC                  COM              09247X10       712     4000 SH       SHARED      30        4000
D BLACKROCK INCOME OPP TRUST I   COM              09247510        10     1000 SH       SHARED      01        1000
D BLACKROCK HIGH YIELD TR        SH BEN INT       09248N10         0        1 SH       SHARED      02           1
D BLACKROCK STRATEGIC MUN TR     COM              09248T10        11      875 SH       SHARED      02                           875
D BLACKROCK BUILD AMER BD TR     SHS              09248X10        21     1002 SH       SHARED      02           2              1000
D BLACKROCK CORE BD TR           SHS BEN INT      09249E10        20     1500 SH       SHARED      02                          1500
D BLACKROCK CREDIT ALL IN TR I   COM SHS          09249V10         0       29 SH       SHARED      02          29
D BLACKROCK LTD DURATION INC T   COM SHS          09249W10       255    16020 SH       SHARED      02                         16020
D BLACKROCK STRAT EQUITY DIV T   COM              09249Y10         0        1 SH       SHARED      02           1
D BLACKROCK HIGH INCOME SHS      SHS BEN INT      09250E10        11     5225 SH       SHARED      02                          5225
D BLACKROCK FLA MUN 2020 TERM    COM SHS          09250M10        20     1360 SH       SHARED      01        1360
D BLACKROCK ENERGY & RES TR      COM              09250U10         9      391 SH       SHARED      01                           391
D BLACKROCK ENERGY & RES TR      COM              09250U10        55     2255 SH       SHARED      02                          2255
D BLACKROCK GLOBAL OPP EQTY TR   COM              09250110        10      828 SH       SHARED      02                           828
D BLACKROCK CREDIT ALL INC TR    COM              09250810        91     7505 SH       SHARED      02           5              7500
D BLACKROCK INTL GRWTH & INC T   COM BENE INTER   09252410        15     2171 SH       SHARED      02                          2171
D BLACKROCK MUNIVEST FD INC      COM              09253R10       108    10373 SH       SHARED      01       10373
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10     72812  5197184 SH       SHARED             5197184
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10       167    11950 SH       SHARED      02                         11950
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10         1     7038 SH CALL  SHARED      02        7038
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10         1     3080 SH PUT   SHARED      02        3080
D BLACKROCK MUNI INTER DR FD I   COM              09253X10         0        7 SH       SHARED      02           7
D BLACKROCK KELSO CAPITAL CORP   COM              09253310       197    24263 SH       SHARED               24263
D BLACKROCK KELSO CAPITAL CORP   COM              09253310         0       21 SH       SHARED      02          21
D BLACKROCK REAL ASSET EQUITY    COM              09254B10       387    36300 SH       SHARED      02                         36300
D BLACKROCK MUNIYIELD QUALITY    COM              09254G10        19     1400 SH       SHARED      01        1400
D BLACKROCK MUNIASSETS FD INC    COM              09254J10         0       11 SH       SHARED      02          11
D BLACKROCK MUNIYIELD CALI QLT   COM              09254N10         0        2 SH       SHARED      02           2
D BLACKROCK MUNIHLDS INVSTM QL   COM              09254P10        59     4099 SH       SHARED      01        4099
D BLACKROCK MUNIHLDGS NJ QLTY    COM              09254X10         0        1 SH       SHARED      02           1
D BLACKROCK MUNIHLDGS NY QLTY    COM              09255C10       348    22989 SH       SHARED      01       22989
D BLACKROCK MUNIYIELD NY QLTY    COM              09255E10       211    15015 SH       SHARED      01       15015
D BLACKROCK CREDIT ALL INC TR    COM              09255H10         0       17 SH       SHARED      02          17
D BLACKROCK ENHANCED GOVT FD I   COM              09255K10         0       15 SH       SHARED      02          15
D BLACKROCK DEBT STRAT FD INC    COM              09255R10         0        1 SH       SHARED      02           1
D BLACKROCK FLOAT RATE OME STR   COM              09255X10        13     1003 SH       SHARED      02           3              1000
D BLACKROCK FL RATE OME STRA I   COM SHS          09255Y10       150    12227 SH       SHARED      02                         12227
D BLACKSTONE GSO FLTING RTE FU   COM              09256U10       121     6600 SH       SHARED      02                          6600
D BLACKROCK RES & COMM STRAT T   SHS              09257A10         0        3 SH       SHARED      02           3
D BLACKSTONE GSO LNG SHRT CR I   COM SHS BN INT   09257D10       223    13125 SH       SHARED      02                         13125
D BLDRS INDEX FDS TR             DEV MK 100 ADR   09348R20         6      370 SH       SHARED      02                           370
D BLOCK H & R INC                COM              09367110      1904   116600 SH       SHARED              116600
D BLOCK H & R INC                COM              09367110      1330    81499 SH       SHARED      01       81499
D BLOCK H & R INC                COM              09367110        40     2489 SH       SHARED      02        2489
D BLOCK H & R INC                COM              09367110         6     3802 SH PUT   SHARED      02        3802
D BLOCK H & R INC                COM              09367110         3      200 SH       SHARED      05         200
D BLOCK H & R INC                COM              09367110       414    25380 SH       SHARED      06       16380              9000
D BLOCK H & R INC                COM              09367110      9349   572563 SH       SHARED      10      572563
D BLOCK H & R INC                COM              09367110        78     4800 SH       SHARED      23        4800
D BLONDER TONGUE LABS INC        COM              09369810         0       15 SH       SHARED      02          15
D BLOUNT INTL INC NEW            COM              09518010      1556   107201 SH       SHARED              107201
D BLOUNT INTL INC NEW            COM              09518010         8      575 SH       SHARED      02         575
D BLOUNT INTL INC NEW            COM              09518010       254    17500 SH       SHARED      10       17500
D BLUE COAT SYSTEMS INC          COM NEW          09534T50      1816    71373 SH       SHARED               71373
D BLUE COAT SYSTEMS INC          COM NEW          09534T50       111     4400 SH       SHARED      01        4400
D BLUE COAT SYSTEMS INC          COM NEW          09534T50         5      234 SH       SHARED      02         234
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        38     1500 SH       SHARED      10        1500
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        76     3000 SH       SHARED      23                          3000
D BLUE COAT SYSTEMS INC          COM NEW          09534T50       738    29000 SH       SHARED      26       29000
D BLUE DOLPHIN ENERGY CO         COM PAR $.01     09539530         1      400 SH       SHARED      02         400
D BLUE NILE INC                  COM              09578R10         7      186 SH       SHARED      02         186
D BLUEFLY INC                    COM NEW          09622730         0       22 SH       SHARED      02          22
D BLUEGREEN CORP                 COM              09623110         0       14 SH       SHARED      02          14
D BLUELINX HLDGS INC             COM              09624H10         0      360 SH       SHARED      02         360
D BLUEKNIGHT ENERGY PARTNERS L   COM UNIT         09625U10       104    16000 SH       SHARED               16000
D BLYTH INC                      COM NEW          09643P20       168     2968 SH       SHARED                2968
D BLYTH INC                      COM NEW          09643P20         7      127 SH       SHARED      02         127
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710       932    33700 SH       SHARED               33700
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710      1857    67114 SH       SHARED      02          24             67090
D BOB EVANS FARMS INC            COM              09676110       486    14502 SH       SHARED               14502
D BOB EVANS FARMS INC            COM              09676110       341    10175 SH       SHARED      01        1175              9000
D BOB EVANS FARMS INC            COM              09676110         0        8 SH       SHARED      02           8
D BOB EVANS FARMS INC            COM              09676110       395    11800 SH       SHARED      10       11800
D BODY CENT CORP                 COM              09689U10       302    12112 SH       SHARED               12112
D BODY CENT CORP                 COM              09689U10         0       10 SH       SHARED      02          10
D BOEING CO                      COM              09702310        19      260 SH       SHARED                 260
D BOEING CO                      COM              09702310    235388  3209113 SH       SHARED             3208863               250
D BOEING CO                      COM              09702310     13373   182318 SH       SHARED      01      180018              2300
D BOEING CO                      COM              09702310        95     1300 SH       SHR/OTHR    01                          1300
D BOEING CO                      COM              09702310      3391    46243 SH       SHARED      02        7218             39025
D BOEING CO                      COM              09702310        40     5570 SH CALL  SHARED      02        5570
D BOEING CO                      COM              09702310         2      630 SH PUT   SHARED      02         630
D BOEING CO                      COM              09702310        73     1000 SH       SHARED      04                          1000
D BOEING CO                      COM              09702310        58      800 SH       SHARED      04         800
D BOEING CO                      COM              09702310       118     1610 SH       SHARED      05        1610
D BOEING CO                      COM              09702310      4756    64850 SH       SHARED      06       42700             22150
D BOEING CO                      COM              09702310     18747   255592 SH       SHARED      10      255592
D BOEING CO                      COM              09702310        58      800 SH       SHR/OTHR    20                           800
D BOEING CO                      COM              09702310       645     8794 SH       SHARED      21        8794
D BOEING CO                      COM              09702310       256     3500 SH       SHARED      23        3500
D BOEING CO                      COM              09702310      1015    13850 SH       SHR/OTHR    23                         13850
D BOEING CO                      COM              09702310       661     9015 SH       SHARED      26        9015
D BOEING CO                      COM              09702310       975    13300 SH       SHARED      29       13300
D BOEING CO                      COM              09702310      7869   107293 SH       SHARED      31      107293
D BOINGO WIRELESS INC            COM              09739C10         8      963 SH       SHARED                 963
D BOINGO WIRELESS INC            COM              09739C10      1348   156753 SH       SHARED      02      150003              6750
D BOISE INC                      COM              09746Y10      3293   462573 SH       SHARED              462573
D BOISE INC                      COM              09746Y10        26     3700 SH       SHARED      01        3700
D BOISE INC                      COM              09746Y10         0      110 SH       SHARED      02         110
D BOISE INC                      COM              09746Y10       186    26200 SH       SHARED      10       26200
D BOLT TECHNOLOGY CORP           COM              09769810        62     5497 SH       SHARED                5497
D BON-TON STORES INC             COM              09776J10       318    94518 SH       SHARED               94518
D BON-TON STORES INC             COM              09776J10         1      504 SH       SHARED      02         504
D BOOKS-A-MILLION INC            COM              09857010         0       20 SH       SHARED      02          20
D BOOZ ALLEN HAMILTON HLDG COR   CL A             09950210        35     2050 SH       SHARED                2050
D BOOZ ALLEN HAMILTON HLDG COR   CL A             09950210         1       68 SH       SHARED      02          68
D BOOZ ALLEN HAMILTON HLDG COR   CL A             09950210         5      300 SH       SHARED      10         300
D BORGWARNER INC                 NOTE  3.500% 4/1 099724AF       436   225000 PRN      SHARED      01                        225000
D BORGWARNER INC                 NOTE  3.500% 4/1 099724AF       433   223000 PRN      SHR/OTHR    01                        223000
D BORGWARNER INC                 NOTE  3.500% 4/1 099724AF       291   150000 PRN      SHARED      23                        150000
D BORGWARNER INC                 COM              09972410        38      600 SH       SHARED                 250               350
D BORGWARNER INC                 COM              09972410     14032   220154 SH       SHARED              218510              1644
D BORGWARNER INC                 COM              09972410      8603   134976 SH       SHARED      01       92838             42138
D BORGWARNER INC                 COM              09972410      1917    30076 SH       SHR/OTHR    01                         30076
D BORGWARNER INC                 COM              09972410     55777   875079 SH       SHARED      02      869152              5927
D BORGWARNER INC                 COM              09972410       421     6620 SH       SHARED      04        6620
D BORGWARNER INC                 COM              09972410         6      100 SH       SHARED      05         100
D BORGWARNER INC                 COM              09972410       401     6300 SH       SHARED      06        4300              2000
D BORGWARNER INC                 COM              09972410      2089    32783 SH       SHARED      10       31624              1159
D BORGWARNER INC                 COM              09972410      2306    36186 SH       SHARED      20       30866      100     5220
D BORGWARNER INC                 COM              09972410       315     4945 SH       SHR/OTHR    20                          4945
D BORGWARNER INC                 COM              09972410       397     6230 SH       SHARED      21        6230
D BORGWARNER INC                 COM              09972410        50      790 SH       SHR/OTHR    21                           790
D BORGWARNER INC                 COM              09972410      3062    48042 SH       SHARED      23       42222              5820
D BORGWARNER INC                 COM              09972410      2228    34965 SH       SHR/OTHR    23                         34965
D BORGWARNER INC                 COM              09972410       987    15500 SH       SHARED      26       15500
D BORGWARNER INC                 COM              09972410       846    13285 SH       SHARED      29       13285
D BOSTON BEER INC                CL A             10055710       874     8052 SH       SHARED                8052
D BOSTON BEER INC                CL A             10055710        16      153 SH       SHARED      02         153
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910       109    13829 SH       SHARED               13829
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910         3      412 SH       SHARED      02         412
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910       231    29100 SH       SHARED      10       29100
D BOSTON PRIVATE FINL HLDGS IN   *W EXP 11/21/201 10111911       122    38200 SH       SHARED      02       38200
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  3.750% 5/1 10112RAG       456   400000 PRN      SHARED                                400000
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  3.750% 5/1 10112RAG       571   500000 PRN      SHARED      04      500000
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  2.875% 2/1 10112RAK       900   900000 PRN      SHARED      06      900000
D BOSTON PROPERTIES INC          COM              10112110         2       23 SH       SHARED                  23
D BOSTON PROPERTIES INC          COM              10112110     32233   323628 SH       SHARED              323628
D BOSTON PROPERTIES INC          COM              10112110      3391    34050 SH       SHARED      01       32600              1450
D BOSTON PROPERTIES INC          COM              10112110      1935    19432 SH       SHARED      02       18922               510
D BOSTON PROPERTIES INC          COM              10112110         0       97 SH CALL  SHARED      02          97
D BOSTON PROPERTIES INC          COM              10112110        38      390 SH       SHARED      05         390
D BOSTON PROPERTIES INC          COM              10112110      1459    14650 SH       SHARED      06       10400              4250
D BOSTON PROPERTIES INC          COM              10112110     17313   173831 SH       SHARED      10      173831
D BOSTON PROPERTIES INC          COM              10112110    311403  3126541 SH       SHARED      11     1747774           1378767
D BOSTON PROPERTIES INC          COM              10112110      1384    13900 SH       SHARED      20                         13900
D BOSTON PROPERTIES INC          COM              10112110        44      450 SH       SHARED      23         450
D BOSTON PROPERTIES INC          COM              10112110        84      850 SH       SHR/OTHR    23                           850
D BOSTON PROPERTIES INC          COM              10112110       526     5289 SH       SHARED      26        5289
D BOSTON SCIENTIFIC CORP         COM              10113710      7863  1472473 SH       SHARED             1472473
D BOSTON SCIENTIFIC CORP         COM              10113710      2089   391267 SH       SHARED      01      384927              6340
D BOSTON SCIENTIFIC CORP         COM              10113710       233    43810 SH       SHARED      02       42777              1033
D BOSTON SCIENTIFIC CORP         COM              10113710         0    17999 SH CALL  SHARED      02       17999
D BOSTON SCIENTIFIC CORP         COM              10113710        70    13200 SH       SHARED      04       13200
D BOSTON SCIENTIFIC CORP         COM              10113710        71    13355 SH       SHARED      05       13355
D BOSTON SCIENTIFIC CORP         COM              10113710       552   103466 SH       SHARED      06       56238             47228
D BOSTON SCIENTIFIC CORP         COM              10113710      2335   437452 SH       SHARED      10      437452
D BOSTON SCIENTIFIC CORP         COM              10113710         2      515 SH       SHR/OTHR    21                           515
D BOSTON SCIENTIFIC CORP         COM              10113710       497    93100 SH       SHARED      32       93100
D BOTTOMLINE TECH DEL INC        COM              10138810       266    11489 SH       SHARED               11489
D BOTTOMLINE TECH DEL INC        COM              10138810         5      220 SH       SHARED      02         220
D BOTTOMLINE TECH DEL INC        COM              10138810        97     4200 SH       SHARED      10        4200
D BOULDER GROWTH & INCOME FD I   COM              10150710         0        4 SH       SHARED      02           4
D BOULDER TOTAL RETURN FD INC    COM              10154110         0        1 SH       SHARED      02           1
D BOYD GAMING CORP               COM              10330410       164    22046 SH       SHARED               22046
D BOYD GAMING CORP               COM              10330410        15     2051 SH       SHARED      02        2051
D BOYD GAMING CORP               COM              10330410        23     3200 SH       SHARED      10        3200
D BOYD GAMING CORP               COM              10330410        18     2500 SH       SHARED      23                          2500
D BOYD GAMING CORP               COM              10330410       447    60000 SH       SHARED      26       60000
D BRADY CORP                     CL A             10467410       493    15643 SH       SHARED               15643
D BRADY CORP                     CL A             10467410        55     1743 SH       SHARED      02        1743
D BRADY CORP                     CL A             10467410       467    14800 SH       SHARED      10       14800
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820      5693   599274 SH       SHARED              599274
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        99    10500 SH       SHARED      01       10500
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820         0       10 SH       SHARED      02          10
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820     23918  2517700 SH       SHARED      10     2517700
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820     15475  1629000 SH       SHARED      11                       1629000
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820       256    26962 SH       SHARED      26       26962
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10      1953    99931 SH       SHARED               99931
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10        40     2087 SH       SHARED      02        1087              1000
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10      1155    59100 SH       SHARED      04       59100
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10        32     1659 SH       SHARED      21        1659
D BRASIL TELECOM SA              SPONS ADR PFD    10553M10         8      454 SH       SHARED                 454
D BRASIL TELECOM SA              SPONS ADR PFD    10553M10         4      252 SH       SHARED      02         252
D BRASIL TELECOM SA              SPON ADR COM     10553M20         1      258 SH       SHARED                 258
D BRASIL TELECOM SA              SPON ADR COM     10553M20         0        1 SH       SHARED      02           1
D BRASKEM S A                    SP ADR PFD A     10553210      2380   168840 SH       SHARED              168840
D BRASKEM S A                    SP ADR PFD A     10553210         2      171 SH       SHARED      02         171
D BRASKEM S A                    SP ADR PFD A     10553210      1410   100000 SH       SHARED      06      100000
D BRAVO BRIO RESTAURANT GROUP    COM              10567B10       306    17849 SH       SHARED               17849
D BRAVO BRIO RESTAURANT GROUP    COM              10567B10         1      116 SH       SHARED      02         116
D BREEZE EASTERN CORP            COM              10676410         0        3 SH       SHARED      02           3
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610      7854   411900 SH       SHARED              411900
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610        66     3501 SH       SHARED      02           1              3500
D BRIDGE CAP HLDGS               COM              10803010        18     1737 SH       SHARED                1737
D BRIDGE CAP HLDGS               COM              10803010         0        3 SH       SHARED      02           3
D BRIDGE BANCORP INC             COM              10803510       170     8580 SH       SHARED                8580
D BRIDGE BANCORP INC             COM              10803510       179     9000 SH       SHARED      01                          9000
D BRIDGE BANCORP INC             COM              10803510       109     5503 SH       SHARED      02           3              5500
D BRIDGEPOINT ED INC             COM              10807M10       129     5641 SH       SHARED                5641
D BRIDGEPOINT ED INC             COM              10807M10       693    30131 SH       SHARED      01       25131              5000
D BRIDGEPOINT ED INC             COM              10807M10      1265    55000 SH       SHR/OTHR    01                         55000
D BRIDGEPOINT ED INC             COM              10807M10        19      869 SH       SHARED      02         869
D BRIGGS & STRATTON CORP         COM              10904310      3149   203340 SH       SHARED              203340
D BRIGGS & STRATTON CORP         COM              10904310       223    14442 SH       SHARED      01       12392              2050
D BRIGGS & STRATTON CORP         COM              10904310       360    23300 SH       SHR/OTHR    01                         23300
D BRIGGS & STRATTON CORP         COM              10904310         4      266 SH       SHARED      02         266
D BRIGGS & STRATTON CORP         COM              10904310     24031  1551401 SH       SHARED      10     1551401
D BRIGHTPOINT INC                COM NEW          10947340       233    21734 SH       SHARED               21734
D BRIGHTPOINT INC                COM NEW          10947340        60     5650 SH       SHARED      01        5650
D BRIGHTPOINT INC                COM NEW          10947340         8      789 SH       SHARED      02         789
D BRIGHTPOINT INC                COM NEW          10947340       125    11700 SH       SHARED      10       11700
D BRIGUS GOLD CORP               COM              10949010         0      917 SH       SHARED      02         917
D BRINKER INTL INC               COM              10964110       358    13400 SH       SHARED               13400
D BRINKER INTL INC               COM              10964110       660    24700 SH       SHARED      01          75             24625
D BRINKER INTL INC               COM              10964110         0        5 SH       SHARED      02           5
D BRINKER INTL INC               COM              10964110        93     3500 SH       SHARED      06        3500
D BRINKER INTL INC               COM              10964110     29408  1098975 SH       SHARED      10     1098975
D BRINKS CO                      COM              10969610      1057    39329 SH       SHARED               39329
D BRINKS CO                      COM              10969610       413    15400 SH       SHARED      01         900             14500
D BRINKS CO                      COM              10969610         1       49 SH       SHARED      02          49
D BRINKS CO                      COM              10969610     27055  1006525 SH       SHARED      10     1006525
D BRINKS CO                      COM              10969610        26     1000 SH       SHARED      23                          1000
D BRISTOL MYERS SQUIBB CO        COM              11012210       359    10200 SH       SHARED               10200
D BRISTOL MYERS SQUIBB CO        COM              11012210     57389  1628527 SH       SHARED             1607427             21100
D BRISTOL MYERS SQUIBB CO        COM              11012210     16562   469978 SH       SHARED      01      423021             46957
D BRISTOL MYERS SQUIBB CO        COM              11012210      1281    36368 SH       SHR/OTHR    01                         36368
D BRISTOL MYERS SQUIBB CO        COM              11012210      6099   173095 SH       SHARED      02       50679            122416
D BRISTOL MYERS SQUIBB CO        COM              11012210        34     8540 SH CALL  SHARED      02        8540
D BRISTOL MYERS SQUIBB CO        COM              11012210         2     2600 SH PUT   SHARED      02        2600
D BRISTOL MYERS SQUIBB CO        COM              11012210       721    20481 SH       SHARED      04                         20481
D BRISTOL MYERS SQUIBB CO        COM              11012210      8667   245949 SH       SHARED      04      245949
D BRISTOL MYERS SQUIBB CO        COM              11012210       420    11930 SH       SHARED      05       11930
D BRISTOL MYERS SQUIBB CO        COM              11012210      6353   180298 SH       SHARED      06      130389             49909
D BRISTOL MYERS SQUIBB CO        COM              11012210     32888   933265 SH       SHARED      10      933265
D BRISTOL MYERS SQUIBB CO        COM              11012210        93     2656 SH       SHARED      20        1328              1328
D BRISTOL MYERS SQUIBB CO        COM              11012210       344     9788 SH       SHR/OTHR    20                          9788
D BRISTOL MYERS SQUIBB CO        COM              11012210        44     1270 SH       SHARED      21        1270
D BRISTOL MYERS SQUIBB CO        COM              11012210      2244    63705 SH       SHARED      23       63705
D BRISTOL MYERS SQUIBB CO        COM              11012210      8025   227728 SH       SHR/OTHR    23                        227728
D BRISTOL MYERS SQUIBB CO        COM              11012210      2353    66790 SH       SHARED      26       66790
D BRISTOL MYERS SQUIBB CO        COM              11012210       100     2847 SH       SHARED      27        2847
D BRISTOL MYERS SQUIBB CO        COM              11012210       458    13000 SH       SHARED      29       13000
D BRISTOL MYERS SQUIBB CO        COM              11012210      2530    71800 SH       SHARED      30       71800
D BRISTOL MYERS SQUIBB CO        COM              11012210      7046   199954 SH       SHARED      31      199954
D BRISTOL MYERS SQUIBB CO        COM              11012210       904    25681 SH       SHARED      32       25681
D BRISTOW GROUP INC              NOTE  3.000% 6/1 110394AC      5717  5600000 PRN      SHARED             5600000
D BRISTOW GROUP INC              COM              11039410       541    11420 SH       SHARED               11420
D BRISTOW GROUP INC              COM              11039410       219     4631 SH       SHARED      02        4631
D BRISTOW GROUP INC              COM              11039410       369     7800 SH       SHARED      10        7800
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810     21814   229918 SH       SHARED              229918
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        84      890 SH       SHARED      21         890
D BROADBAND HOLDRS TR            DEPOSITRY RCPT   11130P10         0       10 SH       SHARED      02          10
D BROADCOM CORP                  CL A             11132010     72030  2453341 SH       SHARED             2453341
D BROADCOM CORP                  CL A             11132010         3      390 SH PUT   SHARED                 390
D BROADCOM CORP                  CL A             11132010      4205   143225 SH       SHARED      01      138725              4500
D BROADCOM CORP                  CL A             11132010       140     4775 SH       SHR/OTHR    01                          4775
D BROADCOM CORP                  CL A             11132010       582    19836 SH       SHARED      02       18921               915
D BROADCOM CORP                  CL A             11132010      1468    50000 SH       SHARED      04       50000
D BROADCOM CORP                  CL A             11132010         9      325 SH       SHARED      05         325
D BROADCOM CORP                  CL A             11132010      1940    66090 SH       SHARED      06       51865             14225
D BROADCOM CORP                  CL A             11132010      4410   150211 SH       SHARED      10      150211
D BROADCOM CORP                  CL A             11132010         9      320 SH       SHARED      20                           320
D BROADCOM CORP                  CL A             11132010        11      400 SH       SHR/OTHR    20                           400
D BROADCOM CORP                  CL A             11132010       396    13500 SH       SHARED      23       12000              1500
D BROADCOM CORP                  CL A             11132010        87     2980 SH       SHR/OTHR    23                          2980
D BROADCOM CORP                  CL A             11132010       108     3683 SH       SHARED      26        3683
D BROADCOM CORP                  CL A             11132010        67     2300 SH       SHARED      30        2300
D BROADSOFT INC                  COM              11133B40       205     6795 SH       SHARED                6795
D BROADSOFT INC                  COM              11133B40        12      400 SH       SHARED      01         400
D BROADSOFT INC                  COM              11133B40         2       92 SH       SHARED      02          92
D BROADSOFT INC                  COM              11133B40        48     1600 SH       SHARED      10        1600
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10     14190   629299 SH       SHARED              629299
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10      1006    44627 SH       SHARED      01        5599             39028
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       154     6853 SH       SHARED      02          30              6823
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       160     7100 SH       SHARED      10        7100
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10         9      410 SH       SHARED      21                           410
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        11      500 SH       SHR/OTHR    23                           500
D BROADVISION INC                COM PAR $.001    11141270         0       15 SH       SHARED      02          15
D BROADWIND ENERGY INC           COM              11161T10       190   280487 SH       SHARED              280487
D BROADWIND ENERGY INC           COM              11161T10        33    48900 SH       SHARED      01       48900
D BROADWIND ENERGY INC           COM              11161T10         0      180 SH       SHARED      02         180
D BROADWIND ENERGY INC           COM              11161T10       136   200000 SH       SHARED      05      200000
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130       882   169950 SH       SHARED              169950
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130        16     3139 SH       SHARED      01        3139
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130       758   146114 SH       SHARED      02      146114
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130         0      500 SH CALL  SHARED      02         500
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130        57    11000 SH       SHARED      10       11000
D BROOKDALE SR LIVING INC        COM              11246310      8696   500109 SH       SHARED              500109
D BROOKDALE SR LIVING INC        COM              11246310         8      500 SH       SHARED      01                           500
D BROOKDALE SR LIVING INC        COM              11246310       175    10086 SH       SHARED      02       10086
D BROOKDALE SR LIVING INC        COM              11246310      3287   189050 SH       SHARED      10      189050
D BROOKDALE SR LIVING INC        COM              11246310     73258  4212637 SH       SHARED      11     2981350           1231287
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      8181   297722 SH       SHARED              297722
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       141     5150 SH       SHARED      02        3500              1650
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      8106   295000 SH       SHARED      04      295000
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        85     3100 SH       SHARED      05        3100
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      2480    90275 SH       SHARED      06        3800             86475
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        54     1971 SH       SHARED      21        1971
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       164     6000 SH       SHARED      23        1000              5000
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        21      786 SH       SHR/OTHR    23                           786
D BROOKFIELD RESIDENTIAL PPTYS   COM              11283W10        72     9226 SH       SHARED                9226
D BROOKFIELD RESIDENTIAL PPTYS   COM              11283W10         0       18 SH       SHARED      02          18
D BROOKFIELD OFFICE PPTYS INC    COM              11290010      2591   165697 SH       SHARED              165697
D BROOKFIELD OFFICE PPTYS INC    COM              11290010        89     5705 SH       SHARED      02        5705
D BROOKFIELD OFFICE PPTYS INC    COM              11290010         3      200 SH       SHARED      05         200
D BROOKFIELD OFFICE PPTYS INC    COM              11290010        50     3225 SH       SHARED      06        1800              1425
D BROOKFIELD OFFICE PPTYS INC    COM              11290010      3785   242050 SH       SHARED      11      242050
D BROOKLINE BANCORP INC DEL      COM              11373M10       291    34526 SH       SHARED               34526
D BROOKLINE BANCORP INC DEL      COM              11373M10         2      314 SH       SHARED      02         314
D BROOKS AUTOMATION INC          COM              11434010      2848   277348 SH       SHARED              277348
D BROOKS AUTOMATION INC          COM              11434010         4      393 SH       SHARED      02         393
D BROOKS AUTOMATION INC          COM              11434010       165    16100 SH       SHARED      10       16100
D BROWN & BROWN INC              COM              11523610     15470   683618 SH       SHARED              683618
D BROWN & BROWN INC              COM              11523610       840    37150 SH       SHARED      01        1350             35800
D BROWN & BROWN INC              COM              11523610         9      408 SH       SHARED      02         408
D BROWN & BROWN INC              COM              11523610       316    14000 SH       SHARED      10       14000
D BROWN & BROWN INC              COM              11523610        16      708 SH       SHARED      21                           708
D BROWN FORMAN CORP              CL A             11563710       229     2900 SH       SHARED                2900
D BROWN FORMAN CORP              CL B             11563720      9271   115161 SH       SHARED              115161
D BROWN FORMAN CORP              CL B             11563720      1763    21901 SH       SHARED      01       21901
D BROWN FORMAN CORP              CL B             11563720        75      943 SH       SHARED      02         787               156
D BROWN FORMAN CORP              CL B             11563720        38      475 SH       SHARED      04         475
D BROWN FORMAN CORP              CL B             11563720        43      540 SH       SHARED      05         540
D BROWN FORMAN CORP              CL B             11563720       434     5400 SH       SHARED      06        2950              2450
D BROWN FORMAN CORP              CL B             11563720      2558    31782 SH       SHARED      10       31782
D BROWN FORMAN CORP              CL B             11563720       405     5038 SH       SHARED      27        5038
D BROWN SHOE INC NEW             COM              11573610       185    20816 SH       SHARED               20816
D BROWN SHOE INC NEW             COM              11573610         1      223 SH       SHARED      02         223
D BROWN SHOE INC NEW             COM              11573610       139    15700 SH       SHARED      10       15700
D BRUKER CORP                    COM              11679410       538    43382 SH       SHARED               43382
D BRUKER CORP                    COM              11679410        68     5500 SH       SHARED      01        5500
D BRUKER CORP                    COM              11679410         0        4 SH       SHARED      02           4
D BRUKER CORP                    COM              11679410       322    26000 SH       SHARED      04       26000
D BRUKER CORP                    COM              11679410        23     1900 SH       SHARED      10        1900
D BRUKER CORP                    COM              11679410         9      757 SH       SHARED      21         757
D BRUNSWICK CORP                 COM              11704310        26     1470 SH       SHARED                1470
D BRUNSWICK CORP                 COM              11704310      3315   183593 SH       SHARED              183593
D BRUNSWICK CORP                 COM              11704310       440    24410 SH       SHARED      01       19860              4550
D BRUNSWICK CORP                 COM              11704310       917    50800 SH       SHR/OTHR    01                         50800
D BRUNSWICK CORP                 COM              11704310         9      517 SH       SHARED      02         517
D BRUNSWICK CORP                 COM              11704310       242    13400 SH       SHARED      10       13400
D BRYN MAWR BK CORP              COM              11766510        71     3666 SH       SHARED                3666
D BRYN MAWR BK CORP              COM              11766510         0        4 SH       SHARED      02           4
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010      6310    98634 SH       SHARED               98634
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010      1663    25999 SH       SHARED      02          47             25952
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010     25220   394200 SH       SHARED      06                        394200
D BUCKEYE TECHNOLOGIES INC       COM              11825510      1701    50883 SH       SHARED               50883
D BUCKEYE TECHNOLOGIES INC       COM              11825510         7      212 SH       SHARED      02         212
D BUCKEYE TECHNOLOGIES INC       COM              11825510       290     8700 SH       SHARED      10        8700
D BUCKLE INC                     COM              11844010       929    22752 SH       SHARED               22752
D BUCKLE INC                     COM              11844010        18      454 SH       SHARED      02         454
D BUFFALO WILD WINGS INC         COM              11984810      2255    33404 SH       SHARED               33404
D BUFFALO WILD WINGS INC         COM              11984810        37      557 SH       SHARED      02         307               250
D BUILD A BEAR WORKSHOP          COM              12007610       549    65004 SH       SHARED               65004
D BUILD A BEAR WORKSHOP          COM              12007610         0        4 SH       SHARED      02           4
D BUILD A BEAR WORKSHOP          COM              12007610        49     5900 SH       SHARED      10        5900
D BUILDERS FIRSTSOURCE INC       COM              12008R10        35    17554 SH       SHARED               17554
D BUILDERS FIRSTSOURCE INC       COM              12008R10         1      896 SH       SHARED      02         396               500
D BUILDERS FIRSTSOURCE INC       COM              12008R10        61    30100 SH       SHARED      10       30100
D BURCON NUTRASCIENCE CORP       COM              12083110       990   165900 SH       SHARED      04      165900
D BURCON NUTRASCIENCE CORP       COM              12083110        28     4819 SH       SHARED      10        4819
D BURCON NUTRASCIENCE CORP       COM              12083110      1432   240000 SH       SHARED      29      240000
D C^J ENERGY SVCS INC            COM              12467B30      1336    63878 SH       SHARED               63878
D C^J ENERGY SVCS INC            COM              12467B30         2      125 SH       SHARED      02         125
D CAE INC                        COM              12476510      3806   392466 SH       SHARED              392466
D CAE INC                        COM              12476510         0      100 SH       SHARED      02         100
D CAE INC                        COM              12476510        46     4760 SH       SHARED      05        4760
D CAI INTERNATIONAL INC          COM              12477X10        57     3750 SH       SHARED                3750
D CAI INTERNATIONAL INC          COM              12477X10         0       12 SH       SHARED      02          12
D CBIZ INC                       COM              12480510        85    13936 SH       SHARED               13936
D CBIZ INC                       COM              12480510         3      511 SH       SHARED      02         511
D CBIZ INC                       COM              12480510        47     7800 SH       SHARED      10        7800
D CBL & ASSOC PPTYS INC          COM              12483010      1903   121228 SH       SHARED              121228
D CBL & ASSOC PPTYS INC          COM              12483010       825    52582 SH       SHARED      01       48182              4400
D CBL & ASSOC PPTYS INC          COM              12483010       772    49200 SH       SHR/OTHR    01                         49200
D CBL & ASSOC PPTYS INC          COM              12483010         0       61 SH       SHARED      02          61
D CBL & ASSOC PPTYS INC          COM              12483010     29498  1878900 SH       SHARED      10     1878900
D CBL & ASSOC PPTYS INC          COM              12483010      2473   157550 SH       SHARED      11                        157550
D CBS CORP NEW                   CL A             12485710         8      300 SH       SHARED                 300
D CBS CORP NEW                   CL A             12485710         3      135 SH       SHARED      01         135
D CBS CORP NEW                   CL A             12485710        20      756 SH       SHARED      02           6               750
D CBS CORP NEW                   CL B             12485720      6802   250627 SH       SHARED              250627
D CBS CORP NEW                   CL B             12485720         2      180 SH CALL  SHARED                 180
D CBS CORP NEW                   CL B             12485720      3916   144308 SH       SHARED      01      144308
D CBS CORP NEW                   CL B             12485720        20      750 SH       SHR/OTHR    01                           750
D CBS CORP NEW                   CL B             12485720       773    28504 SH       SHARED      02       15714             12790
D CBS CORP NEW                   CL B             12485720      2773   102200 SH       SHARED      04      102200
D CBS CORP NEW                   CL B             12485720        51     1915 SH       SHARED      05        1915
D CBS CORP NEW                   CL B             12485720      2036    75020 SH       SHARED      06       56420             18600
D CBS CORP NEW                   CL B             12485720     11153   410971 SH       SHARED      10      410971
D CBS CORP NEW                   CL B             12485720         5      190 SH       SHARED      21                           190
D CBS CORP NEW                   CL B             12485720        81     3000 SH       SHARED      23                          3000
D CBS CORP NEW                   CL B             12485720        48     1777 SH       SHR/OTHR    23                          1777
D CBS CORP NEW                   CL B             12485720       680    25057 SH       SHARED      29       25057
D CBS CORP NEW                   CL B             12485720      9196   338861 SH       SHARED      31      338861
D CBOE HLDGS INC                 COM              12503M10      3435   132848 SH       SHARED              132848
D CBOE HLDGS INC                 COM              12503M10      1300    50303 SH       SHARED      02       50303
D CBOE HLDGS INC                 COM              12503M10        23      900 SH       SHARED      10         900
D CBRE CLARION GLOBAL REAL EST   COM              12504G10       103    15174 SH       SHARED      02          29             15145
D CBRE CLARION GLOBAL REAL EST   COM              12504G10        31     4551 SH       SHR/OTHR    23                          4551
D CBRE GROUP INC                 CL A             12504L10      6260   411342 SH       SHARED              411342
D CBRE GROUP INC                 CL A             12504L10      1002    65900 SH       SHARED      01       65900
D CBRE GROUP INC                 CL A             12504L10      6901   453472 SH       SHARED      02      453472
D CBRE GROUP INC                 CL A             12504L10         1      500 SH PUT   SHARED      02         500
D CBRE GROUP INC                 CL A             12504L10      5022   330000 SH       SHARED      04      330000
D CBRE GROUP INC                 CL A             12504L10         2      187 SH       SHARED      05         187
D CBRE GROUP INC                 CL A             12504L10       246    16200 SH       SHARED      06        8400              7800
D CBRE GROUP INC                 CL A             12504L10      1388    91255 SH       SHARED      10       91255
D C D I CORP                     COM              12507110        80     5805 SH       SHARED                5805
D C D I CORP                     COM              12507110        29     2169 SH       SHARED      02          69              2100
D C D I CORP                     COM              12507110       435    31500 SH       SHARED      10       31500
D CEC ENTMT INC                  COM              12513710       204     5925 SH       SHARED                5925
D CEC ENTMT INC                  COM              12513710        24      709 SH       SHARED      02         709
D CEC ENTMT INC                  COM              12513710        22      650 SH       SHARED      10         650
D CF INDS HLDGS INC              COM              12526910      1739    12000 SH       SHARED               12000
D CF INDS HLDGS INC              COM              12526910     23357   161109 SH       SHARED              161109
D CF INDS HLDGS INC              COM              12526910      2466    17011 SH       SHARED      01       17011
D CF INDS HLDGS INC              COM              12526910       460     3177 SH       SHARED      02        3177
D CF INDS HLDGS INC              COM              12526910         0      111 SH CALL  SHARED      02         111
D CF INDS HLDGS INC              COM              12526910         0      196 SH PUT   SHARED      02         196
D CF INDS HLDGS INC              COM              12526910     21414   147710 SH       SHARED      04      147710
D CF INDS HLDGS INC              COM              12526910        91      630 SH       SHARED      05         630
D CF INDS HLDGS INC              COM              12526910      7604    52450 SH       SHARED      06       50950              1500
D CF INDS HLDGS INC              COM              12526910      4042    27880 SH       SHARED      10       27880
D CF INDS HLDGS INC              COM              12526910        28      200 SH       SHARED      23         200
D CF INDS HLDGS INC              COM              12526910        80      558 SH       SHARED      27         558
D CH ENERGY GROUP INC            COM              12541M10       402     6899 SH       SHARED                6899
D CH ENERGY GROUP INC            COM              12541M10       204     3500 SH       SHARED      01        3500
D CH ENERGY GROUP INC            COM              12541M10        11      189 SH       SHARED      02         189
D CH ENERGY GROUP INC            COM              12541M10       496     8500 SH       SHARED      10        8500
D CH ENERGY GROUP INC            COM              12541M10        58     1000 SH       SHARED      23                          1000
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20     10018   143566 SH       SHARED              143566
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      4162    59645 SH       SHARED      01       59645
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1540    22079 SH       SHARED      02       21879               200
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20         1     5638 SH CALL  SHARED      02        5638
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20         0     2045 SH PUT   SHARED      02        2045
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20         8      120 SH       SHARED      05         120
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1249    17900 SH       SHARED      06       12950              4950
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      3703    53071 SH       SHARED      10       53071
D CIFC CORP                      COM              12547R10        12     2293 SH       SHARED                2293
D CIFC CORP                      COM              12547R10         0        6 SH       SHARED      02           6
D CIGNA CORPORATION              COM              12550910     36716   874207 SH       SHARED              874207
D CIGNA CORPORATION              COM              12550910      3714    88449 SH       SHARED      01       87297              1152
D CIGNA CORPORATION              COM              12550910       184     4401 SH       SHARED      02        2286              2115
D CIGNA CORPORATION              COM              12550910         2     2250 SH CALL  SHARED      02        2250
D CIGNA CORPORATION              COM              12550910       516    12303 SH       SHARED      04       12303
D CIGNA CORPORATION              COM              12550910      4843   115322 SH       SHARED      04      115322
D CIGNA CORPORATION              COM              12550910        98     2350 SH       SHARED      05        2350
D CIGNA CORPORATION              COM              12550910      1277    30408 SH       SHARED      06       21928              8480
D CIGNA CORPORATION              COM              12550910     10934   260342 SH       SHARED      10      260342
D CIGNA CORPORATION              COM              12550910       336     8000 SH       SHARED      15        8000
D CIGNA CORPORATION              COM              12550910         4      117 SH       SHARED      21                           117
D CIGNA CORPORATION              COM              12550910       969    23094 SH       SHARED      23       23094
D CIGNA CORPORATION              COM              12550910       171     4077 SH       SHARED      27        4077
D CIGNA CORPORATION              COM              12550910       222     5300 SH       SHARED      32        5300
D CIT GROUP INC                  COM NEW          12558180      4450   127626 SH       SHARED              127626
D CIT GROUP INC                  COM NEW          12558180      1422    40800 SH       SHARED      01       40800
D CIT GROUP INC                  COM NEW          12558180      2090    59938 SH       SHARED      02       59938
D CIT GROUP INC                  COM NEW          12558180         2     1835 SH CALL  SHARED      02        1835
D CIT GROUP INC                  COM NEW          12558180         0     5134 SH PUT   SHARED      02        5134
D CIT GROUP INC                  COM NEW          12558180         4      120 SH       SHARED      05         120
D CIT GROUP INC                  COM NEW          12558180       256     7367 SH       SHARED      06        7367
D CIT GROUP INC                  COM NEW          12558180       129     3700 SH       SHARED      10        3700
D CIT GROUP INC                  COM NEW          12558180       244     7000 SH       SHARED      15        7000
D CIT GROUP INC                  COM NEW          12558180         7      210 SH       SHARED      21                           210
D CLECO CORP NEW                 COM              12561W10      6170   161944 SH       SHARED              161944
D CLECO CORP NEW                 COM              12561W10       712    18700 SH       SHARED      01                         18700
D CLECO CORP NEW                 COM              12561W10         4      117 SH       SHARED      02         117
D CLECO CORP NEW                 COM              12561W10       607    15950 SH       SHARED      04       15950
D CLECO CORP NEW                 COM              12561W10       769    20200 SH       SHARED      10       20200
D CLECO CORP NEW                 COM              12561W10       137     3600 SH       SHR/OTHR    23                          3600
D CME GROUP INC                  COM              12572Q10      9963    40891 SH       SHARED               40891
D CME GROUP INC                  COM              12572Q10      3505    14385 SH       SHARED      01       14385
D CME GROUP INC                  COM              12572Q10       746     3064 SH       SHARED      02        2774               290
D CME GROUP INC                  COM              12572Q10       438     1800 SH       SHARED      04        1800
D CME GROUP INC                  COM              12572Q10        29      120 SH       SHARED      05         120
D CME GROUP INC                  COM              12572Q10      4796    19683 SH       SHARED      06        6798             12885
D CME GROUP INC                  COM              12572Q10      7629    31309 SH       SHARED      10       31309
D CME GROUP INC                  COM              12572Q10         3       15 SH       SHARED      21                            15
D CME GROUP INC                  COM              12572Q10        29      120 SH       SHR/OTHR    23                           120
D CME GROUP INC                  COM              12572Q10        55      228 SH       SHARED      27         228
D CME GROUP INC                  COM              12572Q10      4608    18913 SH       SHARED      31       18913
D CMS ENERGY CORP                NOTE  2.875%12/0 125896AW        70    40000 PRN      SHARED               40000
D CMS ENERGY CORP                NOTE  5.500% 6/1 125896BD      9349  5825000 PRN      SHARED      02     5825000
D CMS ENERGY CORP                COM              12589610      2131    96539 SH       SHARED               96539
D CMS ENERGY CORP                COM              12589610       202     9150 SH       SHARED      01        9150
D CMS ENERGY CORP                COM              12589610       833    37763 SH       SHARED      02       24056             13707
D CMS ENERGY CORP                COM              12589610       794    35997 SH       SHARED      06       30797              5200
D CMS ENERGY CORP                COM              12589610      1422    64409 SH       SHARED      10       64409
D CMS ENERGY CORP                COM              12589610       110     5000 SH       SHR/OTHR    23                          5000
D CMS ENERGY CORP                COM              12589610       309    14000 SH       SHARED      26       14000
D CMS ENERGY CORP                COM              12589610       203     9200 SH       SHARED      30        9200
D CMS ENERGY CORP                COM              12589610      8200   371389 SH       SHARED      31      371389
D CPI CORP                       COM              12590210         0       52 SH       SHARED      02          52
D CSS INDS INC                   COM              12590610        55     2776 SH       SHARED                2776
D CSS INDS INC                   COM              12590610       311    15661 SH       SHARED      01       15661
D CSS INDS INC                   COM              12590610         0        2 SH       SHARED      02           2
D CSS INDS INC                   COM              12590610        95     4800 SH       SHARED      10        4800
D CPI AEROSTRUCTURES INC         COM NEW          12591930         0        7 SH       SHARED      02           7
D CNA FINL CORP                  COM              12611710      2090    78160 SH       SHARED               78160
D CNA FINL CORP                  COM              12611710        35     1333 SH       SHARED      01        1333
D CNA FINL CORP                  COM              12611710         0        2 SH       SHARED      02           2
D CNB FINL CORP PA               COM              12612810        37     2370 SH       SHARED                2370
D CNB FINL CORP PA               COM              12612810         0        6 SH       SHARED      02           6
D CNOOC LTD                      SPONSORED ADR    12613210      1935    11078 SH       SHARED               11078
D CNOOC LTD                      SPONSORED ADR    12613210       112      643 SH       SHARED      02         643
D CNOOC LTD                      SPONSORED ADR    12613210       191     1094 SH       SHARED      04                          1094
D CPFL ENERGIA S A               SPONSORED ADR    12615310       486    17242 SH       SHARED               17242
D CPFL ENERGIA S A               SPONSORED ADR    12615310       349    12388 SH       SHARED      02         198             12190
D CRA INTL INC                   COM              12618T10       432    21812 SH       SHARED               21812
D CRA INTL INC                   COM              12618T10         0        5 SH       SHARED      02           5
D CRA INTL INC                   COM              12618T10       228    11500 SH       SHARED      10       11500
D CNO FINL GROUP INC             DBCV  7.000%12/3 12621EAC       198   150000 PRN      SHARED              150000
D CNO FINL GROUP INC             COM              12621E10       629    99766 SH       SHARED               99766
D CNO FINL GROUP INC             COM              12621E10       802   127124 SH       SHARED      01      110824             16300
D CNO FINL GROUP INC             COM              12621E10      1148   182000 SH       SHR/OTHR    01                        182000
D CNO FINL GROUP INC             COM              12621E10      8280  1312263 SH       SHARED      02     1312263
D CNO FINL GROUP INC             COM              12621E10       332    52700 SH       SHARED      10       52700
D CRH PLC                        ADR              12626K20      1414    71346 SH       SHARED               71346
D CSG SYS INTL INC               COM              12634910      1375    93491 SH       SHARED               93491
D CSG SYS INTL INC               COM              12634910        91     6189 SH       SHARED      02        6189
D CSG SYS INTL INC               COM              12634910       139     9500 SH       SHARED      10        9500
D CSG SYS INTL INC               COM              12634910       142     9700 SH       SHARED      26        9700
D CSX CORP                       COM              12640810     23834  1131724 SH       SHARED             1131724
D CSX CORP                       COM              12640810      7084   336398 SH       SHARED      01      300098             36300
D CSX CORP                       COM              12640810        16      800 SH       SHR/OTHR    01                           800
D CSX CORP                       COM              12640810      1459    69323 SH       SHARED      02       46695             22628
D CSX CORP                       COM              12640810         7     2500 SH CALL  SHARED      02        2500
D CSX CORP                       COM              12640810         1      870 SH PUT   SHARED      02         870
D CSX CORP                       COM              12640810      1258    59750 SH       SHARED      04       59750
D CSX CORP                       COM              12640810      2401   114050 SH       SHARED      04      114050
D CSX CORP                       COM              12640810      1257    59690 SH       SHARED      05       59690
D CSX CORP                       COM              12640810      2520   119700 SH       SHARED      06       82600             37100
D CSX CORP                       COM              12640810     12797   607658 SH       SHARED      10      607658
D CSX CORP                       COM              12640810       658    31250 SH       SHARED      23       31250
D CSX CORP                       COM              12640810       989    47000 SH       SHR/OTHR    23                         47000
D CSX CORP                       COM              12640810       432    20546 SH       SHARED      26       20546
D CSX CORP                       COM              12640810      1752    83226 SH       SHARED      27       83226
D CSX CORP                       COM              12640810       662    31470 SH       SHARED      29       31470
D CSX CORP                       COM              12640810      6143   291718 SH       SHARED      31      291718
D CTC MEDIA INC                  COM              12642X10       893   101875 SH       SHARED              101875
D CTC MEDIA INC                  COM              12642X10       231    26400 SH       SHARED      01       26400
D CTC MEDIA INC                  COM              12642X10         0        2 SH       SHARED      02           2
D CTC MEDIA INC                  COM              12642X10       100    11500 SH       SHARED      04       11500
D CTC MEDIA INC                  COM              12642X10      1666   190000 SH       SHARED      29      190000
D CTS CORP                       COM              12650110        96    10437 SH       SHARED               10437
D CTS CORP                       COM              12650110         1      182 SH       SHARED      02         182
D CTS CORP                       COM              12650110       182    19800 SH       SHARED      10       19800
D CVB FINL CORP                  COM              12660010      5801   578370 SH       SHARED              578370
D CVB FINL CORP                  COM              12660010        20     2025 SH       SHARED      02        2025
D CVB FINL CORP                  COM              12660010       267    26700 SH       SHARED      10       26700
D CVD EQUIPMENT CORP             COM              12660110       249    20701 SH       SHARED               20701
D CVD EQUIPMENT CORP             COM              12660110         0        1 SH       SHARED      02           1
D CVR ENERGY INC                 COM              12662P10     10360   553129 SH       SHARED              553129
D CVR ENERGY INC                 COM              12662P10        40     2175 SH       SHARED      01        2175
D CVR ENERGY INC                 COM              12662P10        86     4595 SH       SHARED      02        1495              3100
D CVR PARTNERS LP                COM              12663310       854    34430 SH       SHARED      02           1             34429
D CVS CAREMARK CORPORATION       COM              12665010     44139  1082377 SH       SHARED             1082377
D CVS CAREMARK CORPORATION       COM              12665010        16     2876 SH CALL  SHARED                2876
D CVS CAREMARK CORPORATION       COM              12665010         0     2500 SH PUT   SHARED                2500
D CVS CAREMARK CORPORATION       COM              12665010     13795   338302 SH       SHARED      01      320482             17820
D CVS CAREMARK CORPORATION       COM              12665010      9242   226641 SH       SHR/OTHR    01                        226641
D CVS CAREMARK CORPORATION       COM              12665010      1674    41058 SH       SHARED      02       12358             28700
D CVS CAREMARK CORPORATION       COM              12665010        32     8296 SH CALL  SHARED      02        8296
D CVS CAREMARK CORPORATION       COM              12665010         2     2520 SH PUT   SHARED      02        2520
D CVS CAREMARK CORPORATION       COM              12665010       776    19053 SH       SHARED      04       19053
D CVS CAREMARK CORPORATION       COM              12665010     22968   563240 SH       SHARED      04      563240
D CVS CAREMARK CORPORATION       COM              12665010       320     7850 SH       SHARED      05        7850
D CVS CAREMARK CORPORATION       COM              12665010      5780   141751 SH       SHARED      06      102301             39450
D CVS CAREMARK CORPORATION       COM              12665010     35705   875553 SH       SHARED      10      875553
D CVS CAREMARK CORPORATION       COM              12665010       974    23900 SH       SHARED      15       23900
D CVS CAREMARK CORPORATION       COM              12665010        16      400 SH       SHARED      20         400
D CVS CAREMARK CORPORATION       COM              12665010        17      420 SH       SHR/OTHR    21                           420
D CVS CAREMARK CORPORATION       COM              12665010       244     5993 SH       SHARED      23        5993
D CVS CAREMARK CORPORATION       COM              12665010      1775    43535 SH       SHR/OTHR    23                         43535
D CVS CAREMARK CORPORATION       COM              12665010       965    23675 SH       SHARED      26       23675
D CVS CAREMARK CORPORATION       COM              12665010        95     2331 SH       SHARED      27        2331
D CVS CAREMARK CORPORATION       COM              12665010       314     7700 SH       SHARED      30        7700
D CVS CAREMARK CORPORATION       COM              12665010      8190   200835 SH       SHARED      31      200835
D CVS CAREMARK CORPORATION       COM              12665010        36      900 SH       SHARED      32         900
D CYS INVTS INC                  COM              12673A10       341    25977 SH       SHARED               25977
D CYS INVTS INC                  COM              12673A10        76     5856 SH       SHARED      02          63              5793
D CA INC                         COM              12673P10      6112   302354 SH       SHARED              302354
D CA INC                         COM              12673P10      2218   109753 SH       SHARED      01      109753
D CA INC                         COM              12673P10       541    26809 SH       SHARED      02       25709              1100
D CA INC                         COM              12673P10         2      800 SH PUT   SHARED      02         800
D CA INC                         COM              12673P10      1689    83557 SH       SHARED      04       83557
D CA INC                         COM              12673P10         6      300 SH       SHARED      05         300
D CA INC                         COM              12673P10       933    46190 SH       SHARED      06       35690             10500
D CA INC                         COM              12673P10      8514   421221 SH       SHARED      10      421221
D CA INC                         COM              12673P10         2      121 SH       SHARED      21                           121
D CA INC                         COM              12673P10      1198    59280 SH       SHARED      29       59280
D CABELAS INC                    COM              12680430       582    22900 SH       SHARED               22900
D CABELAS INC                    COM              12680430      2100    82627 SH       SHARED      02       82627
D CABELAS INC                    COM              12680430       188     7400 SH       SHARED      10        7400
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10      4167   293038 SH       SHARED              293038
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       637    44850 SH       SHARED      01       44850
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        24     1721 SH       SHARED      02        1721
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       162    11400 SH       SHARED      04       11400
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10         2      200 SH       SHARED      05         200
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       122     8620 SH       SHARED      06        2920              5700
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10      1196    84167 SH       SHARED      10       84167
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        71     5000 SH       SHARED      23                          5000
D CABOT CORP                     COM              12705510      2319    72155 SH       SHARED               72155
D CABOT CORP                     COM              12705510       636    19800 SH       SHARED      01                         19800
D CABOT CORP                     COM              12705510      2201    68506 SH       SHARED      02       68506
D CABOT CORP                     COM              12705510     15476   481549 SH       SHARED      10      481549
D CABOT MICROELECTRONICS CORP    COM              12709P10       977    20696 SH       SHARED               20696
D CABOT MICROELECTRONICS CORP    COM              12709P10        16      347 SH       SHARED      02         122               225
D CABOT MICROELECTRONICS CORP    COM              12709P10         4       89 SH       SHARED      21                            89
D CABOT OIL & GAS CORP           COM              12709710     14702   193715 SH       SHARED              193715
D CABOT OIL & GAS CORP           COM              12709710      1870    24650 SH       SHARED      01       24650
D CABOT OIL & GAS CORP           COM              12709710       520     6855 SH       SHARED      02        6800                55
D CABOT OIL & GAS CORP           COM              12709710         3      505 SH PUT   SHARED      02         505
D CABOT OIL & GAS CORP           COM              12709710       352     4639 SH       SHARED      04        4639
D CABOT OIL & GAS CORP           COM              12709710         7      100 SH       SHARED      05         100
D CABOT OIL & GAS CORP           COM              12709710       500     6600 SH       SHARED      06        4000              2600
D CABOT OIL & GAS CORP           COM              12709710      2444    32201 SH       SHARED      10       32201
D CABOT OIL & GAS CORP           COM              12709710       195     2572 SH       SHARED      27        2572
D CABOT OIL & GAS CORP           COM              12709710      1722    22700 SH       SHARED      30       22700
D CACI INTL INC                  NOTE  2.125% 5/0 127190AD      1173  1000000 PRN      SHARED      02     1000000
D CACI INTL INC                  CL A             12719030       908    16250 SH       SHARED               16250
D CACI INTL INC                  CL A             12719030        39      700 SH       SHARED      01                           700
D CACI INTL INC                  CL A             12719030        26      469 SH       SHARED      02         469
D CACI INTL INC                  CL A             12719030     21764   389200 SH       SHARED      10      389200
D CADENCE PHARMACEUTICALS INC    COM              12738T10       364    92240 SH       SHARED               92240
D CADENCE PHARMACEUTICALS INC    COM              12738T10        28     7133 SH       SHARED      02         133              7000
D CADENCE PHARMACEUTICALS INC    COM              12738T10       347    87862 SH       SHARED      04       87862
D CADENCE PHARMACEUTICALS INC    COM              12738T10        90    23000 SH       SHARED      32       23000
D CADENCE DESIGN SYSTEM INC      NOTE  1.500%12/1 127387AF        48    49000 PRN      SHARED      02       49000
D CADENCE DESIGN SYSTEM INC      COM              12738710     25419  2444207 SH       SHARED             2444207
D CADENCE DESIGN SYSTEM INC      COM              12738710       879    84575 SH       SHARED      01         275             84300
D CADENCE DESIGN SYSTEM INC      COM              12738710      2634   253300 SH       SHARED      02      253300
D CADENCE DESIGN SYSTEM INC      COM              12738710       140    13500 SH       SHARED      10       13500
D CADENCE DESIGN SYSTEM INC      COM              12738710        18     1826 SH       SHARED      21        1826
D CADIZ INC                      COM NEW          12753720        22     2327 SH       SHARED                2327
D CADIZ INC                      COM NEW          12753720         0        5 SH       SHARED      02           5
D CADIZ INC                      COM NEW          12753720       118    12264 SH       SHARED      10       12264
D CAL DIVE INTL INC              NOTE  3.250%12/1 127914AB      6976  6963000 PRN      SHARED             6963000
D CAL DIVE INTL INC DEL          COM              12802T10       765   340060 SH       SHARED              340060
D CAL DIVE INTL INC DEL          COM              12802T10         2      985 SH       SHARED      02         985
D CAL MAINE FOODS INC            COM NEW          12803020       322     8832 SH       SHARED                4532              4300
D CAL MAINE FOODS INC            COM NEW          12803020         2       82 SH       SHARED      02          82
D CALAMOS GBL DYN INCOME FUND    COM              12811L10         0        1 SH       SHARED      02           1
D CALAMOS CONV & HIGH INCOME F   COM SHS          12811P10       194    16822 SH       SHARED      02           2             16820
D CALAMOS ASSET MGMT INC         CL A             12811R10        80     6395 SH       SHARED                6395
D CALAMOS ASSET MGMT INC         CL A             12811R10       402    32152 SH       SHARED      01       27202              4950
D CALAMOS ASSET MGMT INC         CL A             12811R10       689    55100 SH       SHR/OTHR    01                         55100
D CALAMOS ASSET MGMT INC         CL A             12811R10         1      109 SH       SHARED      02         109
D CALAMOS ASSET MGMT INC         CL A             12811R10       126    10100 SH       SHARED      10       10100
D CALAMOS CONV OPP AND INC FD    SH BEN INT       12811710       184    16395 SH       SHARED      02                         16395
D CALAMOS STRATEGIC TOTL RETN    COM SH BEN INT   12812510        47     5655 SH       SHARED      02           5              5650
D CALAMP CORP                    COM              12812610        11     2758 SH       SHARED                2758
D CALAMP CORP                    COM              12812610         0       63 SH       SHARED      02          63
D CALAVO GROWERS INC             COM              12824610        91     3569 SH       SHARED                3569
D CALAVO GROWERS INC             COM              12824610         1       72 SH       SHARED      02          72
D CALGON CARBON CORP             COM              12960310       313    19969 SH       SHARED               19969
D CALGON CARBON CORP             COM              12960310         5      350 SH       SHARED      01         350
D CALGON CARBON CORP             COM              12960310         5      320 SH       SHARED      02         320
D CALGON CARBON CORP             COM              12960310      1063    67726 SH       SHARED      04       67726
D CALGON CARBON CORP             COM              12960310      2261   143962 SH       SHARED      05      143962
D CALIFORNIA FIRST NTNL BANCOR   COM              13022210         5      341 SH       SHARED                 341
D CALIFORNIA FIRST NTNL BANCOR   COM              13022210       215    13400 SH       SHARED      10       13400
D CALIFORNIA WTR SVC GROUP       COM              13078810       299    16393 SH       SHARED               16393
D CALIFORNIA WTR SVC GROUP       COM              13078810         7      413 SH       SHARED      02         413
D CALIX INC                      COM              13100M50        62     9722 SH       SHARED                9722
D CALIX INC                      COM              13100M50         0       42 SH       SHARED      02          42
D CALLAWAY GOLF CO               COM              13119310      2058   372174 SH       SHARED              372174
D CALLAWAY GOLF CO               COM              13119310        42     7744 SH       SHARED      02        7744
D CALLAWAY GOLF CO               COM              13119310        82    14900 SH       SHARED      10       14900
D CALLIDUS SOFTWARE INC          COM              13123E50        32     5005 SH       SHARED                5005
D CALLIDUS SOFTWARE INC          COM              13123E50         0       99 SH       SHARED      02          99
D CALLON PETE CO DEL             COM              13123X10       313    63089 SH       SHARED               63089
D CALLON PETE CO DEL             COM              13123X10         0       43 SH       SHARED      02          43
D CALLON PETE CO DEL             COM              13123X10       173    35000 SH       SHARED      26       35000
D CALPINE CORP                   COM NEW          13134730     27256  1669100 SH       SHARED             1669100
D CALPINE CORP                   COM NEW          13134730      1417    86825 SH       SHARED      01       86825
D CALPINE CORP                   COM NEW          13134730      1171    71761 SH       SHARED      02       71571               190
D CALPINE CORP                   COM NEW          13134730         4     2839 SH CALL  SHARED      02        2839
D CALPINE CORP                   COM NEW          13134730      2889   176921 SH       SHARED      04      176921
D CALPINE CORP                   COM NEW          13134730      1415    86700 SH       SHARED      05       86700
D CALPINE CORP                   COM NEW          13134730        57     3500 SH       SHARED      06        3500
D CALPINE CORP                   COM NEW          13134730       120     7400 SH       SHARED      10        7400
D CALPINE CORP                   COM NEW          13134730       563    34514 SH       SHARED      26       34514
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610        73     3627 SH       SHARED                3627
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610      1372    68074 SH       SHARED      02           4             68070
D CAMAC ENERGY INC               COM              13174510        11    11272 SH       SHARED               11272
D CAMAC ENERGY INC               COM              13174510         0      472 SH       SHARED      02         472
D CAMBIUM LEARNING GRP INC       COM              13201A10        43    14534 SH       SHARED               14534
D CAMBIUM LEARNING GRP INC       COM              13201A10         0        4 SH       SHARED      02           4
D CAMBREX CORP                   COM              13201110      1506   209779 SH       SHARED              209779
D CAMBREX CORP                   COM              13201110         1      174 SH       SHARED      02         174
D CAMBREX CORP                   COM              13201110        74    10400 SH       SHARED      10       10400
D CAMDEN NATL CORP               COM              13303410        83     2558 SH       SHARED                2558
D CAMDEN NATL CORP               COM              13303410        12      375 SH       SHARED      01         375
D CAMDEN NATL CORP               COM              13303410         6      203 SH       SHARED      02         203
D CAMDEN NATL CORP               COM              13303410       133     4100 SH       SHARED      10        4100
D CAMDEN PPTY TR                 SH BEN INT       13313110      8256   132651 SH       SHARED              132651
D CAMDEN PPTY TR                 SH BEN INT       13313110      1363    21900 SH       SHARED      01                         21900
D CAMDEN PPTY TR                 SH BEN INT       13313110        25      406 SH       SHARED      02         106               300
D CAMDEN PPTY TR                 SH BEN INT       13313110     11305   181650 SH       SHARED      10      181650
D CAMDEN PPTY TR                 SH BEN INT       13313110    291518  4683782 SH       SHARED      11     2955340           1728442
D CAMDEN PPTY TR                 SH BEN INT       13313110       738    11864 SH       SHARED      26       11864
D CAMECO CORP                    COM              13321L10      1875   103912 SH       SHARED              103912
D CAMECO CORP                    COM              13321L10        72     4000 SH       SHARED      01                          4000
D CAMECO CORP                    COM              13321L10      2425   134402 SH       SHARED      02      133702               700
D CAMECO CORP                    COM              13321L10         0     6108 SH CALL  SHARED      02        6108
D CAMECO CORP                    COM              13321L10      1549    85833 SH       SHARED      04       85833
D CAMECO CORP                    COM              13321L10        52     2900 SH       SHARED      05        2900
D CAMECO CORP                    COM              13321L10       120     6700 SH       SHARED      06        3400              3300
D CAMECO CORP                    COM              13321L10        45     2500 SH       SHARED      23        2500
D CAMECO CORP                    COM              13321L10       871    48310 SH       SHARED      29       48310
D CAMELOT INFORMATION SYS INC    ADS RP ORD SHS   13322V10       916   321553 SH       SHARED              321553
D CAMELOT INFORMATION SYS INC    ADS RP ORD SHS   13322V10         0       27 SH       SHARED      02          27
D CAMERON INTERNATIONAL CORP     COM              13342B10     20394   414606 SH       SHARED              414606
D CAMERON INTERNATIONAL CORP     COM              13342B10      3058    62178 SH       SHARED      01       58053              4125
D CAMERON INTERNATIONAL CORP     COM              13342B10        73     1500 SH       SHR/OTHR    01                          1500
D CAMERON INTERNATIONAL CORP     COM              13342B10      2476    50338 SH       SHARED      02       49520               818
D CAMERON INTERNATIONAL CORP     COM              13342B10         1     1440 SH CALL  SHARED      02        1440
D CAMERON INTERNATIONAL CORP     COM              13342B10       796    16200 SH       SHARED      04       16200
D CAMERON INTERNATIONAL CORP     COM              13342B10      1287    26172 SH       SHARED      04       26172
D CAMERON INTERNATIONAL CORP     COM              13342B10        48      980 SH       SHARED      05         980
D CAMERON INTERNATIONAL CORP     COM              13342B10      2658    54054 SH       SHARED      06       37204             16850
D CAMERON INTERNATIONAL CORP     COM              13342B10      3974    80796 SH       SHARED      10       80796
D CAMERON INTERNATIONAL CORP     COM              13342B10        10      210 SH       SHARED      20                           210
D CAMERON INTERNATIONAL CORP     COM              13342B10        41      850 SH       SHARED      23         850
D CAMERON INTERNATIONAL CORP     COM              13342B10       129     2635 SH       SHR/OTHR    23                          2635
D CAMERON INTERNATIONAL CORP     COM              13342B10       791    16090 SH       SHARED      26       16090
D CAMERON INTERNATIONAL CORP     COM              13342B10       872    17745 SH       SHARED      29       17745
D CAMPBELL SOUP CO               COM              13442910         7      220 SH       SHARED                 220
D CAMPBELL SOUP CO               COM              13442910      5569   167546 SH       SHARED              167546
D CAMPBELL SOUP CO               COM              13442910      2874    86487 SH       SHARED      01       83962              2525
D CAMPBELL SOUP CO               COM              13442910        67     2037 SH       SHARED      02        1402               635
D CAMPBELL SOUP CO               COM              13442910        33     1000 SH       SHARED      04        1000
D CAMPBELL SOUP CO               COM              13442910         3      120 SH       SHARED      05         120
D CAMPBELL SOUP CO               COM              13442910       426    12830 SH       SHARED      06        8030              4800
D CAMPBELL SOUP CO               COM              13442910      3130    94184 SH       SHARED      10       94184
D CAMPBELL SOUP CO               COM              13442910      3869   116400 SH       SHARED      30      116400
D CAMPBELL SOUP CO               COM              13442910      4991   150157 SH       SHARED      31      150157
D CAMPUS CREST CMNTYS INC        COM              13466Y10       391    38887 SH       SHARED               38887
D CAMPUS CREST CMNTYS INC        COM              13466Y10         3      308 SH       SHARED      02         308
D CAMPUS CREST CMNTYS INC        COM              13466Y10        38     3800 SH       SHARED      10        3800
D CDN IMPERIAL BK OF COMMERCE    COM              13606910        74     1024 SH       SHARED                1024
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     17499   241807 SH       SHARED              136612            105195
D CDN IMPERIAL BK OF COMMERCE    COM              13606910        94     1300 SH       SHARED      02        1300
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     77073  1064989 SH       SHARED      04     1064989
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       101     1403 SH       SHARED      05        1403
D CDN IMPERIAL BK OF COMMERCE    COM              13606910      1238    17120 SH       SHARED      06       14400              2720
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       132     1830 SH       SHARED      23        1830
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       311     4300 SH       SHARED      26        4300
D CANADIAN NATL RY CO            COM              13637510       157     2000 SH       SHARED                2000
D CANADIAN NATL RY CO            COM              13637510     10960   139522 SH       SHARED              139522
D CANADIAN NATL RY CO            COM              13637510       219     2800 SH       SHARED      01                          2800
D CANADIAN NATL RY CO            COM              13637510      1779    22650 SH       SHARED      02        8800             13850
D CANADIAN NATL RY CO            COM              13637510      3998    50900 SH       SHARED      04       50900
D CANADIAN NATL RY CO            COM              13637510       687     8753 SH       SHARED      05        8753
D CANADIAN NATL RY CO            COM              13637510      1520    19350 SH       SHARED      06       16450              2900
D CANADIAN NATL RY CO            COM              13637510        86     1100 SH       SHARED      21        1100
D CANADIAN NATL RY CO            COM              13637510       526     6698 SH       SHR/OTHR    23                          6698
D CANADIAN NAT RES LTD           COM              13638510      2034    54433 SH       SHARED               54433
D CANADIAN NAT RES LTD           COM              13638510     30913   827234 SH       SHARED      02      826434               800
D CANADIAN NAT RES LTD           COM              13638510       613    16404 SH       SHARED      04       16404
D CANADIAN NAT RES LTD           COM              13638510     80879  2164298 SH       SHARED      04     2164298
D CANADIAN NAT RES LTD           COM              13638510       241     6450 SH       SHARED      05        6450
D CANADIAN NAT RES LTD           COM              13638510      5134   137400 SH       SHARED      06       52100             85300
D CANADIAN NAT RES LTD           COM              13638510      5211   139450 SH       SHARED      10      139450
D CANADIAN NAT RES LTD           COM              13638510        71     1908 SH       SHARED      21        1908
D CANADIAN NAT RES LTD           COM              13638510        22      600 SH       SHR/OTHR    23                           600
D CANADIAN NAT RES LTD           COM              13638510       560    15000 SH       SHARED      30       15000
D CANADIAN PAC RY LTD            COM              13645T10       508     7510 SH       SHARED                7510
D CANADIAN PAC RY LTD            COM              13645T10        76     1125 SH       SHARED      01                          1125
D CANADIAN PAC RY LTD            COM              13645T10        30      450 SH       SHARED      02         200               250
D CANADIAN PAC RY LTD            COM              13645T10       865    12785 SH       SHARED      05       12785
D CANADIAN PAC RY LTD            COM              13645T10       720    10650 SH       SHARED      06        9750               900
D CANADIAN PAC RY LTD            COM              13645T10        35      525 SH       SHARED      21         430                95
D CANADIAN PAC RY LTD            COM              13645T10       507     7500 SH       SHARED      30        7500
D CANADIAN SOLAR INC             COM              13663510       894   336405 SH       SHARED              336405
D CANADIAN SOLAR INC             COM              13663510         7     2867 SH       SHARED      02                          2867
D CANON INC                      ADR              13800630      6583   149485 SH       SHARED              149485
D CANON INC                      ADR              13800630        22      500 SH       SHARED      01                           500
D CANON INC                      ADR              13800630         0        4 SH       SHARED      02           4
D CANON INC                      ADR              13800630        55     1269 SH       SHARED      21        1269
D CANON INC                      ADR              13800630         4      100 SH       SHR/OTHR    23                           100
D CANTEL MEDICAL CORP            COM              13809810       116     4179 SH       SHARED                4179
D CANTEL MEDICAL CORP            COM              13809810         1       70 SH       SHARED      02          70
D CANTEL MEDICAL CORP            COM              13809810        53     1900 SH       SHARED      10        1900
D CAPE BANCORP INC               COM              13920910        17     2232 SH       SHARED                2232
D CAPE BANCORP INC               COM              13920910         1      169 SH       SHARED      02         169
D CAPELLA EDUCATION COMPANY      COM              13959410      5050   140098 SH       SHARED              140098
D CAPELLA EDUCATION COMPANY      COM              13959410         3       86 SH       SHARED      02          86
D CAPITAL CITY BK GROUP INC      COM              13967410       195    20435 SH       SHARED               20435
D CAPITAL CITY BK GROUP INC      COM              13967410         0        3 SH       SHARED      02           3
D CAPITAL CITY BK GROUP INC      COM              13967410        87     9200 SH       SHARED      10        9200
D CAPITAL BK CORP                COM              13979310         5     2653 SH       SHARED                2653
D CAPITAL BK CORP                COM              13979310         0        5 SH       SHARED      02           5
D CAPLEASE INC                   COM              14028810       302    74900 SH       SHARED               74900
D CAPLEASE INC                   COM              14028810         6     1500 SH       SHARED      01        1500
D CAPLEASE INC                   COM              14028810         0      133 SH       SHARED      02         133
D CAPLEASE INC                   COM              14028810        86    21300 SH       SHARED      10       21300
D CAPITAL ONE FINL CORP          COM              14040H10     56841  1344079 SH       SHARED             1344079
D CAPITAL ONE FINL CORP          COM              14040H10      5731   135520 SH       SHARED      01      134120              1400
D CAPITAL ONE FINL CORP          COM              14040H10      1689    39955 SH       SHARED      02       39839               116
D CAPITAL ONE FINL CORP          COM              14040H10         3      800 SH PUT   SHARED      02         800
D CAPITAL ONE FINL CORP          COM              14040H10       489    11581 SH       SHARED      04       11581
D CAPITAL ONE FINL CORP          COM              14040H10       883    20900 SH       SHARED      04       20900
D CAPITAL ONE FINL CORP          COM              14040H10        35      830 SH       SHARED      05         830
D CAPITAL ONE FINL CORP          COM              14040H10      2611    61750 SH       SHARED      06       47700             14050
D CAPITAL ONE FINL CORP          COM              14040H10     12740   301273 SH       SHARED      10      301273
D CAPITAL ONE FINL CORP          COM              14040H10       296     7000 SH       SHARED      15        7000
D CAPITAL ONE FINL CORP          COM              14040H10       109     2600 SH       SHARED      30        2600
D CAPITAL ONE FINL CORP          COM              14040H10      4290   101444 SH       SHARED      31      101444
D CAPITAL ONE FINL CORP          *W EXP 11/14/201 14040H13      5201   352856 SH       SHARED      02      352856
D CAPITAL SR LIVING CORP         COM              14047510        49     6295 SH       SHARED                6295
D CAPITAL SR LIVING CORP         COM              14047510         1      162 SH       SHARED      02         162
D CAPITAL SR LIVING CORP         COM              14047510        27     3500 SH       SHARED      10        3500
D CAPITAL SOUTHWEST CORP         COM              14050110       361     4432 SH       SHARED                4432
D CAPITAL SOUTHWEST CORP         COM              14050110         0        1 SH       SHARED      02           1
D CAPITALSOURCE INC              COM              14055X10      1162   173469 SH       SHARED              173469
D CAPITALSOURCE INC              COM              14055X10       202    30200 SH       SHARED      01       30200
D CAPITALSOURCE INC              COM              14055X10        29     4454 SH       SHARED      02        4454
D CAPITALSOURCE INC              COM              14055X10         3    20000 SH CALL  SHARED      02       20000
D CAPITALSOURCE INC              COM              14055X10       126    18900 SH       SHARED      10       18900
D CAPITOL FED FINL INC           COM              14057J10      2312   200431 SH       SHARED              200431
D CAPITOL FED FINL INC           COM              14057J10         2      226 SH       SHARED      01         226
D CAPITOL FED FINL INC           COM              14057J10         0       27 SH       SHARED      02          27
D CAPITOL FED FINL INC           COM              14057J10      1557   134935 SH       SHARED      10      134935
D CAPSTONE TURBINE CORP          COM              14067D10        85    73303 SH       SHARED               73303
D CAPSTONE TURBINE CORP          COM              14067D10         0      178 SH       SHARED      02         178
D CAPSTEAD MTG CORP              PFD B CV $1.26   14067E30        73     5050 SH       SHARED      23                          5050
D CAPSTEAD MTG CORP              COM NO PAR       14067E50      1725   138676 SH       SHARED              138676
D CAPSTEAD MTG CORP              COM NO PAR       14067E50         7      624 SH       SHARED      02          24               600
D CAPSTEAD MTG CORP              COM NO PAR       14067E50      2608   209700 SH       SHARED      10      209700
D CARBO CERAMICS INC             COM              14078110      5825    47232 SH       SHARED               47232
D CARBO CERAMICS INC             COM              14078110       665     5400 SH       SHARED      01                          5400
D CARBO CERAMICS INC             COM              14078110         5       44 SH       SHARED      02          44
D CARBO CERAMICS INC             COM              14078110       123     1000 SH       SHARED      10        1000
D CARBO CERAMICS INC             COM              14078110         4       34 SH       SHARED      21                            34
D CARBONITE INC                  COM              14133710        70     6386 SH       SHARED                6386
D CARBONITE INC                  COM              14133710        16     1500 SH       SHARED      02        1500
D CARDERO RES CORP               COM              14140U10       353   346720 SH       SHARED              346720
D CARDERO RES CORP               COM              14140U10         0      258 SH       SHARED      02         258
D CARDICA INC                    COM              14141R10        25    12083 SH       SHARED               12083
D CARDICA INC                    COM              14141R10         0      174 SH       SHARED      02         174
D CARDINAL FINL CORP             COM              14149F10       102     9590 SH       SHARED                9590
D CARDINAL FINL CORP             COM              14149F10         3      312 SH       SHARED      02         312
D CARDINAL HEALTH INC            COM              14149Y10     11884   292645 SH       SHARED              292645
D CARDINAL HEALTH INC            COM              14149Y10      6596   162434 SH       SHARED      01      156450              5984
D CARDINAL HEALTH INC            COM              14149Y10       345     8513 SH       SHR/OTHR    01                          8513
D CARDINAL HEALTH INC            COM              14149Y10       284     7004 SH       SHARED      02        5460              1544
D CARDINAL HEALTH INC            COM              14149Y10      4487   110500 SH       SHARED      04      110500
D CARDINAL HEALTH INC            COM              14149Y10      3467    85390 SH       SHARED      05       85390
D CARDINAL HEALTH INC            COM              14149Y10      1857    45750 SH       SHARED      06       34550             11200
D CARDINAL HEALTH INC            COM              14149Y10      4177   102866 SH       SHARED      10      102866
D CARDINAL HEALTH INC            COM              14149Y10       513    12655 SH       SHARED      20       12090               565
D CARDINAL HEALTH INC            COM              14149Y10       176     4335 SH       SHARED      23        4255                80
D CARDINAL HEALTH INC            COM              14149Y10       107     2648 SH       SHR/OTHR    23                          2648
D CARDINAL HEALTH INC            COM              14149Y10       255     6300 SH       SHARED      26        6300
D CARDINAL HEALTH INC            COM              14149Y10      1716    42280 SH       SHARED      27       42280
D CARDINAL HEALTH INC            COM              14149Y10       971    23925 SH       SHARED      29       23925
D CARDINAL HEALTH INC            COM              14149Y10       345     8500 SH       SHARED      30        8500
D CARDINAL HEALTH INC            COM              14149Y10      3507    86372 SH       SHARED      31       86372
D CARDINAL HEALTH INC            COM              14149Y10       434    10700 SH       SHARED      32       10700
D CARDIONET INC                  COM              14159L10       170    71863 SH       SHARED               71863
D CARDIONET INC                  COM              14159L10         1      564 SH       SHARED      02          64               500
D CARDIONET INC                  COM              14159L10        45    19400 SH       SHARED      10       19400
D CARDIOME PHARMA CORP           COM NEW          14159U20        11     4257 SH       SHARED                4257
D CARDIOME PHARMA CORP           COM NEW          14159U20         5     2042 SH       SHARED      02          42              2000
D CARDIOME PHARMA CORP           COM NEW          14159U20       256    97625 SH       SHARED      04       97625
D CARDTRONICS INC                COM              14161H10      1804    66670 SH       SHARED               66670
D CARDTRONICS INC                COM              14161H10        41     1525 SH       SHARED      01        1525
D CARDTRONICS INC                COM              14161H10        72     2692 SH       SHARED      02        2692
D CARDTRONICS INC                COM              14161H10        59     2200 SH       SHARED      10        2200
D CARDIOVASCULAR SYS INC DEL     COM              14161910        20     2126 SH       SHARED                2126
D CARDIOVASCULAR SYS INC DEL     COM              14161910         0       15 SH       SHARED      02          15
D CAREER EDUCATION CORP          COM              14166510      1419   178080 SH       SHARED              178080
D CAREER EDUCATION CORP          COM              14166510        36     4575 SH       SHARED      01        4575
D CAREER EDUCATION CORP          COM              14166510      1561   195976 SH       SHARED      02      195976
D CAREER EDUCATION CORP          COM              14166510       105    13200 SH       SHARED      10       13200
D CAREER EDUCATION CORP          COM              14166510        59     7500 SH       SHARED      26        7500
D CAREFUSION CORP                COM              14170T10        48     1902 SH       SHARED                 852              1050
D CAREFUSION CORP                COM              14170T10      4477   176220 SH       SHARED              172761              3459
D CAREFUSION CORP                COM              14170T10      7408   291568 SH       SHARED      01      224513             67055
D CAREFUSION CORP                COM              14170T10      1185    46660 SH       SHR/OTHR    01                         46660
D CAREFUSION CORP                COM              14170T10       335    13209 SH       SHARED      02        2005             11204
D CAREFUSION CORP                COM              14170T10       434    17117 SH       SHARED      04       17117
D CAREFUSION CORP                COM              14170T10     33895  1333950 SH       SHARED      04     1333950
D CAREFUSION CORP                COM              14170T10        98     3895 SH       SHARED      05        3895
D CAREFUSION CORP                COM              14170T10      3941   155110 SH       SHARED      06       35960            119150
D CAREFUSION CORP                COM              14170T10      1666    65574 SH       SHARED      10       62191              3383
D CAREFUSION CORP                COM              14170T10      2071    81515 SH       SHARED      20       68395      265    12855
D CAREFUSION CORP                COM              14170T10       166     6560 SH       SHR/OTHR    20                          6560
D CAREFUSION CORP                COM              14170T10       149     5865 SH       SHARED      21        5865
D CAREFUSION CORP                COM              14170T10        59     2330 SH       SHR/OTHR    21                          2330
D CAREFUSION CORP                COM              14170T10      2116    83280 SH       SHARED      23       76000              7280
D CAREFUSION CORP                COM              14170T10       886    34896 SH       SHR/OTHR    23                         34896
D CAREFUSION CORP                COM              14170T10      1161    45700 SH       SHARED      26       45700
D CAREFUSION CORP                COM              14170T10       323    12750 SH       SHARED      32       12750
D CARIBOU COFFEE INC             COM              14204220      1195    85693 SH       SHARED               85693
D CARIBOU COFFEE INC             COM              14204220         0       34 SH       SHARED      02          34
D CARLISLE COS INC               COM              14233910       290     6568 SH       SHARED                6568
D CARLISLE COS INC               COM              14233910       837    18900 SH       SHARED      01                         18900
D CARLISLE COS INC               COM              14233910         0        4 SH       SHARED      02           4
D CARLISLE COS INC               COM              14233910     24638   556178 SH       SHARED      10      556178
D CARMAX INC                     COM              14313010       139     4570 SH       SHARED                4570
D CARMAX INC                     COM              14313010      1648    54092 SH       SHARED      01       54092
D CARMAX INC                     COM              14313010       456    14970 SH       SHARED      02       14970
D CARMAX INC                     COM              14313010         1     1391 SH PUT   SHARED      02        1391
D CARMAX INC                     COM              14313010         4      150 SH       SHARED      05         150
D CARMAX INC                     COM              14313010       274     9000 SH       SHARED      06        3700              5300
D CARMAX INC                     COM              14313010      2015    66117 SH       SHARED      10       66117
D CARMAX INC                     COM              14313010        16      530 SH       SHARED      27         530
D CARMIKE CINEMAS INC            COM              14343640       237    34511 SH       SHARED               34511
D CARNIVAL PLC                   ADR              14365C10       989    30063 SH       SHARED               30063
D CARNIVAL PLC                   ADR              14365C10        19      581 SH       SHARED      02                           581
D CARNIVAL CORP                  PAIRED CTF       14365830         7      244 SH       SHARED                 244
D CARNIVAL CORP                  PAIRED CTF       14365830      3953   121137 SH       SHARED              121137
D CARNIVAL CORP                  PAIRED CTF       14365830         0      500 SH PUT   SHARED                 500
D CARNIVAL CORP                  PAIRED CTF       14365830      3213    98450 SH       SHARED      01       98450
D CARNIVAL CORP                  PAIRED CTF       14365830       317     9717 SH       SHARED      02        6067              3650
D CARNIVAL CORP                  PAIRED CTF       14365830         2     4850 SH CALL  SHARED      02        4850
D CARNIVAL CORP                  PAIRED CTF       14365830         0      200 SH PUT   SHARED      02         200
D CARNIVAL CORP                  PAIRED CTF       14365830      1010    30951 SH       SHARED      04       30951
D CARNIVAL CORP                  PAIRED CTF       14365830        27      840 SH       SHARED      05         840
D CARNIVAL CORP                  PAIRED CTF       14365830      1402    42956 SH       SHARED      06       29306             13650
D CARNIVAL CORP                  PAIRED CTF       14365830      3999   122546 SH       SHARED      10      122546
D CARNIVAL CORP                  PAIRED CTF       14365830       103     3175 SH       SHR/OTHR    23                          3175
D CARNIVAL CORP                  PAIRED CTF       14365830      1468    45000 SH       SHARED      30       45000
D CARNIVAL CORP                  PAIRED CTF       14365830      4479   137241 SH       SHARED      31      137241
D CARRIAGE SVCS INC              COM              14390510         0        1 SH       SHARED      02           1
D CARPENTER TECHNOLOGY CORP      COM              14428510      6580   127818 SH       SHARED              127818
D CARPENTER TECHNOLOGY CORP      COM              14428510       710    13800 SH       SHARED      01                         13800
D CARPENTER TECHNOLOGY CORP      COM              14428510        84     1646 SH       SHARED      02         146              1500
D CARPENTER TECHNOLOGY CORP      COM              14428510       334     6500 SH       SHARED      10        6500
D CARRIZO OIL & CO INC           NOTE  4.375% 6/0 144577AA      1062  1070000 PRN      SHARED             1070000
D CARRIZO OIL & CO INC           COM              14457710        50     1930 SH       SHARED                1930
D CARRIZO OIL & CO INC           COM              14457710        81     3100 SH       SHARED      01        3100
D CARRIZO OIL & CO INC           COM              14457710     26168   993114 SH       SHARED      02      993114
D CARROLS RESTAURANT GROUP INC   COM              14574X10        24     2109 SH       SHARED                2109
D CARROLS RESTAURANT GROUP INC   COM              14574X10         0       53 SH       SHARED      02          53
D CARTER INC                     COM              14622910      1023    25704 SH       SHARED               25704
D CARTER INC                     COM              14622910        37      930 SH       SHARED      02         930
D CARTER INC                     COM              14622910       155     3900 SH       SHARED      10        3900
D CASCADE BANCORP                COM NEW          14715420         4     1108 SH       SHARED                1108
D CASCADE BANCORP                COM NEW          14715420         0        3 SH       SHARED      02           3
D CASCADE BANCORP                COM NEW          14715420         1      400 SH       SHARED      10         400
D CASCADE CORP                   COM              14719510       156     3309 SH       SHARED                3309
D CASCADE CORP                   COM              14719510       413     8757 SH       SHARED      01        7307              1450
D CASCADE CORP                   COM              14719510       764    16200 SH       SHR/OTHR    01                         16200
D CASCADE CORP                   COM              14719510       163     3472 SH       SHARED      02        3472
D CASELLA WASTE SYS INC          CL A             14744810        27     4321 SH       SHARED                4321
D CASELLA WASTE SYS INC          CL A             14744810        18     2925 SH       SHARED      01        2925
D CASELLA WASTE SYS INC          CL A             14744810         6     1028 SH       SHARED      02        1028
D CASEYS GEN STORES INC          COM              14752810        46      900 SH       SHARED                 900
D CASEYS GEN STORES INC          COM              14752810       333     6476 SH       SHARED      02        6476
D CASEYS GEN STORES INC          COM              14752810       582    11300 SH       SHARED      10       11300
D CASH AMER INTL INC             COM              14754D10      1600    34320 SH       SHARED               34320
D CASH AMER INTL INC             COM              14754D10       672    14431 SH       SHARED      01       12031              2400
D CASH AMER INTL INC             COM              14754D10      1226    26300 SH       SHR/OTHR    01                         26300
D CASH AMER INTL INC             COM              14754D10        22      485 SH       SHARED      02         485
D CASH AMER INTL INC             COM              14754D10       256     5500 SH       SHARED      10        5500
D CASH AMER INTL INC             COM              14754D10         2       54 SH       SHARED      21                            54
D CASH STORE FINL SVCS INC       COM              14756F10         5     1000 SH       SHARED      02                          1000
D CASS INFORMATION SYS INC       COM              14808P10       102     2819 SH       SHARED                2819
D CASS INFORMATION SYS INC       COM              14808P10        14      386 SH       SHARED      02         117               269
D CASTLE A M & CO                COM              14841110       117    12437 SH       SHARED               12437
D CASTLE A M & CO                COM              14841110       141    15006 SH       SHARED      01       12506              2500
D CASTLE A M & CO                COM              14841110       262    27700 SH       SHR/OTHR    01                         27700
D CASTLE A M & CO                COM              14841110         0       88 SH       SHARED      02          88
D CASTLE A M & CO                COM              14841110        76     8100 SH       SHARED      10        8100
D CASUAL MALE RETAIL GRP INC     COM NEW          14871130       203    59520 SH       SHARED               59520
D CASUAL MALE RETAIL GRP INC     COM NEW          14871130         0       16 SH       SHARED      02          16
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10       346     6654 SH       SHARED                6654
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10       824    15850 SH       SHARED      01         550             15300
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10         0        2 SH       SHARED      02           2
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10        93     1800 SH       SHARED      10        1800
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10        13      258 SH       SHARED      21         258
D CATERPILLAR INC DEL            COM              14912310      1105    12200 SH       SHARED               10200              2000
D CATERPILLAR INC DEL            COM              14912310    120207  1326794 SH       SHARED             1314994             11800
D CATERPILLAR INC DEL            COM              14912310     15843   174873 SH       SHARED      01      168933              5940
D CATERPILLAR INC DEL            COM              14912310       265     2933 SH       SHR/OTHR    01                          2933
D CATERPILLAR INC DEL            COM              14912310      1982    21882 SH       SHARED      02        8594             13288
D CATERPILLAR INC DEL            COM              14912310        10     3119 SH CALL  SHARED      02        3119
D CATERPILLAR INC DEL            COM              14912310        23     5650 SH PUT   SHARED      02        5650
D CATERPILLAR INC DEL            COM              14912310       289     3200 SH       SHARED      04                          3200
D CATERPILLAR INC DEL            COM              14912310      9322   102902 SH       SHARED      04      102902
D CATERPILLAR INC DEL            COM              14912310       176     1950 SH       SHARED      05        1950
D CATERPILLAR INC DEL            COM              14912310      4910    54200 SH       SHARED      06       35300             18900
D CATERPILLAR INC DEL            COM              14912310     26074   287798 SH       SHARED      10      287798
D CATERPILLAR INC DEL            COM              14912310       126     1400 SH       SHR/OTHR    20                          1400
D CATERPILLAR INC DEL            COM              14912310       453     5000 SH       SHARED      21        5000
D CATERPILLAR INC DEL            COM              14912310        11      132 SH       SHR/OTHR    21                           132
D CATERPILLAR INC DEL            COM              14912310       534     5900 SH       SHARED      23        4300              1600
D CATERPILLAR INC DEL            COM              14912310      1114    12300 SH       SHR/OTHR    23                         12300
D CATERPILLAR INC DEL            COM              14912310      1266    13982 SH       SHARED      27       13982
D CATERPILLAR INC DEL            COM              14912310      1594    17600 SH       SHARED      29       17600
D CATERPILLAR INC DEL            COM              14912310      8709    96131 SH       SHARED      31       96131
D CATHAY GENERAL BANCORP         COM              14915010       246    16500 SH       SHARED               16500
D CATHAY GENERAL BANCORP         COM              14915010      1081    72424 SH       SHARED      01       41949             30475
D CATHAY GENERAL BANCORP         COM              14915010      1376    92200 SH       SHR/OTHR    01                         92200
D CATHAY GENERAL BANCORP         COM              14915010         1       87 SH       SHARED      02          87
D CATHAY GENERAL BANCORP         COM              14915010       108     7300 SH       SHARED      10        7300
D CATO CORP NEW                  CL A             14920510       338    14007 SH       SHARED               14007
D CATO CORP NEW                  CL A             14920510       133     5530 SH       SHARED      02        5530
D CATO CORP NEW                  CL A             14920510       222     9200 SH       SHARED      10        9200
D CAVCO INDS INC DEL             COM              14956810        94     2358 SH       SHARED                2358
D CAVCO INDS INC DEL             COM              14956810         9      238 SH       SHARED      01         238
D CAVCO INDS INC DEL             COM              14956810         0        2 SH       SHARED      02           2
D CAVCO INDS INC DEL             COM              14956810       172     4300 SH       SHARED      10        4300
D CAVIUM INC                     COM              14964U10        32     1139 SH       SHARED                1139
D CAVIUM INC                     COM              14964U10       427    15051 SH       SHARED               15051
D CAVIUM INC                     COM              14964U10        39     1400 SH       SHARED      01        1400
D CAVIUM INC                     COM              14964U10        77     2735 SH       SHARED      02          35              2700
D CAVIUM INC                     COM              14964U10      3980   140000 SH       SHARED      04      140000
D CAVIUM INC                     COM              14964U10        96     3400 SH       SHARED      10        3400
D CBEYOND INC                    COM              14984710       159    19913 SH       SHARED               19913
D CBEYOND INC                    COM              14984710        56     7077 SH       SHARED      02        7077
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510      8158   379457 SH       SHARED              379457
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510         0       13 SH       SHARED      02          13
D CEDAR REALTY TRUST INC         COM NEW          15060220       167    38791 SH       SHARED               38791
D CEDAR REALTY TRUST INC         COM NEW          15060220         1      300 SH       SHARED      02         300
D CEDAR REALTY TRUST INC         COM NEW          15060220        39     9200 SH       SHARED      10        9200
D CEL-SCI CORP                   COM NEW          15083740        38   131100 SH       SHARED              131100
D CELADON GROUP INC              COM              15083810      1052    89113 SH       SHARED               89113
D CELADON GROUP INC              COM              15083810         0       61 SH       SHARED      02          61
D CELANESE CORP DEL              COM SER A        15087010      7685   173599 SH       SHARED              173599
D CELANESE CORP DEL              COM SER A        15087010      2949    66625 SH       SHARED      01       33775             32850
D CELANESE CORP DEL              COM SER A        15087010        32      725 SH       SHR/OTHR    01                           725
D CELANESE CORP DEL              COM SER A        15087010       335     7572 SH       SHARED      02         248              7324
D CELANESE CORP DEL              COM SER A        15087010         4      100 SH       SHARED      05         100
D CELANESE CORP DEL              COM SER A        15087010       190     4300 SH       SHARED      06        3600               700
D CELANESE CORP DEL              COM SER A        15087010       429     9700 SH       SHARED      10        9700
D CELANESE CORP DEL              COM SER A        15087010        32      735 SH       SHARED      20         495               240
D CELANESE CORP DEL              COM SER A        15087010        11      260 SH       SHR/OTHR    20                           260
D CELANESE CORP DEL              COM SER A        15087010        49     1125 SH       SHARED      23        1125
D CELANESE CORP DEL              COM SER A        15087010        84     1915 SH       SHR/OTHR    23                          1915
D CELANESE CORP DEL              COM SER A        15087010        50     1138 SH       SHARED      27        1138
D CELANESE CORP DEL              COM SER A        15087010       166     3750 SH       SHARED      29        3750
D CELL THERAPEUTICS INC          COM NO PAR NEW   15093460        67    58245 SH       SHARED               58245
D CELL THERAPEUTICS INC          COM NO PAR NEW   15093460         0      130 SH       SHARED      02         130
D CELESTICA INC                  SUB VTG SHS      15101Q10       742   101230 SH       SHARED              101230
D CELESTICA INC                  SUB VTG SHS      15101Q10       357    48830 SH       SHARED      02       42830              6000
D CELESTICA INC                  SUB VTG SHS      15101Q10       602    82164 SH       SHARED      06       82164
D CELGENE CORP                   COM              15102010       132     1957 SH       SHARED                 827              1130
D CELGENE CORP                   COM              15102010     37653   557006 SH       SHARED              552225              4781
D CELGENE CORP                   COM              15102010     36783   544129 SH       SHARED      01      326306      500   217323
D CELGENE CORP                   COM              15102010     13402   198258 SH       SHR/OTHR    01                        198258
D CELGENE CORP                   COM              15102010     25501   377245 SH       SHARED      02      351810             25435
D CELGENE CORP                   COM              15102010         0      152 SH PUT   SHARED      02         152
D CELGENE CORP                   COM              15102010     26708   395101 SH       SHARED      04      395101
D CELGENE CORP                   COM              15102010       212     3140 SH       SHARED      05        3140
D CELGENE CORP                   COM              15102010      2943    43550 SH       SHARED      06       29450             14100
D CELGENE CORP                   COM              15102010      9284   137352 SH       SHARED      10      133803              3549
D CELGENE CORP                   COM              15102010      7445   110135 SH       SHARED      20       95050      300    14785
D CELGENE CORP                   COM              15102010      1076    15930 SH       SHR/OTHR    20                         15930
D CELGENE CORP                   COM              15102010      1119    16565 SH       SHARED      21       16565
D CELGENE CORP                   COM              15102010       299     4434 SH       SHR/OTHR    21                          4434
D CELGENE CORP                   COM              15102010     13204   195332 SH       SHARED      23      176153             19179
D CELGENE CORP                   COM              15102010     10786   159558 SH       SHR/OTHR    23                        159558
D CELGENE CORP                   COM              15102010      4571    67626 SH       SHARED      26       67626
D CELGENE CORP                   COM              15102010      1196    17700 SH       SHARED      29       17700
D CELGENE CORP                   COM              15102010      7034   104056 SH       SHARED      31      104056
D CELGENE CORP                   COM              15102010       628     9300 SH       SHARED      32        9300
D CELGENE CORP                   RIGHT 12/31/2011 15102011         0      147 SH       SHARED                 147
D CELGENE CORP                   RIGHT 12/31/2011 15102011         0       50 SH       SHARED      01          50
D CELGENE CORP                   RIGHT 12/31/2011 15102011         4     3400 SH       SHARED      10        3400
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10        18     7298 SH       SHARED                7298
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10        15     6030 SH       SHARED      02          30              6000
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10       124    47700 SH       SHARED      10       47700
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10       510   196364 SH       SHARED      26      196364
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10       108    41908 SH       SHARED      32       41908
D CELSION CORPORATION            COM NEW          15117N30         0       11 SH       SHARED      02          11
D CELSION CORPORATION            COM NEW          15117N30       280   164900 SH       SHARED      26      164900
D CELSION CORPORATION            COM NEW          15117N30         0   145833 SH CALL  SHARED      26      145833
D CELSION CORPORATION            COM NEW          15117N30        40    24000 SH       SHARED      32       24000
D CELSION CORPORATION            COM NEW          15117N30         0    41667 SH CALL  SHARED      32       41667
D CEMEX SAB DE CV                NOTE  4.875% 3/1 151290AV      2412  3700000 PRN      SHARED             3200000            500000
D CEMEX SAB DE CV                NOTE  4.875% 3/1 151290AV        52    80000 PRN      SHARED      02       80000
D CEMEX SAB DE CV                SPON ADR NEW     15129088      1965   364579 SH       SHARED              364579
D CEMEX SAB DE CV                SPON ADR NEW     15129088        41     5750 SH PUT   SHARED                5750
D CEMEX SAB DE CV                SPON ADR NEW     15129088       178    33048 SH       SHARED      02           6             33042
D CEMEX SAB DE CV                SPON ADR NEW     15129088         5     6904 SH CALL  SHARED      02        6904
D CEMEX SAB DE CV                SPON ADR NEW     15129088         5     3300 SH PUT   SHARED      02        3300
D CEMEX SAB DE CV                SPON ADR NEW     15129088       172    32000 SH       SHARED      29       32000
D CEMEX SAB DE CV                SPON ADR NEW     15129088       541   100440 SH       SHARED      31      100440
D CENTENE CORP DEL               COM              15135B10     16832   425165 SH       SHARED              425165
D CENTENE CORP DEL               COM              15135B10        84     2125 SH       SHARED      01        2125
D CENTENE CORP DEL               COM              15135B10       144     3658 SH       SHARED      02        3658
D CENTENE CORP DEL               COM              15135B10       407    10300 SH       SHARED      10       10300
D CENOVUS ENERGY INC             COM              15135U10         6      185 SH       SHARED                 185
D CENOVUS ENERGY INC             COM              15135U10     12802   385604 SH       SHARED              385604
D CENOVUS ENERGY INC             COM              15135U10       135     4078 SH       SHARED      01                          4078
D CENOVUS ENERGY INC             COM              15135U10        16      500 SH       SHR/OTHR    01                           500
D CENOVUS ENERGY INC             COM              15135U10       547    16506 SH       SHARED      02        3710             12796
D CENOVUS ENERGY INC             COM              15135U10      2994    90205 SH       SHARED      04       90205
D CENOVUS ENERGY INC             COM              15135U10       162     4900 SH       SHARED      05        4900
D CENOVUS ENERGY INC             COM              15135U10      1620    48800 SH       SHARED      06       44000              4800
D CENOVUS ENERGY INC             COM              15135U10       239     7200 SH       SHARED      23        3200              4000
D CENOVUS ENERGY INC             COM              15135U10       166     5000 SH       SHR/OTHR    23                          5000
D CENOVUS ENERGY INC             COM              15135U10       902    27180 SH       SHARED      29       27180
D CENTER BANCORP INC             COM              15140810        22     2334 SH       SHARED                2334
D CENTER BANCORP INC             COM              15140810         0       51 SH       SHARED      02          51
D CENTERPOINT ENERGY INC         COM              15189T10      8102   403302 SH       SHARED              403302
D CENTERPOINT ENERGY INC         COM              15189T10      1806    89901 SH       SHARED      01       86801              3100
D CENTERPOINT ENERGY INC         COM              15189T10       697    34714 SH       SHARED      02       23852             10862
D CENTERPOINT ENERGY INC         COM              15189T10       116     5800 SH       SHARED      04        5800
D CENTERPOINT ENERGY INC         COM              15189T10       172     8600 SH       SHARED      05        8600
D CENTERPOINT ENERGY INC         COM              15189T10    151152  7523780 SH       SHARED      06       26780           7497000
D CENTERPOINT ENERGY INC         COM              15189T10      3731   185741 SH       SHARED      10      185741
D CENTERPOINT ENERGY INC         COM              15189T10       100     5000 SH       SHR/OTHR    23                          5000
D CENTERSTATE BANKS INC          COM              15201P10        64     9711 SH       SHARED                9711
D CENTERSTATE BANKS INC          COM              15201P10         2      401 SH       SHARED      02         401
D CENTERSTATE BANKS INC          COM              15201P10       100    15200 SH       SHARED      10       15200
D CENTRAIS ELETRICAS BRASILEIR   SPON ADR PFD B   15234Q10       320    22075 SH       SHARED      06       22075
D CENTRAIS ELETRICAS BRASILEIR   SPONSORED ADR    15234Q20      4124   424775 SH       SHARED              424775
D CENTRAIS ELETRICAS BRASILEIR   SPONSORED ADR    15234Q20         9      963 SH       SHARED      02         588               375
D CENTRAL EUROPEAN DIST CORP     NOTE  3.000% 3/1 153435AA       600   750000 PRN      SHARED              750000
D CENTRAL EUROPEAN DIST CORP     NOTE  3.000% 3/1 153435AA      5760  7200000 PRN      SHARED      02     7000000            200000
D CENTRAL EUROPEAN DIST CORP     COM              15343510        88    20123 SH       SHARED               20123
D CENTRAL EUROPEAN DIST CORP     COM              15343510       205    47002 SH       SHARED      02       47002
D CENTRAL EUROPEAN DIST CORP     COM              15343510        14     3300 SH       SHARED      10        3300
D CENTRAL EUROPE & RUSSIA FD I   COM              15343610         0        1 SH       SHARED      02           1
D CENTRAL FD CDA LTD             CL A             15350110        19     1000 SH       SHARED                1000
D CENTRAL FD CDA LTD             CL A             15350110       196    10000 SH       SHARED      01                         10000
D CENTRAL FD CDA LTD             CL A             15350110        70     3604 SH       SHARED      02           4              3600
D CENTRAL FD CDA LTD             CL A             15350110        39     2000 SH       SHARED      23        2000
D CENTRAL GARDEN & PET CO        COM              15352710        25     3105 SH       SHARED                3105
D CENTRAL GARDEN & PET CO        COM              15352710         0       25 SH       SHARED      02          25
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720       107    12953 SH       SHARED               12953
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720         6      800 SH       SHARED      01         800
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720         1      227 SH       SHARED      02         227
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720        70     8500 SH       SHARED      10        8500
D CENTRAL GOLDTRUST              TR UNIT          15354610        14      251 SH       SHARED      02           1               250
D CENTRAL PAC FINL CORP          COM NEW          15476040       854    66101 SH       SHARED               66101
D CENTRAL PAC FINL CORP          COM NEW          15476040       387    29956 SH       SHARED      01       25106              4850
D CENTRAL PAC FINL CORP          COM NEW          15476040       710    55000 SH       SHR/OTHR    01                         55000
D CENTRAL PAC FINL CORP          COM NEW          15476040         0        5 SH       SHARED      02           5
D CENTRAL PAC FINL CORP          COM NEW          15476040       195    15100 SH       SHARED      10       15100
D CENTRAL VT PUB SVC CORP        COM              15577110      1435    40885 SH       SHARED               40885
D CENTRAL VT PUB SVC CORP        COM              15577110       193     5500 SH       SHARED      01        5500
D CENTRAL VT PUB SVC CORP        COM              15577110         2       72 SH       SHARED      02          72
D CENTURY ALUM CO                COM              15643110       154    18173 SH       SHARED               18173
D CENTURY ALUM CO                COM              15643110       102    12000 SH       SHARED      01       12000
D CENTURY ALUM CO                COM              15643110        15     1824 SH       SHARED      02        1824
D CENTURY ALUM CO                COM              15643110         2     1526 SH PUT   SHARED      02        1526
D CENTURY ALUM CO                COM              15643110       120    14200 SH       SHARED      10       14200
D CENTURY BANCORP INC MASS       CL A NON VTG     15643210        19      680 SH       SHARED                 680
D CENTURY BANCORP INC MASS       CL A NON VTG     15643210         0       21 SH       SHARED      02          21
D CENTURY CASINOS INC            COM              15649210         0       13 SH       SHARED      02          13
D CEPHEID                        COM              15670R10      2527    73461 SH       SHARED               73461
D CEPHEID                        COM              15670R10       249     7265 SH       SHARED      01        5655              1610
D CEPHEID                        COM              15670R10     12839   373120 SH       SHARED      02      350005             23115
D CEPHEID                        COM              15670R10      4301   125000 SH       SHARED      04      125000
D CEPHEID                        COM              15670R10         4      130 SH       SHR/OTHR    21                           130
D CENVEO INC                     COM              15670S10        62    18242 SH       SHARED               18242
D CENVEO INC                     COM              15670S10         0       25 SH       SHARED      01          25
D CENVEO INC                     COM              15670S10         1      420 SH       SHARED      02         420
D CENTURYLINK INC                COM              15670010     29514   793403 SH       SHARED              793403
D CENTURYLINK INC                COM              15670010      5664   152263 SH       SHARED      01      142053             10210
D CENTURYLINK INC                COM              15670010        29      780 SH       SHR/OTHR    01                           780
D CENTURYLINK INC                COM              15670010      2137    57470 SH       SHARED      02       53132              4338
D CENTURYLINK INC                COM              15670010         5     2256 SH CALL  SHARED      02        2256
D CENTURYLINK INC                COM              15670010       698    18778 SH       SHARED      04       18778
D CENTURYLINK INC                COM              15670010      4407   118479 SH       SHARED      04      118479
D CENTURYLINK INC                COM              15670010      1214    32646 SH       SHARED      05       32646
D CENTURYLINK INC                COM              15670010      2623    70520 SH       SHARED      06       51874             18646
D CENTURYLINK INC                COM              15670010     20395   548277 SH       SHARED      10      548277
D CENTURYLINK INC                COM              15670010        68     1844 SH       SHR/OTHR    20                          1844
D CENTURYLINK INC                COM              15670010         4      125 SH       SHR/OTHR    21                           125
D CENTURYLINK INC                COM              15670010        90     2445 SH       SHR/OTHR    23                          2445
D CENTURYLINK INC                COM              15670010       177     4760 SH       SHARED      27        4760
D CENTURYLINK INC                COM              15670010      2990    80400 SH       SHARED      31       80400
D CERADYNE INC                   COM              15671010      4514   168564 SH       SHARED              168564
D CERADYNE INC                   COM              15671010       119     4460 SH       SHARED      02        4460
D CERADYNE INC                   COM              15671010        53     2000 SH       SHARED      10        2000
D CEREPLAST INC                  COM NEW          15673230         0       36 SH       SHARED      02          36
D CERNER CORP                    COM              15678210     43742   714171 SH       SHARED              714171
D CERNER CORP                    COM              15678210      2129    34775 SH       SHARED      01       34775
D CERNER CORP                    COM              15678210        73     1200 SH       SHR/OTHR    01                          1200
D CERNER CORP                    COM              15678210     50304   821295 SH       SHARED      02      821295
D CERNER CORP                    COM              15678210         0      500 SH PUT   SHARED      02         500
D CERNER CORP                    COM              15678210      1904    31100 SH       SHARED      04       31100
D CERNER CORP                    COM              15678210        89     1460 SH       SHARED      05        1460
D CERNER CORP                    COM              15678210       346     5650 SH       SHARED      06        3450              2200
D CERNER CORP                    COM              15678210      2564    41866 SH       SHARED      10       41866
D CERNER CORP                    COM              15678210       658    10757 SH       SHARED      27       10757
D CERNER CORP                    COM              15678210       298     4870 SH       SHARED      30        4870
D CERUS CORP                     COM              15708510        21     7516 SH       SHARED                7516
D CERUS CORP                     COM              15708510       870   311031 SH       SHARED      02          32            310999
D CERUS CORP                     COM              15708510      1096   391655 SH       SHARED      26      391655
D CERUS CORP                     COM              15708510       217    77620 SH       SHARED      32       77620
D CEVA INC                       COM              15721010       556    18396 SH       SHARED               18396
D CEVA INC                       COM              15721010         4      139 SH       SHARED      02         139
D CHANGYOU COM LTD               ADS REP CL A     15911M10      1432    62160 SH       SHARED               62160
D CHARLES RIV LABS INTL INC      COM              15986410      1301    47620 SH       SHARED               47620
D CHARLES RIV LABS INTL INC      COM              15986410       396    14500 SH       SHARED      01                         14500
D CHARLES RIV LABS INTL INC      COM              15986410         3      118 SH       SHARED      02         118
D CHARLES RIV LABS INTL INC      COM              15986410     22282   815325 SH       SHARED      10      815325
D CHARM COMMUNICATIONS INC       ADR SHS CL A     16112R10      1054   121435 SH       SHARED              121435
D CHARMING SHOPPES INC           NOTE  1.125% 5/0 161133AE       131   145000 PRN      SHARED              145000
D CHARMING SHOPPES INC           COM              16113310      1453   296656 SH       SHARED              296656
D CHARMING SHOPPES INC           COM              16113310        15     3075 SH       SHARED      01        3075
D CHARMING SHOPPES INC           COM              16113310         0      149 SH       SHARED      02         149
D CHARMING SHOPPES INC           COM              16113310       234    47800 SH       SHARED      10       47800
D CHART INDS INC                 NOTE  2.000% 8/0 16115QAC      1346  1275000 PRN      SHARED                               1275000
D CHART INDS INC                 COM PAR $0.01    16115Q30      1747    32311 SH       SHARED               32311
D CHART INDS INC                 COM PAR $0.01    16115Q30       470     8700 SH       SHARED      01        8700
D CHART INDS INC                 COM PAR $0.01    16115Q30      4610    85261 SH       SHARED      02       85261
D CHART INDS INC                 COM PAR $0.01    16115Q30         1      355 SH PUT   SHARED      02         355
D CHART INDS INC                 COM PAR $0.01    16115Q30        70     1300 SH       SHARED      10        1300
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30      1237    21742 SH       SHARED               21742
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30        11      203 SH       SHARED      02         203
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30       165     2900 SH       SHARED      10        2900
D CHARTER FINL CORP WEST PT GA   COM              16122M10        18     1944 SH       SHARED                1944
D CHARTER FINL CORP WEST PT GA   COM              16122M10         2      316 SH       SHARED      02         316
D CHASE CORP                     COM              16150R10        27     1978 SH       SHARED                1978
D CHASE CORP                     COM              16150R10         0        3 SH       SHARED      02           3
D CHATHAM LODGING TR             COM              16208T10       115    10725 SH       SHARED               10725
D CHATHAM LODGING TR             COM              16208T10         0        5 SH       SHARED      02           5
D CHATHAM LODGING TR             COM              16208T10        26     2500 SH       SHARED      10        2500
D CHECKPOINT SYS INC             COM              16282510       303    27765 SH       SHARED               27765
D CHECKPOINT SYS INC             COM              16282510       152    13943 SH       SHARED      01       13943
D CHECKPOINT SYS INC             COM              16282510       323    29550 SH       SHR/OTHR    01                         29550
D CHECKPOINT SYS INC             COM              16282510       725    66353 SH       SHARED      02        1187             65166
D CHECKPOINT SYS INC             COM              16282510       149    13700 SH       SHARED      10       13700
D CHEESECAKE FACTORY INC         COM              16307210      1222    41642 SH       SHARED               41642
D CHEESECAKE FACTORY INC         COM              16307210         0      347 SH PUT   SHARED                 347
D CHEESECAKE FACTORY INC         COM              16307210       484    16500 SH       SHARED      01                         16500
D CHEESECAKE FACTORY INC         COM              16307210        17      582 SH       SHARED      02          42               540
D CHEESECAKE FACTORY INC         COM              16307210        14      500 SH       SHR/OTHR    23                           500
D CHEFS WHSE INC                 COM              16308610        61     3420 SH       SHARED                3420
D CHEFS WHSE INC                 COM              16308610        62     3492 SH       SHARED      02          42              3450
D CHELSEA THERAPEUTICS INTL LT   COM              16342810        74    14472 SH       SHARED               14472
D CHELSEA THERAPEUTICS INTL LT   COM              16342810        20     3900 SH       SHARED      01        3900
D CHELSEA THERAPEUTICS INTL LT   COM              16342810        10     2068 SH       SHARED      02          68              2000
D CHEMED CORP NEW                COM              16359R10      1214    23708 SH       SHARED               23708
D CHEMED CORP NEW                COM              16359R10        61     1200 SH       SHARED      01        1200
D CHEMED CORP NEW                COM              16359R10       191     3742 SH       SHARED      02        3367               375
D CHEMED CORP NEW                COM              16359R10        30      600 SH       SHARED      10         600
D CHEMED CORP NEW                COM              16359R10        51     1000 SH       SHARED      23                          1000
D CHEMICAL FINL CORP             COM              16373110       199     9338 SH       SHARED                9338
D CHEMICAL FINL CORP             COM              16373110       125     5900 SH       SHARED      01        5900
D CHEMICAL FINL CORP             COM              16373110         6      307 SH       SHARED      02         307
D CHEMICAL FINL CORP             COM              16373110      4072   191025 SH       SHARED      10      191025
D CHEMTURA CORP                  COM NEW          16389320      2035   179495 SH       SHARED              179495
D CHEMTURA CORP                  COM NEW          16389320        81     7189 SH       SHARED      02        1059              6130
D CHEMTURA CORP                  COM NEW          16389320        64     5700 SH       SHARED      10        5700
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10        52     2900 SH       SHARED      02        2900
D CHENIERE ENERGY INC            NOTE  2.250% 8/0 16411RAE       300   320000 PRN      SHARED              320000
D CHENIERE ENERGY INC            COM NEW          16411R20      3636   418459 SH       SHARED              418459
D CHENIERE ENERGY INC            COM NEW          16411R20       891   102644 SH       SHARED      01       89344             13300
D CHENIERE ENERGY INC            COM NEW          16411R20      1269   146050 SH       SHR/OTHR    01                        146050
D CHENIERE ENERGY INC            COM NEW          16411R20       411    47401 SH       SHARED      02       21401             26000
D CHENIERE ENERGY INC            COM NEW          16411R20         1     2613 SH CALL  SHARED      02        2613
D CHENIERE ENERGY INC            COM NEW          16411R20        95    11000 SH       SHARED      10       11000
D CHEROKEE INC DEL NEW           COM              16444H10        67     5743 SH       SHARED                5743
D CHEROKEE INC DEL NEW           COM              16444H10         0        8 SH       SHARED      02           8
D CHESAPEAKE ENERGY CORP         NOTE  2.750%11/1 165167BW      3274  3808000 PRN      SHARED      02     3808000
D CHESAPEAKE ENERGY CORP         NOTE  2.750%11/1 165167BW       689   802000 PRN      SHARED      06      802000
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167BZ      1254  1673000 PRN      SHARED             1673000
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167CA      2915  3250000 PRN      SHARED             3250000
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167CA      5769  6432000 PRN      SHARED      02     6432000
D CHESAPEAKE ENERGY CORP         NOTE  2.250%12/1 165167CB      1260  1688000 PRN      SHARED      02     1688000
D CHESAPEAKE ENERGY CORP         COM              16516710     83388  3741062 SH       SHARED             3741062
D CHESAPEAKE ENERGY CORP         COM              16516710         0      875 SH CALL  SHARED                 875
D CHESAPEAKE ENERGY CORP         COM              16516710         9     4916 SH PUT   SHARED                4916
D CHESAPEAKE ENERGY CORP         COM              16516710      3385   151895 SH       SHARED      01      151895
D CHESAPEAKE ENERGY CORP         COM              16516710     15259   684600 SH       SHARED      02      681489              3111
D CHESAPEAKE ENERGY CORP         COM              16516710         0     4922 SH CALL  SHARED      02        4922
D CHESAPEAKE ENERGY CORP         COM              16516710        52    13109 SH PUT   SHARED      02       13109
D CHESAPEAKE ENERGY CORP         COM              16516710        35     1600 SH       SHARED      04        1600
D CHESAPEAKE ENERGY CORP         COM              16516710        50     2250 SH       SHARED      05        2250
D CHESAPEAKE ENERGY CORP         COM              16516710      1361    61100 SH       SHARED      06       41000             20100
D CHESAPEAKE ENERGY CORP         COM              16516710      8655   388294 SH       SHARED      10      388294
D CHESAPEAKE ENERGY CORP         COM              16516710       170     7634 SH       SHARED      21        7405               229
D CHESAPEAKE ENERGY CORP         COM              16516710        22     1000 SH       SHARED      23                          1000
D CHESAPEAKE ENERGY CORP         COM              16516710        22     1000 SH       SHR/OTHR    23                          1000
D CHESAPEAKE ENERGY CORP         COM              16516710        45     2054 SH       SHARED      27        2054
D CHESAPEAKE ENERGY CORP         COM              16516710       423    19000 SH       SHARED      30       19000
D CHESAPEAKE ENERGY CORP         COM              16516710      6516   292340 SH       SHARED      31      292340
D CHESAPEAKE GRANITE WASH TR     COM SH BEN INT   16518510       607    25250 SH       SHARED      02                         25250
D CHESAPEAKE MIDSTREAM PARTNER   UNIT             16524K10      2370    81738 SH       SHARED               81738
D CHESAPEAKE LODGING TR          SH BEN INT       16524010       567    36717 SH       SHARED               36717
D CHESAPEAKE LODGING TR          SH BEN INT       16524010        59     3849 SH       SHARED      02          49              3800
D CHESAPEAKE LODGING TR          SH BEN INT       16524010      1270    82150 SH       SHARED      10       82150
D CHESAPEAKE LODGING TR          SH BEN INT       16524010     30376  1964835 SH       SHARED      11     1100180            864655
D CHESAPEAKE UTILS CORP          COM              16530310       138     3206 SH       SHARED                3206
D CHESAPEAKE UTILS CORP          COM              16530310         4      103 SH       SHARED      02         103
D CHEVRON CORP NEW               COM              16676410      3844    36133 SH       SHARED               32844              3289
D CHEVRON CORP NEW               COM              16676410    206133  1937341 SH       SHARED             1677719            259622
D CHEVRON CORP NEW               COM              16676410         2      700 SH CALL  SHARED                 700
D CHEVRON CORP NEW               COM              16676410         2     1500 SH PUT   SHARED                1500
D CHEVRON CORP NEW               COM              16676410     72619   682516 SH       SHARED      01      623765      400    58351
D CHEVRON CORP NEW               COM              16676410     10981   103208 SH       SHR/OTHR    01                        103208
D CHEVRON CORP NEW               COM              16676410      4877    45845 SH       SHARED      02       21455             24390
D CHEVRON CORP NEW               COM              16676410        27     3423 SH CALL  SHARED      02        3423
D CHEVRON CORP NEW               COM              16676410        19     3303 SH PUT   SHARED      02        3303
D CHEVRON CORP NEW               COM              16676410       805     7570 SH       SHARED      04        7570
D CHEVRON CORP NEW               COM              16676410     20542   193073 SH       SHARED      04      193073
D CHEVRON CORP NEW               COM              16676410       943     8867 SH       SHARED      05        8867
D CHEVRON CORP NEW               COM              16676410     21960   206400 SH       SHARED      06      148000             58400
D CHEVRON CORP NEW               COM              16676410    126460  1188542 SH       SHARED      10     1187632               910
D CHEVRON CORP NEW               COM              16676410       691     6500 SH       SHARED      15        6500
D CHEVRON CORP NEW               COM              16676410      5023    47218 SH       SHARED      20       37631       75     9512
D CHEVRON CORP NEW               COM              16676410      2388    22450 SH       SHR/OTHR    20                         22450
D CHEVRON CORP NEW               COM              16676410       195     1838 SH       SHARED      21        1790                48
D CHEVRON CORP NEW               COM              16676410       188     1774 SH       SHR/OTHR    21                          1774
D CHEVRON CORP NEW               COM              16676410     14781   138922 SH       SHARED      23      126565             12357
D CHEVRON CORP NEW               COM              16676410     13094   123070 SH       SHR/OTHR    23                        123070
D CHEVRON CORP NEW               COM              16676410      2542    23900 SH       SHARED      26       23900
D CHEVRON CORP NEW               COM              16676410      5458    51298 SH       SHARED      27       51298
D CHEVRON CORP NEW               COM              16676410      1936    18200 SH       SHARED      29       18200
D CHEVRON CORP NEW               COM              16676410     13725   129000 SH       SHARED      30      129000
D CHEVRON CORP NEW               COM              16676410     25182   236679 SH       SHARED      31      236679
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010      1201    31798 SH       SHARED               31798
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       232     6155 SH       SHARED      02        1005              5150
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010      1530    40500 SH       SHARED      04       40500
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       498    13200 SH       SHARED      10       13200
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       741    19610 SH       SHARED      29       19610
D CHICOPEE BANCORP INC           COM              16856510         0        2 SH       SHARED      02           2
D CHICOS FAS INC                 COM              16861510      2831   254159 SH       SHARED              254159
D CHICOS FAS INC                 COM              16861510       558    50125 SH       SHARED      01          25             50100
D CHICOS FAS INC                 COM              16861510        32     2912 SH       SHARED      02        2812               100
D CHICOS FAS INC                 COM              16861510       153    13800 SH       SHARED      10       13800
D CHINA KANGHUI HLDGS            SPONSORED ADR    16890V10      1082    73424 SH       SHARED               73424
D CHINA KANGHUI HLDGS            SPONSORED ADR    16890V10         6      468 SH       SHARED      02         468
D CHINA KANGHUI HLDGS            SPONSORED ADR    16890V10        88     6000 SH       SHARED      26        6000
D CHINA KANGHUI HLDGS            SPONSORED ADR    16890V10       162    11046 SH       SHARED      32       11046
D CHILDRENS PL RETAIL STORES I   COM              16890510      1985    37370 SH       SHARED               37370
D CHILDRENS PL RETAIL STORES I   COM              16890510      8489   159812 SH       SHARED      02      159812
D CHILDRENS PL RETAIL STORES I   COM              16890510         0      172 SH PUT   SHARED      02         172
D CHILDRENS PL RETAIL STORES I   COM              16890510       281     5300 SH       SHARED      10        5300
D CHILDRENS PL RETAIL STORES I   COM              16890510        12      242 SH       SHARED      21         242
D CHINA NAT GAS INC              COM NEW          16891020         0    50869 SH       SHARED               50869
D CHINA NAT GAS INC              COM NEW          16891020         0        1 SH       SHARED      02           1
D CHIMERA INVT CORP              COM              16934Q10      1850   737312 SH       SHARED              737312
D CHIMERA INVT CORP              COM              16934Q10       184    73500 SH       SHARED      01       73500
D CHIMERA INVT CORP              COM              16934Q10       161    64332 SH       SHARED      02         132             64200
D CHIMERA INVT CORP              COM              16934Q10      4441  1769700 SH       SHARED      10     1769700
D CHIMERA INVT CORP              COM              16934Q10        12     5000 SH       SHARED      21        5000
D CHIMERA INVT CORP              COM              16934Q10        17     7000 SH       SHR/OTHR    23                          7000
D CHINA AUTOMOTIVE SYS INC       COM              16936R10         0       13 SH       SHARED      02          13
D CHINA ADVANCED CONSTR MATLS    COM              16936510         4     2035 SH       SHARED                2035
D CHINA ADVANCED CONSTR MATLS    COM              16936510         0      100 SH       SHARED      02         100
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R10       139     7842 SH       SHARED                7842
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R10        10      595 SH       SHARED      02         595
D CHINA FD INC                   COM              16937310       265    12950 SH       SHARED      02           1             12949
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910         0      400 SH       SHARED      02         400
D CHINA BIOLOGIC PRODS INC       COM              16938C10         3      303 SH       SHARED                 303
D CHINA DIGITAL TV HLDG CO LTD   SPONSORED ADR    16938G10        69    21867 SH       SHARED               21867
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      3652    98796 SH       SHARED               98796
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10       225     6100 SH       SHARED      02        4640              1460
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        38     1050 SH       SHARED      21        1050
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        19      519 SH       SHARED      29         519
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910       156     6143 SH       SHARED                6143
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910        16      666 SH       SHARED      02         666
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      1662    34285 SH       SHARED               34285
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       248     5126 SH       SHARED      02        5126
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10         0      780 SH CALL  SHARED      02         780
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        33      700 SH       SHR/OTHR    23                           700
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       363     7500 SH       SHARED      26        7500
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       567    11700 SH       SHARED      29       11700
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10      2197    20919 SH       SHARED               20919
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10      1156    11006 SH       SHARED      02       11006
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10         0      139 SH PUT   SHARED      02         139
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10        74      710 SH       SHR/OTHR    23                           710
D CHINA TECHFAITH WIRLS COMM T   SPONSORED ADR    16942410         0      135 SH       SHARED      02         135
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610      2106    36872 SH       SHARED               36872
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610        39      694 SH       SHARED      02         694
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610       140     2455 SH       SHR/OTHR    23                          2455
D CHINA NEPSTAR CHAIN DRUGSTOR   SPONSORED ADR    16943C10        22    15221 SH       SHARED               15221
D CHINA NEPSTAR CHAIN DRUGSTOR   SPONSORED ADR    16943C10        96    64100 SH       SHARED      26       64100
D CHINA MARINE FOOD GROUP LTD    COM              16943R10         0      778 SH       SHARED      02         778
D CHINA GREEN AGRICULTURE INC    COM              16943W10         3     1029 SH       SHARED      02        1029
D CHINA DISTANCE ED HLDGS LTD    SPONS ADR        16944W10         0        3 SH       SHARED      02           3
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10      2848   134807 SH       SHARED              134807
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10        83     3938 SH       SHARED      02        3938
D CHINA TRANSINFO TECHNLGY COR   COM              16945310        36    10400 SH       SHARED               10400
D CHINACAST EDU CORP             COM              16946T10        73    12051 SH       SHARED               12051
D CHINACAST EDU CORP             COM              16946T10         0      137 SH       SHARED      02         137
D CHINDEX INTERNATIONAL INC      COM              16946710       203    23863 SH       SHARED               23863
D CHINDEX INTERNATIONAL INC      COM              16946710         0      100 SH       SHARED      01         100
D CHINDEX INTERNATIONAL INC      COM              16946710         0       45 SH       SHARED      02          45
D CHINDEX INTERNATIONAL INC      COM              16946710        58     6900 SH       SHARED      26        6900
D CHINA VALVES TECHNOLOGY INC    COM NEW          16947620         3     1663 SH       SHARED      02         163              1500
D CHINA XD PLASTICS CO LTD       COM              16948F10       129    24300 SH       SHARED               24300
D CHINA XD PLASTICS CO LTD       COM              16948F10         0      100 SH       SHARED      02         100
D CHINA MED TECHNOLOGIES INC     NOTE  4.000% 8/1 169483AC       214   375000 PRN      SHARED              375000
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310       501   176655 SH       SHARED      02          41            176614
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310       166    58500 SH       SHARED      26       58500
D CHINA HYDROELECTRIC CORP       SPONSORED ADR    16949D10         0      100 SH       SHARED      02         100
D CHINA LODGING GROUP LTD        SPONSORED ADR    16949N10       103     7273 SH       SHARED                7273
D CHINA LODGING GROUP LTD        SPONSORED ADR    16949N10         8      564 SH       SHARED      02         564
D CHINA INFORMATION TECHNOLOGY   COM              16950L10        12    19234 SH       SHARED               19234
D CHINA INFORMATION TECHNOLOGY   COM              16950L10         0       43 SH       SHARED      02          43
D CHINACACHE INTL HLDG LTD       SPON ADR         16950M10       409   102208 SH       SHARED              102208
D CHINACACHE INTL HLDG LTD       SPON ADR         16950M10         0       15 SH       SHARED      02          15
D CHINA XINIYA FASHION LTD       SPONSORED ADR    16950W10         0       25 SH       SHARED      02          25
D CHINA MING YANG WIND PWR GRO   SPONSORED ADR    16951C10       348   153318 SH       SHARED              153318
D CHINA MING YANG WIND PWR GRO   SPONSORED ADR    16951C10         3     1385 SH       SHARED      02        1385
D CHINA MING YANG WIND PWR GRO   SPONSORED ADR    16951C10       699   308000 SH       SHARED      05      308000
D CHIPOTLE MEXICAN GRILL INC     COM              16965610     29046    86003 SH       SHARED               86003
D CHIPOTLE MEXICAN GRILL INC     COM              16965610         4      300 SH CALL  SHARED                 300
D CHIPOTLE MEXICAN GRILL INC     COM              16965610         0       70 SH PUT   SHARED                  70
D CHIPOTLE MEXICAN GRILL INC     COM              16965610      2276     6740 SH       SHARED      01        6740
D CHIPOTLE MEXICAN GRILL INC     COM              16965610       926     2744 SH       SHARED      02        1894               850
D CHIPOTLE MEXICAN GRILL INC     COM              16965610         0      100 SH CALL  SHARED      02         100
D CHIPOTLE MEXICAN GRILL INC     COM              16965610         0       31 SH PUT   SHARED      02          31
D CHIPOTLE MEXICAN GRILL INC     COM              16965610         1        5 SH       SHARED      05           5
D CHIPOTLE MEXICAN GRILL INC     COM              16965610       405     1200 SH       SHARED      06         600               600
D CHIPOTLE MEXICAN GRILL INC     COM              16965610      3002     8890 SH       SHARED      10        8890
D CHIPOTLE MEXICAN GRILL INC     COM              16965610      1553     4600 SH       SHARED      30        4600
D CHOICE HOTELS INTL INC         COM              16990510       656    17262 SH       SHARED               17262
D CHOICE HOTELS INTL INC         COM              16990510       197     5201 SH       SHARED      01        5201
D CHOICE HOTELS INTL INC         COM              16990510         0        1 SH       SHARED      02           1
D CHIQUITA BRANDS INTL INC       NOTE  4.250% 8/1 170032AT      5992  7000000 PRN      SHARED             7000000
D CHIQUITA BRANDS INTL INC       COM              17003280       963   115532 SH       SHARED              115532
D CHIQUITA BRANDS INTL INC       COM              17003280         2      346 SH       SHARED      02          46               300
D CHIQUITA BRANDS INTL INC       COM              17003280      3586   430000 SH       SHARED      04      430000
D CHIQUITA BRANDS INTL INC       COM              17003280        93    11200 SH       SHARED      10       11200
D CHRISTOPHER & BANKS CORP       COM              17104610       222    95181 SH       SHARED               95181
D CHRISTOPHER & BANKS CORP       COM              17104610         0      194 SH       SHARED      02         194
D CHRISTOPHER & BANKS CORP       COM              17104610        84    36200 SH       SHARED      10       36200
D CHROMCRAFT REVINGTON INC       COM              17111710         0        6 SH       SHARED      02           6
D CHUBB CORP                     COM              17123210     16957   244974 SH       SHARED              244974
D CHUBB CORP                     COM              17123210     10311   148973 SH       SHARED      01      142823              6150
D CHUBB CORP                     COM              17123210       276     4000 SH       SHR/OTHR    01                          4000
D CHUBB CORP                     COM              17123210       615     8889 SH       SHARED      02        6691              2198
D CHUBB CORP                     COM              17123210         4     1000 SH CALL  SHARED      02        1000
D CHUBB CORP                     COM              17123210         0      300 SH PUT   SHARED      02         300
D CHUBB CORP                     COM              17123210        48      700 SH       SHARED      04         700
D CHUBB CORP                     COM              17123210        41      600 SH       SHARED      05         600
D CHUBB CORP                     COM              17123210      2076    30005 SH       SHARED      06       21155              8850
D CHUBB CORP                     COM              17123210     13514   195237 SH       SHARED      10      195237
D CHUBB CORP                     COM              17123210       470     6800 SH       SHARED      15        6800
D CHUBB CORP                     COM              17123210        17      260 SH       SHR/OTHR    20                           260
D CHUBB CORP                     COM              17123210        69     1000 SH       SHARED      21        1000
D CHUBB CORP                     COM              17123210       571     8250 SH       SHARED      23        8000               250
D CHUBB CORP                     COM              17123210       446     6455 SH       SHR/OTHR    23                          6455
D CHUBB CORP                     COM              17123210       359     5200 SH       SHARED      26        5200
D CHUBB CORP                     COM              17123210       894    12916 SH       SHARED      27       12916
D CHUBB CORP                     COM              17123210      3282    47422 SH       SHARED      31       47422
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50       100     3016 SH       SHARED                3016
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50     12379   371967 SH       SHARED               53989            317978
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50       773    23230 SH       SHARED      02       23230
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50    114849  3450996 SH       SHARED      04     3450996
D CHURCH & DWIGHT INC            COM              17134010         9      200 SH       SHARED                                   200
D CHURCH & DWIGHT INC            COM              17134010       540    11803 SH       SHARED               11803
D CHURCH & DWIGHT INC            COM              17134010      3964    86630 SH       SHARED      01       37740             48890
D CHURCH & DWIGHT INC            COM              17134010       998    21826 SH       SHR/OTHR    01                         21826
D CHURCH & DWIGHT INC            COM              17134010       490    10709 SH       SHARED      02        1009              9700
D CHURCH & DWIGHT INC            COM              17134010        41      900 SH       SHARED      05         900
D CHURCH & DWIGHT INC            COM              17134010        73     1600 SH       SHARED      06        1600
D CHURCH & DWIGHT INC            COM              17134010       352     7700 SH       SHARED      10        7700
D CHURCH & DWIGHT INC            COM              17134010        20      440 SH       SHARED      20         330               110
D CHURCH & DWIGHT INC            COM              17134010        91     2000 SH       SHR/OTHR    20                          2000
D CHURCH & DWIGHT INC            COM              17134010        32      702 SH       SHARED      21         702
D CHURCH & DWIGHT INC            COM              17134010         4      100 SH       SHR/OTHR    21                           100
D CHURCH & DWIGHT INC            COM              17134010      1482    32400 SH       SHARED      23       28100              4300
D CHURCH & DWIGHT INC            COM              17134010      1683    36790 SH       SHR/OTHR    23                         36790
D CHURCH & DWIGHT INC            COM              17134010       145     3177 SH       SHARED      26        3177
D CHURCHILL DOWNS INC            COM              17148410       209     4020 SH       SHARED                4020
D CHURCHILL DOWNS INC            COM              17148410        31      600 SH       SHARED      01         600
D CHURCHILL DOWNS INC            COM              17148410         1       26 SH       SHARED      02          26
D CIBER INC                      COM              17163B10        82    21370 SH       SHARED               21370
D CIBER INC                      COM              17163B10         3      880 SH       SHARED      02         880
D CIBER INC                      COM              17163B10       130    33700 SH       SHARED      10       33700
D CIENA CORP                     NOTE  0.875% 6/1 171779AE       507   671000 PRN      SHARED      02      671000
D CIENA CORP                     COM NEW          17177930      2679   221429 SH       SHARED              221429
D CIENA CORP                     COM NEW          17177930         0      650 SH CALL  SHARED                 650
D CIENA CORP                     COM NEW          17177930       401    33200 SH       SHARED      01        3400             29800
D CIENA CORP                     COM NEW          17177930     10221   844758 SH       SHARED      02      821158             23600
D CIENA CORP                     COM NEW          17177930        54     4500 SH       SHARED      10        4500
D CIENA CORP                     COM NEW          17177930         7      587 SH       SHARED      21         587
D CIMAREX ENERGY CO              COM              17179810       384     6209 SH       SHARED                6209
D CIMAREX ENERGY CO              COM              17179810      2837    45845 SH       SHARED      01       19445             26400
D CIMAREX ENERGY CO              COM              17179810      2599    41999 SH       SHARED      02         251             41748
D CIMAREX ENERGY CO              COM              17179810        27      450 SH       SHARED      05         450
D CIMAREX ENERGY CO              COM              17179810        49      800 SH       SHARED      06         800
D CIMAREX ENERGY CO              COM              17179810       259     4200 SH       SHARED      10        4200
D CIMAREX ENERGY CO              COM              17179810       334     5404 SH       SHARED      26        5404
D CIMAREX ENERGY CO              COM              17179810       172     2781 SH       SHARED      27        2781
D CINCINNATI BELL INC NEW        COM              17187110       573   189386 SH       SHARED              189386
D CINCINNATI BELL INC NEW        COM              17187110        39    13200 SH       SHARED      01       13200
D CINCINNATI BELL INC NEW        COM              17187110       141    46769 SH       SHARED      02       46769
D CINCINNATI BELL INC NEW        COM              17187110        54    18000 SH       SHARED      10       18000
D CINCINNATI BELL INC NEW        COM              17187110        30    10000 SH       SHARED      23                         10000
D CINCINNATI FINL CORP           COM              17206210      6556   215244 SH       SHARED              215244
D CINCINNATI FINL CORP           COM              17206210      1010    33190 SH       SHARED      01       33190
D CINCINNATI FINL CORP           COM              17206210        44     1465 SH       SHARED      02        1465
D CINCINNATI FINL CORP           COM              17206210         2     1496 SH CALL  SHARED      02        1496
D CINCINNATI FINL CORP           COM              17206210         0     1496 SH PUT   SHARED      02        1496
D CINCINNATI FINL CORP           COM              17206210         4      150 SH       SHARED      05         150
D CINCINNATI FINL CORP           COM              17206210       381    12536 SH       SHARED      06        7636              4900
D CINCINNATI FINL CORP           COM              17206210      5319   174630 SH       SHARED      10      174630
D CINCINNATI FINL CORP           COM              17206210      4461   146480 SH       SHARED      31      146480
D CINEDIGM DIGITAL CINEMA CORP   COM              17240710         0        7 SH       SHARED      02           7
D CINEMARK HOLDINGS INC          COM              17243V10      2679   144939 SH       SHARED              144939
D CINEMARK HOLDINGS INC          COM              17243V10         5      316 SH       SHARED      02         316
D CINEMARK HOLDINGS INC          COM              17243V10        85     4600 SH       SHARED      10        4600
D CIRCOR INTL INC                COM              17273K10       191     5418 SH       SHARED                5418
D CIRCOR INTL INC                COM              17273K10        30      861 SH       SHARED      02         861
D CIRCOR INTL INC                COM              17273K10       180     5100 SH       SHARED      10        5100
D CISCO SYS INC                  COM              17275R10      3652   202008 SH       SHARED               37219            164789
D CISCO SYS INC                  COM              17275R10    130667  7227204 SH       SHARED             7170404             56800
D CISCO SYS INC                  COM              17275R10     30246  1672942 SH       SHARED      01     1490061            182881
D CISCO SYS INC                  COM              17275R10      3996   221071 SH       SHR/OTHR    01                        221071
D CISCO SYS INC                  COM              17275R10     71130  3934217 SH       SHARED      02     3516256            417961
D CISCO SYS INC                  COM              17275R10        12    27825 SH CALL  SHARED      02       27812                13
D CISCO SYS INC                  COM              17275R10         0       35 SH PUT   SHARED      02          35
D CISCO SYS INC                  COM              17275R10      1257    69560 SH       SHARED      04       44831             24729
D CISCO SYS INC                  COM              17275R10     33367  1845559 SH       SHARED      04     1845559
D CISCO SYS INC                  COM              17275R10       211    11710 SH       SHARED      05       11710
D CISCO SYS INC                  COM              17275R10     12853   710908 SH       SHARED      06      359510            351398
D CISCO SYS INC                  COM              17275R10     42617  2357184 SH       SHARED      10     2357184
D CISCO SYS INC                  COM              17275R10       262    14500 SH       SHARED      15       14500
D CISCO SYS INC                  COM              17275R10       569    31479 SH       SHARED      20        7914             23565
D CISCO SYS INC                  COM              17275R10       515    28535 SH       SHR/OTHR    20                         28535
D CISCO SYS INC                  COM              17275R10       456    25275 SH       SHARED      21       25275
D CISCO SYS INC                  COM              17275R10       148     8200 SH       SHR/OTHR    21                          8200
D CISCO SYS INC                  COM              17275R10      2829   156478 SH       SHARED      23      142528             13950
D CISCO SYS INC                  COM              17275R10      7353   406713 SH       SHR/OTHR    23                        406713
D CISCO SYS INC                  COM              17275R10       116     6448 SH       SHARED      27        6448
D CISCO SYS INC                  COM              17275R10      1337    74000 SH       SHARED      29       74000
D CISCO SYS INC                  COM              17275R10      1713    94800 SH       SHARED      30       94800
D CISCO SYS INC                  COM              17275R10     13207   730512 SH       SHARED      31      730512
D CIRRUS LOGIC INC               COM              17275510      2691   169810 SH       SHARED              169810
D CIRRUS LOGIC INC               COM              17275510        23     1500 SH       SHARED      01        1500
D CIRRUS LOGIC INC               COM              17275510        44     2789 SH       SHARED      02        1089              1700
D CIRRUS LOGIC INC               COM              17275510       348    22000 SH       SHARED      04       22000
D CINTAS CORP                    COM              17290810      5290   151982 SH       SHARED              151982
D CINTAS CORP                    COM              17290810       906    26050 SH       SHARED      01       26050
D CINTAS CORP                    COM              17290810        77     2228 SH       SHARED      02        2228
D CINTAS CORP                    COM              17290810      1879    54000 SH       SHARED      04       54000
D CINTAS CORP                    COM              17290810         3      100 SH       SHARED      05         100
D CINTAS CORP                    COM              17290810       326     9390 SH       SHARED      06        5590              3800
D CINTAS CORP                    COM              17290810      1181    33947 SH       SHARED      10       33947
D CINTAS CORP                    COM              17290810        17      500 SH       SHARED      20         500
D CINTAS CORP                    COM              17290810         6      200 SH       SHR/OTHR    20                           200
D CITIZENS & NORTHN CORP         COM              17292210        43     2349 SH       SHARED                2349
D CITIZENS & NORTHN CORP         COM              17292210         0        4 SH       SHARED      02           4
D CITIZENS & NORTHN CORP         COM              17292210        42     2300 SH       SHARED      10        2300
D CITIGROUP INC                  *W EXP 01/04/201 17296722       329  1136580 SH       SHARED      02     1136580
D CITIGROUP INC                  *W EXP 10/28/201 17296723       102  2000000 SH       SHARED      02     2000000
D CITIGROUP INC                  UNIT 99/99/9999  17296741      9505   117346 SH       SHARED      02      117346
D CITIGROUP INC                  COM NEW          17296742       159     6075 SH       SHARED                5245               830
D CITIGROUP INC                  COM NEW          17296742    263948 10032233 SH       SHARED            10032227                 6
D CITIGROUP INC                  COM NEW          17296742         0    25355 SH CALL  SHARED               25355
D CITIGROUP INC                  COM NEW          17296742        68    39025 SH PUT   SHARED               39025
D CITIGROUP INC                  COM NEW          17296742     25308   961946 SH       SHARED      01      919874      300    41772
D CITIGROUP INC                  COM NEW          17296742       805    30622 SH       SHR/OTHR    01                         30622
D CITIGROUP INC                  COM NEW          17296742     18024   685096 SH       SHARED      02      656113             28983
D CITIGROUP INC                  COM NEW          17296742        22    79097 SH CALL  SHARED      02       79097
D CITIGROUP INC                  COM NEW          17296742       124    49354 SH PUT   SHARED      02       49354
D CITIGROUP INC                  COM NEW          17296742        43     1644 SH       SHARED      04                          1644
D CITIGROUP INC                  COM NEW          17296742     23532   894440 SH       SHARED      04      894440
D CITIGROUP INC                  COM NEW          17296742       558    21222 SH       SHARED      05       21222
D CITIGROUP INC                  COM NEW          17296742     12434   472606 SH       SHARED      06      291086            181520
D CITIGROUP INC                  COM NEW          17296742     24077   915160 SH       SHARED      10      912392              2768
D CITIGROUP INC                  COM NEW          17296742       263    10000 SH       SHARED      15       10000
D CITIGROUP INC                  COM NEW          17296742      2244    85314 SH       SHARED      20       74674      226    10414
D CITIGROUP INC                  COM NEW          17296742       120     4571 SH       SHR/OTHR    20                          4571
D CITIGROUP INC                  COM NEW          17296742       232     8845 SH       SHARED      21        8845
D CITIGROUP INC                  COM NEW          17296742        47     1815 SH       SHR/OTHR    21                          1815
D CITIGROUP INC                  COM NEW          17296742      1557    59205 SH       SHARED      23       54995              4210
D CITIGROUP INC                  COM NEW          17296742       846    32178 SH       SHR/OTHR    23                         32178
D CITIGROUP INC                  COM NEW          17296742      2479    94236 SH       SHARED      26       94236
D CITIGROUP INC                  COM NEW          17296742      9625   365834 SH       SHARED      31      365834
D CITI TRENDS INC                COM              17306X10       137    15712 SH       SHARED               15712
D CITI TRENDS INC                COM              17306X10         0        5 SH       SHARED      02           5
D CITI TRENDS INC                COM              17306X10       120    13700 SH       SHARED      10       13700
D CITIZENS REPUBLIC BANCORP IN   COM NEW          17442030      1470   128984 SH       SHARED              128984
D CITIZENS REPUBLIC BANCORP IN   COM NEW          17442030         1      131 SH       SHARED      02         131
D CITIZENS INC                   CL A             17474010       126    13012 SH       SHARED               13012
D CITIZENS INC                   CL A             17474010         2      255 SH       SHARED      01         255
D CITIZENS INC                   CL A             17474010         0       10 SH       SHARED      02          10
D CITRIX SYS INC                 COM              17737610     14682   241812 SH       SHARED              241812
D CITRIX SYS INC                 COM              17737610      2583    42550 SH       SHARED      01       42550
D CITRIX SYS INC                 COM              17737610       838    13814 SH       SHARED      02       10487              3327
D CITRIX SYS INC                 COM              17737610         2      650 SH CALL  SHARED      02         650
D CITRIX SYS INC                 COM              17737610         0      104 SH PUT   SHARED      02         104
D CITRIX SYS INC                 COM              17737610      1238    20400 SH       SHARED      04       20400
D CITRIX SYS INC                 COM              17737610        30      500 SH       SHARED      05         500
D CITRIX SYS INC                 COM              17737610      1162    19150 SH       SHARED      06       13700              5450
D CITRIX SYS INC                 COM              17737610      3294    54256 SH       SHARED      10       54256
D CITRIX SYS INC                 COM              17737610        85     1400 SH       SHARED      30        1400
D CITRIX SYS INC                 COM              17737610      4321    71173 SH       SHARED      31       71173
D CITY HLDG CO                   COM              17783510        91     2711 SH       SHARED                2711
D CITY HLDG CO                   COM              17783510        39     1151 SH       SHARED      02        1151
D CITY NATL CORP                 COM              17856610      7319   165678 SH       SHARED              165678
D CITY NATL CORP                 COM              17856610       640    14500 SH       SHARED      01                         14500
D CITY NATL CORP                 COM              17856610         8      202 SH       SHARED      02         202
D CITY NATL CORP                 COM              17856610      6951   157350 SH       SHARED      10      157350
D CITY TELECOM H K LTD           SPONSORED ADR    17867720       481    45822 SH       SHARED               45822
D CLARCOR INC                    COM              17989510      3011    60247 SH       SHARED               60247
D CLARCOR INC                    COM              17989510       729    14600 SH       SHARED      01                         14600
D CLARCOR INC                    COM              17989510       120     2412 SH       SHARED      02        2412
D CLARCOR INC                    COM              17989510       549    11000 SH       SHARED      10       11000
D CLAUDE RES INC                 COM              18287310        72    55100 SH       SHARED               55100
D CLAUDE RES INC                 COM              18287310         5     4423 SH       SHARED      02        4423
D CLAUDE RES INC                 COM              18287310       198   150000 SH       SHARED      04      150000
D CLAYMORE EXCHANGE TRD FD TR    GUGG INSDR SENT  18383M20       428    13925 SH       SHARED      02                         13925
D CLAYMORE EXCHANGE TRD FD TR    WLSHR US REIT    18383M47        16      500 SH       SHARED      02                           500
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        36     1780 SH       SHARED      01        1780
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        66     3248 SH       SHR/OTHR    01                          3248
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50      4743   231969 SH       SHARED      02                        231969
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        43     2140 SH       SHARED      20        2140
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        36     1765 SH       SHARED      23        1765
D CLAYMORE EXCHANGE TRD FD TR    GUGG CRP BD 2016 18383M55       133     6265 SH       SHARED      02                          6265
D CLAYMORE EXCHANGE TRD FD TR    GUGG CRP BD 2013 18383M58       149     7194 SH       SHARED      04                          7194
D CLAYMORE EXCHANGE TRD FD TR    GUG OCN TOMO GWT 18383M77        11      400 SH       SHARED      02                           400
D CLAYMORE EXCHANGE TRD FD TR    GUG S^PG DIV OPP 18383M86         9      700 SH       SHARED      02                           700
D CLAYMORE EXCHANGE TRD FD TR    GUGG CHN TECH    18383Q13        43     2150 SH       SHARED      02                          2150
D CLAYMORE EXCHANGE TRD FD TR    GUGGN CHIN ETF   18383Q74      4022   161022 SH       SHARED      02      157934              3088
D CLAYMORE EXCHANGE TRD FD TR    GUGG FRNTR MKT   18383Q83        14      800 SH       SHARED      02                           800
D CLAYMORE EXCHANGE TRD FD TR    GUGG CHN SML CAP 18383Q85       144     7500 SH       SHARED                7500
D CLAYMORE EXCHANGE TRD FD TR    GUGG TIMBER ETF  18383Q87        56     3400 SH       SHARED      02                          3400
D CLEAN DIESEL TECHNOLOGIES IN   COM PAR $.01     18449C40         2      972 SH       SHARED                 972
D CLEAN HARBORS INC              COM              18449610       812    12742 SH       SHARED               12742
D CLEAN HARBORS INC              COM              18449610       924    14500 SH       SHARED      01                         14500
D CLEAN HARBORS INC              COM              18449610        28      442 SH       SHARED      02         442
D CLEAN HARBORS INC              COM              18449610        21      334 SH       SHARED      21         334
D CLEAN ENERGY FUELS CORP        COM              18449910       309    24829 SH       SHARED               24829
D CLEAN ENERGY FUELS CORP        COM              18449910        33     2663 SH       SHARED      02        2663
D CLEAN ENERGY FUELS CORP        COM              18449910      1980   158951 SH       SHARED      06      158951
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10       696    55520 SH       SHARED               55520
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10         1       96 SH       SHARED      02          96
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10       148    11800 SH       SHARED      10       11800
D CLEARBRIDGE ENERGY MLP FD IN   COM              18469210       650    28975 SH       SHARED      02                         28975
D CLEARFIELD INC                 COM              18482P10        47     6301 SH       SHARED                6301
D CLEARWIRE CORP NEW             CL A             18538Q10      3761  1939024 SH       SHARED             1939024
D CLEARWIRE CORP NEW             CL A             18538Q10         0      294 SH       SHARED      01         294
D CLEARWIRE CORP NEW             CL A             18538Q10         0      132 SH       SHARED      02         132
D CLEARWIRE CORP NEW             CL A             18538Q10         6     3400 SH       SHARED      10        3400
D CLEARWIRE CORP NEW             CL A             18538Q10        19    10000 SH       SHARED      20       10000
D CLEARWATER PAPER CORP          COM              18538R10       320     9009 SH       SHARED                9009
D CLEARWATER PAPER CORP          COM              18538R10         6      178 SH       SHARED      02         178
D CLEARWATER PAPER CORP          COM              18538R10       268     7542 SH       SHARED      10        7542
D CLEVELAND BIOLABS INC          COM              18586010        11     4080 SH       SHARED                4080
D CLEVELAND BIOLABS INC          COM              18586010         0      154 SH       SHARED      02         154
D CLEVELAND BIOLABS INC          COM              18586010         2      700 SH       SHARED      10         700
D CLIFFS NATURAL RESOURCES INC   COM              18683K10     14709   235915 SH       SHARED              235915
D CLIFFS NATURAL RESOURCES INC   COM              18683K10         1      300 SH PUT   SHARED                 300
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      2038    32690 SH       SHARED      01       32430               260
D CLIFFS NATURAL RESOURCES INC   COM              18683K10        18      300 SH       SHR/OTHR    01                           300
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      9307   149283 SH       SHARED      02       93064             56219
D CLIFFS NATURAL RESOURCES INC   COM              18683K10         2      237 SH PUT   SHARED      02         237
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       428     6866 SH       SHARED      04        6866
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      1249    20038 SH       SHARED      04       20038
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       104     1670 SH       SHARED      05        1670
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      1016    16300 SH       SHARED      06       12500              3800
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      7049   113060 SH       SHARED      10      113060
D CLIFFS NATURAL RESOURCES INC   COM              18683K10         1       20 SH       SHR/OTHR    21                            20
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      3262    52332 SH       SHARED      27       52332
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       259     4160 SH       SHARED      29        4160
D CLIFTON SVGS BANCORP INC       COM              18712Q10        98    10651 SH       SHARED               10651
D CLIFTON SVGS BANCORP INC       COM              18712Q10         0        3 SH       SHARED      02           3
D CLOROX CO DEL                  COM              18905410     10082   151483 SH       SHARED              151483
D CLOROX CO DEL                  COM              18905410      2439    36649 SH       SHARED      01       36599                50
D CLOROX CO DEL                  COM              18905410      3976    59750 SH       SHARED      02        1032             58718
D CLOROX CO DEL                  COM              18905410         0     1258 SH CALL  SHARED      02        1258
D CLOROX CO DEL                  COM              18905410        53      800 SH       SHARED      04         800
D CLOROX CO DEL                  COM              18905410        39      600 SH       SHARED      05         600
D CLOROX CO DEL                  COM              18905410       599     9000 SH       SHARED      06        5500              3500
D CLOROX CO DEL                  COM              18905410      2321    34884 SH       SHARED      10       34884
D CLOROX CO DEL                  COM              18905410       599     9000 SH       SHARED      29        9000
D CLOUD PEAK ENERGY INC          COM              18911Q10      3842   198872 SH       SHARED              198872
D CLOUD PEAK ENERGY INC          COM              18911Q10       348    18022 SH       SHARED      02       18022
D CLOUD PEAK ENERGY INC          COM              18911Q10       173     9000 SH       SHARED      10        9000
D CLOUGH GLOBAL ALLOCATION FUN   COM SHS BEN IN   18913Y10         0        1 SH       SHARED      02           1
D CLOUGH GLOBAL EQUITY FD        COM              18914C10         0        1 SH       SHARED      02           1
D CLOVIS ONCOLOGY INC            COM              18946410        23     1646 SH       SHARED                1646
D CLOVIS ONCOLOGY INC            COM              18946410         1      140 SH       SHARED      02         140
D CLOVIS ONCOLOGY INC            COM              18946410      1409   100000 SH       SHARED      04      100000
D COACH INC                      COM              18975410     12440   203802 SH       SHARED              199723              4079
D COACH INC                      COM              18975410      9171   150250 SH       SHARED      01      134063             16187
D COACH INC                      COM              18975410       488     7996 SH       SHR/OTHR    01                          7996
D COACH INC                      COM              18975410       898    14725 SH       SHARED      02        9572              5153
D COACH INC                      COM              18975410         0      150 SH PUT   SHARED      02         150
D COACH INC                      COM              18975410       332     5450 SH       SHARED      04        5450
D COACH INC                      COM              18975410        36      590 SH       SHARED      05         590
D COACH INC                      COM              18975410      3361    55070 SH       SHARED      06       46720              8350
D COACH INC                      COM              18975410      8008   131198 SH       SHARED      10      131198
D COACH INC                      COM              18975410       159     2608 SH       SHARED      20        2278               330
D COACH INC                      COM              18975410        29      485 SH       SHARED      21         485
D COACH INC                      COM              18975410       286     4700 SH       SHARED      23        3210              1490
D COACH INC                      COM              18975410       706    11570 SH       SHR/OTHR    23                         11570
D COACH INC                      COM              18975410      1082    17739 SH       SHARED      27       17739
D COACH INC                      COM              18975410       458     7510 SH       SHARED      29        7510
D COACH INC                      COM              18975410      5053    82785 SH       SHARED      31       82785
D CNINSURE INC                   SPONSORED ADR    18976M10       114    16528 SH       SHARED               16528
D CNINSURE INC                   SPONSORED ADR    18976M10         0      125 SH       SHARED      02         125
D COBALT INTL ENERGY INC         COM              19075F10       503    32463 SH       SHARED               32463
D COBALT INTL ENERGY INC         COM              19075F10       103     6700 SH       SHARED      01        6700
D COBALT INTL ENERGY INC         COM              19075F10       163    10558 SH       SHARED      02       10558
D COBALT INTL ENERGY INC         COM              19075F10         5     1600 SH CALL  SHARED      02        1600
D COBALT INTL ENERGY INC         COM              19075F10        35     2300 SH       SHARED      10        2300
D COBALT INTL ENERGY INC         COM              19075F10       377    24355 SH       SHARED      26       24355
D COBIZ FINANCIAL INC            COM              19089710        64    11151 SH       SHARED               11151
D COBIZ FINANCIAL INC            COM              19089710        32     5625 SH       SHARED      01                          5625
D COBIZ FINANCIAL INC            COM              19089710         0        9 SH       SHARED      02           9
D COBIZ FINANCIAL INC            COM              19089710        72    12500 SH       SHARED      10       12500
D COBIZ FINANCIAL INC            COM              19089710         0        3 SH       SHARED      23                             3
D COCA COLA BOTTLING CO CONS     COM              19109810       442     7555 SH       SHARED                7555
D COCA COLA BOTTLING CO CONS     COM              19109810         0        4 SH       SHARED      02           4
D COCA COLA HELLENIC BTTLG CO    SPONSORED ADR    1912EP10        67     4013 SH       SHARED                4013
D COCA COLA HELLENIC BTTLG CO    SPONSORED ADR    1912EP10         6      400 SH       SHARED      02                           400
D COCA COLA CO                   COM              19121610       660     9434 SH       SHARED                1134              8300
D COCA COLA CO                   COM              19121610    111329  1591104 SH       SHARED             1572051             19053
D COCA COLA CO                   COM              19121610         8   247700 SH CALL  SHARED              247700
D COCA COLA CO                   COM              19121610       161    60349 SH PUT   SHARED               60349
D COCA COLA CO                   COM              19121610     38165   545451 SH       SHARED      01      524390             21061
D COCA COLA CO                   COM              19121610      1869    26725 SH       SHR/OTHR    01                         26725
D COCA COLA CO                   COM              19121610     28263   403938 SH       SHARED      02      371066             32872
D COCA COLA CO                   COM              19121610         3     1189 SH CALL  SHARED      02        1189
D COCA COLA CO                   COM              19121610         2     3339 SH PUT   SHARED      02        3339
D COCA COLA CO                   COM              19121610       815    11660 SH       SHARED      04                         11660
D COCA COLA CO                   COM              19121610     14595   208594 SH       SHARED      04      208594
D COCA COLA CO                   COM              19121610      4566    65260 SH       SHARED      05       65260
D COCA COLA CO                   COM              19121610     16512   235990 SH       SHARED      06      170540             65450
D COCA COLA CO                   COM              19121610     60980   871525 SH       SHARED      10      871525
D COCA COLA CO                   COM              19121610      2324    33217 SH       SHARED      20       15641             17576
D COCA COLA CO                   COM              19121610       257     3686 SH       SHR/OTHR    20                          3686
D COCA COLA CO                   COM              19121610        48      700 SH       SHARED      21         700
D COCA COLA CO                   COM              19121610       720    10300 SH       SHR/OTHR    21                         10300
D COCA COLA CO                   COM              19121610      6358    90875 SH       SHARED      23       88575              2300
D COCA COLA CO                   COM              19121610      5679    81170 SH       SHR/OTHR    23                         81170
D COCA COLA CO                   COM              19121610       139     2000 SH       SHARED      26        2000
D COCA COLA CO                   COM              19121610      1793    25627 SH       SHARED      27       25627
D COCA COLA CO                   COM              19121610     10114   144560 SH       SHARED      29      144560
D COCA COLA CO                   COM              19121610      4511    64480 SH       SHARED      30       64480
D COCA COLA CO                   COM              19121610     24732   353479 SH       SHARED      31      353479
D COCA COLA ENTERPRISES INC NE   COM              19122T10      6221   241334 SH       SHARED              241334
D COCA COLA ENTERPRISES INC NE   COM              19122T10      1760    68300 SH       SHARED      01       68300
D COCA COLA ENTERPRISES INC NE   COM              19122T10        91     3550 SH       SHR/OTHR    01                          3550
D COCA COLA ENTERPRISES INC NE   COM              19122T10       927    35981 SH       SHARED      02       35831               150
D COCA COLA ENTERPRISES INC NE   COM              19122T10        32     1260 SH       SHARED      05        1260
D COCA COLA ENTERPRISES INC NE   COM              19122T10       629    24400 SH       SHARED      06       15900              8500
D COCA COLA ENTERPRISES INC NE   COM              19122T10      2622   101728 SH       SHARED      10      101728
D COCA COLA ENTERPRISES INC NE   COM              19122T10       371    14405 SH       SHARED      29       14405
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110      2588    27189 SH       SHARED               27189
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110       266     2800 SH       SHARED      06        2800
D CODEXIS INC                    COM              19200510       165    31138 SH       SHARED               31138
D CODEXIS INC                    COM              19200510         6     1290 SH       SHARED      01        1290
D CODEXIS INC                    COM              19200510         0       21 SH       SHARED      02          21
D CODEXIS INC                    COM              19200510        42     8100 SH       SHARED      10        8100
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850      6187   256317 SH       SHARED              256317
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       322    13360 SH       SHARED      01       10960              2400
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       330    13701 SH       SHARED      02        1781             11920
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850      2004    83050 SH       SHARED      04       83050
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850     27808  1151953 SH       SHARED      10     1151953
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       123     5100 SH       SHARED      23        5100
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       144     6000 SH       SHR/OTHR    23                          6000
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       724    30000 SH       SHARED      29       30000
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       603    25000 SH       SHARED      30       25000
D COFFEE HLDGS INC               COM              19217610        82    10500 SH       SHARED               10500
D COGDELL SPENCER INC            COM              19238U10       650   153073 SH       SHARED              153073
D COGDELL SPENCER INC            COM              19238U10         0       24 SH       SHARED      02          24
D COGDELL SPENCER INC            COM              19238U10        92    21800 SH       SHARED      10       21800
D COGDELL SPENCER INC            COM              19238U10       271    63989 SH       SHARED      26       63989
D COGENT COMM GROUP INC          COM NEW          19239V30      1642    97246 SH       SHARED               97246
D COGENT COMM GROUP INC          COM NEW          19239V30        64     3800 SH       SHARED      01        3800
D COGENT COMM GROUP INC          COM NEW          19239V30         0       33 SH       SHARED      02          33
D COGNEX CORP                    COM              19242210      1980    55348 SH       SHARED               55348
D COGNEX CORP                    COM              19242210       128     3597 SH       SHARED      02        3597
D COGNEX CORP                    COM              19242210        60     1700 SH       SHARED      10        1700
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610     15719   244434 SH       SHARED              244434
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610         0       19 SH PUT   SHARED                  19
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      4379    68100 SH       SHARED      01       68100
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       627     9762 SH       SHARED      02        5917              3845
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610        38      600 SH       SHARED      04         600
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610        50      780 SH       SHARED      05         780
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      1848    28740 SH       SHARED      06       19940              8800
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      6045    94013 SH       SHARED      10       94013
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       192     3000 SH       SHARED      26        3000
D COHEN & STEERS INC             COM              19247A10      1504    52076 SH       SHARED               52076
D COHEN & STEERS INC             COM              19247A10        20      714 SH       SHARED      02         714
D COHEN & STEERS INC             COM              19247A10        15      535 SH       SHARED      21                           535
D COHEN & STEERS QUALITY RLTY    COM              19247L10       126    14951 SH       SHARED      02                         14951
D COHEN & STEERS REIT & PFD IN   COM              19247X10        14     1000 SH       SHARED      01        1000
D COHEN & STEERS REIT & PFD IN   COM              19247X10        47     3326 SH       SHARED      02           1              3325
D COHERENT INC                   COM              19247910      1896    36290 SH       SHARED               36290
D COHERENT INC                   COM              19247910         0       14 SH       SHARED      02          14
D COHERENT INC                   COM              19247910       522    10000 SH       SHARED      04       10000
D COHEN & STEERS INFRASTRUCTUR   COM              19248A10       598    37887 SH       SHARED      02                         37887
D COHEN & STEERS GLOBAL INC BL   COM              19248M10        13     1502 SH       SHARED      02           2              1500
D COHEN & STEERS CLOSED END OP   COM              19248P10       510    42631 SH       SHARED      02                         42631
D COHEN & STEERS SLT PFD INCM    COM              19248Y10       142     6585 SH       SHARED      02                          6585
D COHU INC                       COM              19257610       139    12326 SH       SHARED               12326
D COHU INC                       COM              19257610         1      127 SH       SHARED      02         127
D COHU INC                       COM              19257610       173    15300 SH       SHARED      10       15300
D COINSTAR INC                   NOTE  4.000% 9/0 19259PAF      2209  1696000 PRN      SHARED      02     1696000
D COINSTAR INC                   COM              19259P30       362     7953 SH       SHARED                7953
D COINSTAR INC                   COM              19259P30        28      620 SH       SHARED      01         620
D COINSTAR INC                   COM              19259P30       399     8756 SH       SHARED      02         372              8384
D COINSTAR INC                   COM              19259P30        77     1700 SH       SHARED      10        1700
D COLDWATER CREEK INC            COM              19306810       616   522360 SH       SHARED              522360
D COLDWATER CREEK INC            COM              19306810         0      587 SH       SHARED      02         587
D COLDWATER CREEK INC            COM              19306810        22    18700 SH       SHARED      10       18700
D COLE KENNETH PRODTNS INC       CL A             19329410        96     9149 SH       SHARED                9149
D COLE KENNETH PRODTNS INC       CL A             19329410         0        7 SH       SHARED      02           7
D COLEMAN CABLE INC              COM              19345930        12     1401 SH       SHARED                1401
D COLEMAN CABLE INC              COM              19345930         0        8 SH       SHARED      02           8
D COLFAX CORP                    COM              19401410       186     6542 SH       SHARED                6542
D COLFAX CORP                    COM              19401410         4      150 SH       SHARED      01         150
D COLFAX CORP                    COM              19401410       236     8300 SH       SHARED      02                          8300
D COLFAX CORP                    COM              19401410      4556   160000 SH       SHARED      04      160000
D COLFAX CORP                    COM              19401410        49     1733 SH       SHARED      26        1733
D COLGATE PALMOLIVE CO           COM              19416210      4629    50105 SH       SHARED                 615             49490
D COLGATE PALMOLIVE CO           COM              19416210     37420   405031 SH       SHARED              402911              2120
D COLGATE PALMOLIVE CO           COM              19416210     14052   152098 SH       SHARED      01      131224             20874
D COLGATE PALMOLIVE CO           COM              19416210      1645    17815 SH       SHR/OTHR    01                         17815
D COLGATE PALMOLIVE CO           COM              19416210      1017    11008 SH       SHARED      02        5825              5183
D COLGATE PALMOLIVE CO           COM              19416210        23     3022 SH CALL  SHARED      02        3022
D COLGATE PALMOLIVE CO           COM              19416210         2     1373 SH PUT   SHARED      02        1373
D COLGATE PALMOLIVE CO           COM              19416210      7492    81100 SH       SHARED      04       81100
D COLGATE PALMOLIVE CO           COM              19416210       255     2770 SH       SHARED      05        2770
D COLGATE PALMOLIVE CO           COM              19416210      4305    46600 SH       SHARED      06       32300             14300
D COLGATE PALMOLIVE CO           COM              19416210     13915   150612 SH       SHARED      10      150612
D COLGATE PALMOLIVE CO           COM              19416210       863     9350 SH       SHARED      20        4560              4790
D COLGATE PALMOLIVE CO           COM              19416210       302     3277 SH       SHR/OTHR    20                          3277
D COLGATE PALMOLIVE CO           COM              19416210        72      790 SH       SHARED      21         790
D COLGATE PALMOLIVE CO           COM              19416210       206     2240 SH       SHR/OTHR    21                          2240
D COLGATE PALMOLIVE CO           COM              19416210      8965    97043 SH       SHARED      23       86958             10085
D COLGATE PALMOLIVE CO           COM              19416210      6909    74789 SH       SHR/OTHR    23                         74789
D COLGATE PALMOLIVE CO           COM              19416210       369     4000 SH       SHARED      26        4000
D COLGATE PALMOLIVE CO           COM              19416210       723     7827 SH       SHARED      27        7827
D COLGATE PALMOLIVE CO           COM              19416210      3787    41000 SH       SHARED      29       41000
D COLGATE PALMOLIVE CO           COM              19416210       683     7400 SH       SHARED      30        7400
D COLGATE PALMOLIVE CO           COM              19416210      5792    62696 SH       SHARED      31       62696
D COLLECTORS UNIVERSE INC        COM NEW          19421R20       139     9598 SH       SHARED                9598
D COLLECTORS UNIVERSE INC        COM NEW          19421R20         0        1 SH       SHARED      02           1
D COLLECTIVE BRANDS INC          COM              19421W10        94     6561 SH       SHARED                6561
D COLLECTIVE BRANDS INC          COM              19421W10       297    20701 SH       SHARED      01        3423             17278
D COLLECTIVE BRANDS INC          COM              19421W10        56     3919 SH       SHARED      02        3919
D COLLECTIVE BRANDS INC          COM              19421W10       211    14700 SH       SHARED      10       14700
D COLLECTIVE BRANDS INC          COM              19421W10         0       15 SH       SHARED      23          15
D COLONIAL FINL SVCS INC         COM              19566B10         0        1 SH       SHARED      02           1
D COLONIAL PPTYS TR              COM SH BEN INT   19587210      3987   191175 SH       SHARED              191175
D COLONIAL PPTYS TR              COM SH BEN INT   19587210         9      463 SH       SHARED      02         463
D COLONIAL PPTYS TR              COM SH BEN INT   19587210      2217   106300 SH       SHARED      10      106300
D COLONIAL PPTYS TR              COM SH BEN INT   19587210     58168  2788527 SH       SHARED      11     1563100           1225427
D COLONIAL PPTYS TR              COM SH BEN INT   19587210       626    30017 SH       SHARED      26       30017
D COLONY BANKCORP INC            COM              19623P10         0      300 SH       SHARED      02         300
D COLONY FINL INC                COM              19624R10       547    34822 SH       SHARED               34822
D COLONY FINL INC                COM              19624R10         1       71 SH       SHARED      02          71
D COLUMBIA BKG SYS INC           COM              19723610       267    13896 SH       SHARED               13896
D COLUMBIA BKG SYS INC           COM              19723610        65     3400 SH       SHARED      01        3400
D COLUMBIA BKG SYS INC           COM              19723610         4      209 SH       SHARED      02         209
D COLUMBIA BKG SYS INC           COM              19723610       167     8700 SH       SHARED      10        8700
D COLUMBIA LABS INC              COM              19777910        52    20879 SH       SHARED               20879
D COLUMBIA LABS INC              COM              19777910         0       62 SH       SHARED      02          62
D COLUMBIA LABS INC              COM              19777910      1046   418420 SH       SHARED      26      418420
D COLUMBIA LABS INC              COM              19777910       226    90400 SH       SHARED      32       90400
D COLUMBIA SPORTSWEAR CO         COM              19851610      2742    58910 SH       SHARED               58910
D COLUMBIA SPORTSWEAR CO         COM              19851610         9      210 SH       SHARED      02           8               202
D COLUMBIA SPORTSWEAR CO         COM              19851610       172     3700 SH       SHARED      10        3700
D COLUMBUS MCKINNON CORP N Y     COM              19933310       165    13081 SH       SHARED               13081
D COLUMBUS MCKINNON CORP N Y     COM              19933310         0       14 SH       SHARED      02          14
D COLUMBUS MCKINNON CORP N Y     COM              19933310        25     2000 SH       SHARED      10        2000
D COMFORT SYS USA INC            COM              19990810       132    12349 SH       SHARED               12349
D COMFORT SYS USA INC            COM              19990810         2      198 SH       SHARED      02         198
D COMFORT SYS USA INC            COM              19990810       153    14300 SH       SHARED      10       14300
D COMCAST CORP NEW               CL A             20030N10     99251  4186071 SH       SHARED             4186071
D COMCAST CORP NEW               CL A             20030N10         0     3000 SH CALL  SHARED                3000
D COMCAST CORP NEW               CL A             20030N10         3     2500 SH PUT   SHARED                2500
D COMCAST CORP NEW               CL A             20030N10     12512   527735 SH       SHARED      01      525720              2015
D COMCAST CORP NEW               CL A             20030N10     25938  1094000 SH       SHARED      02     1046278             47722
D COMCAST CORP NEW               CL A             20030N10         3     2000 SH PUT   SHARED      02        2000
D COMCAST CORP NEW               CL A             20030N10       657    27725 SH       SHARED      04       27725
D COMCAST CORP NEW               CL A             20030N10     61135  2578490 SH       SHARED      04     2578490
D COMCAST CORP NEW               CL A             20030N10       228     9620 SH       SHARED      05        9620
D COMCAST CORP NEW               CL A             20030N10     10180   429396 SH       SHARED      06      188001            241395
D COMCAST CORP NEW               CL A             20030N10     26840  1132020 SH       SHARED      10     1132020
D COMCAST CORP NEW               CL A             20030N10       457    19300 SH       SHARED      15       19300
D COMCAST CORP NEW               CL A             20030N10        30     1270 SH       SHARED      20         290               980
D COMCAST CORP NEW               CL A             20030N10       151     6370 SH       SHARED      23                          6370
D COMCAST CORP NEW               CL A             20030N10        88     3750 SH       SHR/OTHR    23                          3750
D COMCAST CORP NEW               CL A             20030N10       207     8735 SH       SHARED      26        8735
D COMCAST CORP NEW               CL A             20030N10        64     2700 SH       SHARED      27        2700
D COMCAST CORP NEW               CL A             20030N10       208     8800 SH       SHARED      30        8800
D COMCAST CORP NEW               CL A             20030N10      9390   396045 SH       SHARED      31      396045
D COMCAST CORP NEW               CL A SPL         20030N20    183520  7789484 SH       SHARED             7789484
D COMCAST CORP NEW               CL A SPL         20030N20      4454   189050 SH       SHARED      01      185750              3300
D COMCAST CORP NEW               CL A SPL         20030N20      5825   247265 SH       SHARED      02      246965               300
D COMCAST CORP NEW               CL A SPL         20030N20         0        4 SH CALL  SHARED      02           4
D COMCAST CORP NEW               CL A SPL         20030N20         0        4 SH PUT   SHARED      02           4
D COMCAST CORP NEW               CL A SPL         20030N20        68     2900 SH       SHARED      04        2900
D COMCAST CORP NEW               CL A SPL         20030N20        44     1910 SH       SHARED      05        1910
D COMCAST CORP NEW               CL A SPL         20030N20       294    12495 SH       SHARED      06       12495
D COMCAST CORP NEW               CL A SPL         20030N20       188     8000 SH       SHARED      20        8000
D COMCAST CORP NEW               CL A SPL         20030N20       164     6977 SH       SHARED      23        5500              1477
D COMCAST CORP NEW               CL A SPL         20030N20        60     2565 SH       SHR/OTHR    23                          2565
D COMCAST CORP NEW               CL A SPL         20030N20       115     4923 SH       SHARED      27        4923
D COMCAST CORP NEW               CL A SPL         20030N20       777    33000 SH       SHARED      29       33000
D COMERICA INC                   COM              20034010      6768   262348 SH       SHARED              262348
D COMERICA INC                   COM              20034010      1382    53573 SH       SHARED      01       53573
D COMERICA INC                   COM              20034010       507    19678 SH       SHARED      02       19678
D COMERICA INC                   COM              20034010         2      100 SH       SHARED      05         100
D COMERICA INC                   COM              20034010       284    11020 SH       SHARED      06        7520              3500
D COMERICA INC                   COM              20034010      3734   144764 SH       SHARED      10      144764
D COMERICA INC                   *W EXP 11/14/201 20034011       269    50070 SH       SHARED      02       50070
D COMMAND SEC CORP               COM              20050L10         0       25 SH       SHARED      02          25
D COMMERCE BANCSHARES INC        COM              20052510      4027   105648 SH       SHARED              105648
D COMMERCE BANCSHARES INC        COM              20052510      1144    30036 SH       SHARED      01        6910             23126
D COMMERCE BANCSHARES INC        COM              20052510        32      844 SH       SHARED      02         844
D COMMERCE BANCSHARES INC        COM              20052510        96     2525 SH       SHARED      10        2525
D COMMERCIAL METALS CO           COM              20172310      3824   276570 SH       SHARED              276570
D COMMERCIAL METALS CO           COM              20172310       504    36500 SH       SHARED      01         100             36400
D COMMERCIAL METALS CO           COM              20172310         0       23 SH       SHARED      02          23
D COMMERCIAL METALS CO           COM              20172310       456    33000 SH       SHARED      10       33000
D COMMERCIAL VEH GROUP INC       COM              20260810        77     8620 SH       SHARED                8620
D COMMERCIAL VEH GROUP INC       COM              20260810        18     2022 SH       SHARED      02        2022
D COMMONWEALTH REIT              COM SH BEN INT   20323310      7342   441245 SH       SHARED              441245
D COMMONWEALTH REIT              COM SH BEN INT   20323310        81     4900 SH       SHARED      01        4900
D COMMONWEALTH REIT              COM SH BEN INT   20323310        11      708 SH       SHARED      02         708
D COMMONWEALTH REIT              COM SH BEN INT   20323310     23746  1427065 SH       SHARED      10     1427065
D COMMONWEALTH REIT              6.50% PFD CUM CO 20323340      7308   360200 SH       SHARED      11                        360200
D COMMUNITY BK SYS INC           COM              20360710       279    10043 SH       SHARED               10043
D COMMUNITY BK SYS INC           COM              20360710        16      595 SH       SHARED      02         595
D COMMUNITY BK SYS INC           COM              20360710       291    10500 SH       SHARED      10       10500
D COMMUNITY BANKERS TR CORP      COM              20361210         0      183 SH       SHARED      02         183
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       141     8115 SH       SHARED                8115
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       479    27500 SH       SHARED      01                         27500
D COMMUNITY HEALTH SYS INC NEW   COM              20366810        42     2422 SH       SHARED      02        2222               200
D COMMUNITY HEALTH SYS INC NEW   COM              20366810        34     2000 SH       SHARED      10        2000
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       174    10010 SH       SHARED      21       10010
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       198    11400 SH       SHARED      32       11400
D COMMUNICATIONS SYS INC         COM              20390010        18     1319 SH       SHARED                1319
D COMMUNICATIONS SYS INC         COM              20390010         0        4 SH       SHARED      02           4
D COMMUNITY TR BANCORP INC       COM              20414910       133     4547 SH       SHARED                4547
D COMMUNITY TR BANCORP INC       COM              20414910         3      104 SH       SHARED      02         104
D COMMUNITY TR BANCORP INC       COM              20414910       185     6300 SH       SHARED      10        6300
D COMMVAULT SYSTEMS INC          COM              20416610       845    19797 SH       SHARED               19797
D COMMVAULT SYSTEMS INC          COM              20416610        75     1758 SH       SHARED      02        1758
D COMMVAULT SYSTEMS INC          COM              20416610      1708    40000 SH       SHARED      04       40000
D CGG VERITAS                    SPONSORED ADR    20438610        39     1700 SH       SHARED      02                          1700
D COMPANHIA BRASILEIRA DE DIST   SPN ADR PFD CL A 20440T20      3800   104315 SH       SHARED              104315
D COMPANHIA BRASILEIRA DE DIST   SPN ADR PFD CL A 20440T20         6      190 SH       SHARED      02         190
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      3006   367576 SH       SHARED              367576
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10       297    36417 SH       SHARED      02       33217              3200
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      2447   137572 SH       SHARED              137572
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      1186    66684 SH       SHARED      02         557             66127
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      1334    75000 SH       SHARED      04       75000
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10      1111    19980 SH       SHARED               19980
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10       185     3337 SH       SHARED      02        1687              1650
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10      1558    28000 SH       SHARED      04       28000
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10       515     9262 SH       SHARED      06        9262
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40       323    15430 SH       SHARED               15430
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40        24     1166 SH       SHARED      02         166              1000
D COMPANHIA DE BEBIDAS DAS AME   SPONSORED ADR    20441W10       264     9169 SH       SHARED                9169
D COMPANHIA DE BEBIDAS DAS AME   SPONSORED ADR    20441W10        11      399 SH       SHARED      02         399
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20     12657   350721 SH       SHARED              350721
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      4774   132307 SH       SHARED      02        1132            131175
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      1959    54300 SH       SHARED      04       54300
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910       126     2000 SH       SHARED      04        2000
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910        37      602 SH       SHARED      21         602
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810     20430   532871 SH       SHARED              532871
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810         0        1 SH       SHARED      02           1
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      4228   110295 SH       SHARED      04      110295
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      2837    74000 SH       SHARED      06       74000
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810       398    10400 SH       SHARED      31       10400
D COMPASS MINERALS INTL INC      COM              20451N10      2722    39538 SH       SHARED               39538
D COMPASS MINERALS INTL INC      COM              20451N10       695    10100 SH       SHARED      01                         10100
D COMPASS MINERALS INTL INC      COM              20451N10         0        2 SH       SHARED      02           2
D COMPASS MINERALS INTL INC      COM              20451N10       364     5300 SH       SHARED      10        5300
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10        12     1000 SH       SHARED                1000
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10         0       13 SH       SHARED      02          13
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10       446    36000 SH       SHARED      10       36000
D COMPLETE PRODUCTION SERVICES   COM              20453E10     34373  1024255 SH       SHARED             1024255
D COMPLETE PRODUCTION SERVICES   COM              20453E10       610    18200 SH       SHARED      01       18200
D COMPLETE PRODUCTION SERVICES   COM              20453E10       112     3358 SH       SHARED      02        3358
D COMPLETE PRODUCTION SERVICES   COM              20453E10       198     5900 SH       SHARED      10        5900
D COMPLETE PRODUCTION SERVICES   COM              20453E10       587    17500 SH       SHARED      26       17500
D COMPLETE GENOMICS INC          COM              20454K10        11     3965 SH       SHARED                3965
D COMPLETE GENOMICS INC          COM              20454K10         0       27 SH       SHARED      02          27
D COMPUCREDIT HLDGS CORP         NOTE  3.625% 5/3 20478NAB        73    75000 PRN      SHARED               75000
D COMPUCREDIT HLDGS CORP         NOTE  5.875%11/3 20478NAD       191   455000 PRN      SHARED              455000
D COMPUCREDIT HLDGS CORP         NOTE  5.875%11/3 20478NAD       839  1995000 PRN      SHARED      02     1995000
D COMPUCREDIT HLDGS CORP         COM              20478T10        15     4205 SH       SHARED      02        4205
D COMPUTER PROGRAMS & SYS INC    COM              20530610      2274    44498 SH       SHARED               44498
D COMPUTER PROGRAMS & SYS INC    COM              20530610         3       68 SH       SHARED      02          68
D COMPUTER PROGRAMS & SYS INC    COM              20530610        97     1900 SH       SHARED      10        1900
D COMPUTER PROGRAMS & SYS INC    COM              20530610         9      191 SH       SHARED      21                           191
D COMPUTER SCIENCES CORP         COM              20536310       771    32548 SH       SHARED               32548
D COMPUTER SCIENCES CORP         COM              20536310       876    37001 SH       SHARED      01       37001
D COMPUTER SCIENCES CORP         COM              20536310       253    10707 SH       SHARED      02        8907              1800
D COMPUTER SCIENCES CORP         COM              20536310         3      130 SH       SHARED      05         130
D COMPUTER SCIENCES CORP         COM              20536310       209     8860 SH       SHARED      06        4860              4000
D COMPUTER SCIENCES CORP         COM              20536310      5305   223872 SH       SHARED      10      223872
D COMPUTER SCIENCES CORP         COM              20536310       104     4400 SH       SHARED      26        4400
D COMPUTER SCIENCES CORP         COM              20536310         8      347 SH       SHARED      27         347
D COMPUTER SCIENCES CORP         COM              20536310      1874    79103 SH       SHARED      31       79103
D COMPUTER TASK GROUP INC        COM              20547710        37     2684 SH       SHARED                2684
D COMPUTER TASK GROUP INC        COM              20547710         0        8 SH       SHARED      02           8
D COMPX INTERNATIONAL INC        CL A             20563P10         2      186 SH       SHARED                 186
D COMPX INTERNATIONAL INC        CL A             20563P10         0        1 SH       SHARED      02           1
D COMPUWARE CORP                 COM              20563810       860   103398 SH       SHARED              103398
D COMPUWARE CORP                 COM              20563810       410    49388 SH       SHARED      02       49388
D COMPUWARE CORP                 COM              20563810       109    13200 SH       SHARED      06       13200
D COMPUWARE CORP                 COM              20563810       458    55087 SH       SHARED      10       55087
D COMSCORE INC                   COM              20564W10       184     8713 SH       SHARED                8713
D COMSCORE INC                   COM              20564W10         3      175 SH       SHARED      01         175
D COMSCORE INC                   COM              20564W10       438    20690 SH       SHARED      02       20690
D COMSCORE INC                   COM              20564W10       424    20000 SH       SHARED      26       20000
D COMSTOCK HOMEBUILDING COS IN   CL A             20568410         0      165 SH       SHARED      02         165
D COMSTOCK RES INC               COM NEW          20576820        78     5139 SH       SHARED                5139
D COMSTOCK RES INC               COM NEW          20576820       224    14700 SH       SHARED      01                         14700
D COMSTOCK RES INC               COM NEW          20576820         2      167 SH       SHARED      02         167
D COMSTOCK RES INC               COM NEW          20576820       817    53440 SH       SHARED      06       53440
D COMSTOCK RES INC               COM NEW          20576820        19     1300 SH       SHARED      10        1300
D COMSTOCK RES INC               COM NEW          20576820       382    25000 SH       SHARED      29       25000
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620      3895   136127 SH       SHARED              136127
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        80     2800 SH       SHARED      01        2800
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        70     2471 SH       SHARED      02        2471
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        48     1700 SH       SHARED      10        1700
D COMVERGE INC                   COM              20585910       118    94000 SH       SHARED               94000
D COMVERGE INC                   COM              20585910         0      701 SH       SHARED      02         701
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240      1424   207692 SH       SHARED              207692
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240        15     2191 SH       SHARED      02         191              2000
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240         6      974 SH       SHR/OTHR    23                           974
D CONAGRA FOODS INC              COM              20588710     52105  1973710 SH       SHARED             1973710
D CONAGRA FOODS INC              COM              20588710      2789   105672 SH       SHARED      01      104772               900
D CONAGRA FOODS INC              COM              20588710      1464    55465 SH       SHARED      02       27765             27700
D CONAGRA FOODS INC              COM              20588710         1      840 SH CALL  SHARED      02         840
D CONAGRA FOODS INC              COM              20588710        29     1100 SH       SHARED      04        1100
D CONAGRA FOODS INC              COM              20588710        27     1050 SH       SHARED      05        1050
D CONAGRA FOODS INC              COM              20588710      1955    74060 SH       SHARED      06       61760             12300
D CONAGRA FOODS INC              COM              20588710      9807   371513 SH       SHARED      10      371513
D CONAGRA FOODS INC              COM              20588710        15      600 SH       SHARED      20                           600
D CONAGRA FOODS INC              COM              20588710       138     5250 SH       SHR/OTHR    20                          5250
D CONAGRA FOODS INC              COM              20588710         4      164 SH       SHR/OTHR    23                           164
D CONAGRA FOODS INC              COM              20588710       245     9300 SH       SHARED      26        9300
D CONAGRA FOODS INC              COM              20588710       164     6235 SH       SHARED      27        6235
D CONAGRA FOODS INC              COM              20588710        66     2500 SH       SHARED      30        2500
D CONAGRA FOODS INC              COM              20588710      8643   327387 SH       SHARED      31      327387
D CON-WAY INC                    COM              20594410       379    13003 SH       SHARED               13003
D CON-WAY INC                    COM              20594410       542    18620 SH       SHARED      01        1420             17200
D CON-WAY INC                    COM              20594410         1       38 SH       SHARED      02          38
D CONCEPTUS INC                  NOTE  2.250% 2/1 206016AA       828   800000 PRN      SHARED              800000
D CONCEPTUS INC                  COM              20601610      1400   110829 SH       SHARED              110829
D CONCEPTUS INC                  COM              20601610        37     3000 SH       SHARED      01        3000
D CONCEPTUS INC                  COM              20601610         3      274 SH       SHARED      02         274
D CONCHO RES INC                 COM              20605P10      4515    48162 SH       SHARED               47532               630
D CONCHO RES INC                 COM              20605P10      3600    38402 SH       SHARED      01       35148              3254
D CONCHO RES INC                 COM              20605P10       108     1162 SH       SHR/OTHR    01                          1162
D CONCHO RES INC                 COM              20605P10        89      952 SH       SHARED      02         244               708
D CONCHO RES INC                 COM              20605P10      1542    16450 SH       SHARED      04       16450
D CONCHO RES INC                 COM              20605P10        39      425 SH       SHARED      05         425
D CONCHO RES INC                 COM              20605P10       585     6250 SH       SHARED      06        5850               400
D CONCHO RES INC                 COM              20605P10       403     4300 SH       SHARED      10        4300
D CONCHO RES INC                 COM              20605P10        47      502 SH       SHARED      20         440                62
D CONCHO RES INC                 COM              20605P10         1       20 SH       SHARED      21          20
D CONCHO RES INC                 COM              20605P10        72      777 SH       SHARED      23         550               227
D CONCHO RES INC                 COM              20605P10        96     1030 SH       SHR/OTHR    23                          1030
D CONCHO RES INC                 COM              20605P10       119     1274 SH       SHARED      26        1274
D CONCORD MED SVCS HLDGS LTD     SPONSORED ADR    20627710         0        7 SH       SHARED      02           7
D CONCUR TECHNOLOGIES INC        COM              20670810       650    12811 SH       SHARED               12811
D CONCUR TECHNOLOGIES INC        COM              20670810      1162    22892 SH       SHARED      01         500             22392
D CONCUR TECHNOLOGIES INC        COM              20670810      1020    20100 SH       SHR/OTHR    01                         20100
D CONCUR TECHNOLOGIES INC        COM              20670810     15165   298587 SH       SHARED      02      295332              3255
D CONCUR TECHNOLOGIES INC        COM              20670810        16      330 SH       SHARED      20         330
D CONCUR TECHNOLOGIES INC        COM              20670810        22      450 SH       SHR/OTHR    20                           450
D CONCUR TECHNOLOGIES INC        COM              20670810        15      296 SH       SHARED      21         296
D CONCUR TECHNOLOGIES INC        COM              20670810       571    11255 SH       SHARED      23       10455               800
D CONCUR TECHNOLOGIES INC        COM              20670810       357     7035 SH       SHR/OTHR    23                          7035
D CONMED CORP                    COM              20741010      1644    64046 SH       SHARED               64046
D CONMED CORP                    COM              20741010         8      342 SH       SHARED      02         342
D CONMED CORP                    COM              20741010       343    13400 SH       SHARED      10       13400
D CONMED CORP                    COM              20741010       196     7650 SH       SHARED      32        7650
D CONNECTICUT BK^TR CO HART NE   COM              20754610         0       84 SH       SHARED      02          84
D CONNECTICUT WTR SVC INC        COM              20779710        79     2931 SH       SHARED                2931
D CONNECTICUT WTR SVC INC        COM              20779710         3      127 SH       SHARED      02         127
D CONNS INC                      COM              20824210       272    24585 SH       SHARED               24585
D CONNS INC                      COM              20824210         0        4 SH       SHARED      02           4
D CONOCOPHILLIPS                 COM              20825C10       558     7669 SH       SHARED                4209              3460
D CONOCOPHILLIPS                 COM              20825C10     90249  1238496 SH       SHARED             1015798            222698
D CONOCOPHILLIPS                 COM              20825C10         3      741 SH CALL  SHARED                 741
D CONOCOPHILLIPS                 COM              20825C10     27280   374371 SH       SHARED      01      324302             50069
D CONOCOPHILLIPS                 COM              20825C10       943    12953 SH       SHR/OTHR    01                         12953
D CONOCOPHILLIPS                 COM              20825C10     15144   207827 SH       SHARED      02      193943             13884
D CONOCOPHILLIPS                 COM              20825C10        14     1337 SH CALL  SHARED      02        1337
D CONOCOPHILLIPS                 COM              20825C10         9     3140 SH PUT   SHARED      02        3140
D CONOCOPHILLIPS                 COM              20825C10       792    10876 SH       SHARED      04       10876
D CONOCOPHILLIPS                 COM              20825C10    171555  2354270 SH       SHARED      04     2354270
D CONOCOPHILLIPS                 COM              20825C10      1259    17290 SH       SHARED      05       17290
D CONOCOPHILLIPS                 COM              20825C10     13400   183900 SH       SHARED      06      109350             74550
D CONOCOPHILLIPS                 COM              20825C10     55419   760528 SH       SHARED      10      760528
D CONOCOPHILLIPS                 COM              20825C10       998    13700 SH       SHARED      15       13700
D CONOCOPHILLIPS                 COM              20825C10        52      715 SH       SHARED      20         715
D CONOCOPHILLIPS                 COM              20825C10        43      600 SH       SHR/OTHR    20                           600
D CONOCOPHILLIPS                 COM              20825C10       108     1491 SH       SHARED      21        1420                71
D CONOCOPHILLIPS                 COM              20825C10       573     7868 SH       SHR/OTHR    21                          7868
D CONOCOPHILLIPS                 COM              20825C10      1398    19188 SH       SHARED      23       16441              2747
D CONOCOPHILLIPS                 COM              20825C10      5110    70132 SH       SHR/OTHR    23                         70132
D CONOCOPHILLIPS                 COM              20825C10      1042    14300 SH       SHARED      26       14300
D CONOCOPHILLIPS                 COM              20825C10       228     3130 SH       SHARED      27        3130
D CONOCOPHILLIPS                 COM              20825C10       985    13520 SH       SHARED      29       13520
D CONOCOPHILLIPS                 COM              20825C10       728    10000 SH       SHARED      30       10000
D CONOCOPHILLIPS                 COM              20825C10     15531   213134 SH       SHARED      31      213134
D CONSOL ENERGY INC              COM              20854P10       618    16861 SH       SHARED               16861
D CONSOL ENERGY INC              COM              20854P10     14280   389120 SH       SHARED              389120
D CONSOL ENERGY INC              COM              20854P10         1     1800 SH PUT   SHARED                1800
D CONSOL ENERGY INC              COM              20854P10      1834    49975 SH       SHARED      01       49975
D CONSOL ENERGY INC              COM              20854P10      5872   160002 SH       SHARED      02      160002
D CONSOL ENERGY INC              COM              20854P10         0      530 SH CALL  SHARED      02         530
D CONSOL ENERGY INC              COM              20854P10         0     1150 SH PUT   SHARED      02        1150
D CONSOL ENERGY INC              COM              20854P10      2204    60071 SH       SHARED      04       60071
D CONSOL ENERGY INC              COM              20854P10        30      840 SH       SHARED      05         840
D CONSOL ENERGY INC              COM              20854P10       462    12600 SH       SHARED      06        7450              5150
D CONSOL ENERGY INC              COM              20854P10      2588    70523 SH       SHARED      10       70523
D CONSOL ENERGY INC              COM              20854P10         4      120 SH       SHARED      21                           120
D CONSOL ENERGY INC              COM              20854P10       559    15255 SH       SHARED      26       15255
D CONSOLIDATED COMM HLDGS INC    COM              20903410       142     7502 SH       SHARED                7502
D CONSOLIDATED COMM HLDGS INC    COM              20903410       127     6706 SH       SHARED      02        6706
D CONSOLIDATED COMM HLDGS INC    COM              20903410       381    20000 SH       SHARED      10       20000
D CONSOLIDATED EDISON INC        COM              20911510     16040   258592 SH       SHARED              258592
D CONSOLIDATED EDISON INC        COM              20911510      5153    83079 SH       SHARED      01       73199              9880
D CONSOLIDATED EDISON INC        COM              20911510        23      385 SH       SHR/OTHR    01                           385
D CONSOLIDATED EDISON INC        COM              20911510       384     6202 SH       SHARED      02        3271              2931
D CONSOLIDATED EDISON INC        COM              20911510      1631    26300 SH       SHARED      04       26300
D CONSOLIDATED EDISON INC        COM              20911510       272     4390 SH       SHARED      05        4390
D CONSOLIDATED EDISON INC        COM              20911510    237888  3835050 SH       SHARED      06       25000           3810050
D CONSOLIDATED EDISON INC        COM              20911510      9584   154510 SH       SHARED      10      154510
D CONSOLIDATED EDISON INC        COM              20911510       173     2800 SH       SHARED      23        2800
D CONSOLIDATED EDISON INC        COM              20911510       360     5804 SH       SHR/OTHR    23                          5804
D CONSOLIDATED EDISON INC        COM              20911510       967    15600 SH       SHARED      29       15600
D CONSOLIDATED EDISON INC        COM              20911510      4044    65200 SH       SHARED      30       65200
D CONSOLIDATED GRAPHICS INC      COM              20934110       371     7701 SH       SHARED                7701
D CONSOLIDATED GRAPHICS INC      COM              20934110       163     3394 SH       SHARED      02        3394
D CONSOLIDATED GRAPHICS INC      COM              20934110        77     1600 SH       SHARED      10        1600
D CONSOLIDATED TOMOKA LD CO      COM              21022610        56     2104 SH       SHARED                2104
D CONSOLIDATED TOMOKA LD CO      COM              21022610         0        2 SH       SHARED      02           2
D CONSOLIDATED TOMOKA LD CO      COM              21022610        37     1400 SH       SHARED      10        1400
D CONSTANT CONTACT INC           COM              21031310       210     9054 SH       SHARED                9054
D CONSTANT CONTACT INC           COM              21031310       388    16722 SH       SHARED      02       16722
D CONSTELLATION BRANDS INC       CL A             21036P10      9689   468749 SH       SHARED              468749
D CONSTELLATION BRANDS INC       CL A             21036P10       954    46157 SH       SHARED      01       40807              5350
D CONSTELLATION BRANDS INC       CL A             21036P10       119     5793 SH       SHARED      02        5743                50
D CONSTELLATION BRANDS INC       CL A             21036P10         2      100 SH       SHARED      05         100
D CONSTELLATION BRANDS INC       CL A             21036P10       712    34450 SH       SHARED      06       29950              4500
D CONSTELLATION BRANDS INC       CL A             21036P10      4682   226533 SH       SHARED      10      226533
D CONSTELLATION BRANDS INC       CL A             21036P10       102     4951 SH       SHARED      27        4951
D CONSTELLATION ENERGY GROUP I   COM              21037110     97927  2468550 SH       SHARED             2468550
D CONSTELLATION ENERGY GROUP I   COM              21037110      1893    47725 SH       SHARED      01       47725
D CONSTELLATION ENERGY GROUP I   COM              21037110       261     6595 SH       SHARED      02        4270              2325
D CONSTELLATION ENERGY GROUP I   COM              21037110       107     2700 SH       SHARED      04        2700
D CONSTELLATION ENERGY GROUP I   COM              21037110       151     3820 SH       SHARED      05        3820
D CONSTELLATION ENERGY GROUP I   COM              21037110       436    11010 SH       SHARED      06        6010              5000
D CONSTELLATION ENERGY GROUP I   COM              21037110      4864   122633 SH       SHARED      10      122633
D CONSTELLATION ENERGY GROUP I   COM              21037110        59     1500 SH       SHARED      23        1500
D CONSTELLATION ENERGY GROUP I   COM              21037110       106     2683 SH       SHARED      27        2683
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20        23      406 SH       SHARED                 406
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20       141     2435 SH       SHARED      01        2435
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20       144     2479 SH       SHARED      02        2479
D CONTINENTAL AIRLS INC          NOTE  4.500% 1/1 210795PU      2639  2176000 PRN      SHARED             2176000
D CONTINENTAL AIRLS INC          NOTE  4.500% 1/1 210795PU      7810  6439000 PRN      SHARED      02     6439000
D CONTINENTAL RESOURCES INC      COM              21201510      2128    31907 SH       SHARED               31907
D CONTINENTAL RESOURCES INC      COM              21201510       858    12875 SH       SHARED      01       12875
D CONTINENTAL RESOURCES INC      COM              21201510     15047   225571 SH       SHARED      02      224971               600
D CONTINENTAL RESOURCES INC      COM              21201510       360     5400 SH       SHARED      10        5400
D CONTINENTAL RESOURCES INC      COM              21201510         4       70 SH       SHARED      21                            70
D CONTINENTAL RESOURCES INC      COM              21201510       533     8000 SH       SHARED      26        8000
D CONVERGYS CORP                 COM              21248510      2867   224588 SH       SHARED              224588
D CONVERGYS CORP                 COM              21248510        34     2700 SH       SHARED      01                          2700
D CONVERGYS CORP                 COM              21248510      8620   675047 SH       SHARED      02      675047
D CONVERGYS CORP                 COM              21248510       349    27400 SH       SHARED      10       27400
D CONVIO INC                     COM              21257W10        22     2038 SH       SHARED                2038
D CONVIO INC                     COM              21257W10         0       11 SH       SHARED      02          11
D COOPER COS INC                 COM NEW          21664840     10896   154511 SH       SHARED              154511
D COOPER COS INC                 COM NEW          21664840      1320    18725 SH       SHARED      01        4025             14700
D COOPER COS INC                 COM NEW          21664840     18747   265841 SH       SHARED      02      265841
D COOPER COS INC                 COM NEW          21664840        16     6202 SH CALL  SHARED      02        6202
D COOPER COS INC                 COM NEW          21664840        77     1100 SH       SHARED      10        1100
D COOPER TIRE & RUBR CO          COM              21683110       320    22851 SH       SHARED               22851
D COOPER TIRE & RUBR CO          COM              21683110         7      508 SH       SHARED      02         508
D COOPER TIRE & RUBR CO          COM              21683110     25749  1837960 SH       SHARED      10     1837960
D COPANO ENERGY L L C            COM UNITS        21720210       136     4000 SH       SHARED      02                          4000
D COPART INC                     COM              21720410       652    13634 SH       SHARED               13634
D COPART INC                     COM              21720410       790    16500 SH       SHARED      01                         16500
D COPART INC                     COM              21720410        15      314 SH       SHARED      02         314
D COPART INC                     COM              21720410       148     3100 SH       SHARED      10        3100
D COPART INC                     COM              21720410        17      364 SH       SHARED      21                           364
D CORCEPT THERAPEUTICS INC       COM              21835210        43    12673 SH       SHARED               12673
D CORCEPT THERAPEUTICS INC       COM              21835210        36    10530 SH       SHARED      02          30             10500
D CORE MARK HOLDING CO INC       COM              21868110       213     5398 SH       SHARED                5398
D CORE MARK HOLDING CO INC       COM              21868110         4      113 SH       SHARED      02         113
D CORE MARK HOLDING CO INC       COM              21868110        63     1600 SH       SHARED      10        1600
D CORESITE RLTY CORP             COM              21870Q10      1836   103053 SH       SHARED              103053
D CORESITE RLTY CORP             COM              21870Q10         0        7 SH       SHARED      02           7
D CORESITE RLTY CORP             COM              21870Q10        64     3600 SH       SHARED      10        3600
D CORELOGIC INC                  COM              21871D10     24720  1911876 SH       SHARED             1911876
D CORELOGIC INC                  COM              21871D10       451    34925 SH       SHARED      01        1425             33500
D CORELOGIC INC                  COM              21871D10        54     4184 SH       SHARED      02        4184
D CORELOGIC INC                  COM              21871D10        28     2200 SH       SHARED      10        2200
D CORINTHIAN COLLEGES INC        COM              21886810       399   184307 SH       SHARED              184307
D CORINTHIAN COLLEGES INC        COM              21886810         8     4025 SH       SHARED      01        4025
D CORINTHIAN COLLEGES INC        COM              21886810         2     1357 SH       SHARED      02        1357
D CORINTHIAN COLLEGES INC        COM              21886810       193    89200 SH       SHARED      10       89200
D CORMEDIX INC                   COM              21900C10         0       11 SH       SHARED      02          11
D CORN PRODS INTL INC            COM              21902310       470     8941 SH       SHARED                8446               495
D CORN PRODS INTL INC            COM              21902310      2085    39648 SH       SHARED               39648
D CORN PRODS INTL INC            COM              21902310      7357   139898 SH       SHARED      01       92368             47530
D CORN PRODS INTL INC            COM              21902310      2093    39815 SH       SHR/OTHR    01                         39815
D CORN PRODS INTL INC            COM              21902310       137     2623 SH       SHARED      02         605              2018
D CORN PRODS INTL INC            COM              21902310      9299   176832 SH       SHARED      04      176832
D CORN PRODS INTL INC            COM              21902310     22273   423530 SH       SHARED      10      421904              1626
D CORN PRODS INTL INC            COM              21902310      2601    49475 SH       SHARED      20       43285      140     6050
D CORN PRODS INTL INC            COM              21902310       148     2820 SH       SHR/OTHR    20                          2820
D CORN PRODS INTL INC            COM              21902310       142     2709 SH       SHARED      21        2610                99
D CORN PRODS INTL INC            COM              21902310        23      440 SH       SHR/OTHR    21                           440
D CORN PRODS INTL INC            COM              21902310      2351    44720 SH       SHARED      23       38535              6185
D CORN PRODS INTL INC            COM              21902310      1356    25795 SH       SHR/OTHR    23                         25795
D CORN PRODS INTL INC            COM              21902310      1341    25500 SH       SHARED      26       25500
D CORNERSTONE THERAPEUTICS INC   COM              21924P10         7     1358 SH       SHARED                1358
D CORNERSTONE THERAPEUTICS INC   COM              21924P10         0        2 SH       SHARED      02           2
D CORNERSTONE ONDEMAND INC       COM              21925Y10        99     5455 SH       SHARED                5455
D CORNERSTONE ONDEMAND INC       COM              21925Y10       485    26608 SH       SHARED      02       26608
D CORNING INC                    COM              21935010      3442   265210 SH       SHARED                                265210
D CORNING INC                    COM              21935010     53501  4121867 SH       SHARED             4121867
D CORNING INC                    COM              21935010      5396   415728 SH       SHARED      01      415728
D CORNING INC                    COM              21935010       101     7800 SH       SHR/OTHR    01                          7800
D CORNING INC                    COM              21935010       512    39453 SH       SHARED      02       17793             21660
D CORNING INC                    COM              21935010        38    51232 SH CALL  SHARED      02       51232
D CORNING INC                    COM              21935010       103    21849 SH PUT   SHARED      02       21849
D CORNING INC                    COM              21935010    119659  9218774 SH       SHARED      04     9218774
D CORNING INC                    COM              21935010        39     3050 SH       SHARED      05        3050
D CORNING INC                    COM              21935010      2609   201050 SH       SHARED      06      152600             48450
D CORNING INC                    COM              21935010      8894   685217 SH       SHARED      10      685217
D CORNING INC                    COM              21935010       207    16000 SH       SHARED      15       16000
D CORNING INC                    COM              21935010         6      500 SH       SHARED      21         500
D CORNING INC                    COM              21935010        40     3150 SH       SHR/OTHR    23                          3150
D CORNING INC                    COM              21935010        34     2669 SH       SHARED      27        2669
D CORNING INC                    COM              21935010        38     3000 SH       SHARED      29        3000
D CORPBANCA                      SPONSORED ADR    21987A20         9      466 SH       SHARED                 466
D CORPORATE EXECUTIVE BRD CO     COM              21988R10      1892    49668 SH       SHARED               49668
D CORPORATE EXECUTIVE BRD CO     COM              21988R10       384    10100 SH       SHARED      01                         10100
D CORPORATE EXECUTIVE BRD CO     COM              21988R10         3      100 SH       SHARED      02          25                75
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10      2455   115487 SH       SHARED              115487
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10       497    23400 SH       SHARED      01        1200             22200
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10         0        6 SH       SHARED      02           6
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10        46     2200 SH       SHARED      10        2200
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10      1749    82300 SH       SHARED      11                         82300
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40      4107   201662 SH       SHARED              201662
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       625    30700 SH       SHARED      01                         30700
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40         0       23 SH       SHARED      02          23
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40        54     2700 SH       SHARED      10        2700
D CORVEL CORP                    COM              22100610        97     1876 SH       SHARED                1876
D CORVEL CORP                    COM              22100610         1       38 SH       SHARED      02          38
D COST PLUS INC CALIF            COM              22148510       737    75662 SH       SHARED               75662
D COST PLUS INC CALIF            COM              22148510         0       10 SH       SHARED      02          10
D COSTCO WHSL CORP NEW           COM              22160K10        55      663 SH       SHARED                 278               385
D COSTCO WHSL CORP NEW           COM              22160K10     88883  1066775 SH       SHARED             1066775
D COSTCO WHSL CORP NEW           COM              22160K10     21273   255321 SH       SHARED      01      205039             50282
D COSTCO WHSL CORP NEW           COM              22160K10      2105    25269 SH       SHR/OTHR    01                         25269
D COSTCO WHSL CORP NEW           COM              22160K10      4522    54274 SH       SHARED      02       39710             14564
D COSTCO WHSL CORP NEW           COM              22160K10         0      450 SH CALL  SHARED      02         450
D COSTCO WHSL CORP NEW           COM              22160K10       724     8700 SH       SHARED      04        8700
D COSTCO WHSL CORP NEW           COM              22160K10       244     2930 SH       SHARED      05        2930
D COSTCO WHSL CORP NEW           COM              22160K10      3122    37480 SH       SHARED      06       24480             13000
D COSTCO WHSL CORP NEW           COM              22160K10     15513   186189 SH       SHARED      10      184809              1380
D COSTCO WHSL CORP NEW           COM              22160K10      3498    41989 SH       SHARED      20       36405      110     5474
D COSTCO WHSL CORP NEW           COM              22160K10       321     3855 SH       SHR/OTHR    20                          3855
D COSTCO WHSL CORP NEW           COM              22160K10       208     2505 SH       SHARED      21        2505
D COSTCO WHSL CORP NEW           COM              22160K10       103     1238 SH       SHR/OTHR    21                          1238
D COSTCO WHSL CORP NEW           COM              22160K10      3071    36860 SH       SHARED      23       31016              5844
D COSTCO WHSL CORP NEW           COM              22160K10      2691    32304 SH       SHR/OTHR    23                         32304
D COSTCO WHSL CORP NEW           COM              22160K10      1533    18400 SH       SHARED      26       18400
D COSTAR GROUP INC               COM              22160N10       529     7929 SH       SHARED                7929
D COSTAR GROUP INC               COM              22160N10        46      700 SH       SHARED      01         700
D COSTAR GROUP INC               COM              22160N10        88     1319 SH       SHARED      02         218              1101
D COTT CORP QUE                  COM              22163N10       289    46208 SH       SHARED               46208
D COTT CORP QUE                  COM              22163N10        22     3571 SH       SHARED      02         821              2750
D COUNTRY STYLE COOKING RESTAU   SPONSORED ADR    22238M10        22     3031 SH       SHARED                3031
D COURIER CORP                   COM              22266010       238    20364 SH       SHARED               20364
D COURIER CORP                   COM              22266010         0       11 SH       SHARED      02          11
D COURIER CORP                   COM              22266010       143    12200 SH       SHARED      10       12200
D COUSINS PPTYS INC              COM              22279510      1409   219927 SH       SHARED              219927
D COUSINS PPTYS INC              COM              22279510        38     6017 SH       SHARED      01        3051              2966
D COUSINS PPTYS INC              COM              22279510         3      546 SH       SHARED      02         546
D COUSINS PPTYS INC              COM              22279510         0        1 SH       SHARED      10           1
D COUSINS PPTYS INC              COM              22279510       284    44413 SH       SHARED      26       44413
D COVANCE INC                    COM              22281610      6771   148100 SH       SHARED              148100
D COVANCE INC                    COM              22281610      1504    32902 SH       SHARED      01       14202             18700
D COVANCE INC                    COM              22281610         0        6 SH       SHARED      02           6
D COVANCE INC                    COM              22281610        32      700 SH       SHARED      04         700
D COVANCE INC                    COM              22281610         4      100 SH       SHARED      05         100
D COVANCE INC                    COM              22281610        18      400 SH       SHARED      06         400
D COVANCE INC                    COM              22281610       182     4000 SH       SHARED      10        4000
D COVANCE INC                    COM              22281610         9      206 SH       SHARED      21         206
D COVANCE INC                    COM              22281610       192     4216 SH       SHARED      27        4216
D COVANTA HLDG CORP              NOTE  3.250% 6/0 22282EAC      5210  5000000 PRN      SHARED             5000000
D COVANTA HLDG CORP              COM              22282E10      6689   488674 SH       SHARED              488674
D COVANTA HLDG CORP              COM              22282E10       277    20260 SH       SHARED      01       20260
D COVANTA HLDG CORP              COM              22282E10       190    13926 SH       SHARED      02       13926
D COVANTA HLDG CORP              COM              22282E10       971    71000 SH       SHARED      05       71000
D COVANTA HLDG CORP              COM              22282E10        16     1200 SH       SHARED      10        1200
D COVENANT TRANSN GROUP INC      CL A             22284P10        48    16270 SH       SHARED               16270
D COVENANT TRANSN GROUP INC      CL A             22284P10         0       66 SH       SHARED      02          66
D COVENTRY HEALTH CARE INC       COM              22286210      8754   288277 SH       SHARED              288277
D COVENTRY HEALTH CARE INC       COM              22286210      1181    38895 SH       SHARED      01       38270               625
D COVENTRY HEALTH CARE INC       COM              22286210        44     1453 SH       SHARED      02        1428                25
D COVENTRY HEALTH CARE INC       COM              22286210        57     1900 SH       SHARED      04        1900
D COVENTRY HEALTH CARE INC       COM              22286210        49     1630 SH       SHARED      05        1630
D COVENTRY HEALTH CARE INC       COM              22286210       620    20420 SH       SHARED      06       16820              3600
D COVENTRY HEALTH CARE INC       COM              22286210      6065   199734 SH       SHARED      10      199734
D COVENTRY HEALTH CARE INC       COM              22286210        21      700 SH       SHARED      20         700
D COVENTRY HEALTH CARE INC       COM              22286210         7      260 SH       SHR/OTHR    20                           260
D COVENTRY HEALTH CARE INC       COM              22286210        14      480 SH       SHARED      21         480
D COVENTRY HEALTH CARE INC       COM              22286210         1       55 SH       SHR/OTHR    21                            55
D COVENTRY HEALTH CARE INC       COM              22286210        20      680 SH       SHARED      27         680
D COVENTRY HEALTH CARE INC       COM              22286210       774    25500 SH       SHARED      32       25500
D COWEN GROUP INC NEW            CL A             22362210       687   265471 SH       SHARED              265471
D COWEN GROUP INC NEW            CL A             22362210        72    28040 SH       SHARED      02       28040
D CRACKER BARREL OLD CTRY STOR   COM              22410J10      4799    95203 SH       SHARED               95203
D CRACKER BARREL OLD CTRY STOR   COM              22410J10       144     2869 SH       SHARED      02        2869
D CRACKER BARREL OLD CTRY STOR   COM              22410J10       378     7500 SH       SHARED      10        7500
D CRAFT BREWERS ALLIANCE INC     COM              22412210        59     9819 SH       SHARED                9819
D CRAFT BREWERS ALLIANCE INC     COM              22412210         0        7 SH       SHARED      02           7
D CRANE CO                       COM              22439910      1364    29210 SH       SHARED               29210
D CRANE CO                       COM              22439910       826    17700 SH       SHARED      01        2700             15000
D CRANE CO                       COM              22439910         0        4 SH       SHARED      02           4
D CRANE CO                       COM              22439910      3643    78000 SH       SHARED      10       78000
D CRAWFORD & CO                  CL B             22463310        37     6108 SH       SHARED                6108
D CRAWFORD & CO                  CL B             22463310         0       19 SH       SHARED      02          19
D CRAWFORD & CO                  CL A             22463320         2      618 SH       SHARED                 618
D CRAY INC                       COM NEW          22522330       256    39611 SH       SHARED               39611
D CRAY INC                       COM NEW          22522330         0       10 SH       SHARED      02          10
D CREDIT ACCEP CORP MICH         COM              22531010       251     3061 SH       SHARED                3061
D CREDIT ACCEP CORP MICH         COM              22531010        28      349 SH       SHARED      01         349
D CREDIT ACCEP CORP MICH         COM              22531010         3       40 SH       SHARED      02          40
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110         0        1 SH       SHARED      02           1
D CREDIT SUISSE NASSAU BRH       INVRS VIX STERM  22542D79       162    25000 SH       SHARED      02       25000
D CREDIT SUISSE NASSAU BRH       ETN LKD 30MLP    22542D85        50     2000 SH       SHARED      02                          2000
D CREE INC                       COM              22544710     22443  1018317 SH       SHARED             1018317
D CREE INC                       COM              22544710         6      177 SH PUT   SHARED                 177
D CREE INC                       COM              22544710      1360    61750 SH       SHARED      01       26250             35500
D CREE INC                       COM              22544710      1881    85389 SH       SHARED      02       77914              7475
D CREE INC                       COM              22544710     22398  1016250 SH       SHARED      04     1016250
D CREE INC                       COM              22544710         1       50 SH       SHARED      05          50
D CREE INC                       COM              22544710        15      700 SH       SHARED      06         700
D CREE INC                       COM              22544710        44     2000 SH       SHARED      10        2000
D CREE INC                       COM              22544710       317    14383 SH       SHARED      27       14383
D CRESTWOOD MIDSTREAM PRTNERS    COM UNITS REPSTG 22637210       273     8606 SH       SHARED      02           1              8605
D CRESUD S A C I F Y A           SPONSORED ADR    22640610       165    14520 SH       SHARED               14520
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      1311   115105 SH       SHARED              115105
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      1359   119322 SH       SHARED      02           1            119321
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      4072   357540 SH       SHARED      04      357540
D CRESUD S A C I F Y A           SPONSORED ADR    22640610       455    40000 SH       SHARED      30       40000
D CREXUS INVT CORP               COM              22655310       114    11020 SH       SHARED               11020
D CREXUS INVT CORP               COM              22655310      1062   102335 SH       SHARED      02          38            102297
D CREXUS INVT CORP               COM              22655310        34     3300 SH       SHARED      10        3300
D CRIMSON EXPLORATION INC        COM NEW          22662K20        11     4171 SH       SHARED                4171
D CRIMSON EXPLORATION INC        COM NEW          22662K20         0       11 SH       SHARED      02          11
D CROCS INC                      COM              22704610      2064   139800 SH       SHARED              139800
D CROCS INC                      COM              22704610        15     1050 SH       SHARED      01        1050
D CROCS INC                      COM              22704610       207    14070 SH       SHARED      02       13570               500
D CROCS INC                      COM              22704610        57     3900 SH       SHARED      10        3900
D CROCS INC                      COM              22704610       296    20100 SH       SHARED      26       20100
D CROSS A T CO                   CL A             22747810        18     1598 SH       SHARED                1598
D CROSS A T CO                   CL A             22747810         0        7 SH       SHARED      02           7
D CROSS CTRY HEALTHCARE INC      COM              22748310       135    24478 SH       SHARED               24478
D CROSS CTRY HEALTHCARE INC      COM              22748310         0      168 SH       SHARED      02         168
D CROSS CTRY HEALTHCARE INC      COM              22748310       211    38100 SH       SHARED      10       38100
D CROSS TIMBERS RTY TR           TR UNIT          22757R10       227     4659 SH       SHARED                4659
D CROSS TIMBERS RTY TR           TR UNIT          22757R10        48     1000 SH       SHARED      02                          1000
D CROSS TIMBERS RTY TR           TR UNIT          22757R10        48     1000 SH       SHARED      21        1000
D CROSSTEX ENERGY L P            COM              22765U10       770    47500 SH       SHARED               47500
D CROSSTEX ENERGY L P            COM              22765U10         0        1 SH       SHARED      02           1
D CROSSTEX ENERGY INC            COM              22765Y10      1789   141550 SH       SHARED              141550
D CROSSTEX ENERGY INC            COM              22765Y10         5      400 SH       SHARED      01         400
D CROSSTEX ENERGY INC            COM              22765Y10         0       42 SH       SHARED      02          42
D CROSSTEX ENERGY INC            COM              22765Y10       240    19000 SH       SHARED      10       19000
D CROWN CASTLE INTL CORP         COM              22822710     19070   425682 SH       SHARED              425682
D CROWN CASTLE INTL CORP         COM              22822710      3013    67263 SH       SHARED      01       67263
D CROWN CASTLE INTL CORP         COM              22822710        13      300 SH       SHR/OTHR    01                           300
D CROWN CASTLE INTL CORP         COM              22822710     43356   967772 SH       SHARED      02      958480              9292
D CROWN CASTLE INTL CORP         COM              22822710      4645   103700 SH       SHARED      04      103700
D CROWN CASTLE INTL CORP         COM              22822710       256     5730 SH       SHARED      05        5730
D CROWN CASTLE INTL CORP         COM              22822710       726    16210 SH       SHARED      06       15260               950
D CROWN CASTLE INTL CORP         COM              22822710     14556   324927 SH       SHARED      10      324927
D CROWN CASTLE INTL CORP         COM              22822710       240     5373 SH       SHARED      26        5373
D CROWN CASTLE INTL CORP         COM              22822710        27      621 SH       SHARED      27         621
D CROWN CRAFTS INC               COM              22830910       396   120466 SH       SHR/OTHR    01                        120466
D CROWN HOLDINGS INC             COM              22836810      2846    84774 SH       SHARED               84774
D CROWN HOLDINGS INC             COM              22836810      1222    36400 SH       SHARED      01       34685              1715
D CROWN HOLDINGS INC             COM              22836810        77     2318 SH       SHARED      02         105              2213
D CROWN HOLDINGS INC             COM              22836810         3      100 SH       SHARED      05         100
D CROWN HOLDINGS INC             COM              22836810        63     1900 SH       SHARED      06        1900
D CROWN HOLDINGS INC             COM              22836810       238     7100 SH       SHARED      10        7100
D CROWN HOLDINGS INC             COM              22836810        14      426 SH       SHARED      21         426
D CROWN HOLDINGS INC             COM              22836810         4      140 SH       SHR/OTHR    21                           140
D CROWN HOLDINGS INC             COM              22836810        40     1200 SH       SHARED      23        1200
D CROWN MEDIA HLDGS INC          CL A             22841110        26    22288 SH       SHARED               22288
D CROWN MEDIA HLDGS INC          CL A             22841110         0       25 SH       SHARED      02          25
D CRUMBS BAKE SHOP INC           COM              22880310       328    82000 SH       SHARED      02       82000
D CRYOLIFE INC                   COM              22890310        39     8216 SH       SHARED                8216
D CRYOLIFE INC                   COM              22890310         0      150 SH       SHARED      02         150
D CRYSTAL ROCK HLDGS INC         COM              22940F10         0       42 SH       SHARED      02          42
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10      9842   420625 SH       SHARED              420625
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10       408    17449 SH       SHARED      02       17449
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10       888    37977 SH       SHARED      06       37977
D CTPARTNERS EXECUTIVE SEARCH    COM              22945C10         0       28 SH       SHARED      02          28
D CUBESMART                      COM              22966310      1012    95202 SH       SHARED               95202
D CUBESMART                      COM              22966310         0       35 SH       SHARED      02          35
D CUBESMART                      COM              22966310        90     8500 SH       SHARED      10        8500
D CUBESMART                      COM              22966310       819    77026 SH       SHARED      26       77026
D CUBIC CORP                     COM              22966910      1902    43638 SH       SHARED               43638
D CUBIC CORP                     COM              22966910        26      600 SH       SHARED      01         600
D CUBIC CORP                     COM              22966910       168     3856 SH       SHARED      02        3856
D CUBIST PHARMACEUTICALS INC     NOTE  2.250% 6/1 229678AC       668   496000 PRN      SHARED      02      496000
D CUBIST PHARMACEUTICALS INC     NOTE  2.500%11/0 229678AD      6736  4500000 PRN      SHARED      02     4500000
D CUBIST PHARMACEUTICALS INC     COM              22967810      6588   166299 SH       SHARED              166299
D CUBIST PHARMACEUTICALS INC     COM              22967810       257     6500 SH       SHARED      01        6500
D CUBIST PHARMACEUTICALS INC     COM              22967810        51     1300 SH       SHR/OTHR    01                          1300
D CUBIST PHARMACEUTICALS INC     COM              22967810        48     1233 SH       SHARED      02        1233
D CUBIST PHARMACEUTICALS INC     COM              22967810        19     2884 SH CALL  SHARED      02        2884
D CUBIST PHARMACEUTICALS INC     COM              22967810         0     2272 SH PUT   SHARED      02        2272
D CUBIST PHARMACEUTICALS INC     COM              22967810      5994   151299 SH       SHARED      04      151299
D CUBIST PHARMACEUTICALS INC     COM              22967810        16      405 SH       SHARED      21         405
D CUBIST PHARMACEUTICALS INC     COM              22967810       913    23050 SH       SHARED      32       23050
D CULLEN FROST BANKERS INC       COM              22989910      1493    28222 SH       SHARED               28222
D CULLEN FROST BANKERS INC       COM              22989910       999    18900 SH       SHARED      01                         18900
D CULLEN FROST BANKERS INC       COM              22989910         5      103 SH       SHARED      02         103
D CULLEN FROST BANKERS INC       COM              22989910      1015    19200 SH       SHARED      10       19200
D CULP INC                       COM              23021510         2      301 SH       SHARED      02         301
D CUMBERLAND PHARMACEUTICALS I   COM              23077010         3      600 SH       SHARED                 600
D CUMBERLAND PHARMACEUTICALS I   COM              23077010        27     5200 SH       SHARED      01        5200
D CUMBERLAND PHARMACEUTICALS I   COM              23077010         3      700 SH       SHARED      02         700
D CUMMINS INC                    COM              23102110     11701   132936 SH       SHARED              132936
D CUMMINS INC                    COM              23102110      3881    44100 SH       SHARED      01       43100              1000
D CUMMINS INC                    COM              23102110     11519   130871 SH       SHARED      02      127178              3693
D CUMMINS INC                    COM              23102110         0      579 SH PUT   SHARED      02         579
D CUMMINS INC                    COM              23102110      1883    21400 SH       SHARED      04       21400
D CUMMINS INC                    COM              23102110       653     7420 SH       SHARED      05        7420
D CUMMINS INC                    COM              23102110      1698    19300 SH       SHARED      06       12800              6500
D CUMMINS INC                    COM              23102110     10782   122505 SH       SHARED      10      122505
D CUMMINS INC                    COM              23102110        70      800 SH       SHARED      23         800
D CUMMINS INC                    COM              23102110        26      300 SH       SHR/OTHR    23                           300
D CUMMINS INC                    COM              23102110       543     6180 SH       SHARED      26        6180
D CUMMINS INC                    COM              23102110       596     6777 SH       SHARED      27        6777
D CUMMINS INC                    COM              23102110      7642    86825 SH       SHARED      31       86825
D CUMULUS MEDIA INC              CL A             23108210       941   281969 SH       SHARED              281969
D CUMULUS MEDIA INC              CL A             23108210         0       46 SH       SHARED      02          46
D CURIS INC                      COM              23126910       110    23627 SH       SHARED               23627
D CURIS INC                      COM              23126910         0       45 SH       SHARED      02          45
D CURIS INC                      COM              23126910       748   160000 SH       SHARED      26      160000
D CURRENCYSHS BRIT POUND STER    BRIT POUND STE   23129S10        57      372 SH       SHARED      02         372
D CURRENCYSHARES AUSTRALIAN DL   AUSTRALIAN DOL   23129U10       290     2831 SH       SHARED      02                          2831
D CURRENCYSHARES SWISS FRANC T   SWISS FRANC SH   23129V10      1576    15000 SH       SHARED               15000
D CURRENCYSHARES SWISS FRANC T   SWISS FRANC SH   23129V10        57      544 SH       SHARED      02         544
D CURRENCYSHARES SWISS FRANC T   SWISS FRANC SH   23129V10       231     2200 SH       SHR/OTHR    23                          2200
D CURRENCYSHARES CDN DLR TR      CDN DOLLAR SHS   23129X10      1952    20000 SH       SHARED               20000
D CURRENCYSHARES CDN DLR TR      CDN DOLLAR SHS   23129X10        95      976 SH       SHARED      02         976
D CURRENCYSHS JAPANESE YEN TR    JAPANESE YEN     23130A10         0      124 SH CALL  SHARED      02         124
D CURRENCYSHS JAPANESE YEN TR    JAPANESE YEN     23130A10         0      124 SH PUT   SHARED      02         124
D CURRENCYSHARES EURO TR         EURO SHS         23130C10      2152    16700 SH       SHARED               16700
D CURRENCYSHARES EURO TR         EURO SHS         23130C10       354     2749 SH       SHARED      02        2749
D CURRENCYSHARES EURO TR         EURO SHS         23130C10        13     4000 SH PUT   SHARED      02        4000
D CURRENCYSHARES EURO TR         EURO SHS         23130C10        69      540 SH       SHR/OTHR    20                           540
D CURTISS WRIGHT CORP            COM              23156110       523    14812 SH       SHARED               14812
D CURTISS WRIGHT CORP            COM              23156110        28      800 SH       SHARED      01         800
D CURTISS WRIGHT CORP            COM              23156110       219     6215 SH       SHARED      02        6215
D CURTISS WRIGHT CORP            COM              23156110     25391   718696 SH       SHARED      10      718696
D CUSHING MLP TOTAL RETURN FD    COM SHS          23163110      1414   158970 SH       SHARED      02                        158970
D CUTERA INC                     COM              23210910        89    12000 SH       SHARED               12000
D CUTERA INC                     COM              23210910         0       13 SH       SHARED      02          13
D CYBERONICS INC                 COM              23251P10       647    19320 SH       SHARED               19320
D CYBERONICS INC                 COM              23251P10         9      295 SH       SHARED      02         295
D CYCLACEL PHARMACEUTICALS INC   COM              23254L10        63   107142 SH       SHARED              107142
D CYMER INC                      COM              23257210      1658    33323 SH       SHARED               33323
D CYMER INC                      COM              23257210        18      372 SH       SHARED      02         372
D CYMER INC                      COM              23257210       328     6600 SH       SHARED      10        6600
D CYNOSURE INC                   CL A             23257720        25     2148 SH       SHARED                2148
D CYNOSURE INC                   CL A             23257720         0        3 SH       SHARED      02           3
D CYNOSURE INC                   CL A             23257720        42     3600 SH       SHARED      10        3600
D CYPRESS SEMICONDUCTOR CORP     COM              23280610      2734   161873 SH       SHARED              161873
D CYPRESS SEMICONDUCTOR CORP     COM              23280610      1524    90257 SH       SHARED      01       42657             47600
D CYPRESS SEMICONDUCTOR CORP     COM              23280610      1460    86482 SH       SHR/OTHR    01                         86482
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       133     7908 SH       SHARED      02           8              7900
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       123     7300 SH       SHARED      10        7300
D CYPRESS SEMICONDUCTOR CORP     COM              23280610         8      531 SH       SHARED      21         531
D CYTOKINETICS INC               COM              23282W10        24    26005 SH       SHARED               26005
D CYTOKINETICS INC               COM              23282W10         0       43 SH       SHARED      02          43
D CYTOKINETICS INC               COM              23282W10       460   479848 SH       SHARED      26      479848
D CYTOKINETICS INC               COM              23282W10       107   111728 SH       SHARED      32      111728
D CYTEC INDS INC                 COM              23282010      2084    46696 SH       SHARED               46696
D CYTEC INDS INC                 COM              23282010       717    16068 SH       SHARED      01         768             15300
D CYTEC INDS INC                 COM              23282010        33      756 SH       SHR/OTHR    01                           756
D CYTEC INDS INC                 COM              23282010         0        5 SH       SHARED      02           5
D CYTEC INDS INC                 COM              23282010        26      600 SH       SHARED      10         600
D CYTEC INDS INC                 COM              23282010        13      297 SH       SHARED      21         297
D CYTRX CORP                     COM NEW          23282830         6    22400 SH       SHARED               22400
D CYTRX CORP                     COM NEW          23282830         0      150 SH       SHARED      02         150
D CYTORI THERAPEUTICS INC        COM              23283K10        33    15057 SH       SHARED               15057
D CYTORI THERAPEUTICS INC        COM              23283K10         2     1100 SH       SHARED      01        1100
D CYTORI THERAPEUTICS INC        COM              23283K10         0       35 SH       SHARED      02          35
D DCA TOTAL RETURN FD            COM              23306610         0        1 SH       SHARED      02           1
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10      2795    58900 SH       SHARED               58900
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10        47     1000 SH       SHARED      02                          1000
D DCT INDUSTRIAL TRUST INC       COM              23315310         0       77 SH       SHARED                  77
D DCT INDUSTRIAL TRUST INC       COM              23315310       847   165500 SH       SHARED              165500
D DCT INDUSTRIAL TRUST INC       COM              23315310        71    13900 SH       SHARED      01       13900
D DCT INDUSTRIAL TRUST INC       COM              23315310        12     2468 SH       SHARED      02        2468
D DCT INDUSTRIAL TRUST INC       COM              23315310        20     4000 SH       SHARED      10        4000
D DCT INDUSTRIAL TRUST INC       COM              23315310       538   105100 SH       SHARED      11                        105100
D DDI CORP                       COM 0.0001 NEW   23316250        26     2805 SH       SHARED                2805
D DDI CORP                       COM 0.0001 NEW   23316250         0        7 SH       SHARED      02           7
D DDI CORP                       COM 0.0001 NEW   23316250        65     7000 SH       SHARED      10        7000
D DDR CORP                       COM              23317H10      9994   821277 SH       SHARED              815277              6000
D DDR CORP                       COM              23317H10       498    40926 SH       SHARED      01       40926
D DDR CORP                       COM              23317H10        15     1303 SH       SHARED      02        1003               300
D DDR CORP                       COM              23317H10     11309   929300 SH       SHARED      10      929300
D DDR CORP                       COM              23317H10    249722 20519472 SH       SHARED      11    13465496           7053976
D DDR CORP                       COM              23317H10       495    40676 SH       SHARED      26       40676
D DDR CORP                       COM              23317H10         0        1 SH       SHARED      28           1
D DFC GLOBAL CORP                COM              23324T10      2498   138333 SH       SHARED              138333
D DFC GLOBAL CORP                COM              23324T10       356    19727 SH       SHARED      02       19727
D DFC GLOBAL CORP                COM              23324T10       218    12090 SH       SHARED      26       12090
D DFC GLOBAL CORP                COM              23324T10      1450    80325 SH       SHARED      31       80325
D DNP SELECT INCOME FD           COM              23325P10        93     8550 SH       SHARED      02                          8550
D DNP SELECT INCOME FD           COM              23325P10        70     6500 SH       SHARED      23        6500
D D R HORTON INC                 NOTE  2.000% 5/1 23331ABB      1445  1375000 PRN      SHARED                               1375000
D D R HORTON INC                 NOTE  2.000% 5/1 23331ABB       436   415000 PRN      SHARED      02      415000
D D R HORTON INC                 COM              23331A10      7754   614964 SH       SHARED              614964
D D R HORTON INC                 COM              23331A10       790    62725 SH       SHARED      01       61725              1000
D D R HORTON INC                 COM              23331A10       469    37263 SH       SHARED      02       23563             13700
D D R HORTON INC                 COM              23331A10        38    37650 SH CALL  SHARED      02       37650
D D R HORTON INC                 COM              23331A10         0      250 SH PUT   SHARED      02         250
D D R HORTON INC                 COM              23331A10         2      200 SH       SHARED      05         200
D D R HORTON INC                 COM              23331A10       185    14690 SH       SHARED      06        7390              7300
D D R HORTON INC                 COM              23331A10      1124    89195 SH       SHARED      10       89195
D D R HORTON INC                 COM              23331A10       315    25000 SH       SHARED      26       25000
D DSP GROUP INC                  COM              23332B10        52    10158 SH       SHARED               10158
D DSP GROUP INC                  COM              23332B10         0      134 SH       SHARED      02         134
D DSP GROUP INC                  COM              23332B10       123    23700 SH       SHARED      10       23700
D DST SYS INC DEL                DBCV         8/1 233326AE      1295  1144000 PRN      SHARED      02     1144000
D DST SYS INC DEL                COM              23332610      3156    69338 SH       SHARED               69338
D DST SYS INC DEL                COM              23332610       487    10700 SH       SHARED      01                         10700
D DST SYS INC DEL                COM              23332610       136     3003 SH       SHARED      02        3003
D DST SYS INC DEL                COM              23332610     27437   602750 SH       SHARED      10      602750
D DTE ENERGY CO                  COM              23333110      9881   181486 SH       SHARED              181486
D DTE ENERGY CO                  COM              23333110      2856    52455 SH       SHARED      01       50080              2375
D DTE ENERGY CO                  COM              23333110       217     3990 SH       SHARED      02        1420              2570
D DTE ENERGY CO                  COM              23333110       114     2100 SH       SHARED      04        2100
D DTE ENERGY CO                  COM              23333110       192     3530 SH       SHARED      05        3530
D DTE ENERGY CO                  COM              23333110      1309    24050 SH       SHARED      06       19400              4650
D DTE ENERGY CO                  COM              23333110      2829    51973 SH       SHARED      10       51973
D DTE ENERGY CO                  COM              23333110         3       60 SH       SHR/OTHR    21                            60
D DTE ENERGY CO                  COM              23333110        27      500 SH       SHARED      23         500
D DTE ENERGY CO                  COM              23333110       106     1950 SH       SHR/OTHR    23                          1950
D DTE ENERGY CO                  COM              23333110       250     4600 SH       SHARED      26        4600
D DTE ENERGY CO                  COM              23333110       288     5300 SH       SHARED      30        5300
D DSW INC                        CL A             23334L10       362     8198 SH       SHARED                8198
D DSW INC                        CL A             23334L10         6      156 SH       SHARED      02         156
D DSW INC                        CL A             23334L10       103     2345 SH       SHARED      10        2345
D DTS INC                        COM              23335C10       836    30720 SH       SHARED               30720
D DTS INC                        COM              23335C10        18      697 SH       SHARED      02         197               500
D DWS HIGH INCOME TR             SHS NEW          23337C20         5      500 SH       SHARED      01         500
D DXP ENTERPRISES INC NEW        COM NEW          23337740       283     8793 SH       SHARED                8793
D DXP ENTERPRISES INC NEW        COM NEW          23337740         3      111 SH       SHARED      02         111
D DWS MULTI MKT INCOME TR        SHS              23338L10        10     1000 SH       SHARED      01        1000
D DWS HIGH INCOME OPPORT FD IN   COM NEW          23339M20        29     2117 SH       SHARED      02                          2117
D DAKTRONICS INC                 COM              23426410       394    41244 SH       SHARED               41244
D DAKTRONICS INC                 COM              23426410         7      800 SH       SHARED      01         800
D DAKTRONICS INC                 COM              23426410         2      299 SH       SHARED      02         299
D DAKTRONICS INC                 COM              23426410        44     4600 SH       SHARED      10        4600
D DANA HLDG CORP                 COM              23582520      4011   330178 SH       SHARED              330178
D DANA HLDG CORP                 COM              23582520       141    11625 SH       SHARED      01       11625
D DANA HLDG CORP                 COM              23582520      8859   729141 SH       SHARED      02      729141
D DANA HLDG CORP                 COM              23582520       123    10200 SH       SHARED      10       10200
D DANA HLDG CORP                 COM              23582520        16     1371 SH       SHARED      21        1371
D DANAHER CORP DEL               NOTE         1/2 235851AF      2730  2000000 PRN      SHARED      04     2000000
D DANAHER CORP DEL               NOTE         1/2 235851AF         4     3000 PRN      SHARED      29        3000
D DANAHER CORP DEL               COM              23585110     14387   305853 SH       SHARED              281413             24440
D DANAHER CORP DEL               COM              23585110      6251   132900 SH       SHARED      01      132900
D DANAHER CORP DEL               COM              23585110     10147   215725 SH       SHARED      02      186575             29150
D DANAHER CORP DEL               COM              23585110         5     4691 SH CALL  SHARED      02        4691
D DANAHER CORP DEL               COM              23585110         0      506 SH PUT   SHARED      02         506
D DANAHER CORP DEL               COM              23585110     57290  1217914 SH       SHARED      04     1217914
D DANAHER CORP DEL               COM              23585110      9690   206002 SH       SHARED      05      206002
D DANAHER CORP DEL               COM              23585110      5207   110710 SH       SHARED      06       37610             73100
D DANAHER CORP DEL               COM              23585110     10719   227881 SH       SHARED      10      227881
D DANAHER CORP DEL               COM              23585110       235     5000 SH       SHARED      20        5000
D DANAHER CORP DEL               COM              23585110        25      533 SH       SHARED      23                           533
D DANAHER CORP DEL               COM              23585110       103     2200 SH       SHR/OTHR    23                          2200
D DANAHER CORP DEL               COM              23585110      3646    77516 SH       SHARED      27       77516
D DANAHER CORP DEL               COM              23585110       992    21100 SH       SHARED      29       21100
D DAQO NEW ENERGY CORP           SPONSORED ADR    23703Q10        72    43241 SH       SHARED               43241
D DARDEN RESTAURANTS INC         COM              23719410       611    13406 SH       SHARED               13406
D DARDEN RESTAURANTS INC         COM              23719410      2679    58789 SH       SHARED      01       52034              6755
D DARDEN RESTAURANTS INC         COM              23719410       891    19563 SH       SHR/OTHR    01                         19563
D DARDEN RESTAURANTS INC         COM              23719410       237     5209 SH       SHARED      02        5209
D DARDEN RESTAURANTS INC         COM              23719410         4      100 SH       SHARED      05         100
D DARDEN RESTAURANTS INC         COM              23719410       476    10460 SH       SHARED      06        6760              3700
D DARDEN RESTAURANTS INC         COM              23719410      8085   177392 SH       SHARED      10      177392
D DARDEN RESTAURANTS INC         COM              23719410        36      790 SH       SHARED      20         740                50
D DARDEN RESTAURANTS INC         COM              23719410         9      200 SH       SHR/OTHR    20                           200
D DARDEN RESTAURANTS INC         COM              23719410       242     5315 SH       SHARED      23        5255                60
D DARDEN RESTAURANTS INC         COM              23719410       112     2470 SH       SHR/OTHR    23                          2470
D DARDEN RESTAURANTS INC         COM              23719410       256     5638 SH       SHARED      26        5638
D DARLING INTL INC               COM              23726610      3363   253091 SH       SHARED              253091
D DARLING INTL INC               COM              23726610         9      679 SH       SHARED      02         679
D DARLING INTL INC               COM              23726610        81     6139 SH       SHARED      10        6139
D DATA I O CORP                  COM              23769010         0        4 SH       SHARED      02           4
D DATALINK CORP                  COM              23793410         0        8 SH       SHARED      02           8
D DAVITA INC                     COM              23918K10     10305   135932 SH       SHARED              135932
D DAVITA INC                     COM              23918K10      1533    20225 SH       SHARED      01       20225
D DAVITA INC                     COM              23918K10        80     1068 SH       SHARED      02        1068
D DAVITA INC                     COM              23918K10      3123    41200 SH       SHARED      04       41200
D DAVITA INC                     COM              23918K10        79     1050 SH       SHARED      05        1050
D DAVITA INC                     COM              23918K10      3206    42290 SH       SHARED      06        5890             36400
D DAVITA INC                     COM              23918K10      2036    26861 SH       SHARED      10       26861
D DAVITA INC                     COM              23918K10       227     3000 SH       SHARED      15        3000
D DAVITA INC                     COM              23918K10       180     2381 SH       SHARED      26        2381
D DAVITA INC                     COM              23918K10       245     3244 SH       SHARED      27        3244
D DAVITA INC                     COM              23918K10       144     1900 SH       SHARED      32        1900
D DAWSON GEOPHYSICAL CO          COM              23935910       104     2634 SH       SHARED                2634
D DAWSON GEOPHYSICAL CO          COM              23935910         0       15 SH       SHARED      02          15
D DAWSON GEOPHYSICAL CO          COM              23935910        51     1300 SH       SHARED      10        1300
D DAYSTAR TECHNOLOGIES INC       COM NEW          23962Q30         0        1 SH       SHARED      02           1
D DEALERTRACK HLDGS INC          COM              24230910       343    12592 SH       SHARED               12592
D DEALERTRACK HLDGS INC          COM              24230910       453    16643 SH       SHARED      02         243             16400
D DEALERTRACK HLDGS INC          COM              24230910        21      800 SH       SHARED      10         800
D DEAN FOODS CO NEW              COM              24237010      3330   297330 SH       SHARED              297330
D DEAN FOODS CO NEW              COM              24237010       432    38616 SH       SHARED      01       36466              2150
D DEAN FOODS CO NEW              COM              24237010       531    47439 SH       SHARED      02       46839               600
D DEAN FOODS CO NEW              COM              24237010         3    11500 SH PUT   SHARED      02       11500
D DEAN FOODS CO NEW              COM              24237010        71     6400 SH       SHARED      06        5200              1200
D DEAN FOODS CO NEW              COM              24237010      3460   308959 SH       SHARED      10      308959
D DEAN FOODS CO NEW              COM              24237010         7      660 SH       SHR/OTHR    20                           660
D DECKERS OUTDOOR CORP           COM              24353710      1479    19583 SH       SHARED               19583
D DECKERS OUTDOOR CORP           COM              24353710       899    11900 SH       SHARED      01                         11900
D DECKERS OUTDOOR CORP           COM              24353710        39      523 SH       SHARED      02         323               200
D DECKERS OUTDOOR CORP           COM              24353710        98     1300 SH       SHARED      10        1300
D DECKERS OUTDOOR CORP           COM              24353710        10      137 SH       SHARED      21         137
D DECKERS OUTDOOR CORP           COM              24353710       552     7308 SH       SHARED      26        7308
D DEERE & CO                     COM              24419910      5892    76186 SH       SHARED               76186
D DEERE & CO                     COM              24419910         0       57 SH CALL  SHARED                  57
D DEERE & CO                     COM              24419910      9834   127148 SH       SHARED      01      121748              5400
D DEERE & CO                     COM              24419910       134     1733 SH       SHR/OTHR    01                          1733
D DEERE & CO                     COM              24419910      1478    19118 SH       SHARED      02        4012             15106
D DEERE & CO                     COM              24419910         2     1010 SH CALL  SHARED      02        1010
D DEERE & CO                     COM              24419910         3     1810 SH PUT   SHARED      02        1810
D DEERE & CO                     COM              24419910     12498   161588 SH       SHARED      04      161588
D DEERE & CO                     COM              24419910      5251    67890 SH       SHARED      05       67890
D DEERE & CO                     COM              24419910      5192    67128 SH       SHARED      06       54178             12950
D DEERE & CO                     COM              24419910     12559   162375 SH       SHARED      10      162375
D DEERE & CO                     COM              24419910       298     3860 SH       SHARED      20                          3860
D DEERE & CO                     COM              24419910        65      850 SH       SHARED      23         850
D DEERE & CO                     COM              24419910       146     1900 SH       SHR/OTHR    23                          1900
D DEERE & CO                     COM              24419910        29      380 SH       SHARED      27         380
D DEERE & CO                     COM              24419910        85     1100 SH       SHARED      30        1100
D DEERE & CO                     COM              24419910      6346    82048 SH       SHARED      31       82048
D DELCATH SYS INC                COM              24661P10        94    31000 SH       SHARED               31000
D DELCATH SYS INC                COM              24661P10         0       49 SH       SHARED      02          49
D DELCATH SYS INC                COM              24661P10        26     8600 SH       SHARED      10        8600
D DELEK US HLDGS INC             COM              24664710       622    54567 SH       SHARED               54567
D DELEK US HLDGS INC             COM              24664710         0        4 SH       SHARED      02           4
D DELEK US HLDGS INC             COM              24664710        22     2000 SH       SHARED      10        2000
D DELL INC                       COM              24702R10    167562  4417813 SH       SHARED             4399260             18553
D DELL INC                       COM              24702R10         0     4700 SH PUT   SHARED                4700
D DELL INC                       COM              24702R10      7165   489747 SH       SHARED      01      474367             15380
D DELL INC                       COM              24702R10       111     7600 SH       SHR/OTHR    01                          7600
D DELL INC                       COM              24702R10      3683   251798 SH       SHARED      02      243318              8480
D DELL INC                       COM              24702R10         5     5749 SH CALL  SHARED      02        5749
D DELL INC                       COM              24702R10      1776   121400 SH       SHARED      04      121400
D DELL INC                       COM              24702R10        49     3370 SH       SHARED      05        3370
D DELL INC                       COM              24702R10      3625   247822 SH       SHARED      06      197390             50432
D DELL INC                       COM              24702R10     11130   760794 SH       SHARED      10      760794
D DELL INC                       COM              24702R10        14      990 SH       SHR/OTHR    21                           990
D DELL INC                       COM              24702R10        87     6000 SH       SHR/OTHR    23                          6000
D DELL INC                       COM              24702R10       487    33305 SH       SHARED      26       33305
D DELL INC                       COM              24702R10       126     8649 SH       SHARED      27        8649
D DELL INC                       COM              24702R10      4642   317306 SH       SHARED      31      317306
D DELPHI FINL GROUP INC          CL A             24713110     44234   998516 SH       SHARED              998516
D DELPHI FINL GROUP INC          CL A             24713110       349     7900 SH       SHARED      01        7900
D DELPHI FINL GROUP INC          CL A             24713110        12      288 SH       SHARED      02         288
D DELPHI FINL GROUP INC          CL A             24713110       706    15950 SH       SHARED      10       15950
D DELTA AIR LINES INC DEL        COM NEW          24736170     17319  2140834 SH       SHARED             2140834
D DELTA AIR LINES INC DEL        COM NEW          24736170         1     5711 SH CALL  SHARED                5711
D DELTA AIR LINES INC DEL        COM NEW          24736170         3     4719 SH PUT   SHARED                4719
D DELTA AIR LINES INC DEL        COM NEW          24736170       587    72650 SH       SHARED      01       72650
D DELTA AIR LINES INC DEL        COM NEW          24736170     10708  1323635 SH       SHARED      02     1294446             29189
D DELTA AIR LINES INC DEL        COM NEW          24736170         0     1241 SH CALL  SHARED      02        1241
D DELTA AIR LINES INC DEL        COM NEW          24736170         3     2337 SH PUT   SHARED      02        2337
D DELTA AIR LINES INC DEL        COM NEW          24736170       502    62073 SH       SHARED      06       62073
D DELTA AIR LINES INC DEL        COM NEW          24736170       288    35600 SH       SHARED      10       35600
D DELTA AIR LINES INC DEL        COM NEW          24736170       309    38201 SH       SHARED      26       38201
D DELTA APPAREL INC              COM              24736810        26     1376 SH       SHARED                1376
D DELTA APPAREL INC              COM              24736810         0        3 SH       SHARED      02           3
D DELTEK INC                     COM              24784L10        66     6729 SH       SHARED                6729
D DELTEK INC                     COM              24784L10         5      516 SH       SHARED      02         516
D DELTIC TIMBER CORP             COM              24785010       415     6877 SH       SHARED                6877
D DELTIC TIMBER CORP             COM              24785010      3170    52499 SH       SHARED      01                         52499
D DELTIC TIMBER CORP             COM              24785010      1121    18571 SH       SHR/OTHR    01                         18571
D DELTIC TIMBER CORP             COM              24785010         3       62 SH       SHARED      02          62
D DELTIC TIMBER CORP             COM              24785010       447     7412 SH       SHARED      23        7412
D DELTA PETE CORP                COM PAR $0.01    24790730         0       23 SH       SHARED      02          23
D DENBURY RES INC                COM NEW          24791620      4006   265347 SH       SHARED              265347
D DENBURY RES INC                COM NEW          24791620      1354    89700 SH       SHARED      01       89700
D DENBURY RES INC                COM NEW          24791620      4124   273132 SH       SHARED      02      273132
D DENBURY RES INC                COM NEW          24791620         0     1900 SH CALL  SHARED      02        1900
D DENBURY RES INC                COM NEW          24791620      2672   177000 SH       SHARED      04      177000
D DENBURY RES INC                COM NEW          24791620      2173   143950 SH       SHARED      05      143950
D DENBURY RES INC                COM NEW          24791620       317    21000 SH       SHARED      06       11500              9500
D DENBURY RES INC                COM NEW          24791620      1700   112601 SH       SHARED      10      112601
D DENBURY RES INC                COM NEW          24791620        75     5000 SH       SHARED      23                          5000
D DENBURY RES INC                COM NEW          24791620       657    43568 SH       SHARED      26       43568
D DENBURY RES INC                COM NEW          24791620        14      980 SH       SHARED      27         980
D DENBURY RES INC                COM NEW          24791620       558    37000 SH       SHARED      30       37000
D DELUXE CORP                    COM              24801910       674    29631 SH       SHARED               29631
D DELUXE CORP                    COM              24801910       433    19026 SH       SHARED      01        3326             15700
D DELUXE CORP                    COM              24801910         0       40 SH       SHARED      02          40
D DELUXE CORP                    COM              24801910       345    15200 SH       SHARED      10       15200
D DELUXE CORP                    COM              24801910       682    30000 SH       SHARED      30       30000
D DEMAND MEDIA INC               COM              24802N10        37     5634 SH       SHARED                5634
D DEMAND MEDIA INC               COM              24802N10         0        6 SH       SHARED      02           6
D DEMANDTEC INC                  COM NEW          24802R50       134    10201 SH       SHARED               10201
D DEMANDTEC INC                  COM NEW          24802R50        24     1835 SH       SHARED      02        1835
D DENDREON CORP                  NOTE  4.750% 6/1 24823QAB      3108  3000000 PRN      SHARED             3000000
D DENDREON CORP                  NOTE  2.875% 1/1 24823QAC        84   120000 PRN      SHARED              120000
D DENDREON CORP                  NOTE  2.875% 1/1 24823QAC        84   120000 PRN      SHARED      02                        120000
D DENDREON CORP                  NOTE  2.875% 1/1 24823QAC       175   250000 PRN      SHARED      04      250000
D DENDREON CORP                  NOTE  2.875% 1/1 24823QAC         7    10000 PRN      SHARED      10       10000
D DENDREON CORP                  COM              24823Q10       561    73914 SH       SHARED               73914
D DENDREON CORP                  COM              24823Q10        96    12675 SH       SHARED      01       12675
D DENDREON CORP                  COM              24823Q10      8608  1132656 SH       SHARED      02     1120319             12337
D DENDREON CORP                  COM              24823Q10        48     6400 SH       SHARED      10        6400
D DENDREON CORP                  COM              24823Q10       309    40762 SH       SHARED      32       40762
D DENISON MINES CORP             COM              24835610       604   483789 SH       SHARED              483789
D DENISON MINES CORP             COM              24835610         1      823 SH       SHARED      02         823
D DENISON MINES CORP             COM              24835610       375   300000 SH       SHARED      26      300000
D DENNYS CORP                    COM              24869P10       126    33555 SH       SHARED               33555
D DENNYS CORP                    COM              24869P10         0      208 SH       SHARED      02         208
D DENTSPLY INTL INC NEW          COM              24903010      3016    86218 SH       SHARED               86218
D DENTSPLY INTL INC NEW          COM              24903010      1060    30300 SH       SHARED      01       30300
D DENTSPLY INTL INC NEW          COM              24903010       820    23436 SH       SHARED      02        7611             15825
D DENTSPLY INTL INC NEW          COM              24903010        76     2200 SH       SHARED      04        2200
D DENTSPLY INTL INC NEW          COM              24903010        36     1030 SH       SHARED      05        1030
D DENTSPLY INTL INC NEW          COM              24903010       315     9020 SH       SHARED      06        4720              4300
D DENTSPLY INTL INC NEW          COM              24903010      1426    40773 SH       SHARED      10       40773
D DENTSPLY INTL INC NEW          COM              24903010         6      190 SH       SHARED      21                           190
D DENTSPLY INTL INC NEW          COM              24903010        52     1500 SH       SHARED      23                          1500
D DENTSPLY INTL INC NEW          COM              24903010        12      362 SH       SHR/OTHR    23                           362
D DESCARTES SYS GROUP INC        COM              24990610         0      100 SH       SHARED      02         100
D DEPOMED INC                    COM              24990810      1804   348379 SH       SHARED              348379
D DEPOMED INC                    COM              24990810        16     3097 SH       SHARED      02        3097
D DEPOMED INC                    COM              24990810       303    58576 SH       SHARED      04       58576
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10       962    57040 SH       SHARED               57040
D DESWELL INDS INC               COM              25063910         0        5 SH       SHARED      02           5
D DESTINATION MATERNITY CORP     COM              25065D10        30     1842 SH       SHARED                1842
D DESTINATION MATERNITY CORP     COM              25065D10         0       13 SH       SHARED      02          13
D DEUTSCHE BK AG LDN BRH         PS GOLD DL ETN   25154H74     34303   720500 SH       SHARED      02      719900               600
D DEUTSCHE BK AG LDN BRH         PS GOLD DS ETN   25154H75         0      100 SH       SHARED      02         100
D DEUTSCHE BK AG LONDON BRH      PS CR OIL LG ETN 25154K86        16     1200 SH       SHARED      02                          1200
D DEUTSCHE BK AG LONDON BRH      DB 3X LONG UST   25154N52      3511    76710 SH       SHARED      02       76710
D DEUTSCHE BK AG LONDON BRH      DB 3X SHRT UST   25154N53      8974  1000500 SH       SHARED      02     1000500
D DEUTSCHE BK AG LONDON BRH      INV JAP GOV BD   25154P17      1841    92026 SH       SHARED      02       92026
D DEUTSCHE BK AG LONDON BRH      3X INV JAP GOV   25154P18      2730   136953 SH       SHARED      02      136953
D DEUTSCHE BK AG LONDON BRH      PWSH 3X JAP GV   25154W20      4082   189700 SH       SHARED      02      189700
D DEUTSCHE BK AG LONDON BRH      US DEFLATION     25154W21      4283    81600 SH       SHARED      02       81600
D DEUTSCHE BK AG LONDON BRH      US INFLATN ETN   25154W22      3983    82000 SH       SHARED      02       82000
D DEUTSCHE BK AG LONDON BRH      PWRSH JAP GOVT   25154W30      4479   219900 SH       SHARED      02      219900
D DEUTSCHE BK AG LONDON BRH      PWRSHR 3X GERM   25154W40     29417   989113 SH       SHARED      02      989113
D DEUTSCHE BK AG LONDON BRH      PWRSHR DB GERM   25154W50     28472  1240078 SH       SHARED      02     1240078
D DEUTSCHE BK AG LONDON BRH      PWSH 3X ITL TR   25154W60     21621  1531300 SH       SHARED      02     1531300
D DEUTSCHE BK AG LONDON BRH      PWSH ITAL TRES   25154W70     32730  1823411 SH       SHARED      02     1823411
D DEVELOPERS DIVERSIFIED RLTY    NOTE  1.750%11/1 251591AX      4797  4895000 PRN      SHARED             3570000           1325000
D DEVON ENERGY CORP NEW          COM              25179M10     24476   394789 SH       SHARED              394789
D DEVON ENERGY CORP NEW          COM              25179M10      5469    88225 SH       SHARED      01       88225
D DEVON ENERGY CORP NEW          COM              25179M10      3938    63523 SH       SHARED      02       50527             12996
D DEVON ENERGY CORP NEW          COM              25179M10         2      500 SH CALL  SHARED      02         500
D DEVON ENERGY CORP NEW          COM              25179M10      1714    27650 SH       SHARED      04       27650
D DEVON ENERGY CORP NEW          COM              25179M10       187     3030 SH       SHARED      05        3030
D DEVON ENERGY CORP NEW          COM              25179M10      2956    47680 SH       SHARED      06       35130             12550
D DEVON ENERGY CORP NEW          COM              25179M10      6958   112239 SH       SHARED      10      112239
D DEVON ENERGY CORP NEW          COM              25179M10       186     3000 SH       SHARED      23        3000
D DEVON ENERGY CORP NEW          COM              25179M10       150     2425 SH       SHR/OTHR    23                          2425
D DEVON ENERGY CORP NEW          COM              25179M10       926    14950 SH       SHARED      29       14950
D DEVON ENERGY CORP NEW          COM              25179M10       403     6500 SH       SHARED      30        6500
D DEVRY INC DEL                  COM              25189310       641    16671 SH       SHARED               16671
D DEVRY INC DEL                  COM              25189310       583    15175 SH       SHARED      01       15175
D DEVRY INC DEL                  COM              25189310        22      575 SH       SHARED      02         575
D DEVRY INC DEL                  COM              25189310       593    15420 SH       SHARED      04       15420
D DEVRY INC DEL                  COM              25189310      1793    46637 SH       SHARED      04       46637
D DEVRY INC DEL                  COM              25189310      1326    34500 SH       SHARED      06        3800             30700
D DEVRY INC DEL                  COM              25189310       639    16633 SH       SHARED      10       16633
D DEX ONE CORP                   COM              25212W10       837   504724 SH       SHARED              504724
D DEX ONE CORP                   COM              25212W10         0        8 SH       SHARED      02           8
D DEX ONE CORP                   COM              25212W10         1     1109 SH       SHARED      26        1109
D DEXCOM INC                     COM              25213110       375    40311 SH       SHARED               40311
D DEXCOM INC                     COM              25213110        46     5000 SH       SHARED      01        5000
D DEXCOM INC                     COM              25213110         0       75 SH       SHARED      02          75
D DEXCOM INC                     COM              25213110       260    28007 SH       SHARED      32       28007
D DIAGEO P L C                   SPON ADR NEW     25243Q20       107     1235 SH       SHARED                1235
D DIAGEO P L C                   SPON ADR NEW     25243Q20       104     1200 SH       SHARED      01         200              1000
D DIAGEO P L C                   SPON ADR NEW     25243Q20       630     7214 SH       SHARED      02        6445               769
D DIAGEO P L C                   SPON ADR NEW     25243Q20         0      112 SH PUT   SHARED      02         112
D DIAGEO P L C                   SPON ADR NEW     25243Q20        87     1000 SH       SHARED      20        1000
D DIAGEO P L C                   SPON ADR NEW     25243Q20       123     1408 SH       SHARED      21        1408
D DIAGEO P L C                   SPON ADR NEW     25243Q20       174     2000 SH       SHARED      23        2000
D DIAL GLOBAL INC                COM              25247X10         2      847 SH       SHARED                 847
D DIAL GLOBAL INC                COM              25247X10         0      179 SH       SHARED      02         179
D DIALOGIC INC                   COM              25250T10         3     2617 SH       SHARED                2617
D DIALOGIC INC                   COM              25250T10         0       84 SH       SHARED      02          84
D DIAMOND FOODS INC              COM              25260310      1301    40331 SH       SHARED               40331
D DIAMOND FOODS INC              COM              25260310        11      361 SH       SHARED      02         361
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20       300     4068 SH       SHARED                4068
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20         0        5 SH       SHARED      02           5
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10        93     1700 SH       SHARED                1700
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     20514   371230 SH       SHARED              208027            163203
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1074    19450 SH       SHARED      01       19450
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      5627   101828 SH       SHARED      02       90588             11240
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10         0       16 SH CALL  SHARED      02          16
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     91799  1661221 SH       SHARED      04     1661221
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10         1       30 SH       SHARED      05          30
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       196     3550 SH       SHARED      06        1950              1600
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      3045    55108 SH       SHARED      10       55108
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       165     3000 SH       SHARED      26        3000
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10        20      368 SH       SHARED      27         368
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       454     8220 SH       SHARED      29        8220
D DIAMONDROCK HOSPITALITY CO     COM              25278430      1072   111268 SH       SHARED              111268
D DIAMONDROCK HOSPITALITY CO     COM              25278430       206    21400 SH       SHARED      01       21400
D DIAMONDROCK HOSPITALITY CO     COM              25278430         8      890 SH       SHARED      02         890
D DIAMONDROCK HOSPITALITY CO     COM              25278430       249    25931 SH       SHARED      10       25931
D DIAMONDROCK HOSPITALITY CO     COM              25278430       143    14928 SH       SHARED      26       14928
D DICE HLDGS INC                 COM              25301710      1454   175490 SH       SHARED              175490
D DICE HLDGS INC                 COM              25301710         0       41 SH       SHARED      02          41
D DICKS SPORTING GOODS INC       COM              25339310        41     1127 SH       SHARED                 427               700
D DICKS SPORTING GOODS INC       COM              25339310      4334   117532 SH       SHARED              114346              3186
D DICKS SPORTING GOODS INC       COM              25339310      8340   226139 SH       SHARED      01      136736             89403
D DICKS SPORTING GOODS INC       COM              25339310      1404    38071 SH       SHR/OTHR    01                         38071
D DICKS SPORTING GOODS INC       COM              25339310       521    14131 SH       SHARED      02        5206              8925
D DICKS SPORTING GOODS INC       COM              25339310       350     9500 SH       SHARED      04        9500
D DICKS SPORTING GOODS INC       COM              25339310       234     6367 SH       SHARED      10        4200              2167
D DICKS SPORTING GOODS INC       COM              25339310      2463    66795 SH       SHARED      20       58095      185     8515
D DICKS SPORTING GOODS INC       COM              25339310       357     9685 SH       SHR/OTHR    20                          9685
D DICKS SPORTING GOODS INC       COM              25339310       151     4120 SH       SHARED      21        4120
D DICKS SPORTING GOODS INC       COM              25339310        75     2055 SH       SHR/OTHR    21                          2055
D DICKS SPORTING GOODS INC       COM              25339310      2445    66315 SH       SHARED      23       55060             11255
D DICKS SPORTING GOODS INC       COM              25339310      1521    41245 SH       SHR/OTHR    23                         41245
D DICKS SPORTING GOODS INC       COM              25339310      1106    30000 SH       SHARED      26       30000
D DIEBOLD INC                    COM              25365110       310    10326 SH       SHARED               10326
D DIEBOLD INC                    COM              25365110       580    19300 SH       SHARED      01                         19300
D DIEBOLD INC                    COM              25365110        48     1604 SH       SHARED      02        1604
D DIEBOLD INC                    COM              25365110       228     7600 SH       SHARED      10        7600
D DIEBOLD INC                    COM              25365110        90     3000 SH       SHARED      23                          3000
D DIGI INTL INC                  COM              25379810       435    39055 SH       SHARED               39055
D DIGI INTL INC                  COM              25379810        60     5405 SH       SHARED      02        4295              1110
D DIGIMARC CORP NEW              COM              25381B10       455    19085 SH       SHARED               19085
D DIGIMARC CORP NEW              COM              25381B10         0        6 SH       SHARED      02           6
D DIGITAL DOMAIN MEDIA GROUP I   COM              25386U10         4      671 SH       SHARED                 671
D DIGITAL DOMAIN MEDIA GROUP I   COM              25386U10         0       44 SH       SHARED      02          44
D DIGITAL DOMAIN MEDIA GROUP I   COM              25386U10        86    14250 SH       SHARED      29       14250
D DIGITAL RLTY TR INC            COM              25386810         1       25 SH       SHARED                  25
D DIGITAL RLTY TR INC            COM              25386810     45551   683231 SH       SHARED              683231
D DIGITAL RLTY TR INC            COM              25386810      1806    27100 SH       SHARED      01       27100
D DIGITAL RLTY TR INC            COM              25386810       366     5504 SH       SHARED      02        2804              2700
D DIGITAL RLTY TR INC            COM              25386810         6      100 SH       SHARED      05         100
D DIGITAL RLTY TR INC            COM              25386810      5786    86800 SH       SHARED      10       86800
D DIGITAL RLTY TR INC            COM              25386810    121550  1823171 SH       SHARED      11     1100400            722771
D DIGITAL RLTY TR INC            COM              25386810        10      162 SH       SHARED      21         162
D DIGITAL RIV INC                NOTE  1.250% 1/0 25388BAB         0     1000 PRN      SHARED      02                          1000
D DIGITAL RIV INC                COM              25388B10         5      349 SH       SHARED                 349
D DIGITAL RIV INC                COM              25388B10      1077    71720 SH       SHARED               71720
D DIGITAL RIV INC                COM              25388B10       177    11800 SH       SHARED      01       11800
D DIGITAL RIV INC                COM              25388B10        11      776 SH       SHARED      02         276               500
D DIGITAL RIV INC                COM              25388B10        87     5800 SH       SHARED      10        5800
D DIGITALGLOBE INC               COM NEW          25389M87       821    48038 SH       SHARED               48038
D DIGITALGLOBE INC               COM NEW          25389M87        26     1542 SH       SHARED      02         542              1000
D DIME CMNTY BANCSHARES          COM              25392210       497    39481 SH       SHARED               39481
D DIME CMNTY BANCSHARES          COM              25392210         3      263 SH       SHARED      02         263
D DIME CMNTY BANCSHARES          COM              25392210        63     5000 SH       SHARED      10        5000
D DIGITAL GENERATION INC         COM              25400B10       963    80801 SH       SHARED               80801
D DIGITAL GENERATION INC         COM              25400B10        38     3200 SH       SHARED      01                          3200
D DIGITAL GENERATION INC         COM              25400B10        81     6800 SH       SHR/OTHR    01                          6800
D DIGITAL GENERATION INC         COM              25400B10         4      355 SH       SHARED      02         355
D DIGITAL GENERATION INC         COM              25400B10        51     4300 SH       SHARED      10        4300
D DILLARDS INC                   CL A             25406710      2057    45848 SH       SHARED               45848
D DILLARDS INC                   CL A             25406710      1343    29930 SH       SHARED      02       29436               494
D DILLARDS INC                   CL A             25406710       309     6900 SH       SHARED      06        6900
D DINEEQUITY INC                 COM              25442310       199     4736 SH       SHARED                4736
D DINEEQUITY INC                 COM              25442310       438    10393 SH       SHARED      01        8843              1550
D DINEEQUITY INC                 COM              25442310       791    18750 SH       SHR/OTHR    01                         18750
D DINEEQUITY INC                 COM              25442310         5      119 SH       SHARED      02         119
D DIODES INC                     COM              25454310       712    33448 SH       SHARED               33448
D DIODES INC                     COM              25454310         8      410 SH       SHARED      02         410
D DIREXION SHS ETF TR            DLY SMCAP BEAR3X 25459W11      9268   350000 SH       SHARED              350000
D DIREXION SHS ETF TR            DLY SMCAP BEAR3X 25459W11         0        1 SH       SHARED      02           1
D DIREXION SHS ETF TR            DLY SCOND 3XBR   25459W12      4555    80000 SH       SHARED               80000
D DIREXION SHS ETF TR            DLY MC3X SHS NEW 25459W13       622    20000 SH       SHARED               20000
D DIREXION SHS ETF TR            DLY FIN BEAR NEW 25459W14     48922  1310020 SH       SHARED             1310020
D DIREXION SHS ETF TR            DLY FIN BEAR NEW 25459W14        14      400 SH       SHARED      02         400
D DIREXION SHS ETF TR            DLY LRG CAP BEAR 25459W15      2953   100000 SH       SHARED              100000
D DIREXION SHS ETF TR            DLY DEV MKT BEAR 25459W16      2057    59200 SH       SHARED               59200
D DIREXION SHS ETF TR            NAT GS BULL 3X   25459W22      2174    55000 SH       SHARED      02       55000
D DIREXION SHS ETF TR            GLD MNRS BEAR 3X 25459W23      2130    50000 SH       SHARED               50000
D DIREXION SHS ETF TR            GLD MNRS BULL 3X 25459W25       978    50000 SH       SHARED               50000
D DIREXION SHS ETF TR            GLD MNRS BULL 3X 25459W25        17      900 SH       SHARED      02         900
D DIREXION SHS ETF TR            DLY AGRI BEAR    25459W26      1600    50810 SH       SHARED      02       50810
D DIREXION SHS ETF TR            DL AGRI BULL     25459W27      1118    50000 SH       SHARED      02       50000
D DIREXION SHS ETF TR            DLY TECH BEAR 3X 25459W31      2445   150000 SH       SHARED              150000
D DIREXION SHS ETF TR            DLY ENRGY BEAR3X 25459W34     20244  1790000 SH       SHARED             1790000
D DIREXION SHS ETF TR            BRIC BEAR 3XSH   25459W35       292     9417 SH       SHARED      02        9417
D DIREXION SHS ETF TR            DLY SCOND 3XBU   25459W45      3613   139200 SH       SHARED              139200
D DIREXION SHS ETF TR            DLY EM BR3X NEW  25459W48      6891   350000 SH       SHARED              350000
D DIREXION SHS ETF TR            DLY MIDCAP ETF3X 25459W73      1572    50000 SH       SHARED               50000
D DIREXION SHS ETF TR            DLY R/E BULL3X   25459W75     15471   300000 SH       SHARED              300000
D DIREXION SHS ETF TR            CHINA BULL 3X    25459W77       895    55000 SH       SHARED      02       55000
D DIREXION SHS ETF TR            DLY DEV MKT BULL 25459W78      1517    50000 SH       SHARED               50000
D DIREXION SHS ETF TR            DLY SMCAP BULL3X 25459W84       968    21600 SH       SHARED               21600
D DIREXION SHS ETF TR            DLY ENRGY BULL3X 25459W88      4685   100000 SH       SHARED              100000
D DIREXION SHS ETF TR            7-10YR TR BEAR   25459Y10      1698    49457 SH       SHARED      02       49457
D DIREXION SHS ETF TR            TL BD MKT BEAR   25459Y30      5678   153900 SH       SHARED      02      153900
D DIREXION SHS ETF TR            20YR TRES BEAR   25459Y40      1137    40140 SH       SHARED      02       40140
D DIREXION SHS ETF TR            BAS MAT BULL3X   25459Y50       553    25000 SH       SHARED      02       25000
D DIREXION SHS ETF TR            DLY R/E BEAR3X   25459Y66     16010   412000 SH       SHARED              412000
D DIREXION SHS ETF TR            DLY EMRGMKT BULL 25459Y68      2343    31410 SH       SHARED      02       31410
D DIREXION SHS ETF TR            DLY FIN BULL NEW 25459Y69       313     4828 SH       SHARED                4828
D DIREXION SHS ETF TR            ALL CP INSIDER   25459Y76      3885    97696 SH       SHARED      02       97696
D DIREXION SHS ETF TR            LRG CP INSIDER   25459Y77      3884    98842 SH       SHARED      02       98842
D DIREXION SHS ETF TR            HEALTHCAR BEAR   25459Y86      1988    64461 SH       SHARED      02       64461
D DIREXION SHS ETF TR            HEALTHCARE BUL   25459Y87      1124    32027 SH       SHARED      02       32027
D DISCOVERY LABORATORIES INC N   COM NEW          25466840        11     7096 SH       SHARED                7096
D DISCOVERY LABORATORIES INC N   COM NEW          25466840         0      134 SH       SHARED      02           1               133
D DISNEY WALT CO                 COM DISNEY       25468710       540    14400 SH       SHARED                9400              5000
D DISNEY WALT CO                 COM DISNEY       25468710     66555  1774804 SH       SHARED             1747304             27500
D DISNEY WALT CO                 COM DISNEY       25468710     20610   549601 SH       SHARED      01      464511             85090
D DISNEY WALT CO                 COM DISNEY       25468710       975    26000 SH       SHR/OTHR    01                         26000
D DISNEY WALT CO                 COM DISNEY       25468710      8860   236270 SH       SHARED      02      164589             71681
D DISNEY WALT CO                 COM DISNEY       25468710         0     4200 SH CALL  SHARED      02        4200
D DISNEY WALT CO                 COM DISNEY       25468710         0     1077 SH PUT   SHARED      02        1077
D DISNEY WALT CO                 COM DISNEY       25468710        37     1000 SH       SHARED      04        1000
D DISNEY WALT CO                 COM DISNEY       25468710    156491  4173100 SH       SHARED      04     4173100
D DISNEY WALT CO                 COM DISNEY       25468710     11703   312090 SH       SHARED      05      312090
D DISNEY WALT CO                 COM DISNEY       25468710      9579   255461 SH       SHARED      06      114661            140800
D DISNEY WALT CO                 COM DISNEY       25468710     23489   626388 SH       SHARED      10      626388
D DISNEY WALT CO                 COM DISNEY       25468710        90     2400 SH       SHARED      20        1200              1200
D DISNEY WALT CO                 COM DISNEY       25468710       180     4800 SH       SHR/OTHR    20                          4800
D DISNEY WALT CO                 COM DISNEY       25468710       233     6230 SH       SHARED      21        6230
D DISNEY WALT CO                 COM DISNEY       25468710      1396    37247 SH       SHARED      23       33247              4000
D DISNEY WALT CO                 COM DISNEY       25468710      1179    31465 SH       SHR/OTHR    23                         31465
D DISNEY WALT CO                 COM DISNEY       25468710      4298   114638 SH       SHARED      27      114638
D DISNEY WALT CO                 COM DISNEY       25468710       176     4700 SH       SHARED      29        4700
D DISNEY WALT CO                 COM DISNEY       25468710      6811   181643 SH       SHARED      31      181643
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10         8      214 SH       SHARED                 214
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      5356   130740 SH       SHARED              130740
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      1369    33422 SH       SHARED      01       33422
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       219     5366 SH       SHARED      02        3395              1971
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       436    10650 SH       SHARED      04       10650
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10         4       98 SH       SHARED      05          98
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       621    15175 SH       SHARED      06        8325              6850
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      3116    76075 SH       SHARED      10       76075
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        20      500 SH       SHARED      23                           500
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      5323   129929 SH       SHARED      31      129929
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30      2423    64277 SH       SHARED               64277
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30      1164    30897 SH       SHARED      01       30897
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30         3      100 SH       SHARED      02         100
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30       754    20000 SH       SHARED      04       20000
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30         3       98 SH       SHARED      05          98
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        85     2275 SH       SHARED      06         625              1650
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        18      500 SH       SHARED      23                           500
D DISH NETWORK CORP              CL A             25470M10      1000    35120 SH       SHARED               35120
D DISH NETWORK CORP              CL A             25470M10         1      647 SH CALL  SHARED                 647
D DISH NETWORK CORP              CL A             25470M10         0      554 SH PUT   SHARED                 554
D DISH NETWORK CORP              CL A             25470M10      1304    45800 SH       SHARED      01       45800
D DISH NETWORK CORP              CL A             25470M10        31     1117 SH       SHARED      02         117              1000
D DISH NETWORK CORP              CL A             25470M10         2      100 SH       SHARED      05         100
D DISH NETWORK CORP              CL A             25470M10        59     2090 SH       SHARED      06        2090
D DISH NETWORK CORP              CL A             25470M10       253     8900 SH       SHARED      10        8900
D DISH NETWORK CORP              CL A             25470M10        85     3000 SH       SHARED      23                          3000
D DISH NETWORK CORP              CL A             25470M10       150     5300 SH       SHARED      26        5300
D DISH NETWORK CORP              CL A             25470M10      2191    76945 SH       SHARED      27       76945
D DISCOVER FINL SVCS             COM              25470910        47     1972 SH       SHARED                 867              1105
D DISCOVER FINL SVCS             COM              25470910     25642  1068428 SH       SHARED             1063488              4940
D DISCOVER FINL SVCS             COM              25470910     14246   593602 SH       SHARED      01      494700             98902
D DISCOVER FINL SVCS             COM              25470910      2626   109427 SH       SHR/OTHR    01                        109427
D DISCOVER FINL SVCS             COM              25470910       634    26448 SH       SHARED      02       11677             14771
D DISCOVER FINL SVCS             COM              25470910         2     1000 SH PUT   SHARED      02        1000
D DISCOVER FINL SVCS             COM              25470910       374    15600 SH       SHARED      04       15600
D DISCOVER FINL SVCS             COM              25470910        33     1375 SH       SHARED      05        1375
D DISCOVER FINL SVCS             COM              25470910      2064    86000 SH       SHARED      06       68705             17295
D DISCOVER FINL SVCS             COM              25470910     10881   453401 SH       SHARED      10      449780              3621
D DISCOVER FINL SVCS             COM              25470910       432    18000 SH       SHARED      15       18000
D DISCOVER FINL SVCS             COM              25470910      3120   130000 SH       SHARED      20      114285      285    15430
D DISCOVER FINL SVCS             COM              25470910       203     8485 SH       SHR/OTHR    20                          8485
D DISCOVER FINL SVCS             COM              25470910       168     7010 SH       SHARED      21        6660               350
D DISCOVER FINL SVCS             COM              25470910       117     4890 SH       SHR/OTHR    21                          4890
D DISCOVER FINL SVCS             COM              25470910      3593   149720 SH       SHARED      23      134215             15505
D DISCOVER FINL SVCS             COM              25470910      2011    83794 SH       SHR/OTHR    23                         83794
D DISCOVER FINL SVCS             COM              25470910      1132    47200 SH       SHARED      26       47200
D DISCOVER FINL SVCS             COM              25470910      1095    45630 SH       SHARED      27       45630
D DISCOVER FINL SVCS             COM              25470910       108     4500 SH       SHARED      30        4500
D DIRECTV                        COM CL A         25490A10     17735   414777 SH       SHARED              414777
D DIRECTV                        COM CL A         25490A10      7975   186525 SH       SHARED      01      186525
D DIRECTV                        COM CL A         25490A10        49     1165 SH       SHR/OTHR    01                          1165
D DIRECTV                        COM CL A         25490A10      7413   173371 SH       SHARED      02      163569              9802
D DIRECTV                        COM CL A         25490A10      6520   152500 SH       SHARED      04      152500
D DIRECTV                        COM CL A         25490A10       184     4320 SH       SHARED      05        4320
D DIRECTV                        COM CL A         25490A10      3320    77644 SH       SHARED      06       54919             22725
D DIRECTV                        COM CL A         25490A10      9543   223182 SH       SHARED      10      223182
D DIRECTV                        COM CL A         25490A10       436    10200 SH       SHARED      15       10200
D DIRECTV                        COM CL A         25490A10        18      440 SH       SHARED      20          90               350
D DIRECTV                        COM CL A         25490A10        42     1000 SH       SHR/OTHR    20                          1000
D DIRECTV                        COM CL A         25490A10       268     6286 SH       SHARED      23        3625              2661
D DIRECTV                        COM CL A         25490A10        34      815 SH       SHR/OTHR    23                           815
D DIRECTV                        COM CL A         25490A10       158     3700 SH       SHARED      26        3700
D DR REDDYS LABS LTD             ADR              25613520      1455    49455 SH       SHARED               49455
D DR REDDYS LABS LTD             ADR              25613520         8      303 SH       SHARED      02         303
D DR REDDYS LABS LTD             ADR              25613520      2928    99500 SH       SHARED      04       99500
D DR REDDYS LABS LTD             ADR              25613520      2354    80000 SH       SHARED      05       80000
D DR REDDYS LABS LTD             ADR              25613520       850    28900 SH       SHARED      26       28900
D DR REDDYS LABS LTD             ADR              25613520       217     7381 SH       SHARED      32        7381
D DOLAN CO                       COM              25659P40       180    21179 SH       SHARED               21179
D DOLAN CO                       COM              25659P40         1      200 SH       SHARED      01         200
D DOLAN CO                       COM              25659P40         1      159 SH       SHARED      02         159
D DOLBY LABORATORIES INC         COM              25659T10     11505   377100 SH       SHARED              377100
D DOLBY LABORATORIES INC         COM              25659T10       379    12425 SH       SHARED      01       12425
D DOLBY LABORATORIES INC         COM              25659T10        46     1528 SH       SHARED      02        1528
D DOLBY LABORATORIES INC         COM              25659T10         1       50 SH       SHARED      05          50
D DOLBY LABORATORIES INC         COM              25659T10        12      400 SH       SHARED      06         400
D DOLBY LABORATORIES INC         COM              25659T10        79     2600 SH       SHARED      10        2600
D DOLBY LABORATORIES INC         COM              25659T10        24      800 SH       SHARED      29         800
D DOLE FOOD CO INC NEW           COM              25660310      2372   274276 SH       SHARED              274276
D DOLE FOOD CO INC NEW           COM              25660310       104    12080 SH       SHARED      02          80             12000
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB      2353  2185000 PRN      SHARED             2185000
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB       258   240000 PRN      SHARED      02      240000
D DOLLAR GEN CORP NEW            COM              25667710      6701   162902 SH       SHARED              162902
D DOLLAR GEN CORP NEW            COM              25667710      2274    55280 SH       SHARED      01       55280
D DOLLAR GEN CORP NEW            COM              25667710         5      124 SH       SHARED      02         124
D DOLLAR GEN CORP NEW            COM              25667710         5      750 SH CALL  SHARED      02         750
D DOLLAR GEN CORP NEW            COM              25667710         4      100 SH       SHARED      05         100
D DOLLAR GEN CORP NEW            COM              25667710        20      500 SH       SHARED      06         500
D DOLLAR GEN CORP NEW            COM              25667710       143     3500 SH       SHARED      10        3500
D DOLLAR GEN CORP NEW            COM              25667710        53     1305 SH       SHARED      27        1305
D DOLLAR GEN CORP NEW            COM              25667710       197     4800 SH       SHARED      30        4800
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310     41421   589551 SH       SHARED              589551
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       786    11200 SH       SHARED      01       11200
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       709    10093 SH       SHARED      02       10093
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       154     2200 SH       SHARED      10        2200
D DOLLAR TREE INC                COM              25674610      7220    86877 SH       SHARED               86877
D DOLLAR TREE INC                COM              25674610      6789    81690 SH       SHARED      01       81690
D DOLLAR TREE INC                COM              25674610        78      950 SH       SHR/OTHR    01                           950
D DOLLAR TREE INC                COM              25674610      6089    73265 SH       SHARED      02       73205                60
D DOLLAR TREE INC                COM              25674610         6       75 SH       SHARED      05          75
D DOLLAR TREE INC                COM              25674610       590     7100 SH       SHARED      06        4100              3000
D DOLLAR TREE INC                COM              25674610      2873    34572 SH       SHARED      10       34572
D DOLLAR TREE INC                COM              25674610        12      150 SH       SHARED      21                           150
D DOLLAR TREE INC                COM              25674610       233     2804 SH       SHARED      26        2804
D DOLLAR TREE INC                COM              25674610       122     1470 SH       SHARED      27        1470
D DOLLAR TREE INC                COM              25674610       806     9700 SH       SHARED      29        9700
D DOLLAR TREE INC                COM              25674610       315     3800 SH       SHARED      30        3800
D DOMINION RES BLACK WARRIOR T   UNITS BEN INT    25746Q10         2      303 SH       SHARED                 303
D DOMINION RES INC VA NEW        COM              25746U10     22599   425772 SH       SHARED              425772
D DOMINION RES INC VA NEW        COM              25746U10      8001   150739 SH       SHARED      01      142849              7890
D DOMINION RES INC VA NEW        COM              25746U10      1720    32421 SH       SHARED      02        5384             27037
D DOMINION RES INC VA NEW        COM              25746U10       387     7300 SH       SHARED      04        7300
D DOMINION RES INC VA NEW        COM              25746U10       468     8832 SH       SHARED      05        8832
D DOMINION RES INC VA NEW        COM              25746U10      2535    47770 SH       SHARED      06       29980             17790
D DOMINION RES INC VA NEW        COM              25746U10     11156   210191 SH       SHARED      10      210191
D DOMINION RES INC VA NEW        COM              25746U10        21      400 SH       SHARED      20                           400
D DOMINION RES INC VA NEW        COM              25746U10        31      600 SH       SHR/OTHR    20                           600
D DOMINION RES INC VA NEW        COM              25746U10        40      760 SH       SHARED      21         760
D DOMINION RES INC VA NEW        COM              25746U10       116     2200 SH       SHR/OTHR    21                          2200
D DOMINION RES INC VA NEW        COM              25746U10      1004    18922 SH       SHARED      23       17354              1568
D DOMINION RES INC VA NEW        COM              25746U10      1416    26692 SH       SHR/OTHR    23                         26692
D DOMINION RES INC VA NEW        COM              25746U10       992    18700 SH       SHARED      29       18700
D DOMINION RES INC VA NEW        COM              25746U10       912    17200 SH       SHARED      30       17200
D DOMINOS PIZZA INC              COM              25754A20      2233    65785 SH       SHARED               65785
D DOMINOS PIZZA INC              COM              25754A20        18      537 SH       SHARED      02         537
D DOMINOS PIZZA INC              COM              25754A20       387    11400 SH       SHARED      10       11400
D DOMTAR CORP                    COM NEW          25755920      3222    40304 SH       SHARED               40304
D DOMTAR CORP                    COM NEW          25755920       895    11200 SH       SHARED      01                         11200
D DOMTAR CORP                    COM NEW          25755920         2       32 SH       SHARED      02          32
D DOMTAR CORP                    COM NEW          25755920      2237    27980 SH       SHARED      04       27980
D DOMTAR CORP                    COM NEW          25755920      1039    13000 SH       SHARED      10       13000
D DONALDSON INC                  COM              25765110       537     7901 SH       SHARED                7901
D DONALDSON INC                  COM              25765110      1565    23000 SH       SHARED      01                         23000
D DONALDSON INC                  COM              25765110        71     1054 SH       SHARED      02         604               450
D DONALDSON INC                  COM              25765110       224     3300 SH       SHARED      10        3300
D DONEGAL GROUP INC              CL A             25770120        63     4492 SH       SHARED                4492
D DONEGAL GROUP INC              CL A             25770120         0        3 SH       SHARED      02           3
D DONNELLEY R R & SONS CO        COM              25786710      2979   206452 SH       SHARED              206452
D DONNELLEY R R & SONS CO        COM              25786710       647    44840 SH       SHARED      01       42225              2615
D DONNELLEY R R & SONS CO        COM              25786710       116     8079 SH       SHARED      02        7616               463
D DONNELLEY R R & SONS CO        COM              25786710         1      130 SH       SHARED      05         130
D DONNELLEY R R & SONS CO        COM              25786710       184    12820 SH       SHARED      06        7820              5000
D DONNELLEY R R & SONS CO        COM              25786710      9855   682981 SH       SHARED      10      682981
D DONNELLEY R R & SONS CO        COM              25786710        11      818 SH       SHARED      21                           818
D DONNELLEY R R & SONS CO        COM              25786710         2      140 SH       SHR/OTHR    21                           140
D DONNELLEY R R & SONS CO        COM              25786710        19     1366 SH       SHR/OTHR    23                          1366
D DORAL FINL CORP                COM NEW          25811P88       967  1012010 SH       SHARED             1012010
D DORAL FINL CORP                COM NEW          25811P88         9    10225 SH       SHARED      01       10225
D DORAL FINL CORP                COM NEW          25811P88         1     1547 SH       SHARED      02        1547
D DORAL FINL CORP                COM NEW          25811P88        23    24500 SH       SHARED      10       24500
D DORCHESTER MINERALS LP         COM UNIT         25820R10      3605   159100 SH       SHARED              159100
D DORCHESTER MINERALS LP         COM UNIT         25820R10         0        1 SH       SHARED      02           1
D DORMAN PRODUCTS INC            COM              25827810       136     3700 SH       SHARED                3700
D DORMAN PRODUCTS INC            COM              25827810         3      108 SH       SHARED      02         108
D DOT HILL SYS CORP              COM              25848T10       150   112806 SH       SHARED              112806
D DOT HILL SYS CORP              COM              25848T10         2     1931 SH       SHARED      02        1931
D DOUBLE EAGLE PETE CO           COM PAR $0.10    25857020       402    58498 SH       SHARED               58498
D DOUBLE EAGLE PETE CO           COM PAR $0.10    25857020         0        1 SH       SHARED      02           1
D DOUGLAS EMMETT INC             COM              25960P10         0       38 SH       SHARED                  38
D DOUGLAS EMMETT INC             COM              25960P10     14477   793728 SH       SHARED              793728
D DOUGLAS EMMETT INC             COM              25960P10        41     2300 SH       SHARED      01        2300
D DOUGLAS EMMETT INC             COM              25960P10         0        8 SH       SHARED      02           8
D DOUGLAS EMMETT INC             COM              25960P10        45     2500 SH       SHARED      10        2500
D DOUGLAS EMMETT INC             COM              25960P10      3485   191100 SH       SHARED      11       26550            164550
D DOUGLAS EMMETT INC             COM              25960P10       215    11803 SH       SHARED      26       11803
D DOUGLAS DYNAMICS INC           COM              25960R10        89     6127 SH       SHARED                6127
D DOUGLAS DYNAMICS INC           COM              25960R10         0       12 SH       SHARED      02          12
D DOUGLAS DYNAMICS INC           COM              25960R10       106     7300 SH       SHARED      10        7300
D DOVER CORP                     COM              26000310      5521    95119 SH       SHARED               93780              1339
D DOVER CORP                     COM              26000310      7051   121465 SH       SHARED      01      100867             20598
D DOVER CORP                     COM              26000310       772    13316 SH       SHR/OTHR    01                         13316
D DOVER CORP                     COM              26000310       513     8842 SH       SHARED      02        2884              5958
D DOVER CORP                     COM              26000310      1532    26400 SH       SHARED      04       26400
D DOVER CORP                     COM              26000310         6      110 SH       SHARED      05         110
D DOVER CORP                     COM              26000310      1245    21450 SH       SHARED      06       15400              6050
D DOVER CORP                     COM              26000310     18892   325450 SH       SHARED      10      325450
D DOVER CORP                     COM              26000310       205     3545 SH       SHARED      20        3110               435
D DOVER CORP                     COM              26000310        98     1700 SH       SHR/OTHR    20                          1700
D DOVER CORP                     COM              26000310        32      560 SH       SHARED      21         560
D DOVER CORP                     COM              26000310      1038    17890 SH       SHARED      23       16370              1520
D DOVER CORP                     COM              26000310       415     7150 SH       SHR/OTHR    23                          7150
D DOVER CORP                     COM              26000310       395     6812 SH       SHARED      26        6812
D DOVER DOWNS GAMING & ENTMT I   COM              26009510         2     1309 SH       SHARED      02        1309
D DOVER MOTORSPORTS INC          COM              26017410         0        3 SH       SHARED      02           3
D DOW CHEM CO                    COM              26054310       937    32610 SH       SHARED               32610
D DOW CHEM CO                    COM              26054310     29314  1019269 SH       SHARED             1017269              2000
D DOW CHEM CO                    COM              26054310         1      500 SH PUT   SHARED                 500
D DOW CHEM CO                    COM              26054310      7880   274018 SH       SHARED      01      270662              3356
D DOW CHEM CO                    COM              26054310       261     9106 SH       SHR/OTHR    01                          9106
D DOW CHEM CO                    COM              26054310      1184    41203 SH       SHARED      02       27553             13650
D DOW CHEM CO                    COM              26054310         1      540 SH CALL  SHARED      02         540
D DOW CHEM CO                    COM              26054310         1     1500 SH PUT   SHARED      02        1500
D DOW CHEM CO                    COM              26054310        89     3100 SH       SHARED      04        3100
D DOW CHEM CO                    COM              26054310       233     8120 SH       SHARED      05        8120
D DOW CHEM CO                    COM              26054310      2948   102530 SH       SHARED      06       69630             32900
D DOW CHEM CO                    COM              26054310     11265   391709 SH       SHARED      10      391709
D DOW CHEM CO                    COM              26054310        34     1200 SH       SHARED      20        1200
D DOW CHEM CO                    COM              26054310       267     9300 SH       SHR/OTHR    20                          9300
D DOW CHEM CO                    COM              26054310      1056    36726 SH       SHARED      23       36726
D DOW CHEM CO                    COM              26054310       638    22205 SH       SHR/OTHR    23                         22205
D DOW CHEM CO                    COM              26054310        17      598 SH       SHARED      27         598
D DOW CHEM CO                    COM              26054310       946    32900 SH       SHARED      29       32900
D DOW CHEM CO                    COM              26054310      4940   171780 SH       SHARED      31      171780
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      5664   143469 SH       SHARED              143469
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      1854    46975 SH       SHARED      01       46700               275
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       450    11421 SH       SHARED      02        6671              4750
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        51     1300 SH       SHARED      04        1300
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        25      634 SH       SHARED      05         634
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       623    15800 SH       SHARED      06        9800              6000
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      2454    62162 SH       SHARED      10       62162
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10         9      240 SH       SHARED      21         240
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        59     1500 SH       SHARED      23                          1500
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       225     5700 SH       SHARED      26        5700
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       226     5730 SH       SHARED      27        5730
D DRAGONWAVE INC                 COM              26144M10        27     7904 SH       SHARED      02        2904              5000
D DRDGOLD LIMITED                SPON ADR NEW     26152H30         0      100 SH       SHARED      02         100
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10      1090    65714 SH       SHARED               65714
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10       366    22100 SH       SHARED      01                         22100
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10         1      106 SH       SHARED      02         106
D DRESSER-RAND GROUP INC         COM              26160810      2287    45827 SH       SHARED               45827
D DRESSER-RAND GROUP INC         COM              26160810      1152    23100 SH       SHARED      01                         23100
D DRESSER-RAND GROUP INC         COM              26160810        88     1766 SH       SHARED      02        1766
D DRESSER-RAND GROUP INC         COM              26160810       174     3500 SH       SHARED      10        3500
D DREW INDS INC                  COM NEW          26168L20       152     6210 SH       SHARED                6210
D DREW INDS INC                  COM NEW          26168L20        30     1252 SH       SHARED      02        1252
D DREW INDS INC                  COM NEW          26168L20       130     5300 SH       SHARED      10        5300
D DREYFUS STRATEGIC MUNS INC     COM              26193210        60     6762 SH       SHARED      01        6762
D DREYFUS STRATEGIC MUNS INC     COM              26193210         0        1 SH       SHARED      02           1
D DREAMS INC                     COM              26198320         0        1 SH       SHARED      02           1
D DRIL-QUIP INC                  COM              26203710      2086    31701 SH       SHARED               31701
D DRIL-QUIP INC                  COM              26203710       997    15150 SH       SHARED      01        4550             10600
D DRIL-QUIP INC                  COM              26203710         1       26 SH       SHARED      02          26
D DRIL-QUIP INC                  COM              26203710       347     5286 SH       SHARED      04        5286
D DRYSHIPS INC.                  NOTE  5.000%12/0 262498AB     14543 21170000 PRN      SHARED            21170000
D DU PONT E I DE NEMOURS & CO    COM              26353410     42709   932928 SH       SHARED              919528             13400
D DU PONT E I DE NEMOURS & CO    COM              26353410         0      692 SH PUT   SHARED                 692
D DU PONT E I DE NEMOURS & CO    COM              26353410     13065   285393 SH       SHARED      01      258037             27356
D DU PONT E I DE NEMOURS & CO    COM              26353410      1435    31349 SH       SHR/OTHR    01                         31349
D DU PONT E I DE NEMOURS & CO    COM              26353410     15761   344282 SH       SHARED      02      178888            165394
D DU PONT E I DE NEMOURS & CO    COM              26353410         0      127 SH CALL  SHARED      02         127
D DU PONT E I DE NEMOURS & CO    COM              26353410         0       27 SH PUT   SHARED      02          27
D DU PONT E I DE NEMOURS & CO    COM              26353410       870    19022 SH       SHARED      04                         19022
D DU PONT E I DE NEMOURS & CO    COM              26353410       105     2300 SH       SHARED      04        2300
D DU PONT E I DE NEMOURS & CO    COM              26353410       349     7640 SH       SHARED      05        7640
D DU PONT E I DE NEMOURS & CO    COM              26353410      3601    78660 SH       SHARED      06       52260             26400
D DU PONT E I DE NEMOURS & CO    COM              26353410     23717   518066 SH       SHARED      10      518066
D DU PONT E I DE NEMOURS & CO    COM              26353410       353     7720 SH       SHARED      20        7590               130
D DU PONT E I DE NEMOURS & CO    COM              26353410        64     1400 SH       SHR/OTHR    20                          1400
D DU PONT E I DE NEMOURS & CO    COM              26353410       553    12090 SH       SHARED      21       12090
D DU PONT E I DE NEMOURS & CO    COM              26353410         2       50 SH       SHR/OTHR    21                            50
D DU PONT E I DE NEMOURS & CO    COM              26353410      5530   120812 SH       SHARED      23      116161              4651
D DU PONT E I DE NEMOURS & CO    COM              26353410      3483    76100 SH       SHR/OTHR    23                         76100
D DU PONT E I DE NEMOURS & CO    COM              26353410       380     8314 SH       SHARED      26        8314
D DU PONT E I DE NEMOURS & CO    COM              26353410       121     2650 SH       SHARED      27        2650
D DU PONT E I DE NEMOURS & CO    COM              26353410       782    17100 SH       SHARED      29       17100
D DUCOMMUN INC DEL               COM              26414710        45     3535 SH       SHARED                3535
D DUCOMMUN INC DEL               COM              26414710        55     4342 SH       SHARED      02          35              4307
D DUCOMMUN INC DEL               COM              26414710       163    12800 SH       SHARED      10       12800
D DUFF & PHELPS UTIL CORP BD T   COM              26432K10        18     1519 SH       SHARED      02          19              1500
D DUFF & PHELPS CORP NEW         CL A             26433B10       133     9226 SH       SHARED                9226
D DUFF & PHELPS CORP NEW         CL A             26433B10         0       25 SH       SHARED      01          25
D DUFF & PHELPS CORP NEW         CL A             26433B10         4      322 SH       SHARED      02         322
D DUKE ENERGY CORP NEW           COM              26441C10     26362  1198285 SH       SHARED             1198285
D DUKE ENERGY CORP NEW           COM              26441C10      7583   344688 SH       SHARED      01      323088             21600
D DUKE ENERGY CORP NEW           COM              26441C10      7259   329980 SH       SHARED      02      235343             94637
D DUKE ENERGY CORP NEW           COM              26441C10         1      228 SH CALL  SHARED      02         228
D DUKE ENERGY CORP NEW           COM              26441C10         0     1470 SH PUT   SHARED      02        1470
D DUKE ENERGY CORP NEW           COM              26441C10       369    16800 SH       SHARED      04       16800
D DUKE ENERGY CORP NEW           COM              26441C10       429    19510 SH       SHARED      05       19510
D DUKE ENERGY CORP NEW           COM              26441C10      3272   148730 SH       SHARED      06      108280             40450
D DUKE ENERGY CORP NEW           COM              26441C10     28689  1304087 SH       SHARED      10     1304087
D DUKE ENERGY CORP NEW           COM              26441C10       122     5570 SH       SHARED      20        5220               350
D DUKE ENERGY CORP NEW           COM              26441C10       104     4730 SH       SHARED      21        4730
D DUKE ENERGY CORP NEW           COM              26441C10        29     1342 SH       SHARED      23        1342
D DUKE ENERGY CORP NEW           COM              26441C10       197     8960 SH       SHR/OTHR    23                          8960
D DUKE ENERGY CORP NEW           COM              26441C10      3944   179300 SH       SHARED      30      179300
D DUKE REALTY CORP               COM NEW          26441150     16610  1378498 SH       SHARED             1378498
D DUKE REALTY CORP               COM NEW          26441150      1668   138425 SH       SHARED      01       60425             78000
D DUKE REALTY CORP               COM NEW          26441150        36     3000 SH       SHR/OTHR    01                          3000
D DUKE REALTY CORP               COM NEW          26441150        97     8124 SH       SHARED      02         531              7593
D DUKE REALTY CORP               COM NEW          26441150         2      200 SH       SHARED      05         200
D DUKE REALTY CORP               COM NEW          26441150        19     1600 SH       SHARED      06        1600
D DUKE REALTY CORP               COM NEW          26441150     27343  2269178 SH       SHARED      10     2269178
D DUKE REALTY CORP               COM NEW          26441150     10418   864600 SH       SHARED      11                        864600
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      2550    34089 SH       SHARED               34089
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      2819    37679 SH       SHARED      01       31399              6280
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        28      379 SH       SHARED      02         379
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       713     9540 SH       SHARED      06        8040              1500
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1036    13848 SH       SHARED      10       13848
D DUN & BRADSTREET CORP DEL NE   COM              26483E10         9      130 SH       SHR/OTHR    20                           130
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1103    14750 SH       SHARED      23       14750
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1586    21200 SH       SHR/OTHR    23                         21200
D DUNKIN BRANDS GROUP INC        COM              26550410       314    12576 SH       SHARED               12576
D DUNKIN BRANDS GROUP INC        COM              26550410         0      183 SH PUT   SHARED                 183
D DUNKIN BRANDS GROUP INC        COM              26550410        33     1352 SH       SHARED      02           2              1350
D DUNKIN BRANDS GROUP INC        COM              26550410         1      431 SH CALL  SHARED      02         431
D DUNKIN BRANDS GROUP INC        COM              26550410        12      500 SH       SHARED      10         500
D DUNKIN BRANDS GROUP INC        COM              26550410        13      533 SH       SHARED      21         533
D DUOYUAN GLOBAL WTR INC         SPONSORED ADR    26604310         0   154625 SH       SHARED              154625
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      1832    75663 SH       SHARED               75663
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10        15      626 SH       SHARED      02         626
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      2464   101750 SH       SHARED      10      101750
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10     60964  2517118 SH       SHARED      11     1622388            894730
D DURECT CORP                    COM              26660510       141   119794 SH       SHARED              119794
D DURECT CORP                    COM              26660510         5     5050 SH       SHARED      01        5050
D DURECT CORP                    COM              26660510         0      110 SH       SHARED      02         110
D DURECT CORP                    COM              26660510       246   208580 SH       SHARED      26      208580
D DURECT CORP                    COM              26660510        47    40388 SH       SHARED      32       40388
D DUSA PHARMACEUTICALS INC       COM              26689810        15     3515 SH       SHARED                3515
D DUSA PHARMACEUTICALS INC       COM              26689810         0       25 SH       SHARED      02          25
D DYAX CORP                      COM              26746E10        40    29647 SH       SHARED               29647
D DYAX CORP                      COM              26746E10         0       64 SH       SHARED      02          64
D DYAX CORP                      COM              26746E10       428   314835 SH       SHARED      26      314835
D DYAX CORP                      COM              26746E10       134    98984 SH       SHARED      32       98984
D DYCOM INDS INC                 COM              26747510      1151    55060 SH       SHARED               55060
D DYCOM INDS INC                 COM              26747510        14      700 SH       SHARED      02         700
D DYCOM INDS INC                 COM              26747510       108     5200 SH       SHARED      10        5200
D DYNAMIC MATLS CORP             COM              26788810        82     4167 SH       SHARED                4167
D DYNAMIC MATLS CORP             COM              26788810         2      109 SH       SHARED      02         109
D DYNAMICS RESH CORP             COM              26805710        19     1704 SH       SHARED                1704
D DYNAMICS RESH CORP             COM              26805710         0       38 SH       SHARED      02          38
D DYNAVAX TECHNOLOGIES CORP      COM              26815810       138    41771 SH       SHARED               41771
D DYNAVAX TECHNOLOGIES CORP      COM              26815810         0      128 SH       SHARED      02         128
D DYNAVAX TECHNOLOGIES CORP      COM              26815810       332   100000 SH       SHARED      04      100000
D DYNAVAX TECHNOLOGIES CORP      COM              26815810        40    12200 SH       SHARED      10       12200
D DYNAVOX INC                    CL A             26817F10        95    26289 SH       SHARED               26289
D DYNAVOX INC                    CL A             26817F10         0       38 SH       SHARED      02          38
D DYNEGY INC DEL                 COM              26817G30        95    34314 SH       SHARED               34314
D DYNEGY INC DEL                 COM              26817G30       145    52440 SH       SHARED      01       52440
D DYNEGY INC DEL                 COM              26817G30         2      728 SH       SHARED      02         728
D DYNEGY INC DEL                 COM              26817G30       187    67600 SH       SHARED      10       67600
D DYNEGY INC DEL                 COM              26817G30         2     1072 SH       SHARED      20                          1072
D DYNEX CAP INC                  COM NEW          26817Q50       122    13396 SH       SHARED               13396
D DYNEX CAP INC                  COM NEW          26817Q50        41     4500 SH       SHARED      01        4500
D DYNEX CAP INC                  COM NEW          26817Q50      1300   142432 SH       SHARED      02          11            142421
D DYNEX CAP INC                  COM NEW          26817Q50        44     4900 SH       SHARED      10        4900
D ECA MARCELLUS TR I             COM UNIT         26827L10       117     4610 SH       SHARED                4610
D ECA MARCELLUS TR I             COM UNIT         26827L10       161     6300 SH       SHARED      02                          6300
D E-COMMERCE CHINA DANGDANG IN   SPN ADS COM A    26833A10         1      414 SH       SHARED      02         414
D EGA EMERGING GLOBAL SHS TR     INDIA CONSUMER   26846176       855    53349 SH       SHARED      02       53349
D EGA EMERGING GLOBAL SHS TR     EGS EMKTCONS ETF 26846177       226    10293 SH       SHARED      02                         10293
D EGA EMERGING GLOBAL SHS TR     EGS BRAZ INF ETF 26846182        10      500 SH       SHARED      02                           500
D EGA EMERGING GLOBAL SHS TR     EGS INDI INF ETF 26846184         5      500 SH       SHARED      02                           500
D EGA EMERGING GLOBAL SHS TR     EGSHARE EM METLS 26846185        27     1900 SH       SHARED      02                          1900
D EGA EMERGING GLOBAL SHS TR     EGSHARE ENGY GEM 26846186        30     1400 SH       SHARED      02                          1400
D E HOUSE CHINA HLDGS LTD        ADR              26852W10        69    16359 SH       SHARED               16359
D E HOUSE CHINA HLDGS LTD        ADR              26852W10       798   186946 SH       SHARED      02        1271            185675
D E M C CORP MASS                NOTE  1.750%12/0 268648AM       358   250000 PRN      SHARED              250000
D E M C CORP MASS                NOTE  1.750%12/0 268648AM      8036  5600000 PRN      SHARED      04     5600000
D E M C CORP MASS                NOTE  1.750%12/0 268648AM      6601  4600000 PRN      SHARED      06     3000000           1600000
D E M C CORP MASS                NOTE  1.750%12/0 268648AM        28    20000 PRN      SHARED      10       20000
D E M C CORP MASS                COM              26864810        54     2520 SH       SHARED                1170              1350
D E M C CORP MASS                COM              26864810     58336  2708279 SH       SHARED             2692714             15565
D E M C CORP MASS                COM              26864810       125    97383 SH PUT   SHARED               97383
D E M C CORP MASS                COM              26864810     26529  1231627 SH       SHARED      01      964240      300   267087
D E M C CORP MASS                COM              26864810      4331   201077 SH       SHR/OTHR    01                        201077
D E M C CORP MASS                COM              26864810    106504  4944512 SH       SHARED      02     4852373             92139
D E M C CORP MASS                COM              26864810        18    14100 SH CALL  SHARED      02       14100
D E M C CORP MASS                COM              26864810         0     1743 SH PUT   SHARED      02        1743
D E M C CORP MASS                COM              26864810     80606  3742180 SH       SHARED      04     3742180
D E M C CORP MASS                COM              26864810       527    24480 SH       SHARED      05       24480
D E M C CORP MASS                COM              26864810      8864   411540 SH       SHARED      06      201840            209700
D E M C CORP MASS                COM              26864810     14441   670431 SH       SHARED      10      665608              4823
D E M C CORP MASS                COM              26864810       236    11000 SH       SHARED      15       11000
D E M C CORP MASS                COM              26864810      3157   146586 SH       SHARED      20      126206      410    19970
D E M C CORP MASS                COM              26864810       351    16305 SH       SHR/OTHR    20                         16305
D E M C CORP MASS                COM              26864810       645    29990 SH       SHARED      21       29990
D E M C CORP MASS                COM              26864810       118     5486 SH       SHR/OTHR    21                          5486
D E M C CORP MASS                COM              26864810      6138   285003 SH       SHARED      23      253985             31018
D E M C CORP MASS                COM              26864810      5329   247424 SH       SHR/OTHR    23                        247424
D E M C CORP MASS                COM              26864810      1730    80328 SH       SHARED      26       80328
D E M C CORP MASS                COM              26864810       145     6745 SH       SHARED      27        6745
D E M C CORP MASS                COM              26864810       834    38745 SH       SHARED      29       38745
D E M C CORP MASS                COM              26864810       292    13600 SH       SHARED      30       13600
D E M C CORP MASS                COM              26864810      9613   446325 SH       SHARED      31      446325
D EMC INS GROUP INC              COM              26866410        92     4513 SH       SHARED                4513
D EMC INS GROUP INC              COM              26866410         0        1 SH       SHARED      02           1
D ENI S P A                      SPONSORED ADR    26874R10     11874   287721 SH       SHARED              287721
D ENI S P A                      SPONSORED ADR    26874R10         5      138 SH       SHARED      01         138
D ENI S P A                      SPONSORED ADR    26874R10       183     4452 SH       SHARED      02                          4452
D ENI S P A                      SPONSORED ADR    26874R10       131     3175 SH       SHR/OTHR    23                          3175
D EOG RES INC                    COM              26875P10        66      675 SH       SHARED                 275               400
D EOG RES INC                    COM              26875P10     37863   384360 SH       SHARED              382364              1996
D EOG RES INC                    COM              26875P10     20170   204759 SH       SHARED      01      157669      200    46890
D EOG RES INC                    COM              26875P10      3306    33564 SH       SHR/OTHR    01                         33564
D EOG RES INC                    COM              26875P10      1600    16245 SH       SHARED      02        3130             13115
D EOG RES INC                    COM              26875P10         1      500 SH CALL  SHARED      02         500
D EOG RES INC                    COM              26875P10      2852    28952 SH       SHARED      04       28952
D EOG RES INC                    COM              26875P10        91      930 SH       SHARED      05         930
D EOG RES INC                    COM              26875P10      2397    24340 SH       SHARED      06       16540              7800
D EOG RES INC                    COM              26875P10      7866    79859 SH       SHARED      10       78595              1264
D EOG RES INC                    COM              26875P10      3971    40319 SH       SHARED      20       34894      105     5320
D EOG RES INC                    COM              26875P10       287     2915 SH       SHR/OTHR    20                          2915
D EOG RES INC                    COM              26875P10       238     2420 SH       SHARED      21        2420
D EOG RES INC                    COM              26875P10       125     1271 SH       SHR/OTHR    21                          1271
D EOG RES INC                    COM              26875P10      4143    42066 SH       SHARED      23       34121              7945
D EOG RES INC                    COM              26875P10      2625    26651 SH       SHR/OTHR    23                         26651
D EOG RES INC                    COM              26875P10      1714    17400 SH       SHARED      26       17400
D EOG RES INC                    COM              26875P10       312     3175 SH       SHARED      27        3175
D EPIQ SYS INC                   COM              26882D10       124    10340 SH       SHARED               10340
D EPIQ SYS INC                   COM              26882D10         2      168 SH       SHARED      02         168
D ESB FINL CORP                  COM              26884F10        33     2398 SH       SHARED                2398
D ESB FINL CORP                  COM              26884F10         0        4 SH       SHARED      02           4
D EQT CORP                       COM              26884L10       904    16515 SH       SHARED               16515
D EQT CORP                       COM              26884L10      5264    96078 SH       SHARED               96078
D EQT CORP                       COM              26884L10      2050    37425 SH       SHARED      01       30425              7000
D EQT CORP                       COM              26884L10      2113    38566 SH       SHARED      02       38414               152
D EQT CORP                       COM              26884L10      2222    40569 SH       SHARED      04       40569
D EQT CORP                       COM              26884L10        87     1590 SH       SHARED      05        1590
D EQT CORP                       COM              26884L10      1134    20700 SH       SHARED      06       17200              3500
D EQT CORP                       COM              26884L10      2432    44405 SH       SHARED      10       44405
D EQT CORP                       COM              26884L10       942    17200 SH       SHARED      30       17200
D EAGLE BANCORP INC MD           COM              26894810        58     4021 SH       SHARED                4021
D EAGLE BANCORP INC MD           COM              26894810         0        5 SH       SHARED      02           5
D EAGLE BANCORP INC MD           COM              26894810        26     1800 SH       SHARED      29        1800
D ETFS PLATINUM TR               SH BEN INT       26922V10      6201    45000 SH       SHARED               45000
D ETFS PLATINUM TR               SH BEN INT       26922V10         0        2 SH       SHARED      02           2
D ETFS PRECIOUS METALS BASKET    PHYS PM BSKT     26922W10        75      880 SH       SHARED      02                           880
D ETFS PRECIOUS METALS BASKET    PHYS PM BSKT     26922W10        77      895 SH       SHARED      21         895
D ETFS SILVER TR                 SILVER SHS       26922X10        34     1250 SH       SHARED      02                          1250
D ETFS GOLD TR                   SHS              26922Y10     40281   260000 SH       SHARED      06      260000
D ETFS PALLADIUM TR              SH BEN INT       26923A10       725    11238 SH       SHARED               11238
D ETFS PALLADIUM TR              SH BEN INT       26923A10         0        4 SH       SHARED      02           4
D ETFS PALLADIUM TR              SH BEN INT       26923A10       541     8388 SH       SHARED      10        8388
D ETFS WHITE METALS BASKET TR    PHY WM BSK SHS   26923B10       197     4234 SH       SHARED      02                          4234
D E TRADE FINANCIAL CORP         COM NEW          26924640      6655   836089 SH       SHARED              836089
D E TRADE FINANCIAL CORP         COM NEW          26924640         1      160 SH       SHARED      01         160
D E TRADE FINANCIAL CORP         COM NEW          26924640       502    63179 SH       SHARED      02       63179
D E TRADE FINANCIAL CORP         COM NEW          26924640         0      130 SH CALL  SHARED      02         130
D E TRADE FINANCIAL CORP         COM NEW          26924640        78     9850 SH       SHARED      06        4400              5450
D E TRADE FINANCIAL CORP         COM NEW          26924640       824   103615 SH       SHARED      10      103615
D EV ENERGY PARTNERS LP          COM UNITS        26926V10     33626   510262 SH       SHARED              510262
D EV ENERGY PARTNERS LP          COM UNITS        26926V10        65     1000 SH       SHARED      02                          1000
D EXCO RESOURCES INC             COM              26927940      6086   582398 SH       SHARED              582398
D EXCO RESOURCES INC             COM              26927940        48     4675 SH       SHARED      01        4675
D EXCO RESOURCES INC             COM              26927940        30     2965 SH       SHARED      02         965              2000
D EXCO RESOURCES INC             COM              26927940       189    18100 SH       SHARED      10       18100
D EXCO RESOURCES INC             COM              26927940         4      400 SH       SHARED      21                           400
D EAGLE BANCORP MONT INC         COM              26942G10         0       51 SH       SHARED      02          51
D EAGLE MATERIALS INC            COM              26969P10      5423   211376 SH       SHARED              211376
D EAGLE MATERIALS INC            COM              26969P10        35     1386 SH       SHARED      01        1386
D EAGLE MATERIALS INC            COM              26969P10        16      653 SH       SHARED      02         653
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10      2768   237600 SH       SHARED              237600
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10         0        4 SH       SHARED      02           4
D EARTHLINK INC                  COM              27032110      3083   478867 SH       SHARED              478867
D EARTHLINK INC                  COM              27032110        77    12100 SH       SHARED      01                         12100
D EARTHLINK INC                  COM              27032110         7     1096 SH       SHARED      02        1096
D EARTHLINK INC                  COM              27032110        36     5600 SH       SHARED      10        5600
D EAST WEST BANCORP INC          COM              27579R10      1775    89909 SH       SHARED               89909
D EAST WEST BANCORP INC          COM              27579R10       942    47700 SH       SHARED      01        1700             46000
D EAST WEST BANCORP INC          COM              27579R10         0       15 SH       SHARED      02          15
D EAST WEST BANCORP INC          COM              27579R10     17677   895075 SH       SHARED      10      895075
D EASTERN AMERN NAT GAS TR       UNIT 99/99/9999  27621710        41     1800 SH       SHARED                1800
D EASTERN CO                     COM              27631710         6      300 SH       SHARED      02         300
D EASTERN INS HLDGS INC          COM              27653410       166    11900 SH       SHARED               11900
D EASTERN INS HLDGS INC          COM              27653410         1      100 SH       SHARED      02         100
D EASTGROUP PPTY INC             COM              27727610      1206    27740 SH       SHARED               27740
D EASTGROUP PPTY INC             COM              27727610        19      449 SH       SHARED      02         449
D EASTGROUP PPTY INC             COM              27727610       200     4600 SH       SHARED      10        4600
D EASTGROUP PPTY INC             COM              27727610       234     5400 SH       SHARED      11                          5400
D EASTMAN CHEM CO                COM              27743210      4836   123834 SH       SHARED              123834
D EASTMAN CHEM CO                COM              27743210      1179    30202 SH       SHARED      01       30202
D EASTMAN CHEM CO                COM              27743210        57     1482 SH       SHR/OTHR    01                          1482
D EASTMAN CHEM CO                COM              27743210      3907   100043 SH       SHARED      02       28043             72000
D EASTMAN CHEM CO                COM              27743210         0      234 SH CALL  SHARED      02         234
D EASTMAN CHEM CO                COM              27743210        39     1000 SH       SHARED      04        1000
D EASTMAN CHEM CO                COM              27743210         3      100 SH       SHARED      05         100
D EASTMAN CHEM CO                COM              27743210       335     8600 SH       SHARED      06        4600              4000
D EASTMAN CHEM CO                COM              27743210      4734   121212 SH       SHARED      10      121212
D EASTMAN CHEM CO                COM              27743210        71     1822 SH       SHARED      23        1822
D EASTMAN CHEM CO                COM              27743210         5      150 SH       SHR/OTHR    23                           150
D EASTMAN KODAK CO               NOTE  7.000% 4/0 277461BJ        65   250000 PRN      SHARED                                250000
D EASTMAN KODAK CO               NOTE  7.000% 4/0 277461BJ      1344  5132000 PRN      SHARED      02     5132000
D EASTMAN KODAK CO               COM              27746110      1047  1610946 SH       SHARED             1610946
D EASTMAN KODAK CO               COM              27746110         0     1000 SH CALL  SHARED                1000
D EASTMAN KODAK CO               COM              27746110       143   220023 SH       SHARED      02      220023
D EASTMAN KODAK CO               COM              27746110         0       40 SH CALL  SHARED      02          40
D EASTMAN KODAK CO               COM              27746110        17    14443 SH PUT   SHARED      02       14443
D EASTMAN KODAK CO               COM              27746110        23    36900 SH       SHARED      10       36900
D EASTMAN KODAK CO               COM              27746110         2     3645 SH       SHARED      23        3645
D EASTMAN KODAK CO               COM              27746110         0      300 SH       SHR/OTHR    23                           300
D EASYLINK SERVICES INTL CORP    CL A             27785810       119    30105 SH       SHARED               30105
D EASYLINK SERVICES INTL CORP    CL A             27785810         0        6 SH       SHARED      02           6
D EATON CORP                     COM              27805810     29080   668053 SH       SHARED              668053
D EATON CORP                     COM              27805810      3525    80998 SH       SHARED      01       80998
D EATON CORP                     COM              27805810       441    10134 SH       SHARED      02        9234               900
D EATON CORP                     COM              27805810         0      280 SH CALL  SHARED      02         280
D EATON CORP                     COM              27805810         7      180 SH       SHARED      05         180
D EATON CORP                     COM              27805810      1556    35750 SH       SHARED      06       24400             11350
D EATON CORP                     COM              27805810     10099   232019 SH       SHARED      10      232019
D EATON CORP                     COM              27805810       348     8000 SH       SHARED      23        8000
D EATON CORP                     COM              27805810      1551    35650 SH       SHARED      29       35650
D EATON CORP                     COM              27805810      5209   119669 SH       SHARED      31      119669
D EATON VANCE SR INCOME TR       SH BEN INT       27826S10        33     5105 SH       SHARED      01                          5105
D EATON VANCE SR INCOME TR       SH BEN INT       27826S10         0       27 SH       SHARED      02          27
D EATON VANCE CORP               COM NON VTG      27826510      2440   103220 SH       SHARED              103220
D EATON VANCE CORP               COM NON VTG      27826510      1512    64000 SH       SHARED      01       28400             35600
D EATON VANCE CORP               COM NON VTG      27826510        21      909 SH       SHARED      02         909
D EATON VANCE CORP               COM NON VTG      27826510         2      100 SH       SHARED      05         100
D EATON VANCE CORP               COM NON VTG      27826510        16      700 SH       SHARED      06         700
D EATON VANCE CORP               COM NON VTG      27826510       205     8700 SH       SHARED      10        8700
D EATON VANCE ENHANCED EQ INC    COM              27827410         0        4 SH       SHARED      02           4
D EATON VANCE ENH EQTY INC FD    COM              27827710         0        4 SH       SHARED      02           4
D EATON VANCE FLTING RATE INC    COM              27827910         0        1 SH       SHARED      02           1
D EATON VANCE TAX ADVT DIV INC   COM              27828G10        71     4902 SH       SHARED      02           2              4900
D EATON VANCE LTD DUR INCOME F   COM              27828H10       135     8896 SH       SHARED      02                          8896
D EATON VANCE LTD DUR INCOME F   COM              27828H10        30     2000 SH       SHARED      23        2000
D EATON VANCE TX MGD DIV EQ IN   COM              27828N10        66     7549 SH       SHARED      02          49              7500
D EATON VANCE SR FLTNG RTE TR    COM              27828Q10       245    17105 SH       SHARED      02           5             17100
D EATON VANCE TX ADV GLBL DIV    COM              27828S10       211    17278 SH       SHARED      02                         17278
D EATON VANCE TX ADV GLB DIV O   COM              27828U10         0        1 SH       SHARED      02           1
D EATON VANCE TAX MNGED BUY WR   COM              27828X10        70     5502 SH       SHARED      02           2              5500
D EATON VANCE TX MNG BY WRT OP   COM              27828Y10         0        7 SH       SHARED      02           7
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10       168    16351 SH       SHARED      02          10             16341
D EATON VANCE TAX MNGD GBL DV    COM              27829F10        31     3806 SH       SHARED      02           6              3800
D EATON VANCE RISK MNGD DIV EQ   COM              27829G10        27     2679 SH       SHARED      02           4              2675
D EBAY INC                       COM              27864210        37     1233 SH       SHARED                 518               715
D EBAY INC                       COM              27864210     46074  1519122 SH       SHARED             1519122
D EBAY INC                       COM              27864210     14627   482289 SH       SHARED      01      451631             30658
D EBAY INC                       COM              27864210       866    28553 SH       SHR/OTHR    01                         28553
D EBAY INC                       COM              27864210      3119   102868 SH       SHARED      02       57731             45137
D EBAY INC                       COM              27864210       133     4400 SH       SHARED      04                          4400
D EBAY INC                       COM              27864210      4212   138900 SH       SHARED      04      138900
D EBAY INC                       COM              27864210        70     2330 SH       SHARED      05        2330
D EBAY INC                       COM              27864210      6803   224326 SH       SHARED      06      190426             33900
D EBAY INC                       COM              27864210     15820   521623 SH       SHARED      10      519195              2428
D EBAY INC                       COM              27864210      2460    81125 SH       SHARED      20       71145      205     9775
D EBAY INC                       COM              27864210       243     8035 SH       SHR/OTHR    20                          8035
D EBAY INC                       COM              27864210       116     3830 SH       SHARED      21        3830
D EBAY INC                       COM              27864210        79     2630 SH       SHR/OTHR    21                          2630
D EBAY INC                       COM              27864210      2105    69435 SH       SHARED      23       64330              5105
D EBAY INC                       COM              27864210       983    32440 SH       SHR/OTHR    23                         32440
D EBAY INC                       COM              27864210      1110    36600 SH       SHARED      26       36600
D EBAY INC                       COM              27864210        73     2430 SH       SHARED      27        2430
D EBAY INC                       COM              27864210       124     4100 SH       SHARED      30        4100
D EBIX INC                       COM NEW          27871520       209     9458 SH       SHARED                9458
D EBIX INC                       COM NEW          27871520        75     3400 SH       SHARED      01                          3400
D EBIX INC                       COM NEW          27871520       295    13376 SH       SHARED      02         176             13200
D EBIX INC                       COM NEW          27871520        86     3900 SH       SHARED      10        3900
D ECHELON CORP                   COM              27874N10       100    20669 SH       SHARED               20669
D ECHELON CORP                   COM              27874N10         2      575 SH       SHARED      02          25               550
D ECHELON CORP                   COM              27874N10         1      325 SH       SHARED      23                           325
D ECHO GLOBAL LOGISTICS INC      COM              27875T10        57     3537 SH       SHARED                3537
D ECHO GLOBAL LOGISTICS INC      COM              27875T10        34     2108 SH       SHARED      02         108              2000
D ECHO THERAPEUTICS INC          COM              27876L10         9     4229 SH       SHARED                4229
D ECHOSTAR CORP                  CL A             27876810      2872   137163 SH       SHARED              137163
D ECHOSTAR CORP                  CL A             27876810        42     2010 SH       SHARED      01        2010
D ECHOSTAR CORP                  CL A             27876810        25     1213 SH       SHARED      02          18              1195
D ECHOSTAR CORP                  CL A             27876810        52     2500 SH       SHARED      10        2500
D ECHOSTAR CORP                  CL A             27876810        12      600 SH       SHARED      23                           600
D ECOLAB INC                     COM              27886510        43      756 SH       SHARED                 311               445
D ECOLAB INC                     COM              27886510      8182   141545 SH       SHARED              138670              2875
D ECOLAB INC                     COM              27886510     12107   209441 SH       SHARED      01      166676             42765
D ECOLAB INC                     COM              27886510      2028    35097 SH       SHR/OTHR    01                         35097
D ECOLAB INC                     COM              27886510       799    13836 SH       SHARED      02        6772              7064
D ECOLAB INC                     COM              27886510       429     7425 SH       SHARED      04        7425
D ECOLAB INC                     COM              27886510       101     1760 SH       SHARED      05        1760
D ECOLAB INC                     COM              27886510      1560    27000 SH       SHARED      06       18850              8150
D ECOLAB INC                     COM              27886510      5081    87901 SH       SHARED      10       86284              1617
D ECOLAB INC                     COM              27886510      2784    48160 SH       SHARED      20       41583      130     6447
D ECOLAB INC                     COM              27886510       307     5315 SH       SHR/OTHR    20                          5315
D ECOLAB INC                     COM              27886510       158     2740 SH       SHARED      21        2740
D ECOLAB INC                     COM              27886510        45      786 SH       SHR/OTHR    21                           786
D ECOLAB INC                     COM              27886510      2933    50743 SH       SHARED      23       44235              6508
D ECOLAB INC                     COM              27886510      2445    42301 SH       SHR/OTHR    23                         42301
D ECOLAB INC                     COM              27886510      1443    24976 SH       SHARED      26       24976
D ECOLAB INC                     COM              27886510       560     9698 SH       SHARED      27        9698
D ECOLAB INC                     COM              27886510      1543    26700 SH       SHARED      29       26700
D ECOLAB INC                     COM              27886510      5515    95412 SH       SHARED      31       95412
D ECOPETROL S A                  SPONSORED ADS    27915810      1413    31740 SH       SHARED               31740
D ECOPETROL S A                  SPONSORED ADS    27915810      1903    42750 SH       SHARED      04       42750
D ECOPETROL S A                  SPONSORED ADS    27915810      1264    28400 SH       SHARED      31       28400
D ECOTALITY INC                  COM NEW          27922Y20         0       35 SH       SHARED      02          35
D EDAC TECHNOLOGIES CORP         COM              27928510        16     1500 SH       SHARED                1500
D EDAC TECHNOLOGIES CORP         COM              27928510       524    47500 SH       SHARED      01                         47500
D EDAC TECHNOLOGIES CORP         COM              27928510       661    59900 SH       SHR/OTHR    01                         59900
D EDELMAN FINL GROUP INC         COM              27943Q10        59     9103 SH       SHARED                9103
D EDELMAN FINL GROUP INC         COM              27943Q10         0      106 SH       SHARED      02         106
D EDGAR ONLINE INC               COM              27976510         3     8480 SH       SHARED      02         480              8000
D EDISON INTL                    COM              28102010      3026    73107 SH       SHARED               73107
D EDISON INTL                    COM              28102010      6209   149976 SH       SHARED      01      140855              9121
D EDISON INTL                    COM              28102010       203     4910 SH       SHR/OTHR    01                          4910
D EDISON INTL                    COM              28102010       125     3024 SH       SHARED      02        2547               477
D EDISON INTL                    COM              28102010       178     4300 SH       SHARED      04        4300
D EDISON INTL                    COM              28102010       245     5920 SH       SHARED      05        5920
D EDISON INTL                    COM              28102010      1276    30830 SH       SHARED      06       21830              9000
D EDISON INTL                    COM              28102010      4204   101562 SH       SHARED      10      101562
D EDISON INTL                    COM              28102010       633    15290 SH       SHARED      20       13430              1860
D EDISON INTL                    COM              28102010        67     1640 SH       SHR/OTHR    20                          1640
D EDISON INTL                    COM              28102010         2       64 SH       SHARED      21                            64
D EDISON INTL                    COM              28102010        20      500 SH       SHR/OTHR    21                           500
D EDISON INTL                    COM              28102010       475    11475 SH       SHARED      23       11175               300
D EDISON INTL                    COM              28102010       356     8615 SH       SHR/OTHR    23                          8615
D EDISON INTL                    COM              28102010        46     1131 SH       SHARED      27        1131
D EDISON INTL                    COM              28102010       264     6400 SH       SHARED      30        6400
D EDUCATION RLTY TR INC          COM              28140H10      1351   132095 SH       SHARED              132095
D EDUCATION RLTY TR INC          COM              28140H10         0       34 SH       SHARED      02          34
D EDUCATION RLTY TR INC          COM              28140H10        90     8800 SH       SHARED      10        8800
D EDUCATION RLTY TR INC          COM              28140H10       808    79050 SH       SHARED      11                         79050
D EDUCATION RLTY TR INC          COM              28140H10       157    15409 SH       SHARED      26       15409
D EDUCATION MGMT CORP NEW        COM              28140M10       225     8072 SH       SHARED                8072
D EDUCATION MGMT CORP NEW        COM              28140M10         0        2 SH       SHARED      02           2
D EDUCATION MGMT CORP NEW        COM              28140M10       411    14700 SH       SHARED      10       14700
D EDWARDS LIFESCIENCES CORP      COM              28176E10        34      484 SH       SHARED                 204               280
D EDWARDS LIFESCIENCES CORP      COM              28176E10      4690    66347 SH       SHARED               65093              1254
D EDWARDS LIFESCIENCES CORP      COM              28176E10     16746   236863 SH       SHARED      01       92889      400   143574
D EDWARDS LIFESCIENCES CORP      COM              28176E10      8032   113610 SH       SHR/OTHR    01                        113610
D EDWARDS LIFESCIENCES CORP      COM              28176E10      9314   131750 SH       SHARED      02      127299              4451
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1456    20600 SH       SHARED      04       20600
D EDWARDS LIFESCIENCES CORP      COM              28176E10        67      960 SH       SHARED      05         960
D EDWARDS LIFESCIENCES CORP      COM              28176E10       420     5950 SH       SHARED      06        3750              2200
D EDWARDS LIFESCIENCES CORP      COM              28176E10      2395    33883 SH       SHARED      10       32974               909
D EDWARDS LIFESCIENCES CORP      COM              28176E10      2113    29899 SH       SHARED      20       25548       75     4276
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1171    16575 SH       SHR/OTHR    20                         16575
D EDWARDS LIFESCIENCES CORP      COM              28176E10       155     2205 SH       SHARED      21        2205
D EDWARDS LIFESCIENCES CORP      COM              28176E10        78     1106 SH       SHR/OTHR    21                          1106
D EDWARDS LIFESCIENCES CORP      COM              28176E10      8069   114143 SH       SHARED      23      106678              7465
D EDWARDS LIFESCIENCES CORP      COM              28176E10      6220    87990 SH       SHR/OTHR    23                         87990
D EDWARDS LIFESCIENCES CORP      COM              28176E10       897    12700 SH       SHARED      26       12700
D EDWARDS LIFESCIENCES CORP      COM              28176E10       849    12014 SH       SHARED      32       12014
D EHEALTH INC                    COM              28238P10        99     6760 SH       SHARED                6760
D EHEALTH INC                    COM              28238P10         4      325 SH       SHARED      01         325
D EHEALTH INC                    COM              28238P10         1      107 SH       SHARED      02         107
D EINSTEIN NOAH REST GROUP INC   COM              28257U10        15      975 SH       SHARED                 975
D EINSTEIN NOAH REST GROUP INC   COM              28257U10         0        6 SH       SHARED      02           6
D 8X8 INC NEW                    COM              28291410        62    19572 SH       SHARED               19572
D 8X8 INC NEW                    COM              28291410         0       77 SH       SHARED      02          77
D EL PASO CORP                   COM              28336L10     65372  2460394 SH       SHARED             2460394
D EL PASO CORP                   COM              28336L10         0      460 SH PUT   SHARED                 460
D EL PASO CORP                   COM              28336L10      6245   235046 SH       SHARED      01      215851             19195
D EL PASO CORP                   COM              28336L10      7415   279106 SH       SHARED      02      269206              9900
D EL PASO CORP                   COM              28336L10        18     1915 SH CALL  SHARED      02        1915
D EL PASO CORP                   COM              28336L10         0    12040 SH PUT   SHARED      02       12040
D EL PASO CORP                   COM              28336L10       625    23550 SH       SHARED      04       23550
D EL PASO CORP                   COM              28336L10        75     2836 SH       SHARED      05        2836
D EL PASO CORP                   COM              28336L10      1784    67180 SH       SHARED      06       45980             21200
D EL PASO CORP                   COM              28336L10      6000   225828 SH       SHARED      10      225828
D EL PASO CORP                   COM              28336L10       823    31000 SH       SHARED      26       31000
D EL PASO CORP                   COM              28336L10       377    14220 SH       SHARED      29       14220
D EL PASO ELEC CO                COM NEW          28367785       453    13090 SH       SHARED               13090
D EL PASO ELEC CO                COM NEW          28367785       176     5100 SH       SHARED      01        5100
D EL PASO ELEC CO                COM NEW          28367785        51     1495 SH       SHARED      02        1495
D EL PASO ELEC CO                COM NEW          28367785       796    23000 SH       SHARED      10       23000
D EL PASO ELEC CO                COM NEW          28367785        69     2000 SH       SHARED      23                          2000
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210      5349   154515 SH       SHARED              154515
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210      1824    52687 SH       SHARED      02          37             52650
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210       606    17524 SH       SHARED      04       17524
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210    105320  3042200 SH       SHARED      06                       3042200
D ELAN PLC                       ADR              28413120      2662   193779 SH       SHARED              193779
D ELAN PLC                       ADR              28413120        15     1100 SH       SHARED      02        1100
D ELAN PLC                       ADR              28413120         6      500 SH       SHARED      20         500
D ELAN PLC                       ADR              28413120       339    24700 SH       SHARED      32       24700
D ELDORADO GOLD CORP NEW         COM              28490210       857    62518 SH       SHARED               62518
D ELDORADO GOLD CORP NEW         COM              28490210     14299  1043000 SH       SHARED             1043000
D ELDORADO GOLD CORP NEW         COM              28490210        39     2902 SH       SHARED      02        2902
D ELDORADO GOLD CORP NEW         COM              28490210         1      520 SH CALL  SHARED      02         520
D ELDORADO GOLD CORP NEW         COM              28490210       822    60000 SH       SHARED      04       60000
D ELDORADO GOLD CORP NEW         COM              28490210      7079   516381 SH       SHARED      04      516381
D ELDORADO GOLD CORP NEW         COM              28490210        68     4980 SH       SHARED      05        4980
D ELDORADO GOLD CORP NEW         COM              28490210       429    31300 SH       SHARED      06       29800              1500
D ELDORADO GOLD CORP NEW         COM              28490210       835    60957 SH       SHARED      26       60957
D ELDORADO GOLD CORP NEW         COM              28490210       129     9457 SH       SHARED      27        9457
D ELECTRO RENT CORP              COM              28521810       276    16112 SH       SHARED               16112
D ELECTRO RENT CORP              COM              28521810         3      209 SH       SHARED      02         209
D ELECTRO RENT CORP              COM              28521810       205    12000 SH       SHARED      10       12000
D ELECTRO RENT CORP              COM              28521810       333    19470 SH       SHARED      26       19470
D ELECTRO SCIENTIFIC INDS        COM              28522910       783    54079 SH       SHARED               54079
D ELECTRO SCIENTIFIC INDS        COM              28522910        69     4800 SH       SHARED      01                          4800
D ELECTRO SCIENTIFIC INDS        COM              28522910        77     5322 SH       SHARED      02        5322
D ELECTRO SCIENTIFIC INDS        COM              28522910       209    14500 SH       SHARED      10       14500
D ELECTRONIC ARTS INC            COM              28551210      5281   256407 SH       SHARED              256407
D ELECTRONIC ARTS INC            COM              28551210      1460    70875 SH       SHARED      01       70700               175
D ELECTRONIC ARTS INC            COM              28551210     11921   578718 SH       SHARED      02      572423              6295
D ELECTRONIC ARTS INC            COM              28551210         1     5500 SH CALL  SHARED      02        5500
D ELECTRONIC ARTS INC            COM              28551210         4      200 SH       SHARED      05         200
D ELECTRONIC ARTS INC            COM              28551210       372    18060 SH       SHARED      06        9660              8400
D ELECTRONIC ARTS INC            COM              28551210      1996    96932 SH       SHARED      10       96932
D ELECTRONIC ARTS INC            COM              28551210         2      100 SH       SHR/OTHR    23                           100
D ELECTRONIC ARTS INC            COM              28551210        28     1400 SH       SHARED      30        1400
D ELECTRONICS FOR IMAGING INC    COM              28608210       225    15794 SH       SHARED               15794
D ELECTRONICS FOR IMAGING INC    COM              28608210        40     2830 SH       SHARED      02        2830
D ELECTRONICS FOR IMAGING INC    COM              28608210       289    20300 SH       SHARED      10       20300
D ELEPHANT TALK COMM CORP        COM NEW          28620220         0        1 SH       SHARED      28           1
D ELIZABETH ARDEN INC            COM              28660G10       642    17337 SH       SHARED               17337
D ELIZABETH ARDEN INC            COM              28660G10       278     7520 SH       SHARED      01        6370              1150
D ELIZABETH ARDEN INC            COM              28660G10       481    13000 SH       SHR/OTHR    01                         13000
D ELIZABETH ARDEN INC            COM              28660G10         8      217 SH       SHARED      02         217
D ELIZABETH ARDEN INC            COM              28660G10        88     2400 SH       SHARED      10        2400
D ELLIE MAE INC                  COM              28849P10         7     1412 SH       SHARED                1412
D ELLIE MAE INC                  COM              28849P10         0        6 SH       SHARED      02           6
D ELLINGTON FINANCIAL LLC        COM              28852230       153     8920 SH       SHARED                8920
D ELLINGTON FINANCIAL LLC        COM              28852230        18     1101 SH       SHARED      02           1              1100
D ELLIS PERRY INTL INC           COM              28885310        58     4097 SH       SHARED                4097
D ELLIS PERRY INTL INC           COM              28885310         0       66 SH       SHARED      02          66
D ELLSWORTH FUND LTD             COM              28907410         0        1 SH       SHARED      02           1
D ELONG INC                      SPONSORED ADR    29013820         6      400 SH       SHARED                 400
D ELSTER GROUP SE                SPONSORED ADR    29034810       394    30352 SH       SHARED               30352
D ELSTER GROUP SE                SPONSORED ADR    29034810        19     1495 SH       SHARED      02                          1495
D ELSTER GROUP SE                SPONSORED ADR    29034810      2053   158100 SH       SHARED      05      158100
D EMAGIN CORP                    COM NEW          29076N20        49    13474 SH       SHARED               13474
D EMAGIN CORP                    COM NEW          29076N20         0       16 SH       SHARED      02          16
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P30        63     2438 SH       SHARED                2438
D EMBRAER S A                    SP ADR REP 4 COM 29082A10     14917   591498 SH       SHARED              591498
D EMBRAER S A                    SP ADR REP 4 COM 29082A10         5      218 SH       SHARED      02         218
D EMBRAER S A                    SP ADR REP 4 COM 29082A10       733    29100 SH       SHARED      06       29100
D EMBRAER S A                    SP ADR REP 4 COM 29082A10        46     1831 SH       SHARED      21        1831
D EMCOR GROUP INC                COM              29084Q10      1091    40706 SH       SHARED               40706
D EMCOR GROUP INC                COM              29084Q10       757    28255 SH       SHARED      02       28255
D EMCOR GROUP INC                COM              29084Q10     26527   989475 SH       SHARED      10      989475
D EMCORE CORP                    COM              29084610       346   402373 SH       SHARED              402373
D EMCORE CORP                    COM              29084610        60    70032 SH       SHARED      02          32             70000
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10      1713   101770 SH       SHARED              101770
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10       691    41090 SH       SHARED      01       34240              6850
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10      1303    77400 SH       SHR/OTHR    01                         77400
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10         3      190 SH       SHARED      02         190
D EMERITUS CORP                  COM              29100510       151     8657 SH       SHARED                8657
D EMERITUS CORP                  COM              29100510        36     2100 SH       SHARED      01        2100
D EMERITUS CORP                  COM              29100510         0       22 SH       SHARED      02          22
D EMERITUS CORP                  COM              29100510        24     1400 SH       SHARED      10        1400
D EMERSON ELEC CO                COM              29101110     30088   645806 SH       SHARED              645806
D EMERSON ELEC CO                COM              29101110     11786   252994 SH       SHARED      01      198572             54422
D EMERSON ELEC CO                COM              29101110      1301    27935 SH       SHR/OTHR    01                         27935
D EMERSON ELEC CO                COM              29101110      7445   159807 SH       SHARED      02       10042            149765
D EMERSON ELEC CO                COM              29101110        69     1500 SH       SHARED      04                          1500
D EMERSON ELEC CO                COM              29101110      2366    50800 SH       SHARED      04       50800
D EMERSON ELEC CO                COM              29101110       116     2510 SH       SHARED      05        2510
D EMERSON ELEC CO                COM              29101110      3145    67520 SH       SHARED      06       45000             22520
D EMERSON ELEC CO                COM              29101110     15282   328013 SH       SHARED      10      328013
D EMERSON ELEC CO                COM              29101110      1558    33455 SH       SHARED      20        3625             29830
D EMERSON ELEC CO                COM              29101110       573    12300 SH       SHR/OTHR    20                         12300
D EMERSON ELEC CO                COM              29101110       204     4400 SH       SHARED      21        4400
D EMERSON ELEC CO                COM              29101110      1142    24530 SH       SHR/OTHR    21                         24530
D EMERSON ELEC CO                COM              29101110      5236   112405 SH       SHARED      23      108330              4075
D EMERSON ELEC CO                COM              29101110      6856   147164 SH       SHR/OTHR    23                        147164
D EMERSON ELEC CO                COM              29101110     10760   230962 SH       SHARED      31      230962
D EMERSON RADIO CORP             COM NEW          29108720        14     9322 SH       SHARED      02        9322
D EMPIRE DIST ELEC CO            COM              29164110      2580   122376 SH       SHARED              122376
D EMPIRE DIST ELEC CO            COM              29164110       276    13100 SH       SHARED      01       13100
D EMPIRE DIST ELEC CO            COM              29164110         9      434 SH       SHARED      02         434
D EMPIRE DIST ELEC CO            COM              29164110     25735  1220258 SH       SHARED      06                       1220258
D EMPLOYERS HOLDINGS INC         COM              29221810       214    11883 SH       SHARED               11883
D EMPLOYERS HOLDINGS INC         COM              29221810       135     7500 SH       SHARED      01        7500
D EMPLOYERS HOLDINGS INC         COM              29221810         3      190 SH       SHARED      02         190
D EMPLOYERS HOLDINGS INC         COM              29221810       325    18000 SH       SHARED      10       18000
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10      2297    51815 SH       SHARED               51815
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       691    15600 SH       SHARED      04       15600
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10        43      991 SH       SHARED      21         991
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820      2640   552366 SH       SHARED              552366
D EMULEX CORP                    COM NEW          29247520       256    37440 SH       SHARED               37440
D EMULEX CORP                    COM NEW          29247520        99    14524 SH       SHARED      02       14524
D EMULEX CORP                    COM NEW          29247520        89    13000 SH       SHARED      10       13000
D ENBRIDGE INC                   COM              29250N10       148     3977 SH       SHARED                3977
D ENBRIDGE INC                   COM              29250N10     40812  1090947 SH       SHARED              673207            417740
D ENBRIDGE INC                   COM              29250N10       412    11022 SH       SHARED      02        8022              3000
D ENBRIDGE INC                   COM              29250N10    159436  4261858 SH       SHARED      04     4261858
D ENBRIDGE INC                   COM              29250N10       157     4202 SH       SHARED      05        4202
D ENBRIDGE INC                   COM              29250N10      1223    32700 SH       SHARED      06       27400              5300
D ENBRIDGE INC                   COM              29250N10     17774   475116 SH       SHARED      10      475116
D ENBRIDGE INC                   COM              29250N10        37      996 SH       SHARED      21         996
D ENBRIDGE INC                   COM              29250N10      1911    51100 SH       SHARED      29       51100
D ENBRIDGE INC                   COM              29250N10      1054    28200 SH       SHARED      30       28200
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10      7174   216178 SH       SHARED              216178
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10      2236    67395 SH       SHARED      02          25             67370
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10    143735  4330700 SH       SHARED      06                       4330700
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10      1013    29169 SH       SHARED               29169
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10       138     3973 SH       SHARED      02          35              3938
D ENCANA CORP                    COM              29250510         6      377 SH       SHARED                 377
D ENCANA CORP                    COM              29250510      9384   506472 SH       SHARED              506472
D ENCANA CORP                    COM              29250510        57     3078 SH       SHARED      01                          3078
D ENCANA CORP                    COM              29250510         9      500 SH       SHR/OTHR    01                           500
D ENCANA CORP                    COM              29250510       445    24042 SH       SHARED      02        3946             20096
D ENCANA CORP                    COM              29250510      3592   193900 SH       SHARED      04      193900
D ENCANA CORP                    COM              29250510       452    24400 SH       SHARED      05       24400
D ENCANA CORP                    COM              29250510       760    41050 SH       SHARED      06       35900              5150
D ENCANA CORP                    COM              29250510       135     7300 SH       SHARED      23        3300              4000
D ENCANA CORP                    COM              29250510       103     5600 SH       SHR/OTHR    23                          5600
D ENCORE BANCSHARES INC          COM              29255V20        28     2120 SH       SHARED                2120
D ENCORE BANCSHARES INC          COM              29255V20         0       13 SH       SHARED      02          13
D ENCORE CAP GROUP INC           COM              29255410       507    23894 SH       SHARED               23894
D ENCORE CAP GROUP INC           COM              29255410         6      316 SH       SHARED      02         316
D ENCORE CAP GROUP INC           COM              29255410        17      800 SH       SHARED      10         800
D ENCORE WIRE CORP               COM              29256210       158     6113 SH       SHARED                6113
D ENCORE WIRE CORP               COM              29256210       276    10674 SH       SHARED      02         201             10473
D ENCORE WIRE CORP               COM              29256210       196     7600 SH       SHARED      10        7600
D ENDEAVOUR SILVER CORP          COM              29258Y10      9106   937798 SH       SHARED              937798
D ENDEAVOUR SILVER CORP          COM              29258Y10       461    47501 SH       SHARED      02       47501
D ENDEAVOUR INTL CORP            COM NEW          29259G20       105    12099 SH       SHARED               12099
D ENDEAVOUR INTL CORP            COM NEW          29259G20        83     9655 SH       SHARED      02        7614              2041
D ENDO PHARMACEUTICALS HLDGS I   NOTE  1.750% 4/1 29264FAB       654   500000 PRN      SHARED      02      500000
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       611    17714 SH       SHARED               17714
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20      1322    38300 SH       SHARED      01                         38300
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20        41     1190 SH       SHARED      02        1190
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20      4666   135157 SH       SHARED      04      135157
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20        48     1415 SH       SHARED      06        1415
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20      3200    92700 SH       SHARED      10       92700
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       566    16400 SH       SHARED      26       16400
D ENERGEN CORP                   COM              29265N10       737    14754 SH       SHARED               14754
D ENERGEN CORP                   COM              29265N10      1932    38655 SH       SHARED      01       16455             22200
D ENERGEN CORP                   COM              29265N10        30      604 SH       SHARED      02         604
D ENERGEN CORP                   COM              29265N10        23      470 SH       SHARED      05         470
D ENERGEN CORP                   COM              29265N10        20      400 SH       SHARED      06         400
D ENERGEN CORP                   COM              29265N10     24518   490360 SH       SHARED      10      490360
D ENERGY CONVERSION DEVICES IN   COM              29265910         0       21 SH       SHARED                  21
D ENERGY CONVERSION DEVICES IN   COM              29265910         4    24100 SH       SHARED      01       24100
D ENERGY CONVERSION DEVICES IN   COM              29265910         0      226 SH       SHARED      02         226
D ENERGIZER HLDGS INC            COM              29266R10      2762    35659 SH       SHARED               35659
D ENERGIZER HLDGS INC            COM              29266R10      3483    44958 SH       SHARED      01       21818             23140
D ENERGIZER HLDGS INC            COM              29266R10        83     1075 SH       SHR/OTHR    01                          1075
D ENERGIZER HLDGS INC            COM              29266R10       123     1588 SH       SHARED      02        1188               400
D ENERGIZER HLDGS INC            COM              29266R10        24      320 SH       SHARED      06         320
D ENERGIZER HLDGS INC            COM              29266R10      7078    91365 SH       SHARED      10       91365
D ENERGIZER HLDGS INC            COM              29266R10        17      230 SH       SHARED      20          50               180
D ENERGIZER HLDGS INC            COM              29266R10       360     4650 SH       SHARED      23        4150               500
D ENERGIZER HLDGS INC            COM              29266R10       137     1780 SH       SHR/OTHR    23                          1780
D ENDOLOGIX INC                  COM              29266S10       148    12923 SH       SHARED               12923
D ENDOLOGIX INC                  COM              29266S10         0       36 SH       SHARED      02          36
D ENDOLOGIX INC                  COM              29266S10       688    60000 SH       SHARED      26       60000
D ENDOCYTE INC                   COM              29269A10        23     6224 SH       SHARED                6224
D ENDOCYTE INC                   COM              29269A10         0       22 SH       SHARED      02          22
D ENDOCYTE INC                   COM              29269A10       726   193191 SH       SHARED      04      193191
D ENDURO RTY TR                  TR UNIT          29269K10      1417    69232 SH       SHARED               69232
D ENERGY RECOVERY INC            COM              29270J10      4848  1879194 SH       SHARED             1879194
D ENERGY RECOVERY INC            COM              29270J10        15     6200 SH       SHARED      01        6200
D ENERGY RECOVERY INC            COM              29270J10        38    15000 SH       SHR/OTHR    01                         15000
D ENERGY RECOVERY INC            COM              29270J10         3     1208 SH       SHARED      02        1208
D ENERGY RECOVERY INC            COM              29270J10        97    37900 SH       SHARED      10       37900
D ENERGY PARTNERS LTD            COM NEW          29270U30        10      700 SH       SHARED                 700
D ENERGY PARTNERS LTD            COM NEW          29270U30        24     1681 SH       SHARED      02        1681
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10      5386   117486 SH       SHARED              117486
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10      3359    73278 SH       SHARED      02          17             73261
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10       153     3355 SH       SHARED      04        3355
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10        36      900 SH       SHARED                 900
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10      9486   233772 SH       SHARED              233772
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10      3801    93673 SH       SHARED      02          26             93647
D ENERSIS S A                    SPONSORED ADR    29274F10      4690   266075 SH       SHARED              266075
D ENERSIS S A                    SPONSORED ADR    29274F10       959    54400 SH       SHARED      04       54400
D ENERSYS                        NOTE  3.375% 6/0 29275YAA      5034  4985000 PRN      SHARED      02     4985000
D ENERSYS                        COM              29275Y10       405    15609 SH       SHARED               15609
D ENERSYS                        COM              29275Y10        41     1600 SH       SHARED      01        1600
D ENERSYS                        COM              29275Y10        80     3092 SH       SHARED      02        1982              1110
D ENERSYS                        COM              29275Y10      3043   117194 SH       SHARED      04      117194
D ENERSYS                        COM              29275Y10      1012    39000 SH       SHARED      05       39000
D ENERSYS                        COM              29275Y10     22856   880119 SH       SHARED      10      880119
D ENERGYSOLUTIONS INC            COM              29275620      1441   466553 SH       SHARED              466553
D ENERGYSOLUTIONS INC            COM              29275620         3     1000 SH       SHARED      01        1000
D ENERGYSOLUTIONS INC            COM              29275620       136    44204 SH       SHARED      02       44204
D ENERNOC INC                    COM              29276410       572    52658 SH       SHARED               52658
D ENERNOC INC                    COM              29276410       118    10900 SH       SHARED      01       10900
D ENERNOC INC                    COM              29276410         0       51 SH       SHARED      02          51
D ENERPLUS CORP                  COM              29276610      4412   174250 SH       SHARED              174250
D ENERPLUS CORP                  COM              29276610       121     4805 SH       SHARED      02        2105              2700
D ENERPLUS CORP                  COM              29276610         2      110 SH       SHARED      05         110
D ENERPLUS CORP                  COM              29276610        35     1400 SH       SHARED      06                          1400
D ENGLOBAL CORP                  COM              29330610        14     6790 SH       SHARED                6790
D ENGLOBAL CORP                  COM              29330610         1      750 SH       SHARED      01         750
D ENGLOBAL CORP                  COM              29330610         0      279 SH       SHARED      02         279
D ENNIS INC                      COM              29338910       135    10201 SH       SHARED               10201
D ENNIS INC                      COM              29338910        12      908 SH       SHARED      02         908
D ENNIS INC                      COM              29338910       179    13500 SH       SHARED      10       13500
D ENOVA SYSTEMS INC              COM NEW          29355M20         8    51138 SH       SHARED               51138
D ENPRO INDS INC                 DBCV  3.938%10/1 29355XAB      9839  8303000 PRN      SHARED             8303000
D ENPRO INDS INC                 COM              29355X10       359    10888 SH       SHARED               10888
D ENPRO INDS INC                 COM              29355X10        43     1327 SH       SHARED      01        1327
D ENPRO INDS INC                 COM              29355X10        42     1286 SH       SHARED      02        1286
D ENPRO INDS INC                 COM              29355X10       263     8000 SH       SHARED      10        8000
D ENPRO INDS INC                 COM              29355X10       191     5810 SH       SHARED      26        5810
D ENSIGN GROUP INC               COM              29358P10       101     4139 SH       SHARED                4139
D ENSIGN GROUP INC               COM              29358P10         2       98 SH       SHARED      02          98
D ENSIGN GROUP INC               COM              29358P10        78     3200 SH       SHARED      10        3200
D ENSCO PLC                      SPONSORED ADR    29358Q10     22236   473926 SH       SHARED              473926
D ENSCO PLC                      SPONSORED ADR    29358Q10         0     1500 SH CALL  SHARED                1500
D ENSCO PLC                      SPONSORED ADR    29358Q10         0     1500 SH PUT   SHARED                1500
D ENSCO PLC                      SPONSORED ADR    29358Q10         9      200 SH       SHARED      01         200
D ENSCO PLC                      SPONSORED ADR    29358Q10      8237   175573 SH       SHARED      02      161913             13660
D ENSCO PLC                      SPONSORED ADR    29358Q10       620    13230 SH       SHARED      04       13230
D ENSCO PLC                      SPONSORED ADR    29358Q10     17807   379530 SH       SHARED      04      379530
D ENSCO PLC                      SPONSORED ADR    29358Q10      1060    22600 SH       SHARED      06       12600             10000
D ENSCO PLC                      SPONSORED ADR    29358Q10      2591    55240 SH       SHARED      10       55240
D ENSCO PLC                      SPONSORED ADR    29358Q10        93     2000 SH       SHARED      21        2000
D ENSCO PLC                      SPONSORED ADR    29358Q10       221     4712 SH       SHARED      27        4712
D ENTEGRIS INC                   COM              29362U10      1645   188567 SH       SHARED              188567
D ENTEGRIS INC                   COM              29362U10        19     2250 SH       SHARED      01        2250
D ENTEGRIS INC                   COM              29362U10        11     1285 SH       SHARED      02          65              1220
D ENTEGRIS INC                   COM              29362U10       516    59248 SH       SHARED      10       59248
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910        65    10594 SH       SHARED               10594
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910       146    23882 SH       SHARED      01       23882
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910         0        6 SH       SHARED      02           6
D ENTERGY CORP NEW               COM              29364G10       111     1529 SH       SHARED                1529
D ENTERGY CORP NEW               COM              29364G10     38177   522618 SH       SHARED              361428            161190
D ENTERGY CORP NEW               COM              29364G10      4374    59889 SH       SHARED      01       55314              4575
D ENTERGY CORP NEW               COM              29364G10       888    12160 SH       SHR/OTHR    01                         12160
D ENTERGY CORP NEW               COM              29364G10       413     5666 SH       SHARED      02        3094              2572
D ENTERGY CORP NEW               COM              29364G10       813    11134 SH       SHARED      04       11134
D ENTERGY CORP NEW               COM              29364G10    120408  1648303 SH       SHARED      04     1648303
D ENTERGY CORP NEW               COM              29364G10       182     2500 SH       SHARED      05        2500
D ENTERGY CORP NEW               COM              29364G10      1270    17390 SH       SHARED      06       12240              5150
D ENTERGY CORP NEW               COM              29364G10      9443   129276 SH       SHARED      10      129276
D ENTERGY CORP NEW               COM              29364G10        38      530 SH       SHARED      20         340               190
D ENTERGY CORP NEW               COM              29364G10        16      230 SH       SHR/OTHR    20                           230
D ENTERGY CORP NEW               COM              29364G10         4       55 SH       SHR/OTHR    21                            55
D ENTERGY CORP NEW               COM              29364G10       443     6078 SH       SHARED      23        5678               400
D ENTERGY CORP NEW               COM              29364G10      2016    27601 SH       SHR/OTHR    23                         27601
D ENTERGY CORP NEW               COM              29364G10       306     4200 SH       SHARED      26        4200
D ENTERGY CORP NEW               COM              29364G10       328     4500 SH       SHARED      30        4500
D ENTEROMEDICS INC               COM NEW          29365M20       629   370567 SH       SHARED      26      370567
D ENTEROMEDICS INC               COM NEW          29365M20       119    70138 SH       SHARED      32       70138
D ENTERPRISE BANCORP INC MASS    COM              29366810        15     1079 SH       SHARED                1079
D ENTERPRISE BANCORP INC MASS    COM              29366810         0        2 SH       SHARED      02           2
D ENTERPRISE FINL SVCS CORP      COM              29371210        77     5227 SH       SHARED                5227
D ENTERPRISE FINL SVCS CORP      COM              29371210         0        5 SH       SHARED      02           5
D ENTERPRISE PRODS PARTNERS L    COM              29379210     36865   794847 SH       SHARED              794847
D ENTERPRISE PRODS PARTNERS L    COM              29379210     13257   285852 SH       SHARED      02         238            285614
D ENTERPRISE PRODS PARTNERS L    COM              29379210    324210  6990300 SH       SHARED      06                       6990300
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10      1354    30984 SH       SHARED               30984
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10       123     2819 SH       SHARED      02        2819
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10      3516    80450 SH       SHARED      10       80450
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10     36203   828260 SH       SHARED      11      252855            575405
D ENTERTAINMENT PPTYS TR         PFD C CNV 5.75%  29380T40      6650   346045 SH       SHARED              346045
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10      1629  1044835 SH       SHARED             1044835
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10         2     1350 SH       SHARED      01        1350
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10         0       32 SH       SHARED      02          32
D ENTREE GOLD INC                COM              29383G10         0        1 SH       SHARED      02           1
D ENTROPIC COMMUNICATIONS INC    COM              29384R10       126    24722 SH       SHARED               24722
D ENTROPIC COMMUNICATIONS INC    COM              29384R10       564   110422 SH       SHARED      02         597            109825
D EQUAL ENERGY LTD               COM              29390Q10       138    30800 SH       SHARED               30800
D EQUAL ENERGY LTD               COM              29390Q10         0        1 SH       SHARED      02           1
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE     16293 16180000 PRN      SHARED            16180000
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE      4376  4346000 PRN      SHARED      02     4346000
D ENZON PHARMACEUTICALS INC      COM              29390410       111    16654 SH       SHARED               16654
D ENZON PHARMACEUTICALS INC      COM              29390410       113    16873 SH       SHARED      02       14860              2013
D ENZON PHARMACEUTICALS INC      COM              29390410        12     1800 SH       SHARED      10        1800
D ENVESTNET INC                  COM              29404K10        66     5570 SH       SHARED                5570
D ENVESTNET INC                  COM              29404K10         0       14 SH       SHARED      02          14
D ENZO BIOCHEM INC               COM              29410010        13     5919 SH       SHARED                5919
D ENZO BIOCHEM INC               COM              29410010         0      180 SH       SHARED      02         180
D ENZO BIOCHEM INC               COM              29410010         9     4400 SH       SHARED      10        4400
D EPLUS INC                      COM              29426810        46     1650 SH       SHARED                1650
D EPLUS INC                      COM              29426810         0        2 SH       SHARED      02           2
D EPOCH HOLDING CORP             COM              29428R10       101     4568 SH       SHARED                4568
D EPOCH HOLDING CORP             COM              29428R10         2      111 SH       SHARED      02         111
D EPOCRATES INC                  COM              29429D10        24     3202 SH       SHARED                3202
D EPOCRATES INC                  COM              29429D10         0        4 SH       SHARED      02           4
D EQUIFAX INC                    COM              29442910      3072    79313 SH       SHARED               79313
D EQUIFAX INC                    COM              29442910      1374    35471 SH       SHARED      01       26271              9200
D EQUIFAX INC                    COM              29442910        61     1600 SH       SHR/OTHR    01                          1600
D EQUIFAX INC                    COM              29442910       363     9383 SH       SHARED      02        9383
D EQUIFAX INC                    COM              29442910         3       90 SH       SHARED      05          90
D EQUIFAX INC                    COM              29442910       854    22050 SH       SHARED      06       19050              3000
D EQUIFAX INC                    COM              29442910      1274    32900 SH       SHARED      10       32900
D EQUIFAX INC                    COM              29442910        52     1350 SH       SHARED      20         600               750
D EQUIFAX INC                    COM              29442910        43     1130 SH       SHR/OTHR    20                          1130
D EQUIFAX INC                    COM              29442910      1214    31350 SH       SHARED      23       31350
D EQUIFAX INC                    COM              29442910       995    25708 SH       SHR/OTHR    23                         25708
D EQUIFAX INC                    COM              29442910        40     1044 SH       SHARED      27        1044
D EQUINIX INC                    NOTE  3.000%10/1 29444UAG      1677  1500000 PRN      SHARED      02     1500000
D EQUINIX INC                    NOTE  3.000%10/1 29444UAG       559   500000 PRN      SHARED      04      500000
D EQUINIX INC                    NOTE  4.750% 6/1 29444UAH      3552  2525000 PRN      SHARED              250000           2275000
D EQUINIX INC                    NOTE  4.750% 6/1 29444UAH      2424  1723000 PRN      SHARED      02     1723000
D EQUINIX INC                    COM NEW          29444U50       780     7701 SH       SHARED                7701
D EQUINIX INC                    COM NEW          29444U50      2075    20465 SH       SHARED      01        5765             14700
D EQUINIX INC                    COM NEW          29444U50     30935   305086 SH       SHARED      02      303277              1809
D EQUINIX INC                    COM NEW          29444U50         2    18806 SH CALL  SHARED      02       18806
D EQUINIX INC                    COM NEW          29444U50      8112    80000 SH       SHARED      04       80000
D EQUINIX INC                    COM NEW          29444U50       223     2200 SH       SHARED      10        2200
D EQUINIX INC                    COM NEW          29444U50       290     2860 SH       SHARED      26        2860
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10      2447    36699 SH       SHARED               36699
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       156     2350 SH       SHARED      01        2350
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10        53      797 SH       SHARED      02          17               780
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10      4664    69950 SH       SHARED      10       69950
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10     87800  1316541 SH       SHARED      11      841588            474953
D EQUITY ONE                     COM              29475210      3256   191781 SH       SHARED              191781
D EQUITY ONE                     COM              29475210       309    18200 SH       SHARED      01                         18200
D EQUITY ONE                     COM              29475210        15      915 SH       SHARED      02          15               900
D EQUITY ONE                     COM              29475210       178    10500 SH       SHARED      10       10500
D EQUITY ONE                     COM              29475210       235    13850 SH       SHARED      11                         13850
D EQUITY RESIDENTIAL             SH BEN INT       29476L10         2       38 SH       SHARED                  38
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     35233   617813 SH       SHARED              617813
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      4004    70225 SH       SHARED      01       70225
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      1772    31073 SH       SHARED      02       29213              1860
D EQUITY RESIDENTIAL             SH BEN INT       29476L10         3     1350 SH PUT   SHARED      02        1350
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        43      760 SH       SHARED      05         760
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      1656    29050 SH       SHARED      06       19400              9650
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      6286   110232 SH       SHARED      10      110232
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     78114  1369716 SH       SHARED      11      761300            608416
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       342     6000 SH       SHR/OTHR    20                          6000
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        51      900 SH       SHARED      23         900
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       256     4500 SH       SHARED      26        4500
D EQUUS TOTAL RETURN INC         COM              29476610         0        1 SH       SHARED      02           1
D ERESEARCHTECHNOLOGY INC        COM              29481V10       193    41235 SH       SHARED               41235
D ERESEARCHTECHNOLOGY INC        COM              29481V10        29     6300 SH       SHARED      01        6300
D ERESEARCHTECHNOLOGY INC        COM              29481V10         1      378 SH       SHARED      02         378
D ERESEARCHTECHNOLOGY INC        COM              29481V10       110    23500 SH       SHARED      10       23500
D ERICSSON L M TEL CO            ADR B SEK 10     29482160     15561  1536169 SH       SHARED             1536169
D ERICSSON L M TEL CO            ADR B SEK 10     29482160        21     2156 SH       SHARED      02          23              2133
D ERICSSON L M TEL CO            ADR B SEK 10     29482160        32     3200 SH       SHR/OTHR    23                          3200
D ERIE INDTY CO                  CL A             29530P10      4531    57975 SH       SHARED               57975
D ERIE INDTY CO                  CL A             29530P10        51      665 SH       SHARED      02         665
D ERIE INDTY CO                  CL A             29530P10        54      700 SH       SHARED      10         700
D ESCALON MED CORP               COM NEW          29607430         0        9 SH       SHARED      02           9
D ESCO TECHNOLOGIES INC          COM              29631510      1773    61624 SH       SHARED               61624
D ESCO TECHNOLOGIES INC          COM              29631510         9      345 SH       SHARED      02         345
D ESCO TECHNOLOGIES INC          COM              29631510      1764    61301 SH       SHARED      05       61301
D ESSA BANCORP INC               COM              29667D10        92     8882 SH       SHARED                8882
D ESSA BANCORP INC               COM              29667D10         0        3 SH       SHARED      02           3
D ESSEX PPTY TR INC              COM              29717810      4049    28818 SH       SHARED               28818
D ESSEX PPTY TR INC              COM              29717810      1461    10400 SH       SHARED      01                         10400
D ESSEX PPTY TR INC              COM              29717810        34      245 SH       SHARED      02         245
D ESSEX PPTY TR INC              COM              29717810       140     1000 SH       SHARED      10        1000
D ESSEX PPTY TR INC              COM              29717810       417     2970 SH       SHARED      26        2970
D ESSEX RENT CORP                COM              29718710         9     3227 SH       SHARED                3227
D ESSEX RENT CORP                COM              29718710         0       31 SH       SHARED      02          31
D ESSEX RENT CORP                COM              29718710        11     3800 SH       SHARED      10        3800
D ESTERLINE TECHNOLOGIES CORP    COM              29742510      6315   112832 SH       SHARED              112832
D ESTERLINE TECHNOLOGIES CORP    COM              29742510       554     9900 SH       SHARED      01         500              9400
D ESTERLINE TECHNOLOGIES CORP    COM              29742510         7      136 SH       SHARED      02          95                41
D ESTERLINE TECHNOLOGIES CORP    COM              29742510     23305   416392 SH       SHARED      10      416392
D ETABLISSEMENTS DELHAIZE FRER   SPONSORED ADR    29759W10      2190    38866 SH       SHARED               38866
D ETABLISSEMENTS DELHAIZE FRER   SPONSORED ADR    29759W10         3       66 SH       SHARED      02                            66
D ETHAN ALLEN INTERIORS INC      COM              29760210      3287   138657 SH       SHARED              138657
D ETHAN ALLEN INTERIORS INC      COM              29760210        12      540 SH       SHARED      02         540
D ETHAN ALLEN INTERIORS INC      COM              29760210        30     1300 SH       SHARED      10        1300
D EURONET WORLDWIDE INC          NOTE  3.500%10/1 298736AF       148   150000 PRN      SHARED              150000
D EURONET WORLDWIDE INC          COM              29873610       391    21184 SH       SHARED               21184
D EURONET WORLDWIDE INC          COM              29873610       108     5865 SH       SHARED      02         115              5750
D EURONET WORLDWIDE INC          COM              29873610       219    11900 SH       SHARED      10       11900
D EUROPEAN EQUITY FUND           COM              29876810         0        2 SH       SHARED      02           2
D EVANS BANCORP INC              COM NEW          29911Q20         1      111 SH       SHARED      02         111
D EVERCORE PARTNERS INC          CLASS A          29977A10      1643    61725 SH       SHARED               61725
D EVERCORE PARTNERS INC          CLASS A          29977A10        16      636 SH       SHARED      02          36               600
D EVERCORE PARTNERS INC          CLASS A          29977A10       426    16016 SH       SHARED      26       16016
D EVOLUTION PETROLEUM CORP       COM              30049A10       460    57207 SH       SHARED               57207
D EVOLUTION PETROLEUM CORP       COM              30049A10         0       14 SH       SHARED      02          14
D EXACT SCIENCES CORP            COM              30063P10       136    16773 SH       SHARED               16773
D EXACT SCIENCES CORP            COM              30063P10         0       61 SH       SHARED      02          61
D EXACTECH INC                   COM              30064E10        53     3227 SH       SHARED                3227
D EXACTECH INC                   COM              30064E10         0        6 SH       SHARED      02           6
D EXAR CORP                      COM              30064510       625    96181 SH       SHARED               96181
D EXAR CORP                      COM              30064510         1      248 SH       SHARED      02         248
D EXAR CORP                      COM              30064510       146    22600 SH       SHARED      10       22600
D EXAMWORKS GROUP INC            COM              30066A10       440    46451 SH       SHARED               46451
D EXAMWORKS GROUP INC            COM              30066A10         3      327 SH       SHARED      02         327
D EXCEL TR INC                   COM              30068C10       212    17679 SH       SHARED               17679
D EXCEL TR INC                   COM              30068C10         0        9 SH       SHARED      02           9
D EXELON CORP                    COM              30161N10       106     2458 SH       SHARED                2458
D EXELON CORP                    COM              30161N10     72230  1665445 SH       SHARED             1408133            257312
D EXELON CORP                    COM              30161N10         1      726 SH CALL  SHARED                 726
D EXELON CORP                    COM              30161N10      6734   155272 SH       SHARED      01      152137              3135
D EXELON CORP                    COM              30161N10        43     1000 SH       SHR/OTHR    01                          1000
D EXELON CORP                    COM              30161N10      1342    30949 SH       SHARED      02       20752             10197
D EXELON CORP                    COM              30161N10       772    17814 SH       SHARED      04       17814
D EXELON CORP                    COM              30161N10    114951  2650478 SH       SHARED      04     2650478
D EXELON CORP                    COM              30161N10       450    10390 SH       SHARED      05       10390
D EXELON CORP                    COM              30161N10      3475    80130 SH       SHARED      06       59830             20300
D EXELON CORP                    COM              30161N10     16278   375348 SH       SHARED      10      375348
D EXELON CORP                    COM              30161N10       115     2665 SH       SHARED      20        1650              1015
D EXELON CORP                    COM              30161N10        17      400 SH       SHR/OTHR    20                           400
D EXELON CORP                    COM              30161N10         3       80 SH       SHR/OTHR    21                            80
D EXELON CORP                    COM              30161N10       294     6785 SH       SHR/OTHR    23                          6785
D EXELON CORP                    COM              30161N10       572    13208 SH       SHARED      26       13208
D EXELON CORP                    COM              30161N10      3303    76171 SH       SHARED      31       76171
D EXELIXIS INC                   COM              30161Q10      2290   483770 SH       SHARED              483770
D EXELIXIS INC                   COM              30161Q10         0       94 SH       SHARED      02          94
D EXELIXIS INC                   COM              30161Q10      1922   406120 SH       SHARED      04      406120
D EXELIXIS INC                   COM              30161Q10        23     5000 SH       SHARED      10        5000
D EXELIS INC                     COM              30162A10      1250   138204 SH       SHARED              138204
D EXELIS INC                     COM              30162A10       627    69314 SH       SHARED      01       10198             59116
D EXELIS INC                     COM              30162A10         4      512 SH       SHARED      02         512
D EXELIS INC                     COM              30162A10     66817  7383180 SH       SHARED      04     7383180
D EXELIS INC                     COM              30162A10       678    75000 SH       SHARED      10       75000
D EXELIS INC                     COM              30162A10        13     1446 SH       SHARED      23         846               600
D EXELIS INC                     COM              30162A10        10     1200 SH       SHR/OTHR    23                          1200
D EXELIS INC                     COM              30162A10       334    36916 SH       SHARED      26       36916
D EXETER RES CORP                COM              30183510       814   311880 SH       SHARED              311880
D EXETER RES CORP                COM              30183510         1      709 SH       SHARED      02         709
D EXFO INC                       SUB VTG SHS      30204610       411    70044 SH       SHARED               70044
D EXFO INC                       SUB VTG SHS      30204610         9     1601 SH       SHARED      02        1601
D EXIDE TECHNOLOGIES             FRNT         9/1 302051AL      5662  7590000 PRN      SHARED             7590000
D EXIDE TECHNOLOGIES             FRNT         9/1 302051AL         5     7000 PRN      SHARED      02        7000
D EXIDE TECHNOLOGIES             COM NEW          30205120        63    24158 SH       SHARED               24158
D EXIDE TECHNOLOGIES             COM NEW          30205120         9     3600 SH       SHARED      01        3600
D EXIDE TECHNOLOGIES             COM NEW          30205120         1      650 SH       SHARED      02         650
D EXLSERVICE HOLDINGS INC        COM              30208110      1575    70447 SH       SHARED               70447
D EXLSERVICE HOLDINGS INC        COM              30208110         2      114 SH       SHARED      02         114
D EXPEDIA INC DEL                COM NEW          30212P30     13186   454395 SH       SHARED              454395
D EXPEDIA INC DEL                COM NEW          30212P30       682    23530 SH       SHARED      01       22430              1100
D EXPEDIA INC DEL                COM NEW          30212P30      1335    46025 SH       SHARED      02       46025
D EXPEDIA INC DEL                COM NEW          30212P30         2       75 SH       SHARED      05          75
D EXPEDIA INC DEL                COM NEW          30212P30       515    17775 SH       SHARED      06       15325              2450
D EXPEDIA INC DEL                COM NEW          30212P30       910    31378 SH       SHARED      10       31378
D EXPEDIA INC DEL                COM NEW          30212P30         5      200 SH       SHR/OTHR    20                           200
D EXPEDIA INC DEL                COM NEW          30212P30       201     6935 SH       SHARED      26        6935
D EXPEDIA INC DEL                COM NEW          30212P30       103     3577 SH       SHARED      27        3577
D EXPEDITORS INTL WASH INC       COM              30213010     13588   331752 SH       SHARED              331752
D EXPEDITORS INTL WASH INC       COM              30213010      1874    45775 SH       SHARED      01       45775
D EXPEDITORS INTL WASH INC       COM              30213010        98     2401 SH       SHARED      02        2401
D EXPEDITORS INTL WASH INC       COM              30213010         4      110 SH       SHARED      05         110
D EXPEDITORS INTL WASH INC       COM              30213010       598    14600 SH       SHARED      06        8700              5900
D EXPEDITORS INTL WASH INC       COM              30213010      2460    60077 SH       SHARED      10       60077
D EXPEDITORS INTL WASH INC       COM              30213010        10      263 SH       SHR/OTHR    23                           263
D EXPEDITORS INTL WASH INC       COM              30213010        77     1893 SH       SHARED      26        1893
D EXPEDITORS INTL WASH INC       COM              30213010        34      849 SH       SHARED      27         849
D EXPONENT INC                   COM              30214U10       185     4035 SH       SHARED                4035
D EXPONENT INC                   COM              30214U10         3       75 SH       SHARED      02          75
D EXPONENT INC                   COM              30214U10        13      285 SH       SHARED      21                           285
D EXPRESS SCRIPTS INC            COM              30218210       109     2450 SH       SHARED                1380              1070
D EXPRESS SCRIPTS INC            COM              30218210     38181   854356 SH       SHARED              848764              5592
D EXPRESS SCRIPTS INC            COM              30218210     27437   613945 SH       SHARED      01      363757      500   249688
D EXPRESS SCRIPTS INC            COM              30218210      5402   120896 SH       SHR/OTHR    01                        120896
D EXPRESS SCRIPTS INC            COM              30218210     14089   315262 SH       SHARED      02      290310             24952
D EXPRESS SCRIPTS INC            COM              30218210        13     3550 SH CALL  SHARED      02        3550
D EXPRESS SCRIPTS INC            COM              30218210        20     3176 SH PUT   SHARED      02        3176
D EXPRESS SCRIPTS INC            COM              30218210      8853   198098 SH       SHARED      04      198098
D EXPRESS SCRIPTS INC            COM              30218210       240     5380 SH       SHARED      05        5380
D EXPRESS SCRIPTS INC            COM              30218210      4885   109310 SH       SHARED      06       93410             15900
D EXPRESS SCRIPTS INC            COM              30218210      7072   158250 SH       SHARED      10      154934              3316
D EXPRESS SCRIPTS INC            COM              30218210      5034   112655 SH       SHARED      20       98150      280    14225
D EXPRESS SCRIPTS INC            COM              30218210       987    22090 SH       SHR/OTHR    20                         22090
D EXPRESS SCRIPTS INC            COM              30218210       560    12545 SH       SHARED      21       12545
D EXPRESS SCRIPTS INC            COM              30218210       173     3873 SH       SHR/OTHR    21                          3873
D EXPRESS SCRIPTS INC            COM              30218210      8791   196713 SH       SHARED      23      170868             25845
D EXPRESS SCRIPTS INC            COM              30218210      6871   153768 SH       SHR/OTHR    23                        153768
D EXPRESS SCRIPTS INC            COM              30218210      1997    44700 SH       SHARED      26       44700
D EXPRESS SCRIPTS INC            COM              30218210       444     9950 SH       SHARED      29        9950
D EXPRESS SCRIPTS INC            COM              30218210      5442   121793 SH       SHARED      31      121793
D EXPRESS INC                    COM              30219E10      6661   334073 SH       SHARED              334073
D EXPRESS INC                    COM              30219E10        56     2840 SH       SHARED      02        2840
D EXTERRAN PARTNERS LP           COM UNITS        30225N10       437    21700 SH       SHARED               21700
D EXTERRAN PARTNERS LP           COM UNITS        30225N10      2044   101486 SH       SHARED      02           1            101485
D EXTRA SPACE STORAGE INC        COM              30225T10         0       33 SH       SHARED                  33
D EXTRA SPACE STORAGE INC        COM              30225T10      2398    98980 SH       SHARED               98980
D EXTRA SPACE STORAGE INC        COM              30225T10       730    30157 SH       SHARED      02       30157
D EXTRA SPACE STORAGE INC        COM              30225T10      1324    54650 SH       SHARED      10       54650
D EXTRA SPACE STORAGE INC        COM              30225T10     23517   971669 SH       SHARED      11      971699
D EXTRA SPACE STORAGE INC        COM              30225T10       631    26071 SH       SHARED      26       26071
D EXTERRAN HLDGS INC             NOTE  4.250% 6/1 30225XAA       390   440000 PRN      SHARED              440000
D EXTERRAN HLDGS INC             COM              30225X10      2701   296914 SH       SHARED              296914
D EXTERRAN HLDGS INC             COM              30225X10       176    19447 SH       SHARED      01                         19447
D EXTERRAN HLDGS INC             COM              30225X10      2092   229970 SH       SHARED      02      229970
D EXTERRAN HLDGS INC             COM              30225X10       145    16012 SH       SHARED      10       16012
D EXTREME NETWORKS INC           COM              30226D10       509   174322 SH       SHARED              174322
D EXTREME NETWORKS INC           COM              30226D10      1975   676401 SH       SHARED      02          39            676362
D EXTREME NETWORKS INC           COM              30226D10       145    49900 SH       SHARED      10       49900
D EXTORRE GOLD MINES LTD         COM              30227B10       315    42790 SH       SHARED               42790
D EXTORRE GOLD MINES LTD         COM              30227B10        19     2601 SH       SHARED      02        2601
D EZCORP INC                     CL A NON VTG     30230110      3662   138870 SH       SHARED              138870
D EZCORP INC                     CL A NON VTG     30230110        20      775 SH       SHARED      02         775
D EXXON MOBIL CORP               COM              30231G10     12426   146611 SH       SHARED               73861             72750
D EXXON MOBIL CORP               COM              30231G10    266625  3145655 SH       SHARED             3089229             56426
D EXXON MOBIL CORP               COM              30231G10         6     2500 SH CALL  SHARED                2500
D EXXON MOBIL CORP               COM              30231G10         9     3150 SH PUT   SHARED                3150
D EXXON MOBIL CORP               COM              30231G10    149514  1763971 SH       SHARED      01     1462383      600   300988
D EXXON MOBIL CORP               COM              30231G10     61482   725369 SH       SHR/OTHR    01                        725369
D EXXON MOBIL CORP               COM              30231G10     12570   148311 SH       SHARED      02       41827            106484
D EXXON MOBIL CORP               COM              30231G10       117    25034 SH CALL  SHARED      02       25034
D EXXON MOBIL CORP               COM              30231G10         7     7863 SH PUT   SHARED      02        7863
D EXXON MOBIL CORP               COM              30231G10      1307    15421 SH       SHARED      04       13000              2421
D EXXON MOBIL CORP               COM              30231G10    120619  1423067 SH       SHARED      04     1423067
D EXXON MOBIL CORP               COM              30231G10      2080    24550 SH       SHARED      05       24550
D EXXON MOBIL CORP               COM              30231G10     47922   565393 SH       SHARED      06      370997            194396
D EXXON MOBIL CORP               COM              30231G10    189277  2233096 SH       SHARED      10     2230928              2168
D EXXON MOBIL CORP               COM              30231G10       797     9410 SH       SHARED      15        9410
D EXXON MOBIL CORP               COM              30231G10     11895   140338 SH       SHARED      20       82548      175    57615
D EXXON MOBIL CORP               COM              30231G10      3503    41332 SH       SHR/OTHR    20                         41332
D EXXON MOBIL CORP               COM              30231G10      5274    62230 SH       SHARED      21       62230
D EXXON MOBIL CORP               COM              30231G10      1660    19589 SH       SHR/OTHR    21                         19589
D EXXON MOBIL CORP               COM              30231G10     61524   725864 SH       SHARED      23      685113             40751
D EXXON MOBIL CORP               COM              30231G10     57650   680157 SH       SHR/OTHR    23                        680157
D EXXON MOBIL CORP               COM              30231G10      3636    42900 SH       SHARED      26       42900
D EXXON MOBIL CORP               COM              30231G10      9310   109840 SH       SHARED      27      109840
D EXXON MOBIL CORP               COM              30231G10      3587    42331 SH       SHARED      29       42331
D EXXON MOBIL CORP               COM              30231G10      2288    27000 SH       SHARED      30       27000
D EXXON MOBIL CORP               COM              30231G10     58888   694766 SH       SHARED      31      694766
D FBL FINL GROUP INC             CL A             30239F10       158     4655 SH       SHARED                4655
D FBL FINL GROUP INC             CL A             30239F10        72     2125 SH       SHARED      01        2125
D FBL FINL GROUP INC             CL A             30239F10      1575    46303 SH       SHARED      02       46303
D FEI CO                         NOTE  2.875% 6/0 30241LAF       109    75000 PRN      SHARED               75000
D FEI CO                         COM              30241L10      1696    41612 SH       SHARED               41612
D FEI CO                         COM              30241L10       257     6325 SH       SHARED      01        6325
D FEI CO                         COM              30241L10      9480   232484 SH       SHARED      02      232484
D FEI CO                         COM              30241L10       228     5600 SH       SHARED      10        5600
D FLIR SYS INC                   COM              30244510       876    34965 SH       SHARED               34965
D FLIR SYS INC                   COM              30244510       978    39025 SH       SHARED      01       39025
D FLIR SYS INC                   COM              30244510       228     9112 SH       SHARED      02        1862              7250
D FLIR SYS INC                   COM              30244510         2      100 SH       SHARED      05         100
D FLIR SYS INC                   COM              30244510      1977    78891 SH       SHARED      06       75091              3800
D FLIR SYS INC                   COM              30244510      1094    43657 SH       SHARED      10       43657
D FLIR SYS INC                   COM              30244510        92     3683 SH       SHARED      26        3683
D FBR & CO                       COM              30247C30       178    86988 SH       SHARED               86988
D FBR & CO                       COM              30247C30         0       12 SH       SHARED      02          12
D FMC TECHNOLOGIES INC           COM              30249U10     14658   280660 SH       SHARED              280660
D FMC TECHNOLOGIES INC           COM              30249U10      2946    56412 SH       SHARED      01       56412
D FMC TECHNOLOGIES INC           COM              30249U10       212     4065 SH       SHARED      02        4065
D FMC TECHNOLOGIES INC           COM              30249U10        20      400 SH       SHARED      04         400
D FMC TECHNOLOGIES INC           COM              30249U10        58     1120 SH       SHARED      05        1120
D FMC TECHNOLOGIES INC           COM              30249U10      1483    28400 SH       SHARED      06       18800              9600
D FMC TECHNOLOGIES INC           COM              30249U10      3857    73848 SH       SHARED      10       73848
D FMC TECHNOLOGIES INC           COM              30249U10         7      150 SH       SHARED      21                           150
D FMC TECHNOLOGIES INC           COM              30249U10      5352   102470 SH       SHARED      31      102470
D F M C CORP                     COM NEW          30249130      9892   114981 SH       SHARED              111981              3000
D F M C CORP                     COM NEW          30249130      1479    17200 SH       SHARED      01       17200
D F M C CORP                     COM NEW          30249130        47      551 SH       SHARED      02         551
D F M C CORP                     COM NEW          30249130      1479    17200 SH       SHARED      04       17200
D F M C CORP                     COM NEW          30249130      1406    16350 SH       SHARED      04       16350
D F M C CORP                     COM NEW          30249130      1720    20000 SH       SHARED      05       20000
D F M C CORP                     COM NEW          30249130       374     4350 SH       SHARED      06        2350              2000
D F M C CORP                     COM NEW          30249130      1846    21463 SH       SHARED      10       21463
D F M C CORP                     COM NEW          30249130        10      120 SH       SHARED      21                           120
D F M C CORP                     COM NEW          30249130       106     1235 SH       SHARED      26        1235
D F M C CORP                     COM NEW          30249130        35      412 SH       SHARED      27         412
D FNB CORP PA                    COM              30252010       511    45233 SH       SHARED               45233
D FNB CORP PA                    COM              30252010       176    15600 SH       SHARED      01       15600
D FNB CORP PA                    COM              30252010        20     1830 SH       SHARED      02         830              1000
D FNB CORP PA                    COM              30252010       629    55700 SH       SHARED      10       55700
D FSI INTL INC                   COM              30263310        27     7514 SH       SHARED                7514
D FSI INTL INC                   COM              30263310         1      332 SH       SHARED      02         332
D FXCM INC                       COM CL A         30269310        38     3987 SH       SHARED                3987
D FXCM INC                       COM CL A         30269310         0        7 SH       SHARED      02           7
D FX ENERGY INC                  COM              30269510       370    77259 SH       SHARED               77259
D FX ENERGY INC                  COM              30269510       168    35042 SH       SHARED      02          42             35000
D FX ENERGY INC                  COM              30269510        36     7700 SH       SHARED      10        7700
D FTI CONSULTING INC             COM              30294110       520    12280 SH       SHARED               12280
D FTI CONSULTING INC             COM              30294110       661    15600 SH       SHARED      01        2700             12900
D FTI CONSULTING INC             COM              30294110      9990   235518 SH       SHARED      02      235268               250
D FTI CONSULTING INC             COM              30294110       284     6700 SH       SHARED      10        6700
D FACTSET RESH SYS INC           COM              30307510      7446    85316 SH       SHARED               85316
D FACTSET RESH SYS INC           COM              30307510      1309    15000 SH       SHARED      01         900             14100
D FACTSET RESH SYS INC           COM              30307510        43      503 SH       SHARED      02         503
D FACTSET RESH SYS INC           COM              30307510       314     3600 SH       SHARED      10        3600
D FACTSET RESH SYS INC           COM              30307510         8       99 SH       SHARED      21                            99
D FAIR ISAAC CORP                COM              30325010      4398   122721 SH       SHARED              122721
D FAIR ISAAC CORP                COM              30325010       451    12600 SH       SHARED      01        1350             11250
D FAIR ISAAC CORP                COM              30325010       187     5223 SH       SHARED      02        5223
D FAIR ISAAC CORP                COM              30325010       433    12100 SH       SHARED      10       12100
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610      1542   128115 SH       SHARED              128115
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       470    39100 SH       SHARED      01                         39100
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       204    17003 SH       SHARED      02           8             16995
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       126    10500 SH       SHARED      10       10500
D FAIRPOINT COMMUNICATIONS INC   COM NEW          30556030        31     7351 SH       SHARED                7351
D FAIRPOINT COMMUNICATIONS INC   COM NEW          30556030      1258   290574 SH       SHARED      02      290574
D FALCONSTOR SOFTWARE INC        COM              30613710        24     9650 SH       SHARED                9650
D FALCONSTOR SOFTWARE INC        COM              30613710         0      347 SH       SHARED      02         347
D FAMILY DLR STORES INC          COM              30700010     11889   206201 SH       SHARED              206201
D FAMILY DLR STORES INC          COM              30700010      3404    59038 SH       SHARED      01       59038
D FAMILY DLR STORES INC          COM              30700010      1302    22581 SH       SHARED      02       22356               225
D FAMILY DLR STORES INC          COM              30700010         0      700 SH PUT   SHARED      02         700
D FAMILY DLR STORES INC          COM              30700010         4       70 SH       SHARED      05          70
D FAMILY DLR STORES INC          COM              30700010       393     6830 SH       SHARED      06        3730              3100
D FAMILY DLR STORES INC          COM              30700010      4520    78403 SH       SHARED      10       78403
D FAMILY DLR STORES INC          COM              30700010        86     1500 SH       SHARED      20        1500
D FAMILY DLR STORES INC          COM              30700010       103     1800 SH       SHARED      30        1800
D FAMOUS DAVES AMER INC          COM              30706810        51     5017 SH       SHARED                5017
D FARMER BROS CO                 COM              30767510        30     4033 SH       SHARED                4033
D FARMER BROS CO                 COM              30767510         0        2 SH       SHARED      02           2
D FARMER BROS CO                 COM              30767510       109    14300 SH       SHARED      10       14300
D FARO TECHNOLOGIES INC          COM              31164210       228     4973 SH       SHARED                4973
D FARO TECHNOLOGIES INC          COM              31164210        16      349 SH       SHARED      02          99               250
D FASTENAL CO                    COM              31190010      8015   183811 SH       SHARED              183811
D FASTENAL CO                    COM              31190010      2764    63400 SH       SHARED      01       63400
D FASTENAL CO                    COM              31190010       100     2300 SH       SHARED      02        2300
D FASTENAL CO                    COM              31190010        43     1000 SH       SHARED      04                          1000
D FASTENAL CO                    COM              31190010      1964    45040 SH       SHARED      05       45040
D FASTENAL CO                    COM              31190010      1314    30150 SH       SHARED      06       21000              9150
D FASTENAL CO                    COM              31190010      3824    87703 SH       SHARED      10       87703
D FASTENAL CO                    COM              31190010       112     2575 SH       SHARED      26        2575
D FASTENAL CO                    COM              31190010      4116    94389 SH       SHARED      27       94389
D FASTENAL CO                    COM              31190010       296     6800 SH       SHARED      30        6800
D FEDERAL AGRIC MTG CORP         CL C             31314830        33     1855 SH       SHARED                1855
D FEDERAL AGRIC MTG CORP         CL C             31314830        19     1100 SH       SHARED      01        1100
D FEDERAL AGRIC MTG CORP         CL C             31314830         0        6 SH       SHARED      02           6
D FEDERAL MOGUL CORP             COM              31354940       662    44926 SH       SHARED               44926
D FEDERAL MOGUL CORP             COM              31354940         4      275 SH       SHARED      01         275
D FEDERAL MOGUL CORP             COM              31354940         0        5 SH       SHARED      02           5
D FEDERAL MOGUL CORP             COM              31354940        22     1500 SH       SHARED      10        1500
D FEDERAL MOGUL CORP             COM              31354940        14     1000 SH       SHARED      23                          1000
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      6136    67623 SH       SHARED               67623
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      2994    33000 SH       SHARED      01       13600             19400
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       174     1923 SH       SHARED      02         503              1420
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720         4       50 SH       SHARED      05          50
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       521     5750 SH       SHARED      06        5450               300
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      7854    86550 SH       SHARED      10       86550
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720    150226  1655391 SH       SHARED      11      929269            726122
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       269     2965 SH       SHARED      26        2965
D FEDERAL SIGNAL CORP            COM              31385510        83    20158 SH       SHARED               20158
D FEDERAL SIGNAL CORP            COM              31385510         1      337 SH       SHARED      02         337
D FEDERAL SIGNAL CORP            COM              31385510        45    10900 SH       SHARED      10       10900
D FEDERATED INVS INC PA          CL B             31421110         2      164 SH       SHARED                 164
D FEDERATED INVS INC PA          CL B             31421110      5959   393373 SH       SHARED              393373
D FEDERATED INVS INC PA          CL B             31421110       285    18820 SH       SHARED      01       18820
D FEDERATED INVS INC PA          CL B             31421110        79     5239 SH       SHARED      02        2889              2350
D FEDERATED INVS INC PA          CL B             31421110        98     6500 SH       SHARED      06        3800              2700
D FEDERATED INVS INC PA          CL B             31421110      2411   159154 SH       SHARED      10      159154
D FEDERATED INVS INC PA          CL B             31421110         8      576 SH       SHARED      21                           576
D FEDEX CORP                     COM              31428X10       267     3200 SH       SHARED                                  3200
D FEDEX CORP                     COM              31428X10     13157   157553 SH       SHARED              157553
D FEDEX CORP                     COM              31428X10      6879    82383 SH       SHARED      01       82383
D FEDEX CORP                     COM              31428X10      3718    44529 SH       SHARED      02        6764             37765
D FEDEX CORP                     COM              31428X10         0       56 SH CALL  SHARED      02          56
D FEDEX CORP                     COM              31428X10        14      800 SH PUT   SHARED      02         800
D FEDEX CORP                     COM              31428X10       304     3645 SH       SHARED      04                          3645
D FEDEX CORP                     COM              31428X10       480     5750 SH       SHARED      04        5750
D FEDEX CORP                     COM              31428X10        60      720 SH       SHARED      05         720
D FEDEX CORP                     COM              31428X10      2395    28681 SH       SHARED      06       19070              9611
D FEDEX CORP                     COM              31428X10      7392    88523 SH       SHARED      10       88523
D FEDEX CORP                     COM              31428X10        16      200 SH       SHR/OTHR    20                           200
D FEDEX CORP                     COM              31428X10        83     1000 SH       SHARED      23         200               800
D FEDEX CORP                     COM              31428X10       361     4330 SH       SHR/OTHR    23                          4330
D FEDEX CORP                     COM              31428X10       120     1443 SH       SHARED      27        1443
D FEDEX CORP                     COM              31428X10       952    11400 SH       SHARED      29       11400
D FEDEX CORP                     COM              31428X10      5345    64005 SH       SHARED      31       64005
D FEDFIRST FINL CORP NEW         COM              31429C10         0        8 SH       SHARED      02           8
D FEIHE INTL INC                 COM              31429Y10        21     8116 SH       SHARED                8116
D FEIHE INTL INC                 COM              31429Y10         9     3591 SH       SHARED      10        3591
D FELCOR LODGING TR INC          COM              31430F10      1323   433975 SH       SHARED              433975
D FELCOR LODGING TR INC          COM              31430F10       302    99204 SH       SHARED      01       85304             13900
D FELCOR LODGING TR INC          COM              31430F10       476   156300 SH       SHR/OTHR    01                        156300
D FELCOR LODGING TR INC          COM              31430F10       140    46086 SH       SHARED      02        3086             43000
D FELCOR LODGING TR INC          COM              31430F10        67    22000 SH       SHARED      10       22000
D FELCOR LODGING TR INC          COM              31430F10       103    34009 SH       SHARED      26       34009
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F20         6      300 SH       SHARED      02                           300
D FEMALE HEALTH CO               COM              31446210        14     3152 SH       SHARED                3152
D FEMALE HEALTH CO               COM              31446210         0       13 SH       SHARED      02          13
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310       580    30600 SH       SHARED               30600
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310        22     1180 SH       SHARED      02                          1180
D FERRO CORP                     COM              31540510      1891   386831 SH       SHARED              386831
D FERRO CORP                     COM              31540510        20     4250 SH       SHARED      01        4250
D FERRO CORP                     COM              31540510         0       24 SH       SHARED      02          24
D FERRO CORP                     COM              31540510       103    21200 SH       SHARED      10       21200
D FERRO CORP                     COM              31540510         9     2000 SH       SHARED      23                          2000
D F5 NETWORKS INC                COM              31561610      5174    48761 SH       SHARED               48761
D F5 NETWORKS INC                COM              31561610      3109    29300 SH       SHARED      01       29300
D F5 NETWORKS INC                COM              31561610       252     2375 SH       SHR/OTHR    01                          2375
D F5 NETWORKS INC                COM              31561610      1011     9531 SH       SHARED      02        3092              6439
D F5 NETWORKS INC                COM              31561610         4       40 SH       SHARED      05          40
D F5 NETWORKS INC                COM              31561610       573     5400 SH       SHARED      06        3500              1900
D F5 NETWORKS INC                COM              31561610      2405    22672 SH       SHARED      10       22672
D F5 NETWORKS INC                COM              31561610       127     1200 SH       SHARED      23        1200
D F5 NETWORKS INC                COM              31561610        85      808 SH       SHARED      26         808
D F5 NETWORKS INC                COM              31561610       354     3340 SH       SHARED      29        3340
D FIBERTOWER CORP                COM NEW          31567R20         0     2576 SH       SHARED      02        2576
D FIBRIA CELULOSE S A            SP ADR REP COM   31573A10      2746   353453 SH       SHARED              353453
D FIBRIA CELULOSE S A            SP ADR REP COM   31573A10         2      362 SH       SHARED      02         362
D FIDELITY NATL INFORMATION SV   COM              31620M10      4356   163840 SH       SHARED              163840
D FIDELITY NATL INFORMATION SV   COM              31620M10      1977    74358 SH       SHARED      01       74345                13
D FIDELITY NATL INFORMATION SV   COM              31620M10        60     2294 SH       SHARED      02        2294
D FIDELITY NATL INFORMATION SV   COM              31620M10        29     1100 SH       SHARED      04        1100
D FIDELITY NATL INFORMATION SV   COM              31620M10        31     1180 SH       SHARED      05        1180
D FIDELITY NATL INFORMATION SV   COM              31620M10       442    16625 SH       SHARED      06        9025              7600
D FIDELITY NATL INFORMATION SV   COM              31620M10      1976    74317 SH       SHARED      10       74317
D FIDELITY NATL INFORMATION SV   COM              31620M10         8      324 SH       SHARED      21                           324
D FIDELITY NATL INFORMATION SV   COM              31620M10       175     6600 SH       SHARED      23        2500              4100
D FIDELITY NATL INFORMATION SV   COM              31620M10       257     9670 SH       SHR/OTHR    23                          9670
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      3338   209600 SH       SHARED              209600
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      1867   117255 SH       SHARED      01       49816             67439
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10         0       30 SH       SHARED      02          30
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        24     1548 SH       SHARED      06        1548
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      4316   270978 SH       SHARED      10      270978
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       188    11862 SH       SHARED      23                         11862
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        68     4321 SH       SHARED      27        4321
D FIDUS INVT CORP                COM              31650010        56     4327 SH       SHARED                4327
D FIDUS INVT CORP                COM              31650010         2      194 SH       SHARED      02         194
D FIFTH THIRD BANCORP            COM              31677310     16913  1329660 SH       SHARED             1329660
D FIFTH THIRD BANCORP            COM              31677310         0      360 SH CALL  SHARED                 360
D FIFTH THIRD BANCORP            COM              31677310      2755   216649 SH       SHARED      01      216649
D FIFTH THIRD BANCORP            COM              31677310       880    69240 SH       SHARED      02       67700              1540
D FIFTH THIRD BANCORP            COM              31677310         6      530 SH       SHARED      05         530
D FIFTH THIRD BANCORP            COM              31677310       776    61040 SH       SHARED      06       36390             24650
D FIFTH THIRD BANCORP            COM              31677310      6687   525738 SH       SHARED      10      525738
D FIFTH THIRD BANCORP            CNV PFD DEP1/250 31677320      8038    56575 SH       SHARED      02       56575
D FIFTH STREET FINANCE CORP      COM              31678A10      4848   506625 SH       SHARED              506625
D FIFTH STREET FINANCE CORP      COM              31678A10        76     7977 SH       SHARED      02         627              7350
D FIFTH STREET FINANCE CORP      COM              31678A10       394    41200 SH       SHARED      10       41200
D 51JOB INC                      SP ADR REP COM   31682710      3534    84276 SH       SHARED               84276
D 51JOB INC                      SP ADR REP COM   31682710        11      286 SH       SHARED      02         286
D FINANCIAL ENGINES INC          COM              31748510       242    10877 SH       SHARED               10877
D FINANCIAL ENGINES INC          COM              31748510        12      575 SH       SHARED      02         575
D FINANCIAL INSTNS INC           COM              31758540        42     2620 SH       SHARED                2620
D FINANCIAL INSTNS INC           COM              31758540         2      133 SH       SHARED      02         133
D FINISAR CORP                   COM NEW          31787A50      5128   306274 SH       SHARED              306274
D FINISAR CORP                   COM NEW          31787A50        50     3000 SH       SHARED      01        3000
D FINISAR CORP                   COM NEW          31787A50      1713   102351 SH       SHARED      02       89501             12850
D FINISAR CORP                   COM NEW          31787A50         8      479 SH       SHARED      21         479
D FINISAR CORP                   COM NEW          31787A50       572    34172 SH       SHARED      26       34172
D FINISAR CORP                   COM NEW          31787A50      1760   105133 SH       SHARED      31      105133
D FINISH LINE INC                CL A             31792310      2547   132104 SH       SHARED              132104
D FINISH LINE INC                CL A             31792310         6      325 SH       SHARED      02         325
D FINISH LINE INC                CL A             31792310       286    14837 SH       SHARED      10       14837
D FIRST ACCEPTANCE CORP          COM              31845710         0      124 SH       SHARED      02         124
D FIRST AMERN FINL CORP          COM              31847R10     23347  1842770 SH       SHARED             1842770
D FIRST AMERN FINL CORP          COM              31847R10       423    33425 SH       SHARED      01        1425             32000
D FIRST AMERN FINL CORP          COM              31847R10         7      613 SH       SHARED      02         613
D FIRST AMERN FINL CORP          COM              31847R10       155    12300 SH       SHARED      10       12300
D FIRST ADVANTAGE BANCORP        COM              31848L10         2      201 SH       SHARED      02         201
D FIRST BANCORP INC ME           COM              31866P10        25     1675 SH       SHARED                1675
D FIRST BANCORP INC ME           COM              31866P10         0        4 SH       SHARED      02           4
D FIRST BANCORP P R              COM NEW          31867270       124    35753 SH       SHARED               35753
D FIRST BANCORP P R              COM NEW          31867270         0      153 SH       SHARED      02         153
D FIRST BANCORP N C              COM              31891010        57     5162 SH       SHARED                5162
D FIRST BANCORP N C              COM              31891010         0        5 SH       SHARED      02           5
D FIRST BANCORP N C              COM              31891010        27     2500 SH       SHARED      10        2500
D FIRST BUSEY CORP               COM              31938310       128    25639 SH       SHARED               25639
D FIRST BUSEY CORP               COM              31938310         0       21 SH       SHARED      02          21
D FIRST BUSEY CORP               COM              31938310       520   104100 SH       SHARED      10      104100
D FIRST CALIFORNIA FINANCIAL G   COM NEW          31939510         0      267 SH       SHARED      02         267
D FIRST CASH FINL SVCS INC       COM              31942D10      1242    35417 SH       SHARED               35417
D FIRST CASH FINL SVCS INC       COM              31942D10        35     1000 SH       SHARED      01        1000
D FIRST CASH FINL SVCS INC       COM              31942D10        81     2321 SH       SHARED      02        2321
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       680     3889 SH       SHARED                3889
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       146      836 SH       SHR/OTHR    01                           836
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10         0        2 SH       SHARED      02           2
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       122      700 SH       SHARED      10         700
D FIRST COMWLTH FINL CORP PA     COM              31982910       531   101090 SH       SHARED              101090
D FIRST COMWLTH FINL CORP PA     COM              31982910         2      555 SH       SHARED      02         555
D FIRST COMWLTH FINL CORP PA     COM              31982910        80    15300 SH       SHARED      10       15300
D FIRST CMNTY BANCSHARES INC N   COM              31983A10        66     5303 SH       SHARED                5303
D FIRST CMNTY BANCSHARES INC N   COM              31983A10         0        4 SH       SHARED      02           4
D FIRST CONN BANCORP INC MD      COM              31985010        44     3409 SH       SHARED                3409
D FIRST CONN BANCORP INC MD      COM              31985010         0       41 SH       SHARED      02          41
D FIRST DEFIANCE FINL CORP       COM              32006W10        26     1835 SH       SHARED                1835
D FIRST DEFIANCE FINL CORP       COM              32006W10         0        3 SH       SHARED      02           3
D FIRST FINL BANKSHARES          COM              32020R10       215     6447 SH       SHARED                6447
D FIRST FINL BANKSHARES          COM              32020R10        55     1650 SH       SHARED      01        1650
D FIRST FINL BANKSHARES          COM              32020R10        53     1615 SH       SHARED      02        1615
D FIRST FINL BANCORP OH          COM              32020910       209    12613 SH       SHARED               12613
D FIRST FINL BANCORP OH          COM              32020910         6      418 SH       SHARED      02         418
D FIRST FINL BANCORP OH          COM              32020910       371    22300 SH       SHARED      10       22300
D FIRST FED NORTHN MICH BANCOR   COM              32021X10        29    10300 SH       SHARED               10300
D FIRST FINL CORP IND            COM              32021810       123     3713 SH       SHARED                3713
D FIRST FINL CORP IND            COM              32021810         3      103 SH       SHARED      02         103
D FIRST FINANCIAL NORTHWEST IN   COM              32022K10         0      149 SH       SHARED      02         149
D FIRST FINL HLDGS INC           COM              32023910       305    34183 SH       SHARED               34183
D FIRST FINL HLDGS INC           COM              32023910         0       13 SH       SHARED      02          13
D FIRST FINL HLDGS INC           COM              32023910        65     7300 SH       SHARED      10        7300
D FIRST HORIZON NATL CORP        COM              32051710      2506   313321 SH       SHARED              313321
D FIRST HORIZON NATL CORP        COM              32051710       171    21464 SH       SHARED      01       14664              6800
D FIRST HORIZON NATL CORP        COM              32051710        70     8839 SH       SHARED      02        8839
D FIRST HORIZON NATL CORP        COM              32051710        89    11175 SH       SHARED      06        4788              6387
D FIRST HORIZON NATL CORP        COM              32051710       536    67022 SH       SHARED      10       67022
D FIRST HORIZON NATL CORP        COM              32051710       645    80724 SH       SHARED      26       80724
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10      4266   417077 SH       SHARED              417077
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       329    32200 SH       SHARED      01       32200
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10        20     2025 SH       SHARED      02          25              2000
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       205    20100 SH       SHARED      10       20100
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20        69     5307 SH       SHARED                5307
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20        57     4400 SH       SHARED      01        4400
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20         0        4 SH       SHARED      02           4
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20       156    12000 SH       SHARED      10       12000
D FIRST LONG IS CORP             COM              32073410        39     1484 SH       SHARED                1484
D FIRST LONG IS CORP             COM              32073410         0        4 SH       SHARED      02           4
D FIRST MAJESTIC SILVER CORP     COM              32076V10      1212    71995 SH       SHARED               71995
D FIRST MAJESTIC SILVER CORP     COM              32076V10        33     2002 SH       SHARED      02           2              2000
D FIRST MARBLEHEAD CORP          COM              32077110        76    65508 SH       SHARED               65508
D FIRST MARBLEHEAD CORP          COM              32077110         1     1253 SH       SHARED      02        1128               125
D FIRST MARBLEHEAD CORP          COM              32077110        16    13700 SH       SHARED      10       13700
D FIRST MERCHANTS CORP           COM              32081710        73     8676 SH       SHARED                8676
D FIRST MERCHANTS CORP           COM              32081710         0        8 SH       SHARED      02           8
D FIRST MERCHANTS CORP           COM              32081710        65     7700 SH       SHARED      10        7700
D FIRST MIDWEST BANCORP DEL      COM              32086710       541    53452 SH       SHARED               53452
D FIRST MIDWEST BANCORP DEL      COM              32086710       100     9900 SH       SHARED      01        9900
D FIRST MIDWEST BANCORP DEL      COM              32086710         4      451 SH       SHARED      02         451
D FIRST MIDWEST BANCORP DEL      COM              32086710        94     9300 SH       SHARED      10        9300
D FIRST NIAGARA FINL GP INC      COM              33582V10     18914  2191696 SH       SHARED             2191696
D FIRST NIAGARA FINL GP INC      COM              33582V10       979   113500 SH       SHARED      01                        113500
D FIRST NIAGARA FINL GP INC      COM              33582V10        26     3099 SH       SHARED      02        3099
D FIRST NIAGARA FINL GP INC      COM              33582V10       359    41703 SH       SHARED      10       41703
D FIRST NIAGARA FINL GP INC      COM              33582V10         4      550 SH       SHARED      21                           550
D FIRST PACTRUST BANCORP INC     COM              33589V10        19     1930 SH       SHARED                1930
D FIRST PACTRUST BANCORP INC     COM              33589V10         0        3 SH       SHARED      02           3
D FIRST POTOMAC RLTY TR          COM              33610F10       445    34111 SH       SHARED               34111
D FIRST POTOMAC RLTY TR          COM              33610F10         6      520 SH       SHARED      02         520
D FIRST POTOMAC RLTY TR          COM              33610F10       207    15900 SH       SHARED      10       15900
D FIRST POTOMAC RLTY TR          COM              33610F10      4737   363000 SH       SHARED      11      363000
D FIRST POTOMAC RLTY TR          COM              33610F10        54     4152 SH       SHARED      26        4152
D FIRST REP BK SAN FRAN CALI N   COM              33616C10     10102   330033 SH       SHARED              330033
D FIRST REP BK SAN FRAN CALI N   COM              33616C10         0        4 SH       SHARED      02           4
D FIRST REP BK SAN FRAN CALI N   COM              33616C10         9      326 SH       SHR/OTHR    23                           326
D FIRST REP BK SAN FRAN CALI N   COM              33616C10        86     2836 SH       SHARED      26        2836
D FIRST SOLAR INC                COM              33643310      3346    99121 SH       SHARED               99121
D FIRST SOLAR INC                COM              33643310       518    15350 SH       SHARED      01       15350
D FIRST SOLAR INC                COM              33643310       203     6020 SH       SHARED      02        3220              2800
D FIRST SOLAR INC                COM              33643310         0      250 SH CALL  SHARED      02         250
D FIRST SOLAR INC                COM              33643310        62      460 SH PUT   SHARED      02         460
D FIRST SOLAR INC                COM              33643310       112     3320 SH       SHARED      05        3320
D FIRST SOLAR INC                COM              33643310      1055    31250 SH       SHARED      06       29950              1300
D FIRST SOLAR INC                COM              33643310       537    15910 SH       SHARED      10       15910
D 1ST SOURCE CORP                COM              33690110       128     5086 SH       SHARED                5086
D 1ST SOURCE CORP                COM              33690110        14      575 SH       SHARED      01         575
D 1ST SOURCE CORP                COM              33690110         2      104 SH       SHARED      02         104
D 1ST SOURCE CORP                COM              33690110       198     7820 SH       SHARED      10        7820
D FIRST TR MORNINGSTAR DIV LEA   SHS              33691710        43     2500 SH       SHARED      02                          2500
D FIRST TR ENHANCED EQTY INC F   COM              33731810         0        1 SH       SHARED      02           1
D FIRST TR ISE WATER INDEX FD    COM              33733B10         4      236 SH       SHARED      01                           236
D FIRST TR ISE WATER INDEX FD    COM              33733B10         5      255 SH       SHARED      02                           255
D FIRST TR MULTI CP VAL ALPHA    COM SHS          33733C10       136     4782 SH       SHARED      02                          4782
D FIRST TR EXCHANGE TRADED FD    STRAT VAL IDX FD 33733E10       400    18335 SH       SHARED      02                         18335
D FIRST TR EXCHANGE TRADED FD    NY ARCA BIOTECH  33733E20       212     6500 SH       SHARED      02                          6500
D FIRST TR EXCHANGE TRADED FD    DJ INTERNT IDX   33733E30         4      145 SH       SHARED      01                           145
D FIRST TR EXCHANGE TRADED FD    DJ INTERNT IDX   33733E30      1247    38620 SH       SHARED      02         900             37720
D FIRST TR EXCHANGE TRADED FD    NASDAQ 100 EX    33733E40         4      219 SH       SHARED      01                           219
D FIRST TR EXCHANGE TRADED FD    NASDAQ 100 EX    33733E40        35     1700 SH       SHARED      02                          1700
D FIRST TR MULTI CAP VALUE ALP   COM SHS          33733F10       132     4434 SH       SHARED      02                          4434
D FIRST TR ISE GLOBL COPPR IND   COM              33733J10       128     4400 SH       SHARED      02                          4400
D FIRST TR SR FLG RTE INCM FD    COM              33733U10       411    31178 SH       SHARED      02                         31178
D FIRST TR S^P REIT INDEX FD     COM              33734G10         0       14 SH       SHARED      01                            14
D FIRST TR S^P REIT INDEX FD     COM              33734G10       622    40182 SH       SHARED      02         600             39582
D FIRST TR VALUE LINE DIVID IN   SHS              33734H10        77     4820 SH       SHARED      02                          4820
D FIRST TR ISE REVERE NAT GAS    COM              33734J10        54     3000 SH       SHARED      01        3000
D FIRST TR ISE REVERE NAT GAS    COM              33734J10        87     4783 SH       SHARED      02         400              4383
D FIRST TR EXCHANGE TRADED FD    CONSUMR DISCRE   33734X10         4      235 SH       SHARED      01                           235
D FIRST TR EXCHANGE TRADED FD    CONSUMR DISCRE   33734X10      1253    63196 SH       SHARED      02         100             63096
D FIRST TR EXCHANGE TRADED FD    CONSUMR STAPLE   33734X11         4      202 SH       SHARED      01                           202
D FIRST TR EXCHANGE TRADED FD    FINLS ALPHADEX   33734X13         4      373 SH       SHARED      01                           373
D FIRST TR EXCHANGE TRADED FD    FINLS ALPHADEX   33734X13        13     1000 SH       SHARED      02                          1000
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14         4      179 SH       SHARED      01                           179
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14       994    36653 SH       SHARED      02         200             36453
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14        62     2295 SH       SHARED      21        2295
D FIRST TR EXCHANGE TRADED FD    INDLS PROD DUR   33734X15         4      288 SH       SHARED      01                           288
D FIRST TR EXCHANGE TRADED FD    INDLS PROD DUR   33734X15       389    22668 SH       SHARED      02                         22668
D FIRST TR EXCHANGE TRADED FD    MATERIALS ALPH   33734X16         5      237 SH       SHARED      01                           237
D FIRST TR EXCHANGE TRADED FD    MATERIALS ALPH   33734X16       376    17750 SH       SHARED      02                         17750
D FIRST TR EXCHANGE TRADED FD    TECH ALPHADEX    33734X17         4      235 SH       SHARED      01                           235
D FIRST TR EXCHANGE TRADED FD    TECH ALPHADEX    33734X17       320    15995 SH       SHARED      02         600             15395
D FIRST TR EXCHANGE TRADED FD    UTILITIES ALPH   33734X18         4      268 SH       SHARED      01                           268
D FIRST TR EXCHANGE TRADED FD    UTILITIES ALPH   33734X18       639    35659 SH       SHARED      02                         35659
D FIRST TR EXCHANGE TRADED FD    ISE CLOUD COMP   33734X19      2663   154881 SH       SHARED      02      153281              1600
D FIRST TR EXCHANGE TRADED FD    DJ GLBL DIVID    33734X20       688    31334 SH       SHARED      02                         31334
D FIRST TR SML CP CORE ALPHA F   COM SHS          33734Y10      1739    58154 SH       SHARED      02                         58154
D FIRST TR NAS100 EQ WEIGHTED    SHS              33734410        47     2050 SH       SHARED      02         100              1950
D FIRST TR NASDAQ100 TECH INDE   SHS              33734510         4      194 SH       SHARED      01                           194
D FIRST TR NASDAQ100 TECH INDE   SHS              33734510       543    22550 SH       SHARED      02         100             22450
D FIRST TR MID CAP CORE ALPHAD   COM SHS          33735B10       417    12808 SH       SHARED      02         200             12608
D FIRST TR LRG CP GRWTH ALPHAD   COM SHS          33735K10        76     2798 SH       SHARED      02                          2798
D FIRST TR FTSE EPRA/NAREIT DE   COM              33736N10         4      148 SH       SHARED      01                           148
D FIRST TR NASDAQ SMART PHONE    COM SHS          33737K10        16      700 SH       SHARED      02                           700
D FIRST TR HIGH INCOME L/S FD    COM              33738E10       606    39702 SH       SHARED      02                         39702
D 1ST UNITED BANCORP INC FLA     COM              33740N10        57    10281 SH       SHARED               10281
D 1ST UNITED BANCORP INC FLA     COM              33740N10        24     4377 SH       SHARED      02        4377
D FIRSTSERVICE CORP              SUB VTG SH       33761N10      1087    41039 SH       SHARED               41039
D FIRSTSERVICE CORP              SUB VTG SH       33761N10         5      200 SH       SHARED      02         200
D FISERV INC                     COM              33773810      5935   101054 SH       SHARED              101054
D FISERV INC                     COM              33773810      2085    35500 SH       SHARED      01       35500
D FISERV INC                     COM              33773810      1760    29967 SH       SHARED      02       23392              6575
D FISERV INC                     COM              33773810       411     7000 SH       SHARED      04        7000
D FISERV INC                     COM              33773810         1       30 SH       SHARED      05          30
D FISERV INC                     COM              33773810      1025    17450 SH       SHARED      06       13050              4400
D FISERV INC                     COM              33773810      9682   164832 SH       SHARED      10      164832
D FISERV INC                     COM              33773810      5837    99376 SH       SHARED      31       99376
D FISHER COMMUNICATIONS INC      COM              33775620        90     3129 SH       SHARED                3129
D FISHER COMMUNICATIONS INC      COM              33775620         0        3 SH       SHARED      02           3
D FIRSTMERIT CORP                COM              33791510      2472   163386 SH       SHARED              163386
D FIRSTMERIT CORP                COM              33791510       516    34131 SH       SHARED      01         252             33879
D FIRSTMERIT CORP                COM              33791510         1      112 SH       SHARED      02         112
D FIRSTMERIT CORP                COM              33791510     24720  1633855 SH       SHARED      10     1633855
D FLAGSTAR BANCORP INC           COM NEW          33793050       430   851961 SH       SHARED              851961
D FLAGSTAR BANCORP INC           COM NEW          33793050         5    11100 SH       SHARED      01       11100
D FLAGSTAR BANCORP INC           COM NEW          33793050         0     1176 SH       SHARED      02        1176
D FLAGSTAR BANCORP INC           COM NEW          33793050        20    40100 SH       SHARED      10       40100
D FIRSTENERGY CORP               COM              33793210       122     2774 SH       SHARED                2774
D FIRSTENERGY CORP               COM              33793210     46338  1046005 SH       SHARED              761939            284066
D FIRSTENERGY CORP               COM              33793210      4984   112509 SH       SHARED      01      103049              9460
D FIRSTENERGY CORP               COM              33793210        47     1075 SH       SHR/OTHR    01                          1075
D FIRSTENERGY CORP               COM              33793210       673    15212 SH       SHARED      02        4575             10637
D FIRSTENERGY CORP               COM              33793210         1      300 SH CALL  SHARED      02         300
D FIRSTENERGY CORP               COM              33793210       768    17342 SH       SHARED      04       17342
D FIRSTENERGY CORP               COM              33793210    148877  3360672 SH       SHARED      04     3360672
D FIRSTENERGY CORP               COM              33793210       330     7460 SH       SHARED      05        7460
D FIRSTENERGY CORP               COM              33793210      4136    93381 SH       SHARED      06       25547             67834
D FIRSTENERGY CORP               COM              33793210     18019   406768 SH       SHARED      10      406768
D FIRSTENERGY CORP               COM              33793210        21      475 SH       SHARED      20                           475
D FIRSTENERGY CORP               COM              33793210         2       60 SH       SHR/OTHR    21                            60
D FIRSTENERGY CORP               COM              33793210        51     1169 SH       SHARED      23        1169
D FIRSTENERGY CORP               COM              33793210       454    10258 SH       SHR/OTHR    23                         10258
D FIRSTENERGY CORP               COM              33793210       753    17000 SH       SHARED      30       17000
D FIRSTENERGY CORP               COM              33793210      3658    82580 SH       SHARED      31       82580
D FIVE STAR QUALITY CARE INC     COM              33832D10       116    38806 SH       SHARED               38806
D FIVE STAR QUALITY CARE INC     COM              33832D10         0       35 SH       SHARED      02          35
D FIVE STAR QUALITY CARE INC     COM              33832D10        40    13500 SH       SHARED      10       13500
D FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          33847810         2      117 SH       SHARED      02                           117
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810         5     1100 SH       SHARED                1100
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810         1      300 SH       SHARED      02                           300
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810       885   169998 SH       SHARED      26      169998
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810       208    40016 SH       SHARED      32       40016
D FLEETCOR TECHNOLOGIES INC      COM              33904110       515    17266 SH       SHARED               17266
D FLEETCOR TECHNOLOGIES INC      COM              33904110        54     1815 SH       SHARED      02        1815
D FLEETCOR TECHNOLOGIES INC      COM              33904110         5      200 SH       SHARED      10         200
D FLEXSHARES TR                  IBOXX 3R TARGT   33939L50      3931   156882 SH       SHARED      02      156882
D FLEXSHARES TR                  IBOXX 5YR TRGT   33939L60      2366    93525 SH       SHARED      02       93525
D FLOTEK INDS INC DEL            NOTE  5.250% 2/1 343389AA       247   250000 PRN      SHARED              250000
D FLOTEK INDS INC DEL            COM              34338910       152    15287 SH       SHARED               15287
D FLOTEK INDS INC DEL            COM              34338910        66     6700 SH       SHARED      01        6700
D FLOTEK INDS INC DEL            COM              34338910       386    38758 SH       SHARED      02         256             38502
D FLUOR CORP NEW                 COM              34341210     30509   607146 SH       SHARED              607146
D FLUOR CORP NEW                 COM              34341210      2740    54528 SH       SHARED      01       53903               625
D FLUOR CORP NEW                 COM              34341210        15      300 SH       SHR/OTHR    01                           300
D FLUOR CORP NEW                 COM              34341210      1443    28731 SH       SHARED      02       26828              1903
D FLUOR CORP NEW                 COM              34341210         2      598 SH PUT   SHARED      02         598
D FLUOR CORP NEW                 COM              34341210         6      120 SH       SHARED      05         120
D FLUOR CORP NEW                 COM              34341210      1003    19970 SH       SHARED      06       14320              5650
D FLUOR CORP NEW                 COM              34341210      2585    51446 SH       SHARED      10       51446
D FLUOR CORP NEW                 COM              34341210         2       55 SH       SHR/OTHR    21                            55
D FLUOR CORP NEW                 COM              34341210        30      600 SH       SHARED      23         600
D FLUOR CORP NEW                 COM              34341210        25      500 SH       SHR/OTHR    23                           500
D FLOW INTL CORP                 COM              34346810       217    62173 SH       SHARED               62173
D FLOW INTL CORP                 COM              34346810         3     1037 SH       SHARED      02        1037
D FLOWERS FOODS INC              COM              34349810       878    46310 SH       SHARED               46310
D FLOWERS FOODS INC              COM              34349810       656    34600 SH       SHARED      01                         34600
D FLOWERS FOODS INC              COM              34349810         0        6 SH       SHARED      02           6
D FLOWERS FOODS INC              COM              34349810       865    45600 SH       SHARED      10       45600
D FLOWERS FOODS INC              COM              34349810       213    11250 SH       SHARED      20       11250
D FLOWERS FOODS INC              COM              34349810        22     1200 SH       SHARED      23                          1200
D FLOWSERVE CORP                 COM              34354P10         3       38 SH       SHARED                  38
D FLOWSERVE CORP                 COM              34354P10      1191    12000 SH       SHARED      01       12000
D FLOWSERVE CORP                 COM              34354P10       211     2132 SH       SHARED      02        1832               300
D FLOWSERVE CORP                 COM              34354P10         0      108 SH PUT   SHARED      02         108
D FLOWSERVE CORP                 COM              34354P10         2       30 SH       SHARED      05          30
D FLOWSERVE CORP                 COM              34354P10       451     4543 SH       SHARED      06        2643              1900
D FLOWSERVE CORP                 COM              34354P10      1628    16394 SH       SHARED      10       16394
D FLOWSERVE CORP                 COM              34354P10       297     3000 SH       SHARED      23        2000              1000
D FLOWSERVE CORP                 COM              34354P10       554     5585 SH       SHARED      29        5585
D FLOWSERVE CORP                 COM              34354P10      3871    38985 SH       SHARED      31       38985
D FLUIDIGM CORP DEL              COM              34385P10        43     3310 SH       SHARED                3310
D FLUIDIGM CORP DEL              COM              34385P10        19     1506 SH       SHARED      02           6              1500
D FLUSHING FINL CORP             COM              34387310       168    13348 SH       SHARED               13348
D FLUSHING FINL CORP             COM              34387310         3      309 SH       SHARED      02         309
D FLUSHING FINL CORP             COM              34387310        58     4600 SH       SHARED      10        4600
D FLY LEASING LTD                SPONSORED ADR    34407D10       264    21140 SH       SHARED               21140
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10     21177  1086563 SH       SHARED             1086563
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10        48     2484 SH       SHARED      02         984              1500
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10        11      580 SH       SHARED      21         580
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      1051    15077 SH       SHARED               15077
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910         0        1 SH       SHARED      02           1
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      2293    32900 SH       SHARED      04       32900
D FOOT LOCKER INC                COM              34484910      5322   223250 SH       SHARED              223250
D FOOT LOCKER INC                COM              34484910      1154    48425 SH       SHARED      01         925             47500
D FOOT LOCKER INC                COM              34484910        16      711 SH       SHARED      02         711
D FOOT LOCKER INC                COM              34484910      1432    60100 SH       SHARED      10       60100
D FOOT LOCKER INC                COM              34484910       443    18590 SH       SHARED      26       18590
D FORBES ENERGY SVCS LTD         COM              34514310         0        6 SH       SHARED      02           6
D FORD MTR CO DEL                NOTE  4.250%11/1 345370CN       680   475000 PRN      SHARED                                475000
D FORD MTR CO DEL                NOTE  4.250%11/1 345370CN         2     2000 PRN      SHARED      29        2000
D FORD MTR CO DEL                *W EXP 01/01/201 34537013     28233 11764120 SH       SHARED      02    11752120             12000
D FORD MTR CO DEL                *W EXP 01/01/201 34537013       262   109202 SH       SHARED      10      109202
D FORD MTR CO DEL                COM PAR $0.01    34537086     72554  6742956 SH       SHARED             6742956
D FORD MTR CO DEL                COM PAR $0.01    34537086         0     3384 SH CALL  SHARED                3384
D FORD MTR CO DEL                COM PAR $0.01    34537086         1       70 SH PUT   SHARED                  70
D FORD MTR CO DEL                COM PAR $0.01    34537086      9664   898204 SH       SHARED      01      849847             48357
D FORD MTR CO DEL                COM PAR $0.01    34537086    154051 14317081 SH       SHARED      02    14167014            150067
D FORD MTR CO DEL                COM PAR $0.01    34537086         1     4545 SH CALL  SHARED      02        4545
D FORD MTR CO DEL                COM PAR $0.01    34537086        18    24811 SH PUT   SHARED      02       24811
D FORD MTR CO DEL                COM PAR $0.01    34537086        64     6019 SH       SHARED      04                          6019
D FORD MTR CO DEL                COM PAR $0.01    34537086        52     4911 SH       SHARED      04        4911
D FORD MTR CO DEL                COM PAR $0.01    34537086       109    10210 SH       SHARED      05       10210
D FORD MTR CO DEL                COM PAR $0.01    34537086      3598   334460 SH       SHARED      06      231310            103150
D FORD MTR CO DEL                COM PAR $0.01    34537086     12125  1126907 SH       SHARED      10     1126907
D FORD MTR CO DEL                COM PAR $0.01    34537086        91     8530 SH       SHARED      20        8530
D FORD MTR CO DEL                COM PAR $0.01    34537086        37     3450 SH       SHARED      23        3450
D FORD MTR CO DEL                COM PAR $0.01    34537086        86     8020 SH       SHR/OTHR    23                          8020
D FORD MTR CO DEL                COM PAR $0.01    34537086       807    75000 SH       SHARED      26       75000
D FORD MTR CO DEL                COM PAR $0.01    34537086       516    47990 SH       SHARED      29       47990
D FORD MTR CO DEL                COM PAR $0.01    34537086      5297   492322 SH       SHARED      31      492322
D FOREST CITY ENTERPRISES INC    CL A             34555010      3229   273245 SH       SHARED              273245
D FOREST CITY ENTERPRISES INC    CL A             34555010         4      375 SH       SHARED      01         375
D FOREST CITY ENTERPRISES INC    CL A             34555010      7457   630950 SH       SHARED      02      630461               489
D FOREST CITY ENTERPRISES INC    CL A             34555010        27     2300 SH       SHARED      10        2300
D FOREST LABS INC                COM              34583810     18040   596174 SH       SHARED              596174
D FOREST LABS INC                COM              34583810      2224    73510 SH       SHARED      01       68200              5310
D FOREST LABS INC                COM              34583810        69     2300 SH       SHR/OTHR    01                          2300
D FOREST LABS INC                COM              34583810       461    15257 SH       SHARED      02       15061               196
D FOREST LABS INC                COM              34583810       630    20826 SH       SHARED      04       20826
D FOREST LABS INC                COM              34583810        47     1560 SH       SHARED      05        1560
D FOREST LABS INC                COM              34583810      1979    65427 SH       SHARED      06       57227              8200
D FOREST LABS INC                COM              34583810      5321   175861 SH       SHARED      10      175861
D FOREST LABS INC                COM              34583810         7      260 SH       SHR/OTHR    20                           260
D FOREST LABS INC                COM              34583810        60     2000 SH       SHARED      21        2000
D FOREST LABS INC                COM              34583810        13      455 SH       SHR/OTHR    21                           455
D FOREST LABS INC                COM              34583810         7      250 SH       SHR/OTHR    23                           250
D FOREST LABS INC                COM              34583810       184     6100 SH       SHARED      26        6100
D FOREST LABS INC                COM              34583810      3160   104456 SH       SHARED      27      104456
D FOREST LABS INC                COM              34583810      4361   144150 SH       SHARED      31      144150
D FOREST LABS INC                COM              34583810       826    27306 SH       SHARED      32       27306
D FOREST OIL CORP                COM PAR $0.01    34609170       824    60878 SH       SHARED               60878
D FOREST OIL CORP                COM PAR $0.01    34609170         0      180 SH PUT   SHARED                 180
D FOREST OIL CORP                COM PAR $0.01    34609170       506    37400 SH       SHARED      01        2700             34700
D FOREST OIL CORP                COM PAR $0.01    34609170        22     1651 SH       SHARED      02         251              1400
D FOREST OIL CORP                COM PAR $0.01    34609170        86     6400 SH       SHARED      10        6400
D FOREST OIL CORP                COM PAR $0.01    34609170       271    20000 SH       SHARED      26       20000
D FORESTAR GROUP INC             COM              34623310       174    11556 SH       SHARED               11556
D FORESTAR GROUP INC             COM              34623310        32     2118 SH       SHARED      01         799              1319
D FORESTAR GROUP INC             COM              34623310         2      189 SH       SHARED      02         189
D FORESTAR GROUP INC             COM              34623310       130     8600 SH       SHARED      10        8600
D FORMFACTOR INC                 COM              34637510      3164   625472 SH       SHARED              625472
D FORMFACTOR INC                 COM              34637510         0       15 SH       SHARED      02          15
D FORMFACTOR INC                 COM              34637510       248    49100 SH       SHARED      10       49100
D FORRESTER RESH INC             COM              34656310       160     4736 SH       SHARED                4736
D FORRESTER RESH INC             COM              34656310        34     1026 SH       SHARED      02         701               325
D FORRESTER RESH INC             COM              34656310        64     1900 SH       SHARED      10        1900
D FORTEGRA FINL CORP             COM              34954W10         7     1083 SH       SHARED                1083
D FORTEGRA FINL CORP             COM              34954W10         0        2 SH       SHARED      02           2
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10      2401   710438 SH       SHARED              710438
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10       108    32010 SH       SHARED      02          10             32000
D FORTINET INC                   COM              34959E10      3013   138190 SH       SHARED              138190
D FORTINET INC                   COM              34959E10       600    27556 SH       SHARED      02        9106             18450
D FORTINET INC                   COM              34959E10       106     4900 SH       SHARED      10        4900
D FORTINET INC                   COM              34959E10        15      717 SH       SHARED      21         717
D FORTINET INC                   COM              34959E10       429    19700 SH       SHARED      30       19700
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10      1251    73496 SH       SHARED               73496
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10       942    55324 SH       SHARED      01        7699             47625
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10      1204    70731 SH       SHARED      02       70309               422
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10        49     2900 SH       SHARED      10        2900
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10        20     1190 SH       SHARED      20                          1190
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10         3      180 SH       SHR/OTHR    20                           180
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10       141     8300 SH       SHARED      23        8300
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10       125     7375 SH       SHR/OTHR    23                          7375
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10       136     8000 SH       SHARED      26        8000
D FORWARD AIR CORP               COM              34985310       284     8879 SH       SHARED                8879
D FORWARD AIR CORP               COM              34985310        37     1167 SH       SHARED      02         907               260
D FORWARD AIR CORP               COM              34985310       147     4600 SH       SHARED      10        4600
D FOSSIL INC                     COM              34988210     15185   191347 SH       SHARED              191347
D FOSSIL INC                     COM              34988210      2537    31975 SH       SHARED      01       15775             16200
D FOSSIL INC                     COM              34988210        32      409 SH       SHARED      02         409
D FOSSIL INC                     COM              34988210         2       27 SH       SHARED      05          27
D FOSSIL INC                     COM              34988210        23      300 SH       SHARED      06         300
D FOSSIL INC                     COM              34988210       206     2600 SH       SHARED      10        2600
D FOSSIL INC                     COM              34988210       158     2000 SH       SHARED      26        2000
D FORTUNA SILVER MINES INC       COM              34991510       485    88400 SH       SHARED      02       88400
D FORTUNA SILVER MINES INC       COM              34991510         9     1800 SH       SHR/OTHR    23                          1800
D FOSTER L B CO                  COM              35006010       289    10218 SH       SHARED               10218
D FOSTER L B CO                  COM              35006010         2      106 SH       SHARED      02         106
D FOSTER L B CO                  COM              35006010        19      700 SH       SHARED      10         700
D FOX CHASE BANCORP INC NEW      COM              35137T10        32     2598 SH       SHARED                2598
D FOX CHASE BANCORP INC NEW      COM              35137T10         1       93 SH       SHARED      02          93
D FQF TR                         QUANTSHARE SIZ   35168040      9755   388061 SH       SHARED      02      388061
D FQF TR                         QUANTSHAR QUAL   35168050      7427   306805 SH       SHARED      02      306805
D FRANCE TELECOM                 SPONSORED ADR    35177Q10      1203    76846 SH       SHARED               76846
D FRANCE TELECOM                 SPONSORED ADR    35177Q10       219    14000 SH       SHARED      02       10000              4000
D FRANCESCAS HLDGS CORP          COM              35179310        58     3394 SH       SHARED                3394
D FRANCESCAS HLDGS CORP          COM              35179310         0       21 SH       SHARED      02          21
D FRANCO NEVADA CORP             COM              35185810        95     2510 SH       SHARED                2406               104
D FRANCO NEVADA CORP             COM              35185810     12659   332538 SH       SHARED              104299            228239
D FRANCO NEVADA CORP             COM              35185810      1995    52415 SH       SHARED      02       52200               215
D FRANCO NEVADA CORP             COM              35185810     88534  2325583 SH       SHARED      04     2325583
D FRANCO NEVADA CORP             COM              35185810         4      110 SH       SHARED      05         110
D FRANCO NEVADA CORP             COM              35185810      1142    30000 SH       SHARED      06                         30000
D FRANKLIN COVEY CO              COM              35346910        21     2546 SH       SHARED                2546
D FRANKLIN COVEY CO              COM              35346910         0        3 SH       SHARED      02           3
D FRANKLIN COVEY CO              COM              35346910         9     1100 SH       SHARED      10        1100
D FRANKLIN ELEC INC              COM              35351410       617    14185 SH       SHARED               14185
D FRANKLIN ELEC INC              COM              35351410        34      800 SH       SHARED      01         800
D FRANKLIN ELEC INC              COM              35351410        57     1310 SH       SHARED      02        1310
D FRANKLIN ELEC INC              COM              35351410       102     2350 SH       SHARED      05        2350
D FRANKLIN ELEC INC              COM              35351410       230     5300 SH       SHARED      10        5300
D FRANKLIN FINL CORP VA          COM              35353C10        31     2635 SH       SHARED                2635
D FRANKLIN FINL CORP VA          COM              35353C10         0       19 SH       SHARED      02          19
D FRANKLIN RES INC               COM              35461310     37447   389839 SH       SHARED              389839
D FRANKLIN RES INC               COM              35461310      4201    43736 SH       SHARED      01       43736
D FRANKLIN RES INC               COM              35461310       146     1522 SH       SHARED      02        1522
D FRANKLIN RES INC               COM              35461310         0      250 SH PUT   SHARED      02         250
D FRANKLIN RES INC               COM              35461310       797     8300 SH       SHARED      04        8300
D FRANKLIN RES INC               COM              35461310        48      500 SH       SHARED      05         500
D FRANKLIN RES INC               COM              35461310      1460    15200 SH       SHARED      06       10850              4350
D FRANKLIN RES INC               COM              35461310      6736    70129 SH       SHARED      10       70129
D FRANKLIN RES INC               COM              35461310        67      700 SH       SHARED      23         700
D FRANKLIN RES INC               COM              35461310       172     1800 SH       SHR/OTHR    23                          1800
D FRANKLIN RES INC               COM              35461310      2712    28237 SH       SHARED      27       28237
D FRANKLIN RES INC               COM              35461310      4665    48572 SH       SHARED      31       48572
D FRANKLIN STREET PPTYS CORP     COM              35471R10      1907   191707 SH       SHARED              191707
D FRANKLIN STREET PPTYS CORP     COM              35471R10       797    80178 SH       SHARED      02        1081             79097
D FREDS INC                      CL A             35610810        35     2468 SH       SHARED                2468
D FREDS INC                      CL A             35610810        13      904 SH       SHARED      02         904
D FREDS INC                      CL A             35610810       215    14800 SH       SHARED      10       14800
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       217     5922 SH       SHARED                 397              5525
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85    136566  3712066 SH       SHARED             3708051              4015
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85         0      426 SH CALL  SHARED                 426
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        12     1590 SH PUT   SHARED                1590
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     18267   496534 SH       SHARED      01      377117            119417
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      3116    84716 SH       SHR/OTHR    01                         84716
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     48841  1327567 SH       SHARED      02     1215944            111623
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85         3     2080 SH CALL  SHARED      02        2080
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        68     9056 SH PUT   SHARED      02        9056
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     12422   337672 SH       SHARED      04      337672
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1178    32020 SH       SHARED      05       32020
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      4454   121082 SH       SHARED      06       94264             26818
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     16701   453959 SH       SHARED      10      452286              1673
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      2020    54921 SH       SHARED      20       47271      135     7515
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       645    17540 SH       SHR/OTHR    20                         17540
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       391    10653 SH       SHARED      21       10653
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        58     1593 SH       SHR/OTHR    21                          1593
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      3317    90182 SH       SHARED      23       78692             11490
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      3347    91002 SH       SHR/OTHR    23                         91002
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1033    28100 SH       SHARED      26       28100
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       352     9594 SH       SHARED      27        9594
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1240    33715 SH       SHARED      29       33715
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       919    25000 SH       SHARED      30       25000
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      5241   142478 SH       SHARED      31      142478
D FREIGHTCAR AMER INC            COM              35702310      1486    70969 SH       SHARED               70969
D FREIGHTCAR AMER INC            COM              35702310         6      332 SH       SHARED      02         332
D FRESENIUS MED CARE AG^CO KGA   SPONSORED ADR    35802910       617     9084 SH       SHARED                9084
D FRESENIUS MED CARE AG^CO KGA   SPONSORED ADR    35802910        80     1184 SH       SHARED      01         712               472
D FRESENIUS MED CARE AG^CO KGA   SPONSORED ADR    35802910       815    12000 SH       SHARED      02       12000
D FRESH MKT INC                  COM              35804H10       249     6253 SH       SHARED                6253
D FRESH MKT INC                  COM              35804H10        79     2004 SH       SHARED                2004
D FRESH MKT INC                  COM              35804H10       823    20646 SH       SHARED      02       20246               400
D FRESH MKT INC                  COM              35804H10      7817   195915 SH       SHARED      04      195915
D FRESH MKT INC                  COM              35804H10        87     2200 SH       SHARED      10        2200
D FRIEDMAN INDS INC              COM              35843510        40     3800 SH       SHARED                3800
D FRIENDFINDER NETWORKS INC      COM IPO          35845330         0      937 SH       SHARED                 937
D FRIENDFINDER NETWORKS INC      COM IPO          35845330         0        4 SH       SHARED      02           4
D FRONTIER COMMUNICATIONS CORP   COM              35906A10     11318  2197783 SH       SHARED             2197783
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      1276   247811 SH       SHARED      01      234253             13558
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        19     3851 SH       SHR/OTHR    01                          3851
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       817   158774 SH       SHARED      02      131188             27586
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       342    66507 SH       SHARED      04       66507
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       592   115067 SH       SHARED      05      115067
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       369    71709 SH       SHARED      06       42282             29427
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      8532  1656886 SH       SHARED      10     1656886
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         0       96 SH       SHARED      20          96
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        15     3000 SH       SHARED      21        3000
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         2      413 SH       SHARED      23         120               293
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        23     4658 SH       SHR/OTHR    23                          4658
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         5     1125 SH       SHARED      27        1125
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      1287   250000 SH       SHARED      30      250000
D FROZEN FOOD EXPRESS INDS INC   COM              35936010         1      828 SH       SHARED      02         828
D FUELCELL ENERGY INC            COM              35952H10       174   200653 SH       SHARED              200653
D FUELCELL ENERGY INC            COM              35952H10         9    11000 SH       SHARED      01       11000
D FUELCELL ENERGY INC            COM              35952H10         0      239 SH       SHARED      02         239
D FUEL SYS SOLUTIONS INC         COM              35952W10        93     5685 SH       SHARED                5685
D FUEL SYS SOLUTIONS INC         COM              35952W10        14      906 SH       SHARED      02         606               300
D FUEL SYS SOLUTIONS INC         COM              35952W10         4      300 SH       SHARED      10         300
D FUEL TECH INC                  COM              35952310        50     7640 SH       SHARED                7640
D FUEL TECH INC                  COM              35952310         7     1116 SH       SHARED      02        1116
D FULL HOUSE RESORTS INC         COM              35967810         0       21 SH       SHARED      02          21
D FULLER H B CO                  COM              35969410        27     1200 SH       SHARED                1200
D FULLER H B CO                  COM              35969410         8      361 SH       SHARED      02         361
D FULLER H B CO                  COM              35969410     12110   524034 SH       SHARED      10      524034
D FULTON FINL CORP PA            COM              36027110      1650   168277 SH       SHARED              168277
D FULTON FINL CORP PA            COM              36027110       609    62100 SH       SHARED      01                         62100
D FULTON FINL CORP PA            COM              36027110        17     1818 SH       SHARED      02        1818
D FULTON FINL CORP PA            COM              36027110     29061  2962475 SH       SHARED      10     2962475
D FURNITURE BRANDS INTL INC      COM              36092110       423   344482 SH       SHARED              344482
D FURNITURE BRANDS INTL INC      COM              36092110         0       19 SH       SHARED      02          19
D FURIEX PHARMACEUTICALS INC     COM              36106P10       113     6763 SH       SHARED                6763
D FURIEX PHARMACEUTICALS INC     COM              36106P10         6      366 SH       SHARED      01         366
D FURIEX PHARMACEUTICALS INC     COM              36106P10         0        3 SH       SHARED      02           3
D FURIEX PHARMACEUTICALS INC     COM              36106P10      3109   186068 SH       SHARED      26      186068
D FURIEX PHARMACEUTICALS INC     COM              36106P10       573    34322 SH       SHARED      32       34322
D FURMANITE CORPORATION          COM              36108610        71    11361 SH       SHARED               11361
D FURMANITE CORPORATION          COM              36108610         0       28 SH       SHARED      02          28
D FUSION-IO INC                  COM              36112J10      1397    57749 SH       SHARED               57749
D FUSION-IO INC                  COM              36112J10       188     7791 SH       SHARED      02          41              7750
D FUSION-IO INC                  COM              36112J10       459    19000 SH       SHARED      04       19000
D FUSHI COPPERWELD INC           COM              36113E10         1      200 SH       SHARED      01         200
D FUTUREFUEL CORPORATION         COM              36116M10        43     3478 SH       SHARED                3478
D FUTUREFUEL CORPORATION         COM              36116M10         0       10 SH       SHARED      02          10
D G & K SVCS INC                 CL A             36126810       444    15285 SH       SHARED               15285
D G & K SVCS INC                 CL A             36126810       211     7271 SH       SHARED      02        5761              1510
D G & K SVCS INC                 CL A             36126810       259     8900 SH       SHARED      10        8900
D GAMCO INVESTORS INC            COM              36143810       137     3167 SH       SHARED                3167
D GAMCO INVESTORS INC            COM              36143810         0        4 SH       SHARED      02           4
D GATX CORP                      COM              36144810       466    10691 SH       SHARED               10691
D GATX CORP                      COM              36144810       624    14300 SH       SHARED      01                         14300
D GATX CORP                      COM              36144810         2       51 SH       SHARED      02          51
D GATX CORP                      COM              36144810       130     3000 SH       SHARED      10        3000
D GATX CORP                      COM              36144810       109     2500 SH       SHARED      23                          2500
D GDL FUND                       COM SH BEN IT    36157010      1649   139802 SH       SHARED      02           2            139800
D GEO GROUP INC                  COM              36159R10      1568    93667 SH       SHARED               93667
D GEO GROUP INC                  COM              36159R10        18     1124 SH       SHARED      02        1124
D GEO GROUP INC                  COM              36159R10     18795  1122117 SH       SHARED      10     1122117
D GEO GROUP INC                  COM              36159R10         7      454 SH       SHARED      21         454
D GFI GROUP INC                  COM              36165220       957   232417 SH       SHARED              232417
D GFI GROUP INC                  COM              36165220        59    14500 SH       SHARED      01       14500
D GFI GROUP INC                  COM              36165220        53    13081 SH       SHARED      02       13081
D GFI GROUP INC                  COM              36165220       268    65200 SH       SHARED      10       65200
D GSI GROUP INC CDA NEW          COM NEW          36191C20        90     8853 SH       SHARED                8853
D GSI GROUP INC CDA NEW          COM NEW          36191C20         3      309 SH       SHARED      02         309
D GNC HLDGS INC                  COM CL A         36191G10       234     8100 SH       SHARED                8100
D GNC HLDGS INC                  COM CL A         36191G10         0       17 SH       SHARED      02          17
D GNC HLDGS INC                  COM CL A         36191G10        16      585 SH       SHARED      21         585
D GT ADVANCED TECHNOLOGIES INC   COM              36191U10       299    41436 SH       SHARED               41436
D GT ADVANCED TECHNOLOGIES INC   COM              36191U10        62     8700 SH       SHARED      01        3700              5000
D GT ADVANCED TECHNOLOGIES INC   COM              36191U10        15     2152 SH       SHARED      02        1952               200
D GP STRATEGIES CORP             COM              36225V10        37     2790 SH       SHARED                2790
D GP STRATEGIES CORP             COM              36225V10         0       35 SH       SHARED      02          35
D GSE SYS INC                    COM              36227K10         0      155 SH       SHARED      02         155
D G-III APPAREL GROUP LTD        COM              36237H10       130     5234 SH       SHARED                5234
D G-III APPAREL GROUP LTD        COM              36237H10      1121    45012 SH       SHARED      02       45012
D GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q10         0        2 SH       SHARED      02           2
D GABELLI EQUITY TR INC          COM              36239710         6     1341 SH       SHR/OTHR    23                          1341
D GSI TECHNOLOGY                 COM              36241U10       343    73424 SH       SHARED               73424
D GSI TECHNOLOGY                 COM              36241U10         0       34 SH       SHARED      02          34
D GABELLI DIVD & INCOME TR       COM              36242H10         0        4 SH       SHARED      02           4
D GABELLI HLTHCARE & WELLNESS    SHS              36246K10         0       15 SH       SHARED      02          15
D GAFISA S A                     SPONS ADR        36260730      4778  1038709 SH       SHARED             1038709
D GAFISA S A                     SPONS ADR        36260730      1693   368195 SH       SHARED      02      368195
D GAFISA S A                     SPONS ADR        36260730      1196   260000 SH       SHARED      06      260000
D GAIAM INC                      CL A             36268Q10        69    21515 SH       SHARED               21515
D GAIAM INC                      CL A             36268Q10         0      100 SH       SHARED      02         100
D GAIN CAP HLDGS INC             COM              36268W10       122    18352 SH       SHARED               18352
D GAIN CAP HLDGS INC             COM              36268W10         0       16 SH       SHARED      02          16
D GALENA BIOPHARMA               COM              36325610         5    10858 SH       SHARED               10858
D GALLAGHER ARTHUR J & CO        COM              36357610     24717   739151 SH       SHARED              739151
D GALLAGHER ARTHUR J & CO        COM              36357610      1163    34800 SH       SHARED      01                         34800
D GALLAGHER ARTHUR J & CO        COM              36357610       625    18714 SH       SHARED      02         610             18104
D GALLAGHER ARTHUR J & CO        COM              36357610      1300    38900 SH       SHARED      10       38900
D GALLAGHER ARTHUR J & CO        COM              36357610         7      230 SH       SHARED      21                           230
D GAMING PARTNERS INTL CORP      COM              36467A10         0        5 SH       SHARED      02           5
D GAMESTOP CORP NEW              CL A             36467W10       439    18224 SH       SHARED               18224
D GAMESTOP CORP NEW              CL A             36467W10      1215    50366 SH       SHARED      01       50366
D GAMESTOP CORP NEW              CL A             36467W10     15252   632101 SH       SHARED      02      632101
D GAMESTOP CORP NEW              CL A             36467W10         0      600 SH PUT   SHARED      02         600
D GAMESTOP CORP NEW              CL A             36467W10       813    33700 SH       SHARED      04       33700
D GAMESTOP CORP NEW              CL A             36467W10         2      100 SH       SHARED      05         100
D GAMESTOP CORP NEW              CL A             36467W10       988    40981 SH       SHARED      06       36681              4300
D GAMESTOP CORP NEW              CL A             36467W10       912    37832 SH       SHARED      10       37832
D GAMESTOP CORP NEW              CL A             36467W10       626    25980 SH       SHARED      26       25980
D GAMESTOP CORP NEW              CL A             36467W10        32     1343 SH       SHARED      27        1343
D GANNETT INC                    COM              36473010       675    50560 SH       SHARED                                 50560
D GANNETT INC                    COM              36473010      8106   606291 SH       SHARED              606291
D GANNETT INC                    COM              36473010       221    16570 SH       SHARED      01       16570
D GANNETT INC                    COM              36473010       210    15755 SH       SHARED      02       15755
D GANNETT INC                    COM              36473010       308    23050 SH       SHARED      06       16450              6600
D GANNETT INC                    COM              36473010       850    63619 SH       SHARED      10       63619
D GAP INC DEL                    COM              36476010       600    32386 SH       SHARED               32386
D GAP INC DEL                    COM              36476010      2114   114001 SH       SHARED      01      114001
D GAP INC DEL                    COM              36476010       566    30537 SH       SHARED      02       30337               200
D GAP INC DEL                    COM              36476010       482    25996 SH       SHARED      04       25996
D GAP INC DEL                    COM              36476010         4      255 SH       SHARED      05         255
D GAP INC DEL                    COM              36476010       530    28590 SH       SHARED      06       18640              9950
D GAP INC DEL                    COM              36476010      8116   437523 SH       SHARED      10      437523
D GAP INC DEL                    COM              36476010       480    25905 SH       SHARED      27       25905
D GARDNER DENVER INC             COM              36555810      1731    22465 SH       SHARED               22465
D GARDNER DENVER INC             COM              36555810      3058    39696 SH       SHARED      01         978             38718
D GARDNER DENVER INC             COM              36555810        46      604 SH       SHARED      02         542                62
D GARDNER DENVER INC             COM              36555810       177     2300 SH       SHARED      10        2300
D GARTNER INC                    COM              36665110      3651   105006 SH       SHARED              105006
D GARTNER INC                    COM              36665110      1097    31578 SH       SHARED      01        1312             30266
D GARTNER INC                    COM              36665110        66     1904 SH       SHARED      02         704              1200
D GARTNER INC                    COM              36665110       142     4100 SH       SHARED      10        4100
D GARTNER INC                    COM              36665110        16      473 SH       SHARED      21         473
D GARTNER INC                    COM              36665110       688    19800 SH       SHARED      23       19800
D GARTNER INC                    COM              36665110       573    16500 SH       SHR/OTHR    23                         16500
D GARTNER INC                    COM              36665110        89     2569 SH       SHARED      26        2569
D GAS NAT INC                    COM              36720410        50     4400 SH       SHARED                4400
D GASTAR EXPL LTD                COM NEW          36729920        62    19696 SH       SHARED               19696
D GASTAR EXPL LTD                COM NEW          36729920         0       19 SH       SHARED      02          19
D GAYLORD ENTMT CO NEW           COM              36790510       293    12142 SH       SHARED               12142
D GAYLORD ENTMT CO NEW           COM              36790510      6641   275110 SH       SHARED      02      275110
D GAYLORD ENTMT CO NEW           COM              36790510       270    11200 SH       SHARED      10       11200
D GAYLORD ENTMT CO NEW           COM              36790510        72     3000 SH       SHARED      23                          3000
D GEEKNET INC                    COM NEW          36846Q20        12      729 SH       SHARED                 729
D GEEKNET INC                    COM NEW          36846Q20         0        4 SH       SHARED      02           4
D GEN-PROBE INC NEW              COM              36866T10     11537   195149 SH       SHARED              195149
D GEN-PROBE INC NEW              COM              36866T10       845    14300 SH       SHARED      01                         14300
D GEN-PROBE INC NEW              COM              36866T10        23      402 SH       SHARED      02         402
D GEN-PROBE INC NEW              COM              36866T10       135     2300 SH       SHARED      10        2300
D GENCOR INDS INC                COM              36867810         0        3 SH       SHARED      02           3
D GENCORP INC                    SDCV  4.062%12/3 368682AN       270   300000 PRN      SHARED              300000
D GENCORP INC                    COM              36868210        84    15921 SH       SHARED               15921
D GENCORP INC                    COM              36868210       505    95030 SH       SHARED      01       79430             15600
D GENCORP INC                    COM              36868210       885   166400 SH       SHR/OTHR    01                        166400
D GENCORP INC                    COM              36868210        34     6472 SH       SHARED      02        6472
D GENCO SHIPPING & TRADING LTD   NOTE  5.000% 8/1 36869MAA       221   350000 PRN      SHARED              350000
D GENERAC HLDGS INC              COM              36873610       477    17024 SH       SHARED               17024
D GENERAC HLDGS INC              COM              36873610         0       13 SH       SHARED      02          13
D GENERAC HLDGS INC              COM              36873610        86     3100 SH       SHARED      10        3100
D GENERAL AMERN INVS INC         COM              36880210         0        1 SH       SHARED      02           1
D GENERAL CABLE CORP DEL NEW     NOTE  0.875%11/1 369300AD      2300  2500000 PRN      SHARED             2500000
D GENERAL CABLE CORP DEL NEW     FRNT  4.500%11/1 369300AL       827   875000 PRN      SHARED                                875000
D GENERAL CABLE CORP DEL NEW     FRNT  4.500%11/1 369300AL      3105  3283000 PRN      SHARED      02     3283000
D GENERAL CABLE CORP DEL NEW     COM              36930010      6375   254913 SH       SHARED              254913
D GENERAL CABLE CORP DEL NEW     COM              36930010       506    20250 SH       SHARED      01        4050             16200
D GENERAL CABLE CORP DEL NEW     COM              36930010       588    23548 SH       SHARED      02       23548
D GENERAL CABLE CORP DEL NEW     COM              36930010     26945  1077401 SH       SHARED      10     1077401
D GENERAL COMMUNICATION INC      CL A             36938510        95     9723 SH       SHARED                9723
D GENERAL COMMUNICATION INC      CL A             36938510       112    11483 SH       SHARED      02       11483
D GENERAL DYNAMICS CORP          COM              36955010     35558   535440 SH       SHARED              535440
D GENERAL DYNAMICS CORP          COM              36955010      5197    78259 SH       SHARED      01       76609              1650
D GENERAL DYNAMICS CORP          COM              36955010       588     8860 SH       SHARED      02        7858              1002
D GENERAL DYNAMICS CORP          COM              36955010        66     1000 SH       SHARED      04                          1000
D GENERAL DYNAMICS CORP          COM              36955010        33      500 SH       SHARED      04         500
D GENERAL DYNAMICS CORP          COM              36955010        53      800 SH       SHARED      05         800
D GENERAL DYNAMICS CORP          COM              36955010     16171   243504 SH       SHARED      10      243504
D GENERAL DYNAMICS CORP          COM              36955010       292     4400 SH       SHARED      23        4400
D GENERAL DYNAMICS CORP          COM              36955010      1490    22446 SH       SHR/OTHR    23                         22446
D GENERAL DYNAMICS CORP          COM              36955010       212     3200 SH       SHARED      26        3200
D GENERAL DYNAMICS CORP          COM              36955010        61      929 SH       SHARED      27         929
D GENERAL DYNAMICS CORP          COM              36955010      5641    84943 SH       SHARED      31       84943
D GENERAL ELECTRIC CO            COM              36960410       280    15634 SH       SHARED                7126              8508
D GENERAL ELECTRIC CO            COM              36960410    109146  6094175 SH       SHARED             5964300            129875
D GENERAL ELECTRIC CO            COM              36960410        17     7000 SH CALL  SHARED                7000
D GENERAL ELECTRIC CO            COM              36960410         5     9405 SH PUT   SHARED                9405
D GENERAL ELECTRIC CO            COM              36960410     73030  4077613 SH       SHARED      01     3094511      400   982702
D GENERAL ELECTRIC CO            COM              36960410      7688   429305 SH       SHR/OTHR    01                        429305
D GENERAL ELECTRIC CO            COM              36960410     30529  1704591 SH       SHARED      02     1383309            321282
D GENERAL ELECTRIC CO            COM              36960410        16    14534 SH CALL  SHARED      02       14534
D GENERAL ELECTRIC CO            COM              36960410        24    12976 SH PUT   SHARED      02       12976
D GENERAL ELECTRIC CO            COM              36960410       580    32423 SH       SHARED      04       10147             22276
D GENERAL ELECTRIC CO            COM              36960410     25625  1430800 SH       SHARED      04     1430800
D GENERAL ELECTRIC CO            COM              36960410     13827   772073 SH       SHARED      05      772073
D GENERAL ELECTRIC CO            COM              36960410     20279  1132288 SH       SHARED      06      686050            446238
D GENERAL ELECTRIC CO            COM              36960410     75597  4220990 SH       SHARED      10     4214183              6807
D GENERAL ELECTRIC CO            COM              36960410       398    22230 SH       SHARED      15       22230
D GENERAL ELECTRIC CO            COM              36960410      4569   255153 SH       SHARED      20      194171      580    60402
D GENERAL ELECTRIC CO            COM              36960410      1818   101514 SH       SHR/OTHR    20                        101514
D GENERAL ELECTRIC CO            COM              36960410      1208    67480 SH       SHARED      21       67337               143
D GENERAL ELECTRIC CO            COM              36960410       452    25292 SH       SHR/OTHR    21                         25292
D GENERAL ELECTRIC CO            COM              36960410     24821  1385874 SH       SHARED      23     1307055             78819
D GENERAL ELECTRIC CO            COM              36960410     23973  1338554 SH       SHR/OTHR    23                       1338554
D GENERAL ELECTRIC CO            COM              36960410      2580   144100 SH       SHARED      26      144100
D GENERAL ELECTRIC CO            COM              36960410       720    40204 SH       SHARED      27       40204
D GENERAL ELECTRIC CO            COM              36960410      2682   149800 SH       SHARED      29      149800
D GENERAL ELECTRIC CO            COM              36960410      4155   232000 SH       SHARED      30      232000
D GENERAL ELECTRIC CO            COM              36960410     25813  1441303 SH       SHARED      31     1441303
D GENERAL GROWTH PPTYS INC NEW   COM              37002310     14785   984361 SH       SHARED              984361
D GENERAL GROWTH PPTYS INC NEW   COM              37002310      4180   278322 SH       SHARED      01      278322
D GENERAL GROWTH PPTYS INC NEW   COM              37002310      1068    71128 SH       SHARED      02       69128              2000
D GENERAL GROWTH PPTYS INC NEW   COM              37002310         3     5000 SH PUT   SHARED      02        5000
D GENERAL GROWTH PPTYS INC NEW   COM              37002310        64     4264 SH       SHARED      06        4264
D GENERAL GROWTH PPTYS INC NEW   COM              37002310      6003   399702 SH       SHARED      10      399702
D GENERAL GROWTH PPTYS INC NEW   COM              37002310    117772  7841033 SH       SHARED      11     4561722           3279311
D GENERAL GROWTH PPTYS INC NEW   COM              37002310         5      370 SH       SHARED      20         370
D GENERAL MLS INC                COM              37033410     78567  1944256 SH       SHARED             1944256
D GENERAL MLS INC                COM              37033410         0      970 SH PUT   SHARED                 970
D GENERAL MLS INC                COM              37033410      7339   181620 SH       SHARED      01      169320             12300
D GENERAL MLS INC                COM              37033410       943    23360 SH       SHR/OTHR    01                         23360
D GENERAL MLS INC                COM              37033410      5678   140519 SH       SHARED      02       12386            128133
D GENERAL MLS INC                COM              37033410         5     2511 SH CALL  SHARED      02        2511
D GENERAL MLS INC                COM              37033410         1     1045 SH PUT   SHARED      02        1045
D GENERAL MLS INC                COM              37033410      2404    59500 SH       SHARED      04       59500
D GENERAL MLS INC                COM              37033410      1218    30160 SH       SHARED      05       30160
D GENERAL MLS INC                COM              37033410      2991    74040 SH       SHARED      06       53990             20050
D GENERAL MLS INC                COM              37033410     15121   374198 SH       SHARED      10      374198
D GENERAL MLS INC                COM              37033410        28      700 SH       SHARED      20         700
D GENERAL MLS INC                COM              37033410       825    20428 SH       SHARED      23       18428              2000
D GENERAL MLS INC                COM              37033410      1561    38650 SH       SHR/OTHR    23                         38650
D GENERAL MLS INC                COM              37033410       152     3768 SH       SHARED      27        3768
D GENERAL MLS INC                COM              37033410      3277    81100 SH       SHARED      30       81100
D GENERAL MOLY INC               COM              37037310       106    34313 SH       SHARED               34313
D GENERAL MOLY INC               COM              37037310         3      975 SH       SHARED      01         975
D GENERAL MOLY INC               COM              37037310         0       50 SH       SHARED      02          50
D GENERAL MOLY INC               COM              37037310       114    36900 SH       SHARED      10       36900
D GENERAL MTRS CO                COM              37045V10     23154  1142291 SH       SHARED             1128561             13730
D GENERAL MTRS CO                COM              37045V10      4741   233937 SH       SHARED      01      230148              3789
D GENERAL MTRS CO                COM              37045V10        60     2965 SH       SHR/OTHR    01                          2965
D GENERAL MTRS CO                COM              37045V10    150819  7440507 SH       SHARED      02     7433976              6531
D GENERAL MTRS CO                COM              37045V10         0      250 SH CALL  SHARED      02         250
D GENERAL MTRS CO                COM              37045V10         6     1000 SH PUT   SHARED      02        1000
D GENERAL MTRS CO                COM              37045V10     13823   681986 SH       SHARED      04      681986
D GENERAL MTRS CO                COM              37045V10      2420   119394 SH       SHARED      05      119394
D GENERAL MTRS CO                COM              37045V10      1101    54320 SH       SHARED      06       50620              3700
D GENERAL MTRS CO                COM              37045V10       364    18000 SH       SHARED      10       18000
D GENERAL MTRS CO                COM              37045V10       222    11000 SH       SHARED      15       11000
D GENERAL MTRS CO                COM              37045V10       176     8685 SH       SHARED      20        8265               420
D GENERAL MTRS CO                COM              37045V10         4      200 SH       SHARED      23         200
D GENERAL MTRS CO                COM              37045V10       404    19948 SH       SHARED      26       19948
D GENERAL MTRS CO                *W EXP 07/10/201 37045V11      2221   189369 SH       SHARED              188069              1300
D GENERAL MTRS CO                *W EXP 07/10/201 37045V11     92613  7895423 SH       SHARED      02     7892631              2792
D GENERAL MTRS CO                *W EXP 07/10/201 37045V12        59     7630 SH       SHARED                6330              1300
D GENERAL MTRS CO                *W EXP 07/10/201 37045V12     19031  2433667 SH       SHARED      02     2430875              2792
D GENERAL MTRS CO                JR PFD CNV SRB   37045V20       724    21147 SH       SHARED      02        9581             11566
D GENESCO INC                    COM              37153210       308     5000 SH       SHARED                5000
D GENESCO INC                    COM              37153210       249     4048 SH       SHARED      02        4048
D GENESCO INC                    COM              37153210       426     6900 SH       SHARED      10        6900
D GENESEE & WYO INC              CL A             37155910      1073    17721 SH       SHARED               17721
D GENESEE & WYO INC              CL A             37155910        54      892 SH       SHARED      02         432               460
D GENESEE & WYO INC              CL A             37155910        66     1100 SH       SHARED      10        1100
D GENESEE & WYO INC              CL A             37155910        20      331 SH       SHARED      21         331
D GENTEX CORP                    COM              37190110       461    15604 SH       SHARED               15604
D GENTEX CORP                    COM              37190110      1328    44900 SH       SHARED      01                         44900
D GENTEX CORP                    COM              37190110       182     6153 SH       SHARED      02           8              6145
D GENTEX CORP                    COM              37190110      1878    63500 SH       SHARED      10       63500
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710      1609    57391 SH       SHARED      02           1             57390
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710     26296   937815 SH       SHARED      06                        937815
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710       204     7300 SH       SHARED      26        7300
D GENIE ENERGY LTD               CL B             37228420        38     4828 SH       SHARED                4828
D GENIE ENERGY LTD               CL B             37228420         5      650 SH       SHARED      01         650
D GENIE ENERGY LTD               CL B             37228420         0      110 SH       SHARED      02          10               100
D GENMARK DIAGNOSTICS INC        COM              37230910      1110   269483 SH       SHARED              269483
D GENMARK DIAGNOSTICS INC        COM              37230910         0        3 SH       SHARED      02           3
D GENOMIC HEALTH INC             COM              37244C10       247     9748 SH       SHARED                9748
D GENOMIC HEALTH INC             COM              37244C10         0       27 SH       SHARED      02          27
D GENOMIC HEALTH INC             COM              37244C10       371    14644 SH       SHARED      04       14644
D GENON ENERGY INC               COM              37244E10      1497   573853 SH       SHARED              573853
D GENON ENERGY INC               COM              37244E10       208    79920 SH       SHARED      01       79920
D GENON ENERGY INC               COM              37244E10         3     1188 SH       SHR/OTHR    01                          1188
D GENON ENERGY INC               COM              37244E10        24     9445 SH       SHARED      02        7445              2000
D GENON ENERGY INC               COM              37244E10        75    28800 SH       SHARED      10       28800
D GENON ENERGY INC               COM              37244E10        15     6000 SH       SHARED      23                          6000
D GENON ENERGY INC               COM              37244E10         3     1389 SH       SHARED      26        1389
D GENVEC INC                     COM NEW          37246C30         9     3902 SH       SHARED                3902
D GENUINE PARTS CO               COM              37246010       139     2278 SH       SHARED                2278
D GENUINE PARTS CO               COM              37246010     22019   359798 SH       SHARED              121392            238406
D GENUINE PARTS CO               COM              37246010      2268    37062 SH       SHARED      01       37062
D GENUINE PARTS CO               COM              37246010       118     1940 SH       SHARED      02        1815               125
D GENUINE PARTS CO               COM              37246010    148426  2425275 SH       SHARED      04     2425275
D GENUINE PARTS CO               COM              37246010         6      100 SH       SHARED      05         100
D GENUINE PARTS CO               COM              37246010      1107    18100 SH       SHARED      06       13800              4300
D GENUINE PARTS CO               COM              37246010     10555   172482 SH       SHARED      10      172482
D GENUINE PARTS CO               COM              37246010       122     2000 SH       SHR/OTHR    20                          2000
D GENUINE PARTS CO               COM              37246010        55      900 SH       SHARED      21         900
D GENUINE PARTS CO               COM              37246010       110     1800 SH       SHARED      23                          1800
D GENUINE PARTS CO               COM              37246010        49      802 SH       SHARED      27         802
D GENTIVA HEALTH SERVICES INC    COM              37247A10       278    41248 SH       SHARED               41248
D GENTIVA HEALTH SERVICES INC    COM              37247A10         6     1000 SH       SHARED      01        1000
D GENTIVA HEALTH SERVICES INC    COM              37247A10         1      189 SH       SHARED      02         189
D GENTIVA HEALTH SERVICES INC    COM              37247A10        66     9900 SH       SHARED      10        9900
D GENWORTH FINL INC              COM CL A         37247D10     39067  5964482 SH       SHARED             5964482
D GENWORTH FINL INC              COM CL A         37247D10      1006   153675 SH       SHARED      01      153675
D GENWORTH FINL INC              COM CL A         37247D10        39     6032 SH       SHARED      02        3832              2200
D GENWORTH FINL INC              COM CL A         37247D10         1      300 SH       SHARED      05         300
D GENWORTH FINL INC              COM CL A         37247D10       159    24300 SH       SHARED      06       13200             11100
D GENWORTH FINL INC              COM CL A         37247D10       835   127523 SH       SHARED      10      127523
D GENWORTH FINL INC              COM CL A         37247D10       327    50000 SH       SHARED      26       50000
D GEORESOURCES INC               COM              37247610        14      500 SH       SHARED                 500
D GEORESOURCES INC               COM              37247610         5      175 SH       SHARED      01         175
D GEORESOURCES INC               COM              37247610         3      109 SH       SHARED      02         109
D GENTIUM S P A                  SPONSORED ADR    37250B10        16     2700 SH       SHARED                2700
D GEOEYE INC                     COM              37250W10      1016    45735 SH       SHARED               45735
D GEOEYE INC                     COM              37250W10         2      102 SH       SHARED      02         102
D GEOEYE INC                     COM              37250W10       106     4800 SH       SHARED      10        4800
D GEOKINETICS INC                COM PAR $0.01    37291030        82    38528 SH       SHARED               38528
D GEOKINETICS INC                COM PAR $0.01    37291030         0      241 SH       SHARED      02         241
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030      4077   209196 SH       SHARED              209196
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030       167     8618 SH       SHARED      01        8618
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030         0       10 SH       SHARED      02          10
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030       132     6800 SH       SHARED      10        6800
D GERDAU S A                     SPONSORED ADR    37373710      2787   356943 SH       SHARED              356943
D GERDAU S A                     SPONSORED ADR    37373710         4      833 SH PUT   SHARED                 833
D GERDAU S A                     SPONSORED ADR    37373710      4029   515956 SH       SHARED      02      515956
D GERDAU S A                     SPONSORED ADR    37373710         0     2000 SH CALL  SHARED      02        2000
D GERDAU S A                     SPONSORED ADR    37373710       263    33750 SH       SHARED      04       33750
D GERDAU S A                     SPONSORED ADR    37373710       398    51000 SH       SHARED      30       51000
D GERMAN AMERN BANCORP INC       COM              37386510        44     2419 SH       SHARED                2419
D GERMAN AMERN BANCORP INC       COM              37386510         0        3 SH       SHARED      02           3
D GERON CORP                     COM              37416310       647   437329 SH       SHARED              437329
D GERON CORP                     COM              37416310        15    10700 SH       SHARED      01       10700
D GERON CORP                     COM              37416310        24    16365 SH       SHARED      02       16365
D GERON CORP                     COM              37416310        94    63800 SH       SHARED      10       63800
D GETTY RLTY CORP NEW            COM              37429710       938    67247 SH       SHARED               67247
D GETTY RLTY CORP NEW            COM              37429710         2      149 SH       SHARED      02         149
D GETTY RLTY CORP NEW            COM              37429710        34     2500 SH       SHARED      10        2500
D GETTY RLTY CORP NEW            COM              37429710       390    28000 SH       SHARED      26       28000
D GEVO INC                       COM              37439610        13     2092 SH       SHARED                2092
D GEVO INC                       COM              37439610         0        4 SH       SHARED      02           4
D GIANT INTERACTIVE GROUP INC    ADR              37451110       242    59480 SH       SHARED               59480
D GIANT INTERACTIVE GROUP INC    ADR              37451110         8     2098 SH       SHARED      02        2098
D GIBRALTAR INDS INC             COM              37468910       131     9454 SH       SHARED                9454
D GIBRALTAR INDS INC             COM              37468910        34     2503 SH       SHARED      02        2503
D GIBRALTAR INDS INC             COM              37468910       247    17700 SH       SHARED      10       17700
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH     13872 12000000 PRN      SHARED      04    12000000
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH     16408 14194000 PRN      SHARED      06    11964000           2230000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN      1779  1625000 PRN      SHARED             1625000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN      1587  1450000 PRN      SHARED      04     1450000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN     42321 38650000 PRN      SHARED      06    28920000           9730000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN        54    50000 PRN      SHARED      10       50000
D GILEAD SCIENCES INC            NOTE  1.625% 5/0 375558AP       853   750000 PRN      SHARED                                750000
D GILEAD SCIENCES INC            NOTE  1.625% 5/0 375558AP       569   500000 PRN      SHARED      02      500000
D GILEAD SCIENCES INC            NOTE  1.625% 5/0 375558AP      4836  4250000 PRN      SHARED      06     4250000
D GILEAD SCIENCES INC            COM              37555810        41     1026 SH       SHARED                 406               620
D GILEAD SCIENCES INC            COM              37555810     84360  2061088 SH       SHARED             2042268             18820
D GILEAD SCIENCES INC            COM              37555810         2      577 SH CALL  SHARED                 577
D GILEAD SCIENCES INC            COM              37555810     18085   441865 SH       SHARED      01      313504      300   128061
D GILEAD SCIENCES INC            COM              37555810      4383   107091 SH       SHR/OTHR    01                        107091
D GILEAD SCIENCES INC            COM              37555810      4776   116689 SH       SHARED      02       85169             31520
D GILEAD SCIENCES INC            COM              37555810         2     1439 SH CALL  SHARED      02        1439
D GILEAD SCIENCES INC            COM              37555810         4     2500 SH PUT   SHARED      02        2500
D GILEAD SCIENCES INC            COM              37555810      1186    29000 SH       SHARED      04       29000
D GILEAD SCIENCES INC            COM              37555810    208788  5101120 SH       SHARED      04     5101120
D GILEAD SCIENCES INC            COM              37555810       646    15800 SH       SHARED      05       15800
D GILEAD SCIENCES INC            COM              37555810     13833   337982 SH       SHARED      06      111132            226850
D GILEAD SCIENCES INC            COM              37555810      9214   225138 SH       SHARED      10      223185              1953
D GILEAD SCIENCES INC            COM              37555810      2697    65908 SH       SHARED      20       55293      165    10450
D GILEAD SCIENCES INC            COM              37555810       307     7505 SH       SHR/OTHR    20                          7505
D GILEAD SCIENCES INC            COM              37555810       409    10008 SH       SHARED      21       10008
D GILEAD SCIENCES INC            COM              37555810       195     4785 SH       SHR/OTHR    21                          4785
D GILEAD SCIENCES INC            COM              37555810      4048    98914 SH       SHARED      23       87669             11245
D GILEAD SCIENCES INC            COM              37555810      3484    85145 SH       SHR/OTHR    23                         85145
D GILEAD SCIENCES INC            COM              37555810      1428    34900 SH       SHARED      26       34900
D GILEAD SCIENCES INC            COM              37555810       261     6400 SH       SHARED      30        6400
D GILEAD SCIENCES INC            COM              37555810       732    17900 SH       SHARED      32       17900
D GILDAN ACTIVEWEAR INC          COM              37591610       762    40597 SH       SHARED               40597
D GILDAN ACTIVEWEAR INC          COM              37591610         1      102 SH       SHARED      02         102
D GILDAN ACTIVEWEAR INC          COM              37591610      1127    60000 SH       SHARED      04       60000
D GILDAN ACTIVEWEAR INC          COM              37591610        68     3650 SH       SHARED      05        3650
D GILDAN ACTIVEWEAR INC          COM              37591610       665    35400 SH       SHARED      06       35400
D GLACIER BANCORP INC NEW        COM              37637Q10      3093   257165 SH       SHARED              257165
D GLACIER BANCORP INC NEW        COM              37637Q10         4      389 SH       SHARED      02         389
D GLACIER BANCORP INC NEW        COM              37637Q10      2930   243577 SH       SHARED      10      243577
D GLADSTONE CAPITAL CORP         COM              37653510       825   108127 SH       SHARED              108127
D GLADSTONE CAPITAL CORP         COM              37653510        15     2006 SH       SHARED      02           6              2000
D GLADSTONE CAPITAL CORP         COM              37653510       279    36600 SH       SHARED      10       36600
D GLADSTONE COML CORP            COM              37653610        35     2031 SH       SHARED                2031
D GLADSTONE COML CORP            COM              37653610         1      108 SH       SHARED      02         108
D GLADSTONE INVT CORP            COM              37654610        30     4218 SH       SHARED                4218
D GLADSTONE INVT CORP            COM              37654610         0        7 SH       SHARED      02           7
D GLATFELTER                     COM              37731610       213    15128 SH       SHARED               15128
D GLATFELTER                     COM              37731610       322    22812 SH       SHARED      02         412             22400
D GLATFELTER                     COM              37731610         1      400 SH CALL  SHARED      02         400
D GLATFELTER                     COM              37731610       220    15600 SH       SHARED      10       15600
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       456    10000 SH       SHARED               10000
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       105     2317 SH       SHARED      01         817              1500
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       257     5641 SH       SHARED      02           9              5632
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        45     1005 SH       SHARED      20         550               455
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       399     8748 SH       SHR/OTHR    20                          8748
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       436     9557 SH       SHARED      21        9441               116
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        68     1500 SH       SHARED      23        1500
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       298     6545 SH       SHR/OTHR    23                          6545
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       748    16400 SH       SHARED      32       16400
D GLEACHER & CO INC              COM              37734110       289   172032 SH       SHARED              172032
D GLEACHER & CO INC              COM              37734110         1      983 SH       SHARED      02         983
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710       102    22978 SH       SHARED               22978
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710         0       44 SH       SHARED      02          44
D GLOBALSTAR INC                 NOTE  5.750% 4/0 378973AA       169   450000 PRN      SHARED              450000
D GLOBALSTAR INC                 COM              37897340       185   343438 SH       SHARED              343438
D GLOBALSTAR INC                 COM              37897340        12    22890 SH       SHARED      02       22890
D GLIMCHER RLTY TR               SH BEN INT       37930210       653    70994 SH       SHARED               70994
D GLIMCHER RLTY TR               SH BEN INT       37930210         2      307 SH       SHARED      02           7               300
D GLIMCHER RLTY TR               SH BEN INT       37930210        49     5400 SH       SHARED      10        5400
D GLIMCHER RLTY TR               SH BEN INT       37930210     79124  8600450 SH       SHARED      11     4033650           4566800
D GLIMCHER RLTY TR               SH BEN INT       37930210       204    22269 SH       SHARED      26       22269
D GLOBALSCAPE INC                COM              37940G10         0       32 SH       SHARED      02          32
D GLOBAL PMTS INC                COM              37940X10      3736    78864 SH       SHARED               78864
D GLOBAL PMTS INC                COM              37940X10      1258    26560 SH       SHARED      01        2360             24200
D GLOBAL PMTS INC                COM              37940X10        75     1604 SH       SHARED      02        1304               300
D GLOBAL PMTS INC                COM              37940X10       165     3500 SH       SHARED      10        3500
D GLOBAL POWER EQUIPMENT GRP I   COM PAR $0.01    37941P30        67     2856 SH       SHARED                2856
D GLOBAL POWER EQUIPMENT GRP I   COM PAR $0.01    37941P30         2      111 SH       SHARED      02         111
D GLOBAL PARTNERS LP             COM UNITS        37946R10       187     8567 SH       SHARED      02          12              8555
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10        38     5688 SH       SHARED                5688
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10        10     1600 SH       SHARED      01        1600
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10         0       17 SH       SHARED      02          17
D GLOBAL X FDS                   FTSE COLUMBIA20  37950E20         3      200 SH       SHARED                 200
D GLOBAL X FDS                   GLB X SUPERDIV   37950E54       183     8950 SH       SHARED      02                          8950
D GLOBAL X FDS                   GLB X ASEAN 40   37950E64         8      600 SH       SHARED      02                           600
D GLOBAL X FDS                   GLB X URANIUM    37950E75       904   111000 SH       SHARED      02      110000              1000
D GLOBAL X FDS                   GLB X BRAZ CON   37950E84         0       15 SH       SHARED      02          15
D GLOBAL X FDS                   SILVER MNR ETF   37950E85         5      239 SH       SHARED      02                           239
D GLOBAL EAGLE ACQUISITION COR   COM              37951D10      4912   513300 SH       SHARED      02      513300
D GLOBAL EAGLE ACQUISITION COR   *W EXP 05/13/201 37951D11       253   563250 SH       SHARED      02      563250
D GLOBAL EAGLE ACQUISITION COR   UNIT 99/99/9999  37951D20      7442   739771 SH       SHARED      02      739771
D GLOBAL EAGLE ACQUISITION COR   UNIT 99/99/9999  37951D20      2515   250000 SH       SHARED      04      250000
D GLOBE SPECIALTY METALS INC     COM              37954N20      2911   217418 SH       SHARED              217418
D GLOBE SPECIALTY METALS INC     COM              37954N20        24     1818 SH       SHARED      02        1818
D GLOBE SPECIALTY METALS INC     COM              37954N20        21     1600 SH       SHARED      10        1600
D GLOBECOMM SYSTEMS INC          COM              37956X10        54     3981 SH       SHARED                3981
D GLOBECOMM SYSTEMS INC          COM              37956X10         2      213 SH       SHARED      02         213
D GLU MOBILE INC                 COM              37989010        25     8014 SH       SHARED                8014
D GLU MOBILE INC                 COM              37989010         6     1934 SH       SHARED      02        1934
D GLU MOBILE INC                 COM              37989010        44    14300 SH       SHARED      10       14300
D GMX RES INC                    NOTE  5.000% 2/0 38011MAB       288   451000 PRN      SHARED              451000
D GMX RES INC                    NOTE  5.000% 2/0 38011MAB       192   300000 PRN      SHARED      02                        300000
D GMX RES INC                    COM              38011M10        22    17612 SH       SHARED               17612
D GMX RES INC                    COM              38011M10        10     8070 SH       SHARED      02        8070
D GMX RES INC                    COM              38011M10         3     1120 SH PUT   SHARED      02        1120
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10      3778   569865 SH       SHARED              569865
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10         2      400 SH       SHARED      02                           400
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10        64     9775 SH       SHARED      04        9775
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       200    13162 SH       SHARED               13162
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       228    15000 SH       SHARED      01                         15000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10        51     3399 SH       SHARED      02        3188               211
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      3862   253293 SH       SHARED      04      253293
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       317    20800 SH       SHARED      23       20800
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       366    24000 SH       SHR/OTHR    23                         24000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       183    12000 SH       SHARED      29       12000
D GOLD RESV INC                  CL A             38068N10        38    13700 SH       SHARED      02       13700
D GOLD RESOURCE CORP             COM              38068T10       185     8731 SH       SHARED                8731
D GOLD RESOURCE CORP             COM              38068T10         0       24 SH       SHARED      02          24
D GOLDCORP INC NEW               NOTE  2.000% 8/0 380956AB        24    20000 PRN      SHARED               20000
D GOLDCORP INC NEW               NOTE  2.000% 8/0 380956AB     34855 28500000 PRN      SHARED      04    28500000
D GOLDCORP INC NEW               NOTE  2.000% 8/0 380956AB     28354 23184000 PRN      SHARED      06    18274000           4910000
D GOLDCORP INC NEW               NOTE  2.000% 8/0 380956AB         3     3000 PRN      SHARED      29        3000
D GOLDCORP INC NEW               COM              38095640      1805    40807 SH       SHARED               40807
D GOLDCORP INC NEW               COM              38095640     47898  1082449 SH       SHARED             1082449
D GOLDCORP INC NEW               COM              38095640        13      300 SH       SHARED      01         300
D GOLDCORP INC NEW               COM              38095640      2866    64776 SH       SHARED      02       57024              7752
D GOLDCORP INC NEW               COM              38095640         0      820 SH CALL  SHARED      02         820
D GOLDCORP INC NEW               COM              38095640      2127    48079 SH       SHARED      04       48079
D GOLDCORP INC NEW               COM              38095640     23376   528273 SH       SHARED      04      528273
D GOLDCORP INC NEW               COM              38095640      1840    41600 SH       SHARED      05       41600
D GOLDCORP INC NEW               COM              38095640      6373   144045 SH       SHARED      06       84210             59835
D GOLDCORP INC NEW               COM              38095640      3833    86625 SH       SHARED      10       86625
D GOLDCORP INC NEW               COM              38095640        46     1049 SH       SHARED      21        1049
D GOLDCORP INC NEW               COM              38095640       486    11000 SH       SHR/OTHR    23                         11000
D GOLDCORP INC NEW               COM              38095640      1243    28100 SH       SHARED      26       28100
D GOLDCORP INC NEW               COM              38095640      1533    34655 SH       SHARED      29       34655
D GOLDCORP INC NEW               COM              38095640      8854   200100 SH       SHARED      30      200100
D GOLDCORP INC NEW               COM              38095640      2198    49680 SH       SHARED      31       49680
D GOLDEN MINERALS CO             COM              38111910        79    13738 SH       SHARED               13738
D GOLDEN MINERALS CO             COM              38111910         0      119 SH       SHARED      02         119
D GOLDEN MINERALS CO             COM              38111910        36     6300 SH       SHARED      10        6300
D GOLDEN STAR RES LTD CDA        DBCV  4.000%11/3 38119TAC       241   250000 PRN      SHARED              250000
D GOLDEN STAR RES LTD CDA        COM              38119T10        90    55017 SH       SHARED               55017
D GOLDEN STAR RES LTD CDA        COM              38119T10        19    11698 SH       SHARED      02       11698
D GOLDEN STAR RES LTD CDA        COM              38119T10       711   431300 SH       SHARED      04      431300
D GOLDEN STAR RES LTD CDA        COM              38119T10       495   300000 SH       SHARED      06                        300000
D GOLDEN STAR RES LTD CDA        COM              38119T10       119    72600 SH       SHARED      10       72600
D GOLDMAN SACHS GROUP INC        COM              38141G10       542     6000 SH       SHARED                                  6000
D GOLDMAN SACHS GROUP INC        COM              38141G10     78637   869597 SH       SHARED              869597
D GOLDMAN SACHS GROUP INC        COM              38141G10         0       60 SH CALL  SHARED                  60
D GOLDMAN SACHS GROUP INC        COM              38141G10        43      866 SH PUT   SHARED                 866
D GOLDMAN SACHS GROUP INC        COM              38141G10     11906   131667 SH       SHARED      01      127687              3980
D GOLDMAN SACHS GROUP INC        COM              38141G10        27      305 SH       SHR/OTHR    01                           305
D GOLDMAN SACHS GROUP INC        COM              38141G10      8591    95009 SH       SHARED      02       91312              3697
D GOLDMAN SACHS GROUP INC        COM              38141G10         1     1326 SH CALL  SHARED      02        1326
D GOLDMAN SACHS GROUP INC        COM              38141G10        51     8424 SH PUT   SHARED      02        8424
D GOLDMAN SACHS GROUP INC        COM              38141G10       553     6120 SH       SHARED      04        5142               978
D GOLDMAN SACHS GROUP INC        COM              38141G10      3786    41870 SH       SHARED      04       41870
D GOLDMAN SACHS GROUP INC        COM              38141G10      1024    11330 SH       SHARED      05       11330
D GOLDMAN SACHS GROUP INC        COM              38141G10      5265    58226 SH       SHARED      06       43426             14800
D GOLDMAN SACHS GROUP INC        COM              38141G10     17148   189633 SH       SHARED      10      189633
D GOLDMAN SACHS GROUP INC        COM              38141G10       180     2000 SH       SHARED      15        2000
D GOLDMAN SACHS GROUP INC        COM              38141G10        59      660 SH       SHARED      20         620                40
D GOLDMAN SACHS GROUP INC        COM              38141G10        82      910 SH       SHR/OTHR    21                           910
D GOLDMAN SACHS GROUP INC        COM              38141G10       510     5647 SH       SHARED      23        5447               200
D GOLDMAN SACHS GROUP INC        COM              38141G10       961    10638 SH       SHR/OTHR    23                         10638
D GOLDMAN SACHS GROUP INC        COM              38141G10      1076    11900 SH       SHARED      26       11900
D GOLDMAN SACHS GROUP INC        COM              38141G10       108     1201 SH       SHARED      27        1201
D GOLDMAN SACHS GROUP INC        COM              38141G10      6530    72218 SH       SHARED      31       72218
D GOLFSMITH INTL HOLDINGS INC    COM              38168Y10         0        6 SH       SHARED      02           6
D GOLUB CAP BDC INC              COM              38173M10        60     3931 SH       SHARED                3931
D GOLUB CAP BDC INC              COM              38173M10         0        5 SH       SHARED      02           5
D GOODRICH CORP                  COM              38238810    201295  1627284 SH       SHARED             1627284
D GOODRICH CORP                  COM              38238810        11     1000 SH CALL  SHARED                1000
D GOODRICH CORP                  COM              38238810      9846    79599 SH       SHARED      01       29599             50000
D GOODRICH CORP                  COM              38238810       160     1300 SH       SHR/OTHR    01                          1300
D GOODRICH CORP                  COM              38238810      1066     8620 SH       SHARED      02        8620
D GOODRICH CORP                  COM              38238810         1      500 SH CALL  SHARED      02         500
D GOODRICH CORP                  COM              38238810         7       60 SH       SHARED      05          60
D GOODRICH CORP                  COM              38238810      1107     8950 SH       SHARED      06        5250              3700
D GOODRICH CORP                  COM              38238810      4290    34686 SH       SHARED      10       34686
D GOODRICH CORP                  COM              38238810       123     1000 SH       SHARED      23                          1000
D GOODRICH CORP                  COM              38238810       129     1050 SH       SHR/OTHR    23                          1050
D GOODRICH CORP                  COM              38238810      2226    18000 SH       SHARED      26       18000
D GOODRICH PETE CORP             NOTE  5.000%10/0 382410AC      2685  2900000 PRN      SHARED             2900000
D GOODRICH PETE CORP             COM NEW          38241040       120     8754 SH       SHARED                8754
D GOODRICH PETE CORP             COM NEW          38241040        20     1495 SH       SHARED      01        1495
D GOODRICH PETE CORP             COM NEW          38241040         0       69 SH       SHARED      02          69
D GOODRICH PETE CORP             COM NEW          38241040        98     7200 SH       SHARED      10        7200
D GOODYEAR TIRE & RUBR CO        COM              38255010      2239   158070 SH       SHARED              158070
D GOODYEAR TIRE & RUBR CO        COM              38255010       821    57982 SH       SHARED      01       57122               860
D GOODYEAR TIRE & RUBR CO        COM              38255010      2405   169732 SH       SHARED      02      154962             14770
D GOODYEAR TIRE & RUBR CO        COM              38255010         0      500 SH CALL  SHARED      02         500
D GOODYEAR TIRE & RUBR CO        COM              38255010         1     2332 SH PUT   SHARED      02        2332
D GOODYEAR TIRE & RUBR CO        COM              38255010         1      100 SH       SHARED      05         100
D GOODYEAR TIRE & RUBR CO        COM              38255010       206    14600 SH       SHARED      06        9000              5600
D GOODYEAR TIRE & RUBR CO        COM              38255010      1362    96148 SH       SHARED      10       96148
D GOODYEAR TIRE & RUBR CO        PFD CONV         38255030      1786    36783 SH       SHARED      02       36783
D GOOGLE INC                     CL A             38259P50      1601     2480 SH       SHARED                2130               350
D GOOGLE INC                     CL A             38259P50    207550   321335 SH       SHARED              315442              5893
D GOOGLE INC                     CL A             38259P50     48434    74988 SH       SHARED      01       70398              4590
D GOOGLE INC                     CL A             38259P50      1745     2702 SH       SHR/OTHR    01                          2702
D GOOGLE INC                     CL A             38259P50     30184    46732 SH       SHARED      02       42741              3991
D GOOGLE INC                     CL A             38259P50        12      418 SH CALL  SHARED      02         418
D GOOGLE INC                     CL A             38259P50      3535     5473 SH       SHARED      04        3609              1864
D GOOGLE INC                     CL A             38259P50    238495   369245 SH       SHARED      04      369245
D GOOGLE INC                     CL A             38259P50       348      540 SH       SHARED      05         540
D GOOGLE INC                     CL A             38259P50     55969    86654 SH       SHARED      06       62514             24140
D GOOGLE INC                     CL A             38259P50     61042    94508 SH       SHARED      10       94508
D GOOGLE INC                     CL A             38259P50       387      600 SH       SHARED      15         600
D GOOGLE INC                     CL A             38259P50       746     1156 SH       SHARED      20        1048               108
D GOOGLE INC                     CL A             38259P50        12       20 SH       SHR/OTHR    20                            20
D GOOGLE INC                     CL A             38259P50        78      122 SH       SHARED      21         122
D GOOGLE INC                     CL A             38259P50       129      200 SH       SHR/OTHR    21                           200
D GOOGLE INC                     CL A             38259P50      1888     2924 SH       SHARED      23        2280               644
D GOOGLE INC                     CL A             38259P50      1840     2850 SH       SHR/OTHR    23                          2850
D GOOGLE INC                     CL A             38259P50      2985     4622 SH       SHARED      26        4622
D GOOGLE INC                     CL A             38259P50      2276     3524 SH       SHARED      27        3524
D GOOGLE INC                     CL A             38259P50      5215     8075 SH       SHARED      29        8075
D GOOGLE INC                     CL A             38259P50     21332    33027 SH       SHARED      30       33027
D GOOGLE INC                     CL A             38259P50     20222    31309 SH       SHARED      31       31309
D GORDMANS STORES INC            COM              38269P10        59     4759 SH       SHARED                4759
D GORDMANS STORES INC            COM              38269P10         0        4 SH       SHARED      02           4
D GORMAN RUPP CO                 COM              38308210       145     5348 SH       SHARED                5348
D GORMAN RUPP CO                 COM              38308210        43     1612 SH       SHARED      02         636               976
D GOVERNMENT PPTYS INCOME TR     COM SHS BEN INT  38376A10       563    24976 SH       SHARED               24976
D GOVERNMENT PPTYS INCOME TR     COM SHS BEN INT  38376A10         1       80 SH       SHARED      02          80
D GRACE W R & CO DEL NEW         COM              38388F10       923    20120 SH       SHARED               20120
D GRACE W R & CO DEL NEW         COM              38388F10         2       51 SH       SHARED      02          51
D GRACE W R & CO DEL NEW         COM              38388F10        73     1600 SH       SHARED      10        1600
D GRACE W R & CO DEL NEW         COM              38388F10         6      150 SH       SHARED      21                           150
D GRACO INC                      COM              38410910      7190   175861 SH       SHARED              175861
D GRACO INC                      COM              38410910       750    18350 SH       SHARED      01                         18350
D GRACO INC                      COM              38410910         0        7 SH       SHARED      02           7
D GRACO INC                      COM              38410910       118     2900 SH       SHARED      10        2900
D GRAFTECH INTL LTD              COM              38431310       386    28281 SH       SHARED               28281
D GRAFTECH INTL LTD              COM              38431310       151    11115 SH       SHARED      01       11115
D GRAFTECH INTL LTD              COM              38431310         2      165 SH       SHARED      02         165
D GRAFTECH INTL LTD              COM              38431310       328    24100 SH       SHARED      10       24100
D GRAFTECH INTL LTD              COM              38431310        11      863 SH       SHARED      21         863
D GRAFTECH INTL LTD              COM              38431310        27     2000 SH       SHARED      23                          2000
D GRAHAM CORP                    COM              38455610       197     8814 SH       SHARED                8814
D GRAHAM CORP                    COM              38455610         0        7 SH       SHARED      02           7
D GRAINGER W W INC               COM              38480210     19495   104150 SH       SHARED              104150
D GRAINGER W W INC               COM              38480210      3079    16449 SH       SHARED      01       16399                50
D GRAINGER W W INC               COM              38480210       168      900 SH       SHR/OTHR    01                           900
D GRAINGER W W INC               COM              38480210       306     1635 SH       SHARED      02         915               720
D GRAINGER W W INC               COM              38480210         5       30 SH       SHARED      05          30
D GRAINGER W W INC               COM              38480210      1319     7050 SH       SHARED      06        5350              1700
D GRAINGER W W INC               COM              38480210      7015    37477 SH       SHARED      10       37477
D GRAINGER W W INC               COM              38480210        74      400 SH       SHARED      20                           400
D GRAINGER W W INC               COM              38480210        74      400 SH       SHR/OTHR    23                           400
D GRAINGER W W INC               COM              38480210       524     2800 SH       SHARED      29        2800
D GRAINGER W W INC               COM              38480210       295     1580 SH       SHARED      30        1580
D GRAMERCY CAP CORP              COM              38487110        76    30700 SH       SHARED      01       30700
D GRAMERCY CAP CORP              COM              38487110         7     2992 SH       SHARED      02          71              2921
D GRAN TIERRA ENERGY INC         COM              38500T10      1029   214400 SH       SHARED              214400
D GRAN TIERRA ENERGY INC         COM              38500T10        14     3100 SH       SHARED      01        3100
D GRAN TIERRA ENERGY INC         COM              38500T10        10     2281 SH       SHARED      02        2281
D GRAND CANYON ED INC            COM              38526M10      1622   101658 SH       SHARED              101658
D GRAND CANYON ED INC            COM              38526M10        40     2511 SH       SHARED      02        2511
D GRAND CANYON ED INC            COM              38526M10         0     2395 SH CALL  SHARED      02        2395
D GRANITE CONSTR INC             COM              38732810      1949    82178 SH       SHARED               82178
D GRANITE CONSTR INC             COM              38732810       254    10750 SH       SHARED      01                         10750
D GRANITE CONSTR INC             COM              38732810        21      901 SH       SHARED      02          21               880
D GRANITE CONSTR INC             COM              38732810       156     6600 SH       SHARED      10        6600
D GRAPHIC PACKAGING HLDG CO      COM              38868910       283    66552 SH       SHARED               66552
D GRAPHIC PACKAGING HLDG CO      COM              38868910         0      107 SH       SHARED      02         107
D GRAY TELEVISION INC            COM              38937510        15     9550 SH       SHARED                9550
D GRAY TELEVISION INC            COM              38937510         0       18 SH       SHARED      02          18
D GRAY TELEVISION INC            CL A             38937520         0        1 SH       SHARED      02           1
D GREAT BASIN GOLD LTD           COM              39012410         3     4000 SH       SHARED                                  4000
D GREAT BASIN GOLD LTD           COM              39012410       221   243421 SH       SHARED              243421
D GREAT BASIN GOLD LTD           COM              39012410        45    49560 SH       SHARED      02       49560
D GREAT LAKES DREDGE & DOCK CO   COM              39060710       195    35194 SH       SHARED               35194
D GREAT LAKES DREDGE & DOCK CO   COM              39060710         4      825 SH       SHARED      01         825
D GREAT LAKES DREDGE & DOCK CO   COM              39060710         3      634 SH       SHARED      02         634
D GREAT LAKES DREDGE & DOCK CO   COM              39060710        87    15700 SH       SHARED      10       15700
D GREAT SOUTHN BANCORP INC       COM              39090510        77     3289 SH       SHARED                3289
D GREAT SOUTHN BANCORP INC       COM              39090510         0        2 SH       SHARED      02           2
D GREAT SOUTHN BANCORP INC       COM              39090510        94     4000 SH       SHARED      10        4000
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     39106410       418     3800 SH       SHARED                3800
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     39106410        55      500 SH       SHARED      02                           500
D GREAT PANTHER SILVER LTD       COM              39115V10         1      612 SH       SHARED      02         612
D GREAT PLAINS ENERGY INC        COM              39116410       314    14455 SH       SHARED               14455
D GREAT PLAINS ENERGY INC        COM              39116410      1675    76906 SH       SHARED      01       35100             41806
D GREAT PLAINS ENERGY INC        COM              39116410        32     1511 SH       SHARED      02          11              1500
D GREAT PLAINS ENERGY INC        COM              39116410        95     4400 SH       SHARED      10        4400
D GREAT PLAINS ENERGY INC        UNIT 06/15/2042  39116480      1675    25350 SH       SHARED      02       25000               350
D GREAT WOLF RESORTS INC         COM              39152310         0      183 SH       SHARED      02         183
D GREATBATCH INC                 SDCV  2.250% 6/1 39153LAB       245   250000 PRN      SHARED              250000
D GREATBATCH INC                 COM              39153L10      1291    58425 SH       SHARED               58425
D GREATBATCH INC                 COM              39153L10       563    25507 SH       SHARED      01       21307              4200
D GREATBATCH INC                 COM              39153L10      1013    45850 SH       SHR/OTHR    01                         45850
D GREATBATCH INC                 COM              39153L10         6      306 SH       SHARED      02         306
D GREATBATCH INC                 COM              39153L10        53     2400 SH       SHARED      10        2400
D GREATBATCH INC                 COM              39153L10       106     4800 SH       SHARED      26        4800
D GREATER CHINA FD INC           COM              39167B10        20     2000 SH       SHARED      02                          2000
D GREEN DOT CORP                 CL A             39304D10      2638    84517 SH       SHARED               84517
D GREEN DOT CORP                 CL A             39304D10       256     8202 SH       SHARED      02           2              8200
D GREEN DOT CORP                 CL A             39304D10        12      400 SH       SHARED      10         400
D GREEN MTN COFFEE ROASTERS IN   COM              39312210      7044   157076 SH       SHARED              157076
D GREEN MTN COFFEE ROASTERS IN   COM              39312210         1      116 SH CALL  SHARED                 116
D GREEN MTN COFFEE ROASTERS IN   COM              39312210         0      116 SH PUT   SHARED                 116
D GREEN MTN COFFEE ROASTERS IN   COM              39312210      3130    69800 SH       SHARED      01       29900             39900
D GREEN MTN COFFEE ROASTERS IN   COM              39312210     20192   450219 SH       SHARED      02      449619               600
D GREEN MTN COFFEE ROASTERS IN   COM              39312210        17      400 SH       SHARED      04         400
D GREEN MTN COFFEE ROASTERS IN   COM              39312210        16      369 SH       SHARED      05         369
D GREEN MTN COFFEE ROASTERS IN   COM              39312210        80     1800 SH       SHARED      06        1450               350
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       356     7950 SH       SHARED      10        7950
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       448    10000 SH       SHARED      26       10000
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       118     2651 SH       SHARED      27        2651
D GREEN PLAINS RENEWABLE ENERG   COM              39322210        66     6846 SH       SHARED                6846
D GREEN PLAINS RENEWABLE ENERG   COM              39322210         0        6 SH       SHARED      02           6
D GREENBRIER COS INC             NOTE  2.375% 5/1 393657AD       145   150000 PRN      SHARED              150000
D GREENBRIER COS INC             COM              39365710       469    19318 SH       SHARED               19318
D GREENBRIER COS INC             COM              39365710         0       23 SH       SHARED      02          23
D GREENBRIER COS INC             COM              39365710        24     1000 SH       SHARED      10        1000
D GREEN BANKSHARES INC           COM NEW          39436120         9     8100 SH       SHARED      01        8100
D GREEN BANKSHARES INC           COM NEW          39436120         0      651 SH       SHARED      02         651
D GREENHAVEN CONT CMDTY INDEX    UNIT BEN INT     39525810        73     2455 SH       SHARED      21        2455
D GREENHILL & CO INC             COM              39525910      7667   210831 SH       SHARED              210831
D GREENHILL & CO INC             COM              39525910       345     9500 SH       SHARED      01         300              9200
D GREENHILL & CO INC             COM              39525910         0        3 SH       SHARED      02           3
D GREENHILL & CO INC             COM              39525910       116     3200 SH       SHARED      10        3200
D GREENHUNTER ENERGY INC         COM              39530A10         0       25 SH       SHARED      01          25
D GREIF INC                      CL A             39762410       436     9588 SH       SHARED                9588
D GREIF INC                      CL A             39762410       450     9900 SH       SHARED      01                          9900
D GREIF INC                      CL A             39762410         0        2 SH       SHARED      02           2
D GREIF INC                      CL A             39762410        91     2000 SH       SHARED      10        2000
D GREIF INC                      CL B             39762420         4      107 SH       SHARED      02         107
D GRIFFIN LD & NURSERIES INC     CL A             39823110        13      518 SH       SHARED                 518
D GRIFFIN LD & NURSERIES INC     CL A             39823110         0        1 SH       SHARED      02           1
D GRIFFON CORP                   COM              39843310       150    16527 SH       SHARED               16527
D GRIFFON CORP                   COM              39843310         5      635 SH       SHARED      01         635
D GRIFFON CORP                   COM              39843310         2      244 SH       SHARED      02         244
D GRIFFON CORP                   COM              39843310       143    15700 SH       SHARED      10       15700
D GRIFFON CORP                   COM              39843310        45     5000 SH       SHARED      23                          5000
D GRIFOLS S A                    SPONSORED ADR    39843830        11     2027 SH       SHARED                2027
D GRIFOLS S A                    SPONSORED ADR    39843830         4      881 SH       SHARED      02         881
D GROUP 1 AUTOMOTIVE INC         COM              39890510      6363   122849 SH       SHARED              122849
D GROUP 1 AUTOMOTIVE INC         COM              39890510         9      181 SH       SHARED      02         181
D GROUP 1 AUTOMOTIVE INC         COM              39890510       383     7400 SH       SHARED      10        7400
D GROUPE CGI INC                 CL A SUB VTG     39945C10      3407   180750 SH       SHARED              180750
D GROUPE CGI INC                 CL A SUB VTG     39945C10        96     5101 SH       SHARED      02        5101
D GROUPE CGI INC                 CL A SUB VTG     39945C10       471    25000 SH       SHARED      04       25000
D GROUPE CGI INC                 CL A SUB VTG     39945C10       162     8630 SH       SHARED      05        8630
D GROUPE CGI INC                 CL A SUB VTG     39945C10        30     1600 SH       SHARED      06        1600
D GROUPON INC                    COM CL A         39947310        80     3902 SH       SHARED                3902
D GROUPON INC                    COM CL A         39947310         0      252 SH PUT   SHARED                 252
D GROUPON INC                    COM CL A         39947310        16      801 SH       SHARED      02           1               800
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910      3445   581000 SH       SHARED              581000
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910      1074   181196 SH       SHARED              181196
D GRUPO TELEVISA SA              SPON ADR REP ORD 40049J20       411    19560 SH       SHARED               19560
D GRUPO TELEVISA SA              SPON ADR REP ORD 40049J20       204     9700 SH       SHARED      02        9700
D GRUPO TELEVISA SA              SPON ADR REP ORD 40049J20       722    34300 SH       SHARED      04       34300
D GRUPO TELEVISA SA              SPON ADR REP ORD 40049J20        84     4000 SH       SHARED      23                          4000
D GRUPO AEROPORTUARIO CTR NORT   SPON ADR         40050110         0        7 SH       SHARED      02           7
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      3342    99011 SH       SHARED               99011
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610         0        7 SH       SHARED      02           7
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      1461    43300 SH       SHARED      04       43300
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20      2144    38331 SH       SHARED               38331
D GTX INC DEL                    COM              40052B10       205    61012 SH       SHARED               61012
D GTX INC DEL                    COM              40052B10         0       17 SH       SHARED      02          17
D GTX INC DEL                    COM              40052B10       198    58989 SH       SHARED      04       58989
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10       119     6759 SH       SHARED                6759
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10         9      512 SH       SHARED      02         512
D GUARANTY BANCORP DEL           COM              40075T10         0      233 SH       SHARED      02         233
D GUESS INC                      COM              40161710      8782   294509 SH       SHARED              294509
D GUESS INC                      COM              40161710       617    20700 SH       SHARED      01                         20700
D GUESS INC                      COM              40161710        35     1195 SH       SHARED      02        1195
D GUESS INC                      COM              40161710         0       49 SH PUT   SHARED      02          49
D GUESS INC                      COM              40161710       834    28000 SH       SHARED      04       28000
D GUESS INC                      COM              40161710        89     3000 SH       SHARED      10        3000
D GUESS INC                      COM              40161710        74     2500 SH       SHARED      20        2500
D GUGGENHEIM BLD AMR BDS MNG D   COM              40166410        53     2500 SH       SHARED      23        2500
D GUGGENHEIM ENHANCED EQUITY S   COM              40167K10         1      100 SH       SHARED      02                           100
D GUIDANCE SOFTWARE INC          COM              40169210        14     2295 SH       SHARED                2295
D GUIDANCE SOFTWARE INC          COM              40169210         3      540 SH       SHARED      02          10               530
D GULF ISLAND FABRICATION INC    COM              40230710       156     5346 SH       SHARED                5346
D GULF ISLAND FABRICATION INC    COM              40230710         2       77 SH       SHARED      02          77
D GULF ISLAND FABRICATION INC    COM              40230710       172     5900 SH       SHARED      10        5900
D GULFMARK OFFSHORE INC          CL A NEW         40262920       224     5346 SH       SHARED                5346
D GULFMARK OFFSHORE INC          CL A NEW         40262920         8      209 SH       SHARED      02         209
D GULFMARK OFFSHORE INC          CL A NEW         40262920       239     5700 SH       SHARED      10        5700
D GULFPORT ENERGY CORP           COM NEW          40263530        32     1100 SH       SHARED                1100
D GULFPORT ENERGY CORP           COM NEW          40263530       120     4100 SH       SHARED      01        4100
D GULFPORT ENERGY CORP           COM NEW          40263530         7      256 SH       SHARED      02         256
D GULFPORT ENERGY CORP           COM NEW          40263530        41     1400 SH       SHARED      10        1400
D GUSHAN ENVIRONMENTAL ENRGY L   SPNSRD ADR NEW   40330W20         0        1 SH       SHARED      02           1
D H & E EQUIPMENT SERVICES INC   COM              40403010       124     9292 SH       SHARED                9292
D H & E EQUIPMENT SERVICES INC   COM              40403010         0       18 SH       SHARED      02          18
D H & E EQUIPMENT SERVICES INC   COM              40403010       104     7800 SH       SHARED      10        7800
D H & Q HEALTHCARE INVESTORS     SH BEN INT       40405210         0        1 SH       SHARED      02           1
D H & Q LIFE SCIENCES INVS       SH BEN INT       40405310         0        2 SH       SHARED      02           2
D HCA HOLDINGS INC               COM              40412C10       369    16750 SH       SHARED               16750
D HCA HOLDINGS INC               COM              40412C10       822    37342 SH       SHARED      01       37342
D HCA HOLDINGS INC               COM              40412C10         6      317 SH       SHARED      02         317
D HCA HOLDINGS INC               COM              40412C10         3     2000 SH PUT   SHARED      02        2000
D HCA HOLDINGS INC               COM              40412C10        24     1100 SH       SHARED      04        1100
D HCA HOLDINGS INC               COM              40412C10        26     1200 SH       SHARED      05        1200
D HCA HOLDINGS INC               COM              40412C10        24     1100 SH       SHARED      06        1100
D HCA HOLDINGS INC               COM              40412C10       400    18200 SH       SHARED      10       18200
D HCA HOLDINGS INC               COM              40412C10       232    10548 SH       SHARED      27       10548
D HCA HOLDINGS INC               COM              40412C10        68     3100 SH       SHARED      32        3100
D HCC INS HLDGS INC              COM              40413210      2178    79206 SH       SHARED               79206
D HCC INS HLDGS INC              COM              40413210      1034    37625 SH       SHARED      01        2725             34900
D HCC INS HLDGS INC              COM              40413210         8      306 SH       SHARED      02         306
D HCC INS HLDGS INC              COM              40413210      3659   133074 SH       SHARED      10      133074
D HCC INS HLDGS INC              COM              40413210         4      180 SH       SHARED      21                           180
D HCP INC                        COM              40414L10         2       51 SH       SHARED                  51
D HCP INC                        COM              40414L10     19225   464055 SH       SHARED              464055
D HCP INC                        COM              40414L10      3787    91425 SH       SHARED      01       91425
D HCP INC                        COM              40414L10      1648    39790 SH       SHARED      02       33203              6587
D HCP INC                        COM              40414L10        29      700 SH       SHARED      04         700
D HCP INC                        COM              40414L10        11      270 SH       SHARED      05         270
D HCP INC                        COM              40414L10      1568    37850 SH       SHARED      06       25800             12050
D HCP INC                        COM              40414L10     11606   280138 SH       SHARED      10      280138
D HCP INC                        COM              40414L10    209254  5050793 SH       SHARED      11     2739938           2310855
D HCP INC                        COM              40414L10         8      200 SH       SHARED      20         200
D HCP INC                        COM              40414L10        39      950 SH       SHARED      21         950
D HCP INC                        COM              40414L10        33      800 SH       SHARED      23         800
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      4049   154080 SH       SHARED              154080
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10       253     9635 SH       SHARED      02        1010              8625
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      1314    50000 SH       SHARED      04       50000
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      3011   114600 SH       SHARED      31      114600
D HF FINL CORP                   COM              40417210         0       58 SH       SHARED      02          58
D HFF INC                        CL A             40418F10       250    24260 SH       SHARED               24260
D HFF INC                        CL A             40418F10         1       97 SH       SHARED      02          97
D HKN INC                        COM              40420K10         0        6 SH       SHARED      02           6
D HMS HLDGS CORP                 COM              40425J10       667    20874 SH       SHARED               20874
D HMS HLDGS CORP                 COM              40425J10       933    29200 SH       SHARED      01        4200             25000
D HMS HLDGS CORP                 COM              40425J10     13464   421039 SH       SHARED      02      420878               161
D HMS HLDGS CORP                 COM              40425J10      1119    35000 SH       SHARED      04       35000
D HMS HLDGS CORP                 COM              40425J10        22      688 SH       SHARED      21         688
D HMS HLDGS CORP                 COM              40425J10        57     1800 SH       SHR/OTHR    23                          1800
D HNI CORP                       COM              40425110       313    12020 SH       SHARED               12020
D HNI CORP                       COM              40425110       360    13800 SH       SHARED      01                         13800
D HNI CORP                       COM              40425110         0       32 SH       SHARED      02          32
D HNI CORP                       COM              40425110       250     9600 SH       SHARED      10        9600
D HSBC HLDGS PLC                 SPON ADR NEW     40428040      6933   181982 SH       SHARED              181982
D HSBC HLDGS PLC                 SPON ADR NEW     40428040       532    13964 SH       SHARED      01       13825               139
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        85     2253 SH       SHARED      02          12              2241
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        13     3150 SH CALL  SHARED      02        3150
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        48     1286 SH       SHARED      21        1286
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        27      725 SH       SHARED      23         725
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        40     1050 SH       SHR/OTHR    23                          1050
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060        33     1400 SH       SHARED      02                          1400
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060       109     4600 SH       SHARED      20        4600
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060       143     6000 SH       SHARED      21        6000
D HSN INC                        COM              40430310      1767    48758 SH       SHARED               48758
D HSN INC                        COM              40430310       457    12625 SH       SHARED      01         125             12500
D HSN INC                        COM              40430310        13      374 SH       SHARED      02         314                60
D HSN INC                        COM              40430310        76     2100 SH       SHARED      10        2100
D HACKETT GROUP INC              COM              40460910        19     5337 SH       SHARED                5337
D HACKETT GROUP INC              COM              40460910         0       17 SH       SHARED      02          17
D HAEMONETICS CORP               COM              40502410       438     7166 SH       SHARED                7166
D HAEMONETICS CORP               COM              40502410       171     2800 SH       SHARED      01        2800
D HAEMONETICS CORP               COM              40502410       136     2236 SH       SHARED      02        2236
D HAEMONETICS CORP               COM              40502410        79     1300 SH       SHARED      10        1300
D HAEMONETICS CORP               COM              40502410        12      209 SH       SHARED      21                           209
D HAIN CELESTIAL GROUP INC       COM              40521710      4480   122217 SH       SHARED              122217
D HAIN CELESTIAL GROUP INC       COM              40521710        65     1781 SH       SHARED      02        1456               325
D HAIN CELESTIAL GROUP INC       COM              40521710       406    11100 SH       SHARED      10       11100
D HAIN CELESTIAL GROUP INC       COM              40521710        18      501 SH       SHARED      21         501
D HAIN CELESTIAL GROUP INC       COM              40521710       183     5000 SH       SHARED      26        5000
D HALLADOR ENERGY COMPANY        COM              40609P10         7      751 SH       SHARED                 751
D HALLADOR ENERGY COMPANY        COM              40609P10         0        3 SH       SHARED      02           3
D HALLIBURTON CO                 COM              40621610       142     4136 SH       SHARED                3336               800
D HALLIBURTON CO                 COM              40621610    125387  3633379 SH       SHARED             3612650             20729
D HALLIBURTON CO                 COM              40621610         2     3837 SH CALL  SHARED                3837
D HALLIBURTON CO                 COM              40621610         3     3891 SH PUT   SHARED                3891
D HALLIBURTON CO                 COM              40621610     11707   339238 SH       SHARED      01      298943             40295
D HALLIBURTON CO                 COM              40621610      1139    33027 SH       SHR/OTHR    01                         33027
D HALLIBURTON CO                 COM              40621610      3622   104964 SH       SHARED      02       69613             35351
D HALLIBURTON CO                 COM              40621610         8    12241 SH CALL  SHARED      02       12241
D HALLIBURTON CO                 COM              40621610        12     3406 SH PUT   SHARED      02        3406
D HALLIBURTON CO                 COM              40621610       554    16058 SH       SHARED      04       16058
D HALLIBURTON CO                 COM              40621610      1725    50012 SH       SHARED      05       50012
D HALLIBURTON CO                 COM              40621610      2840    82310 SH       SHARED      06       56660             25650
D HALLIBURTON CO                 COM              40621610     12768   369984 SH       SHARED      10      368476              1508
D HALLIBURTON CO                 COM              40621610      1199    34756 SH       SHARED      20       28326      125     6305
D HALLIBURTON CO                 COM              40621610        59     1710 SH       SHR/OTHR    20                          1710
D HALLIBURTON CO                 COM              40621610        95     2770 SH       SHARED      21        2770
D HALLIBURTON CO                 COM              40621610        38     1120 SH       SHR/OTHR    21                          1120
D HALLIBURTON CO                 COM              40621610      2258    65455 SH       SHARED      23       60575              4880
D HALLIBURTON CO                 COM              40621610       660    19130 SH       SHR/OTHR    23                         19130
D HALLIBURTON CO                 COM              40621610       914    26500 SH       SHARED      26       26500
D HALLIBURTON CO                 COM              40621610        45     1319 SH       SHARED      27        1319
D HALLIBURTON CO                 COM              40621610      4112   119159 SH       SHARED      31      119159
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20        17     2511 SH       SHARED                2511
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20         0      105 SH       SHARED      02         105
D HALOZYME THERAPEUTICS INC      COM              40637H10      9813  1031892 SH       SHARED             1031892
D HALOZYME THERAPEUTICS INC      COM              40637H10         0       62 SH       SHARED      02          62
D HALOZYME THERAPEUTICS INC      COM              40637H10      1216   127896 SH       SHARED      04      127896
D HALOZYME THERAPEUTICS INC      COM              40637H10      1179   124000 SH       SHARED      26      124000
D HALOZYME THERAPEUTICS INC      COM              40637H10       237    25000 SH       SHARED      32       25000
D HAMPTON ROADS BANKSHARES INC   COM NEW          40932150        29    10733 SH       SHARED               10733
D HAMPTON ROADS BANKSHARES INC   COM NEW          40932150         1      476 SH       SHARED      01         476
D HAMPTON ROADS BANKSHARES INC   COM NEW          40932150         0        7 SH       SHARED      02           7
D HANCOCK HLDG CO                COM              41012010      6526   204133 SH       SHARED              204133
D HANCOCK HLDG CO                COM              41012010       914    28600 SH       SHARED      01        2400             26200
D HANCOCK HLDG CO                COM              41012010        10      331 SH       SHARED      02         331
D HANCOCK HLDG CO                COM              41012010     23818   745040 SH       SHARED      10      745040
D HANCOCK JOHN TAX-ADV DIV INC   COM              41013V10       160     9266 SH       SHARED      02           1              9265
D HANCOCK JOHN PFD INCOME FD I   COM              41021P10        75     4424 SH       SHARED                4424
D HANDY & HARMAN LTD             COM              41031510       157    15877 SH       SHARED               15877
D HANDY & HARMAN LTD             COM              41031510         4      502 SH       SHARED      02         502
D HANESBRANDS INC                COM              41034510      5346   244582 SH       SHARED              244582
D HANESBRANDS INC                COM              41034510      1103    50482 SH       SHARED      01       20482             30000
D HANESBRANDS INC                COM              41034510        60     2782 SH       SHARED      02        2782
D HANESBRANDS INC                COM              41034510     23679  1083250 SH       SHARED      10     1083250
D HANESBRANDS INC                COM              41034510        28     1300 SH       SHARED      20                          1300
D HANESBRANDS INC                COM              41034510         6      310 SH       SHARED      21                           310
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       171     9196 SH       SHARED                9196
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       566    30300 SH       SHARED      01       30300
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20        10      577 SH       SHARED      02         227               350
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       188    10100 SH       SHARED      10       10100
D HANOVER COMPRESSOR CO          NOTE  4.750% 1/1 410768AE       411   450000 PRN      SHARED              450000
D HANOVER INS GROUP INC          COM              41086710      8231   235522 SH       SHARED              235522
D HANOVER INS GROUP INC          COM              41086710       989    28300 SH       SHARED      01       14600             13700
D HANOVER INS GROUP INC          COM              41086710         3      104 SH       SHARED      02           4               100
D HANOVER INS GROUP INC          COM              41086710     20646   590750 SH       SHARED      10      590750
D HANSEN MEDICAL INC             COM              41130710        17     6789 SH       SHARED                6789
D HANSEN MEDICAL INC             COM              41130710         0       35 SH       SHARED      02          35
D HANSEN MEDICAL INC             COM              41130710       601   233167 SH       SHARED      26      233167
D HANSEN MEDICAL INC             COM              41130710       120    46545 SH       SHARED      32       46545
D HANSEN NAT CORP                COM              41131010     17451   189402 SH       SHARED              189402
D HANSEN NAT CORP                COM              41131010      3639    39500 SH       SHARED      01       16200             23300
D HANSEN NAT CORP                COM              41131010      2319    25169 SH       SHARED      02           5             25164
D HANSEN NAT CORP                COM              41131010         1      118 SH CALL  SHARED      02         118
D HANSEN NAT CORP                COM              41131010         4       50 SH       SHARED      05          50
D HANSEN NAT CORP                COM              41131010       147     1600 SH       SHARED      06        1600
D HANSEN NAT CORP                COM              41131010       514     5587 SH       SHARED      10        5587
D HANSEN NAT CORP                COM              41131010      1006    10919 SH       SHARED      20       10919
D HANSEN NAT CORP                COM              41131010       147     1600 SH       SHARED      23        1600
D HANSEN NAT CORP                COM              41131010      1205    13088 SH       SHARED      27       13088
D HANSEN NAT CORP                COM              41131010       746     8105 SH       SHARED      29        8105
D HANSEN NAT CORP                COM              41131010       313     3400 SH       SHARED      30        3400
D HANWHA SOLARONE CO LTD         SPONSORED ADR    41135V10       505   514043 SH       SHARED              514043
D HANWHA SOLARONE CO LTD         SPONSORED ADR    41135V10         0      139 SH       SHARED      02         139
D HANWHA SOLARONE CO LTD         SPONSORED ADR    41135V10       425   433000 SH       SHARED      05      433000
D HARBINGER GROUP INC            COM              41146A10        28     7137 SH       SHARED                7137
D HARBINGER GROUP INC            COM              41146A10         0        4 SH       SHARED      02           4
D HARDINGE INC                   COM              41232430         0        4 SH       SHARED      02           4
D HARLEY DAVIDSON INC            COM              41282210      1615    41565 SH       SHARED               41565
D HARLEY DAVIDSON INC            COM              41282210      1970    50700 SH       SHARED      01       50700
D HARLEY DAVIDSON INC            COM              41282210        27      700 SH       SHR/OTHR    01                           700
D HARLEY DAVIDSON INC            COM              41282210        96     2482 SH       SHARED      02        2068               414
D HARLEY DAVIDSON INC            COM              41282210         1     1057 SH CALL  SHARED      02        1057
D HARLEY DAVIDSON INC            COM              41282210         0     3241 SH PUT   SHARED      02        3241
D HARLEY DAVIDSON INC            COM              41282210         5      130 SH       SHARED      05         130
D HARLEY DAVIDSON INC            COM              41282210       679    17470 SH       SHARED      06        9490              7980
D HARLEY DAVIDSON INC            COM              41282210      2761    71036 SH       SHARED      10       71036
D HARLEY DAVIDSON INC            COM              41282210        55     1429 SH       SHARED      26        1429
D HARLEY DAVIDSON INC            COM              41282210      1311    33731 SH       SHARED      27       33731
D HARLEY DAVIDSON INC            COM              41282210      5724   147279 SH       SHARED      31      147279
D HARLEYSVILLE GROUP INC         COM              41282410      3055    54008 SH       SHARED               54008
D HARLEYSVILLE GROUP INC         COM              41282410         0        4 SH       SHARED      02           4
D HARMAN INTL INDS INC           COM              41308610     11115   292207 SH       SHARED              292207
D HARMAN INTL INDS INC           COM              41308610       253     6673 SH       SHARED      02        6673
D HARMAN INTL INDS INC           COM              41308610       296     7800 SH       SHARED      06        5900              1900
D HARMAN INTL INDS INC           COM              41308610       784    20631 SH       SHARED      10       20631
D HARMONIC INC                   COM              41316010       187    37279 SH       SHARED               37279
D HARMONIC INC                   COM              41316010         4      885 SH       SHARED      02         635               250
D HARMONIC INC                   COM              41316010        66    13100 SH       SHARED      10       13100
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630       100     8600 SH       SHARED                8600
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630        27     2402 SH       SHARED      02        2402
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630       544    46816 SH       SHARED      04       46816
D HARRIS & HARRIS GROUP INC      COM              41383310       112    32616 SH       SHARED               32616
D HARRIS & HARRIS GROUP INC      COM              41383310         0       11 SH       SHARED      02          11
D HARRIS CORP DEL                COM              41387510      1587    44054 SH       SHARED               44054
D HARRIS CORP DEL                COM              41387510      1196    33200 SH       SHARED      01       31700              1500
D HARRIS CORP DEL                COM              41387510       247     6872 SH       SHARED      02        5917               955
D HARRIS CORP DEL                COM              41387510         0      166 SH CALL  SHARED      02         166
D HARRIS CORP DEL                COM              41387510      1365    37900 SH       SHARED      04       37900
D HARRIS CORP DEL                COM              41387510         2       70 SH       SHARED      05          70
D HARRIS CORP DEL                COM              41387510       784    21767 SH       SHARED      06       18267              3500
D HARRIS CORP DEL                COM              41387510      6258   173666 SH       SHARED      10      173666
D HARRIS CORP DEL                COM              41387510       154     4300 SH       SHARED      20        4300
D HARRIS CORP DEL                COM              41387510       205     5700 SH       SHARED      26        5700
D HARRIS CORP DEL                COM              41387510        18      521 SH       SHARED      27         521
D HARRIS CORP DEL                COM              41387510       875    24300 SH       SHARED      29       24300
D HARSCO CORP                    COM              41586410       581    28253 SH       SHARED               28253
D HARSCO CORP                    COM              41586410       524    25500 SH       SHARED      01                         25500
D HARSCO CORP                    COM              41586410         0       15 SH       SHARED      02          15
D HARSCO CORP                    COM              41586410     21941  1066175 SH       SHARED      10     1066175
D HARRY WINSTON DIAMOND CORP     COM              41587B10       575    54008 SH       SHARED               54008
D HARRY WINSTON DIAMOND CORP     COM              41587B10        24     2301 SH       SHARED      02         301              2000
D HARTE-HANKS INC                COM              41619610       127    13982 SH       SHARED               13982
D HARTE-HANKS INC                COM              41619610         2      233 SH       SHARED      02         233
D HARTE-HANKS INC                COM              41619610       457    50300 SH       SHARED      10       50300
D HARTFORD FINL SVCS GROUP INC   COM              41651510     15204   935669 SH       SHARED              935669
D HARTFORD FINL SVCS GROUP INC   COM              41651510         6     4001 SH PUT   SHARED                4001
D HARTFORD FINL SVCS GROUP INC   COM              41651510      1778   109440 SH       SHARED      01      104674              4766
D HARTFORD FINL SVCS GROUP INC   COM              41651510      5455   335720 SH       SHARED      02      335145               575
D HARTFORD FINL SVCS GROUP INC   COM              41651510        10     3669 SH PUT   SHARED      02        3669
D HARTFORD FINL SVCS GROUP INC   COM              41651510     29147  1793700 SH       SHARED      04     1793700
D HARTFORD FINL SVCS GROUP INC   COM              41651510         3      200 SH       SHARED      05         200
D HARTFORD FINL SVCS GROUP INC   COM              41651510      2690   165560 SH       SHARED      06       41760            123800
D HARTFORD FINL SVCS GROUP INC   COM              41651510      7355   452631 SH       SHARED      10      452631
D HARTFORD FINL SVCS GROUP INC   COM              41651510        96     5950 SH       SHARED      21        5950
D HARTFORD FINL SVCS GROUP INC   COM              41651510         8      550 SH       SHR/OTHR    23                           550
D HARTFORD FINL SVCS GROUP INC   *W EXP 06/26/201 41651512     42329  4631286 SH       SHARED      02     4631286
D HARVARD BIOSCIENCE INC         COM              41690610        15     3878 SH       SHARED                3878
D HARVARD BIOSCIENCE INC         COM              41690610         0        8 SH       SHARED      02           8
D HARVEST NATURAL RESOURCES IN   COM              41754V10       327    44331 SH       SHARED               44331
D HARVEST NATURAL RESOURCES IN   COM              41754V10       542    73510 SH       SHARED      02       73510
D HARVEST NATURAL RESOURCES IN   COM              41754V10       109    14800 SH       SHARED      10       14800
D HARVEST NATURAL RESOURCES IN   COM              41754V10       205    27800 SH       SHARED      26       27800
D HASBRO INC                     COM              41805610      1944    60990 SH       SHARED               60990
D HASBRO INC                     COM              41805610      1031    32349 SH       SHARED      01       32349
D HASBRO INC                     COM              41805610        40     1275 SH       SHR/OTHR    01                          1275
D HASBRO INC                     COM              41805610       354    11101 SH       SHARED      02       11101
D HASBRO INC                     COM              41805610         0     2000 SH CALL  SHARED      02        2000
D HASBRO INC                     COM              41805610         1       60 SH       SHARED      05          60
D HASBRO INC                     COM              41805610       251     7890 SH       SHARED      06        4690              3200
D HASBRO INC                     COM              41805610      1084    34009 SH       SHARED      10       34009
D HASBRO INC                     COM              41805610         4      150 SH       SHR/OTHR    23                           150
D HATTERAS FINL CORP             COM              41902R10       685    25985 SH       SHARED               25985
D HATTERAS FINL CORP             COM              41902R10       142     5400 SH       SHARED      01                          5400
D HATTERAS FINL CORP             COM              41902R10        61     2320 SH       SHARED      02          20              2300
D HATTERAS FINL CORP             COM              41902R10      3140   119100 SH       SHARED      10      119100
D HATTERAS FINL CORP             COM              41902R10        65     2500 SH       SHR/OTHR    23                          2500
D HAVERTY FURNITURE INC          COM              41959610       487    44442 SH       SHARED               44442
D HAVERTY FURNITURE INC          COM              41959610         1      101 SH       SHARED      02         101
D HAVERTY FURNITURE INC          COM              41959610        66     6100 SH       SHARED      10        6100
D HAWAIIAN ELEC INDUSTRIES       COM              41987010      4388   165745 SH       SHARED              165745
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       776    29325 SH       SHARED      01         125             29200
D HAWAIIAN ELEC INDUSTRIES       COM              41987010        71     2707 SH       SHARED      02           7              2700
D HAWAIIAN ELEC INDUSTRIES       COM              41987010        82     3100 SH       SHARED      10        3100
D HAWAIIAN HOLDINGS INC          NOTE  5.000% 3/1 419879AD       219   220000 PRN      SHARED      02      220000
D HAWAIIAN HOLDINGS INC          COM              41987910        89    15377 SH       SHARED               15377
D HAWAIIAN HOLDINGS INC          COM              41987910        23     4026 SH       SHARED      02          22              4004
D HAWKINS INC                    COM              42026110        96     2626 SH       SHARED                2626
D HAWKINS INC                    COM              42026110         1       51 SH       SHARED      02          51
D HAYNES INTERNATIONAL INC       COM NEW          42087720      1757    32180 SH       SHARED               32180
D HAYNES INTERNATIONAL INC       COM NEW          42087720         3       70 SH       SHARED      02          70
D HAYNES INTERNATIONAL INC       COM NEW          42087720       131     2400 SH       SHARED      10        2400
D HEALTHCARE SVCS GRP INC        COM              42190610       345    19543 SH       SHARED               19543
D HEALTHCARE SVCS GRP INC        COM              42190610      5743   324690 SH       SHARED      02        2613            322077
D HEALTHCARE SVCS GRP INC        COM              42190610       104     5900 SH       SHARED      10        5900
D HEALTHCARE SVCS GRP INC        COM              42190610       884    50000 SH       SHARED      30       50000
D HEALTHSOUTH CORP               COM NEW          42192430     10879   615686 SH       SHARED              615686
D HEALTHSOUTH CORP               COM NEW          42192430      6130   346917 SH       SHARED      02      346917
D HEALTHSOUTH CORP               COM NEW          42192430       404    22900 SH       SHARED      10       22900
D HEALTHSOUTH CORP               COM NEW          42192430         6      381 SH       SHARED      21         381
D HEALTHSOUTH CORP               COM NEW          42192430        68     3900 SH       SHARED      32        3900
D HEALTH MGMT ASSOC INC NEW      CL A             42193310      2612   354411 SH       SHARED              354411
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       644    87500 SH       SHARED      01        8900             78600
D HEALTH MGMT ASSOC INC NEW      CL A             42193310         2      365 SH       SHARED      02          65               300
D HEALTH MGMT ASSOC INC NEW      CL A             42193310        69     9400 SH       SHARED      10        9400
D HEALTH MGMT ASSOC INC NEW      CL A             42193310        83    11300 SH       SHARED      32       11300
D HEALTHCARE RLTY TR             COM              42194610      4869   261962 SH       SHARED              261962
D HEALTHCARE RLTY TR             COM              42194610         7      412 SH       SHARED      02         412
D HEALTHCARE RLTY TR             COM              42194610       128     6900 SH       SHARED      10        6900
D HEALTHCARE RLTY TR             COM              42194610       274    14756 SH       SHARED      26       14756
D HEADWATERS INC                 NOTE  2.500% 2/0 42210PAD     10815 13190000 PRN      SHARED            13190000
D HEADWATERS INC                 COM              42210P10       792   356995 SH       SHARED              356995
D HEADWATERS INC                 COM              42210P10         5     2678 SH       SHARED      02        2678
D HEADWATERS INC                 COM              42210P10        72    32600 SH       SHARED      10       32600
D HEALTH CARE REIT INC           NOTE  4.750% 7/1 42217KAQ      2758  2420000 PRN      SHARED      06     2420000
D HEALTH CARE REIT INC           NOTE  3.000%12/0 42217KAR      1314  1150000 PRN      SHARED                               1150000
D HEALTH CARE REIT INC           NOTE  3.000%12/0 42217KAR      1485  1300000 PRN      SHARED      06     1300000
D HEALTH CARE REIT INC           COM              42217K10     24363   446799 SH       SHARED              446799
D HEALTH CARE REIT INC           COM              42217K10      2224    40800 SH       SHARED      01       40800
D HEALTH CARE REIT INC           COM              42217K10       601    11022 SH       SHARED      02        1875              9147
D HEALTH CARE REIT INC           COM              42217K10         3       60 SH       SHARED      05          60
D HEALTH CARE REIT INC           COM              42217K10      1019    18700 SH       SHARED      06       14700              4000
D HEALTH CARE REIT INC           COM              42217K10     22129   405817 SH       SHARED      10      405817
D HEALTH CARE REIT INC           COM              42217K10    331491  6079071 SH       SHARED      11     3386024           2693047
D HEALTH CARE REIT INC           COM              42217K10        41      760 SH       SHARED      21         760
D HEALTH CARE REIT INC           COM              42217K10       378     6940 SH       SHARED      26        6940
D HEALTH NET INC                 COM              42222G10      2626    86346 SH       SHARED               86346
D HEALTH NET INC                 COM              42222G10       785    25825 SH       SHARED      01         325             25500
D HEALTH NET INC                 COM              42222G10         0       14 SH       SHARED      02          14
D HEALTH NET INC                 COM              42222G10       447    14700 SH       SHARED      10       14700
D HEALTH NET INC                 COM              42222G10       264     8700 SH       SHARED      21        8700
D HEALTH NET INC                 COM              42222G10       173     5700 SH       SHARED      26        5700
D HEALTH NET INC                 COM              42222G10       553    18200 SH       SHARED      32       18200
D HEALTHSTREAM INC               COM              42222N10       107     5845 SH       SHARED                5845
D HEALTHSTREAM INC               COM              42222N10         0       18 SH       SHARED      02          18
D HEALTHSTREAM INC               COM              42222N10       922    50000 SH       SHARED      04       50000
D HEALTHSTREAM INC               COM              42222N10        23     1300 SH       SHARED      10        1300
D HEALTHSPRING INC               COM              42224N10      6440   118096 SH       SHARED              118096
D HEALTHSPRING INC               COM              42224N10         4       75 SH       SHARED      01          75
D HEALTHSPRING INC               COM              42224N10        53      982 SH       SHARED      02         982
D HEALTHSPRING INC               COM              42224N10     25599   469367 SH       SHARED      10      469367
D HEALTHSPRING INC               COM              42224N10      1118    20500 SH       SHARED      26       20500
D HEALTHWAYS INC                 COM              42224510        70    10214 SH       SHARED               10214
D HEALTHWAYS INC                 COM              42224510        43     6325 SH       SHARED      01        6325
D HEALTHWAYS INC                 COM              42224510        14     2079 SH       SHARED      02        2079
D HEALTHWAYS INC                 COM              42224510        52     7600 SH       SHARED      10        7600
D HEARTLAND FINL USA INC         COM              42234Q10        64     4226 SH       SHARED                4226
D HEARTLAND FINL USA INC         COM              42234Q10         0        4 SH       SHARED      02           4
D HEARTLAND EXPRESS INC          COM              42234710        17     1200 SH       SHARED                1200
D HEARTLAND EXPRESS INC          COM              42234710        77     5397 SH       SHARED      02        5397
D HEARTLAND EXPRESS INC          COM              42234710        42     3000 SH       SHARED      10        3000
D HEARTLAND PMT SYS INC          COM              42235N10      3978   163338 SH       SHARED              163338
D HEARTLAND PMT SYS INC          COM              42235N10        60     2500 SH       SHARED      01        2500
D HEARTLAND PMT SYS INC          COM              42235N10         5      227 SH       SHARED      02         227
D HEARTWARE INTL INC             COM              42236810       324     4701 SH       SHARED                4701
D HEARTWARE INTL INC             COM              42236810        20      300 SH       SHARED      01         300
D HEARTWARE INTL INC             COM              42236810         1       26 SH       SHARED      02          26
D HEARTWARE INTL INC             COM              42236810       523     7589 SH       SHARED      32        7589
D HECKMANN CORP                  COM              42268010       217    32692 SH       SHARED               32692
D HECKMANN CORP                  COM              42268010         8     1242 SH       SHARED      02        1242
D HECKMANN CORP                  COM              42268010      2914   438300 SH       SHARED      05      438300
D HECLA MNG CO                   COM              42270410      3865   739017 SH       SHARED              739017
D HECLA MNG CO                   COM              42270410       274    52530 SH       SHARED      01       46680              5850
D HECLA MNG CO                   COM              42270410       343    65600 SH       SHR/OTHR    01                         65600
D HECLA MNG CO                   COM              42270410      1574   300968 SH       SHARED      02      300668               300
D HECLA MNG CO                   COM              42270410      1164   222700 SH       SHARED      04      222700
D HECLA MNG CO                   COM              42270410       113    21700 SH       SHARED      10       21700
D HECLA MNG CO                   COM              42270410       766   146530 SH       SHARED      29      146530
D HEELYS INC                     COM              42279M10         0       52 SH       SHARED      02          52
D HEICO CORP NEW                 COM              42280610      6993   119592 SH       SHARED              119592
D HEICO CORP NEW                 COM              42280610       182     3125 SH       SHARED      01                          3125
D HEICO CORP NEW                 COM              42280610        27      470 SH       SHARED      02         470
D HEICO CORP NEW                 CL A             42280620       507    12896 SH       SHARED               12896
D HEICO CORP NEW                 CL A             42280620        40     1033 SH       SHARED      01                          1033
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       288    13371 SH       SHARED               13371
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       135     6288 SH       SHARED      02        6288
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       148     6900 SH       SHARED      10        6900
D HEINZ H J CO                   COM              42307410        28      535 SH       SHARED                 535
D HEINZ H J CO                   COM              42307410      9235   170908 SH       SHARED              170908
D HEINZ H J CO                   COM              42307410      4793    88699 SH       SHARED      01       78349             10350
D HEINZ H J CO                   COM              42307410       244     4525 SH       SHR/OTHR    01                          4525
D HEINZ H J CO                   COM              42307410      4370    80873 SH       SHARED      02       50802             30071
D HEINZ H J CO                   COM              42307410      2923    54100 SH       SHARED      04       54100
D HEINZ H J CO                   COM              42307410      2955    54690 SH       SHARED      05       54690
D HEINZ H J CO                   COM              42307410      1587    29380 SH       SHARED      06       19930              9450
D HEINZ H J CO                   COM              42307410      5905   109276 SH       SHARED      10      109276
D HEINZ H J CO                   COM              42307410       464     8600 SH       SHARED      20        5600              3000
D HEINZ H J CO                   COM              42307410        63     1170 SH       SHR/OTHR    20                          1170
D HEINZ H J CO                   COM              42307410        47      870 SH       SHARED      21         870
D HEINZ H J CO                   COM              42307410       283     5250 SH       SHR/OTHR    21                          5250
D HEINZ H J CO                   COM              42307410      1255    23225 SH       SHARED      23       13925              9300
D HEINZ H J CO                   COM              42307410       601    11124 SH       SHR/OTHR    23                         11124
D HEINZ H J CO                   COM              42307410        21      395 SH       SHARED      27         395
D HEINZ H J CO                   COM              42307410      3609    66800 SH       SHARED      30       66800
D HELIOS STRATEGIC INCOME FD I   COM NEW          42328A20         0        7 SH       SHARED      02           7
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       459    29054 SH       SHARED               29054
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       710    44950 SH       SHARED      01       12250             32700
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10         3      221 SH       SHARED      02         221
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10      1829   115812 SH       SHARED      06      115812
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       443    28100 SH       SHARED      10       28100
D HELMERICH & PAYNE INC          COM              42345210      8480   145317 SH       SHARED              145317
D HELMERICH & PAYNE INC          COM              42345210      1686    28900 SH       SHARED      01       28900
D HELMERICH & PAYNE INC          COM              42345210       866    14843 SH       SHARED      02       14843
D HELMERICH & PAYNE INC          COM              42345210         0      205 SH PUT   SHARED      02         205
D HELMERICH & PAYNE INC          COM              42345210       778    13334 SH       SHARED      04       13334
D HELMERICH & PAYNE INC          COM              42345210        32      550 SH       SHARED      05         550
D HELMERICH & PAYNE INC          COM              42345210       280     4800 SH       SHARED      06        2600              2200
D HELMERICH & PAYNE INC          COM              42345210      5562    95320 SH       SHARED      10       95320
D HELMERICH & PAYNE INC          COM              42345210        15      259 SH       SHARED      21         259
D HELMERICH & PAYNE INC          COM              42345210       244     4183 SH       SHARED      27        4183
D HEMISPHERX BIOPHARMA INC       COM              42366C10         0      350 SH       SHARED                                   350
D HENRY JACK & ASSOC INC         COM              42628110      1131    33679 SH       SHARED               33679
D HENRY JACK & ASSOC INC         COM              42628110      1370    40788 SH       SHARED      01       11988             28800
D HENRY JACK & ASSOC INC         COM              42628110        10      315 SH       SHARED      02          65               250
D HENRY JACK & ASSOC INC         COM              42628110       228     6800 SH       SHARED      10        6800
D HENRY JACK & ASSOC INC         COM              42628110        18      542 SH       SHARED      21                           542
D HENRY JACK & ASSOC INC         COM              42628110        26      800 SH       SHR/OTHR    23                           800
D HERITAGE COMMERCE CORP         COM              42692710       129    27332 SH       SHARED               27332
D HERITAGE COMMERCE CORP         COM              42692710         0        5 SH       SHARED      02           5
D HERCULES OFFSHORE INC          NOTE  3.375% 6/0 427093AD       448   500000 PRN      SHARED              500000
D HERCULES OFFSHORE INC          COM              42709310       243    54738 SH       SHARED               54738
D HERCULES OFFSHORE INC          COM              42709310       202    45620 SH       SHARED      01       45620
D HERCULES OFFSHORE INC          COM              42709310         2      534 SH       SHARED      02         534
D HERCULES OFFSHORE INC          COM              42709310      1774   399591 SH       SHARED      06      399591
D HERCULES OFFSHORE INC          COM              42709310       408    92000 SH       SHARED      10       92000
D HERCULES OFFSHORE INC          COM              42709310       555   125000 SH       SHARED      29      125000
D HERCULES TECH GROWTH CAP INC   COM              42709650      3925   415854 SH       SHARED              415854
D HERCULES TECH GROWTH CAP INC   COM              42709650        45     4825 SH       SHARED      02          13              4812
D HERCULES TECH GROWTH CAP INC   COM              42709650       492    52200 SH       SHARED      10       52200
D HERITAGE FINL CORP WASH        COM              42722X10       143    11434 SH       SHARED               11434
D HERITAGE FINL CORP WASH        COM              42722X10         0       42 SH       SHARED      02          42
D HERITAGE CRYSTAL CLEAN INC     COM              42726M10        12      778 SH       SHARED                 778
D HERITAGE CRYSTAL CLEAN INC     COM              42726M10         3      203 SH       SHARED      02         203
D HERITAGE FINL GROUP INC        COM              42726X10         1      127 SH       SHARED      02         127
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       603   123727 SH       SHARED              123727
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510        88    18100 SH       SHARED      01       18100
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510         0       50 SH       SHARED      02          50
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       170    35000 SH       SHARED      10       35000
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       547   112200 SH       SHARED      11                        112200
D HERSHEY CO                     COM              42786610     18722   303055 SH       SHARED              303055
D HERSHEY CO                     COM              42786610      3236    52394 SH       SHARED      01       50219              2175
D HERSHEY CO                     COM              42786610       556     9000 SH       SHR/OTHR    01                          9000
D HERSHEY CO                     COM              42786610        86     1408 SH       SHARED      02        1339                69
D HERSHEY CO                     COM              42786610        43      700 SH       SHARED      04         700
D HERSHEY CO                     COM              42786610        70     1140 SH       SHARED      05        1140
D HERSHEY CO                     COM              42786610       673    10900 SH       SHARED      06        6900              4000
D HERSHEY CO                     COM              42786610      3203    51852 SH       SHARED      10       51852
D HERSHEY CO                     COM              42786610        21      350 SH       SHARED      20         350
D HERSHEY CO                     COM              42786610        13      215 SH       SHR/OTHR    20                           215
D HERSHEY CO                     COM              42786610         9      160 SH       SHR/OTHR    21                           160
D HERSHEY CO                     COM              42786610       608     9855 SH       SHARED      29        9855
D HERSHEY CO                     COM              42786610       568     9200 SH       SHARED      30        9200
D HERTZ GLOBAL HOLDINGS INC      NOTE  5.250% 6/0 42805TAA     12448  8000000 PRN      SHARED             6000000           2000000
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10     20147  1719057 SH       SHARED             1719057
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10       732    62525 SH       SHARED      01       62525
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10      7563   645361 SH       SHARED      02      645361
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10         1      134 SH       SHARED      05         134
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10        26     2300 SH       SHARED      06        2300
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10       142    12200 SH       SHARED      10       12200
D HESS CORP                      COM              42809H10     45548   801910 SH       SHARED              801910
D HESS CORP                      COM              42809H10      5272    92818 SH       SHARED      01       87773              5045
D HESS CORP                      COM              42809H10      4526    79686 SH       SHARED      02       77936              1750
D HESS CORP                      COM              42809H10         1      400 SH CALL  SHARED      02         400
D HESS CORP                      COM              42809H10         1      300 SH PUT   SHARED      02         300
D HESS CORP                      COM              42809H10     27432   482965 SH       SHARED      04      482965
D HESS CORP                      COM              42809H10       374     6590 SH       SHARED      05        6590
D HESS CORP                      COM              42809H10      7288   128312 SH       SHARED      06       47312             81000
D HESS CORP                      COM              42809H10      5725   100798 SH       SHARED      10      100798
D HESS CORP                      COM              42809H10        21      375 SH       SHARED      20                           375
D HESS CORP                      COM              42809H10        91     1615 SH       SHARED      27        1615
D HESS CORP                      COM              42809H10      4314    75958 SH       SHARED      31       75958
D HEWLETT PACKARD CO             COM              42823610        27     1079 SH       SHARED                1079
D HEWLETT PACKARD CO             COM              42823610     96599  3749985 SH       SHARED             3704444             45541
D HEWLETT PACKARD CO             COM              42823610         0       31 SH CALL  SHARED                  31
D HEWLETT PACKARD CO             COM              42823610         0      345 SH PUT   SHARED                 345
D HEWLETT PACKARD CO             COM              42823610     16202   628984 SH       SHARED      01      611943             17041
D HEWLETT PACKARD CO             COM              42823610       370    14390 SH       SHR/OTHR    01                         14390
D HEWLETT PACKARD CO             COM              42823610      8940   347062 SH       SHARED      02      342995              4067
D HEWLETT PACKARD CO             COM              42823610         4    15364 SH CALL  SHARED      02       15364
D HEWLETT PACKARD CO             COM              42823610        15     1027 SH PUT   SHARED      02        1027
D HEWLETT PACKARD CO             COM              42823610       249     9684 SH       SHARED      04                          9684
D HEWLETT PACKARD CO             COM              42823610      3575   138800 SH       SHARED      04      138800
D HEWLETT PACKARD CO             COM              42823610       126     4900 SH       SHARED      05        4900
D HEWLETT PACKARD CO             COM              42823610      8578   333033 SH       SHARED      06      188683            144350
D HEWLETT PACKARD CO             COM              42823610     20720   804357 SH       SHARED      10      804357
D HEWLETT PACKARD CO             COM              42823610       427    16610 SH       SHARED      20       15055              1555
D HEWLETT PACKARD CO             COM              42823610        46     1800 SH       SHR/OTHR    20                          1800
D HEWLETT PACKARD CO             COM              42823610       154     6000 SH       SHR/OTHR    21                          6000
D HEWLETT PACKARD CO             COM              42823610       811    31508 SH       SHARED      23       31508
D HEWLETT PACKARD CO             COM              42823610      1813    70398 SH       SHR/OTHR    23                         70398
D HEWLETT PACKARD CO             COM              42823610       466    18100 SH       SHARED      26       18100
D HEWLETT PACKARD CO             COM              42823610        56     2211 SH       SHARED      27        2211
D HEWLETT PACKARD CO             COM              42823610       311    12100 SH       SHARED      29       12100
D HEWLETT PACKARD CO             COM              42823610      7270   282255 SH       SHARED      31      282255
D HEXCEL CORP NEW                COM              42829110      1281    52945 SH       SHARED               52945
D HEXCEL CORP NEW                COM              42829110       752    31086 SH       SHARED      02        2223             28863
D HEXCEL CORP NEW                COM              42829110        60     2500 SH       SHARED      10        2500
D HEXCEL CORP NEW                COM              42829110       290    12000 SH       SHARED      26       12000
D HEXCEL CORP NEW                COM              42829110      2892   119468 SH       SHARED      31      119468
D HHGREGG INC                    COM              42833L10        58     4029 SH       SHARED                4029
D HHGREGG INC                    COM              42833L10         0       14 SH       SHARED      02          14
D HI-TECH PHARMACAL INC          COM              42840B10      2082    53539 SH       SHARED               53539
D HI-TECH PHARMACAL INC          COM              42840B10       246     6346 SH       SHARED      01        5296              1050
D HI-TECH PHARMACAL INC          COM              42840B10       451    11600 SH       SHR/OTHR    01                         11600
D HI-TECH PHARMACAL INC          COM              42840B10        60     1557 SH       SHARED      02          57              1500
D HI-TECH PHARMACAL INC          COM              42840B10       721    18552 SH       SHARED      04       18552
D HIBBETT SPORTS INC             COM              42856710        31      700 SH       SHARED                 700
D HIBBETT SPORTS INC             COM              42856710       108     2398 SH       SHARED      02         596              1802
D HIBBETT SPORTS INC             COM              42856710        24      550 SH       SHARED      29         550
D HICKORY TECH CORP              COM              42906010        24     2217 SH       SHARED                2217
D HICKORY TECH CORP              COM              42906010         0        9 SH       SHARED      02           9
D HIGHER ONE HLDGS INC           COM              42983D10       173     9406 SH       SHARED                9406
D HIGHER ONE HLDGS INC           COM              42983D10         3      180 SH       SHARED      02         180
D HIGHLAND CR STRATEGIES FD      COM              43005Q10         4      710 SH       SHARED      02          19               691
D HIGHWOODS PPTYS INC            COM              43128410         0       32 SH       SHARED                  32
D HIGHWOODS PPTYS INC            COM              43128410      8355   281613 SH       SHARED              281613
D HIGHWOODS PPTYS INC            COM              43128410       661    22300 SH       SHARED      01                         22300
D HIGHWOODS PPTYS INC            COM              43128410       141     4754 SH       SHARED      02          44              4710
D HIGHWOODS PPTYS INC            COM              43128410       504    17000 SH       SHARED      10       17000
D HILL INTERNATIONAL INC         COM              43146610        43     8479 SH       SHARED                8479
D HILL INTERNATIONAL INC         COM              43146610         0        7 SH       SHARED      02           7
D HILL ROM HLDGS INC             COM              43147510      4171   123821 SH       SHARED              123821
D HILL ROM HLDGS INC             COM              43147510       643    19100 SH       SHARED      01                         19100
D HILL ROM HLDGS INC             COM              43147510         2       76 SH       SHARED      02          76
D HILL ROM HLDGS INC             COM              43147510      1179    35000 SH       SHARED      04       35000
D HILL ROM HLDGS INC             COM              43147510        70     2100 SH       SHARED      10        2100
D HILLENBRAND INC                COM              43157110       824    36947 SH       SHARED               36947
D HILLENBRAND INC                COM              43157110        22      989 SH       SHARED      02         989
D HILLENBRAND INC                COM              43157110       495    22200 SH       SHARED      10       22200
D HILLTOP HOLDINGS INC           COM              43274810       117    13905 SH       SHARED               13905
D HILLTOP HOLDINGS INC           COM              43274810         0       66 SH       SHARED      02          66
D HILLTOP HOLDINGS INC           COM              43274810       316    37500 SH       SHARED      10       37500
D HIMAX TECHNOLOGIES INC         SPONSORED ADR    43289P10       172   172794 SH       SHARED              172794
D HINGHAM INSTN SVGS MASS        COM              43332310         0        4 SH       SHARED      02           4
D HITACHI LIMITED                ADR 10 COM       43357850      4355    83532 SH       SHARED               83532
D HISOFT TECHNOLOGY INTL LTD     SPONSORED ADR    43358R10       582    63130 SH       SHARED               63130
D HISOFT TECHNOLOGY INTL LTD     SPONSORED ADR    43358R10       938   101695 SH       SHARED      02      101695
D HITTITE MICROWAVE CORP         COM              43365Y10      3039    61544 SH       SHARED               61544
D HITTITE MICROWAVE CORP         COM              43365Y10        75     1535 SH       SHARED      02        1535
D HITTITE MICROWAVE CORP         COM              43365Y10        13      274 SH       SHARED      21                           274
D HOKU CORP                      COM              43471110         2     3691 SH       SHARED                3691
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310      1683    31300 SH       SHARED               31300
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310       350     6517 SH       SHARED      02          17              6500
D HOLLYFRONTIER CORP             COM              43610610      9941   424850 SH       SHARED              424850
D HOLLYFRONTIER CORP             COM              43610610      2574   110010 SH       SHARED      01       45876             64134
D HOLLYFRONTIER CORP             COM              43610610       310    13278 SH       SHARED      02        2178             11100
D HOLLYFRONTIER CORP             COM              43610610      1019    43581 SH       SHARED      04       43581
D HOLLYFRONTIER CORP             COM              43610610         2      100 SH       SHARED      05         100
D HOLLYFRONTIER CORP             COM              43610610        37     1600 SH       SHARED      06        1600
D HOLLYFRONTIER CORP             COM              43610610       379    16206 SH       SHARED      10       16206
D HOLLYFRONTIER CORP             COM              43610610        16      723 SH       SHARED      21         723
D HOLLYFRONTIER CORP             COM              43610610      1524    65157 SH       SHARED      27       65157
D HOLLYFRONTIER CORP             COM              43610610       177     7600 SH       SHARED      30        7600
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA      2106  2210000 PRN      SHARED             2210000
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA       198   208000 PRN      SHARED      02      208000
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA      4025  4224000 PRN      SHARED      06     1874000           2350000
D HOLOGIC INC                    FRNT  2.000%12/1 436440AB       437   400000 PRN      SHARED      06      400000
D HOLOGIC INC                    COM              43644010     13682   781427 SH       SHARED              781427
D HOLOGIC INC                    COM              43644010      2523   144112 SH       SHARED      01       63280             80832
D HOLOGIC INC                    COM              43644010        34     1978 SH       SHARED      02        1978
D HOLOGIC INC                    COM              43644010       492    28100 SH       SHARED      04       28100
D HOLOGIC INC                    COM              43644010        43     2500 SH       SHARED      05        2500
D HOLOGIC INC                    COM              43644010       100     5724 SH       SHARED      06        5724
D HOLOGIC INC                    COM              43644010       152     8700 SH       SHARED      10        8700
D HOLOGIC INC                    COM              43644010       602    34429 SH       SHARED      26       34429
D HOME BANCSHARES INC            COM              43689320       192     7436 SH       SHARED                7436
D HOME BANCSHARES INC            COM              43689320         3      119 SH       SHARED      02         119
D HOME BANCSHARES INC            COM              43689320        38     1500 SH       SHARED      10        1500
D HOME DEPOT INC                 COM              43707610       252     6000 SH       SHARED                                  6000
D HOME DEPOT INC                 COM              43707610     83706  1991108 SH       SHARED             1991108
D HOME DEPOT INC                 COM              43707610     20851   495981 SH       SHARED      01      480429             15552
D HOME DEPOT INC                 COM              43707610       522    12423 SH       SHR/OTHR    01                         12423
D HOME DEPOT INC                 COM              43707610     27761   660355 SH       SHARED      02      639050             21305
D HOME DEPOT INC                 COM              43707610         3      376 SH CALL  SHARED      02         376
D HOME DEPOT INC                 COM              43707610         0     1544 SH PUT   SHARED      02        1544
D HOME DEPOT INC                 COM              43707610       857    20400 SH       SHARED      04       20400
D HOME DEPOT INC                 COM              43707610       578    13770 SH       SHARED      05       13770
D HOME DEPOT INC                 COM              43707610      5986   142410 SH       SHARED      06       95180             47230
D HOME DEPOT INC                 COM              43707610     22307   530634 SH       SHARED      10      530634
D HOME DEPOT INC                 COM              43707610      1282    30510 SH       SHARED      20       13375             17135
D HOME DEPOT INC                 COM              43707610        57     1372 SH       SHR/OTHR    20                          1372
D HOME DEPOT INC                 COM              43707610       212     5050 SH       SHARED      21        5050
D HOME DEPOT INC                 COM              43707610        27      650 SH       SHR/OTHR    21                           650
D HOME DEPOT INC                 COM              43707610       648    15415 SH       SHARED      23        9695              5720
D HOME DEPOT INC                 COM              43707610       915    21785 SH       SHR/OTHR    23                         21785
D HOME DEPOT INC                 COM              43707610       603    14354 SH       SHARED      27       14354
D HOME DEPOT INC                 COM              43707610      2982    70950 SH       SHARED      29       70950
D HOME DEPOT INC                 COM              43707610     10525   250378 SH       SHARED      31      250378
D HOME FED BANCORP INC LA NEW    COM              43708L10         0       13 SH       SHARED      02          13
D HOME FED BANCORP INC MD        COM              43710G10       434    41803 SH       SHARED               41803
D HOME FED BANCORP INC MD        COM              43710G10         0       40 SH       SHARED      02          40
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10      2815   109133 SH       SHARED              109133
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10        41     1599 SH       SHARED      02         499              1100
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10        79     3069 SH       SHARED      04        3069
D HOME PROPERTIES INC            COM              43730610      2248    39049 SH       SHARED               39049
D HOME PROPERTIES INC            COM              43730610       852    14800 SH       SHARED      01                         14800
D HOME PROPERTIES INC            COM              43730610        36      639 SH       SHARED      02         639
D HOME PROPERTIES INC            COM              43730610      3750    65150 SH       SHARED      10       65150
D HOME PROPERTIES INC            COM              43730610     90899  1578946 SH       SHARED      11      874350            704596
D HOMEAWAY INC                   COM              43739Q10      1090    46923 SH       SHARED               46923
D HOMEAWAY INC                   COM              43739Q10        45     1950 SH       SHARED      02                          1950
D HONDA MOTOR LTD                AMERN SHS        43812830      6688   218945 SH       SHARED              218945
D HONDA MOTOR LTD                AMERN SHS        43812830        41     1349 SH       SHARED      02         120              1229
D HONDA MOTOR LTD                AMERN SHS        43812830         0      545 SH CALL  SHARED      02         545
D HONDA MOTOR LTD                AMERN SHS        43812830        30     1000 SH       SHARED      20        1000
D HONDA MOTOR LTD                AMERN SHS        43812830        52     1719 SH       SHARED      21        1719
D HONDA MOTOR LTD                AMERN SHS        43812830        91     3000 SH       SHR/OTHR    23                          3000
D HONEYWELL INTL INC             COM              43851610       701    12900 SH       SHARED               12900
D HONEYWELL INTL INC             COM              43851610     49525   911234 SH       SHARED              898387             12847
D HONEYWELL INTL INC             COM              43851610         1      150 SH CALL  SHARED                 150
D HONEYWELL INTL INC             COM              43851610         1      750 SH PUT   SHARED                 750
D HONEYWELL INTL INC             COM              43851610     11849   218029 SH       SHARED      01      192049             25980
D HONEYWELL INTL INC             COM              43851610        86     1600 SH       SHR/OTHR    01                          1600
D HONEYWELL INTL INC             COM              43851610      4160    76541 SH       SHARED      02        7068             69473
D HONEYWELL INTL INC             COM              43851610         0       33 SH CALL  SHARED      02          33
D HONEYWELL INTL INC             COM              43851610         1      750 SH PUT   SHARED      02         750
D HONEYWELL INTL INC             COM              43851610       617    11368 SH       SHARED      04       11368
D HONEYWELL INTL INC             COM              43851610      4130    76000 SH       SHARED      04       76000
D HONEYWELL INTL INC             COM              43851610       125     2310 SH       SHARED      05        2310
D HONEYWELL INTL INC             COM              43851610      8532   157000 SH       SHARED      06       62300             94700
D HONEYWELL INTL INC             COM              43851610     18577   341818 SH       SHARED      10      341818
D HONEYWELL INTL INC             COM              43851610      4770    87770 SH       SHARED      20       82770              5000
D HONEYWELL INTL INC             COM              43851610      2610    48038 SH       SHR/OTHR    20                         48038
D HONEYWELL INTL INC             COM              43851610       276     5090 SH       SHARED      21        5090
D HONEYWELL INTL INC             COM              43851610      1028    18925 SH       SHARED      23       15925              3000
D HONEYWELL INTL INC             COM              43851610       628    11560 SH       SHR/OTHR    23                         11560
D HONEYWELL INTL INC             COM              43851610       271     5000 SH       SHARED      30        5000
D HOOKER FURNITURE CORP          COM              43903810        86     7498 SH       SHARED                7498
D HOOPER HOLMES INC              COM              43910410         0       22 SH       SHARED      02          22
D HORACE MANN EDUCATORS CORP N   COM              44032710       642    46835 SH       SHARED               46835
D HORACE MANN EDUCATORS CORP N   COM              44032710        12      913 SH       SHARED      02         913
D HORACE MANN EDUCATORS CORP N   COM              44032710       231    16900 SH       SHARED      10       16900
D HORIZON BANCORP IND            COM              44040710         0        1 SH       SHARED      02           1
D HORIZON TECHNOLOGY FIN CORP    COM              44045A10         0        1 SH       SHARED      02           1
D HORMEL FOODS CORP              COM              44045210      7038   240296 SH       SHARED              240296
D HORMEL FOODS CORP              COM              44045210      1028    35100 SH       SHARED      01       31500              3600
D HORMEL FOODS CORP              COM              44045210        34     1191 SH       SHARED      02        1191
D HORMEL FOODS CORP              COM              44045210       146     5000 SH       SHARED      06        1000              4000
D HORMEL FOODS CORP              COM              44045210      4627   157999 SH       SHARED      10      157999
D HORMEL FOODS CORP              COM              44045210       178     6100 SH       SHARED      26        6100
D HORMEL FOODS CORP              COM              44045210      3294   112466 SH       SHARED      27      112466
D HORMEL FOODS CORP              COM              44045210        73     2500 SH       SHARED      30        2500
D HORIZON PHARMA INC             COM              44047T10      1443   360936 SH       SHARED              360936
D HORIZON PHARMA INC             COM              44047T10         0        3 SH       SHARED      02           3
D HORNBECK OFFSHORE SVCS INC N   FRNT  1.625%11/1 440543AE       402   400000 PRN      SHARED      06      400000
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       426    13741 SH       SHARED               13741
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       214     6900 SH       SHARED      01        6900
D HORNBECK OFFSHORE SVCS INC N   COM              44054310        19      628 SH       SHARED      02         628
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       158     5100 SH       SHARED      10        5100
D HORSEHEAD HLDG CORP            COM              44069430      3893   432175 SH       SHARED              432175
D HORSEHEAD HLDG CORP            COM              44069430         0       19 SH       SHARED      02          19
D HORSEHEAD HLDG CORP            COM              44069430       162    18000 SH       SHARED      10       18000
D HOSPITALITY PPTYS TR           NOTE  3.800% 3/1 44106MAK        84    85000 PRN      SHARED      02       85000
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10      2470   107511 SH       SHARED              107511
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       873    38000 SH       SHARED      01                         38000
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10         0        6 SH       SHARED      02           6
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     30288  1318051 SH       SHARED      10     1318051
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10         5      220 SH       SHARED      21                           220
D HOSPIRA INC                    COM              44106010      4623   152252 SH       SHARED              152252
D HOSPIRA INC                    COM              44106010      1404    46256 SH       SHARED      01       44436              1820
D HOSPIRA INC                    COM              44106010       360    11870 SH       SHR/OTHR    01                         11870
D HOSPIRA INC                    COM              44106010        52     1723 SH       SHARED      02        1723
D HOSPIRA INC                    COM              44106010        39     1300 SH       SHARED      04        1300
D HOSPIRA INC                    COM              44106010        46     1520 SH       SHARED      05        1520
D HOSPIRA INC                    COM              44106010       296     9770 SH       SHARED      06        5370              4400
D HOSPIRA INC                    COM              44106010      1438    47363 SH       SHARED      10       47363
D HOSPIRA INC                    COM              44106010         9      300 SH       SHR/OTHR    20                           300
D HOSPIRA INC                    COM              44106010        73     2410 SH       SHARED      21        2410
D HOSPIRA INC                    COM              44106010       273     8993 SH       SHARED      23        6993              2000
D HOSPIRA INC                    COM              44106010        54     1810 SH       SHR/OTHR    23                          1810
D HOSPIRA INC                    COM              44106010       143     4740 SH       SHARED      32        4740
D HOST HOTELS & RESORTS INC      COM              44107P10         1      104 SH       SHARED                 104
D HOST HOTELS & RESORTS INC      COM              44107P10     10562   715144 SH       SHARED              715144
D HOST HOTELS & RESORTS INC      COM              44107P10         0     1000 SH CALL  SHARED                1000
D HOST HOTELS & RESORTS INC      COM              44107P10      4206   284789 SH       SHARED      01      163638            121151
D HOST HOTELS & RESORTS INC      COM              44107P10      9699   656734 SH       SHR/OTHR    01                        656734
D HOST HOTELS & RESORTS INC      COM              44107P10      2173   147154 SH       SHARED      02      147154
D HOST HOTELS & RESORTS INC      COM              44107P10         5      386 SH       SHARED      05         386
D HOST HOTELS & RESORTS INC      COM              44107P10      1046    70850 SH       SHARED      06       52285             18565
D HOST HOTELS & RESORTS INC      COM              44107P10      7980   540301 SH       SHARED      10      540301
D HOST HOTELS & RESORTS INC      COM              44107P10    141264  9564287 SH       SHARED      11     5127759           4436528
D HOST HOTELS & RESORTS INC      COM              44107P10         3      249 SH       SHR/OTHR    23                           249
D HOST HOTELS & RESORTS INC      COM              44107P10      1047    70904 SH       SHARED      26       70904
D HOST HOTELS & RESORTS INC      COM              44107P10      4290   290501 SH       SHARED      31      290501
D HOT TOPIC INC                  COM              44133910       247    37479 SH       SHARED               37479
D HOT TOPIC INC                  COM              44133910         1      226 SH       SHARED      02         226
D HOUSTON AMERN ENERGY CORP      COM              44183U10        67     5507 SH       SHARED                5507
D HOUSTON AMERN ENERGY CORP      COM              44183U10        19     1600 SH       SHARED      01        1600
D HOUSTON AMERN ENERGY CORP      COM              44183U10       235    19280 SH       SHARED      02       19280
D HOUSTON WIRE & CABLE CO        COM              44244K10        74     5421 SH       SHARED                5421
D HOUSTON WIRE & CABLE CO        COM              44244K10         0       15 SH       SHARED      02          15
D HOVNANIAN ENTERPRISES INC      CL A             44248720        29    20240 SH       SHARED               20240
D HOVNANIAN ENTERPRISES INC      CL A             44248720       145   100030 SH       SHARED      02      100030
D HOVNANIAN ENTERPRISES INC      CL A             44248720        19    13500 SH       SHARED      10       13500
D HOWARD HUGHES CORP             COM              44267D10      2915    66003 SH       SHARED               66003
D HOWARD HUGHES CORP             COM              44267D10       753    17070 SH       SHARED      01       17070
D HOWARD HUGHES CORP             COM              44267D10        10      238 SH       SHARED      02         238
D HOWARD HUGHES CORP             COM              44267D10         1       35 SH       SHARED      20          35
D HOWARD HUGHES CORP             COM              44267D10       485    11000 SH       SHARED      26       11000
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410       501    23857 SH       SHARED               23857
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410        70     3340 SH       SHARED      02        1590              1750
D HUB GROUP INC                  CL A             44332010      6534   201504 SH       SHARED              201504
D HUB GROUP INC                  CL A             44332010       152     4700 SH       SHARED      01        4700
D HUB GROUP INC                  CL A             44332010       264     8156 SH       SHARED      02        2656              5500
D HUB GROUP INC                  CL A             44332010       158     4900 SH       SHARED      10        4900
D HUB GROUP INC                  CL A             44332010       762    23500 SH       SHR/OTHR    23                         23500
D HUBBELL INC                    CL A             44351010         0        3 SH       SHARED      02           3
D HUBBELL INC                    CL B             44351020     12495   186885 SH       SHARED              186885
D HUBBELL INC                    CL B             44351020      1203    18000 SH       SHARED      01                         18000
D HUBBELL INC                    CL B             44351020        40      604 SH       SHARED      02         604
D HUBBELL INC                    CL B             44351020      3939    58925 SH       SHARED      10       58925
D HUBBELL INC                    CL B             44351020        40      600 SH       SHARED      23         600
D HUDBAY MINERALS INC            COM              44362810      1098   110378 SH       SHARED              110378
D HUDBAY MINERALS INC            COM              44362810        28     2821 SH       SHARED      02        2821
D HUDSON CITY BANCORP            COM              44368310     12561  2009779 SH       SHARED             2009779
D HUDSON CITY BANCORP            COM              44368310       654   104685 SH       SHARED      01      104685
D HUDSON CITY BANCORP            COM              44368310        12     1923 SH       SHR/OTHR    01                          1923
D HUDSON CITY BANCORP            COM              44368310        49     7982 SH       SHARED      02        5369              2613
D HUDSON CITY BANCORP            COM              44368310         2      320 SH       SHARED      05         320
D HUDSON CITY BANCORP            COM              44368310       182    29120 SH       SHARED      06       17320             11800
D HUDSON CITY BANCORP            COM              44368310      2156   345099 SH       SHARED      10      345099
D HUDSON CITY BANCORP            COM              44368310         8     1282 SH       SHR/OTHR    23                          1282
D HUDSON HIGHLAND GROUP INC      COM              44379210        30     6319 SH       SHARED                6319
D HUDSON HIGHLAND GROUP INC      COM              44379210         2      450 SH       SHARED      01         450
D HUDSON HIGHLAND GROUP INC      COM              44379210         0        9 SH       SHARED      02           9
D HUDSON HIGHLAND GROUP INC      COM              44379210        56    11800 SH       SHARED      10       11800
D HUDSON PAC PPTYS INC           COM              44409710       173    12242 SH       SHARED               12242
D HUDSON PAC PPTYS INC           COM              44409710         1      106 SH       SHARED      02         106
D HUDSON PAC PPTYS INC           COM              44409710       134     9500 SH       SHARED      10        9500
D HUDSON PAC PPTYS INC           COM              44409710        84     5987 SH       SHARED      26        5987
D HUDSON TECHNOLOGIES INC        COM              44414410         0       11 SH       SHARED      02          11
D HUDSON VALLEY HOLDING CORP     COM              44417210        64     3024 SH       SHARED                3024
D HUDSON VALLEY HOLDING CORP     COM              44417210        83     3926 SH       SHARED      02        3926
D HUDSON VALLEY HOLDING CORP     COM              44417210       410    19360 SH       SHARED      10       19360
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710      1703    90415 SH       SHARED               90415
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710        75     4002 SH       SHARED      02           2              4000
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710        94     5000 SH       SHARED      26        5000
D HUMANA INC                     COM              44485910     18040   205920 SH       SHARED              205920
D HUMANA INC                     COM              44485910      3263    37250 SH       SHARED      01       37250
D HUMANA INC                     COM              44485910       138     1586 SH       SHARED      02        1586
D HUMANA INC                     COM              44485910         0      500 SH PUT   SHARED      02         500
D HUMANA INC                     COM              44485910      4415    50400 SH       SHARED      04       50400
D HUMANA INC                     COM              44485910       131     1500 SH       SHARED      05        1500
D HUMANA INC                     COM              44485910      2425    27682 SH       SHARED      06       23082              4600
D HUMANA INC                     COM              44485910     13895   158612 SH       SHARED      10      158612
D HUMANA INC                     COM              44485910       295     3369 SH       SHARED      27        3369
D HUMANA INC                     COM              44485910       350     4000 SH       SHARED      30        4000
D HUMAN GENOME SCIENCES INC      NOTE  2.250% 8/1 444903AM      1733  1751000 PRN      SHARED      02     1751000
D HUMAN GENOME SCIENCES INC      COM              44490310      1594   215757 SH       SHARED              215757
D HUMAN GENOME SCIENCES INC      COM              44490310        30     4100 SH       SHARED      01        4100
D HUMAN GENOME SCIENCES INC      COM              44490310      8842  1196539 SH       SHARED      02     1194039              2500
D HUMAN GENOME SCIENCES INC      COM              44490310      1112   150566 SH       SHARED      04      150566
D HUMAN GENOME SCIENCES INC      COM              44490310       115    15600 SH       SHARED      10       15600
D HUMAN GENOME SCIENCES INC      COM              44490310         4      659 SH       SHARED      21         659
D HUMAN GENOME SCIENCES INC      COM              44490310         0    30000 SH CALL  SHARED      26       30000
D HUNT J B TRANS SVCS INC        COM              44565810       397     8810 SH       SHARED                8810
D HUNT J B TRANS SVCS INC        COM              44565810      2172    48200 SH       SHARED      01       20600             27600
D HUNT J B TRANS SVCS INC        COM              44565810       154     3417 SH       SHARED      02        1004              2413
D HUNT J B TRANS SVCS INC        COM              44565810         4      100 SH       SHARED      05         100
D HUNT J B TRANS SVCS INC        COM              44565810        27      600 SH       SHARED      06         600
D HUNT J B TRANS SVCS INC        COM              44565810       184     4100 SH       SHARED      10        4100
D HUNT J B TRANS SVCS INC        COM              44565810        54     1215 SH       SHARED      26        1215
D HUNT J B TRANS SVCS INC        COM              44565810      3464    76870 SH       SHARED      31       76870
D HUNTINGTON BANCSHARES INC      COM              44615010      9332  1699824 SH       SHARED             1699824
D HUNTINGTON BANCSHARES INC      COM              44615010       376    68621 SH       SHARED      01       68621
D HUNTINGTON BANCSHARES INC      COM              44615010       225    40986 SH       SHARED      02       40853               133
D HUNTINGTON BANCSHARES INC      COM              44615010       197    35900 SH       SHARED      06       16000             19900
D HUNTINGTON BANCSHARES INC      COM              44615010      1358   247448 SH       SHARED      10      247448
D HUNTINGTON INGALLS INDS INC    COM              44641310       463    14825 SH       SHARED               14825
D HUNTINGTON INGALLS INDS INC    COM              44641310       608    19447 SH       SHARED      01        4398             15049
D HUNTINGTON INGALLS INDS INC    COM              44641310        53     1719 SH       SHARED      02        1709                10
D HUNTINGTON INGALLS INDS INC    COM              44641310        54     1749 SH       SHARED      10        1749
D HUNTINGTON INGALLS INDS INC    COM              44641310        20      666 SH       SHR/OTHR    23                           666
D HUNTINGTON INGALLS INDS INC    COM              44641310        27      883 SH       SHARED      26         883
D HUNTSMAN CORP                  COM              44701110      8266   826650 SH       SHARED              826650
D HUNTSMAN CORP                  COM              44701110       345    34510 SH       SHARED      01       29310              5200
D HUNTSMAN CORP                  COM              44701110         1      125 SH       SHR/OTHR    01                           125
D HUNTSMAN CORP                  COM              44701110       122    12295 SH       SHARED      02        6395              5900
D HUNTSMAN CORP                  COM              44701110      1392   139200 SH       SHARED      06       32000            107200
D HUNTSMAN CORP                  COM              44701110     12733  1273333 SH       SHARED      10     1273333
D HUNTSMAN CORP                  COM              44701110         1      135 SH       SHARED      20         135
D HUNTSMAN CORP                  COM              44701110        27     2715 SH       SHARED      23        2715
D HUNTSMAN CORP                  COM              44701110       107    10715 SH       SHR/OTHR    23                         10715
D HURCO COMPANIES INC            COM              44732410       273    13000 SH       SHARED               13000
D HURCO COMPANIES INC            COM              44732410         0        2 SH       SHARED      02           2
D HURON CONSULTING GROUP INC     COM              44746210      3082    79576 SH       SHARED               79576
D HURON CONSULTING GROUP INC     COM              44746210       582    15028 SH       SHARED      02       15028
D HUTCHINSON TECHNOLOGY INC      NOTE  3.250% 1/1 448407AF        28    39000 PRN      SHARED               39000
D HUTCHINSON TECHNOLOGY INC      NOTE  8.500% 1/1 448407AG        79   112000 PRN      SHARED              112000
D HUTCHINSON TECHNOLOGY INC      COM              44840710        85    57278 SH       SHARED               57278
D HUTCHINSON TECHNOLOGY INC      COM              44840710         1      921 SH       SHARED      02         921
D HYATT HOTELS CORP              COM CL A         44857910      3718    98801 SH       SHARED               98801
D HYATT HOTELS CORP              COM CL A         44857910         0        2 SH       SHARED      02           2
D HYATT HOTELS CORP              COM CL A         44857910         7      200 SH       SHARED      10         200
D HYATT HOTELS CORP              COM CL A         44857910       156     4150 SH       SHARED      26        4150
D IDT CORP                       CL B NEW         44894750       790    84244 SH       SHARED               84244
D IDT CORP                       CL B NEW         44894750         6      650 SH       SHARED      01         650
D IDT CORP                       CL B NEW         44894750        69     7433 SH       SHARED      02        7333               100
D IDT CORP                       CL B NEW         44894750       106    11400 SH       SHARED      10       11400
D HYPERDYNAMICS CORP             COM              44895410       353   144390 SH       SHARED              144390
D HYPERDYNAMICS CORP             COM              44895410        71    29000 SH       SHARED      01       29000
D HYPERDYNAMICS CORP             COM              44895410        16     6644 SH       SHARED      02        6644
D IAC INTERACTIVECORP            COM PAR $.001    44919P50     13388   314278 SH       SHARED              314278
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        63     1493 SH       SHARED      01        1493
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        78     1845 SH       SHARED      02        1537               308
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       621    14600 SH       SHARED      06       14600
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       487    11450 SH       SHARED      10       11450
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        20      479 SH       SHARED      21         479
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       264     6200 SH       SHARED      26        6200
D ICF INTL INC                   COM              44925C10       268    10827 SH       SHARED               10827
D ICF INTL INC                   COM              44925C10         5      211 SH       SHARED      02         211
D ICF INTL INC                   COM              44925C10       106     4300 SH       SHARED      10        4300
D ICG GROUP INC                  COM              44928D10        96    12488 SH       SHARED               12488
D ICG GROUP INC                  COM              44928D10       335    43516 SH       SHARED      01       36816              6700
D ICG GROUP INC                  COM              44928D10       582    75500 SH       SHR/OTHR    01                         75500
D ICG GROUP INC                  COM              44928D10         0       16 SH       SHARED      02          16
D ICG GROUP INC                  COM              44928D10        67     8800 SH       SHARED      10        8800
D ICU MED INC                    COM              44930G10       164     3664 SH       SHARED                3664
D ICU MED INC                    COM              44930G10       121     2700 SH       SHARED      01        2700
D ICU MED INC                    COM              44930G10        22      504 SH       SHARED      02         504
D ICAD INC                       COM              44934S10         0        1 SH       SHARED      02           1
D I D SYSTEMS INC                COM              44948910         8     1700 SH       SHARED                1700
D ING PRIME RATE TR              SH BEN INT       44977W10         0       22 SH       SHARED      02          22
D IPG PHOTONICS CORP             COM              44980X10      8388   247654 SH       SHARED              247654
D IPG PHOTONICS CORP             COM              44980X10        27      800 SH       SHARED      01         800
D IPG PHOTONICS CORP             COM              44980X10         1       36 SH       SHARED      02          36
D IPG PHOTONICS CORP             COM              44980X10        27      800 SH       SHARED      10         800
D ING RISK MANAGED NAT RES FD    COM              44981010        42     3690 SH       SHARED      02                          3690
D IPC THE HOSPITALIST CO INC     COM              44984A10       523    11455 SH       SHARED               11455
D IPC THE HOSPITALIST CO INC     COM              44984A10        97     2125 SH       SHARED      01        2125
D IPC THE HOSPITALIST CO INC     COM              44984A10        61     1336 SH       SHARED      02          94              1242
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720      2143   206700 SH       SHARED              206700
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720       187    18100 SH       SHARED               18100
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720         4      400 SH       SHARED      02                           400
D ISTAR FINL INC                 FRNT        10/0 45031UBF       265   295000 PRN      SHARED              295000
D ISTAR FINL INC                 FRNT        10/0 45031UBF      3600  4000000 PRN      SHARED      02     4000000
D ISTAR FINL INC                 COM              45031U10      1176   222423 SH       SHARED              222423
D ISTAR FINL INC                 COM              45031U10       323    61100 SH       SHARED      01       61100
D ISTAR FINL INC                 COM              45031U10        10     1940 SH       SHARED      02        1240               700
D ISTAR FINL INC                 COM              45031U10         0      800 SH CALL  SHARED      02         800
D ISTAR FINL INC                 COM              45031U10       188    35700 SH       SHARED      10       35700
D ISTA PHARMACEUTICALS INC       COM NEW          45031X20       523    74249 SH       SHARED               74249
D ISTA PHARMACEUTICALS INC       COM NEW          45031X20         0       35 SH       SHARED      02          35
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        11      200 SH       SHARED                 200
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       123     2168 SH       SHARED                2168
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       614    10800 SH       SHARED      01        4600              6200
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       218     3843 SH       SHARED      02        3308               535
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        39      700 SH       SHARED      10         700
D IXIA                           COM              45071R10       482    45933 SH       SHARED               45933
D IXIA                           COM              45071R10       357    33990 SH       SHARED      02       25940              8050
D IBERIABANK CORP                COM              45082810       437     8865 SH       SHARED                8865
D IBERIABANK CORP                COM              45082810       404     8200 SH       SHARED      01        8200
D IBERIABANK CORP                COM              45082810        15      308 SH       SHARED      02         308
D IBERIABANK CORP                COM              45082810       140     2850 SH       SHARED      10        2850
D ITT CORP NEW                   COM NEW          45091120      1831    94726 SH       SHARED               94726
D ITT CORP NEW                   COM NEW          45091120       672    34807 SH       SHARED      01        5099             29708
D ITT CORP NEW                   COM NEW          45091120         0       50 SH       SHARED      02          50
D ITT CORP NEW                   COM NEW          45091120         2      154 SH       SHARED      04         154
D ITT CORP NEW                   COM NEW          45091120        73     3800 SH       SHARED      06        3800
D ITT CORP NEW                   COM NEW          45091120     22657  1172125 SH       SHARED      10     1172125
D ITT CORP NEW                   COM NEW          45091120         1       85 SH       SHARED      21                            85
D ITT CORP NEW                   COM NEW          45091120        13      723 SH       SHARED      23         423               300
D ITT CORP NEW                   COM NEW          45091120        11      600 SH       SHR/OTHR    23                           600
D IAMGOLD CORP                   COM              45091310     28133  1774953 SH       SHARED             1774953
D IAMGOLD CORP                   COM              45091310       410    25913 SH       SHARED      02       25913
D IAMGOLD CORP                   COM              45091310      7557   476838 SH       SHARED      04      476838
D IAMGOLD CORP                   COM              45091310      3226   203580 SH       SHARED      05      203580
D IAMGOLD CORP                   COM              45091310        87     5550 SH       SHARED      06        4550              1000
D IAMGOLD CORP                   COM              45091310      2511   158475 SH       SHARED      10      158475
D IAMGOLD CORP                   COM              45091310       142     9000 SH       SHARED      26        9000
D IAMGOLD CORP                   COM              45091310       856    54050 SH       SHARED      29       54050
D IAMGOLD CORP                   COM              45091310      1585   100000 SH       SHARED      30      100000
D ICON PUB LTD CO                SPONSORED ADR    45103T10         0        2 SH       SHARED                   2
D ICON PUB LTD CO                SPONSORED ADR    45103T10         0        3 SH       SHARED      02           3
D ICICI BK LTD                   ADR              45104G10       360    13652 SH       SHARED               13652
D ICICI BK LTD                   ADR              45104G10     18458   698404 SH       SHARED              698404
D ICICI BK LTD                   ADR              45104G10      3578   135385 SH       SHARED      02      132885              2500
D ICICI BK LTD                   ADR              45104G10         1      752 SH CALL  SHARED      02         752
D ICICI BK LTD                   ADR              45104G10         1      229 SH PUT   SHARED      02         229
D ICICI BK LTD                   ADR              45104G10       127     4834 SH       SHARED      04                          4834
D ICICI BK LTD                   ADR              45104G10     15941   603141 SH       SHARED      04      603141
D ICICI BK LTD                   ADR              45104G10      1850    70000 SH       SHARED      05       70000
D ICICI BK LTD                   ADR              45104G10      1912    72351 SH       SHARED      31       72351
D ICONIX BRAND GROUP INC         NOTE  1.875% 6/3 451055AB       147   150000 PRN      SHARED              150000
D ICONIX BRAND GROUP INC         COM              45105510      5913   363000 SH       SHARED              363000
D ICONIX BRAND GROUP INC         COM              45105510       440    27052 SH       SHARED      01       22502              4550
D ICONIX BRAND GROUP INC         COM              45105510       829    50900 SH       SHR/OTHR    01                         50900
D ICONIX BRAND GROUP INC         COM              45105510        22     1400 SH       SHARED      02        1400
D ICAHN ENTERPRISES LP           DEPOSITARY UNIT  45110010        82     2296 SH       SHARED                2296
D ICAHN ENTERPRISES LP           DEPOSITARY UNIT  45110010        27      771 SH       SHARED      02         771
D ICAHN ENTERPRISES LP/CORP      FRNT         8/1 451102AB       470   500000 PRN      SHARED              500000
D IDACORP INC                    COM              45110710       755    17822 SH       SHARED               17822
D IDACORP INC                    COM              45110710       648    15300 SH       SHARED      01                         15300
D IDACORP INC                    COM              45110710        47     1115 SH       SHARED      02        1115
D IDACORP INC                    COM              45110710     22434   528986 SH       SHARED      10      528986
D IDENIX PHARMACEUTICALS INC     COM              45166R20       158    21244 SH       SHARED               21244
D IDENIX PHARMACEUTICALS INC     COM              45166R20         0       24 SH       SHARED      02          24
D IDENIX PHARMACEUTICALS INC     COM              45166R20         0       46 SH CALL  SHARED      02          46
D IDENIX PHARMACEUTICALS INC     COM              45166R20       878   117961 SH       SHARED      04      117961
D IDENIX PHARMACEUTICALS INC     COM              45166R20        69     9300 SH       SHARED      10        9300
D IDEX CORP                      COM              45167R10      2368    63825 SH       SHARED               63825
D IDEX CORP                      COM              45167R10      3667    98821 SH       SHARED      01       65810             33011
D IDEX CORP                      COM              45167R10       306     8264 SH       SHR/OTHR    01                          8264
D IDEX CORP                      COM              45167R10        96     2590 SH       SHARED      02        2205               385
D IDEX CORP                      COM              45167R10       129     3500 SH       SHARED      10        3500
D IDEX CORP                      COM              45167R10       432    11657 SH       SHARED      20       11102               555
D IDEX CORP                      COM              45167R10        88     2375 SH       SHARED      23        2335                40
D IDEX CORP                      COM              45167R10        26      725 SH       SHR/OTHR    23                           725
D IDEX CORP                      COM              45167R10       148     3997 SH       SHARED      26        3997
D IDEXX LABS INC                 COM              45168D10      5347    69485 SH       SHARED               69485
D IDEXX LABS INC                 COM              45168D10      1323    17200 SH       SHARED      01                         17200
D IDEXX LABS INC                 COM              45168D10     26728   347303 SH       SHARED      02      347303
D IDEXX LABS INC                 COM              45168D10       269     3500 SH       SHARED      10        3500
D IDEXX LABS INC                 COM              45168D10        13      172 SH       SHR/OTHR    23                           172
D IDEXX LABS INC                 COM              45168D10        54      713 SH       SHARED      26         713
D IGATE CORP                     COM              45169U10       148     9428 SH       SHARED                9428
D IGATE CORP                     COM              45169U10         2      175 SH       SHARED      02         175
D IDENTIVE GROUP INC             COM              45170X10        16     7513 SH       SHARED                7513
D IDENTIVE GROUP INC             COM              45170X10         0       19 SH       SHARED      02          19
D IHS INC                        CL A             45173410       832     9665 SH       SHARED                9665
D IHS INC                        CL A             45173410       784     9100 SH       SHARED      01        9100
D IHS INC                        CL A             45173410     10434   121102 SH       SHARED      02      121102
D IHS INC                        CL A             45173410        30      350 SH       SHARED      06         350
D IHS INC                        CL A             45173410       180     2100 SH       SHARED      10        2100
D IHS INC                        CL A             45173410        14      170 SH       SHARED      21         170
D IHS INC                        CL A             45173410        17      203 SH       SHR/OTHR    23                           203
D IHS INC                        CL A             45173410       109     1266 SH       SHARED      26        1266
D IHS INC                        CL A             45173410      3632    42162 SH       SHARED      31       42162
D ILLINOIS TOOL WKS INC          COM              45230810     12188   260936 SH       SHARED              260936
D ILLINOIS TOOL WKS INC          COM              45230810      5439   116450 SH       SHARED      01      116450
D ILLINOIS TOOL WKS INC          COM              45230810        18      400 SH       SHR/OTHR    01                           400
D ILLINOIS TOOL WKS INC          COM              45230810      1429    30608 SH       SHARED      02       19319             11289
D ILLINOIS TOOL WKS INC          COM              45230810         2     1030 SH CALL  SHARED      02        1030
D ILLINOIS TOOL WKS INC          COM              45230810         2     3200 SH PUT   SHARED      02        3200
D ILLINOIS TOOL WKS INC          COM              45230810        32      700 SH       SHARED      04         700
D ILLINOIS TOOL WKS INC          COM              45230810        31      670 SH       SHARED      05         670
D ILLINOIS TOOL WKS INC          COM              45230810      2152    46090 SH       SHARED      06       30200             15890
D ILLINOIS TOOL WKS INC          COM              45230810     13251   283688 SH       SHARED      10      283688
D ILLINOIS TOOL WKS INC          COM              45230810       114     2460 SH       SHARED      20        2000               460
D ILLINOIS TOOL WKS INC          COM              45230810       403     8640 SH       SHARED      21        8640
D ILLINOIS TOOL WKS INC          COM              45230810       242     5200 SH       SHR/OTHR    23                          5200
D ILLUMINA INC                   COM              45232710     16669   546910 SH       SHARED              546910
D ILLUMINA INC                   COM              45232710      1025    33650 SH       SHARED      01       33650
D ILLUMINA INC                   COM              45232710     32488  1065905 SH       SHARED      02     1061505              4400
D ILLUMINA INC                   COM              45232710      4846   159000 SH       SHARED      04      159000
D ILLUMINA INC                   COM              45232710        21      700 SH       SHARED      05         700
D ILLUMINA INC                   COM              45232710      1674    54948 SH       SHARED      06       54948
D ILLUMINA INC                   COM              45232710       158     5200 SH       SHARED      10        5200
D IMATION CORP                   COM              45245A10        58    10259 SH       SHARED               10259
D IMATION CORP                   COM              45245A10         0       75 SH       SHARED      01          75
D IMATION CORP                   COM              45245A10         0        8 SH       SHARED      02           8
D IMATION CORP                   COM              45245A10       252    44000 SH       SHARED      10       44000
D IMAX CORP                      COM              45245E10        87     4800 SH       SHARED                4800
D IMAX CORP                      COM              45245E10        27     1500 SH       SHARED      01        1500
D IMAX CORP                      COM              45245E10       733    40000 SH       SHARED      02       40000
D IMMERSION CORP                 COM              45252110        61    11847 SH       SHARED               11847
D IMMERSION CORP                 COM              45252110         0       20 SH       SHARED      02          20
D IMMERSION CORP                 COM              45252110        40     7900 SH       SHARED      10        7900
D IMMUNOGEN INC                  COM              45253H10       267    23142 SH       SHARED               23142
D IMMUNOGEN INC                  COM              45253H10        23     2060 SH       SHARED      02          60              2000
D IMMUNOGEN INC                  COM              45253H10       463    40000 SH       SHARED      04       40000
D IMMUNOGEN INC                  COM              45253H10        17     1500 SH       SHARED      06        1500
D IMMUNOGEN INC                  COM              45253H10        28     2500 SH       SHARED      10        2500
D IMMUNOGEN INC                  COM              45253H10      5461   471615 SH       SHARED      26      471615
D IMMUNOGEN INC                  COM              45253H10      1124    97100 SH       SHARED      32       97100
D IMPAX LABORATORIES INC         COM              45256B10       397    19717 SH       SHARED               19717
D IMPAX LABORATORIES INC         COM              45256B10        77     3845 SH       SHARED      02        1830              2015
D IMPAX LABORATORIES INC         COM              45256B10      1723    85438 SH       SHARED      04       85438
D IMPAX LABORATORIES INC         COM              45256B10       366    18177 SH       SHARED      26       18177
D IMPERIAL HLDGS INC             COM              45283410         5     2993 SH       SHARED                2993
D IMPERIAL HLDGS INC             COM              45283410         0      129 SH       SHARED      02         129
D IMMUNOMEDICS INC               COM              45290710        69    20846 SH       SHARED               20846
D IMMUNOMEDICS INC               COM              45290710         0       55 SH       SHARED      02          55
D IMMUNOMEDICS INC               COM              45290710       487   146437 SH       SHARED      04      146437
D INCOME OPPORTUNITY RLTY INVS   COM              45292610         0      100 SH       SHARED      02         100
D IMPERIAL OIL LTD               COM NEW          45303840      2193    49314 SH       SHARED               49314
D IMPERIAL OIL LTD               COM NEW          45303840      1622    36476 SH       SHR/OTHR    01                         36476
D IMPERIAL OIL LTD               COM NEW          45303840        75     1700 SH       SHARED      02        1700
D IMPERIAL OIL LTD               COM NEW          45303840      7170   161200 SH       SHARED      04      161200
D IMPERIAL OIL LTD               COM NEW          45303840       578    13000 SH       SHARED      05       13000
D IMPERIAL OIL LTD               COM NEW          45303840       684    15400 SH       SHARED      06       13800              1600
D IMPERIAL OIL LTD               COM NEW          45303840      1239    27875 SH       SHARED      20                         27875
D IMPERIAL OIL LTD               COM NEW          45303840       111     2500 SH       SHR/OTHR    20                          2500
D IMPERIAL SUGAR CO NEW          COM NEW          45309620       309    86831 SH       SHARED               86831
D IMPERIAL SUGAR CO NEW          COM NEW          45309620         0      207 SH       SHARED      02         207
D IMPERIAL SUGAR CO NEW          COM NEW          45309620         0      100 SH       SHARED      10         100
D IMPERVA INC                    COM              45321L10        32      924 SH       SHARED                 924
D IMPERVA INC                    COM              45321L10         2       72 SH       SHARED      02          72
D IMRIS INC                      COM              45322N10         0       30 SH       SHARED      02          30
D INCONTACT INC                  COM              45336E10        19     4469 SH       SHARED                4469
D INCONTACT INC                  COM              45336E10        11     2621 SH       SHARED      02        2621
D INCYTE CORP                    NOTE  4.750%10/0 45337CAJ      9796  5225000 PRN      SHARED      02     5225000
D INCYTE CORP                    COM              45337C10       493    32864 SH       SHARED               32864
D INCYTE CORP                    COM              45337C10     11446   762578 SH       SHARED      02      760828              1750
D INCYTE CORP                    COM              45337C10      8279   551619 SH       SHARED      04      551619
D INCYTE CORP                    COM              45337C10        28     1900 SH       SHARED      06        1900
D INCYTE CORP                    COM              45337C10         6      424 SH       SHARED      21         424
D INCYTE CORP                    COM              45337C10      3485   232200 SH       SHARED      26      232200
D INCYTE CORP                    COM              45337C10       771    51378 SH       SHARED      32       51378
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030       327    40322 SH       SHARED               40322
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030         0        2 SH       SHARED      02           2
D INDEPENDENT BANK CORP MASS     COM              45383610       186     6826 SH       SHARED                6826
D INDEPENDENT BANK CORP MASS     COM              45383610        10      396 SH       SHARED      02         396
D INDEPENDENT BANK CORP MASS     COM              45383610      3214   117800 SH       SHARED      10      117800
D INDIA FD INC                   COM              45408910         0        5 SH       SHARED      02           5
D INDEXIQ ETF TR                 HEDGE MLTI ETF   45409B10        32     1200 SH       SHARED      02                          1200
D INDEXIQ ETF TR                 HDG MACTRK ETF   45409B20        34     1309 SH       SHARED      02                          1309
D INDEXIQ ETF TR                 IQ REAL RTN ETF  45409B60     10400   400000 SH       SHARED      02      400000
D INDEXIQ ETF TR                 IQ MRGR ARB ETF  45409B80      6145   250000 SH       SHARED      02      250000
D INERGY L P                     UNIT LTD PTNR    45661510      1886    77254 SH       SHARED               77254
D INERGY L P                     UNIT LTD PTNR    45661510      1463    59945 SH       SHARED      02         208             59737
D INFINITY PHARMACEUTICALS INC   COM              45665G30       121    13782 SH       SHARED               13782
D INFINITY PHARMACEUTICALS INC   COM              45665G30         0       14 SH       SHARED      02          14
D INFINITY PPTY & CAS CORP       COM              45665Q10       228     4030 SH       SHARED                4030
D INFINITY PPTY & CAS CORP       COM              45665Q10        60     1059 SH       SHARED      02        1059
D INFINITY PPTY & CAS CORP       COM              45665Q10       357     6300 SH       SHARED      10        6300
D INFINITY PPTY & CAS CORP       COM              45665Q10       166     2940 SH       SHARED      26        2940
D INFORMATICA CORP               COM              45666Q10        25      679 SH       SHARED                 679
D INFORMATICA CORP               COM              45666Q10     20781   562717 SH       SHARED              562717
D INFORMATICA CORP               COM              45666Q10      1211    32800 SH       SHARED      01                         32800
D INFORMATICA CORP               COM              45666Q10        76     2069 SH       SHARED      02         868              1201
D INFORMATICA CORP               COM              45666Q10      2585    70000 SH       SHARED      04       70000
D INFORMATICA CORP               COM              45666Q10        23      630 SH       SHARED      06         630
D INFORMATICA CORP               COM              45666Q10       184     5000 SH       SHARED      10        5000
D INFORMATICA CORP               COM              45666Q10         9      270 SH       SHARED      21         270
D INFINERA CORPORATION           COM              45667G10       530    84508 SH       SHARED               84508
D INFINERA CORPORATION           COM              45667G10        71    11400 SH       SHARED      01       11400
D INFINERA CORPORATION           COM              45667G10         7     1233 SH       SHARED      02        1233
D INFINERA CORPORATION           COM              45667G10       115    18400 SH       SHARED      10       18400
D INFORMATION SERVICES GROUP I   COM              45675Y10        10    10000 SH       SHARED      02                         10000
D INFOSPACE INC                  COM PAR $.0001   45678T30       138    12608 SH       SHARED               12608
D INFOSPACE INC                  COM PAR $.0001   45678T30         2      214 SH       SHARED      02         214
D INFOSPACE INC                  COM PAR $.0001   45678T30       208    19000 SH       SHARED      10       19000
D INFOSYS LTD                    SPONSORED ADR    45678810     20037   389992 SH       SHARED              389992
D INFOSYS LTD                    SPONSORED ADR    45678810        47      931 SH       SHARED      02         631               300
D INFOSYS LTD                    SPONSORED ADR    45678810         5     1000 SH CALL  SHARED      02        1000
D INFOSYS LTD                    SPONSORED ADR    45678810      9099   177100 SH       SHARED      04      177100
D INFOSYS LTD                    SPONSORED ADR    45678810        10      200 SH       SHR/OTHR    23                           200
D INFOSYS LTD                    SPONSORED ADR    45678810      4345    84581 SH       SHARED      31       84581
D ING GROEP N V                  SPONSORED ADR    45683710       376    52575 SH       SHARED               52575
D ING GROEP N V                  SPONSORED ADR    45683710        39     5501 SH       SHARED      02           1              5500
D INGERSOLL-RAND GLOBAL HLDG C   NOTE  4.500% 4/1 45687AAD      4276  2498000 PRN      SHARED      02     2498000
D INGLES MKTS INC                CL A             45703010       399    26527 SH       SHARED               26527
D INGLES MKTS INC                CL A             45703010         1      103 SH       SHARED      02         103
D INGRAM MICRO INC               CL A             45715310       898    49416 SH       SHARED               49416
D INGRAM MICRO INC               CL A             45715310      1125    61864 SH       SHARED      01       14464             47400
D INGRAM MICRO INC               CL A             45715310         5      311 SH       SHARED      02         311
D INGRAM MICRO INC               CL A             45715310        80     4400 SH       SHARED      10        4400
D INHIBITEX INC                  COM              45719T10       674    61627 SH       SHARED               61627
D INHIBITEX INC                  COM              45719T10       930    85044 SH       SHARED      02       85044
D INHIBITEX INC                  COM              45719T10         7     2495 SH CALL  SHARED      02        2495
D INHIBITEX INC                  COM              45719T10         0      436 SH PUT   SHARED      02         436
D INHIBITEX INC                  COM              45719T10      1094   100000 SH       SHARED      04      100000
D INHIBITEX INC                  COM              45719T10       164    15000 SH       SHARED      10       15000
D INLAND REAL ESTATE CORP        NOTE  5.000%11/1 457461AC       131   132000 PRN      SHARED              132000
D INLAND REAL ESTATE CORP        NOTE  5.000%11/1 457461AC       149   150000 PRN      SHARED      02      150000
D INLAND REAL ESTATE CORP        COM NEW          45746120       895   117665 SH       SHARED              117665
D INLAND REAL ESTATE CORP        COM NEW          45746120        89    11700 SH       SHARED      01       11700
D INLAND REAL ESTATE CORP        COM NEW          45746120         3      441 SH       SHARED      02         441
D INLAND REAL ESTATE CORP        COM NEW          45746120      1442   189550 SH       SHARED      11                        189550
D INSIGHT ENTERPRISES INC        COM              45765U10      1873   122549 SH       SHARED              122549
D INSIGHT ENTERPRISES INC        COM              45765U10        73     4800 SH       SHARED      01                          4800
D INSIGHT ENTERPRISES INC        COM              45765U10        54     3542 SH       SHARED      02        3542
D INSIGHT ENTERPRISES INC        COM              45765U10       235    15400 SH       SHARED      10       15400
D INSIGNIA SYS INC               COM              45765Y10         0        1 SH       SHARED      02           1
D INSMED INC                     COM PAR $.01     45766930        12     4175 SH       SHARED                4175
D INSMED INC                     COM PAR $.01     45766930         0       22 SH       SHARED      02          22
D INSMED INC                     COM PAR $.01     45766930         4     1400 SH       SHARED      10        1400
D INNOTRAC CORP                  COM              45767M10         0       11 SH       SHARED      02          11
D INNOSPEC INC                   COM              45768S10       316    11292 SH       SHARED               11292
D INNOSPEC INC                   COM              45768S10        43     1562 SH       SHARED      02          23              1539
D INPHI CORP                     COM              45772F10       386    32306 SH       SHARED               32306
D INPHI CORP                     COM              45772F10         0       21 SH       SHARED      02          21
D INPHI CORP                     COM              45772F10       574    48000 SH       SHARED      04       48000
D INPHI CORP                     COM              45772F10      2870   240000 SH       SHARED      05      240000
D INOVIO PHARMACEUTICALS INC     COM              45773H10        10    23700 SH       SHARED               23700
D INNERWORKINGS INC              COM              45773Y10       342    36791 SH       SHARED               36791
D INNERWORKINGS INC              COM              45773Y10         9      975 SH       SHARED      02         320               655
D INNOPHOS HOLDINGS INC          COM              45774N10       898    18503 SH       SHARED               18503
D INNOPHOS HOLDINGS INC          COM              45774N10        40      834 SH       SHARED      01                           834
D INNOPHOS HOLDINGS INC          COM              45774N10        14      292 SH       SHARED      02         292
D INNOPHOS HOLDINGS INC          COM              45774N10       325     6700 SH       SHARED      10        6700
D INSTEEL INDUSTRIES INC         COM              45774W10       293    26699 SH       SHARED               26699
D INSTEEL INDUSTRIES INC         COM              45774W10         1      106 SH       SHARED      02           6               100
D INSPERITY INC                  COM              45778Q10       570    22516 SH       SHARED               22516
D INSPERITY INC                  COM              45778Q10       458    18070 SH       SHARED      01       15270              2800
D INSPERITY INC                  COM              45778Q10       798    31500 SH       SHR/OTHR    01                         31500
D INSPERITY INC                  COM              45778Q10       107     4251 SH       SHARED      02        4251
D INSULET CORP                   COM              45784P10       247    13156 SH       SHARED               13156
D INSULET CORP                   COM              45784P10        88     4684 SH       SHARED      02        4684
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520      2448    79425 SH       SHARED               79425
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520         9      314 SH       SHARED      02         314
D INSWEB CORP                    COM NEW          45809K20         0      100 SH       SHARED                 100
D INTEGRAMED AMER INC            COM NEW          45810N30         1      133 SH       SHARED      02         133
D INTEGRAMED AMER INC            COM NEW          45810N30       141    18000 SH       SHARED      26       18000
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810      2282   418051 SH       SHARED              418051
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       241    44170 SH       SHARED      01                         44170
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810         1      320 SH       SHARED      02         320
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810        50     9310 SH       SHARED      10        9310
D INTEGRATED SILICON SOLUTION    COM              45812P10        47     5206 SH       SHARED                5206
D INTEGRATED SILICON SOLUTION    COM              45812P10         0       39 SH       SHARED      02          39
D INTEL CORP                     SDCV  2.950%12/1 458140AD       796   765000 PRN      SHARED              765000
D INTEL CORP                     SDCV  2.950%12/1 458140AD      1081  1039000 PRN      SHARED      02     1039000
D INTEL CORP                     SDCV  2.950%12/1 458140AD     37476 36000000 PRN      SHARED      04    36000000
D INTEL CORP                     SDCV  2.950%12/1 458140AD     31719 30470000 PRN      SHARED      06    22090000           8380000
D INTEL CORP                     SDCV  2.950%12/1 458140AD        93    90000 PRN      SHARED      10       90000
D INTEL CORP                     COM              45814010       566    23349 SH       SHARED                8399             14950
D INTEL CORP                     COM              45814010    233966  9648118 SH       SHARED             8829578            818540
D INTEL CORP                     COM              45814010         3     3000 SH CALL  SHARED                3000
D INTEL CORP                     COM              45814010     49293  2032732 SH       SHARED      01     1815891      800   216041
D INTEL CORP                     COM              45814010      4369   180180 SH       SHR/OTHR    01                        180180
D INTEL CORP                     COM              45814010     18585   766427 SH       SHARED      02      244015            522412
D INTEL CORP                     COM              45814010        49    33912 SH CALL  SHARED      02       33912
D INTEL CORP                     COM              45814010         0     3144 SH PUT   SHARED      02        3144
D INTEL CORP                     COM              45814010      1980    81684 SH       SHARED      04       25688             55996
D INTEL CORP                     COM              45814010    214815  8858377 SH       SHARED      04     8858377
D INTEL CORP                     COM              45814010      1185    48870 SH       SHARED      05       48870
D INTEL CORP                     COM              45814010     18548   764887 SH       SHARED      06      437370            327517
D INTEL CORP                     COM              45814010     77966  3215106 SH       SHARED      10     3212122              2984
D INTEL CORP                     COM              45814010       904    37300 SH       SHARED      15       37300
D INTEL CORP                     COM              45814010      5210   214880 SH       SHARED      20      145656      255    68969
D INTEL CORP                     COM              45814010      1690    69715 SH       SHR/OTHR    20                         69715
D INTEL CORP                     COM              45814010      1566    64615 SH       SHARED      21       64506               109
D INTEL CORP                     COM              45814010       341    14062 SH       SHR/OTHR    21                         14062
D INTEL CORP                     COM              45814010      8347   344229 SH       SHARED      23      309165             35064
D INTEL CORP                     COM              45814010      9740   401672 SH       SHR/OTHR    23                        401672
D INTEL CORP                     COM              45814010      1920    79200 SH       SHARED      26       79200
D INTEL CORP                     COM              45814010      4312   177824 SH       SHARED      27      177824
D INTEL CORP                     COM              45814010      2943   121400 SH       SHARED      29      121400
D INTEL CORP                     COM              45814010      5548   228800 SH       SHARED      30      228800
D INTEL CORP                     COM              45814010     16341   673869 SH       SHARED      31      673869
D INTELLIPHARMACEUTICS INTL IN   COM              45817310       308   112500 SH       SHARED      26      112500
D INTEGRYS ENERGY GROUP INC      COM              45822P10      4501    83075 SH       SHARED               83075
D INTEGRYS ENERGY GROUP INC      COM              45822P10      1117    20620 SH       SHARED      01       17650              2970
D INTEGRYS ENERGY GROUP INC      COM              45822P10       103     1910 SH       SHARED      02        1910
D INTEGRYS ENERGY GROUP INC      COM              45822P10        75     1400 SH       SHARED      04        1400
D INTEGRYS ENERGY GROUP INC      COM              45822P10       135     2500 SH       SHARED      05        2500
D INTEGRYS ENERGY GROUP INC      COM              45822P10       297     5500 SH       SHARED      06        3700              1800
D INTEGRYS ENERGY GROUP INC      COM              45822P10      1239    22877 SH       SHARED      10       22877
D INTEGRYS ENERGY GROUP INC      COM              45822P10       108     2000 SH       SHARED      21        2000
D INTER PARFUMS INC              COM              45833410       208    13372 SH       SHARED               13372
D INTER PARFUMS INC              COM              45833410        30     1943 SH       SHARED      02         193              1750
D INTERACTIVE BROKERS GROUP IN   COM              45841N10      6413   429302 SH       SHARED              429302
D INTERACTIVE BROKERS GROUP IN   COM              45841N10       145     9746 SH       SHARED      02        9746
D INTERACTIVE BROKERS GROUP IN   COM              45841N10       189    12700 SH       SHARED      10       12700
D INTERACTIVE INTELLIGENCE GRO   COM              45841V10        99     4356 SH       SHARED                4356
D INTERACTIVE INTELLIGENCE GRO   COM              45841V10         1       82 SH       SHARED      02          82
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30       756    42038 SH       SHARED               42038
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30         0        8 SH       SHARED      02           8
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30        55     3105 SH       SHARED      21        3105
D INTERCONTINENTALEXCHANGE INC   COM              45865V10     10785    89466 SH       SHARED               89466
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2620    21735 SH       SHARED      01       20035              1700
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       246     2045 SH       SHR/OTHR    01                          2045
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1025     8510 SH       SHARED      02        8510
D INTERCONTINENTALEXCHANGE INC   COM              45865V10         1      380 SH PUT   SHARED      02         380
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2290    19000 SH       SHARED      04       19000
D INTERCONTINENTALEXCHANGE INC   COM              45865V10         3       30 SH       SHARED      05          30
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       572     4750 SH       SHARED      06        2950              1800
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2708    22472 SH       SHARED      10       22472
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        54      455 SH       SHARED      20         170               285
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       254     2115 SH       SHR/OTHR    20                          2115
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       400     3325 SH       SHARED      23        3325
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       262     2180 SH       SHR/OTHR    23                          2180
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       376     3122 SH       SHARED      27        3122
D INTERFACE INC                  CL A             45866510       308    26719 SH       SHARED               26719
D INTERFACE INC                  CL A             45866510         3      343 SH       SHARED      02         343
D INTERDIGITAL INC               COM              45867G10      4196    96310 SH       SHARED               96310
D INTERDIGITAL INC               COM              45867G10       531    12200 SH       SHARED      01       12200
D INTERDIGITAL INC               COM              45867G10         2       59 SH       SHARED      02          59
D INTERDIGITAL INC               COM              45867G10         0      759 SH CALL  SHARED      02         759
D INTERDIGITAL INC               COM              45867G10       222     5100 SH       SHARED      26        5100
D INTERLINE BRANDS INC           COM              45874310      1033    66381 SH       SHARED               66381
D INTERLINE BRANDS INC           COM              45874310       536    34453 SH       SHARED      01       28853              5600
D INTERLINE BRANDS INC           COM              45874310       977    62800 SH       SHR/OTHR    01                         62800
D INTERLINE BRANDS INC           COM              45874310         6      413 SH       SHARED      02         413
D INTERLINE BRANDS INC           COM              45874310       149     9600 SH       SHARED      10        9600
D INTERMEC INC                   COM              45878610       668    97382 SH       SHARED               97382
D INTERMEC INC                   COM              45878610         4      587 SH       SHARED      02         287               300
D INTERMEC INC                   COM              45878610        12     1800 SH       SHARED      23                          1800
D INTERMOLECULAR INC             COM              45882D10        14     1688 SH       SHARED                1688
D INTERMOLECULAR INC             COM              45882D10         0        6 SH       SHARED      02           6
D INTERMOLECULAR INC             COM              45882D10      1280   149200 SH       SHARED      04      149200
D INTERMUNE INC                  NOTE  5.000% 3/0 45884XAD        50    50000 PRN      SHARED               50000
D INTERMUNE INC                  NOTE  2.500% 9/1 45884XAE      1335  1800000 PRN      SHARED      02     1800000
D INTERMUNE INC                  COM              45884X10      1394   110645 SH       SHARED              110645
D INTERMUNE INC                  COM              45884X10        46     3700 SH       SHARED      01        3700
D INTERMUNE INC                  COM              45884X10       739    58675 SH       SHARED      02       58675
D INTERMUNE INC                  COM              45884X10      2084   165475 SH       SHARED      04      165475
D INTERMUNE INC                  COM              45884X10       137    10900 SH       SHARED      10       10900
D INTERMUNE INC                  COM              45884X10       464    36883 SH       SHARED      32       36883
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30       504    84980 SH       SHARED               84980
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30         0       49 SH       SHARED      02          49
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30       143    24200 SH       SHARED      10       24200
D INTERNATIONAL BANCSHARES COR   COM              45904410       287    15685 SH       SHARED               15685
D INTERNATIONAL BANCSHARES COR   COM              45904410       304    16600 SH       SHARED      01                         16600
D INTERNATIONAL BANCSHARES COR   COM              45904410         0       15 SH       SHARED      02          15
D INTERNATIONAL BANCSHARES COR   COM              45904410      3712   202482 SH       SHARED      10      202482
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1957    10648 SH       SHARED                8190              2458
D INTERNATIONAL BUSINESS MACHS   COM              45920010    259571  1411634 SH       SHARED             1235037            176597
D INTERNATIONAL BUSINESS MACHS   COM              45920010         0       46 SH PUT   SHARED                  46
D INTERNATIONAL BUSINESS MACHS   COM              45920010     71111   386726 SH       SHARED      01      340938      200    45588
D INTERNATIONAL BUSINESS MACHS   COM              45920010     15624    84971 SH       SHR/OTHR    01                         84971
D INTERNATIONAL BUSINESS MACHS   COM              45920010     10178    55352 SH       SHARED      02       12159             43193
D INTERNATIONAL BUSINESS MACHS   COM              45920010        39     3714 SH CALL  SHARED      02        3714
D INTERNATIONAL BUSINESS MACHS   COM              45920010         1      616 SH PUT   SHARED      02         616
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1150     6258 SH       SHARED      04        3742              2516
D INTERNATIONAL BUSINESS MACHS   COM              45920010     38845   211257 SH       SHARED      04      211257
D INTERNATIONAL BUSINESS MACHS   COM              45920010       536     2920 SH       SHARED      05        2920
D INTERNATIONAL BUSINESS MACHS   COM              45920010     20653   112318 SH       SHARED      06       76902             35416
D INTERNATIONAL BUSINESS MACHS   COM              45920010     90800   493803 SH       SHARED      10      493803
D INTERNATIONAL BUSINESS MACHS   COM              45920010      3391    18445 SH       SHARED      20        4576             13869
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1515     8242 SH       SHR/OTHR    20                          8242
D INTERNATIONAL BUSINESS MACHS   COM              45920010       963     5241 SH       SHARED      21        5241
D INTERNATIONAL BUSINESS MACHS   COM              45920010       740     4025 SH       SHR/OTHR    21                          4025
D INTERNATIONAL BUSINESS MACHS   COM              45920010     21244   115535 SH       SHARED      23      102140             13395
D INTERNATIONAL BUSINESS MACHS   COM              45920010     31595   171829 SH       SHR/OTHR    23                        171829
D INTERNATIONAL BUSINESS MACHS   COM              45920010       514     2800 SH       SHARED      26        2800
D INTERNATIONAL BUSINESS MACHS   COM              45920010      4722    25680 SH       SHARED      27       25680
D INTERNATIONAL BUSINESS MACHS   COM              45920010      2960    16100 SH       SHARED      29       16100
D INTERNATIONAL BUSINESS MACHS   COM              45920010     16197    88085 SH       SHARED      30       88085
D INTERNATIONAL BUSINESS MACHS   COM              45920010     29085   158174 SH       SHARED      31      158174
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610      1343    25629 SH       SHARED               25629
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610      2370    45215 SH       SHARED      01       31656             13559
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610       152     2907 SH       SHR/OTHR    01                          2907
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610        33      648 SH       SHARED      02         648
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610       251     4800 SH       SHARED      06        3000              1800
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610      1471    28068 SH       SHARED      10       28068
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610        16      312 SH       SHARED      27         312
D INTERNATIONAL GAME TECHNOLOG   NOTE  3.250% 5/0 459902AQ     18551 15682000 PRN      SHARED      06    14232000           1450000
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      2699   156952 SH       SHARED              156952
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      1139    66256 SH       SHARED      01       66256
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      1478    85973 SH       SHARED      02       76402              9571
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         4      270 SH       SHARED      05         270
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       342    19910 SH       SHARED      06       11910              8000
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      1546    89914 SH       SHARED      10       89914
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         3      200 SH       SHARED      23         200
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       921    53601 SH       SHARED      26       53601
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        65     3820 SH       SHARED      27        3820
D INTL PAPER CO                  COM              46014610     15640   528411 SH       SHARED              528411
D INTL PAPER CO                  COM              46014610         1     2492 SH PUT   SHARED                2492
D INTL PAPER CO                  COM              46014610      3110   105081 SH       SHARED      01       92230             12851
D INTL PAPER CO                  COM              46014610        14      500 SH       SHR/OTHR    01                           500
D INTL PAPER CO                  COM              46014610      1256    42447 SH       SHARED      02       38366              4081
D INTL PAPER CO                  COM              46014610         0     5000 SH PUT   SHARED      02        5000
D INTL PAPER CO                  COM              46014610        35     1200 SH       SHARED      04        1200
D INTL PAPER CO                  COM              46014610       131     4448 SH       SHARED      05        4448
D INTL PAPER CO                  COM              46014610      2892    97720 SH       SHARED      06       84920             12800
D INTL PAPER CO                  COM              46014610      4589   155044 SH       SHARED      10      155044
D INTL PAPER CO                  COM              46014610       229     7767 SH       SHARED      21        7680                87
D INTL PAPER CO                  COM              46014610         5      170 SH       SHR/OTHR    21                           170
D INTL PAPER CO                  COM              46014610       119     4044 SH       SHARED      23        4044
D INTL PAPER CO                  COM              46014610       226     7662 SH       SHR/OTHR    23                          7662
D INTL PAPER CO                  COM              46014610        24      823 SH       SHARED      27         823
D INTERNATIONAL RECTIFIER CORP   COM              46025410       922    47488 SH       SHARED               47488
D INTERNATIONAL RECTIFIER CORP   COM              46025410       413    21300 SH       SHARED      01                         21300
D INTERNATIONAL RECTIFIER CORP   COM              46025410        77     4006 SH       SHARED      02        4006
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120        34     1859 SH       SHARED                1859
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120         0        2 SH       SHARED      02           2
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       514    20311 SH       SHARED               20311
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       220     8700 SH       SHARED      01                          8700
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520         0        8 SH       SHARED      02           8
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520     24760   976750 SH       SHARED      10      976750
D INTERNATIONAL TOWER HILL MIN   COM              46050R10       700   160745 SH       SHARED              160745
D INTERNATIONAL TOWER HILL MIN   COM              46050R10       179    41105 SH       SHARED      02       41105
D INTERNET INITIATIVE JAPAN IN   SPONSORED ADR    46059T10         0       96 SH       SHARED                  96
D INTERNET INITIATIVE JAPAN IN   SPONSORED ADR    46059T10         0        4 SH       SHARED      02           4
D INTERNET INFRASTRUCTR HOLDS    DEPOSTRY RCPT    46059V10         0        8 SH       SHARED      02           8
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W10         2       38 SH       SHARED                  38
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W10         5       78 SH       SHARED      02          78
D INTERNET ARCHITECTURE HOLDR    DEPOSTRY RCPT    46060A10      2910    50000 SH       SHARED               50000
D INTERSIL CORP                  CL A             46069S10     12015  1150868 SH       SHARED             1150868
D INTERSIL CORP                  CL A             46069S10       405    38800 SH       SHARED      01                         38800
D INTERSIL CORP                  CL A             46069S10         0        8 SH       SHARED      02           8
D INTERSIL CORP                  CL A             46069S10       543    52100 SH       SHARED      10       52100
D INTERPUBLIC GROUP COS INC      NOTE  4.250% 3/1 460690BA      1640  1623000 PRN      SHARED             1623000
D INTERPUBLIC GROUP COS INC      NOTE  4.250% 3/1 460690BA      5535  5475000 PRN      SHARED      02     5475000
D INTERPUBLIC GROUP COS INC      NOTE  4.750% 3/1 460690BE      2780  2535000 PRN      SHARED      02     2535000
D INTERPUBLIC GROUP COS INC      COM              46069010      3178   326673 SH       SHARED              326673
D INTERPUBLIC GROUP COS INC      COM              46069010      1691   173875 SH       SHARED      01      173875
D INTERPUBLIC GROUP COS INC      COM              46069010       330    33937 SH       SHARED      02       33937
D INTERPUBLIC GROUP COS INC      COM              46069010         2      300 SH       SHARED      05         300
D INTERPUBLIC GROUP COS INC      COM              46069010       284    29260 SH       SHARED      06       18060             11200
D INTERPUBLIC GROUP COS INC      COM              46069010      2582   265373 SH       SHARED      10      265373
D INTERPUBLIC GROUP COS INC      COM              46069010         2      247 SH       SHARED      23                           247
D INTERVEST BANCSHARES CORP      CL A             46092710         5     2002 SH       SHARED      02           2              2000
D INTEROIL CORP                  NOTE  2.750%11/1 460951AC        48    60000 PRN      SHARED               60000
D INTEROIL CORP                  COM              46095110     11504   225000 SH       SHARED              225000
D INTEROIL CORP                  COM              46095110        73     1440 SH       SHARED      02          40              1400
D INTEROIL CORP                  COM              46095110         5     3582 SH CALL  SHARED      02        3582
D INTEROIL CORP                  COM              46095110      1789    35000 SH       SHARED      26       35000
D INTERSECTIONS INC              COM              46098130        17     1589 SH       SHARED                1589
D INTERSECTIONS INC              COM              46098130         0        7 SH       SHARED      02           7
D INTERSECTIONS INC              COM              46098130        54     4900 SH       SHARED      10        4900
D INTERVAL LEISURE GROUP INC     COM              46113M10       260    19177 SH       SHARED               19177
D INTERVAL LEISURE GROUP INC     COM              46113M10         8      605 SH       SHARED      02         545                60
D INTEVAC INC                    COM              46114810        70     9501 SH       SHARED                9501
D INTEVAC INC                    COM              46114810         1      178 SH       SHARED      02         178
D INTEVAC INC                    COM              46114810        31     4300 SH       SHARED      10        4300
D INTL FCSTONE INC               COM              46116V10       114     4871 SH       SHARED                4871
D INTL FCSTONE INC               COM              46116V10       304    12916 SH       SHARED      01       11516              1400
D INTL FCSTONE INC               COM              46116V10       360    15300 SH       SHR/OTHR    01                         15300
D INTL FCSTONE INC               COM              46116V10         2      104 SH       SHARED      02         104
D INTRALINKS HLDGS INC           COM              46118H10       985   157992 SH       SHARED              157992
D INTRALINKS HLDGS INC           COM              46118H10        84    13600 SH       SHARED      01       13600
D INTRALINKS HLDGS INC           COM              46118H10       476    76298 SH       SHARED      02       59603             16695
D INTUITIVE SURGICAL INC         COM NEW          46120E60     74161   160173 SH       SHARED              160173
D INTUITIVE SURGICAL INC         COM NEW          46120E60      4352     9400 SH       SHARED      01        9400
D INTUITIVE SURGICAL INC         COM NEW          46120E60      8382    18105 SH       SHARED      02       17805               300
D INTUITIVE SURGICAL INC         COM NEW          46120E60       138      300 SH       SHARED      04         300
D INTUITIVE SURGICAL INC         COM NEW          46120E60       194      420 SH       SHARED      05         420
D INTUITIVE SURGICAL INC         COM NEW          46120E60      6639    14339 SH       SHARED      06       13219              1120
D INTUITIVE SURGICAL INC         COM NEW          46120E60      5441    11753 SH       SHARED      10       11753
D INTUITIVE SURGICAL INC         COM NEW          46120E60       277      600 SH       SHARED      20         600
D INTUITIVE SURGICAL INC         COM NEW          46120E60       305      660 SH       SHARED      30         660
D INTUITIVE SURGICAL INC         COM NEW          46120E60      7216    15585 SH       SHARED      31       15585
D INTUIT                         COM              46120210      5811   110509 SH       SHARED              110509
D INTUIT                         COM              46120210      3401    64675 SH       SHARED      01       64675
D INTUIT                         COM              46120210       306     5822 SH       SHARED      02        3292              2530
D INTUIT                         COM              46120210      1351    25700 SH       SHARED      04       25700
D INTUIT                         COM              46120210        52     1000 SH       SHARED      05        1000
D INTUIT                         COM              46120210      1687    32080 SH       SHARED      06       21930             10150
D INTUIT                         COM              46120210     10090   191863 SH       SHARED      10      191863
D INTUIT                         COM              46120210       124     2366 SH       SHARED      26        2366
D INTUIT                         COM              46120210       156     2982 SH       SHARED      27        2982
D INVACARE CORP                  SDCV  4.125% 2/0 461203AD     10079  9350000 PRN      SHARED             9350000
D INVACARE CORP                  COM              46120310       133     8736 SH       SHARED                8736
D INVACARE CORP                  COM              46120310       254    16620 SH       SHARED      01       13870              2750
D INVACARE CORP                  COM              46120310       461    30190 SH       SHR/OTHR    01                         30190
D INVACARE CORP                  COM              46120310        31     2032 SH       SHARED      02        2032
D INVACARE CORP                  COM              46120310       197    12900 SH       SHARED      10       12900
D INVACARE CORP                  COM              46120310       129     8500 SH       SHARED      32        8500
D INTRICON CORP                  COM              46121H10         0        9 SH       SHARED      02           9
D INTREPID POTASH INC            COM              46121Y10      6346   280432 SH       SHARED              280432
D INTREPID POTASH INC            COM              46121Y10       371    16425 SH       SHARED      01         125             16300
D INTREPID POTASH INC            COM              46121Y10        31     1404 SH       SHARED      02           4              1400
D INTREPID POTASH INC            COM              46121Y10       339    15000 SH       SHARED      04       15000
D INTREPID POTASH INC            COM              46121Y10        49     2200 SH       SHARED      10        2200
D INVENSENSE INC                 COM              46123D20       447    44888 SH       SHARED               44888
D INVENSENSE INC                 COM              46123D20        11     1204 SH       SHARED      02        1204
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10      6090   433487 SH       SHARED              433487
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10       394    28071 SH       SHARED      02          33             28038
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10        10      720 SH       SHR/OTHR    23                           720
D INVESCO VAN KAMPEN SR INC TR   COM              46131H10       203    47619 SH       SHARED      02          70             47549
D INVESCO VAN KAMPEN TR INVT G   COM              46131M10        13      922 SH       SHARED      01         922
D INVESCO VAN KAMPEN TR INVT G   COM              46131M10        14      962 SH       SHARED      02                           962
D INVESCO VAN KAMPEN ADVANTAGE   SH BEN INT       46132E10        55     4468 SH       SHARED      01        4468
D INVESCO VAN KAMPEN MASS VALU   COM              46132J10       118     9310 SH       SHARED      02                          9310
D INVESCO VAN KAMP BOND FND      COM              46132L10        54     2600 SH       SHARED                2600
D INVESCO VAN KAMP DYN CRDT OP   COM              46132R10       140    13309 SH       SHARED      02           6             13303
D INVESCO MUNI INCM OPP TRST I   COM              46133A10         0       10 SH       SHARED      02          10
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       145    13452 SH       SHARED               13452
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10        95     8837 SH       SHARED      02        8837
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       170    15800 SH       SHARED      10       15800
D INVESTORS BANCORP INC          COM              46146P10       217    16128 SH       SHARED               16128
D INVESTORS BANCORP INC          COM              46146P10         2      208 SH       SHARED      02         208
D INVESTORS BANCORP INC          COM              46146P10       292    21700 SH       SHARED      10       21700
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010      1878   257440 SH       SHARED              257440
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010        56     7802 SH       SHARED      02        7802
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAH      1000  1000000 PRN      SHARED      02     1000000
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAK      2690  2690000 PRN      SHARED      02     2690000
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAK     13000 13000000 PRN      SHARED      04    13000000
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAK      2336  2336000 PRN      SHARED      06     2336000
D INX INC                        COM              46185W10         0      100 SH       SHARED                 100
D ION GEOPHYSICAL CORP           COM              46204410       380    62108 SH       SHARED               62108
D ION GEOPHYSICAL CORP           COM              46204410       123    20100 SH       SHARED      01       20100
D ION GEOPHYSICAL CORP           COM              46204410        78    12835 SH       SHARED      02         835             12000
D ION GEOPHYSICAL CORP           COM              46204410       614   100248 SH       SHARED      06      100248
D ION GEOPHYSICAL CORP           COM              46204410       136    22200 SH       SHARED      10       22200
D IPARTY CORP                    COM              46261R10         0        1 SH       SHARED      02           1
D IRELAND BK                     SPNSRD ADR NEW   46267Q20        18     4441 SH       SHARED                4441
D IRIDIUM COMMUNICATIONS INC     COM              46269C10       258    33471 SH       SHARED               33471
D IRIDIUM COMMUNICATIONS INC     COM              46269C10         5      754 SH       SHARED      02         754
D IRIS INTL INC                  COM              46270W10        46     5002 SH       SHARED                5002
D IRIS INTL INC                  COM              46270W10         0       10 SH       SHARED      02          10
D IROBOT CORP                    COM              46272610      1563    52388 SH       SHARED               52388
D IROBOT CORP                    COM              46272610         5      176 SH       SHARED      02         176
D IROBOT CORP                    COM              46272610        39     1328 SH       SHARED      04        1328
D IRON MTN INC                   COM              46284610      3026    98260 SH       SHARED               98260
D IRON MTN INC                   COM              46284610      1269    41225 SH       SHARED      01       41225
D IRON MTN INC                   COM              46284610       205     6660 SH       SHARED      02        6660
D IRON MTN INC                   COM              46284610         2       80 SH       SHARED      05          80
D IRON MTN INC                   COM              46284610       415    13500 SH       SHARED      06        8300              5200
D IRON MTN INC                   COM              46284610      2558    83058 SH       SHARED      10       83058
D IRON MTN INC                   COM              46284610         8      270 SH       SHARED      21                           270
D IRON MTN INC                   COM              46284610        78     2550 SH       SHR/OTHR    23                          2550
D IRON MTN INC                   COM              46284610       106     3459 SH       SHARED      26        3459
D IRON MTN INC                   COM              46284610       677    22000 SH       SHARED      30       22000
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10       193    16156 SH       SHARED               16156
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10        16     1407 SH       SHARED      02         654               753
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10       605    50578 SH       SHARED      04       50578
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10        20     1700 SH       SHARED      32        1700
D ISHARES SILVER TRUST           ISHARES          46428Q10      7004   260000 SH       SHARED              260000
D ISHARES SILVER TRUST           ISHARES          46428Q10        21     5000 SH CALL  SHARED                5000
D ISHARES SILVER TRUST           ISHARES          46428Q10        88    20000 SH PUT   SHARED               20000
D ISHARES SILVER TRUST           ISHARES          46428Q10       232     8635 SH       SHARED      01        8635
D ISHARES SILVER TRUST           ISHARES          46428Q10      6438   238999 SH       SHARED      02      174440             64559
D ISHARES SILVER TRUST           ISHARES          46428Q10        31    12590 SH CALL  SHARED      02       12590
D ISHARES SILVER TRUST           ISHARES          46428Q10        16    10455 SH PUT   SHARED      02       10455
D ISHARES SILVER TRUST           ISHARES          46428Q10       161     6000 SH       SHARED      20        6000
D ISHARES SILVER TRUST           ISHARES          46428Q10       476    17700 SH       SHARED      26       17700
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10        59     1810 SH       SHARED      01        1810
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10        36     1100 SH       SHR/OTHR    01                          1100
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10      2957    89661 SH       SHARED      02       84001              5660
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10         0      400 SH CALL  SHARED      02         400
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10       110     3350 SH       SHR/OTHR    21                          3350
D ISHARES GOLD TRUST             ISHARES          46428510       529    34767 SH       SHARED      02           5             34762
D ISHARES GOLD TRUST             ISHARES          46428510      3672   241128 SH       SHARED      04      120853            120275
D ISHARES INC                    MSCI AUSTRALIA   46428610        25     1200 SH       SHARED                1200
D ISHARES INC                    MSCI AUSTRALIA   46428610        64     3000 SH       SHARED      01        2250               750
D ISHARES INC                    MSCI AUSTRALIA   46428610        69     3247 SH       SHR/OTHR    01                          3247
D ISHARES INC                    MSCI AUSTRALIA   46428610        99     4632 SH       SHARED      02         308              4324
D ISHARES INC                    MSCI AUSTRALIA   46428610         0      550 SH CALL  SHARED      02         550
D ISHARES INC                    MSCI AUSTRALIA   46428610       147     6900 SH       SHARED      23        6900
D ISHARES INC                    MSCI BRAZIL      46428640    374514  6525783 SH       SHARED             6525783
D ISHARES INC                    MSCI BRAZIL      46428640        27    42005 SH CALL  SHARED               42005
D ISHARES INC                    MSCI BRAZIL      46428640       591    31654 SH PUT   SHARED               31654
D ISHARES INC                    MSCI BRAZIL      46428640       257     4490 SH       SHARED      01        4490
D ISHARES INC                    MSCI BRAZIL      46428640        57     1000 SH       SHR/OTHR    01                          1000
D ISHARES INC                    MSCI BRAZIL      46428640     13446   234302 SH       SHARED      02      216852             17450
D ISHARES INC                    MSCI BRAZIL      46428640       180    24869 SH CALL  SHARED      02       24869
D ISHARES INC                    MSCI BRAZIL      46428640       282    35800 SH PUT   SHARED      02       35800
D ISHARES INC                    MSCI CDA INDEX   46428650      1357    51037 SH       SHARED               51037
D ISHARES INC                    MSCI CDA INDEX   46428650      3022   113630 SH       SHARED      01      113630
D ISHARES INC                    MSCI CDA INDEX   46428650       162     6094 SH       SHARED      02        4311              1783
D ISHARES INC                    MSCI CDA INDEX   46428650         0       74 SH CALL  SHARED      02          74
D ISHARES INC                    MSCI CDA INDEX   46428650         0       46 SH PUT   SHARED      02          46
D ISHARES INC                    MSCI CDA INDEX   46428650      4069   153000 SH       SHARED      15      153000
D ISHARES INC                    EMRG MRK LC BD   46428651     20040   400000 SH       SHARED              400000
D ISHARES INC                    EMRG MRK LC BD   46428651      7691   153515 SH       SHARED      02      153515
D ISHARES INC                    MSCI EMU INDEX   46428660       176     6337 SH       SHARED      01        6337
D ISHARES INC                    MSCI THAILAND    46428662       974    16213 SH       SHARED      02                         16213
D ISHARES INC                    MSCI THAILAND    46428662      4087    68000 SH       SHARED      06       68000
D ISHARES INC                    MSCI CHILE INVES 46428664        23      402 SH       SHARED                 402
D ISHARES INC                    MSCI CHILE INVES 46428664       562     9752 SH       SHARED      02                          9752
D ISHARES INC                    MSCI BRIC INDX   46428665        79     2200 SH       SHARED      01        2200
D ISHARES INC                    MSCI PAC J IDX   46428666         2       54 SH       SHARED                  54
D ISHARES INC                    MSCI PAC J IDX   46428666     53528  1374981 SH       SHARED      01      860091            514890
D ISHARES INC                    MSCI PAC J IDX   46428666     11725   301185 SH       SHR/OTHR    01                        301185
D ISHARES INC                    MSCI PAC J IDX   46428666      3160    81178 SH       SHARED      02           1             81177
D ISHARES INC                    MSCI PAC J IDX   46428666      5625   144500 SH       SHARED      15      144500
D ISHARES INC                    MSCI PAC J IDX   46428666      8259   212171 SH       SHARED      20      176859      300    35012
D ISHARES INC                    MSCI PAC J IDX   46428666       684    17595 SH       SHR/OTHR    20                         17595
D ISHARES INC                    MSCI PAC J IDX   46428666       792    20350 SH       SHARED      21       20350
D ISHARES INC                    MSCI PAC J IDX   46428666       377     9700 SH       SHR/OTHR    21                          9700
D ISHARES INC                    MSCI PAC J IDX   46428666      9059   232725 SH       SHARED      23      180106             52619
D ISHARES INC                    MSCI PAC J IDX   46428666      7122   182954 SH       SHR/OTHR    23                        182954
D ISHARES INC                    MSCI SINGAPORE   46428667        27     2500 SH       SHARED                2500
D ISHARES INC                    MSCI SINGAPORE   46428667      5603   517441 SH       SHARED              517441
D ISHARES INC                    MSCI SINGAPORE   46428667       104     9670 SH       SHARED      02           2              9668
D ISHARES INC                    MSCI UTD KINGD   46428669        27     1700 SH       SHARED      01        1700
D ISHARES INC                    MSCI UTD KINGD   46428669       120     7480 SH       SHR/OTHR    01                          7480
D ISHARES INC                    MSCI TAIWAN      46428673      9977   852042 SH       SHARED              852042
D ISHARES INC                    MSCI TAIWAN      46428673         1     4052 SH CALL  SHARED                4052
D ISHARES INC                    MSCI TAIWAN      46428673       550    47000 SH       SHARED      01       47000
D ISHARES INC                    MSCI TAIWAN      46428673        46     4002 SH       SHARED      02           2              4000
D ISHARES INC                    MSCI TAIWAN      46428673         0      289 SH CALL  SHARED      02         289
D ISHARES INC                    MSCI TAIWAN      46428673         2     4750 SH PUT   SHARED      02        4750
D ISHARES INC                    MSCI SWITZERLD   46428674        46     2070 SH       SHARED      01        2070
D ISHARES INC                    MSCI SWITZERLD   46428674         6      300 SH       SHARED      02                           300
D ISHARES INC                    MSCI SWITZERLD   46428674        98     4350 SH       SHR/OTHR    23                          4350
D ISHARES INC                    MSCI SWEDEN      46428675         7      300 SH       SHARED      02                           300
D ISHARES INC                    MSCI SPAIN       46428676       674    22281 SH       SHARED               22281
D ISHARES INC                    MSCI S KOREA     46428677      7609   145615 SH       SHARED              145615
D ISHARES INC                    MSCI S KOREA     46428677        66     1279 SH       SHARED      02           9              1270
D ISHARES INC                    MSCI S KOREA     46428677         3     2500 SH CALL  SHARED      02        2500
D ISHARES INC                    MSCI STH AFRCA   46428678        12      200 SH       SHARED      02                           200
D ISHARES INC                    MSCI GERMAN      46428680      1701    88503 SH       SHARED      01       88503
D ISHARES INC                    MSCI GERMAN      46428680       307    16000 SH       SHR/OTHR    01                         16000
D ISHARES INC                    MSCI GERMAN      46428680        23     1200 SH       SHARED      02                          1200
D ISHARES INC                    MSCI GERMAN      46428680       345    18000 SH       SHARED      20       18000
D ISHARES INC                    MSCI MEX INVEST  46428682    176540  3283858 SH       SHARED             3283858
D ISHARES INC                    MSCI MEX INVEST  46428682         1     1000 SH CALL  SHARED                1000
D ISHARES INC                    MSCI MEX INVEST  46428682         0     2000 SH PUT   SHARED                2000
D ISHARES INC                    MSCI MEX INVEST  46428682      6703   124699 SH       SHARED      02      107850             16849
D ISHARES INC                    MSCI MEX INVEST  46428682         6     4610 SH PUT   SHARED      02        4610
D ISHARES INC                    MSCI MALAYSIA    46428683       671    50096 SH       SHARED               50096
D ISHARES INC                    MSCI MALAYSIA    46428683        20     1501 SH       SHARED      02           1              1500
D ISHARES INC                    MSCI JAPAN       46428684      9111  1000217 SH       SHARED             1000217
D ISHARES INC                    MSCI JAPAN       46428684         0     5000 SH PUT   SHARED                5000
D ISHARES INC                    MSCI JAPAN       46428684     19917  2186336 SH       SHARED      01     2028142            158194
D ISHARES INC                    MSCI JAPAN       46428684       799    87779 SH       SHR/OTHR    01                         87779
D ISHARES INC                    MSCI JAPAN       46428684      1172   128656 SH       SHARED      02          14            128642
D ISHARES INC                    MSCI JAPAN       46428684         2    14250 SH CALL  SHARED      02       14250
D ISHARES INC                    MSCI JAPAN       46428684        12    15800 SH PUT   SHARED      02       15800
D ISHARES INC                    MSCI JAPAN       46428684        85     9440 SH       SHARED      23        5840              3600
D ISHARES INC                    MSCI JAPAN       46428684       163    17925 SH       SHR/OTHR    23                         17925
D ISHARES INC                    MSCI ITALY       46428685      1798   150000 SH       SHARED      02      150000
D ISHARES INC                    MSCI HONG KONG   46428687     44488  2875760 SH       SHARED             2875760
D ISHARES INC                    MSCI HONG KONG   46428687        24     1575 SH       SHARED      01                          1575
D ISHARES INC                    MSCI HONG KONG   46428687     37425  2419201 SH       SHARED      02     2419201
D ISHARES INC                    MSCI HONG KONG   46428687         8     6400 SH PUT   SHARED      02        6400
D ISHARES TR                     S^P 100 IDX FD   46428710       154     2701 SH       SHARED      02         501              2200
D ISHARES TR                     DJ SEL DIV INX   46428716      4158    77335 SH       SHARED               77335
D ISHARES TR                     DJ SEL DIV INX   46428716      6807   126595 SH       SHARED              126595
D ISHARES TR                     DJ SEL DIV INX   46428716        23      440 SH       SHARED      01         440
D ISHARES TR                     DJ SEL DIV INX   46428716        43      815 SH       SHR/OTHR    01                           815
D ISHARES TR                     DJ SEL DIV INX   46428716      5629   104690 SH       SHARED      02       28901             75789
D ISHARES TR                     DJ SEL DIV INX   46428716         1      450 SH CALL  SHARED      02         450
D ISHARES TR                     DJ SEL DIV INX   46428716        28      530 SH       SHARED      20         530
D ISHARES TR                     DJ SEL DIV INX   46428716        23      438 SH       SHARED      23         438
D ISHARES TR                     BARCLYS TIPS BD  46428717       991     8500 SH       SHARED                8500
D ISHARES TR                     BARCLYS TIPS BD  46428717      9976    85500 SH       SHARED               85500
D ISHARES TR                     BARCLYS TIPS BD  46428717      2019    17308 SH       SHARED      01        5375             11933
D ISHARES TR                     BARCLYS TIPS BD  46428717       699     5998 SH       SHR/OTHR    01                          5998
D ISHARES TR                     BARCLYS TIPS BD  46428717      2330    19974 SH       SHARED      02        1287             18687
D ISHARES TR                     BARCLYS TIPS BD  46428717       252     2160 SH       SHARED      04                          2160
D ISHARES TR                     BARCLYS TIPS BD  46428717       991     8500 SH       SHARED      04        8500
D ISHARES TR                     BARCLYS TIPS BD  46428717       249     2140 SH       SHARED      20         665              1475
D ISHARES TR                     BARCLYS TIPS BD  46428717       133     1140 SH       SHR/OTHR    20                          1140
D ISHARES TR                     BARCLYS TIPS BD  46428717      1155     9900 SH       SHARED      21        9900
D ISHARES TR                     BARCLYS TIPS BD  46428717      4142    35501 SH       SHARED      23       34006              1495
D ISHARES TR                     BARCLYS TIPS BD  46428717      5088    43608 SH       SHR/OTHR    23                         43608
D ISHARES TR                     FTSE CHINA25 IDX 46428718     42674  1223817 SH       SHARED             1223817
D ISHARES TR                     FTSE CHINA25 IDX 46428718         1    11260 SH CALL  SHARED               11260
D ISHARES TR                     FTSE CHINA25 IDX 46428718        68    10266 SH PUT   SHARED               10266
D ISHARES TR                     FTSE CHINA25 IDX 46428718       298     8571 SH       SHARED      01        7910               661
D ISHARES TR                     FTSE CHINA25 IDX 46428718       554    15911 SH       SHARED      02        7362              8549
D ISHARES TR                     FTSE CHINA25 IDX 46428718         0     9526 SH CALL  SHARED      02        9326               200
D ISHARES TR                     FTSE CHINA25 IDX 46428718        37    18863 SH PUT   SHARED      02       18863
D ISHARES TR                     TRANSP AVE IDX   46428719        71      800 SH       SHARED      02                           800
D ISHARES TR                     TRANSP AVE IDX   46428719        89     1000 SH       SHARED      04                          1000
D ISHARES TR                     S^P 500 INDEX    46428720       663     5269 SH       SHARED                5269
D ISHARES TR                     S^P 500 INDEX    46428720     12663   100536 SH       SHARED              100536
D ISHARES TR                     S^P 500 INDEX    46428720      2740    21760 SH       SHARED      01       15160              6600
D ISHARES TR                     S^P 500 INDEX    46428720       196     1562 SH       SHR/OTHR    01                          1562
D ISHARES TR                     S^P 500 INDEX    46428720     10768    85491 SH       SHARED      02           1             85490
D ISHARES TR                     S^P 500 INDEX    46428720        99      791 SH       SHARED      04                           791
D ISHARES TR                     S^P 500 INDEX    46428720     38833   308300 SH       SHARED      04      308300
D ISHARES TR                     S^P 500 INDEX    46428720      6474    51400 SH       SHARED      10       51400
D ISHARES TR                     S^P 500 INDEX    46428720        96      767 SH       SHARED      20         767
D ISHARES TR                     S^P 500 INDEX    46428720       115      917 SH       SHARED      23         637               280
D ISHARES TR                     S^P 500 INDEX    46428720      3526    28000 SH       SHR/OTHR    23                         28000
D ISHARES TR                     BARCLY USAGG B   46428722     18036   163600 SH       SHARED              163600
D ISHARES TR                     BARCLY USAGG B   46428722      6145    55739 SH       SHARED      02       52097              3642
D ISHARES TR                     BARCLY USAGG B   46428722       221     2005 SH       SHARED      23                          2005
D ISHARES TR                     MSCI EMERG MKT   46428723       284     7500 SH       SHARED                7500
D ISHARES TR                     MSCI EMERG MKT   46428723    322894  8510657 SH       SHARED             8510657
D ISHARES TR                     MSCI EMERG MKT   46428723        64    48656 SH CALL  SHARED               48656
D ISHARES TR                     MSCI EMERG MKT   46428723       418    75616 SH PUT   SHARED               75616
D ISHARES TR                     MSCI EMERG MKT   46428723     25742   678516 SH       SHARED      01      505636     5230   167650
D ISHARES TR                     MSCI EMERG MKT   46428723      7709   203191 SH       SHR/OTHR    01                        203191
D ISHARES TR                     MSCI EMERG MKT   46428723      7586   199971 SH       SHARED      02        7815            192156
D ISHARES TR                     MSCI EMERG MKT   46428723        83    84904 SH CALL  SHARED      02       84904
D ISHARES TR                     MSCI EMERG MKT   46428723       228   126966 SH PUT   SHARED      02      126966
D ISHARES TR                     MSCI EMERG MKT   46428723       284     7500 SH       SHARED      04        7500
D ISHARES TR                     MSCI EMERG MKT   46428723     12014   316660 SH       SHARED      20      280320     2000    34340
D ISHARES TR                     MSCI EMERG MKT   46428723      2215    58407 SH       SHR/OTHR    20                         58407
D ISHARES TR                     MSCI EMERG MKT   46428723       149     3945 SH       SHARED      21        3945
D ISHARES TR                     MSCI EMERG MKT   46428723      1276    33653 SH       SHR/OTHR    21                         33653
D ISHARES TR                     MSCI EMERG MKT   46428723     20414   538084 SH       SHARED      23      526161             11923
D ISHARES TR                     MSCI EMERG MKT   46428723     21208   559012 SH       SHR/OTHR    23                        559012
D ISHARES TR                     IBOXX INV CPBD   46428724      7871    69190 SH       SHARED               69190
D ISHARES TR                     IBOXX INV CPBD   46428724       682     6000 SH       SHARED                6000
D ISHARES TR                     IBOXX INV CPBD   46428724       395     3478 SH       SHARED      01        3478
D ISHARES TR                     IBOXX INV CPBD   46428724      1553    13655 SH       SHARED      02         607             13048
D ISHARES TR                     IBOXX INV CPBD   46428724        91      800 SH       SHARED      04                           800
D ISHARES TR                     IBOXX INV CPBD   46428724      2502    22000 SH       SHARED      04       22000
D ISHARES TR                     IBOXX INV CPBD   46428724       102      900 SH       SHR/OTHR    21                           900
D ISHARES TR                     IBOXX INV CPBD   46428724       442     3888 SH       SHARED      26        3888
D ISHARES TR                     S^P500 GRW       46428730       163     2423 SH       SHARED                2423
D ISHARES TR                     S^P500 GRW       46428730      2812    41713 SH       SHARED      02         600             41113
D ISHARES TR                     S^P500 GRW       46428730       459     6810 SH       SHARED      23                          6810
D ISHARES TR                     S^P500 GRW       46428730        40      600 SH       SHR/OTHR    23                           600
D ISHARES TR                     S^P GBL HLTHCR   46428732       965    17200 SH       SHARED      04       17200
D ISHARES TR                     S^P GBL ENER     46428734        32      860 SH       SHARED      01         860
D ISHARES TR                     S^P GBL ENER     46428734        64     1690 SH       SHR/OTHR    01                          1690
D ISHARES TR                     S^P GBL ENER     46428734      4697   123012 SH       SHARED      02                        123012
D ISHARES TR                     S^P GBL ENER     46428734        39     1046 SH       SHARED      20        1046
D ISHARES TR                     S^P GBL ENER     46428734        35      933 SH       SHARED      23         933
D ISHARES TR                     S^P NA NAT RES   46428737      1433    37716 SH       SHARED      01        7699             30017
D ISHARES TR                     S^P NA NAT RES   46428737       293     7730 SH       SHR/OTHR    01                          7730
D ISHARES TR                     S^P NA NAT RES   46428737       258     6812 SH       SHARED      02         101              6711
D ISHARES TR                     S^P NA NAT RES   46428737      2218    58382 SH       SHARED      20       47022             11360
D ISHARES TR                     S^P NA NAT RES   46428737       623    16400 SH       SHR/OTHR    20                         16400
D ISHARES TR                     S^P NA NAT RES   46428737       269     7100 SH       SHR/OTHR    21                          7100
D ISHARES TR                     S^P NA NAT RES   46428737      7506   197548 SH       SHARED      23      173788             23760
D ISHARES TR                     S^P NA NAT RES   46428737      6338   166794 SH       SHR/OTHR    23                        166794
D ISHARES TR                     S^P/TOPIX 150    46428738        15      400 SH       SHARED      02                           400
D ISHARES TR                     S^P LTN AM 40    46428739     40695   955960 SH       SHARED              955960
D ISHARES TR                     S^P LTN AM 40    46428739       356     8365 SH       SHARED      02                          8365
D ISHARES TR                     S^P 500 VALUE    46428740       159     2750 SH       SHARED      01        2750
D ISHARES TR                     S^P 500 VALUE    46428740      2614    45210 SH       SHARED      02                         45210
D ISHARES TR                     S^P 500 VALUE    46428740       283     4900 SH       SHARED      23                          4900
D ISHARES TR                     S^P 500 VALUE    46428740       104     1800 SH       SHR/OTHR    23                          1800
D ISHARES TR                     BARCLYS 20+ YR   46428743      2772    22864 SH       SHARED               22864
D ISHARES TR                     BARCLYS 20+ YR   46428743     60625   500000 SH       SHARED              500000
D ISHARES TR                     BARCLYS 20+ YR   46428743      5437    44842 SH       SHARED      01       39284              5558
D ISHARES TR                     BARCLYS 20+ YR   46428743        21      175 SH       SHR/OTHR    01                           175
D ISHARES TR                     BARCLYS 20+ YR   46428743     58130   479430 SH       SHARED      02      477813              1617
D ISHARES TR                     BARCLYS 20+ YR   46428743         7    15000 SH PUT   SHARED      02       15000
D ISHARES TR                     BARCLYS 20+ YR   46428743       133     1100 SH       SHARED      20         940               160
D ISHARES TR                     BARCLYS 20+ YR   46428743       224     1855 SH       SHR/OTHR    20                          1855
D ISHARES TR                     BARCLYS 20+ YR   46428743       551     4545 SH       SHARED      23        4175               370
D ISHARES TR                     BARCLYS 20+ YR   46428743      1000     8250 SH       SHR/OTHR    23                          8250
D ISHARES TR                     BARCLYS 7-10 YR  46428744       812     7700 SH       SHARED                7700
D ISHARES TR                     BARCLYS 7-10 YR  46428744       413     3915 SH       SHARED      01        3915
D ISHARES TR                     BARCLYS 7-10 YR  46428744     60290   571096 SH       SHARED      02      569827              1269
D ISHARES TR                     BARCLYS 7-10 YR  46428744         1     7250 SH PUT   SHARED      02        7250
D ISHARES TR                     BARCLYS 7-10 YR  46428744       812     7700 SH       SHARED      04        7700
D ISHARES TR                     BARCLYS 7-10 YR  46428744       399     3780 SH       SHR/OTHR    23                          3780
D ISHARES TR                     BARCLYS 1-3 YR   46428745      4564    54013 SH       SHARED               54013
D ISHARES TR                     BARCLYS 1-3 YR   46428745        50      600 SH       SHARED                 600
D ISHARES TR                     BARCLYS 1-3 YR   46428745      2673    31641 SH       SHARED      01       31641
D ISHARES TR                     BARCLYS 1-3 YR   46428745       236     2793 SH       SHARED      02        2018               775
D ISHARES TR                     BARCLYS 1-3 YR   46428745      1385    16400 SH       SHARED      04       16400
D ISHARES TR                     BARCLYS 1-3 YR   46428745        13      161 SH       SHARED      20         161
D ISHARES TR                     BARCLYS 1-3 YR   46428745     19250   227817 SH       SHARED      26      227817
D ISHARES TR                     MSCI EAFE INDEX  46428746     58306  1177186 SH       SHARED             1177186
D ISHARES TR                     MSCI EAFE INDEX  46428746         5    11765 SH CALL  SHARED               11765
D ISHARES TR                     MSCI EAFE INDEX  46428746        87    13196 SH PUT   SHARED               13196
D ISHARES TR                     MSCI EAFE INDEX  46428746      5725   115594 SH       SHARED      01       37669     7500    70425
D ISHARES TR                     MSCI EAFE INDEX  46428746      4319    87210 SH       SHR/OTHR    01                         87210
D ISHARES TR                     MSCI EAFE INDEX  46428746     10164   205228 SH       SHARED      02       94292            110936
D ISHARES TR                     MSCI EAFE INDEX  46428746         6    33461 SH CALL  SHARED      02       33461
D ISHARES TR                     MSCI EAFE INDEX  46428746        81    21934 SH PUT   SHARED      02       21934
D ISHARES TR                     MSCI EAFE INDEX  46428746     13881   280267 SH       SHARED      20      250366     1200    28701
D ISHARES TR                     MSCI EAFE INDEX  46428746      2485    50175 SH       SHR/OTHR    20                         50175
D ISHARES TR                     MSCI EAFE INDEX  46428746      1118    22590 SH       SHARED      21       22590
D ISHARES TR                     MSCI EAFE INDEX  46428746     15517   313294 SH       SHARED      23      259859             53435
D ISHARES TR                     MSCI EAFE INDEX  46428746     32616   658529 SH       SHR/OTHR    23                        658529
D ISHARES TR                     RUSSELL MCP VL   46428747      1952    44978 SH       SHARED      02         300             44678
D ISHARES TR                     RUSSELL MCP GR   46428748      3275    59492 SH       SHARED      02         300             59192
D ISHARES TR                     RUSSELL MCP GR   46428748         1      363 SH CALL  SHARED      02         363
D ISHARES TR                     RUSSELL MCP GR   46428748         1      363 SH PUT   SHARED      02         363
D ISHARES TR                     RUSSELL MCP GR   46428748         9      173 SH       SHARED      23         173
D ISHARES TR                     RUSSELL MIDCAP   46428749       167     1700 SH       SHARED                1700
D ISHARES TR                     RUSSELL MIDCAP   46428749       216     2203 SH       SHARED      02         300              1903
D ISHARES TR                     RUSSELL MIDCAP   46428749       258     2625 SH       SHARED      21        2625
D ISHARES TR                     S^P MIDCAP 400   46428750        92     1051 SH       SHARED      02           1              1050
D ISHARES TR                     S^P MIDCAP 400   46428750         1      580 SH CALL  SHARED      02         580
D ISHARES TR                     S^P MIDCAP 400   46428750       105     1200 SH       SHR/OTHR    23                          1200
D ISHARES TR                     S^P NA SOFTWR    46428751       207     3840 SH       SHARED      02        3540               300
D ISHARES TR                     PHLX SOX SEMICND 46428752         4      101 SH       SHARED      02         101
D ISHARES TR                     S^P NA TECH FD   46428754       259     4375 SH       SHARED      02                          4375
D ISHARES TR                     S^P NA TECH FD   46428754       699    11770 SH       SHARED      23       11770
D ISHARES TR                     NASDQ BIO INDX   46428755         2       26 SH       SHARED                  26
D ISHARES TR                     NASDQ BIO INDX   46428755       495     4751 SH       SHARED      02        4001               750
D ISHARES TR                     NASDQ BIO INDX   46428755        52      500 SH       SHR/OTHR    21                           500
D ISHARES TR                     NASDQ BIO INDX   46428755        39      375 SH       SHR/OTHR    23                           375
D ISHARES TR                     COHEN^ST RLTY    46428756        56      800 SH       SHARED      01         500               300
D ISHARES TR                     COHEN^ST RLTY    46428756       119     1700 SH       SHARED      02        1000               700
D ISHARES TR                     COHEN^ST RLTY    46428756        15      225 SH       SHR/OTHR    20                           225
D ISHARES TR                     COHEN^ST RLTY    46428756       443     6317 SH       SHARED      23        5317              1000
D ISHARES TR                     COHEN^ST RLTY    46428756       220     3134 SH       SHR/OTHR    23                          3134
D ISHARES TR                     S^P GLB100INDX   46428757        77     1330 SH       SHARED      02                          1330
D ISHARES TR                     RUSSELL1000VAL   46428759       203     3200 SH       SHARED                3200
D ISHARES TR                     RUSSELL1000VAL   46428759         1       26 SH       SHARED                  26
D ISHARES TR                     RUSSELL1000VAL   46428759       114     1800 SH       SHARED      01        1800
D ISHARES TR                     RUSSELL1000VAL   46428759     22230   350199 SH       SHARED      02                        350199
D ISHARES TR                     RUSSELL1000VAL   46428759       203     3200 SH       SHARED      04        3200
D ISHARES TR                     RUSSELL1000VAL   46428759        39      625 SH       SHARED      20         625
D ISHARES TR                     S^P MC 400 GRW   46428760     13275   134461 SH       SHARED      02         200            134261
D ISHARES TR                     RUSSELL1000GRW   46428761      3056    52890 SH       SHARED               52890
D ISHARES TR                     RUSSELL1000GRW   46428761         5       89 SH       SHARED                  89
D ISHARES TR                     RUSSELL1000GRW   46428761      1878    32506 SH       SHARED      01       23506              9000
D ISHARES TR                     RUSSELL1000GRW   46428761     33690   582977 SH       SHARED      02       62531            520446
D ISHARES TR                     RUSSELL1000GRW   46428761       177     3069 SH       SHARED      20                          3069
D ISHARES TR                     RUSSELL1000GRW   46428761       967    16738 SH       SHARED      23       16738
D ISHARES TR                     RUSSELL1000GRW   46428761       990    17140 SH       SHR/OTHR    23                         17140
D ISHARES TR                     RUSSELL 1000     46428762      6320    91107 SH       SHARED      02         700             90407
D ISHARES TR                     RUSL 2000 VALU   46428763         3       47 SH       SHARED                  47
D ISHARES TR                     RUSL 2000 VALU   46428763      1030    15706 SH       SHARED      02         400             15306
D ISHARES TR                     RUSL 2000 VALU   46428763        17      260 SH       SHARED      23                           260
D ISHARES TR                     RUSL 2000 GROW   46428764      4848    57565 SH       SHARED      02        1201             56364
D ISHARES TR                     RUSSELL 2000     46428765        12      170 SH       SHARED                 170
D ISHARES TR                     RUSSELL 2000     46428765    483040  6549700 SH       SHARED             6549700
D ISHARES TR                     RUSSELL 2000     46428765        23    26259 SH CALL  SHARED               26259
D ISHARES TR                     RUSSELL 2000     46428765       242    34390 SH PUT   SHARED               34390
D ISHARES TR                     RUSSELL 2000     46428765      4582    62139 SH       SHARED      01       18417     1000    42722
D ISHARES TR                     RUSSELL 2000     46428765      1627    22073 SH       SHR/OTHR    01                         22073
D ISHARES TR                     RUSSELL 2000     46428765    330899  4486772 SH       SHARED      02     4474946             11826
D ISHARES TR                     RUSSELL 2000     46428765        40    31806 SH CALL  SHARED      02       31806
D ISHARES TR                     RUSSELL 2000     46428765       333   101276 SH PUT   SHARED      02      101276
D ISHARES TR                     RUSSELL 2000     46428765        73     1000 SH       SHARED      04                          1000
D ISHARES TR                     RUSSELL 2000     46428765      3192    43289 SH       SHARED      20       39181      550     3558
D ISHARES TR                     RUSSELL 2000     46428765       427     5792 SH       SHR/OTHR    20                          5792
D ISHARES TR                     RUSSELL 2000     46428765      1195    16210 SH       SHARED      21       16210
D ISHARES TR                     RUSSELL 2000     46428765       160     2170 SH       SHR/OTHR    21                          2170
D ISHARES TR                     RUSSELL 2000     46428765      3936    53380 SH       SHARED      23       45802              7578
D ISHARES TR                     RUSSELL 2000     46428765      9464   128337 SH       SHR/OTHR    23                        128337
D ISHARES TR                     RUSL 3000 GROW   46428767       188     4000 SH       SHARED      23        4000
D ISHARES TR                     RUSSELL 3000     46428768        14      200 SH       SHARED      02         200
D ISHARES TR                     DJ US UTILS      46428769        35      400 SH       SHARED      02                           400
D ISHARES TR                     S^P MIDCP VALU   46428770      3500    46073 SH       SHARED      02         200             45873
D ISHARES TR                     DJ US TELECOMM   46428771     19765   941207 SH       SHARED      02      941207
D ISHARES TR                     DJ US TECH SEC   46428772       153     2400 SH       SHARED      02         300              2100
D ISHARES TR                     DJ US TECH SEC   46428772       219     3440 SH       SHARED      21        3440
D ISHARES TR                     DJ US TECH SEC   46428772        38      600 SH       SHR/OTHR    23                           600
D ISHARES TR                     DJ US REAL EST   46428773    280084  4930188 SH       SHARED             4930188
D ISHARES TR                     DJ US REAL EST   46428773         6     6826 SH CALL  SHARED                6826
D ISHARES TR                     DJ US REAL EST   46428773         0     1239 SH PUT   SHARED                1239
D ISHARES TR                     DJ US REAL EST   46428773         3       55 SH       SHARED      01          55
D ISHARES TR                     DJ US REAL EST   46428773       919    16182 SH       SHARED      02       14100              2082
D ISHARES TR                     DJ US REAL EST   46428773        38    16230 SH CALL  SHARED      02       16230
D ISHARES TR                     DJ US REAL EST   46428773        32    61010 SH PUT   SHARED      02       61010
D ISHARES TR                     DJ US REAL EST   46428773       102     1800 SH       SHR/OTHR    23                          1800
D ISHARES TR                     DJ US INDUSTRL   46428775       207     3265 SH       SHARED      21        3265
D ISHARES TR                     DJ US HEALTHCR   46428776     28628   400000 SH       SHARED              400000
D ISHARES TR                     DJ US HEALTHCR   46428776        42      600 SH       SHARED      01                           600
D ISHARES TR                     DJ US ENERGY     46428779       211     5320 SH       SHARED      21        5320
D ISHARES TR                     S^P SMLCAP 600   46428780       157     2300 SH       SHARED                2300
D ISHARES TR                     S^P SMLCAP 600   46428780     47810   700000 SH       SHARED              700000
D ISHARES TR                     S^P SMLCAP 600   46428780       201     2956 SH       SHARED      02                          2956
D ISHARES TR                     S^P SMLCAP 600   46428780       102     1500 SH       SHARED      04        1500
D ISHARES TR                     S^P SMLCAP 600   46428780       136     2000 SH       SHR/OTHR    23                          2000
D ISHARES TR                     DJ US BAS MATL   46428783        25      400 SH       SHARED      02                           400
D ISHARES TR                     DJ US BAS MATL   46428783       131     2050 SH       SHARED      21        2050
D ISHARES TR                     S^P EURO PLUS    46428786         4      126 SH       SHARED      02                           126
D ISHARES TR                     S^P EURO PLUS    46428786       134     4000 SH       SHARED      20        4000
D ISHARES TR                     S^P SMLCP VALU   46428787        35      515 SH       SHARED      02         200               315
D ISHARES TR                     S^P SMLCP GROW   46428788       558     7499 SH       SHARED      02         200              7299
D ISHARES TR                     MSCI ACJPN IDX   46428818      5838   117009 SH       SHARED              117009
D ISHARES TR                     MSCI ACJPN IDX   46428818       290     5820 SH       SHARED                5820
D ISHARES TR                     MSCI ACJPN IDX   46428818      5354   107300 SH       SHARED      01      107300
D ISHARES TR                     MSCI ACJPN IDX   46428818        86     1726 SH       SHR/OTHR    01                          1726
D ISHARES TR                     MSCI ACJPN IDX   46428818      5676   113758 SH       SHARED      02                        113758
D ISHARES TR                     MSCI ACJPN IDX   46428818       199     4000 SH       SHARED      04        4000
D ISHARES TR                     MSCI ACJPN IDX   46428818        46      937 SH       SHARED      20         937
D ISHARES TR                     MSCI ACJPN IDX   46428818        39      793 SH       SHARED      23         793
D ISHARES TR                     MSCI ACJPN IDX   46428818        34      700 SH       SHR/OTHR    23                           700
D ISHARES TR                     MSCI ACJPN IDX   46428818       798    16000 SH       SHARED      26       16000
D ISHARES TR                     S^P EMRG INFRS   46428821        11      400 SH       SHARED      02                           400
D ISHARES TR                     S^P GLBIDX ETF   46428822         0        2 SH       SHARED      02           2
D ISHARES TR                     MSCI ACWI EX     46428824       124     3375 SH       SHARED      02                          3375
D ISHARES TR                     MSCI ACWI INDX   46428825       117     2790 SH       SHARED      01        2790
D ISHARES TR                     MSCI ACWI INDX   46428825       217     5164 SH       SHR/OTHR    01                          5164
D ISHARES TR                     MSCI ACWI INDX   46428825     15795   374570 SH       SHARED      02                        374570
D ISHARES TR                     MSCI ACWI INDX   46428825       141     3351 SH       SHARED      20        3351
D ISHARES TR                     MSCI ACWI INDX   46428825       117     2784 SH       SHARED      23        2784
D ISHARES TR                     MSCI SMALL CAP   46428827      1793    51610 SH       SHARED      10       51610
D ISHARES TR                     JPMORGAN USD     46428828      1196    10900 SH       SHARED               10900
D ISHARES TR                     JPMORGAN USD     46428828        24      222 SH       SHARED      01         222
D ISHARES TR                     JPMORGAN USD     46428828        45      412 SH       SHR/OTHR    01                           412
D ISHARES TR                     JPMORGAN USD     46428828      3665    33403 SH       SHARED      02           1             33402
D ISHARES TR                     JPMORGAN USD     46428828        87      800 SH       SHARED      04                           800
D ISHARES TR                     JPMORGAN USD     46428828      1196    10900 SH       SHARED      04       10900
D ISHARES TR                     JPMORGAN USD     46428828      1599    14578 SH       SHARED      20       13983               595
D ISHARES TR                     JPMORGAN USD     46428828       171     1565 SH       SHR/OTHR    20                          1565
D ISHARES TR                     JPMORGAN USD     46428828        57      525 SH       SHARED      23         525
D ISHARES TR                     JPMORGAN USD     46428828        54      500 SH       SHR/OTHR    23                           500
D ISHARES TR                     MID GRWTH INDX   46428830         9      100 SH       SHARED      02                           100
D ISHARES TR                     S^P CAL AMTFR MN 46428835       221     2000 SH       SHARED      02                          2000
D ISHARES TR                     S^P GLO INFRAS   46428837        21      640 SH       SHARED      01         640
D ISHARES TR                     S^P GLO INFRAS   46428837        39     1191 SH       SHR/OTHR    01                          1191
D ISHARES TR                     S^P GLO INFRAS   46428837      2929    88232 SH       SHARED      02                         88232
D ISHARES TR                     S^P GLO INFRAS   46428837        25      773 SH       SHARED      20         773
D ISHARES TR                     S^P GLO INFRAS   46428837        21      648 SH       SHARED      23         648
D ISHARES TR                     S^P NTL AMTFREE  46428841      1645    15200 SH       SHARED      02                         15200
D ISHARES TR                     S^P DEV EX-US    46428842        10      397 SH       SHARED      02                           397
D ISHARES TR                     DJ INTL SEL DIVD 46428844        66     2225 SH       SHARED      02                          2225
D ISHARES TR                     HIGH YLD CORP    46428851      1296    14500 SH       SHARED               14500
D ISHARES TR                     HIGH YLD CORP    46428851       545     6100 SH       SHARED                6100
D ISHARES TR                     HIGH YLD CORP    46428851      3804    42543 SH       SHARED      01       27818             14725
D ISHARES TR                     HIGH YLD CORP    46428851      5282    59068 SH       SHR/OTHR    01                         59068
D ISHARES TR                     HIGH YLD CORP    46428851     10955   122502 SH       SHARED      02        4097            118405
D ISHARES TR                     HIGH YLD CORP    46428851       250     2800 SH       SHARED      04                          2800
D ISHARES TR                     HIGH YLD CORP    46428851      1296    14500 SH       SHARED      04       14500
D ISHARES TR                     HIGH YLD CORP    46428851      2147    24010 SH       SHARED      20       22517              1493
D ISHARES TR                     HIGH YLD CORP    46428851       374     4190 SH       SHR/OTHR    20                          4190
D ISHARES TR                     HIGH YLD CORP    46428851       308     3450 SH       SHR/OTHR    21                          3450
D ISHARES TR                     HIGH YLD CORP    46428851      3451    38589 SH       SHARED      23       36789              1800
D ISHARES TR                     HIGH YLD CORP    46428851      5161    57716 SH       SHR/OTHR    23                         57716
D ISHARES TR                     MRTG PLS CAP IDX 46428853       588    46500 SH       SHARED               46500
D ISHARES TR                     MRTG PLS CAP IDX 46428853         0       23 SH       SHARED      02          23
D ISHARES TR                     MRTG PLS CAP IDX 46428853       588    46500 SH       SHARED      04       46500
D ISHARES TR                     RETAIL CAP IDX   46428854        60     2100 SH       SHARED      02                          2100
D ISHARES TR                     MSCI KLD400 SOC  46428857       333     7109 SH       SHR/OTHR    23                          7109
D ISHARES TR                     BARCLYS MBS BD   46428858        15      140 SH       SHARED      01         140
D ISHARES TR                     BARCLYS MBS BD   46428858       309     2862 SH       SHARED      02        2862
D ISHARES TR                     BARCLYS MBS BD   46428858         7       72 SH       SHARED      20                            72
D ISHARES TR                     BARCLYS INTER GV 46428861       834     7500 SH       SHARED      01        7500
D ISHARES TR                     BARCLYS INTER GV 46428861       133     1200 SH       SHR/OTHR    23                          1200
D ISHARES TR                     BARCLYS CR BD    46428862       250     2300 SH       SHARED      02        2300
D ISHARES TR                     BARCLYS CR BD    46428862      1743    16000 SH       SHARED      15       16000
D ISHARES TR                     BARCLYS INTER CR 46428863        33      315 SH       SHARED      01         315
D ISHARES TR                     BARCLYS INTER CR 46428863        65      611 SH       SHR/OTHR    01                           611
D ISHARES TR                     BARCLYS INTER CR 46428863      4788    44673 SH       SHARED      02                         44673
D ISHARES TR                     BARCLYS INTER CR 46428863        42      394 SH       SHARED      20         394
D ISHARES TR                     BARCLYS INTER CR 46428863        34      319 SH       SHARED      23         319
D ISHARES TR                     BARCLYS 1-3YR CR 46428864       573     5500 SH       SHARED      01        5500
D ISHARES TR                     BARCLYS 1-3YR CR 46428864      2279    21877 SH       SHARED      02          32             21845
D ISHARES TR                     BARCLYS 1-3YR CR 46428864       107     1030 SH       SHARED      20         385               645
D ISHARES TR                     BARCLYS 1-3YR CR 46428864       454     4365 SH       SHR/OTHR    23                          4365
D ISHARES TR                     BARCLYS 3-7 YR   46428866      6225    51010 SH       SHARED               51010
D ISHARES TR                     BARCLYS 3-7 YR   46428866      1027     8420 SH       SHARED      01        8420
D ISHARES TR                     BARCLYS 3-7 YR   46428866        52      428 SH       SHARED      02                           428
D ISHARES TR                     BARCLYS 3-7 YR   46428866      1403    11500 SH       SHARED      04       11500
D ISHARES TR                     BARCLYS SH TREA  46428867       197     1790 SH       SHARED      02        1790
D ISHARES TR                     US PFD STK IDX   46428868       746    20950 SH       SHARED      01        3900             17050
D ISHARES TR                     US PFD STK IDX   46428868       535    15020 SH       SHR/OTHR    01                         15020
D ISHARES TR                     US PFD STK IDX   46428868      1098    30850 SH       SHARED      02           1             30849
D ISHARES TR                     US PFD STK IDX   46428868       908    25512 SH       SHARED      10       25512
D ISHARES TR                     US PFD STK IDX   46428868        35     1000 SH       SHR/OTHR    23                          1000
D ISHARES TR                     S^P GLB MTRLS    46428869        84     1483 SH       SHARED      02                          1483
D ISHARES TR                     S^P GL UTILITI   46428871         8      200 SH       SHARED      02                           200
D ISHARES TR                     DJ HOME CONSTN   46428875       131    11050 SH       SHARED      02         300             10750
D ISHARES TR                     DJ BROKER-DEAL   46428879      5736   274200 SH       SHARED      02      274200
D ISHARES TR                     DJ MED DEVICES   46428881        41      701 SH       SHARED      02           1               700
D ISHARES TR                     DJ HEALTH CARE   46428882        11      200 SH       SHARED      02                           200
D ISHARES TR                     DJ PHARMA INDX   46428883       152     2000 SH       SHARED      02                          2000
D ISHARES TR                     DJ PHARMA INDX   46428883       313     4100 SH       SHARED      26        4100
D ISHARES TR                     DJ OIL EQUIP     46428884        20      400 SH       SHARED      02                           400
D ISHARES TR                     RSSL MCRCP IDX   46428886        22      500 SH       SHARED      02         500
D ISHARES TR                     ZEALAND INVST    46428912        27     1000 SH       SHARED      02                          1000
D ISHARES TR                     RUS200 GRW IDX   46428943       316    10282 SH       SHARED      02                         10282
D ISHARES TR                     10+YR GOVT/CR    46428947        15      250 SH       SHARED      02                           250
D ISHARES TR                     10+ YR CR BD     46428951       226     3835 SH       SHARED      02                          3835
D ISHARES TR                     MSCI PERU CAP    46428984         7      200 SH       SHARED                 200
D ISHARES TR                     MSCI PERU CAP    46428984       209     5450 SH       SHARED      02                          5450
D ISHARES TR                     INDO INVS MRKT   46429B30       150     5150 SH       SHARED      02                          5150
D ISIS PHARMACEUTICALS INC       COM              46433010      1056   146492 SH       SHARED              146492
D ISIS PHARMACEUTICALS INC       COM              46433010         7     1107 SH       SHARED      02         107              1000
D ISIS PHARMACEUTICALS INC       COM              46433010      2206   306007 SH       SHARED      04      306007
D ISIS PHARMACEUTICALS INC DEL   NOTE  2.625% 2/1 464337AE       223   250000 PRN      SHARED              250000
D ISLE OF CAPRI CASINOS INC      COM              46459210       136    29195 SH       SHARED               29195
D ISLE OF CAPRI CASINOS INC      COM              46459210         0       43 SH       SHARED      02          43
D ISOFTSTONE HLDGS LTD           SPONSORED ADS    46489B10      1330   152031 SH       SHARED              152031
D ISOFTSTONE HLDGS LTD           SPONSORED ADS    46489B10         8      927 SH       SHARED      02         927
D ISORAY INC                     COM              46489V10         6    10000 SH       SHR/OTHR    23                         10000
D ISRAMCO INC                    COM NEW          46514140        13      153 SH       SHARED                 153
D ISRAMCO INC                    COM NEW          46514140         0        2 SH       SHARED      02           2
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210        53     2886 SH       SHARED                2886
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210     69751  3758181 SH       SHARED             3758181
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210         4      500 SH PUT   SHARED                 500
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210        24     1300 SH       SHARED      01                          1300
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210     13890   748426 SH       SHARED      02      748426
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210      3965   213671 SH       SHARED      04      213671
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210      3712   200000 SH       SHARED      05      200000
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210      2338   126000 SH       SHARED      31      126000
D ITERIS INC                     COM              46564T10         0       34 SH       SHARED      02          34
D ITC HLDGS CORP                 COM              46568510      8733   115099 SH       SHARED              114199               900
D ITC HLDGS CORP                 COM              46568510       220     2900 SH       SHARED      01        2900
D ITC HLDGS CORP                 COM              46568510       111     1465 SH       SHARED      02        1205               260
D ITC HLDGS CORP                 COM              46568510      7777   102500 SH       SHARED      10      102500
D ITC HLDGS CORP                 COM              46568510        26      344 SH       SHARED      21         254                90
D ITRON INC                      COM              46574110      5751   160794 SH       SHARED              160794
D ITRON INC                      COM              46574110       532    14900 SH       SHARED      01        2400             12500
D ITRON INC                      COM              46574110        86     2405 SH       SHARED      02        2405
D ITRON INC                      COM              46574110      3376    94391 SH       SHARED      04       94391
D ITRON INC                      COM              46574110       715    20000 SH       SHARED      06                         20000
D ITRON INC                      COM              46574110        32      900 SH       SHARED      10         900
D IVANHOE MINES LTD              COM              46579N10      4610   260174 SH       SHARED              260174
D IVANHOE MINES LTD              COM              46579N10      5422   306029 SH       SHARED      02      306029
D IVANHOE MINES LTD              COM              46579N10       372    21046 SH       SHARED      04       21046
D IVANHOE MINES LTD              COM              46579N10         3      210 SH       SHARED      05         210
D IVANHOE MINES LTD              COM              46579N10        38     2200 SH       SHARED      06        2200
D IVANHOE MINES LTD              COM              46579N10      1240    70000 SH       SHARED      26       70000
D IXYS CORP                      COM              46600W10        86     7967 SH       SHARED                7967
D IXYS CORP                      COM              46600W10         0       16 SH       SHARED      02          16
D J & J SNACK FOODS CORP         COM              46603210       546    10254 SH       SHARED               10254
D J & J SNACK FOODS CORP         COM              46603210        40      765 SH       SHARED      02         765
D J & J SNACK FOODS CORP         COM              46603210       218     4100 SH       SHARED      10        4100
D JA SOLAR HOLDINGS CO LTD       NOTE  4.500% 5/1 466090AA       220   300000 PRN      SHARED      02                        300000
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010      1589  1186199 SH       SHARED             1186199
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010         3     2402 SH       SHARED      02        2402
D JDS UNIPHASE CORP              NOTE  1.000% 5/1 46612JAD       415   423000 PRN      SHARED      02      423000
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50      1999   191500 SH       SHARED              191463                37
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       187    18000 SH       SHARED      01       18000
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        62     5981 SH       SHARED      02        4631              1350
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        52     5000 SH       SHARED      06                          5000
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       691    66255 SH       SHARED      10       66255
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       417    40000 SH       SHARED      26       40000
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50      2823   270477 SH       SHARED      31      270477
D JDA SOFTWARE GROUP INC         COM              46612K10       690    21320 SH       SHARED               21320
D JDA SOFTWARE GROUP INC         COM              46612K10         8      254 SH       SHARED      02         254
D JDA SOFTWARE GROUP INC         COM              46612K10     23290   719069 SH       SHARED      10      719069
D JPMORGAN CHASE & CO            COM              46625H10      4111   123658 SH       SHARED                 667            122991
D JPMORGAN CHASE & CO            COM              46625H10    406336 12220651 SH       SHARED            12185711             34940
D JPMORGAN CHASE & CO            COM              46625H10         0       64 SH CALL  SHARED                  64
D JPMORGAN CHASE & CO            COM              46625H10        31     5042 SH PUT   SHARED                5042
D JPMORGAN CHASE & CO            COM              46625H10     48706  1464856 SH       SHARED      01     1224472      500   239884
D JPMORGAN CHASE & CO            COM              46625H10      4780   143778 SH       SHR/OTHR    01                        143778
D JPMORGAN CHASE & CO            COM              46625H10     30085   904835 SH       SHARED      02      845636             59199
D JPMORGAN CHASE & CO            COM              46625H10         5    19539 SH CALL  SHARED      02       19539
D JPMORGAN CHASE & CO            COM              46625H10        63    18954 SH PUT   SHARED      02       18954
D JPMORGAN CHASE & CO            COM              46625H10      1210    36401 SH       SHARED      04       24036             12365
D JPMORGAN CHASE & CO            COM              46625H10    150864  4537265 SH       SHARED      04     4537265
D JPMORGAN CHASE & CO            COM              46625H10      1091    32830 SH       SHARED      05       32830
D JPMORGAN CHASE & CO            COM              46625H10     28637   861268 SH       SHARED      06      554950            306318
D JPMORGAN CHASE & CO            COM              46625H10     55231  1661091 SH       SHARED      10     1657877              3214
D JPMORGAN CHASE & CO            COM              46625H10       443    13350 SH       SHARED      15       13350
D JPMORGAN CHASE & CO            COM              46625H10      5994   180282 SH       SHARED      20       97965      270    82047
D JPMORGAN CHASE & CO            COM              46625H10      1462    43993 SH       SHR/OTHR    20                         43993
D JPMORGAN CHASE & CO            COM              46625H10       842    25350 SH       SHARED      21       25192               158
D JPMORGAN CHASE & CO            COM              46625H10       475    14293 SH       SHR/OTHR    21                         14293
D JPMORGAN CHASE & CO            COM              46625H10      9914   298188 SH       SHARED      23      275004             23184
D JPMORGAN CHASE & CO            COM              46625H10     11315   340329 SH       SHR/OTHR    23                        340329
D JPMORGAN CHASE & CO            COM              46625H10      2384    71702 SH       SHARED      26       71702
D JPMORGAN CHASE & CO            COM              46625H10      1954    58768 SH       SHARED      27       58768
D JPMORGAN CHASE & CO            COM              46625H10       751    22600 SH       SHARED      29       22600
D JPMORGAN CHASE & CO            COM              46625H10     21639   650819 SH       SHARED      31      650819
D JPMORGAN CHASE & CO            ALERIAN ML ETN   46625H36      6010   154226 SH       SHARED      02      104500             49726
D JMP GROUP INC                  COM              46629U10        21     2948 SH       SHARED                2948
D JMP GROUP INC                  COM              46629U10         0       48 SH       SHARED      02          48
D JABIL CIRCUIT INC              COM              46631310      1521    77391 SH       SHARED               77391
D JABIL CIRCUIT INC              COM              46631310       312    15917 SH       SHARED      01       15917
D JABIL CIRCUIT INC              COM              46631310       456    23211 SH       SHARED      02       23211
D JABIL CIRCUIT INC              COM              46631310       613    31200 SH       SHARED      06       26600              4600
D JABIL CIRCUIT INC              COM              46631310      4927   250640 SH       SHARED      10      250640
D JACK IN THE BOX INC            COM              46636710      4790   229203 SH       SHARED              229203
D JACK IN THE BOX INC            COM              46636710        15      733 SH       SHARED      02         733
D JACOBS ENGR GROUP INC DEL      COM              46981410      2666    65722 SH       SHARED               65722
D JACOBS ENGR GROUP INC DEL      COM              46981410      1404    34600 SH       SHARED      01       34600
D JACOBS ENGR GROUP INC DEL      COM              46981410        40      999 SH       SHARED      02         999
D JACOBS ENGR GROUP INC DEL      COM              46981410         1       40 SH       SHARED      05          40
D JACOBS ENGR GROUP INC DEL      COM              46981410       377     9300 SH       SHARED      06        5500              3800
D JACOBS ENGR GROUP INC DEL      COM              46981410      1383    34084 SH       SHARED      10       34084
D JACOBS ENGR GROUP INC DEL      COM              46981410      3336    82215 SH       SHARED      27       82215
D JAGUAR MNG INC                 COM              47009M10       276    43360 SH       SHARED               43360
D JAGUAR MNG INC                 COM              47009M10        65    10200 SH       SHARED      01       10200
D JAGUAR MNG INC                 COM              47009M10       254    39813 SH       SHARED      02       28513             11300
D JAGUAR MNG INC                 COM              47009M10       139    21800 SH       SHARED      10       21800
D JAKKS PAC INC                  COM              47012E10       356    25254 SH       SHARED               25254
D JAKKS PAC INC                  COM              47012E10         1      137 SH       SHARED      02         137
D JAKKS PAC INC                  COM              47012E10     13380   948267 SH       SHARED      10      948267
D JAMBA INC                      COM              47023A10        64    49551 SH       SHARED               49551
D JAMBA INC                      COM              47023A10         0       48 SH       SHARED      02          48
D JAMES RIVER COAL CO            NOTE  4.500%12/0 470355AF       233   300000 PRN      SHARED              300000
D JAMES RIVER COAL CO            COM NEW          47035520       399    57690 SH       SHARED               57690
D JAMES RIVER COAL CO            COM NEW          47035520        11     1675 SH       SHARED      01        1675
D JAMES RIVER COAL CO            COM NEW          47035520       113    16345 SH       SHARED      02       13845              2500
D JAMES RIVER COAL CO            COM NEW          47035520      8471  1224174 SH       SHARED      10     1224174
D JANUS CAP GROUP INC            COM              47102X10      4251   673731 SH       SHARED              673731
D JANUS CAP GROUP INC            COM              47102X10       414    65700 SH       SHARED      01        6300             59400
D JANUS CAP GROUP INC            COM              47102X10       683   108367 SH       SHARED      02      106867              1500
D JANUS CAP GROUP INC            COM              47102X10        45     7255 SH       SHARED      04        7255
D JANUS CAP GROUP INC            COM              47102X10        85    13510 SH       SHARED      10       13510
D JANUS CAP GROUP INC            COM              47102X10        12     2000 SH       SHARED      23        2000
D JAPAN EQUITY FD INC            COM              47105710        13     2725 SH       SHARED      02                          2725
D JAPAN SMALLER CAPTLZTN FD IN   COM              47109U10         0        4 SH       SHARED      02           4
D JARDEN CORP                    COM              47110910      2826    94590 SH       SHARED               94590
D JARDEN CORP                    COM              47110910         9      325 SH       SHARED      01         325
D JARDEN CORP                    COM              47110910        10      351 SH       SHARED      02          12               339
D JARDEN CORP                    COM              47110910     25627   857677 SH       SHARED      10      857677
D JARDEN CORP                    COM              47110910         5      190 SH       SHARED      21                           190
D JAZZ PHARMACEUTICALS INC       COM              47214710      6726   174119 SH       SHARED              174119
D JAZZ PHARMACEUTICALS INC       COM              47214710        77     2000 SH       SHARED      01        2000
D JAZZ PHARMACEUTICALS INC       COM              47214710         0       20 SH       SHARED      02          20
D JAZZ PHARMACEUTICALS INC       COM              47214710      1545    40000 SH       SHARED      04       40000
D JAZZ PHARMACEUTICALS INC       COM              47214710       100     2600 SH       SHARED      10        2600
D JAZZ PHARMACEUTICALS INC       COM              47214710        19      500 SH       SHARED      29         500
D JEFFERIES GROUP INC NEW        DBCV  3.875%11/0 472319AG      4848  5877000 PRN      SHARED      02     5877000
D JEFFERIES GROUP INC NEW        DBCV  3.875%11/0 472319AG       742   900000 PRN      SHARED      06      900000
D JEFFERIES GROUP INC NEW        COM              47231910      6036   438991 SH       SHARED              438991
D JEFFERIES GROUP INC NEW        COM              47231910       635    46200 SH       SHARED      01         600             45600
D JEFFERIES GROUP INC NEW        COM              47231910       637    46341 SH       SHARED      02       46341
D JEFFERIES GROUP INC NEW        COM              47231910         1      667 SH CALL  SHARED      02         667
D JEFFERIES GROUP INC NEW        COM              47231910        35     2600 SH       SHARED      10        2600
D JETBLUE AIRWAYS CORP           DBCV  5.500%10/1 477143AD     11684  9079000 PRN      SHARED      02     9079000
D JETBLUE AIRWAYS CORP           DBCV  6.750%10/1 477143AF      3662  2891000 PRN      SHARED             2891000
D JETBLUE AIRWAYS CORP           DBCV  6.750%10/1 477143AG      2050  1530000 PRN      SHARED             1530000
D JETBLUE AIRWAYS CORP           DBCV  6.750%10/1 477143AG      4761  3553000 PRN      SHARED      02     3553000
D JETBLUE AIRWAYS CORP           COM              47714310      2655   510620 SH       SHARED              510620
D JETBLUE AIRWAYS CORP           COM              47714310       429    82500 SH       SHARED      01       19500             63000
D JETBLUE AIRWAYS CORP           COM              47714310         2      450 SH       SHR/OTHR    01                           450
D JETBLUE AIRWAYS CORP           COM              47714310      9089  1748065 SH       SHARED      02     1748065
D JETBLUE AIRWAYS CORP           COM              47714310         0     4000 SH CALL  SHARED      02        4000
D JINGWEI INTL LTD               COM              47759G10         0       22 SH       SHARED      02          22
D JINKOSOLAR HLDG CO LTD         SPONSORED ADR    47759T10         0      177 SH       SHARED                                   177
D JINKOSOLAR HLDG CO LTD         SPONSORED ADR    47759T10      1457   291479 SH       SHARED              291479
D JINKOSOLAR HLDG CO LTD         SPONSORED ADR    47759T10        19     3808 SH       SHARED      02        3808
D JOES JEANS INC                 COM              47777N10         0       43 SH       SHARED      02          43
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       133     8704 SH       SHARED                8704
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         8      526 SH       SHARED      01         526
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         4      300 SH       SHARED      02         300
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       148     9663 SH       SHARED      10        9663
D JOHNSON & JOHNSON              COM              47816010       582     8876 SH       SHARED                1985              6891
D JOHNSON & JOHNSON              COM              47816010    154712  2359147 SH       SHARED             2330277             28870
D JOHNSON & JOHNSON              COM              47816010         0     1000 SH CALL  SHARED                1000
D JOHNSON & JOHNSON              COM              47816010     55440   845388 SH       SHARED      01      732347            113041
D JOHNSON & JOHNSON              COM              47816010      6039    92086 SH       SHR/OTHR    01                         92086
D JOHNSON & JOHNSON              COM              47816010     16004   244043 SH       SHARED      02      108954            135089
D JOHNSON & JOHNSON              COM              47816010         8     9332 SH CALL  SHARED      02        9332
D JOHNSON & JOHNSON              COM              47816010         4     6120 SH PUT   SHARED      02        6120
D JOHNSON & JOHNSON              COM              47816010        65     1000 SH       SHARED      04                          1000
D JOHNSON & JOHNSON              COM              47816010     22408   341691 SH       SHARED      04      341691
D JOHNSON & JOHNSON              COM              47816010      3386    51640 SH       SHARED      05       51640
D JOHNSON & JOHNSON              COM              47816010     20565   313591 SH       SHARED      06      190711            122880
D JOHNSON & JOHNSON              COM              47816010     87594  1335686 SH       SHARED      10     1335686
D JOHNSON & JOHNSON              COM              47816010      4266    65057 SH       SHARED      20       32994             32063
D JOHNSON & JOHNSON              COM              47816010       876    13367 SH       SHR/OTHR    20                         13367
D JOHNSON & JOHNSON              COM              47816010       379     5792 SH       SHARED      21        5792
D JOHNSON & JOHNSON              COM              47816010       836    12748 SH       SHR/OTHR    21                         12748
D JOHNSON & JOHNSON              COM              47816010     24443   372728 SH       SHARED      23      353653             19075
D JOHNSON & JOHNSON              COM              47816010     35486   541119 SH       SHR/OTHR    23                        541119
D JOHNSON & JOHNSON              COM              47816010       682    10400 SH       SHARED      26       10400
D JOHNSON & JOHNSON              COM              47816010      1224    18677 SH       SHARED      27       18677
D JOHNSON & JOHNSON              COM              47816010      5881    89690 SH       SHARED      29       89690
D JOHNSON & JOHNSON              COM              47816010      4872    74300 SH       SHARED      30       74300
D JOHNSON & JOHNSON              COM              47816010     26328   401475 SH       SHARED      31      401475
D JOHNSON CTLS INC               COM              47836610     28274   904499 SH       SHARED              885009             19490
D JOHNSON CTLS INC               COM              47836610      5210   166697 SH       SHARED      01      166697
D JOHNSON CTLS INC               COM              47836610        93     3000 SH       SHR/OTHR    01                          3000
D JOHNSON CTLS INC               COM              47836610      1406    44987 SH       SHARED      02       30244             14743
D JOHNSON CTLS INC               COM              47836610         2     1130 SH CALL  SHARED      02        1130
D JOHNSON CTLS INC               COM              47836610         2     2979 SH PUT   SHARED      02        2979
D JOHNSON CTLS INC               COM              47836610     16587   530632 SH       SHARED      04      530632
D JOHNSON CTLS INC               COM              47836610     12826   410313 SH       SHARED      05      410313
D JOHNSON CTLS INC               COM              47836610      2036    65160 SH       SHARED      06       44260             20900
D JOHNSON CTLS INC               COM              47836610     10894   348523 SH       SHARED      10      348523
D JOHNSON CTLS INC               COM              47836610        19      625 SH       SHR/OTHR    23                           625
D JOHNSON CTLS INC               COM              47836610       375    12000 SH       SHARED      26       12000
D JOHNSON CTLS INC               COM              47836610      3188   102011 SH       SHARED      31      102011
D JOHNSON OUTDOORS INC           CL A             47916710        14      913 SH       SHARED                 913
D JOHNSON OUTDOORS INC           CL A             47916710         0        1 SH       SHARED      02           1
D JONES LANG LASALLE INC         COM              48020Q10      9549   155892 SH       SHARED              155892
D JONES LANG LASALLE INC         COM              48020Q10       823    13450 SH       SHARED      01          50             13400
D JONES LANG LASALLE INC         COM              48020Q10         0       11 SH       SHARED      02          11
D JONES LANG LASALLE INC         COM              48020Q10        91     1500 SH       SHARED      10        1500
D JONES LANG LASALLE INC         COM              48020Q10        10      169 SH       SHARED      21         169
D JONES GROUP INC                COM              48020T10      1257   119150 SH       SHARED              119150
D JONES GROUP INC                COM              48020T10        25     2425 SH       SHARED      01        2425
D JONES GROUP INC                COM              48020T10        28     2732 SH       SHARED      02         932              1800
D JONES GROUP INC                COM              48020T10     23464  2224093 SH       SHARED      10     2224093
D JONES SODA CO                  COM              48023P10         0      200 SH       SHARED      02                           200
D JOS A BANK CLOTHIERS INC       COM              48083810      1731    35503 SH       SHARED               35503
D JOS A BANK CLOTHIERS INC       COM              48083810       423     8691 SH       SHARED      02        8691
D JOURNAL COMMUNICATIONS INC     CL A             48113010        61    13950 SH       SHARED               13950
D JOURNAL COMMUNICATIONS INC     CL A             48113010      5280  1200031 SH       SHARED      02     1200031
D JOY GLOBAL INC                 COM              48116510      4712    62859 SH       SHARED               62859
D JOY GLOBAL INC                 COM              48116510         0       73 SH CALL  SHARED                  73
D JOY GLOBAL INC                 COM              48116510      4098    54675 SH       SHARED      01       22575             32100
D JOY GLOBAL INC                 COM              48116510       166     2223 SH       SHARED      02        1323               900
D JOY GLOBAL INC                 COM              48116510         3      165 SH PUT   SHARED      02         165
D JOY GLOBAL INC                 COM              48116510      4243    56600 SH       SHARED      04       56600
D JOY GLOBAL INC                 COM              48116510         3       50 SH       SHARED      05          50
D JOY GLOBAL INC                 COM              48116510      4701    62716 SH       SHARED      06       59216              3500
D JOY GLOBAL INC                 COM              48116510      2821    37636 SH       SHARED      10       37636
D JOY GLOBAL INC                 COM              48116510        18      250 SH       SHARED      20         250
D JOY GLOBAL INC                 COM              48116510         4       60 SH       SHARED      21                            60
D JOY GLOBAL INC                 COM              48116510        29      400 SH       SHARED      23         200               200
D JOY GLOBAL INC                 COM              48116510       224     3000 SH       SHR/OTHR    23                          3000
D JOY GLOBAL INC                 COM              48116510       265     3538 SH       SHARED      27        3538
D JOY GLOBAL INC                 COM              48116510      1316    17555 SH       SHARED      29       17555
D J2 GLOBAL INC                  COM              48123V10      3451   122649 SH       SHARED              122649
D J2 GLOBAL INC                  COM              48123V10        78     2800 SH       SHARED      01        2800
D J2 GLOBAL INC                  COM              48123V10       187     6671 SH       SHARED      02        6671
D J2 GLOBAL INC                  COM              48123V10     22823   811086 SH       SHARED      10      811086
D JUNIPER NETWORKS INC           COM              48203R10      6126   300187 SH       SHARED              300187
D JUNIPER NETWORKS INC           COM              48203R10      2592   127003 SH       SHARED      01      127003
D JUNIPER NETWORKS INC           COM              48203R10        87     4311 SH       SHARED      02        4311
D JUNIPER NETWORKS INC           COM              48203R10         1     1000 SH CALL  SHARED      02        1000
D JUNIPER NETWORKS INC           COM              48203R10         2     1000 SH PUT   SHARED      02        1000
D JUNIPER NETWORKS INC           COM              48203R10       816    40000 SH       SHARED      04       40000
D JUNIPER NETWORKS INC           COM              48203R10        23     1160 SH       SHARED      05        1160
D JUNIPER NETWORKS INC           COM              48203R10       781    38290 SH       SHARED      06       22440             15850
D JUNIPER NETWORKS INC           COM              48203R10      3303   161843 SH       SHARED      10      161843
D JUNIPER NETWORKS INC           COM              48203R10      3265   160000 SH       SHARED      20      160000
D JUNIPER NETWORKS INC           COM              48203R10       429    21040 SH       SHARED      26       21040
D JUNIPER NETWORKS INC           COM              48203R10       487    23885 SH       SHARED      29       23885
D KAR AUCTION SVCS INC           COM              48238T10       115     8522 SH       SHARED                8522
D KAR AUCTION SVCS INC           COM              48238T10         1       96 SH       SHARED      02          96
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10       341    10905 SH       SHARED               10905
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10         0       30 SH       SHARED      02          30
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10       974    31100 SH       SHARED      04       31100
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10        49     1592 SH       SHARED      06        1592
D KBR INC                        COM              48242W10     16243   582833 SH       SHARED              582833
D KBR INC                        COM              48242W10      2186    78450 SH       SHARED      01       32550             45900
D KBR INC                        COM              48242W10       589    21158 SH       SHARED      02       20608               550
D KBR INC                        COM              48242W10     22839   819503 SH       SHARED      04      819503
D KBR INC                        COM              48242W10         2       80 SH       SHARED      05          80
D KBR INC                        COM              48242W10       844    30315 SH       SHARED      06       30315
D KBR INC                        COM              48242W10        80     2900 SH       SHARED      10        2900
D KBR INC                        COM              48242W10         6      230 SH       SHARED      21                           230
D KBR INC                        COM              48242W10       913    32773 SH       SHARED      27       32773
D KBW INC                        COM              48242310       170    11220 SH       SHARED               11220
D KBW INC                        COM              48242310       130     8609 SH       SHARED      02        8609
D KBW INC                        COM              48242310        53     3500 SH       SHARED      10        3500
D KIT DIGITAL INC                COM NEW          48247020       113    13388 SH       SHARED               13388
D KIT DIGITAL INC                COM NEW          48247020         0      111 SH       SHARED      02         111
D KIT DIGITAL INC                COM NEW          48247020        56     6700 SH       SHARED      10        6700
D KKR FINANCIAL HLDGS LLC        COM              48248A30      2844   325844 SH       SHARED              325844
D KKR FINANCIAL HLDGS LLC        COM              48248A30        42     4830 SH       SHARED      02         230              4600
D KKR & CO L P DEL               COM UNITS        48248M10     25032  1951123 SH       SHARED             1951123
D KKR & CO L P DEL               COM UNITS        48248M10       149    11660 SH       SHARED      02        1660             10000
D KLA-TENCOR CORP                COM              48248010     11415   236584 SH       SHARED              236584
D KLA-TENCOR CORP                COM              48248010      1730    35875 SH       SHARED      01       35875
D KLA-TENCOR CORP                COM              48248010      5668   117472 SH       SHARED      02       47672             69800
D KLA-TENCOR CORP                COM              48248010      1283    26600 SH       SHARED      04       26600
D KLA-TENCOR CORP                COM              48248010         4      100 SH       SHARED      05         100
D KLA-TENCOR CORP                COM              48248010      1142    23674 SH       SHARED      06       19574              4100
D KLA-TENCOR CORP                COM              48248010      8675   179795 SH       SHARED      10      179795
D KLA-TENCOR CORP                COM              48248010       434     9000 SH       SHARED      15        9000
D KLA-TENCOR CORP                COM              48248010         2       53 SH       SHARED      21                            53
D KLA-TENCOR CORP                COM              48248010        96     1990 SH       SHARED      27        1990
D KLA-TENCOR CORP                COM              48248010       772    16000 SH       SHARED      30       16000
D KLA-TENCOR CORP                COM              48248010      4908   101740 SH       SHARED      31      101740
D KMG CHEMICALS INC              COM              48256410        21     1252 SH       SHARED                1252
D KMG CHEMICALS INC              COM              48256410         0        7 SH       SHARED      02           7
D KT CORP                        SPONSORED ADR    48268K10       778    49793 SH       SHARED               49793
D KT CORP                        SPONSORED ADR    48268K10       637    40783 SH       SHARED      02       39600              1183
D KT CORP                        SPONSORED ADR    48268K10      3548   226900 SH       SHARED      04      226900
D KT CORP                        SPONSORED ADR    48268K10      2081   133100 SH       SHARED      06        8100            125000
D KSW INC                        COM              48268R10         0        3 SH       SHARED      02           3
D K-SWISS INC                    CL A             48268610       387   132691 SH       SHARED              132691
D K-SWISS INC                    CL A             48268610         9     3145 SH       SHARED      02         145              3000
D K-SWISS INC                    CL A             48268610        12     4400 SH       SHARED      10        4400
D K12 INC                        COM              48273U10       152     8512 SH       SHARED                8512
D K12 INC                        COM              48273U10         0       39 SH       SHARED      02          39
D KVH INDS INC                   COM              48273810        22     2884 SH       SHARED                2884
D KVH INDS INC                   COM              48273810         1      134 SH       SHARED      02         134
D KVH INDS INC                   COM              48273810         6      800 SH       SHARED      10         800
D KU6 MEDIA CO LTD               SPONSORED ADR    48274B10         2     2000 SH       SHARED                2000
D K V PHARMACEUTICAL CO          NOTE  2.500% 5/1 482740AC       243   900000 PRN      SHARED              900000
D K V PHARMACEUTICAL CO          NOTE  2.500% 5/1 482740AC      1007  3733000 PRN      SHARED      02     3733000
D K V PHARMACEUTICAL CO          CL A             48274020        11     7871 SH       SHARED                7871
D K V PHARMACEUTICAL CO          CL A             48274020        91    65200 SH       SHARED      01       65200
D K V PHARMACEUTICAL CO          CL A             48274020         0      119 SH       SHARED      02         119
D KADANT INC                     COM              48282T10       248    10994 SH       SHARED               10994
D KADANT INC                     COM              48282T10       444    19678 SH       SHARED      01       16478              3200
D KADANT INC                     COM              48282T10       794    35150 SH       SHR/OTHR    01                         35150
D KADANT INC                     COM              48282T10         0        9 SH       SHARED      02           9
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       462    10090 SH       SHARED               10090
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770         8      188 SH       SHARED      02         188
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       183     4000 SH       SHARED      10        4000
D KAISER FED FINL GROUP INC      COM              48305610         0       34 SH       SHARED      02          34
D KAMAN CORP                     COM              48354810      2625    96114 SH       SHARED               96114
D KAMAN CORP                     COM              48354810         3      145 SH       SHARED      02         145
D KAMAN CORP                     COM              48354810       226     8300 SH       SHARED      10        8300
D KANSAS CITY LIFE INS CO        COM              48483610       128     3905 SH       SHARED                3905
D KANSAS CITY LIFE INS CO        COM              48483610         0        2 SH       SHARED      02           2
D KANSAS CITY SOUTHERN           COM NEW          48517030      2046    30098 SH       SHARED               30098
D KANSAS CITY SOUTHERN           COM NEW          48517030      3985    58600 SH       SHARED      01       24800             33800
D KANSAS CITY SOUTHERN           COM NEW          48517030        20      305 SH       SHARED      02         305
D KANSAS CITY SOUTHERN           COM NEW          48517030       890    13100 SH       SHARED      05       13100
D KANSAS CITY SOUTHERN           COM NEW          48517030       438     6450 SH       SHARED      06        6450
D KANSAS CITY SOUTHERN           COM NEW          48517030       272     4000 SH       SHARED      10        4000
D KANSAS CITY SOUTHERN           COM NEW          48517030         7      110 SH       SHARED      21                           110
D KAPSTONE PAPER & PACKAGING C   COM              48562P10      1074    68281 SH       SHARED               68281
D KAPSTONE PAPER & PACKAGING C   COM              48562P10       246    15685 SH       SHARED      02        9705              5980
D KAYDON CORP                    COM              48658710      1437    47146 SH       SHARED               47146
D KAYDON CORP                    COM              48658710        81     2671 SH       SHARED      02        2671
D KAYDON CORP                    COM              48658710       118     3900 SH       SHARED      10        3900
D KAYNE ANDERSON ENRGY TTL RT    COM              48660P10       101     3993 SH       SHARED      02                          3993
D KAYNE ANDERSON ENERGY DEV CO   COM              48660Q10         2       94 SH       SHARED                  94
D KAYNE ANDERSON MLP INVSMNT C   COM              48660610      2623    86389 SH       SHARED      02                         86389
D KAYNE ANDERSON MDSTM ENERGY    COM              48661E10       199     8000 SH       SHARED      02                          8000
D KB HOME                        COM              48666K10      1590   236613 SH       SHARED              236613
D KB HOME                        COM              48666K10       150    22400 SH       SHARED      01                         22400
D KB HOME                        COM              48666K10      9937  1478782 SH       SHARED      02     1476282              2500
D KB HOME                        COM              48666K10         1      700 SH CALL  SHARED      02         700
D KB HOME                        COM              48666K10       195    29100 SH       SHARED      10       29100
D KEARNY FINL CORP               COM              48716910        47     5025 SH       SHARED                5025
D KEARNY FINL CORP               COM              48716910         0        3 SH       SHARED      02           3
D KEEGAN RES INC                 COM              48727510       140    36698 SH       SHARED               36698
D KEEGAN RES INC                 COM              48727510        61    16102 SH       SHARED      02       16102
D KELLOGG CO                     COM              48783610        16      332 SH       SHARED                 142               190
D KELLOGG CO                     COM              48783610     12665   250464 SH       SHARED              248527              1937
D KELLOGG CO                     COM              48783610     13662   270179 SH       SHARED      01      216602             53577
D KELLOGG CO                     COM              48783610      1961    38784 SH       SHR/OTHR    01                         38784
D KELLOGG CO                     COM              48783610       754    14928 SH       SHARED      02        3991             10937
D KELLOGG CO                     COM              48783610         0     1074 SH CALL  SHARED      02        1074
D KELLOGG CO                     COM              48783610       455     9000 SH       SHARED      04        9000
D KELLOGG CO                     COM              48783610       524    10370 SH       SHARED      05       10370
D KELLOGG CO                     COM              48783610      1293    25580 SH       SHARED      06       18530              7050
D KELLOGG CO                     COM              48783610      8251   163160 SH       SHARED      10      162424               736
D KELLOGG CO                     COM              48783610      1642    32487 SH       SHARED      20       28862       60     3565
D KELLOGG CO                     COM              48783610        69     1370 SH       SHR/OTHR    20                          1370
D KELLOGG CO                     COM              48783610       408     8070 SH       SHARED      21        8070
D KELLOGG CO                     COM              48783610        79     1570 SH       SHR/OTHR    21                          1570
D KELLOGG CO                     COM              48783610      2348    46444 SH       SHARED      23       41319              5125
D KELLOGG CO                     COM              48783610      3452    68275 SH       SHR/OTHR    23                         68275
D KELLOGG CO                     COM              48783610       490     9700 SH       SHARED      26        9700
D KELLOGG CO                     COM              48783610        49      977 SH       SHARED      27         977
D KELLOGG CO                     COM              48783610      2634    52100 SH       SHARED      30       52100
D KELLY SVCS INC                 CL A             48815220       381    27859 SH       SHARED               27859
D KELLY SVCS INC                 CL A             48815220       483    35352 SH       SHARED      01       29602              5750
D KELLY SVCS INC                 CL A             48815220       886    64800 SH       SHR/OTHR    01                         64800
D KELLY SVCS INC                 CL A             48815220        10      749 SH       SHARED      02         749
D KELLY SVCS INC                 CL A             48815220        99     7300 SH       SHARED      10        7300
D KEMET CORP                     COM NEW          48836020       541    76843 SH       SHARED               76843
D KEMET CORP                     COM NEW          48836020      2772   393252 SH       SHARED      02      389603              3649
D KEMET CORP                     COM NEW          48836020        21     3000 SH       SHARED      10        3000
D KEMPER CORP DEL                COM              48840110       780    26718 SH       SHARED               26718
D KEMPER CORP DEL                COM              48840110       452    15500 SH       SHARED      01                         15500
D KEMPER CORP DEL                COM              48840110         0        5 SH       SHR/OTHR    01                             5
D KEMPER CORP DEL                COM              48840110         0       11 SH       SHARED      02          11
D KENEXA CORP                    COM              48887910      1465    54873 SH       SHARED               54873
D KENEXA CORP                    COM              48887910         5      221 SH       SHARED      02         221
D KENNAMETAL INC                 COM              48917010       870    23823 SH       SHARED               23823
D KENNAMETAL INC                 COM              48917010       894    24500 SH       SHARED      01                         24500
D KENNAMETAL INC                 COM              48917010         0        7 SH       SHARED      02           7
D KENNAMETAL INC                 COM              48917010         0      429 SH PUT   SHARED      02         429
D KENNAMETAL INC                 COM              48917010      2921    80000 SH       SHARED      04       80000
D KENNAMETAL INC                 COM              48917010        69     1900 SH       SHARED      10        1900
D KENNEDY-WILSON HLDGS INC       COM              48939810       102     9710 SH       SHARED                9710
D KENNEDY-WILSON HLDGS INC       COM              48939810         3      339 SH       SHARED      02         339
D KENNEDY-WILSON HLDGS INC       COM              48939810        39     3700 SH       SHARED      10        3700
D KENSEY NASH CORP               COM              49005710        44     2308 SH       SHARED                2308
D KENSEY NASH CORP               COM              49005710        42     2200 SH       SHARED      01        2200
D KENSEY NASH CORP               COM              49005710         0       45 SH       SHARED      02          45
D KERYX BIOPHARMACEUTICALS INC   COM              49251510        50    20134 SH       SHARED               20134
D KERYX BIOPHARMACEUTICALS INC   COM              49251510         0       57 SH       SHARED      02          57
D KEWAUNEE SCIENTIFIC CORP       COM              49285410        32     4000 SH       SHARED      02                          4000
D KEY ENERGY SVCS INC            COM              49291410       653    42245 SH       SHARED               42245
D KEY ENERGY SVCS INC            COM              49291410        46     3000 SH       SHARED      01        3000
D KEY ENERGY SVCS INC            COM              49291410      1050    67927 SH       SHARED      02       45177             22750
D KEY ENERGY SVCS INC            COM              49291410       508    32900 SH       SHARED      10       32900
D KEYCORP NEW                    COM              49326710      5669   737309 SH       SHARED              737309
D KEYCORP NEW                    COM              49326710      1952   253900 SH       SHARED      01      253900
D KEYCORP NEW                    COM              49326710       402    52305 SH       SHARED      02       52305
D KEYCORP NEW                    COM              49326710         3      470 SH       SHARED      05         470
D KEYCORP NEW                    COM              49326710       399    51920 SH       SHARED      06       30620             21300
D KEYCORP NEW                    COM              49326710      6491   844087 SH       SHARED      10      844087
D KEYCORP NEW                    COM              49326710        53     7000 SH       SHR/OTHR    23                          7000
D KEYNOTE SYS INC                COM              49330810        95     4639 SH       SHARED                4639
D KEYNOTE SYS INC                COM              49330810         2      128 SH       SHARED      02         128
D KEYW HLDG CORP                 COM              49372310        40     5518 SH       SHARED                5518
D KEYW HLDG CORP                 COM              49372310         0       10 SH       SHARED      02          10
D KEYW HLDG CORP                 COM              49372310        60     8200 SH       SHARED      10        8200
D KFORCE INC                     COM              49373210       167    13573 SH       SHARED               13573
D KFORCE INC                     COM              49373210         0       20 SH       SHARED      02          20
D KFORCE INC                     COM              49373210       107     8700 SH       SHARED      10        8700
D KID BRANDS INC                 COM              49375T10         0       92 SH       SHARED                  92
D KID BRANDS INC                 COM              49375T10         0       84 SH       SHARED      02          84
D KILROY RLTY CORP               COM              49427F10         0       18 SH       SHARED                  18
D KILROY RLTY CORP               COM              49427F10      5005   131492 SH       SHARED              131492
D KILROY RLTY CORP               COM              49427F10       395    10377 SH       SHARED      02       10377
D KILROY RLTY CORP               COM              49427F10       258     6800 SH       SHARED      10        6800
D KILROY RLTY CORP               COM              49427F10      1675    44000 SH       SHARED      11                         44000
D KILROY RLTY CORP               COM              49427F10       577    15181 SH       SHARED      26       15181
D KIMBALL INTL INC               CL B             49427410        54    10782 SH       SHARED               10782
D KIMBALL INTL INC               CL B             49427410         0        9 SH       SHARED      02           9
D KIMBALL INTL INC               CL B             49427410        18     3600 SH       SHARED      10        3600
D KIMBER RES INC                 COM              49435N10         9    10500 SH       SHARED      02       10500
D KIMBERLY CLARK CORP            COM              49436810     15217   206870 SH       SHARED              206870
D KIMBERLY CLARK CORP            COM              49436810      9777   132925 SH       SHARED      01      109215             23710
D KIMBERLY CLARK CORP            COM              49436810      1111    15108 SH       SHR/OTHR    01                         15108
D KIMBERLY CLARK CORP            COM              49436810      5138    69859 SH       SHARED      02        5118             64741
D KIMBERLY CLARK CORP            COM              49436810         2      584 SH CALL  SHARED      02         584
D KIMBERLY CLARK CORP            COM              49436810      2008    27300 SH       SHARED      04       27300
D KIMBERLY CLARK CORP            COM              49436810       127     1730 SH       SHARED      05        1730
D KIMBERLY CLARK CORP            COM              49436810      3270    44460 SH       SHARED      06       31810             12650
D KIMBERLY CLARK CORP            COM              49436810     18032   245144 SH       SHARED      10      245144
D KIMBERLY CLARK CORP            COM              49436810        29      400 SH       SHARED      20         400
D KIMBERLY CLARK CORP            COM              49436810       233     3180 SH       SHR/OTHR    20                          3180
D KIMBERLY CLARK CORP            COM              49436810        69      948 SH       SHARED      21         880                68
D KIMBERLY CLARK CORP            COM              49436810         7      105 SH       SHR/OTHR    21                           105
D KIMBERLY CLARK CORP            COM              49436810      3919    53277 SH       SHARED      23       52477               800
D KIMBERLY CLARK CORP            COM              49436810      2586    35167 SH       SHR/OTHR    23                         35167
D KIMBERLY CLARK CORP            COM              49436810       588     8000 SH       SHARED      26        8000
D KIMBERLY CLARK CORP            COM              49436810      1233    16763 SH       SHARED      27       16763
D KIMBERLY CLARK CORP            COM              49436810      4060    55200 SH       SHARED      29       55200
D KIMBERLY CLARK CORP            COM              49436810      3597    48900 SH       SHARED      30       48900
D KIMBERLY CLARK CORP            COM              49436810      5885    80003 SH       SHARED      31       80003
D KIMCO RLTY CORP                COM              49446R10         7      484 SH       SHARED                 484
D KIMCO RLTY CORP                COM              49446R10      7438   458024 SH       SHARED              458024
D KIMCO RLTY CORP                COM              49446R10      1519    93575 SH       SHARED      01       93575
D KIMCO RLTY CORP                COM              49446R10      1427    87880 SH       SHARED      02        3799             84081
D KIMCO RLTY CORP                COM              49446R10       774    47700 SH       SHARED      06       38400              9300
D KIMCO RLTY CORP                COM              49446R10      2058   126740 SH       SHARED      10      126740
D KIMCO RLTY CORP                COM              49446R10      4631   285200 SH       SHARED      11                        285200
D KIMCO RLTY CORP                COM              49446R10        69     4300 SH       SHARED      23        3600               700
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10        59      759 SH       SHARED                 759
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10      1736    22119 SH       SHARED      01       19245              2874
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       139     1779 SH       SHR/OTHR    01                          1779
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       644     8206 SH       SHARED      02          36              8170
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10      2680    34142 SH       SHARED      04       34142
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10         0        2 SH       SHARED      05           2
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       142     1809 SH       SHARED      06         981               828
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010      1573    18528 SH       SHARED               18528
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010      4351    51219 SH       SHARED      02          16             51203
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010         0     1626 SH PUT   SHARED      02        1626
D KINDER MORGAN INC DEL          COM              49456B10      2282    70945 SH       SHARED               70945
D KINDER MORGAN INC DEL          COM              49456B10         0      462 SH CALL  SHARED                 462
D KINDER MORGAN INC DEL          COM              49456B10         5      462 SH PUT   SHARED                 462
D KINDER MORGAN INC DEL          COM              49456B10       765    23800 SH       SHARED      01       23800
D KINDER MORGAN INC DEL          COM              49456B10        30      934 SH       SHARED      02         934
D KINDER MORGAN INC DEL          COM              49456B10         5     2050 SH CALL  SHARED      02        2050
D KINDER MORGAN INC DEL          COM              49456B10         0      351 SH PUT   SHARED      02         351
D KINDER MORGAN INC DEL          COM              49456B10        27      850 SH       SHARED      06         850
D KINDER MORGAN INC DEL          COM              49456B10      1762    54800 SH       SHARED      10       54800
D KINDRED HEALTHCARE INC         COM              49458010       185    15789 SH       SHARED               15789
D KINDRED HEALTHCARE INC         COM              49458010         3      276 SH       SHARED      02         276
D KINDRED HEALTHCARE INC         COM              49458010       153    13054 SH       SHARED      10       13054
D KINDRED HEALTHCARE INC         COM              49458010       113     9605 SH       SHARED      21        9605
D KINGOLD JEWELRY INC            COM NEW          49579A20         0      327 SH       SHARED      02         327
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AD        73    75000 PRN      SHARED               75000
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AD     19520 20000000 PRN      SHARED      04    20000000
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AD       878   900000 PRN      SHARED      06      900000
D KINROSS GOLD CORP              COM NO PAR       49690240     17925  1572370 SH       SHARED             1572370
D KINROSS GOLD CORP              COM NO PAR       49690240       554    48672 SH       SHARED      02       27372             21300
D KINROSS GOLD CORP              COM NO PAR       49690240         0     1500 SH CALL  SHARED      02        1500
D KINROSS GOLD CORP              COM NO PAR       49690240         6     1250 SH PUT   SHARED      02        1250
D KINROSS GOLD CORP              COM NO PAR       49690240     30475  2673307 SH       SHARED      04     2673307
D KINROSS GOLD CORP              COM NO PAR       49690240       365    32055 SH       SHARED      05       32055
D KINROSS GOLD CORP              COM NO PAR       49690240      5681   498364 SH       SHARED      06      120614            377750
D KINROSS GOLD CORP              COM NO PAR       49690240        28     2472 SH       SHR/OTHR    23                          2472
D KINROSS GOLD CORP              COM NO PAR       49690240       786    69000 SH       SHARED      26       69000
D KINROSS GOLD CORP              COM NO PAR       49690240      1154   101300 SH       SHARED      29      101300
D KINROSS GOLD CORP              COM NO PAR       49690240       187    16479 SH       SHARED      31       16479
D KINGSWAY FINL SVCS INC         COM              49690410         1     2767 SH       SHARED                2767
D KIOR INC                       CL A             49721710        31     3139 SH       SHARED                3139
D KIOR INC                       CL A             49721710         4      460 SH       SHARED      02         460
D KIRBY CORP                     COM              49726610       980    14891 SH       SHARED               14891
D KIRBY CORP                     COM              49726610      1125    17100 SH       SHARED      01                         17100
D KIRBY CORP                     COM              49726610         0        2 SH       SHARED      02           2
D KIRBY CORP                     COM              49726610       144     2200 SH       SHARED      10        2200
D KIRBY CORP                     COM              49726610        23      362 SH       SHR/OTHR    23                           362
D KIRKLANDS INC                  COM              49749810       436    32843 SH       SHARED               32843
D KIRKLANDS INC                  COM              49749810         1       97 SH       SHARED      02          97
D KITE RLTY GROUP TR             COM              49803T10       221    49059 SH       SHARED               49059
D KITE RLTY GROUP TR             COM              49803T10         1      336 SH       SHARED      02         336
D KITE RLTY GROUP TR             COM              49803T10       125    27900 SH       SHARED      10       27900
D KNOLL INC                      COM NEW          49890420       804    54163 SH       SHARED               54163
D KNOLL INC                      COM NEW          49890420         7      537 SH       SHARED      02         537
D KNIGHT CAP GROUP INC           NOTE  3.500% 3/1 499005AE       446   500000 PRN      SHARED                                500000
D KNIGHT CAP GROUP INC           CL A COM         49900510       859    72733 SH       SHARED               72733
D KNIGHT CAP GROUP INC           CL A COM         49900510         0       75 SH       SHARED      01          75
D KNIGHT CAP GROUP INC           CL A COM         49900510      1430   121045 SH       SHARED      02      121045
D KNIGHT CAP GROUP INC           CL A COM         49900510       159    13500 SH       SHARED      10       13500
D KNIGHT TRANSN INC              COM              49906410      6962   445153 SH       SHARED              445153
D KNIGHT TRANSN INC              COM              49906410        17     1105 SH       SHARED      02        1105
D KNOLOGY INC                    COM              49918380       138     9749 SH       SHARED                9749
D KNOLOGY INC                    COM              49918380         1      121 SH       SHARED      02         121
D KNOLOGY INC                    COM              49918380       102     7200 SH       SHARED      10        7200
D KODIAK OIL & GAS CORP          COM              50015Q10      1664   175229 SH       SHARED              175229
D KODIAK OIL & GAS CORP          COM              50015Q10       113    11900 SH       SHARED      01       11900
D KODIAK OIL & GAS CORP          COM              50015Q10         2      230 SH       SHARED      02         230
D KODIAK OIL & GAS CORP          COM              50015Q10        38     4100 SH       SHARED      10        4100
D KODIAK OIL & GAS CORP          COM              50015Q10        28     3000 SH       SHARED      29        3000
D KOHLBERG CAPITAL CORP          COM              50023310       134    21331 SH       SHARED               21331
D KOHLBERG CAPITAL CORP          COM              50023310         0       11 SH       SHARED      02          11
D KOHLS CORP                     COM              50025510     12096   245119 SH       SHARED              245119
D KOHLS CORP                     COM              50025510      3143    63703 SH       SHARED      01       61300              2403
D KOHLS CORP                     COM              50025510         4      100 SH       SHR/OTHR    01                           100
D KOHLS CORP                     COM              50025510       442     8972 SH       SHARED      02        6997              1975
D KOHLS CORP                     COM              50025510        34      700 SH       SHARED      04         700
D KOHLS CORP                     COM              50025510        35      710 SH       SHARED      05         710
D KOHLS CORP                     COM              50025510      1452    29430 SH       SHARED      06       19830              9600
D KOHLS CORP                     COM              50025510      7558   153163 SH       SHARED      10      153163
D KOHLS CORP                     COM              50025510        34      700 SH       SHARED      20         700
D KOHLS CORP                     COM              50025510        29      600 SH       SHR/OTHR    20                           600
D KOHLS CORP                     COM              50025510        35      713 SH       SHARED      21         610               103
D KOHLS CORP                     COM              50025510         3       75 SH       SHR/OTHR    23                            75
D KOHLS CORP                     COM              50025510        78     1600 SH       SHARED      26        1600
D KOHLS CORP                     COM              50025510       167     3397 SH       SHARED      27        3397
D KONAMI CORP                    SPONSORED ADR    50046R10       131     4399 SH       SHARED                4399
D KONGZHONG CORP                 SPONSORED ADR    50047P10       107    25872 SH       SHARED               25872
D KONGZHONG CORP                 SPONSORED ADR    50047P10         0       11 SH       SHARED      02          11
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230      6178   294900 SH       SHARED              294900
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230       313    14958 SH       SHARED      01                         14958
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        60     2900 SH       SHARED      02         900              2000
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        52     2498 SH       SHARED      23                          2498
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        80     3825 SH       SHR/OTHR    23                          3825
D KOPPERS HOLDINGS INC           COM              50060P10       477    13911 SH       SHARED               13911
D KOPPERS HOLDINGS INC           COM              50060P10        58     1698 SH       SHARED      02        1698
D KOPPERS HOLDINGS INC           COM              50060P10       240     7000 SH       SHARED      10        7000
D KOPIN CORP                     COM              50060010       211    54383 SH       SHARED               54383
D KOPIN CORP                     COM              50060010         1      371 SH       SHARED      02         371
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110       629    57294 SH       SHARED               57294
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110         0        2 SH       SHARED      02           2
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110       858    78200 SH       SHARED      04       78200
D KORN FERRY INTL                COM NEW          50064320       236    13838 SH       SHARED               13838
D KORN FERRY INTL                COM NEW          50064320       254    14900 SH       SHARED      01                         14900
D KORN FERRY INTL                COM NEW          50064320         0       14 SH       SHARED      02          14
D KORN FERRY INTL                COM NEW          50064320       184    10800 SH       SHARED      10       10800
D KRAFT FOODS INC                CL A             50075N10       280     7503 SH       SHARED                1838              5665
D KRAFT FOODS INC                CL A             50075N10    221797  5936752 SH       SHARED             5931566              5186
D KRAFT FOODS INC                CL A             50075N10     25627   685963 SH       SHARED      01      592279             93684
D KRAFT FOODS INC                CL A             50075N10     42988  1150663 SH       SHR/OTHR    01                       1150663
D KRAFT FOODS INC                CL A             50075N10      2101    56255 SH       SHARED      02       23553             32702
D KRAFT FOODS INC                CL A             50075N10         0     4588 SH PUT   SHARED      02        4588
D KRAFT FOODS INC                CL A             50075N10       585    15685 SH       SHARED      04       15685
D KRAFT FOODS INC                CL A             50075N10       781    20919 SH       SHARED      04       20919
D KRAFT FOODS INC                CL A             50075N10       344     9219 SH       SHARED      05        9219
D KRAFT FOODS INC                CL A             50075N10      6094   163124 SH       SHARED      06      112604             50520
D KRAFT FOODS INC                CL A             50075N10     23541   630130 SH       SHARED      10      628123              2007
D KRAFT FOODS INC                CL A             50075N10      2181    58400 SH       SHARED      20       50060      165     8175
D KRAFT FOODS INC                CL A             50075N10       451    12081 SH       SHR/OTHR    20                         12081
D KRAFT FOODS INC                CL A             50075N10       222     5967 SH       SHARED      21        5967
D KRAFT FOODS INC                CL A             50075N10        12      325 SH       SHR/OTHR    21                           325
D KRAFT FOODS INC                CL A             50075N10      2681    71769 SH       SHARED      23       63389              8380
D KRAFT FOODS INC                CL A             50075N10      1710    45785 SH       SHR/OTHR    23                         45785
D KRAFT FOODS INC                CL A             50075N10      2323    62180 SH       SHARED      26       62180
D KRAFT FOODS INC                CL A             50075N10       309     8284 SH       SHARED      27        8284
D KRAFT FOODS INC                CL A             50075N10      1494    40000 SH       SHARED      29       40000
D KRAFT FOODS INC                CL A             50075N10      3717    99500 SH       SHARED      30       99500
D KRAFT FOODS INC                CL A             50075N10      7953   212899 SH       SHARED      31      212899
D KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B20       435    72916 SH       SHARED               72916
D KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B20         9     1583 SH       SHARED      02        1583
D KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B20       108    18100 SH       SHARED      10       18100
D KRATON PERFORMANCE POLYMERS    COM              50077C10      2310   113819 SH       SHARED              113819
D KRATON PERFORMANCE POLYMERS    COM              50077C10         9      486 SH       SHARED      02         486
D KRATON PERFORMANCE POLYMERS    COM              50077C10        12      600 SH       SHARED      23         600
D KRISPY KREME DOUGHNUTS INC     COM              50101410       122    18741 SH       SHARED               18741
D KRISPY KREME DOUGHNUTS INC     COM              50101410        23     3548 SH       SHARED      02          48              3500
D KROGER CO                      COM              50104410       475    19617 SH       SHARED               19617
D KROGER CO                      COM              50104410      3441   142099 SH       SHARED      01      141299               800
D KROGER CO                      COM              50104410       125     5200 SH       SHR/OTHR    01                          5200
D KROGER CO                      COM              50104410       504    20846 SH       SHARED      02       20010               836
D KROGER CO                      COM              50104410       869    35900 SH       SHARED      04       35900
D KROGER CO                      COM              50104410        94     3900 SH       SHARED      05        3900
D KROGER CO                      COM              50104410      2551   105330 SH       SHARED      06       86080             19250
D KROGER CO                      COM              50104410      4729   195256 SH       SHARED      10      195256
D KROGER CO                      COM              50104410         2      108 SH       SHARED      21                           108
D KROGER CO                      COM              50104410        54     2240 SH       SHR/OTHR    23                          2240
D KROGER CO                      COM              50104410        76     3159 SH       SHARED      27        3159
D KROGER CO                      COM              50104410      1019    42100 SH       SHARED      29       42100
D KROGER CO                      COM              50104410      4385   181060 SH       SHARED      31      181060
D KRONOS WORLDWIDE INC           COM              50105F10      5990   332086 SH       SHARED              332086
D KRONOS WORLDWIDE INC           COM              50105F10         0       20 SH       SHARED      02          20
D KRONOS WORLDWIDE INC           COM              50105F10       518    28731 SH       SHARED      04       28731
D KRONOS WORLDWIDE INC           COM              50105F10        41     2300 SH       SHARED      10        2300
D KUBOTA CORP                    ADR              50117320       261     6300 SH       SHARED                6300
D KULICKE & SOFFA INDS INC       COM              50124210      1519   164245 SH       SHARED              164245
D KULICKE & SOFFA INDS INC       COM              50124210         7      762 SH       SHARED      02         762
D KULICKE & SOFFA INDS INC       COM              50124210        62     6800 SH       SHARED      10        6800
D KYOCERA CORP                   ADR              50155620        39      500 SH       SHARED      01                           500
D L & L ENERGY INC               COM              50162D10         9     3754 SH       SHARED                3754
D L & L ENERGY INC               COM              50162D10         0       11 SH       SHARED      02          11
D L & L ENERGY INC               COM              50162D10        40    15600 SH       SHARED      10       15600
D LAN AIRLINES S A               SPONSORED ADR    50172310     18964   816039 SH       SHARED              816039
D LAN AIRLINES S A               SPONSORED ADR    50172310         2      100 SH       SHARED      02         100
D LAN AIRLINES S A               SPONSORED ADR    50172310       188     8100 SH       SHARED      04        8100
D LCA-VISION INC                 COM PAR $.001    50180330       137    47371 SH       SHARED               47371
D LCA-VISION INC                 COM PAR $.001    50180330         1      430 SH       SHARED      02         430
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10      4588  1095205 SH       SHARED             1095205
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10       273    65386 SH       SHARED      02       65386
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10        13     3105 SH       SHARED      29        3105
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10      1053   100000 SH       SHARED              100000
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10       537    51000 SH       SHARED      04       51000
D LHC GROUP INC                  COM              50187A10       781    60942 SH       SHARED               60942
D LHC GROUP INC                  COM              50187A10         1       90 SH       SHARED      02          90
D LHC GROUP INC                  COM              50187A10        42     3300 SH       SHARED      10        3300
D LKQ CORP                       COM              50188920       669    22262 SH       SHARED               22262
D LKQ CORP                       COM              50188920      1371    45600 SH       SHARED      01                         45600
D LKQ CORP                       COM              50188920        67     2247 SH       SHARED      02           7              2240
D LKQ CORP                       COM              50188920       228     7600 SH       SHARED      10        7600
D LKQ CORP                       COM              50188920        19      645 SH       SHARED      21         645
D LMI AEROSPACE INC              COM              50207910        28     1627 SH       SHARED                1627
D LMI AEROSPACE INC              COM              50207910        65     3755 SH       SHARED      02           5              3750
D LMP REAL ESTATE INCOME FD IN   COM              50208C10         0        1 SH       SHARED      02           1
D LML PMT SYS INC                COM              50208P10         0        3 SH       SHARED      02           3
D LPL INVT HLDGS INC             COM              50213H10      1042    34136 SH       SHARED               34136
D LPL INVT HLDGS INC             COM              50213H10         0        1 SH       SHARED      02           1
D LPL INVT HLDGS INC             COM              50213H10        12      400 SH       SHARED      10         400
D LSI INDS INC                   COM              50216C10        55     9196 SH       SHARED                9196
D LSI INDS INC                   COM              50216C10         0        5 SH       SHARED      02           5
D LSI INDS INC                   COM              50216C10        27     4600 SH       SHARED      10        4600
D LSB INDS INC                   COM              50216010        24      891 SH       SHARED                 891
D LSB INDS INC                   COM              50216010       154     5514 SH       SHARED                5514
D LSB INDS INC                   COM              50216010         2       75 SH       SHARED      01          75
D LSB INDS INC                   COM              50216010         3      116 SH       SHARED      02         116
D LSI CORPORATION                COM              50216110      6048  1016562 SH       SHARED             1016562
D LSI CORPORATION                COM              50216110       754   126832 SH       SHARED      01      126550               282
D LSI CORPORATION                COM              50216110      1641   275909 SH       SHARED      02      275909
D LSI CORPORATION                COM              50216110         1      300 SH       SHARED      05         300
D LSI CORPORATION                COM              50216110       498    83700 SH       SHARED      06       68400             15300
D LSI CORPORATION                COM              50216110       969   162906 SH       SHARED      10      162906
D LSI CORPORATION                COM              50216110         0       39 SH       SHARED      25          39
D LSI CORPORATION                COM              50216110         0        2 SH       SHARED      28           2
D LTC PPTYS INC                  COM              50217510      1177    38165 SH       SHARED               38165
D LTC PPTYS INC                  COM              50217510        15      492 SH       SHARED      02         492
D LTC PPTYS INC                  COM              50217510      3434   111300 SH       SHARED      10      111300
D LTC PPTYS INC                  COM              50217510     87315  2829398 SH       SHARED      11     1462501           1366897
D LTC PPTYS INC                  COM              50217510       193     6268 SH       SHARED      26        6268
D LTX-CREDENCE CORP              COM NEW          50240320       298    55854 SH       SHARED               55854
D LTX-CREDENCE CORP              COM NEW          50240320         7     1401 SH       SHARED      02        1401
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW      1358  1420000 PRN      SHARED              920000            500000
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      4897    73444 SH       SHARED               73444
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1687    25301 SH       SHARED      01       23551              1750
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        70     1050 SH       SHR/OTHR    01                          1050
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       303     4550 SH       SHARED      02         850              3700
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         1       27 SH PUT   SHARED      02          27
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         5       80 SH       SHARED      05          80
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      8754   131289 SH       SHARED      10      131289
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         4       68 SH       SHARED      20           3                65
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        26      400 SH       SHR/OTHR    20                           400
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        19      285 SH       SHR/OTHR    23                           285
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       233     3500 SH       SHARED      26        3500
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      4543    68144 SH       SHARED      31       68144
D LA Z BOY INC                   COM              50533610      1513   127217 SH       SHARED              127217
D LA Z BOY INC                   COM              50533610         3      274 SH       SHARED      02         274
D LA Z BOY INC                   COM              50533610         0      285 SH CALL  SHARED      02         285
D LA Z BOY INC                   COM              50533610       158    13300 SH       SHARED      10       13300
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     19044   221530 SH       SHARED              221530
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1917    22300 SH       SHARED      01       21850               450
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       107     1250 SH       SHR/OTHR    01                          1250
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     28211   328155 SH       SHARED      02      327805               350
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40    109528  1274036 SH       SHARED      04     1274036
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       545     6350 SH       SHARED      05        6350
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1029    11980 SH       SHARED      06        9280              2700
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2664    30997 SH       SHARED      10       30997
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       183     2130 SH       SHARED      20         200              1930
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        76      890 SH       SHR/OTHR    20                           890
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1091    12700 SH       SHARED      23        7800              4900
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       512     5956 SH       SHR/OTHR    23                          5956
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       112     1306 SH       SHARED      26        1306
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       404     4700 SH       SHARED      32        4700
D LACLEDE GROUP INC              COM              50559710       303     7505 SH       SHARED                7505
D LACLEDE GROUP INC              COM              50559710       604    14935 SH       SHARED      01       13385              1550
D LACLEDE GROUP INC              COM              50559710       687    17000 SH       SHR/OTHR    01                         17000
D LACLEDE GROUP INC              COM              50559710        72     1785 SH       SHARED      02        1785
D LACLEDE GROUP INC              COM              50559710       433    10700 SH       SHARED      10       10700
D LACLEDE GROUP INC              COM              50559710        40     1000 SH       SHR/OTHR    23                          1000
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10        96    39085 SH       SHARED               39085
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10         0       79 SH       SHARED      02          79
D LAKE SHORE BANCORP INC         COM              51070010         3      345 SH       SHARED      02         345
D LAKE SHORE GOLD CORP           COM              51072810       264   209721 SH       SHARED              209721
D LAKE SHORE GOLD CORP           COM              51072810        16    13331 SH       SHARED      02       13331
D LAKE SHORE GOLD CORP           COM              51072810      1045   830000 SH       SHARED      04      830000
D LAKELAND BANCORP INC           COM              51163710       183    21242 SH       SHARED               21242
D LAKELAND BANCORP INC           COM              51163710         0       32 SH       SHARED      02          32
D LAKELAND FINL CORP             COM              51165610       139     5380 SH       SHARED                5380
D LAKELAND FINL CORP             COM              51165610         5      205 SH       SHARED      02         205
D LAKELAND FINL CORP             COM              51165610      3535   136650 SH       SHARED      10      136650
D LAKES ENTMNT INC               COM              51206P10         0       31 SH       SHARED      02          31
D LAM RESEARCH CORP              COM              51280710     19492   526548 SH       SHARED              526548
D LAM RESEARCH CORP              COM              51280710      3154    85220 SH       SHARED      01       46335             38885
D LAM RESEARCH CORP              COM              51280710       314     8488 SH       SHARED      02        8453                35
D LAM RESEARCH CORP              COM              51280710         2       70 SH       SHARED      05          70
D LAM RESEARCH CORP              COM              51280710       531    14360 SH       SHARED      06       14360
D LAM RESEARCH CORP              COM              51280710       199     5400 SH       SHARED      10        5400
D LAM RESEARCH CORP              COM              51280710         2       75 SH       SHR/OTHR    21                            75
D LAMAR ADVERTISING CO           CL A             51281510       711    25870 SH       SHARED               25870
D LAMAR ADVERTISING CO           CL A             51281510       506    18400 SH       SHARED      01                         18400
D LAMAR ADVERTISING CO           CL A             51281510       200     7308 SH       SHARED      02        7308
D LAMAR ADVERTISING CO           CL A             51281510         8      300 SH       SHARED      10         300
D LANCASTER COLONY CORP          COM              51384710      1479    21340 SH       SHARED               21340
D LANCASTER COLONY CORP          COM              51384710       422     6100 SH       SHARED      01                          6100
D LANCASTER COLONY CORP          COM              51384710      1332    19213 SH       SHARED      02       19213
D LANDAUER INC                   COM              51476K10       133     2585 SH       SHARED                2585
D LANDAUER INC                   COM              51476K10       516    10027 SH       SHARED      01       10027
D LANDAUER INC                   COM              51476K10         2       55 SH       SHARED      02          55
D LANDAUER INC                   COM              51476K10       200     3900 SH       SHARED      10        3900
D LANDEC CORP                    COM              51476610        76    13842 SH       SHARED               13842
D LANDEC CORP                    COM              51476610         3      717 SH       SHARED      02           7               710
D LANDEC CORP                    COM              51476610        48     8700 SH       SHARED      10        8700
D LANDSTAR SYS INC               COM              51509810      2312    48248 SH       SHARED               48248
D LANDSTAR SYS INC               COM              51509810       915    19100 SH       SHARED      01        4800             14300
D LANDSTAR SYS INC               COM              51509810       480    10033 SH       SHARED      02          29             10004
D LANDSTAR SYS INC               COM              51509810       138     2900 SH       SHARED      10        2900
D LANDSTAR SYS INC               COM              51509810        10      223 SH       SHARED      21                           223
D LANNET INC                     COM              51601210        11     2614 SH       SHARED                2614
D LANNET INC                     COM              51601210         0        6 SH       SHARED      02           6
D LAREDO PETE HLDGS INC          COM              51680610       711    31924 SH       SHARED               31924
D LAREDO PETE HLDGS INC          COM              51680610       892    40000 SH       SHARED      04       40000
D LAS VEGAS SANDS CORP           COM              51783410       173     4050 SH       SHARED                4050
D LAS VEGAS SANDS CORP           COM              51783410     27864   652099 SH       SHARED              652099
D LAS VEGAS SANDS CORP           COM              51783410      4516   105700 SH       SHARED      01      105700
D LAS VEGAS SANDS CORP           COM              51783410      9678   226509 SH       SHARED      02      222030              4479
D LAS VEGAS SANDS CORP           COM              51783410        14     6751 SH CALL  SHARED      02        6751
D LAS VEGAS SANDS CORP           COM              51783410         3     2192 SH PUT   SHARED      02        2192
D LAS VEGAS SANDS CORP           COM              51783410     35931   840900 SH       SHARED      04      840900
D LAS VEGAS SANDS CORP           COM              51783410        37      870 SH       SHARED      05         870
D LAS VEGAS SANDS CORP           COM              51783410      5349   125200 SH       SHARED      06       71050             54150
D LAS VEGAS SANDS CORP           COM              51783410       880    20600 SH       SHARED      10       20600
D LAS VEGAS SANDS CORP           COM              51783410        30      725 SH       SHARED      23         425               300
D LAS VEGAS SANDS CORP           COM              51783410        19      450 SH       SHR/OTHR    23                           450
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210         0       40 SH       SHARED                  40
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210      2396    98971 SH       SHARED               98971
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210       106     4400 SH       SHARED      01        4400
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210        95     3954 SH       SHARED      02        3954
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210       472    19500 SH       SHARED      10       19500
D LATTICE SEMICONDUCTOR CORP     COM              51841510      1818   306199 SH       SHARED              306199
D LATTICE SEMICONDUCTOR CORP     COM              51841510        49     8400 SH       SHARED      01                          8400
D LATTICE SEMICONDUCTOR CORP     COM              51841510         0      106 SH       SHARED      02         106
D LATTICE SEMICONDUCTOR CORP     COM              51841510       271    45700 SH       SHARED      10       45700
D LAUDER ESTEE COS INC           CL A             51843910     29228   260225 SH       SHARED              260225
D LAUDER ESTEE COS INC           CL A             51843910      3405    30323 SH       SHARED      01       28123              2200
D LAUDER ESTEE COS INC           CL A             51843910        21      190 SH       SHR/OTHR    01                           190
D LAUDER ESTEE COS INC           CL A             51843910      1050     9350 SH       SHARED      02        8700               650
D LAUDER ESTEE COS INC           CL A             51843910         2      500 SH CALL  SHARED      02         500
D LAUDER ESTEE COS INC           CL A             51843910        56      500 SH       SHARED      04         500
D LAUDER ESTEE COS INC           CL A             51843910        51      460 SH       SHARED      05         460
D LAUDER ESTEE COS INC           CL A             51843910       862     7680 SH       SHARED      06        4230              3450
D LAUDER ESTEE COS INC           CL A             51843910      3607    32117 SH       SHARED      10       32117
D LAUDER ESTEE COS INC           CL A             51843910        33      295 SH       SHARED      20                           295
D LAUDER ESTEE COS INC           CL A             51843910        80      716 SH       SHARED      23         716
D LAUDER ESTEE COS INC           CL A             51843910       157     1400 SH       SHARED      26        1400
D LAUDER ESTEE COS INC           CL A             51843910       214     1913 SH       SHARED      27        1913
D LAUDER ESTEE COS INC           CL A             51843910      2657    23660 SH       SHARED      29       23660
D LAUDER ESTEE COS INC           CL A             51843910       303     2700 SH       SHARED      30        2700
D LAWSON PRODS INC               COM              52077610        89     5781 SH       SHARED                5781
D LAWSON PRODS INC               COM              52077610         0       22 SH       SHARED      02          22
D LAYNE CHRISTENSEN CO           COM              52105010      1126    46544 SH       SHARED               46544
D LAYNE CHRISTENSEN CO           COM              52105010        24     1006 SH       SHARED      02        1006
D LAYNE CHRISTENSEN CO           COM              52105010       164     6800 SH       SHARED      10        6800
D LAZARD GLB TTL RET^INCM FD I   COM              52106W10         0        4 SH       SHARED      02           4
D LAZARD WORLD DIVID & INCOME    COM              52107610        24     2300 SH       SHARED      02                          2300
D LE GAGA HLDGS LTD              SPONSORED ADR    52116810        21     5279 SH       SHARED                5279
D LE GAGA HLDGS LTD              SPONSORED ADR    52116810         0       86 SH       SHARED      02          86
D LEAPFROG ENTERPRISES INC       CL A             52186N10       246    44014 SH       SHARED               44014
D LEAPFROG ENTERPRISES INC       CL A             52186N10         0       28 SH       SHARED      02          28
D LEAP WIRELESS INTL INC         NOTE  4.500% 7/1 521863AL        65    75000 PRN      SHARED               75000
D LEAP WIRELESS INTL INC         COM NEW          52186330      2844   306210 SH       SHARED              306210
D LEAP WIRELESS INTL INC         COM NEW          52186330        84     9057 SH       SHARED      02        8557               500
D LEAP WIRELESS INTL INC         COM NEW          52186330        27     3000 SH       SHARED      10        3000
D LEAR CORP                      COM NEW          52186520     12304   309147 SH       SHARED              309147
D LEAR CORP                      COM NEW          52186520        23      600 SH       SHARED      01         600
D LEAR CORP                      COM NEW          52186520      1011    25411 SH       SHARED      02       22811              2600
D LEAR CORP                      COM NEW          52186520       565    14213 SH       SHARED      04       14213
D LEAR CORP                      COM NEW          52186520       469    11800 SH       SHARED      06       11800
D LEAR CORP                      COM NEW          52186520      2719    68330 SH       SHARED      10       68330
D LEAR CORP                      COM NEW          52186520       705    17720 SH       SHARED      26       17720
D LECROY CORP                    COM              52324W10        31     3710 SH       SHARED                3710
D LECROY CORP                    COM              52324W10         0       22 SH       SHARED      02          22
D LEE ENTERPRISES INC            COM              52376810         3     4875 SH       SHARED      01        4875
D LEGGETT & PLATT INC            COM              52466010       807    35041 SH       SHARED               35041
D LEGGETT & PLATT INC            COM              52466010      1574    68354 SH       SHARED      01       68354
D LEGGETT & PLATT INC            COM              52466010       287    12479 SH       SHARED      02        3289              9190
D LEGGETT & PLATT INC            COM              52466010         2      100 SH       SHARED      05         100
D LEGGETT & PLATT INC            COM              52466010       254    11030 SH       SHARED      06        7330              3700
D LEGGETT & PLATT INC            COM              52466010      5791   251368 SH       SHARED      10      251368
D LEGGETT & PLATT INC            COM              52466010       691    30000 SH       SHARED      30       30000
D LEGACY RESERVES LP             UNIT LP INT      52470730      4526   160300 SH       SHARED              160300
D LEGACY RESERVES LP             UNIT LP INT      52470730       338    12000 SH       SHARED      02                         12000
D LEGG MASON INC                 COM              52490110      3013   125315 SH       SHARED              125315
D LEGG MASON INC                 COM              52490110       721    30000 SH       SHARED      01       30000
D LEGG MASON INC                 COM              52490110       456    18986 SH       SHARED      02       18736               250
D LEGG MASON INC                 COM              52490110         1       70 SH       SHARED      05          70
D LEGG MASON INC                 COM              52490110       267    11110 SH       SHARED      06        6810              4300
D LEGG MASON INC                 COM              52490110       830    34542 SH       SHARED      10       34542
D LEGG MASON INC                 COM              52490110         3      150 SH       SHARED      21                           150
D LEGG MASON INC                 COM              52490110        48     2000 SH       SHARED      23                          2000
D LENDER PROCESSING SVCS INC     COM              52602E10       638    42347 SH       SHARED               42347
D LENDER PROCESSING SVCS INC     COM              52602E10       412    27381 SH       SHARED      01        1081             26300
D LENDER PROCESSING SVCS INC     COM              52602E10        31     2104 SH       SHARED      02        2104
D LENDER PROCESSING SVCS INC     COM              52602E10        58     3900 SH       SHARED      10        3900
D LENDER PROCESSING SVCS INC     COM              52602E10        15     1000 SH       SHARED      23        1000
D LENDER PROCESSING SVCS INC     COM              52602E10        54     3595 SH       SHR/OTHR    23                          3595
D LENNAR CORP                    CL A             52605710     20267  1031428 SH       SHARED             1031428
D LENNAR CORP                    CL A             52605710     15504   789053 SH       SHARED      02      789053
D LENNAR CORP                    CL A             52605710         8     1250 SH CALL  SHARED      02        1250
D LENNAR CORP                    CL A             52605710         0     2041 SH PUT   SHARED      02        2041
D LENNAR CORP                    CL A             52605710        78     4000 SH       SHARED      06                          4000
D LENNAR CORP                    CL A             52605710       803    40881 SH       SHARED      10       40881
D LENNAR CORP                    CL B             52605730      2179   139918 SH       SHARED              139918
D LENNAR CORP                    CL B             52605730         1      120 SH       SHARED      01         120
D LENNOX INTL INC                COM              52610710       448    13290 SH       SHARED               13290
D LENNOX INTL INC                COM              52610710       536    15900 SH       SHARED      01                         15900
D LENNOX INTL INC                COM              52610710        45     1352 SH       SHARED      02        1352
D LENNOX INTL INC                COM              52610710        37     1100 SH       SHARED      10        1100
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX      4129  3727000 PRN      SHARED             3727000
D LEUCADIA NATL CORP             COM              52728810      5364   235925 SH       SHARED              235925
D LEUCADIA NATL CORP             COM              52728810      1075    47300 SH       SHARED      01       47300
D LEUCADIA NATL CORP             COM              52728810       534    23507 SH       SHARED      02       22828               679
D LEUCADIA NATL CORP             COM              52728810         0      436 SH CALL  SHARED      02         436
D LEUCADIA NATL CORP             COM              52728810         0        6 SH PUT   SHARED      02           6
D LEUCADIA NATL CORP             COM              52728810         2      100 SH       SHARED      05         100
D LEUCADIA NATL CORP             COM              52728810       336    14800 SH       SHARED      06        9600              5200
D LEUCADIA NATL CORP             COM              52728810      2164    95175 SH       SHARED      10       95175
D LEUCADIA NATL CORP             COM              52728810         5      244 SH       SHARED      21                           244
D LEUCADIA NATL CORP             COM              52728810        61     2700 SH       SHARED      23        2700
D LEVEL 3 COMMUNICATIONS INC     NOTE 15.000% 1/1 52729NBM       607   530000 PRN      SHARED               30000            500000
D LEVEL 3 COMMUNICATIONS INC     NOTE  7.000% 3/1 52729NBP       129   120000 PRN      SHARED              120000
D LEVEL 3 COMMUNICATIONS INC     NOTE  6.500%10/0 52729NBR       510   420000 PRN      SHARED              420000
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30      5278   310676 SH       SHARED              310676
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30       778    45813 SH       SHARED      01       45813
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30       314    18539 SH       SHARED      02       18539
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30        42     2500 SH       SHARED      04        2500
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30        54     3200 SH       SHARED      05        3200
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30        79     4653 SH       SHARED      10        4653
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30         3      226 SH       SHARED      23         226
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30      1413    83172 SH       SHARED      27       83172
D LEXICON PHARMACEUTICALS INC    COM              52887210        75    58319 SH       SHARED               58319
D LEXICON PHARMACEUTICALS INC    COM              52887210         0      276 SH       SHARED      02         276
D LEXICON PHARMACEUTICALS INC    COM              52887210       251   195249 SH       SHARED      04      195249
D LEXICON PHARMACEUTICALS INC    COM              52887210        19    15100 SH       SHARED      10       15100
D LEXINGTON REALTY TRUST         COM              52904310      1298   173395 SH       SHARED              173395
D LEXINGTON REALTY TRUST         COM              52904310       115    15400 SH       SHARED      01       15400
D LEXINGTON REALTY TRUST         COM              52904310        23     3119 SH       SHARED      02        3119
D LEXINGTON REALTY TRUST         COM              52904310       211    28295 SH       SHARED      10       28295
D LEXMARK INTL NEW               CL A             52977110      9323   281946 SH       SHARED              281946
D LEXMARK INTL NEW               CL A             52977110        78     2365 SH       SHARED      01        1325              1040
D LEXMARK INTL NEW               CL A             52977110      2348    71015 SH       SHARED      02       70977                38
D LEXMARK INTL NEW               CL A             52977110      2539    76800 SH       SHARED      06        9300             67500
D LEXMARK INTL NEW               CL A             52977110     25750   778678 SH       SHARED      10      778678
D LEXMARK INTL NEW               CL A             52977110         2       85 SH       SHR/OTHR    21                            85
D LEXMARK INTL NEW               CL A             52977110       155     4700 SH       SHARED      26        4700
D LIBBEY INC                     COM              52989810        79     6252 SH       SHARED                6252
D LIBBEY INC                     COM              52989810         2      217 SH       SHARED      02         217
D LIBERTY ALL-STAR GROWTH FD I   COM              52990010         0        1 SH       SHARED      02           1
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       53015810         0       12 SH       SHARED                  12
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       53015810         0       26 SH       SHARED      02          26
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       53015810        28     6747 SH       SHR/OTHR    23                          6747
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      1430    18325 SH       SHARED               18325
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      2471    31671 SH       SHARED      01       31671
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      2112    27068 SH       SHARED      02       26424               644
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210         3      575 SH PUT   SHARED      02         575
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      4433    56800 SH       SHARED      04       56800
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210       421     5400 SH       SHARED      06        5400
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210       437     5602 SH       SHARED      10        5602
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210        70      900 SH       SHARED      23         150               750
D LIBERTY GLOBAL INC             COM SER A        53055510     12812   312267 SH       SHARED              312267
D LIBERTY GLOBAL INC             COM SER A        53055510      1643    40047 SH       SHARED      01       40047
D LIBERTY GLOBAL INC             COM SER A        53055510        41     1000 SH       SHR/OTHR    01                          1000
D LIBERTY GLOBAL INC             COM SER A        53055510      6324   154143 SH       SHARED      02      153928               215
D LIBERTY GLOBAL INC             COM SER A        53055510         4    19900 SH CALL  SHARED      02       19900
D LIBERTY GLOBAL INC             COM SER A        53055510         0     2700 SH PUT   SHARED      02        2700
D LIBERTY GLOBAL INC             COM SER A        53055510        32      800 SH       SHARED      04         800
D LIBERTY GLOBAL INC             COM SER A        53055510         4      118 SH       SHARED      05         118
D LIBERTY GLOBAL INC             COM SER A        53055510        49     1200 SH       SHARED      06        1200
D LIBERTY GLOBAL INC             COM SER A        53055510       726    17697 SH       SHARED      10       17697
D LIBERTY GLOBAL INC             COM SER A        53055510        36      900 SH       SHARED      23                           900
D LIBERTY GLOBAL INC             COM SER A        53055510       180     4400 SH       SHARED      26        4400
D LIBERTY GLOBAL INC             COM SER A        53055510        21      527 SH       SHARED      27         527
D LIBERTY GLOBAL INC             COM SER C        53055530       840    21280 SH       SHARED               21280
D LIBERTY GLOBAL INC             COM SER C        53055530      1257    31811 SH       SHARED      01       31311               500
D LIBERTY GLOBAL INC             COM SER C        53055530      1038    26277 SH       SHARED      02       26062               215
D LIBERTY GLOBAL INC             COM SER C        53055530         4      118 SH       SHARED      05         118
D LIBERTY GLOBAL INC             COM SER C        53055530       103     2620 SH       SHARED      06        1170              1450
D LIBERTY GLOBAL INC             COM SER C        53055530        35      900 SH       SHARED      23                           900
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10      6128   377930 SH       SHARED              377930
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10      2539   156589 SH       SHARED      01      151189              5400
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10        64     4000 SH       SHR/OTHR    01                          4000
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10        11      720 SH       SHARED      02         470               250
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10         4      296 SH       SHARED      05         296
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10       197    12167 SH       SHARED      06       10017              2150
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10       214    13200 SH       SHARED      10       13200
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10        40     2500 SH       SHARED      23                          2500
D LIBERTY INTERACTIVE CORPORAT   INT COM SER A    53071M10        19     1185 SH       SHARED      27        1185
D LIBERTY MEDIA CORP             DEB   4.000%11/1 530715AG       236   450000 PRN      SHARED              450000
D LIBERTY MEDIA CORP             DEB   3.500% 1/1 530715AN       164   290000 PRN      SHARED              290000
D LIBERTY MEDIA CORP             DEB   3.500% 1/1 530715AN       905  1600000 PRN      SHARED      02     1600000
D LIBERTY MEDIA CORP             DEB   3.250% 3/1 530715AR      3348  4195500 PRN      SHARED      02     4195500
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF      3521  3150000 PRN      SHARED             3150000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF        11    10000 PRN      SHR/OTHR    01                         10000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF      6708  6000000 PRN      SHARED      02     6000000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF      1782  1594000 PRN      SHARED      06     1594000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF        67    60000 PRN      SHR/OTHR    23                         60000
D LIBERTY PPTY TR                SH BEN INT       53117210      8444   273470 SH       SHARED              273470
D LIBERTY PPTY TR                SH BEN INT       53117210      1890    61225 SH       SHARED      01       25625             35600
D LIBERTY PPTY TR                SH BEN INT       53117210       284     9211 SH       SHARED      02         911              8300
D LIBERTY PPTY TR                SH BEN INT       53117210         3      100 SH       SHARED      05         100
D LIBERTY PPTY TR                SH BEN INT       53117210        21      700 SH       SHARED      06         700
D LIBERTY PPTY TR                SH BEN INT       53117210      3964   128400 SH       SHARED      10      128400
D LIBERTY PPTY TR                SH BEN INT       53117210    107209  3471800 SH       SHARED      11     2162250           1309550
D LIBERTY PPTY TR                SH BEN INT       53117210       470    15232 SH       SHARED      26       15232
D LIFEWAY FOODS INC              COM              53191410         9      962 SH       SHARED                 962
D LIFEWAY FOODS INC              COM              53191410         0      103 SH       SHARED      02         103
D LIFE PARTNERS HOLDINGS INC     COM              53215T10         8     1364 SH       SHARED                1364
D LIFE TIME FITNESS INC          COM              53217R20        42      910 SH       SHARED                 910
D LIFE TIME FITNESS INC          COM              53217R20       502    10752 SH       SHARED               10752
D LIFE TIME FITNESS INC          COM              53217R20       607    13000 SH       SHARED      01                         13000
D LIFE TIME FITNESS INC          COM              53217R20         8      175 SH       SHARED      02         175
D LIFE TIME FITNESS INC          COM              53217R20     25220   539480 SH       SHARED      10      539480
D LIFE TIME FITNESS INC          COM              53217R20         9      206 SH       SHARED      21         206
D LIFE TECHNOLOGIES CORP         COM              53217V10       490    12603 SH       SHARED               12603
D LIFE TECHNOLOGIES CORP         COM              53217V10     29797   765812 SH       SHARED              765812
D LIFE TECHNOLOGIES CORP         COM              53217V10      1619    41611 SH       SHARED      01       41611
D LIFE TECHNOLOGIES CORP         COM              53217V10        77     1982 SH       SHARED      02        1982
D LIFE TECHNOLOGIES CORP         COM              53217V10     25744   661642 SH       SHARED      04      661642
D LIFE TECHNOLOGIES CORP         COM              53217V10      1032    26540 SH       SHARED      05       26540
D LIFE TECHNOLOGIES CORP         COM              53217V10      1849    47520 SH       SHARED      06        7220             40300
D LIFE TECHNOLOGIES CORP         COM              53217V10      1843    47383 SH       SHARED      10       47383
D LIFE TECHNOLOGIES CORP         COM              53217V10      2731    70198 SH       SHARED      31       70198
D LIFEPOINT HOSPITALS INC        SDCV  3.250% 8/1 53219LAG       635   625000 PRN      SHARED      02      625000
D LIFEPOINT HOSPITALS INC        NOTE  3.500% 5/1 53219LAH       511   500000 PRN      SHARED                                500000
D LIFEPOINT HOSPITALS INC        NOTE  3.500% 5/1 53219LAH       408   400000 PRN      SHARED      06      400000
D LIFEPOINT HOSPITALS INC        COM              53219L10       256     6900 SH       SHARED                6900
D LIFEPOINT HOSPITALS INC        COM              53219L10       623    16774 SH       SHARED      01        1974             14800
D LIFEPOINT HOSPITALS INC        COM              53219L10       719    19368 SH       SHARED      02       19368
D LIFEPOINT HOSPITALS INC        COM              53219L10     24766   666650 SH       SHARED      10      666650
D LIFEPOINT HOSPITALS INC        COM              53219L10       103     2795 SH       SHARED      21        2795
D LIFEPOINT HOSPITALS INC        COM              53219L10       159     4300 SH       SHARED      26        4300
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50        67     5703 SH       SHARED                5703
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50         0       24 SH       SHARED      02          24
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50      5680   478581 SH       SHARED      26      478581
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50      1333   112365 SH       SHARED      32      112365
D LIFETIME BRANDS INC            COM              53222Q10       185    15284 SH       SHARED               15284
D LIFETIME BRANDS INC            COM              53222Q10         0        3 SH       SHARED      02           3
D LIHUA INTL INC                 COM              53235210         0      118 SH       SHARED      02         118
D LILLY ELI & CO                 COM              53245710     98066  2359627 SH       SHARED             2359627
D LILLY ELI & CO                 COM              53245710         5      962 SH CALL  SHARED                 962
D LILLY ELI & CO                 COM              53245710         1      500 SH PUT   SHARED                 500
D LILLY ELI & CO                 COM              53245710     13379   321939 SH       SHARED      01      298600             23339
D LILLY ELI & CO                 COM              53245710       471    11339 SH       SHR/OTHR    01                         11339
D LILLY ELI & CO                 COM              53245710      1895    45605 SH       SHARED      02       30476             15129
D LILLY ELI & CO                 COM              53245710        34     9608 SH CALL  SHARED      02        9608
D LILLY ELI & CO                 COM              53245710         0    11042 SH PUT   SHARED      02       11042
D LILLY ELI & CO                 COM              53245710    109325  2630542 SH       SHARED      04     2630542
D LILLY ELI & CO                 COM              53245710       350     8440 SH       SHARED      05        8440
D LILLY ELI & CO                 COM              53245710      4298   103438 SH       SHARED      06       73680             29758
D LILLY ELI & CO                 COM              53245710     31289   752879 SH       SHARED      10      752879
D LILLY ELI & CO                 COM              53245710       178     4300 SH       SHARED      20        3710               590
D LILLY ELI & CO                 COM              53245710        44     1064 SH       SHR/OTHR    20                          1064
D LILLY ELI & CO                 COM              53245710       943    22700 SH       SHARED      21       22700
D LILLY ELI & CO                 COM              53245710       293     7055 SH       SHARED      23        7055
D LILLY ELI & CO                 COM              53245710       516    12421 SH       SHR/OTHR    23                         12421
D LILLY ELI & CO                 COM              53245710       357     8600 SH       SHARED      26        8600
D LILLY ELI & CO                 COM              53245710       127     3060 SH       SHARED      27        3060
D LILLY ELI & CO                 COM              53245710       467    11260 SH       SHARED      29       11260
D LILLY ELI & CO                 COM              53245710      6508   156600 SH       SHARED      30      156600
D LILLY ELI & CO                 COM              53245710      1529    36799 SH       SHARED      32       36799
D LIMELIGHT NETWORKS INC         COM              53261M10      1880   635178 SH       SHARED              635178
D LIMELIGHT NETWORKS INC         COM              53261M10         2      814 SH       SHARED      02         564               250
D LIMELIGHT NETWORKS INC         COM              53261M10        47    16100 SH       SHARED      10       16100
D LIME ENERGY CO                 COM NEW          53261U20         0      100 SH       SHARED      02         100
D LIMITED BRANDS INC             COM              53271610        76     1888 SH       SHARED                 763              1125
D LIMITED BRANDS INC             COM              53271610      6997   173409 SH       SHARED              166937              6472
D LIMITED BRANDS INC             COM              53271610     16594   411263 SH       SHARED      01      299373      700   111190
D LIMITED BRANDS INC             COM              53271610      3428    84977 SH       SHR/OTHR    01                         84977
D LIMITED BRANDS INC             COM              53271610      3000    74363 SH       SHARED      02       58899             15464
D LIMITED BRANDS INC             COM              53271610       679    16850 SH       SHARED      04       16850
D LIMITED BRANDS INC             COM              53271610         6      160 SH       SHARED      05         160
D LIMITED BRANDS INC             COM              53271610      2050    50810 SH       SHARED      06       43010              7800
D LIMITED BRANDS INC             COM              53271610     10334   256121 SH       SHARED      10      252557              3564
D LIMITED BRANDS INC             COM              53271610      4519   111999 SH       SHARED      20       96634      305    15060
D LIMITED BRANDS INC             COM              53271610       596    14794 SH       SHR/OTHR    20                         14794
D LIMITED BRANDS INC             COM              53271610       295     7313 SH       SHARED      21        7255                58
D LIMITED BRANDS INC             COM              53271610        44     1115 SH       SHR/OTHR    21                          1115
D LIMITED BRANDS INC             COM              53271610      6923   171574 SH       SHARED      23      155714             15860
D LIMITED BRANDS INC             COM              53271610      2694    66780 SH       SHR/OTHR    23                         66780
D LIMITED BRANDS INC             COM              53271610      1932    47900 SH       SHARED      26       47900
D LIMONEIRA CO                   COM              53274610        22     1324 SH       SHARED                1324
D LIMONEIRA CO                   COM              53274610         0        5 SH       SHARED      02           5
D LIN TV CORP                    CL A             53277410       217    51479 SH       SHARED               51479
D LIN TV CORP                    CL A             53277410        37     8775 SH       SHARED      01        8775
D LIN TV CORP                    CL A             53277410         0       13 SH       SHARED      02          13
D LIN TV CORP                    CL A             53277410         8     2000 SH       SHARED      23                          2000
D LINCARE HLDGS INC              DBCV  2.750%11/0 532791AE      2037  2003000 PRN      SHARED      02     2003000
D LINCARE HLDGS INC              NOTE  2.750%11/0 532791AF      8461  7777000 PRN      SHARED      02     7777000
D LINCARE HLDGS INC              COM              53279110        11      440 SH       SHARED                 440
D LINCARE HLDGS INC              COM              53279110       925    35982 SH       SHARED               35982
D LINCARE HLDGS INC              COM              53279110       698    27150 SH       SHARED      01                         27150
D LINCARE HLDGS INC              COM              53279110       163     6375 SH       SHARED      02        6375
D LINCARE HLDGS INC              COM              53279110       233     9100 SH       SHARED      10        9100
D LINCOLN EDL SVCS CORP          COM              53353510       124    15774 SH       SHARED               15774
D LINCOLN EDL SVCS CORP          COM              53353510         2      321 SH       SHARED      02         321
D LINCOLN EDL SVCS CORP          COM              53353510        38     4900 SH       SHARED      10        4900
D LINCOLN ELEC HLDGS INC         COM              53390010       802    20506 SH       SHARED               20506
D LINCOLN ELEC HLDGS INC         COM              53390010      1005    25700 SH       SHARED      01                         25700
D LINCOLN ELEC HLDGS INC         COM              53390010         0        7 SH       SHARED      02           7
D LINCOLN ELEC HLDGS INC         COM              53390010       246     6300 SH       SHARED      10        6300
D LINCOLN ELEC HLDGS INC         COM              53390010        10      258 SH       SHARED      21                           258
D LINCOLN NATL CORP IND          COM              53418710      9148   471092 SH       SHARED              471092
D LINCOLN NATL CORP IND          COM              53418710         0      692 SH CALL  SHARED                 692
D LINCOLN NATL CORP IND          COM              53418710      1657    85359 SH       SHARED      01       85359
D LINCOLN NATL CORP IND          COM              53418710       416    21458 SH       SHARED      02        3295             18163
D LINCOLN NATL CORP IND          COM              53418710       423    21830 SH       SHARED      04       21830
D LINCOLN NATL CORP IND          COM              53418710    138978  7156451 SH       SHARED      04     7156451
D LINCOLN NATL CORP IND          COM              53418710         2      140 SH       SHARED      05         140
D LINCOLN NATL CORP IND          COM              53418710      3207   165152 SH       SHARED      06       16160            148992
D LINCOLN NATL CORP IND          COM              53418710      9022   464603 SH       SHARED      10      464603
D LINCOLN NATL CORP IND          COM              53418710        77     4000 SH       SHARED      23        4000
D LINCOLN NATL CORP IND          COM              53418710         8      457 SH       SHR/OTHR    23                           457
D LINCOLN NATL CORP IND          COM              53418710       194    10000 SH       SHARED      26       10000
D LINCOLN NATL CORP IND          *W EXP 07/10/201 53418711      4455   362210 SH       SHARED      02      362210
D LINDSAY CORP                   COM              53555510      4651    84745 SH       SHARED               84745
D LINDSAY CORP                   COM              53555510       175     3200 SH       SHARED      01        3200
D LINDSAY CORP                   COM              53555510        74     1353 SH       SHARED      02         103              1250
D LINDSAY CORP                   COM              53555510       201     3664 SH       SHARED      05        3664
D LINEAR TECHNOLOGY CORP         NOTE  3.000% 5/0 535678AC      4644  4549000 PRN      SHARED      02     4549000
D LINEAR TECHNOLOGY CORP         NOTE  3.000% 5/0 535678AC      1727  1692000 PRN      SHARED      06     1692000
D LINEAR TECHNOLOGY CORP         COM              53567810     49203  1638493 SH       SHARED             1638493
D LINEAR TECHNOLOGY CORP         COM              53567810      1529    50942 SH       SHARED      01       50042               900
D LINEAR TECHNOLOGY CORP         COM              53567810      2453    81698 SH       SHARED      02       63298             18400
D LINEAR TECHNOLOGY CORP         COM              53567810         3      110 SH       SHARED      05         110
D LINEAR TECHNOLOGY CORP         COM              53567810       903    30080 SH       SHARED      06       22430              7650
D LINEAR TECHNOLOGY CORP         COM              53567810      5995   199659 SH       SHARED      10      199659
D LINEAR TECHNOLOGY CORP         COM              53567810         6      200 SH       SHARED      23         200
D LINEAR TECHNOLOGY CORP         COM              53567810        36     1200 SH       SHR/OTHR    23                          1200
D LINEAR TECHNOLOGY CORP         COM              53567810      6034   200946 SH       SHARED      31      200946
D LINKEDIN CORP                  COM CL A         53578A10      2984    47371 SH       SHARED               47371
D LINKEDIN CORP                  COM CL A         53578A10         6      101 SH       SHARED      02         101
D LINKEDIN CORP                  COM CL A         53578A10        12      200 SH       SHARED      10         200
D LIONS GATE ENTMNT CORP         COM NEW          53591920       327    39333 SH       SHARED               39333
D LIONS GATE ENTMNT CORP         COM NEW          53591920         0       74 SH       SHARED      02          74
D LINKTONE LTD                   ADR              53592510         2     1791 SH       SHARED                1791
D LINN ENERGY LLC                UNIT LTD LIAB    53602010     15761   415762 SH       SHARED              415762
D LINN ENERGY LLC                UNIT LTD LIAB    53602010       992    26190 SH       SHARED      02                         26190
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210        43    18960 SH       SHARED               18960
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210         0      270 SH       SHARED      02         270
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210        92    40200 SH       SHARED      10       40200
D LIONS GATE ENTMT INC           NOTE  3.625% 3/1 53626YAA       284   250000 PRN      SHARED              250000
D LIQUIDITY SERVICES INC         COM              53635B10      2147    58205 SH       SHARED               58205
D LIQUIDITY SERVICES INC         COM              53635B10         5      150 SH       SHARED      01         150
D LIQUIDITY SERVICES INC         COM              53635B10         4      127 SH       SHARED      02         127
D LIQUIDITY SERVICES INC         COM              53635B10       260     7073 SH       SHARED      21        7073
D LITHIA MTRS INC                CL A             53679710      1402    64180 SH       SHARED               64180
D LITHIA MTRS INC                CL A             53679710         3      144 SH       SHARED      02         144
D LITHIA MTRS INC                CL A             53679710       144     6600 SH       SHARED      10        6600
D LITTELFUSE INC                 COM              53700810       301     7009 SH       SHARED                7009
D LITTELFUSE INC                 COM              53700810        30      700 SH       SHARED      01                           700
D LITTELFUSE INC                 COM              53700810         5      131 SH       SHARED      02         131
D LITTELFUSE INC                 COM              53700810       279     6500 SH       SHARED      10        6500
D LIVE NATION ENTERTAINMENT IN   NOTE  2.875% 7/1 538034AB        95   108000 PRN      SHARED              108000
D LIVE NATION ENTERTAINMENT IN   COM              53803410      1156   139220 SH       SHARED              139220
D LIVE NATION ENTERTAINMENT IN   COM              53803410        13     1669 SH       SHARED      01        1669
D LIVE NATION ENTERTAINMENT IN   COM              53803410        11     1389 SH       SHARED      02        1345                44
D LIVE NATION ENTERTAINMENT IN   COM              53803410       218    26250 SH       SHARED      10       26250
D LIVEPERSON INC                 COM              53814610      1024    81612 SH       SHARED               81612
D LIVEPERSON INC                 COM              53814610       327    26116 SH       SHARED      02       26116
D LIZ CLAIBORNE INC              COM              53932010      4197   486433 SH       SHARED              486433
D LIZ CLAIBORNE INC              COM              53932010      2805   325042 SH       SHARED      02      325042
D LIZ CLAIBORNE INC              COM              53932010         2      500 SH CALL  SHARED      02         500
D LIZ CLAIBORNE INC              COM              53932010         0      500 SH PUT   SHARED      02         500
D LIZ CLAIBORNE INC              COM              53932010       196    22800 SH       SHARED      10       22800
D LLOYDS BANKING GROUP PLC       SPONSORED ADR    53943910      1650  1051184 SH       SHARED             1051184
D LO-JACK CORP                   COM              53945110         6     2200 SH       SHARED                2200
D LO-JACK CORP                   COM              53945110         0      203 SH       SHARED      02         203
D LOCAL COM CORP                 COM              53954R10         0       19 SH       SHARED      02          19
D LOCKHEED MARTIN CORP           COM              53983010     73881   913239 SH       SHARED              913239
D LOCKHEED MARTIN CORP           COM              53983010      6273    77546 SH       SHARED      01       73786              3760
D LOCKHEED MARTIN CORP           COM              53983010        48      600 SH       SHR/OTHR    01                           600
D LOCKHEED MARTIN CORP           COM              53983010      7725    95492 SH       SHARED      02       18569             76923
D LOCKHEED MARTIN CORP           COM              53983010        40      500 SH       SHARED      04         500
D LOCKHEED MARTIN CORP           COM              53983010        55      680 SH       SHARED      05         680
D LOCKHEED MARTIN CORP           COM              53983010     14369   177619 SH       SHARED      10      177619
D LOCKHEED MARTIN CORP           COM              53983010       105     1300 SH       SHARED      21        1300
D LOCKHEED MARTIN CORP           COM              53983010       133     1650 SH       SHARED      23         400              1250
D LOCKHEED MARTIN CORP           COM              53983010       291     3604 SH       SHR/OTHR    23                          3604
D LOCKHEED MARTIN CORP           COM              53983010       339     4200 SH       SHARED      26        4200
D LODGENET INTERACTIVE CORP      COM              54021110        35    14771 SH       SHARED               14771
D LODGENET INTERACTIVE CORP      COM              54021110         1      469 SH       SHARED      02         469
D LOEWS CORP                     COM              54042410     19160   508913 SH       SHARED              508913
D LOEWS CORP                     COM              54042410      2638    70075 SH       SHARED      01       70075
D LOEWS CORP                     COM              54042410       817    21710 SH       SHARED      02        4697             17013
D LOEWS CORP                     COM              54042410         7      200 SH       SHARED      05         200
D LOEWS CORP                     COM              54042410       876    23268 SH       SHARED      06       13818              9450
D LOEWS CORP                     COM              54042410      3582    95154 SH       SHARED      10       95154
D LOEWS CORP                     COM              54042410       211     5607 SH       SHARED      27        5607
D LOGMEIN INC                    COM              54142L10      4171   108211 SH       SHARED              108211
D LOGMEIN INC                    COM              54142L10       382     9921 SH       SHARED      02        9421               500
D LONE PINE RES INC              COM              54222A10       562    80237 SH       SHARED               80237
D LONE PINE RES INC              COM              54222A10        11     1653 SH       SHARED      01        1653
D LONE PINE RES INC              COM              54222A10         4      587 SH       SHARED      02          68               519
D LONE PINE RES INC              COM              54222A10        18     2571 SH       SHARED      10        2571
D LONE PINE RES INC              COM              54222A10       140    20000 SH       SHARED      26       20000
D LOOPNET INC                    COM              54352430       126     6933 SH       SHARED                6933
D LOOPNET INC                    COM              54352430         3      216 SH       SHARED      02         216
D LORAL SPACE & COMMUNICATNS I   COM              54388110       351     5414 SH       SHARED                5414
D LORAL SPACE & COMMUNICATNS I   COM              54388110         8      125 SH       SHARED      01         125
D LORAL SPACE & COMMUNICATNS I   COM              54388110         2       32 SH       SHARED      02          32
D LORILLARD INC                  COM              54414710     33788   296388 SH       SHARED              296388
D LORILLARD INC                  COM              54414710      3531    30975 SH       SHARED      01       30425               550
D LORILLARD INC                  COM              54414710        78      690 SH       SHR/OTHR    01                           690
D LORILLARD INC                  COM              54414710      2383    20912 SH       SHARED      02       20912
D LORILLARD INC                  COM              54414710        57      500 SH       SHARED      04         500
D LORILLARD INC                  COM              54414710       115     1010 SH       SHARED      05        1010
D LORILLARD INC                  COM              54414710      1975    17329 SH       SHARED      06       12555              4774
D LORILLARD INC                  COM              54414710      8695    76273 SH       SHARED      10       76273
D LORILLARD INC                  COM              54414710        39      350 SH       SHR/OTHR    23                           350
D LORILLARD INC                  COM              54414710       330     2900 SH       SHARED      26        2900
D LORILLARD INC                  COM              54414710      1791    15711 SH       SHARED      27       15711
D LORILLARD INC                  COM              54414710       786     6900 SH       SHARED      29        6900
D LORILLARD INC                  COM              54414710      5392    47307 SH       SHARED      31       47307
D LOUISANA BANCORP INC NEW       COM              54619P10         0       22 SH       SHARED      02          22
D LOUISIANA PAC CORP             COM              54634710       311    38633 SH       SHARED               38633
D LOUISIANA PAC CORP             COM              54634710       369    45825 SH       SHARED      01        3825             42000
D LOUISIANA PAC CORP             COM              54634710         0       36 SH       SHARED      02          36
D LOUISIANA PAC CORP             COM              54634710       411    51000 SH       SHARED      10       51000
D LOWES COS INC                  COM              54866110      5702   224695 SH       SHARED              223295              1400
D LOWES COS INC                  COM              54866110      8763   345300 SH       SHARED      01      345300
D LOWES COS INC                  COM              54866110      1810    71327 SH       SHARED      02       29802             41525
D LOWES COS INC                  COM              54866110        10     1969 SH CALL  SHARED      02        1969
D LOWES COS INC                  COM              54866110         7    10414 SH PUT   SHARED      02       10414
D LOWES COS INC                  COM              54866110        65     2600 SH       SHARED      04        2600
D LOWES COS INC                  COM              54866110       132     5230 SH       SHARED      05        5230
D LOWES COS INC                  COM              54866110      3472   136820 SH       SHARED      06       97950             38870
D LOWES COS INC                  COM              54866110     11151   439389 SH       SHARED      10      439389
D LOWES COS INC                  COM              54866110        20      795 SH       SHARED      20                           795
D LOWES COS INC                  COM              54866110        30     1200 SH       SHARED      23        1200
D LOWES COS INC                  COM              54866110       106     4200 SH       SHR/OTHR    23                          4200
D LOWES COS INC                  COM              54866110       380    15000 SH       SHARED      30       15000
D LOWES COS INC                  COM              54866110      6332   249519 SH       SHARED      31      249519
D LUBYS INC                      COM              54928210        25     5623 SH       SHARED                5623
D LUBYS INC                      COM              54928210         0        6 SH       SHARED      02           6
D LUBYS INC                      COM              54928210         4     1100 SH       SHARED      10        1100
D LUCENT TECHNOLOGIES INC        DBCV  2.875% 6/1 549463AH       131   150000 PRN      SHARED              150000
D LUCENT TECHNOLOGIES INC        DBCV  2.875% 6/1 549463AH      2317  2642000 PRN      SHARED      02     2642000
D LUFKIN INDS INC                COM              54976410      2967    44083 SH       SHARED               44083
D LUFKIN INDS INC                COM              54976410        32      480 SH       SHARED      02         480
D LUFKIN INDS INC                COM              54976410       410     6100 SH       SHARED      10        6100
D LULULEMON ATHLETICA INC        COM              55002110      5037   107952 SH       SHARED              107952
D LULULEMON ATHLETICA INC        COM              55002110         2      694 SH PUT   SHARED                 694
D LULULEMON ATHLETICA INC        COM              55002110      1003    21500 SH       SHARED      01       21500
D LULULEMON ATHLETICA INC        COM              55002110      2176    46640 SH       SHARED      02       46640
D LULULEMON ATHLETICA INC        COM              55002110         2       48 SH       SHARED      05          48
D LULULEMON ATHLETICA INC        COM              55002110        60     1300 SH       SHARED      06        1300
D LULULEMON ATHLETICA INC        COM              55002110       111     2400 SH       SHARED      26        2400
D LULULEMON ATHLETICA INC        COM              55002110        63     1358 SH       SHARED      27        1358
D LULULEMON ATHLETICA INC        COM              55002110       354     7600 SH       SHARED      30        7600
D LUMBER LIQUIDATORS HLDGS INC   COM              55003T10       176     9979 SH       SHARED                9979
D LUMBER LIQUIDATORS HLDGS INC   COM              55003T10         2      159 SH       SHARED      02         159
D LUMINEX CORP DEL               COM              55027E10       243    11474 SH       SHARED               11474
D LUMINEX CORP DEL               COM              55027E10        97     4600 SH       SHARED      01        4600
D LUMINEX CORP DEL               COM              55027E10         0       27 SH       SHARED      02          27
D LUMOS NETWORKS CORP            COM              55028310        59     3907 SH       SHARED                3907
D LUMOS NETWORKS CORP            COM              55028310         0       25 SH       SHARED      01          25
D LUMOS NETWORKS CORP            COM              55028310         1       85 SH       SHARED      02          85
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20       399    14310 SH       SHARED               14310
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20       226     8100 SH       SHR/OTHR    01                          8100
D LYDALL INC DEL                 COM              55081910        29     3076 SH       SHARED                3076
D LYDALL INC DEL                 COM              55081910         0       92 SH       SHARED      02          92
D M & T BK CORP                  COM              55261F10     41637   545417 SH       SHARED              545417
D M & T BK CORP                  COM              55261F10         0      116 SH PUT   SHARED                 116
D M & T BK CORP                  COM              55261F10      2305    30196 SH       SHARED      01       29661               535
D M & T BK CORP                  COM              55261F10       244     3209 SH       SHR/OTHR    01                          3209
D M & T BK CORP                  COM              55261F10        75      995 SH       SHARED      02         995
D M & T BK CORP                  COM              55261F10         3       50 SH       SHARED      05          50
D M & T BK CORP                  COM              55261F10       561     7350 SH       SHARED      06        4150              3200
D M & T BK CORP                  COM              55261F10      7158    93770 SH       SHARED      10       93770
D M & T BK CORP                  COM              55261F10       145     1905 SH       SHARED      23        1905
D M & T BK CORP                  COM              55261F10        30      400 SH       SHR/OTHR    23                           400
D M & T BK CORP                  COM              55261F10      2184    28613 SH       SHARED      27       28613
D M & T BK CORP                  COM              55261F10      3359    44002 SH       SHARED      31       44002
D MBIA INC                       COM              55262C10      1232   106372 SH       SHARED              106372
D MBIA INC                       COM              55262C10        56     4900 SH       SHARED      01        4900
D MBIA INC                       COM              55262C10      2062   177996 SH       SHARED      02      167996             10000
D MBIA INC                       COM              55262C10         3     2638 SH CALL  SHARED      02        2638
D MBIA INC                       COM              55262C10         0     2500 SH PUT   SHARED      02        2500
D MBIA INC                       COM              55262C10        33     2900 SH       SHARED      10        2900
D MB FINANCIAL INC NEW           COM              55264U10       403    23615 SH       SHARED               23615
D MB FINANCIAL INC NEW           COM              55264U10         0       45 SH       SHARED      02          45
D MB FINANCIAL INC NEW           COM              55264U10       244    14300 SH       SHARED      10       14300
D M D C HLDGS INC                COM              55267610     11793   668917 SH       SHARED              668917
D M D C HLDGS INC                COM              55267610       204    11600 SH       SHARED      01                         11600
D M D C HLDGS INC                COM              55267610      1238    70226 SH       SHARED      02          15             70211
D M D C HLDGS INC                COM              55267610       528    30000 SH       SHARED      04       30000
D M D C HLDGS INC                COM              55267610       530    30100 SH       SHARED      10       30100
D MDU RES GROUP INC              COM              55269010      1936    90242 SH       SHARED               90242
D MDU RES GROUP INC              COM              55269010      2112    98450 SH       SHARED      01       40500             57950
D MDU RES GROUP INC              COM              55269010       210     9830 SH       SHARED      02         313              9517
D MDU RES GROUP INC              COM              55269010        49     2300 SH       SHARED      04        2300
D MDU RES GROUP INC              COM              55269010        68     3200 SH       SHARED      05        3200
D MDU RES GROUP INC              COM              55269010       439    20500 SH       SHARED      06       20500
D MDU RES GROUP INC              COM              55269010        92     4300 SH       SHARED      10        4300
D MDU RES GROUP INC              COM              55269010      2943   137149 SH       SHARED      31      137149
D MDC PARTNERS INC               CL A SUB VTG     55269710        56     4199 SH       SHARED                4199
D MDC PARTNERS INC               CL A SUB VTG     55269710         0       38 SH       SHARED      02          38
D MDC PARTNERS INC               CL A SUB VTG     55269710        21     1600 SH       SHARED      10        1600
D MEMC ELECTR MATLS INC          COM              55271510       935   237455 SH       SHARED              237455
D MEMC ELECTR MATLS INC          COM              55271510       362    92000 SH       SHARED      01       24500             67500
D MEMC ELECTR MATLS INC          COM              55271510       151    38571 SH       SHARED      02        3271             35300
D MEMC ELECTR MATLS INC          COM              55271510         3      986 SH       SHARED      04                           986
D MEMC ELECTR MATLS INC          COM              55271510       365    92800 SH       SHARED      10       92800
D MFA FINANCIAL INC              COM              55272X10      2142   318841 SH       SHARED              318841
D MFA FINANCIAL INC              COM              55272X10       236    35169 SH       SHARED      02         117             35052
D MFA FINANCIAL INC              COM              55272X10         1     3432 SH PUT   SHARED      02        3432
D MFA FINANCIAL INC              COM              55272X10      5611   835075 SH       SHARED      10      835075
D MFS CHARTER INCOME TR          SH BEN INT       55272710         0        2 SH       SHARED      02           2
D MFS INTER INCOME TR            SH BEN INT       55273C10       402    63902 SH       SHARED      02                         63902
D MFS MULTIMARKET INCOME TR      SH BEN INT       55273710         0        7 SH       SHARED      02           7
D MGE ENERGY INC                 COM              55277P10       368     7871 SH       SHARED                7871
D MGE ENERGY INC                 COM              55277P10      1365    29200 SH       SHARED      01       29200
D MGE ENERGY INC                 COM              55277P10         0        7 SH       SHARED      02           7
D MGE ENERGY INC                 COM              55277P10       542    11600 SH       SHARED      10       11600
D MFC INDL LTD                   COM              55278T10        61     8717 SH       SHARED                8717
D MFC INDL LTD                   COM              55278T10         0       12 SH       SHARED      02          12
D MFC INDL LTD                   COM              55278T10        32     4578 SH       SHARED      21        4578
D MGIC INVT CORP WIS             NOTE  5.000% 5/0 552848AD       300   500000 PRN      SHARED                                500000
D MGIC INVT CORP WIS             NOTE  5.000% 5/0 552848AD      9616 16000000 PRN      SHARED      02    16000000
D MGIC INVT CORP WIS             COM              55284810        16     4391 SH       SHARED                4391
D MGIC INVT CORP WIS             COM              55284810      5510  1477334 SH       SHARED             1477334
D MGIC INVT CORP WIS             COM              55284810       121    32600 SH       SHARED      01       32600
D MGIC INVT CORP WIS             COM              55284810      5348  1433989 SH       SHARED      02     1428489              5500
D MGIC INVT CORP WIS             COM              55284810         0     1500 SH PUT   SHARED      02        1500
D MGIC INVT CORP WIS             COM              55284810       321    86200 SH       SHARED      10       86200
D MGIC INVT CORP WIS             COM              55284810       373   100000 SH       SHARED      26      100000
D MFS GOVT MKTS INCOME TR        SH BEN INT       55293910         0       14 SH       SHARED      02          14
D MGM RESORTS INTERNATIONAL      COM              55295310         5      505 SH       SHARED                 505
D MGM RESORTS INTERNATIONAL      COM              55295310     13825  1325531 SH       SHARED             1325531
D MGM RESORTS INTERNATIONAL      COM              55295310         0     1750 SH CALL  SHARED                1750
D MGM RESORTS INTERNATIONAL      COM              55295310       893    85700 SH       SHARED      01       85700
D MGM RESORTS INTERNATIONAL      COM              55295310     16095  1543150 SH       SHARED      02     1543150
D MGM RESORTS INTERNATIONAL      COM              55295310         0     3516 SH CALL  SHARED      02        3516
D MGM RESORTS INTERNATIONAL      COM              55295310         0     2475 SH PUT   SHARED      02        2475
D MGM RESORTS INTERNATIONAL      COM              55295310         2      200 SH       SHARED      05         200
D MGM RESORTS INTERNATIONAL      COM              55295310        43     4209 SH       SHARED      06        4209
D MGM RESORTS INTERNATIONAL      COM              55295310        85     8200 SH       SHARED      10        8200
D MGM RESORTS INTERNATIONAL      COM              55295310         5      510 SH       SHARED      21                           510
D MGP INGREDIENTS INC            COM              55302G10        11     2324 SH       SHARED                2324
D MGP INGREDIENTS INC            COM              55302G10         0      112 SH       SHARED      02         112
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE      2275  2400000 PRN      SHARED             1900000            500000
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE     17465 18424000 PRN      SHARED      02    18424000
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE       474   500000 PRN      SHARED      10      500000
D MI DEVS INC                    COM              55304X10      3671   114800 SH       SHARED              114800
D MI DEVS INC                    COM              55304X10         5      159 SH       SHARED      02         159
D M/I HOMES INC                  COM              55305B10       527    54945 SH       SHARED               54945
D M/I HOMES INC                  COM              55305B10         0       99 SH       SHARED      02          99
D M/I HOMES INC                  COM              55305B10       109    11400 SH       SHARED      10       11400
D MKS INSTRUMENT INC             COM              55306N10      7384   265447 SH       SHARED              265447
D MKS INSTRUMENT INC             COM              55306N10       215     7750 SH       SHARED      01        7750
D MKS INSTRUMENT INC             COM              55306N10         7      277 SH       SHARED      02         277
D MKS INSTRUMENT INC             COM              55306N10       489    17600 SH       SHARED      10       17600
D MLP & STRATEGIC EQUITY FD IN   COM              55312N10         4      247 SH       SHARED      02           2               245
D MPG OFFICE TR INC              COM              55327410       221   111491 SH       SHARED              111491
D MPG OFFICE TR INC              COM              55327410        84    42700 SH       SHARED      01       42700
D MPG OFFICE TR INC              COM              55327410         6     3358 SH       SHARED      02         358              3000
D MSC INDL DIRECT INC            CL A             55353010      4810    67237 SH       SHARED               67237
D MSC INDL DIRECT INC            CL A             55353010      1023    14300 SH       SHARED      01                         14300
D MSC INDL DIRECT INC            CL A             55353010        21      303 SH       SHARED      02         303
D MSC INDL DIRECT INC            CL A             55353010       221     3100 SH       SHARED      10        3100
D MSCI INC                       CL A             55354G10      2630    79871 SH       SHARED               79871
D MSCI INC                       CL A             55354G10      1232    37425 SH       SHARED      01          25             37400
D MSCI INC                       CL A             55354G10         2       72 SH       SHARED      02          72
D MSCI INC                       CL A             55354G10       171     5200 SH       SHARED      10        5200
D MTR GAMING GROUP INC           COM              55376910         0       30 SH       SHARED      02          30
D MTS SYS CORP                   COM              55377710      1412    34654 SH       SHARED               34654
D MTS SYS CORP                   COM              55377710         3       91 SH       SHARED      02          91
D MTS SYS CORP                   COM              55377710       260     6400 SH       SHARED      10        6400
D MVC CAPITAL INC                COM              55382910      1525   131616 SH       SHARED              131616
D MVC CAPITAL INC                COM              55382910         0        6 SH       SHARED      02           6
D MV OIL TR                      TR UNITS         55385910      2443    61646 SH       SHARED               61646
D MWI VETERINARY SUPPLY INC      COM              55402X10      4482    67470 SH       SHARED               67470
D MWI VETERINARY SUPPLY INC      COM              55402X10        36      553 SH       SHARED      02         553
D MYR GROUP INC DEL              COM              55405W10       155     8105 SH       SHARED                8105
D MYR GROUP INC DEL              COM              55405W10        23     1216 SH       SHARED      02         216              1000
D MYR GROUP INC DEL              COM              55405W10      1837    96000 SH       SHARED      04       96000
D MYR GROUP INC DEL              COM              55405W10       442    23100 SH       SHARED      05       23100
D MAC-GRAY CORP                  COM              55415310        40     2949 SH       SHARED                2949
D MAC-GRAY CORP                  COM              55415310         0        4 SH       SHARED      02           4
D MACERICH CO                    COM              55438210         1       30 SH       SHARED                  30
D MACERICH CO                    COM              55438210     10329   204133 SH       SHARED              204133
D MACERICH CO                    COM              55438210      3663    72410 SH       SHARED      01       31840             40570
D MACERICH CO                    COM              55438210        64     1284 SH       SHARED      02         134              1150
D MACERICH CO                    COM              55438210         4       90 SH       SHARED      05          90
D MACERICH CO                    COM              55438210       101     2000 SH       SHARED      06        2000
D MACERICH CO                    COM              55438210       207     4100 SH       SHARED      10        4100
D MACERICH CO                    COM              55438210        13      276 SH       SHARED      21         276
D MACERICH CO                    COM              55438210       863    17065 SH       SHARED      26       17065
D MACK CALI RLTY CORP            COM              55448910      8054   301778 SH       SHARED              301778
D MACK CALI RLTY CORP            COM              55448910       715    26800 SH       SHARED      01                         26800
D MACK CALI RLTY CORP            COM              55448910         0       10 SH       SHARED      02          10
D MACK CALI RLTY CORP            COM              55448910      4675   175160 SH       SHARED      10      175160
D MACK CALI RLTY CORP            COM              55448910     52543  1968677 SH       SHARED      11     1051500            917177
D MACK CALI RLTY CORP            COM              55448910        52     1950 SH       SHR/OTHR    23                          1950
D MACK CALI RLTY CORP            COM              55448910       448    16808 SH       SHARED      26       16808
D MACKINAC FINL CORP             COM              55457110         0      110 SH       SHARED      02         110
D MACQUARIE FT TR GB INF UT DI   COM              55607W10        53     3740 SH       SHARED      02                          3740
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10      1631    58367 SH       SHARED               58367
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10         3      128 SH       SHARED      02         128
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10        19      700 SH       SHARED      23         700
D MACQUARIE GLBL INFRA TOTL RE   COM              55608D10        36     2160 SH       SHARED      02                          2160
D MACYS INC                      COM              55616P10        42     1330 SH       SHARED                1330
D MACYS INC                      COM              55616P10      8774   272678 SH       SHARED              272678
D MACYS INC                      COM              55616P10      4257   132318 SH       SHARED      01      129503              2815
D MACYS INC                      COM              55616P10        69     2165 SH       SHR/OTHR    01                          2165
D MACYS INC                      COM              55616P10       774    24060 SH       SHARED      02       20252              3808
D MACYS INC                      COM              55616P10         0     1185 SH CALL  SHARED      02        1185
D MACYS INC                      COM              55616P10         7      244 SH       SHARED      05         244
D MACYS INC                      COM              55616P10      2576    80078 SH       SHARED      06       67728             12350
D MACYS INC                      COM              55616P10      4829   150079 SH       SHARED      10      150079
D MACYS INC                      COM              55616P10       191     5945 SH       SHARED      20        5635               310
D MACYS INC                      COM              55616P10       261     8130 SH       SHARED      21        8130
D MACYS INC                      COM              55616P10        48     1492 SH       SHARED      23        1492
D MACYS INC                      COM              55616P10        25      800 SH       SHR/OTHR    23                           800
D MACYS INC                      COM              55616P10        70     2196 SH       SHARED      27        2196
D MADDEN STEVEN LTD              COM              55626910       396    11493 SH       SHARED               11493
D MADDEN STEVEN LTD              COM              55626910       135     3917 SH       SHARED      02        3917
D MADDEN STEVEN LTD              COM              55626910       241     7000 SH       SHARED      26        7000
D MADISON CLAYMORE CALL &EQTY;    COM              55658210         0        2 SH       SHARED      02           2
D MADISON SQUARE GARDEN CO       CL A             55826P10       384    13436 SH       SHARED               13436
D MADISON SQUARE GARDEN CO       CL A             55826P10         3      112 SH       SHARED      01         112
D MADISON SQUARE GARDEN CO       CL A             55826P10        17      628 SH       SHARED      02         628
D MADISON SQUARE GARDEN CO       CL A             55826P10        57     2000 SH       SHARED      23                          2000
D MADISON STRTG SECTOR PREM FD   COM              55826810         0        1 SH       SHARED      02           1
D MAG SILVER CORP                COM              55903Q10       375    56312 SH       SHARED               56312
D MAG SILVER CORP                COM              55903Q10         0        1 SH       SHARED      02           1
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920      1768    35749 SH       SHARED               35749
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       503    10172 SH       SHARED      01        8572              1600
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       885    17900 SH       SHR/OTHR    01                         17900
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       148     2997 SH       SHARED      02        2997
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       593    12000 SH       SHARED      10       12000
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       158     3200 SH       SHARED      26        3200
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010      4974    72217 SH       SHARED      02          52             72165
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010     66200   961098 SH       SHARED      06                        961098
D MAGELLAN PETE CORP             COM              55909130       133   137447 SH       SHARED              137447
D MAGMA DESIGN AUTOMATION        COM              55918110       493    68681 SH       SHARED               68681
D MAGMA DESIGN AUTOMATION        COM              55918110         0       58 SH       SHARED      02          58
D MAGMA DESIGN AUTOMATION        COM              55918110       761   106000 SH       SHARED      26      106000
D MAGNA INTL INC                 COM              55922240      4415   132559 SH       SHARED              132559
D MAGNA INTL INC                 COM              55922240       538    16171 SH       SHARED      02       16171
D MAGNA INTL INC                 COM              55922240       206     6200 SH       SHARED      05        6200
D MAGNA INTL INC                 COM              55922240      1224    36760 SH       SHARED      06       36010               750
D MAGNA INTL INC                 COM              55922240        38     1150 SH       SHR/OTHR    23                          1150
D MAGNA INTL INC                 COM              55922240       109     3291 SH       SHARED      27        3291
D MAGNA INTL INC                 COM              55922240      1325    39800 SH       SHARED      30       39800
D MAGNACHIP SEMICONDUCTOR CORP   COM              55933J20         4      633 SH       SHARED                 633
D MAGNACHIP SEMICONDUCTOR CORP   COM              55933J20        33     4431 SH       SHARED      02          71              4360
D MAGNUM HUNTER RES CORP DEL     COM              55973B10        14     2715 SH       SHARED                2715
D MAGNUM HUNTER RES CORP DEL     COM              55973B10        19     3600 SH       SHARED      01        3600
D MAGNUM HUNTER RES CORP DEL     COM              55973B10        94    17462 SH       SHARED      02        9962              7500
D MAHANAGAR TEL NIGAM LTD        SPONS ADR 2001   55977840        27    33949 SH       SHARED               33949
D MAIDENFORM BRANDS INC          COM              56030510      1872   102336 SH       SHARED              102336
D MAIDENFORM BRANDS INC          COM              56030510         2      136 SH       SHARED      02         136
D MAIN STREET CAPITAL CORP       COM              56035L10       167     7906 SH       SHARED                7906
D MAIN STREET CAPITAL CORP       COM              56035L10         0        8 SH       SHARED      02           8
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10        59     6696 SH       SHARED                6696
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10         0       13 SH       SHARED      02          13
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10        71     8100 SH       SHARED      10        8100
D MAJESCO ENTERTAINMENT CO       COM NEW          56069020         0        4 SH       SHARED      02           4
D MAKITA CORP                    ADR NEW          56087730       142     4390 SH       SHARED                4390
D MAKO SURGICAL CORP             COM              56087910       223     8861 SH       SHARED                8861
D MAKO SURGICAL CORP             COM              56087910       146     5800 SH       SHARED      01        5800
D MAKO SURGICAL CORP             COM              56087910        26     1061 SH       SHARED      02          61              1000
D MAKO SURGICAL CORP             COM              56087910         1      655 SH CALL  SHARED      02         655
D MAKO SURGICAL CORP             COM              56087910         6      248 SH       SHARED      21         248
D MANAGED HIGH YIELD PLUS FD I   COM              56191110         0        6 SH       SHARED      02           6
D MANHATTAN ASSOCS INC           COM              56275010      2381    58835 SH       SHARED               58835
D MANHATTAN ASSOCS INC           COM              56275010       633    15645 SH       SHARED      01       15645
D MANHATTAN ASSOCS INC           COM              56275010        42     1059 SH       SHARED      02         729               330
D MANHATTAN ASSOCS INC           COM              56275010       283     7000 SH       SHARED      10        7000
D MANITEX INTL INC               COM              56342010         5     1200 SH       SHARED                1200
D MANITEX INTL INC               COM              56342010         0        2 SH       SHARED      02           2
D MANITOWOC INC                  COM              56357110      1935   210582 SH       SHARED              210582
D MANITOWOC INC                  COM              56357110        16     1781 SH       SHARED      02          31              1750
D MANITOWOC INC                  COM              56357110        57     6300 SH       SHARED      10        6300
D MANITOWOC INC                  COM              56357110       367    40000 SH       SHARED      26       40000
D MANNING & NAPIER INC           CL A             56382Q10        29     2333 SH       SHARED                2333
D MANNING & NAPIER INC           CL A             56382Q10         0        5 SH       SHARED      02           5
D MANNKIND CORP                  NOTE  3.750%12/1 56400PAA        62   120000 PRN      SHARED              120000
D MANNKIND CORP                  COM              56400P20       468   187405 SH       SHARED              187405
D MANNKIND CORP                  COM              56400P20        45    18308 SH       SHARED      02        1716             16592
D MANNKIND CORP                  COM              56400P20         7     4730 SH PUT   SHARED      02        4730
D MANPOWERGROUP INC              COM              56418H10      6408   179250 SH       SHARED              179250
D MANPOWERGROUP INC              COM              56418H10      1601    44800 SH       SHARED      01       18900             25900
D MANPOWERGROUP INC              COM              56418H10       350     9792 SH       SHARED      02        9092               700
D MANPOWERGROUP INC              COM              56418H10      4965   138884 SH       SHARED      04      138884
D MANPOWERGROUP INC              COM              56418H10         3      100 SH       SHARED      05         100
D MANPOWERGROUP INC              COM              56418H10      1029    28790 SH       SHARED      06         690             28100
D MANPOWERGROUP INC              COM              56418H10       918    25700 SH       SHARED      10       25700
D MANPOWERGROUP INC              COM              56418H10        71     2000 SH       SHARED      23                          2000
D MANPOWERGROUP INC              COM              56418H10       390    10933 SH       SHARED      26       10933
D MANTECH INTL CORP              CL A             56456310       171     5500 SH       SHARED                5500
D MANTECH INTL CORP              CL A             56456310       237     7600 SH       SHARED      01                          7600
D MANTECH INTL CORP              CL A             56456310         0       11 SH       SHARED      02          11
D MANTECH INTL CORP              CL A             56456310       437    14000 SH       SHARED      04       14000
D MANTECH INTL CORP              CL A             56456310      2718    87025 SH       SHARED      10       87025
D MANULIFE FINL CORP             COM              56501R10      9313   876934 SH       SHARED              876934
D MANULIFE FINL CORP             COM              56501R10        53     5002 SH       SHARED      02        3900              1102
D MANULIFE FINL CORP             COM              56501R10        20     1900 SH       SHARED      04        1900
D MANULIFE FINL CORP             COM              56501R10        65     6190 SH       SHARED      05        6190
D MANULIFE FINL CORP             COM              56501R10       916    86298 SH       SHARED      06       74000             12298
D MANULIFE FINL CORP             COM              56501R10        53     5000 SH       SHARED      20                          5000
D MANULIFE FINL CORP             COM              56501R10         3      310 SH       SHARED      21         310
D MANULIFE FINL CORP             COM              56501R10        42     4000 SH       SHARED      23        4000
D MANULIFE FINL CORP             COM              56501R10         1      100 SH       SHR/OTHR    23                           100
D MAP PHARMACEUTICALS INC        COM              56509R10        83     6348 SH       SHARED                6348
D MAP PHARMACEUTICALS INC        COM              56509R10        56     4317 SH       SHARED      02          17              4300
D MAP PHARMACEUTICALS INC        COM              56509R10       451    34268 SH       SHARED      04       34268
D MARATHON OIL CORP              COM              56584910       277     9492 SH       SHARED                4992              4500
D MARATHON OIL CORP              COM              56584910     60916  2081200 SH       SHARED             1568007            513193
D MARATHON OIL CORP              COM              56584910      5096   174105 SH       SHARED      01      172180              1925
D MARATHON OIL CORP              COM              56584910       145     4984 SH       SHR/OTHR    01                          4984
D MARATHON OIL CORP              COM              56584910       498    17032 SH       SHARED      02        9926              7106
D MARATHON OIL CORP              COM              56584910         0      285 SH CALL  SHARED      02         285
D MARATHON OIL CORP              COM              56584910    158886  5428294 SH       SHARED      04     5428294
D MARATHON OIL CORP              COM              56584910      4322   147680 SH       SHARED      05      147680
D MARATHON OIL CORP              COM              56584910      2981   101850 SH       SHARED      06       80500             21350
D MARATHON OIL CORP              COM              56584910     18480   631375 SH       SHARED      10      631375
D MARATHON OIL CORP              COM              56584910       259     8850 SH       SHARED      15        8850
D MARATHON OIL CORP              COM              56584910        32     1095 SH       SHARED      20        1095
D MARATHON OIL CORP              COM              56584910         2      100 SH       SHR/OTHR    21                           100
D MARATHON OIL CORP              COM              56584910       252     8625 SH       SHARED      23        8580                45
D MARATHON OIL CORP              COM              56584910       307    10500 SH       SHR/OTHR    23                         10500
D MARATHON OIL CORP              COM              56584910      5076   173423 SH       SHARED      31      173423
D MARATHON PETE CORP             COM              56585A10       188     5668 SH       SHARED                3298              2370
D MARATHON PETE CORP             COM              56585A10     27128   814905 SH       SHARED              489284            325621
D MARATHON PETE CORP             COM              56585A10      2831    85058 SH       SHARED      01       84508               550
D MARATHON PETE CORP             COM              56585A10       412    12397 SH       SHARED      02        3724              8673
D MARATHON PETE CORP             COM              56585A10       427    12835 SH       SHARED      04       12835
D MARATHON PETE CORP             COM              56585A10    111650  3353866 SH       SHARED      04     3353866
D MARATHON PETE CORP             COM              56585A10        72     2190 SH       SHARED      05        2190
D MARATHON PETE CORP             COM              56585A10      2015    60550 SH       SHARED      06       49450             11100
D MARATHON PETE CORP             COM              56585A10      8562   257200 SH       SHARED      10      257200
D MARATHON PETE CORP             COM              56585A10         4      125 SH       SHARED      20         125
D MARATHON PETE CORP             COM              56585A10        33     1000 SH       SHARED      23        1000
D MARATHON PETE CORP             COM              56585A10        64     1950 SH       SHR/OTHR    23                          1950
D MARATHON PETE CORP             COM              56585A10       143     4315 SH       SHARED      27        4315
D MARATHON PETE CORP             COM              56585A10      2886    86711 SH       SHARED      31       86711
D MARCHEX INC                    CL B             56624R10        93    14990 SH       SHARED               14990
D MARCHEX INC                    CL B             56624R10         2      410 SH       SHARED      02         410
D MARCHEX INC                    CL B             56624R10        75    12100 SH       SHARED      10       12100
D MARCUS CORP                    COM              56633010        85     6750 SH       SHARED                6750
D MARCUS CORP                    COM              56633010         1      109 SH       SHARED      02         109
D MARINEMAX INC                  COM              56790810        48     7458 SH       SHARED                7458
D MARINEMAX INC                  COM              56790810         0      136 SH       SHARED      02         136
D MARINE PRODS CORP              COM              56842710        13     2666 SH       SHARED                2666
D MARINE PRODS CORP              COM              56842710         0        4 SH       SHARED      02           4
D MARKEL CORP                    COM              57053510      4116     9926 SH       SHARED                9926
D MARKEL CORP                    COM              57053510        43      105 SH       SHARED      01         105
D MARKEL CORP                    COM              57053510        94      227 SH       SHARED      02         101               126
D MARKEL CORP                    COM              57053510        82      200 SH       SHARED      10         200
D MARKEL CORP                    COM              57053510        56      137 SH       SHR/OTHR    23                           137
D MARKETAXESS HLDGS INC          COM              57060D10      1774    58925 SH       SHARED               58925
D MARKETAXESS HLDGS INC          COM              57060D10        14      482 SH       SHARED      02         482
D MARKETAXESS HLDGS INC          COM              57060D10       277     9200 SH       SHARED      10        9200
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       272     5300 SH       SHARED                5300
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10     95611  1859060 SH       SHARED             1859060
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10         4      947 SH CALL  SHARED                 947
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10         0       32 SH PUT   SHARED                  32
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10        12      250 SH       SHARED      01                           250
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10      7900   153623 SH       SHARED      02      136905             16718
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10         5    11335 SH CALL  SHARED      02       11335
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10        91    28510 SH PUT   SHARED      02       28510
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10      1301    25300 SH       SHARED      04       25300
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       288     5600 SH       SHARED      26        5600
D MARKET VECTORS ETF TR          MV STEEL INDEX   57060U30      1012    21300 SH       SHARED               21300
D MARKET VECTORS ETF TR          GERMANY SM CAP   57060U38       522    30000 SH       SHARED      26       30000
D MARKET VECTORS ETF TR          GBL ALTER ENRG   57060U40       168    15400 SH       SHARED               15400
D MARKET VECTORS ETF TR          GBL ALTER ENRG   57060U40         3      300 SH       SHARED      02                           300
D MARKET VECTORS ETF TR          MINOR METALS     57060U47        34     2300 SH       SHARED      02                          2300
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50      8742   328067 SH       SHARED              328067
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50       799    30000 SH       SHARED      02       30000
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50         0     1000 SH CALL  SHARED      02        1000
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50         7     2000 SH PUT   SHARED      02        2000
D MARKET VECTORS ETF TR          EM LC CURR DBT   57060U52        85     3500 SH       SHARED      02                          3500
D MARKET VECTORS ETF TR          LAT AM SML CAP   57060U53        19      900 SH       SHARED      02                           900
D MARKET VECTORS ETF TR          INDIA SMALL CP   57060U56         8     1000 SH       SHARED      02                          1000
D MARKET VECTORS ETF TR          JR GOLD MINERS E 57060U58      4928   199517 SH       SHARED      02      174417             25100
D MARKET VECTORS ETF TR          CHINA A SHS ETF  57060U59       145     4600 SH       SHARED                4600
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      1207    25600 SH       SHARED               25600
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60        36      780 SH       SHARED      01         780
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       400     8500 SH       SHR/OTHR    01                          8500
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      2655    56318 SH       SHARED      02       32907             23411
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      1603    34000 SH       SHARED      04       34000
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       363     7700 SH       SHARED      20        7140               560
D MARKET VECTORS ETF TR          BRAZL SMCP ETF   57060U61        10      300 SH       SHARED      02                           300
D MARKET VECTORS ETF TR          INDONESIA ETF    57060U75      1164    40900 SH       SHARED      01       40900
D MARKET VECTORS ETF TR          INDONESIA ETF    57060U75        21      750 SH       SHARED      02                           750
D MARKET VECTORS ETF TR          VIETNAM ETF      57060U76       800    55000 SH       SHARED               55000
D MARKET VECTORS ETF TR          COAL ETF         57060U83         3      122 SH       SHARED                 122
D MARKET VECTORS ETF TR          COAL ETF         57060U83       801    24855 SH       SHARED      02                         24855
D MARKET VECTORS ETF TR          HG YLD MUN ETF   57060U87        22      766 SH       SHARED      02                           766
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910      7771   141145 SH       SHARED              141145
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910      4728    85883 SH       SHARED      02                         85883
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910    108307  1967085 SH       SHARED      06                       1967085
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910      3132    56900 SH       SHARED      10       56900
D MARLIN BUSINESS SVCS CORP      COM              57115710        49     3859 SH       SHARED                3859
D MARLIN BUSINESS SVCS CORP      COM              57115710         1      102 SH       SHARED      02         102
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10       127     7408 SH       SHARED                7408
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10      1615    94130 SH       SHARED      01        2541             91589
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10      3943   229791 SH       SHR/OTHR    01                        229791
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         3      202 SH       SHARED      02         138                64
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10        37     2189 SH       SHARED      10        2189
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         0        7 SH       SHARED      20           7
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         0       26 SH       SHR/OTHR    20                            26
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         0       40 SH       SHR/OTHR    21                            40
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         5      304 SH       SHARED      23         284                20
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10        20     1199 SH       SHR/OTHR    23                          1199
D MARSH & MCLENNAN COS INC       COM              57174810     27165   859123 SH       SHARED              859123
D MARSH & MCLENNAN COS INC       COM              57174810      4202   132897 SH       SHARED      01      132897
D MARSH & MCLENNAN COS INC       COM              57174810       539    17077 SH       SHARED      02        5548             11529
D MARSH & MCLENNAN COS INC       COM              57174810        28      900 SH       SHARED      04         900
D MARSH & MCLENNAN COS INC       COM              57174810        44     1410 SH       SHARED      05        1410
D MARSH & MCLENNAN COS INC       COM              57174810      1508    47710 SH       SHARED      06       33110             14600
D MARSH & MCLENNAN COS INC       COM              57174810      6866   217147 SH       SHARED      10      217147
D MARSH & MCLENNAN COS INC       COM              57174810        31     1000 SH       SHARED      23        1000
D MARSH & MCLENNAN COS INC       COM              57174810        15      500 SH       SHR/OTHR    23                           500
D MARSH & MCLENNAN COS INC       COM              57174810      9868   312084 SH       SHARED      31      312084
D MARRIOTT INTL INC NEW          CL A             57190320      1918    65781 SH       SHARED               65781
D MARRIOTT INTL INC NEW          CL A             57190320     37733  1293580 SH       SHARED      01       85975           1207605
D MARRIOTT INTL INC NEW          CL A             57190320     67039  2298248 SH       SHR/OTHR    01                       2298248
D MARRIOTT INTL INC NEW          CL A             57190320        82     2843 SH       SHARED      02        2194               649
D MARRIOTT INTL INC NEW          CL A             57190320        32     1117 SH       SHARED      04        1117
D MARRIOTT INTL INC NEW          CL A             57190320         5      200 SH       SHARED      05         200
D MARRIOTT INTL INC NEW          CL A             57190320      1017    34896 SH       SHARED      06       25980              8916
D MARRIOTT INTL INC NEW          CL A             57190320      2543    87192 SH       SHARED      10       87192
D MARRIOTT INTL INC NEW          CL A             57190320         7      265 SH       SHARED      20          70               195
D MARRIOTT INTL INC NEW          CL A             57190320         7      260 SH       SHR/OTHR    20                           260
D MARRIOTT INTL INC NEW          CL A             57190320        11      400 SH       SHR/OTHR    21                           400
D MARRIOTT INTL INC NEW          CL A             57190320       101     3495 SH       SHARED      23        3295               200
D MARRIOTT INTL INC NEW          CL A             57190320       377    12941 SH       SHR/OTHR    23                         12941
D MARTEN TRANS LTD               COM              57307510       535    29744 SH       SHARED               29744
D MARTEN TRANS LTD               COM              57307510         2      114 SH       SHARED      02         114
D MARTEN TRANS LTD               COM              57307510        48     2700 SH       SHARED      10        2700
D MARTHA STEWART LIVING OMNIME   CL A             57308310        39     8894 SH       SHARED                8894
D MARTHA STEWART LIVING OMNIME   CL A             57308310         0        9 SH       SHARED      02           9
D MARTHA STEWART LIVING OMNIME   CL A             57308310        83    18900 SH       SHARED      10       18900
D MARTIN MARIETTA MATLS INC      COM              57328410       619     8212 SH       SHARED                8212
D MARTIN MARIETTA MATLS INC      COM              57328410      2364    31356 SH       SHARED      01       17356             14000
D MARTIN MARIETTA MATLS INC      COM              57328410        60      799 SH       SHARED      02         799
D MARTIN MARIETTA MATLS INC      COM              57328410         3       40 SH       SHARED      05          40
D MARTIN MARIETTA MATLS INC      COM              57328410        22      300 SH       SHARED      06         300
D MARTIN MARIETTA MATLS INC      COM              57328410        98     1300 SH       SHARED      10        1300
D MARTIN MARIETTA MATLS INC      COM              57328410       167     2227 SH       SHARED      31        2227
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110      1822    52900 SH       SHARED               52900
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110         3      101 SH       SHARED      02         101
D MASCO CORP                     COM              57459910       642    61340 SH       SHARED               61340
D MASCO CORP                     COM              57459910      1360   129848 SH       SHARED      01      129848
D MASCO CORP                     COM              57459910       720    68736 SH       SHARED      02       68736
D MASCO CORP                     COM              57459910         3      300 SH       SHARED      05         300
D MASCO CORP                     COM              57459910       283    27040 SH       SHARED      06       13640             13400
D MASCO CORP                     COM              57459910      1669   159330 SH       SHARED      10      159330
D MASCO CORP                     COM              57459910        92     8800 SH       SHARED      23        8800
D MASCO CORP                     COM              57459910         8      800 SH       SHR/OTHR    23                           800
D MASIMO CORP                    COM              57479510      4587   245502 SH       SHARED              245502
D MASIMO CORP                    COM              57479510       345    18500 SH       SHARED      01                         18500
D MASIMO CORP                    COM              57479510      2201   117839 SH       SHARED      02          39            117800
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ      3682  3990000 PRN      SHARED             3990000
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ     14343 15540000 PRN      SHARED      02    15540000
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ       461   500000 PRN      SHARED      04      500000
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ      1218  1320000 PRN      SHARED      06                       1320000
D MASTEC INC                     COM              57632310      3616   208205 SH       SHARED              208205
D MASTEC INC                     COM              57632310       356    20500 SH       SHARED      01       20500
D MASTEC INC                     COM              57632310        10      609 SH       SHARED      02         609
D MASTEC INC                     COM              57632310        26     1500 SH       SHARED      05        1500
D MASTERCARD INC                 CL A             57636Q10        63      171 SH       SHARED                 171
D MASTERCARD INC                 CL A             57636Q10      1578     4234 SH       SHARED                4234
D MASTERCARD INC                 CL A             57636Q10      9512    25515 SH       SHARED      01       25515
D MASTERCARD INC                 CL A             57636Q10    122638   328949 SH       SHARED      02      325828              3121
D MASTERCARD INC                 CL A             57636Q10      1662     4460 SH       SHARED      04        4460
D MASTERCARD INC                 CL A             57636Q10        59      160 SH       SHARED      05         160
D MASTERCARD INC                 CL A             57636Q10      7769    20840 SH       SHARED      06       17730              3110
D MASTERCARD INC                 CL A             57636Q10     12286    32956 SH       SHARED      10       32956
D MASTERCARD INC                 CL A             57636Q10       681     1829 SH       SHARED      26        1829
D MASTERCARD INC                 CL A             57636Q10      4427    11875 SH       SHARED      27       11875
D MASTERCARD INC                 CL A             57636Q10       372     1000 SH       SHARED      29        1000
D MASTERCARD INC                 CL A             57636Q10       350      940 SH       SHARED      30         940
D MASTERCARD INC                 CL A             57636Q10      8079    21671 SH       SHARED      31       21671
D MATERIAL SCIENCES CORP         COM              57667410       114    13900 SH       SHARED               13900
D MATERIAL SCIENCES CORP         COM              57667410         0       27 SH       SHARED      02          27
D MATERION CORP                  COM              57669010       690    28453 SH       SHARED               28453
D MATERION CORP                  COM              57669010       459    18910 SH       SHARED      02         110             18800
D MATERION CORP                  COM              57669010       424    17500 SH       SHARED      04       17500
D MATERION CORP                  COM              57669010       196     8100 SH       SHARED      10        8100
D MATRIX SVC CO                  COM              57685310       109    11649 SH       SHARED               11649
D MATRIX SVC CO                  COM              57685310        50     5300 SH       SHARED      01        5300
D MATRIX SVC CO                  COM              57685310         1      143 SH       SHARED      02         143
D MATRIX SVC CO                  COM              57685310        59     6300 SH       SHARED      10        6300
D MATTEL INC                     COM              57708110      9017   324845 SH       SHARED              324845
D MATTEL INC                     COM              57708110      2962   106733 SH       SHARED      01      106733
D MATTEL INC                     COM              57708110       122     4421 SH       SHARED      02        4421
D MATTEL INC                     COM              57708110       627    22616 SH       SHARED      04       22616
D MATTEL INC                     COM              57708110        36     1300 SH       SHARED      04        1300
D MATTEL INC                     COM              57708110         5      200 SH       SHARED      05         200
D MATTEL INC                     COM              57708110      1570    56570 SH       SHARED      06       44670             11900
D MATTEL INC                     COM              57708110     14463   521034 SH       SHARED      10      521034
D MATTEL INC                     COM              57708110       971    35000 SH       SHARED      30       35000
D MATTEL INC                     COM              57708110      5907   212823 SH       SHARED      31      212823
D MATTERSIGHT CORP               COM              57709710         0       45 SH       SHARED      02          45
D MATTHEWS INTL CORP             CL A             57712810       915    29129 SH       SHARED               29129
D MATTHEWS INTL CORP             CL A             57712810       292     9300 SH       SHARED      01         200              9100
D MATTHEWS INTL CORP             CL A             57712810         0       13 SH       SHARED      02          13
D MATTRESS FIRM HLDG CORP        COM              57722W10      1080    46590 SH       SHARED               46590
D MATTRESS FIRM HLDG CORP        COM              57722W10         0        2 SH       SHARED      02           2
D MATTSON TECHNOLOGY INC         COM              57722310        85    62267 SH       SHARED               62267
D MATTSON TECHNOLOGY INC         COM              57722310         0      595 SH       SHARED      02         595
D MAXIM INTEGRATED PRODS INC     COM              57772K10     27022  1037748 SH       SHARED             1037748
D MAXIM INTEGRATED PRODS INC     COM              57772K10      1646    63225 SH       SHARED      01       63200                25
D MAXIM INTEGRATED PRODS INC     COM              57772K10       132     5106 SH       SHARED      02        5106
D MAXIM INTEGRATED PRODS INC     COM              57772K10         5      200 SH       SHARED      05         200
D MAXIM INTEGRATED PRODS INC     COM              57772K10       124     4800 SH       SHARED      06        3200              1600
D MAXIM INTEGRATED PRODS INC     COM              57772K10      2731   104900 SH       SHARED      10      104900
D MAXIM INTEGRATED PRODS INC     COM              57772K10       126     4874 SH       SHARED      26        4874
D MAXIM INTEGRATED PRODS INC     COM              57772K10       781    30000 SH       SHARED      30       30000
D MAXLINEAR INC                  CL A             57776J10       227    47981 SH       SHARED               47981
D MAXLINEAR INC                  CL A             57776J10       163    34511 SH       SHARED      02          11             34500
D MAXLINEAR INC                  CL A             57776J10       104    21900 SH       SHARED      10       21900
D MAXWELL TECHNOLOGIES INC       COM              57776710       139     8600 SH       SHARED                8600
D MAXWELL TECHNOLOGIES INC       COM              57776710         0       20 SH       SHARED      02          20
D MAXWELL TECHNOLOGIES INC       COM              57776710       810    49920 SH       SHARED      04       49920
D MAXYGEN INC                    COM              57777610       565   100432 SH       SHARED              100432
D MAXYGEN INC                    COM              57777610        38     6900 SH       SHARED      01        6900
D MAXYGEN INC                    COM              57777610         0        9 SH       SHARED      02           9
D MAXIMUS INC                    COM              57793310      6310   152608 SH       SHARED              152608
D MAXIMUS INC                    COM              57793310        65     1577 SH       SHARED      02         807               770
D MAXIMUS INC                    COM              57793310       463    11200 SH       SHARED      10       11200
D MCCLATCHY CO                   CL A             57948910      2478  1036841 SH       SHARED             1036841
D MCCLATCHY CO                   CL A             57948910        29    12300 SH       SHARED      01       12300
D MCCLATCHY CO                   CL A             57948910         5     2221 SH       SHARED      02        2221
D MCCORMICK & CO INC             COM NON VTG      57978020      2985    59206 SH       SHARED               59206
D MCCORMICK & CO INC             COM NON VTG      57978020      1295    25700 SH       SHARED      01       25700
D MCCORMICK & CO INC             COM NON VTG      57978020       385     7655 SH       SHARED      02        5933              1722
D MCCORMICK & CO INC             COM NON VTG      57978020         5      100 SH       SHARED      05         100
D MCCORMICK & CO INC             COM NON VTG      57978020       883    17530 SH       SHARED      06       13880              3650
D MCCORMICK & CO INC             COM NON VTG      57978020      7039   139627 SH       SHARED      10      139627
D MCCORMICK & CO INC             COM NON VTG      57978020        63     1250 SH       SHR/OTHR    23                          1250
D MCCORMICK & CO INC             COM NON VTG      57978020        75     1500 SH       SHARED      30        1500
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310       616    70551 SH       SHARED               70551
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310         0       14 SH       SHARED      02          14
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310        90    10400 SH       SHARED      10       10400
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310       664    76000 SH       SHARED      26       76000
D MCDERMOTT INTL INC             COM              58003710       856    74373 SH       SHARED               74373
D MCDERMOTT INTL INC             COM              58003710       117    10180 SH       SHARED      01        7055              3125
D MCDERMOTT INTL INC             COM              58003710        42     3700 SH       SHR/OTHR    01                          3700
D MCDERMOTT INTL INC             COM              58003710        95     8277 SH       SHARED      02        4155              4122
D MCDERMOTT INTL INC             COM              58003710       173    15100 SH       SHARED      10       15100
D MCDERMOTT INTL INC             COM              58003710        12     1123 SH       SHARED      21         903               220
D MCDERMOTT INTL INC             COM              58003710         3      270 SH       SHR/OTHR    21                           270
D MCDONALDS CORP                 COM              58013510      1730    17253 SH       SHARED               10667              6586
D MCDONALDS CORP                 COM              58013510    195624  1949809 SH       SHARED             1422183            527626
D MCDONALDS CORP                 COM              58013510     49296   491346 SH       SHARED      01      410743      300    80303
D MCDONALDS CORP                 COM              58013510      8874    88456 SH       SHR/OTHR    01                         88456
D MCDONALDS CORP                 COM              58013510      9385    93544 SH       SHARED      02       31521             62023
D MCDONALDS CORP                 COM              58013510         6      866 SH CALL  SHARED      02         866
D MCDONALDS CORP                 COM              58013510         0      113 SH PUT   SHARED      02         113
D MCDONALDS CORP                 COM              58013510       687     6852 SH       SHARED      04                          6852
D MCDONALDS CORP                 COM              58013510    187679  1870622 SH       SHARED      04     1870622
D MCDONALDS CORP                 COM              58013510       431     4300 SH       SHARED      05        4300
D MCDONALDS CORP                 COM              58013510     16752   166972 SH       SHARED      06      110400             56572
D MCDONALDS CORP                 COM              58013510     41902   417644 SH       SHARED      10      416214              1430
D MCDONALDS CORP                 COM              58013510      6247    62269 SH       SHARED      20       50029      120    12120
D MCDONALDS CORP                 COM              58013510      1935    19295 SH       SHR/OTHR    20                         19295
D MCDONALDS CORP                 COM              58013510      1788    17830 SH       SHARED      21       17830
D MCDONALDS CORP                 COM              58013510      1933    19271 SH       SHR/OTHR    21                         19271
D MCDONALDS CORP                 COM              58013510     13105   130620 SH       SHARED      23      117554             13066
D MCDONALDS CORP                 COM              58013510     16672   166174 SH       SHR/OTHR    23                        166174
D MCDONALDS CORP                 COM              58013510      2337    23301 SH       SHARED      26       23301
D MCDONALDS CORP                 COM              58013510      5405    53881 SH       SHARED      27       53881
D MCDONALDS CORP                 COM              58013510     14047   140015 SH       SHARED      29      140015
D MCDONALDS CORP                 COM              58013510      6200    61800 SH       SHARED      30       61800
D MCDONALDS CORP                 COM              58013510      9709    96775 SH       SHARED      31       96775
D MCG CAPITAL CORP               COM              58047P10      1810   453789 SH       SHARED              453789
D MCG CAPITAL CORP               COM              58047P10         0       26 SH       SHARED      02          26
D MCG CAPITAL CORP               COM              58047P10       779   195400 SH       SHARED      10      195400
D MCGRATH RENTCORP               COM              58058910       226     7822 SH       SHARED                7822
D MCGRATH RENTCORP               COM              58058910        46     1600 SH       SHARED      01        1600
D MCGRATH RENTCORP               COM              58058910         7      272 SH       SHARED      02         211                61
D MCGRATH RENTCORP               COM              58058910        43     1500 SH       SHARED      10        1500
D MCGRAW HILL COS INC            COM              58064510      4394    97727 SH       SHARED               97727
D MCGRAW HILL COS INC            COM              58064510      5243   116594 SH       SHARED      01       86985             29609
D MCGRAW HILL COS INC            COM              58064510       386     8600 SH       SHR/OTHR    01                          8600
D MCGRAW HILL COS INC            COM              58064510       172     3831 SH       SHARED      02        3388               443
D MCGRAW HILL COS INC            COM              58064510        58     1300 SH       SHARED      04        1300
D MCGRAW HILL COS INC            COM              58064510        67     1490 SH       SHARED      05        1490
D MCGRAW HILL COS INC            COM              58064510      1465    32578 SH       SHARED      06       22978              9600
D MCGRAW HILL COS INC            COM              58064510      4696   104432 SH       SHARED      10      104432
D MCGRAW HILL COS INC            COM              58064510       178     3975 SH       SHARED      20        1675              2300
D MCGRAW HILL COS INC            COM              58064510       268     5976 SH       SHARED      21        5876               100
D MCGRAW HILL COS INC            COM              58064510        13      290 SH       SHR/OTHR    21                           290
D MCGRAW HILL COS INC            COM              58064510     32350   719379 SH       SHARED      23      546379            173000
D MCGRAW HILL COS INC            COM              58064510    108981  2423421 SH       SHR/OTHR    23                       2423421
D MCGRAW HILL COS INC            COM              58064510       580    12909 SH       SHARED      27       12909
D MCKESSON CORP                  COM              58155Q10        69      891 SH       SHARED                 371               520
D MCKESSON CORP                  COM              58155Q10     30895   396549 SH       SHARED              394151              2398
D MCKESSON CORP                  COM              58155Q10     16511   211925 SH       SHARED      01      155446      200    56279
D MCKESSON CORP                  COM              58155Q10      3820    49033 SH       SHR/OTHR    01                         49033
D MCKESSON CORP                  COM              58155Q10      4248    54535 SH       SHARED      02       40693             13842
D MCKESSON CORP                  COM              58155Q10       729     9365 SH       SHARED      04        9365
D MCKESSON CORP                  COM              58155Q10     31310   401876 SH       SHARED      04      401876
D MCKESSON CORP                  COM              58155Q10       229     2948 SH       SHARED      05        2948
D MCKESSON CORP                  COM              58155Q10      5031    64586 SH       SHARED      06       24436             40150
D MCKESSON CORP                  COM              58155Q10     17405   223410 SH       SHARED      10      221819              1591
D MCKESSON CORP                  COM              58155Q10      3727    47839 SH       SHARED      20       41314      135     6390
D MCKESSON CORP                  COM              58155Q10       518     6650 SH       SHR/OTHR    20                          6650
D MCKESSON CORP                  COM              58155Q10       231     2970 SH       SHARED      21        2970
D MCKESSON CORP                  COM              58155Q10       129     1660 SH       SHR/OTHR    21                          1660
D MCKESSON CORP                  COM              58155Q10      4453    57157 SH       SHARED      23       49522              7635
D MCKESSON CORP                  COM              58155Q10      2975    38195 SH       SHR/OTHR    23                         38195
D MCKESSON CORP                  COM              58155Q10      1737    22300 SH       SHARED      26       22300
D MCKESSON CORP                  COM              58155Q10       392     5038 SH       SHARED      27        5038
D MCKESSON CORP                  COM              58155Q10      5388    69160 SH       SHARED      31       69160
D MCKESSON CORP                  COM              58155Q10       670     8600 SH       SHARED      32        8600
D MCMORAN EXPLORATION CO         COM              58241110       560    38555 SH       SHARED               22655             15900
D MCMORAN EXPLORATION CO         COM              58241110        56     3900 SH       SHARED      01        3900
D MCMORAN EXPLORATION CO         COM              58241110     12256   842348 SH       SHARED      02      842348
D MCMORAN EXPLORATION CO         COM              58241110         0     1400 SH CALL  SHARED      02        1400
D MCMORAN EXPLORATION CO         COM              58241110     22974  1579000 SH       SHARED      04     1579000
D MCMORAN EXPLORATION CO         COM              58241110     15462  1062700 SH       SHARED      05     1062700
D MCMORAN EXPLORATION CO         COM              58241110        68     4700 SH       SHARED      10        4700
D MEAD JOHNSON NUTRITION CO      COM              58283910      2968    43191 SH       SHARED               43191
D MEAD JOHNSON NUTRITION CO      COM              58283910      3003    43700 SH       SHARED      01       43700
D MEAD JOHNSON NUTRITION CO      COM              58283910       299     4353 SH       SHARED      02        4353
D MEAD JOHNSON NUTRITION CO      COM              58283910         0      190 SH CALL  SHARED      02         190
D MEAD JOHNSON NUTRITION CO      COM              58283910      2655    38634 SH       SHARED      04       38634
D MEAD JOHNSON NUTRITION CO      COM              58283910     31883   463900 SH       SHARED      04      463900
D MEAD JOHNSON NUTRITION CO      COM              58283910        75     1100 SH       SHARED      05        1100
D MEAD JOHNSON NUTRITION CO      COM              58283910      6005    87374 SH       SHARED      06       81474              5900
D MEAD JOHNSON NUTRITION CO      COM              58283910      7673   111648 SH       SHARED      10      111648
D MEAD JOHNSON NUTRITION CO      COM              58283910        93     1366 SH       SHARED      26        1366
D MEAD JOHNSON NUTRITION CO      COM              58283910       425     6190 SH       SHARED      29        6190
D MEAD JOHNSON NUTRITION CO      COM              58283910      5295    77047 SH       SHARED      31       77047
D MEADE INSTRUMENTS CORP         COM NEW          58306220         0        8 SH       SHARED      02           8
D MEADOWBROOK INS GROUP INC      COM              58319P10       181    16986 SH       SHARED               16986
D MEADOWBROOK INS GROUP INC      COM              58319P10         2      272 SH       SHARED      02         272
D MEADWESTVACO CORP              COM              58333410       925    30914 SH       SHARED               30914
D MEADWESTVACO CORP              COM              58333410      2610    87173 SH       SHARED               87173
D MEADWESTVACO CORP              COM              58333410      1138    38029 SH       SHARED      01       38029
D MEADWESTVACO CORP              COM              58333410       294     9819 SH       SHARED      02        8419              1400
D MEADWESTVACO CORP              COM              58333410         2      100 SH       SHARED      05         100
D MEADWESTVACO CORP              COM              58333410       880    29410 SH       SHARED      06       24810              4600
D MEADWESTVACO CORP              COM              58333410      2751    91867 SH       SHARED      10       91867
D MEADWESTVACO CORP              COM              58333410       748    25000 SH       SHARED      30       25000
D MEASUREMENT SPECIALTIES INC    COM              58342110       125     4473 SH       SHARED                4473
D MEASUREMENT SPECIALTIES INC    COM              58342110         2       91 SH       SHARED      02          91
D MEASUREMENT SPECIALTIES INC    COM              58342110        53     1900 SH       SHARED      10        1900
D MECHEL OAO                     SPONSORED ADR    58384010      2610   307131 SH       SHARED              307131
D MECHEL OAO                     SPONSORED ADR    58384010       195    23049 SH       SHARED      02       23049
D MECHEL OAO                     SPONSORED ADR    58384010         0      500 SH CALL  SHARED      02         500
D MECHEL OAO                     SPONSORED ADR    58384010         3      256 SH PUT   SHARED      02         256
D MECHEL OAO                     SPONSORED ADR    58384010     15192  1787300 SH       SHARED      04     1787300
D MECHEL OAO                     SPONSORED ADR    58384010      1827   215000 SH       SHARED      05      215000
D MECHEL OAO                     SPONSORED ADR    58384010      4250   500000 SH       SHARED      06                        500000
D MECHEL OAO                     SPON ADR PFD     58384050        37    10700 SH       SHARED               10700
D MECHEL OAO                     SPON ADR PFD     58384050       105    30000 SH       SHARED      04       30000
D MECHEL OAO                     SPON ADR PFD     58384050       482   137804 SH       SHARED      05      137804
D MEDALLION FINL CORP            COM              58392810       736    64685 SH       SHARED               64685
D MEDALLION FINL CORP            COM              58392810         0        4 SH       SHARED      02           4
D MEDALLION FINL CORP            COM              58392810       220    19400 SH       SHARED      10       19400
D MEDALLION FINL CORP            COM              58392810        68     6000 SH       SHR/OTHR    23                          6000
D MEDCATH CORP                   COM              58404W10       203    27962 SH       SHARED               27962
D MEDCATH CORP                   COM              58404W10         0       75 SH       SHARED      01          75
D MEDCATH CORP                   COM              58404W10        13     1829 SH       SHARED      02         179              1650
D MEDCATH CORP                   COM              58404W10        13     1900 SH       SHARED      29        1900
D MEDASSETS INC                  COM              58404510      3149   340459 SH       SHARED              340459
D MEDASSETS INC                  COM              58404510         3      432 SH       SHARED      02         432
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10       167     3000 SH       SHARED                                  3000
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10     79196  1416750 SH       SHARED             1416750
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      6750   120754 SH       SHARED      01      117232              3522
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10       320     5736 SH       SHR/OTHR    01                          5736
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10     32927   589043 SH       SHARED      02      581955              7088
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         4     5402 SH CALL  SHARED      02        5402
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         0        2 SH PUT   SHARED      02           2
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      4042    72314 SH       SHARED      04       72314
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10       238     4270 SH       SHARED      05        4270
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      2152    38500 SH       SHARED      06       25828             12672
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      7087   126792 SH       SHARED      10      126792
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         0        6 SH       SHARED      20                             6
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      1684    30127 SH       SHARED      23       24854              5273
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      1672    29924 SH       SHR/OTHR    23                         29924
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10        35      633 SH       SHARED      27         633
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10       162     2900 SH       SHARED      29        2900
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      4761    85187 SH       SHARED      31       85187
D MEDIA GEN INC                  CL A             58440410        33     8166 SH       SHARED                8166
D MEDIA GEN INC                  CL A             58440410        84    20775 SH       SHARED      01       20775
D MEDICAL ACTION INDS INC        COM              58449L10       122    23374 SH       SHARED               23374
D MEDICAL ACTION INDS INC        COM              58449L10         0        8 SH       SHARED      02           8
D MEDICAL PPTYS TRUST INC        COM              58463J30      3977   402966 SH       SHARED              402966
D MEDICAL PPTYS TRUST INC        COM              58463J30        58     5900 SH       SHARED      01        5900
D MEDICAL PPTYS TRUST INC        COM              58463J30       499    50587 SH       SHARED      02        1687             48900
D MEDICAL PPTYS TRUST INC        COM              58463J30       259    26300 SH       SHARED      10       26300
D MEDICAL PPTYS TRUST INC        COM              58463J30       159    16150 SH       SHARED      11                         16150
D MEDICINOVA INC                 COM NEW          58468P20       246   145237 SH       SHARED      26      145237
D MEDICINOVA INC                 COM NEW          58468P20        52    30820 SH       SHARED      32       30820
D MEDICINES CO                   COM              58468810      4990   267710 SH       SHARED              267710
D MEDICINES CO                   COM              58468810       207    11149 SH       SHARED      01        9299              1850
D MEDICINES CO                   COM              58468810       378    20300 SH       SHR/OTHR    01                         20300
D MEDICINES CO                   COM              58468810      1861    99854 SH       SHARED      02       99854
D MEDICINES CO                   COM              58468810       909    48813 SH       SHARED      04       48813
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030      3526   106071 SH       SHARED              106071
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       655    19700 SH       SHARED      01                         19700
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030        27      841 SH       SHARED      02         411               430
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       432    13000 SH       SHARED      10       13000
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030        14      426 SH       SHARED      21         426
D MEDIFAST INC                   COM              58470H10      2877   209756 SH       SHARED              209756
D MEDIFAST INC                   COM              58470H10         7      579 SH       SHARED      02         579
D MEDIFAST INC                   COM              58470H10       178    13000 SH       SHARED      26       13000
D MEDICIS PHARMACEUTICAL CORP    NOTE  2.500% 6/0 58470KAA       544   450000 PRN      SHARED              450000
D MEDICIS PHARMACEUTICAL CORP    NOTE  2.500% 6/0 58470KAA       260   215000 PRN      SHARED      02      215000
D MEDIDATA SOLUTIONS INC         COM              58471A10       132     6082 SH       SHARED                6082
D MEDIDATA SOLUTIONS INC         COM              58471A10       357    16419 SH       SHARED      02       16419
D MEDTOX SCIENTIFIC INC          COM NEW          58497720        15     1101 SH       SHARED                1101
D MEDTOX SCIENTIFIC INC          COM NEW          58497720         3      231 SH       SHARED      02           6               225
D MEDIVATION INC                 COM              58501N10      1656    35918 SH       SHARED               35918
D MEDIVATION INC                 COM              58501N10       290     6300 SH       SHARED      01        6300
D MEDIVATION INC                 COM              58501N10       235     5103 SH       SHARED      02        5103
D MEDIVATION INC                 COM              58501N10      8175   177300 SH       SHARED      04      177300
D MEDIVATION INC                 COM              58501N10        29      650 SH       SHARED      06         650
D MEDIVATION INC                 COM              58501N10       101     2200 SH       SHARED      10        2200
D MEDIVATION INC                 COM              58501N10       783    17000 SH       SHARED      26       17000
D MEDIVATION INC                 COM              58501N10       290     6300 SH       SHARED      32        6300
D MEDNAX INC                     COM              58502B10       294     4091 SH       SHARED                4091
D MEDNAX INC                     COM              58502B10      1296    18000 SH       SHARED      01        3000             15000
D MEDNAX INC                     COM              58502B10     11186   155348 SH       SHARED      02      153708              1640
D MEDNAX INC                     COM              58502B10      1656    23000 SH       SHARED      04       23000
D MEDNAX INC                     COM              58502B10       158     2200 SH       SHARED      10        2200
D MEDLEY CAP CORP                COM              58503F10        22     2172 SH       SHARED                2172
D MEDLEY CAP CORP                COM              58503F10         0        9 SH       SHARED      02           9
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM       427   425000 PRN      SHARED              425000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM     44636 44326000 PRN      SHARED      06    34426000           9900000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM        50    50000 PRN      SHARED      10       50000
D MEDTRONIC INC                  COM              58505510       160     4200 SH       SHARED                                  4200
D MEDTRONIC INC                  COM              58505510     48892  1278238 SH       SHARED             1277388               850
D MEDTRONIC INC                  COM              58505510        27    50464 SH CALL  SHARED               50464
D MEDTRONIC INC                  COM              58505510         0     2050 SH PUT   SHARED                2050
D MEDTRONIC INC                  COM              58505510     11745   307064 SH       SHARED      01      270596             36468
D MEDTRONIC INC                  COM              58505510        57     1500 SH       SHR/OTHR    01                          1500
D MEDTRONIC INC                  COM              58505510      8009   209393 SH       SHARED      02      144213             65180
D MEDTRONIC INC                  COM              58505510         1      595 SH CALL  SHARED      02         595
D MEDTRONIC INC                  COM              58505510         2      900 SH PUT   SHARED      02         900
D MEDTRONIC INC                  COM              58505510       166     4340 SH       SHARED      04                          4340
D MEDTRONIC INC                  COM              58505510    175688  4593175 SH       SHARED      04     4593175
D MEDTRONIC INC                  COM              58505510      1067    27920 SH       SHARED      05       27920
D MEDTRONIC INC                  COM              58505510      7938   207530 SH       SHARED      06      176130             31400
D MEDTRONIC INC                  COM              58505510     16156   422404 SH       SHARED      10      422404
D MEDTRONIC INC                  COM              58505510       100     2635 SH       SHARED      20         400              2235
D MEDTRONIC INC                  COM              58505510       137     3600 SH       SHR/OTHR    20                          3600
D MEDTRONIC INC                  COM              58505510         5      135 SH       SHARED      21                           135
D MEDTRONIC INC                  COM              58505510        13      343 SH       SHR/OTHR    21                           343
D MEDTRONIC INC                  COM              58505510       137     3600 SH       SHARED      23        3600
D MEDTRONIC INC                  COM              58505510      1750    45766 SH       SHR/OTHR    23                         45766
D MEDTRONIC INC                  COM              58505510       933    24400 SH       SHARED      26       24400
D MEDTRONIC INC                  COM              58505510      1568    41000 SH       SHARED      29       41000
D MEDTRONIC INC                  COM              58505510       535    14000 SH       SHARED      30       14000
D MEDTRONIC INC                  COM              58505510      5119   133845 SH       SHARED      31      133845
D MEDTRONIC INC                  COM              58505510       749    19594 SH       SHARED      32       19594
D MEDQUIST HLDGS INC             COM              58506K10        84     8748 SH       SHARED                8748
D MEDQUIST HLDGS INC             COM              58506K10         0       26 SH       SHARED      02          26
D MELCO CROWN ENTMT LTD          ADR              58546410       225    23436 SH       SHARED               23436
D MELCO CROWN ENTMT LTD          ADR              58546410        19     2036 SH       SHARED      02        2036
D MENS WEARHOUSE INC             COM              58711810      8795   271381 SH       SHARED              271381
D MENS WEARHOUSE INC             COM              58711810       109     3368 SH       SHARED      02        3368
D MENS WEARHOUSE INC             COM              58711810       502    15500 SH       SHARED      10       15500
D MENTOR GRAPHICS CORP           COM              58720010      6696   493835 SH       SHARED              493835
D MENTOR GRAPHICS CORP           COM              58720010       394    29100 SH       SHARED      01                         29100
D MENTOR GRAPHICS CORP           COM              58720010      3594   265047 SH       SHARED      02      265047
D MENTOR GRAPHICS CORP           COM              58720010       257    19000 SH       SHARED      10       19000
D MERCADOLIBRE INC               COM              58733R10      9329   117290 SH       SHARED              117290
D MERCADOLIBRE INC               COM              58733R10       171     2150 SH       SHARED      01        2150
D MERCADOLIBRE INC               COM              58733R10        41      520 SH       SHARED      02         520
D MERCADOLIBRE INC               COM              58733R10         1      104 SH PUT   SHARED      02         104
D MERCER INTL INC                COM              58805610      1244   203963 SH       SHARED              203963
D MERCER INTL INC                COM              58805610         0        2 SH       SHARED      02           2
D MERCHANTS BANCSHARES           COM              58844810        26      907 SH       SHARED                 907
D MERCHANTS BANCSHARES           COM              58844810         0        1 SH       SHARED      02           1
D MERCK & CO INC NEW             COM              58933Y10       194     5163 SH       SHARED                4996               167
D MERCK & CO INC NEW             COM              58933Y10    137991  3660239 SH       SHARED             3298117            362122
D MERCK & CO INC NEW             COM              58933Y10     41285  1095109 SH       SHARED      01      870675            224434
D MERCK & CO INC NEW             COM              58933Y10     29502   782558 SH       SHR/OTHR    01                        782558
D MERCK & CO INC NEW             COM              58933Y10     13566   359848 SH       SHARED      02       87236            272612
D MERCK & CO INC NEW             COM              58933Y10        25    15326 SH CALL  SHARED      02       15326
D MERCK & CO INC NEW             COM              58933Y10         4     4792 SH PUT   SHARED      02        4792
D MERCK & CO INC NEW             COM              58933Y10      2080    55191 SH       SHARED      04       22336             32855
D MERCK & CO INC NEW             COM              58933Y10    157690  4182758 SH       SHARED      04     4182758
D MERCK & CO INC NEW             COM              58933Y10     10160   269496 SH       SHARED      05      269496
D MERCK & CO INC NEW             COM              58933Y10     15928   422517 SH       SHARED      06      194156            228361
D MERCK & CO INC NEW             COM              58933Y10     58056  1539959 SH       SHARED      10     1539959
D MERCK & CO INC NEW             COM              58933Y10      1274    33813 SH       SHARED      20       28275              5538
D MERCK & CO INC NEW             COM              58933Y10      2470    65528 SH       SHR/OTHR    20                         65528
D MERCK & CO INC NEW             COM              58933Y10       450    11937 SH       SHARED      21       11937
D MERCK & CO INC NEW             COM              58933Y10     20584   546016 SH       SHARED      23      542753              3263
D MERCK & CO INC NEW             COM              58933Y10      6177   163868 SH       SHR/OTHR    23                        163868
D MERCK & CO INC NEW             COM              58933Y10       542    14400 SH       SHARED      26       14400
D MERCK & CO INC NEW             COM              58933Y10      1075    28534 SH       SHARED      27       28534
D MERCK & CO INC NEW             COM              58933Y10     14848   393869 SH       SHARED      31      393869
D MERCK & CO INC NEW             COM              58933Y10      4121   109325 SH       SHARED      32      109325
D MERCURY COMPUTER SYS           COM              58937810      1488   111966 SH       SHARED              111966
D MERCURY COMPUTER SYS           COM              58937810         0       25 SH       SHARED      01          25
D MERCURY COMPUTER SYS           COM              58937810         2      218 SH       SHARED      02         218
D MERCURY COMPUTER SYS           COM              58937810       154    11600 SH       SHARED      10       11600
D MERCURY GENL CORP NEW          COM              58940010      1832    40169 SH       SHARED               40169
D MERCURY GENL CORP NEW          COM              58940010       501    11000 SH       SHARED      01                         11000
D MERCURY GENL CORP NEW          COM              58940010        13      303 SH       SHARED      02         303
D MERCURY GENL CORP NEW          COM              58940010      1163    25500 SH       SHARED      10       25500
D MEREDITH CORP                  COM              58943310      6030   184709 SH       SHARED              184709
D MEREDITH CORP                  COM              58943310       470    14399 SH       SHARED      01        2799             11600
D MEREDITH CORP                  COM              58943310        26      810 SH       SHARED      02         810
D MEREDITH CORP                  COM              58943310     28391   869575 SH       SHARED      10      869575
D MERGE HEALTHCARE INC           COM              58949910        77    15917 SH       SHARED               15917
D MERGE HEALTHCARE INC           COM              58949910         0       46 SH       SHARED      02          46
D MERIDIAN BIOSCIENCE INC        COM              58958410       334    17779 SH       SHARED               17779
D MERIDIAN BIOSCIENCE INC        COM              58958410        13      736 SH       SHARED      02         736
D MERIDIAN INTERSTAT BANCORP I   COM              58964Q10        75     6079 SH       SHARED                6079
D MERIDIAN INTERSTAT BANCORP I   COM              58964Q10         0        4 SH       SHARED      02           4
D MERIT MED SYS INC              COM              58988910       151    11310 SH       SHARED               11310
D MERIT MED SYS INC              COM              58988910         3      262 SH       SHARED      02         262
D MERITAGE HOMES CORP            COM              59001A10       299    12916 SH       SHARED               12916
D MERITAGE HOMES CORP            COM              59001A10         5      248 SH       SHARED      02         248
D MERITAGE HOMES CORP            COM              59001A10       438    18900 SH       SHARED      10       18900
D MERITOR INC                    COM              59001K10      1563   293840 SH       SHARED              293840
D MERITOR INC                    COM              59001K10        42     7945 SH       SHARED      01        7000               945
D MERITOR INC                    COM              59001K10      1355   254718 SH       SHARED      02      254718
D MERITOR INC                    COM              59001K10       118    22200 SH       SHARED      10       22200
D MERITOR INC                    COM              59001K10         0       90 SH       SHARED      23          90
D MERU NETWORKS INC              COM              59047Q10       755   182882 SH       SHARED              182882
D MERU NETWORKS INC              COM              59047Q10        40     9900 SH       SHARED      01        9900
D MERU NETWORKS INC              COM              59047Q10        12     3008 SH       SHARED      02           8              3000
D MESA RTY TR                    UNIT BEN INT     59066010        16      400 SH       SHARED                 400
D MESABI TR                      CTF BEN INT      59067210      4167   166025 SH       SHARED              166025
D MESABI TR                      CTF BEN INT      59067210         0        1 SH       SHARED      02           1
D MET PRO CORP                   COM              59087630       255    28282 SH       SHARED               28282
D MET PRO CORP                   COM              59087630         0        5 SH       SHARED      02           5
D META FINL GROUP INC            COM              59100U10         0        2 SH       SHARED      02           2
D METABOLIX INC                  COM              59101880        44     9839 SH       SHARED                9839
D METABOLIX INC                  COM              59101880         0       20 SH       SHARED      02          20
D METABOLIX INC                  COM              59101880        63    14000 SH       SHARED      10       14000
D METALICO INC                   COM              59117610       411   124927 SH       SHARED              124927
D METALICO INC                   COM              59117610        19     5900 SH       SHARED      01        5900
D METALICO INC                   COM              59117610         0      126 SH       SHARED      02         126
D METALS USA HLDGS CORP          COM              59132A10       502    44634 SH       SHARED               44634
D METALS USA HLDGS CORP          COM              59132A10         0       14 SH       SHARED      02          14
D METHANEX CORP                  COM              59151K10      4916   215427 SH       SHARED              215427
D METHANEX CORP                  COM              59151K10         0       12 SH       SHARED      02          12
D METHODE ELECTRS INC            COM              59152020       100    12080 SH       SHARED               12080
D METHODE ELECTRS INC            COM              59152020         0       50 SH       SHARED      01          50
D METHODE ELECTRS INC            COM              59152020         3      417 SH       SHARED      02         417
D METHODE ELECTRS INC            COM              59152020       147    17800 SH       SHARED      10       17800
D METLIFE INC                    COM              59156R10       299     9600 SH       SHARED                                  9600
D METLIFE INC                    COM              59156R10    276421  8865333 SH       SHARED             8865333
D METLIFE INC                    COM              59156R10     10556   338554 SH       SHARED      01      328730              9824
D METLIFE INC                    COM              59156R10       390    12521 SH       SHR/OTHR    01                         12521
D METLIFE INC                    COM              59156R10      1956    62744 SH       SHARED      02       56709              6035
D METLIFE INC                    COM              59156R10         5     2825 SH PUT   SHARED      02        2825
D METLIFE INC                    COM              59156R10       440    14121 SH       SHARED      04       14121
D METLIFE INC                    COM              59156R10     72126  2313222 SH       SHARED      04     2313222
D METLIFE INC                    COM              59156R10      8211   263360 SH       SHARED      05      263360
D METLIFE INC                    COM              59156R10      2905    93200 SH       SHARED      06       62400             30800
D METLIFE INC                    COM              59156R10     12871   412826 SH       SHARED      10      412826
D METLIFE INC                    COM              59156R10       402    12920 SH       SHARED      20       12215               705
D METLIFE INC                    COM              59156R10         4      130 SH       SHR/OTHR    20                           130
D METLIFE INC                    COM              59156R10       186     5975 SH       SHARED      21        5975
D METLIFE INC                    COM              59156R10         2       90 SH       SHR/OTHR    21                            90
D METLIFE INC                    COM              59156R10       211     6785 SH       SHARED      23        6710                75
D METLIFE INC                    COM              59156R10       129     4150 SH       SHR/OTHR    23                          4150
D METLIFE INC                    COM              59156R10       718    23057 SH       SHARED      26       23057
D METLIFE INC                    COM              59156R10        16      534 SH       SHARED      27         534
D METLIFE INC                    COM              59156R10      4775   153148 SH       SHARED      31      153148
D METLIFE INC                    UNIT 99/99/9999  59156R11     31764   514484 SH       SHARED              510941              3543
D METLIFE INC                    UNIT 99/99/9999  59156R11      1629    26400 SH       SHARED      02       26400
D METRO BANCORP INC PA           COM              59161R10       296    35367 SH       SHARED               35367
D METRO BANCORP INC PA           COM              59161R10         0        4 SH       SHARED      02           4
D METROPCS COMMUNICATIONS INC    COM              59170810     10510  1210889 SH       SHARED             1210889
D METROPCS COMMUNICATIONS INC    COM              59170810       749    86350 SH       SHARED      01       81500              4850
D METROPCS COMMUNICATIONS INC    COM              59170810       256    29535 SH       SHARED      02       29535
D METROPCS COMMUNICATIONS INC    COM              59170810       463    53400 SH       SHARED      04       53400
D METROPCS COMMUNICATIONS INC    COM              59170810        29     3400 SH       SHARED      05        3400
D METROPCS COMMUNICATIONS INC    COM              59170810        74     8600 SH       SHARED      06        1900              6700
D METROPCS COMMUNICATIONS INC    COM              59170810      2348   270560 SH       SHARED      10      270560
D METROPCS COMMUNICATIONS INC    COM              59170810       167    19297 SH       SHARED      26       19297
D METROPCS COMMUNICATIONS INC    COM              59170810       415    47908 SH       SHARED      27       47908
D METROPOLITAN HEALTH NETWORKS   COM              59214210        83    11156 SH       SHARED               11156
D METROPOLITAN HEALTH NETWORKS   COM              59214210         0       51 SH       SHARED      02          51
D METTLER TOLEDO INTERNATIONAL   COM              59268810      1657    11221 SH       SHARED               11221
D METTLER TOLEDO INTERNATIONAL   COM              59268810      3077    20836 SH       SHARED      01        9570             11266
D METTLER TOLEDO INTERNATIONAL   COM              59268810        84      570 SH       SHR/OTHR    01                           570
D METTLER TOLEDO INTERNATIONAL   COM              59268810        37      255 SH       SHARED      02         202                53
D METTLER TOLEDO INTERNATIONAL   COM              59268810       221     1500 SH       SHARED      10        1500
D METTLER TOLEDO INTERNATIONAL   COM              59268810       238     1615 SH       SHARED      20        1540                75
D METTLER TOLEDO INTERNATIONAL   COM              59268810        19      130 SH       SHR/OTHR    20                           130
D METTLER TOLEDO INTERNATIONAL   COM              59268810        59      400 SH       SHR/OTHR    21                           400
D METTLER TOLEDO INTERNATIONAL   COM              59268810       203     1375 SH       SHARED      23        1375
D METTLER TOLEDO INTERNATIONAL   COM              59268810       454     3075 SH       SHR/OTHR    23                          3075
D MFS HIGH YIELD MUN TR          SH BEN INT       59318E10        12     2551 SH       SHARED      01        2551
D MICREL INC                     COM              59479310      3872   383021 SH       SHARED              383021
D MICREL INC                     COM              59479310         2      287 SH       SHARED      02         287
D MICROS SYS INC                 COM              59490110      5019   107769 SH       SHARED              107769
D MICROS SYS INC                 COM              59490110      1285    27600 SH       SHARED      01        2800             24800
D MICROS SYS INC                 COM              59490110       103     2228 SH       SHARED      02         608              1620
D MICROS SYS INC                 COM              59490110       163     3500 SH       SHARED      10        3500
D MICROS SYS INC                 COM              59490110        18      393 SH       SHARED      21         393
D MICROSOFT CORP                 COM              59491810      6499   250375 SH       SHARED                9325            241050
D MICROSOFT CORP                 COM              59491810    465990 17950320 SH       SHARED            17414432            535878
D MICROSOFT CORP                 COM              59491810         1      550 SH CALL  SHARED                 550
D MICROSOFT CORP                 COM              59491810         5     1721 SH PUT   SHARED                1721
D MICROSOFT CORP                 COM              59491810     28148  1084303 SH       SHARED      01      700202      500   383601
D MICROSOFT CORP                 COM              59491810     10893   419615 SH       SHR/OTHR    01                        419615
D MICROSOFT CORP                 COM              59491810     69777  2687866 SH       SHARED      02     2190639            497227
D MICROSOFT CORP                 COM              59491810        15    49990 SH CALL  SHARED      02       49990
D MICROSOFT CORP                 COM              59491810        49     8849 SH PUT   SHARED      02        8849
D MICROSOFT CORP                 COM              59491810      1318    50771 SH       SHARED      04       33413             17358
D MICROSOFT CORP                 COM              59491810    289165 11138887 SH       SHARED      04    11138887
D MICROSOFT CORP                 COM              59491810      1210    46620 SH       SHARED      05       46620
D MICROSOFT CORP                 COM              59491810     31172  1200802 SH       SHARED      06      629802            571000
D MICROSOFT CORP                 COM              59491810    105693  4071398 SH       SHARED      10     4068073              3325
D MICROSOFT CORP                 COM              59491810       272    10500 SH       SHARED      15       10500
D MICROSOFT CORP                 COM              59491810      5152   198496 SH       SHARED      20      127371      305    70820
D MICROSOFT CORP                 COM              59491810      1063    40959 SH       SHR/OTHR    20                         40959
D MICROSOFT CORP                 COM              59491810      2118    81605 SH       SHARED      21       81413               192
D MICROSOFT CORP                 COM              59491810       490    18911 SH       SHR/OTHR    21                         18911
D MICROSOFT CORP                 COM              59491810      9598   369750 SH       SHARED      23      331471             38279
D MICROSOFT CORP                 COM              59491810     11214   432000 SH       SHR/OTHR    23                        432000
D MICROSOFT CORP                 COM              59491810      4849   186803 SH       SHARED      26      186803
D MICROSOFT CORP                 COM              59491810         0     5000 SH PUT   SHARED      26        5000
D MICROSOFT CORP                 COM              59491810      2068    79691 SH       SHARED      27       79691
D MICROSOFT CORP                 COM              59491810      7075   272540 SH       SHARED      29      272540
D MICROSOFT CORP                 COM              59491810      2076    80000 SH       SHARED      30       80000
D MICROSOFT CORP                 COM              59491810     24623   948511 SH       SHARED      31      948511
D MICROVISION INC DEL            COM              59496010         7    20670 SH       SHARED               20670
D MICROVISION INC DEL            COM              59496010         0       89 SH       SHARED      02          89
D MICROSTRATEGY INC              CL A NEW         59497240       463     4283 SH       SHARED                4283
D MICROSTRATEGY INC              CL A NEW         59497240         6       61 SH       SHARED      02          61
D MICROSTRATEGY INC              CL A NEW         59497240       433     4000 SH       SHARED      04        4000
D MICROCHIP TECHNOLOGY INC       SDCV  2.125%12/1 595017AB      2295  1700000 PRN      SHARED                               1700000
D MICROCHIP TECHNOLOGY INC       SDCV  2.125%12/1 595017AB      8276  6131000 PRN      SHARED      02     6131000
D MICROCHIP TECHNOLOGY INC       COM              59501710      7823   213589 SH       SHARED              213589
D MICROCHIP TECHNOLOGY INC       COM              59501710      1760    48050 SH       SHARED      01       44875              3175
D MICROCHIP TECHNOLOGY INC       COM              59501710       126     3441 SH       SHARED      02        1572              1869
D MICROCHIP TECHNOLOGY INC       COM              59501710         0       87 SH CALL  SHARED      02          87
D MICROCHIP TECHNOLOGY INC       COM              59501710         3      100 SH       SHARED      05         100
D MICROCHIP TECHNOLOGY INC       COM              59501710       857    23410 SH       SHARED      06       18510              4900
D MICROCHIP TECHNOLOGY INC       COM              59501710      8884   242556 SH       SHARED      10      242556
D MICROCHIP TECHNOLOGY INC       COM              59501710         9      270 SH       SHR/OTHR    21                           270
D MICROCHIP TECHNOLOGY INC       COM              59501710        18      500 SH       SHARED      23                           500
D MICROCHIP TECHNOLOGY INC       COM              59501710        10      300 SH       SHR/OTHR    23                           300
D MICROCHIP TECHNOLOGY INC       COM              59501710       751    20525 SH       SHARED      29       20525
D MICROMET INC                   COM              59509C10       188    26182 SH       SHARED               26182
D MICROMET INC                   COM              59509C10         0       70 SH       SHARED      02          70
D MICROMET INC                   COM              59509C10       115    16111 SH       SHARED      04       16111
D MICROMET INC                   COM              59509C10        20     2900 SH       SHARED      10        2900
D MICROMET INC                   COM              59509C10       568    79088 SH       SHARED      26       79088
D MICROMET INC                   COM              59509C10       126    17600 SH       SHARED      32       17600
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH      1719  1800000 PRN      SHARED             1800000
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH        14    15000 PRN      SHARED      02       15000
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH      4902  5134000 PRN      SHARED      06     1434000           3700000
D MICRON TECHNOLOGY INC          NOTE  4.250%10/1 595112AJ     12783  9060000 PRN      SHARED      02     9060000
D MICRON TECHNOLOGY INC          COM              59511210     11374  1808401 SH       SHARED             1808401
D MICRON TECHNOLOGY INC          COM              59511210         0      200 SH CALL  SHARED                 200
D MICRON TECHNOLOGY INC          COM              59511210         3      875 SH PUT   SHARED                 875
D MICRON TECHNOLOGY INC          COM              59511210      1279   203470 SH       SHARED      01      203470
D MICRON TECHNOLOGY INC          COM              59511210     22420  3564504 SH       SHARED      02     3564504
D MICRON TECHNOLOGY INC          COM              59511210         0     3000 SH CALL  SHARED      02        3000
D MICRON TECHNOLOGY INC          COM              59511210      3019   480000 SH       SHARED      04      480000
D MICRON TECHNOLOGY INC          COM              59511210         3      550 SH       SHARED      05         550
D MICRON TECHNOLOGY INC          COM              59511210       853   135770 SH       SHARED      06      115770             20000
D MICRON TECHNOLOGY INC          COM              59511210      2387   379649 SH       SHARED      10      379649
D MICROSEMI CORP                 COM              59513710      1167    69675 SH       SHARED               69675
D MICROSEMI CORP                 COM              59513710        25     1500 SH       SHARED      01        1500
D MICROSEMI CORP                 COM              59513710        29     1747 SH       SHARED      02        1747
D MICROSEMI CORP                 COM              59513710       418    25000 SH       SHARED      04       25000
D MICROSEMI CORP                 COM              59513710     23393  1396600 SH       SHARED      10     1396600
D MID-AMER APT CMNTYS INC        COM              59522J10      4444    71058 SH       SHARED               71058
D MID-AMER APT CMNTYS INC        COM              59522J10        93     1500 SH       SHARED      01        1500
D MID-AMER APT CMNTYS INC        COM              59522J10        38      615 SH       SHARED      02         615
D MID-AMER APT CMNTYS INC        COM              59522J10       206     3300 SH       SHARED      10        3300
D MIDAS GROUP INC                COM              59562610         0       19 SH       SHARED                  19
D MIDAS GROUP INC                COM              59562610        39     4618 SH       SHARED      02        4618
D MIDDLEBY CORP                  COM              59627810       544     5795 SH       SHARED                5795
D MIDDLEBY CORP                  COM              59627810        31      334 SH       SHARED      02         334
D MIDDLEBY CORP                  COM              59627810        84      900 SH       SHARED      10         900
D MIDDLESEX WATER CO             COM              59668010       115     6208 SH       SHARED                6208
D MIDDLESEX WATER CO             COM              59668010         3      200 SH       SHARED      02         200
D MIDDLESEX WATER CO             COM              59668010        39     2100 SH       SHARED      10        2100
D MIDSOUTH BANCORP INC           COM              59803910        19     1488 SH       SHARED                1488
D MIDSOUTH BANCORP INC           COM              59803910         0       60 SH       SHARED      02          60
D MIDWAY GOLD CORP               COM              59815310        30    14414 SH       SHARED               14414
D MIDWAY GOLD CORP               COM              59815310         0       64 SH       SHARED      02          64
D MILLER ENERGY RES INC          COM              60052710       285   102165 SH       SHARED              102165
D MILLER ENERGY RES INC          COM              60052710        55    19800 SH       SHARED      01       19800
D MILLER ENERGY RES INC          COM              60052710         0      212 SH       SHARED      02         212
D MILLER HERMAN INC              COM              60054410      1617    87661 SH       SHARED               87661
D MILLER HERMAN INC              COM              60054410       332    18000 SH       SHARED      01                         18000
D MILLER HERMAN INC              COM              60054410         0       45 SH       SHARED      02          45
D MILLER HERMAN INC              COM              60054410        81     4400 SH       SHARED      10        4400
D MILLER INDS INC TENN           COM NEW          60055120        60     3844 SH       SHARED                3844
D MILLER INDS INC TENN           COM NEW          60055120         0        5 SH       SHARED      02           5
D MINCO GOLD CORPORATION         COM              60254D10         9    14700 SH       SHARED               14700
D MINCO GOLD CORPORATION         COM              60254D10         0        2 SH       SHARED      02           2
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510      9378   365763 SH       SHARED              365763
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510        21      846 SH       SHARED      02         846
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       246     9598 SH       SHARED      04        9598
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       282    11000 SH       SHARED      15       11000
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       256    10000 SH       SHARED      26       10000
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       187     7294 SH       SHARED      32        7294
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220       177    38859 SH       SHARED               38859
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         3      706 SH       SHARED      01         706
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         0       21 SH       SHARED      02          21
D MINE SAFETY APPLIANCES CO      COM              60272010       383    11579 SH       SHARED               11579
D MINE SAFETY APPLIANCES CO      COM              60272010       314     9500 SH       SHARED      01                          9500
D MINE SAFETY APPLIANCES CO      COM              60272010         0       25 SH       SHARED      02          25
D MINE SAFETY APPLIANCES CO      COM              60272010       251     7600 SH       SHARED      10        7600
D MINEFINDERS CORP LTD           COM              60290010       274    25900 SH       SHARED               25900
D MINEFINDERS CORP LTD           COM              60290010        49     4659 SH       SHARED      02        4659
D MINEFINDERS CORP LTD           COM              60290010      1818   171550 SH       SHARED      04      171550
D MINEFINDERS CORP LTD           COM              60290010      7421   700138 SH       SHARED      10      700138
D MINERALS TECHNOLOGIES INC      COM              60315810       386     6830 SH       SHARED                6830
D MINERALS TECHNOLOGIES INC      COM              60315810       310     5500 SH       SHARED      01                          5500
D MINERALS TECHNOLOGIES INC      COM              60315810         0        6 SH       SHARED      02           6
D MINERALS TECHNOLOGIES INC      COM              60315810       497     8800 SH       SHARED      10        8800
D MINES MGMT INC                 COM              60343210         0      118 SH       SHARED      02         118
D MIPS TECHNOLOGIES INC          COM              60456710       239    53713 SH       SHARED               53713
D MIPS TECHNOLOGIES INC          COM              60456710         0       38 SH       SHARED      02          38
D MIPS TECHNOLOGIES INC          COM              60456710       100    22600 SH       SHARED      10       22600
D MISONIX INC                    COM              60487110         0        6 SH       SHARED      02           6
D MISSION WEST PPTYS INC         COM              60520310       183    20344 SH       SHARED               20344
D MISSION WEST PPTYS INC         COM              60520310         0        5 SH       SHARED      02           5
D MISSION WEST PPTYS INC         COM              60520310       270    30000 SH       SHARED      26       30000
D MISTRAS GROUP INC              COM              60649T10       120     4739 SH       SHARED                4739
D MISTRAS GROUP INC              COM              60649T10         0       17 SH       SHARED      02          17
D MITCHAM INDS INC               COM              60650110        47     2163 SH       SHARED                2163
D MITCHAM INDS INC               COM              60650110         0        9 SH       SHARED      02           9
D MITEK SYS INC                  COM NEW          60671020        80    11116 SH       SHARED               11116
D MITEK SYS INC                  COM NEW          60671020        29     4058 SH       SHARED      02          58              4000
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210       905   216161 SH       SHARED              216161
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210         0       35 SH       SHARED      02          35
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210       117    28000 SH       SHARED      29       28000
D MOBILE MINI INC                COM              60740F10       864    49555 SH       SHARED               49555
D MOBILE MINI INC                COM              60740F10         5      300 SH       SHARED      01         300
D MOBILE MINI INC                COM              60740F10         8      505 SH       SHARED      02         190               315
D MOBILE MINI INC                COM              60740F10       141     8100 SH       SHARED      10        8100
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     17985  1225148 SH       SHARED             1225148
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      1375    93675 SH       SHARED      02         800             92875
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910         0      400 SH CALL  SHARED      02         400
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     33382  2274000 SH       SHARED      04     2274000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     14386   980000 SH       SHARED      05      980000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      4771   325000 SH       SHARED      06                        325000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      2687   183100 SH       SHARED      31      183100
D MODINE MFG CO                  COM              60782810       314    33232 SH       SHARED               33232
D MODINE MFG CO                  COM              60782810         6      675 SH       SHARED      02         675
D MODINE MFG CO                  COM              60782810       144    15300 SH       SHARED      10       15300
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10       154    28607 SH       SHARED               28607
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         0       20 SH       SHARED      01          20
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         0       16 SH       SHARED      02          12                 4
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10       321    59460 SH       SHARED      10       59460
D MOHAWK INDS INC                COM              60819010       920    15373 SH       SHARED               15373
D MOHAWK INDS INC                COM              60819010      1801    30100 SH       SHARED      01       12500             17600
D MOHAWK INDS INC                COM              60819010     19724   329571 SH       SHARED      02      329571
D MOHAWK INDS INC                COM              60819010         0      521 SH PUT   SHARED      02         521
D MOHAWK INDS INC                COM              60819010        15      260 SH       SHARED      06         260
D MOHAWK INDS INC                COM              60819010        77     1300 SH       SHARED      10        1300
D MOLINA HEALTHCARE INC          NOTE  3.750%10/0 60855RAA       541   519000 PRN      SHARED      02      519000
D MOLINA HEALTHCARE INC          COM              60855R10      8604   385313 SH       SHARED              385313
D MOLINA HEALTHCARE INC          COM              60855R10       241    10837 SH       SHARED      01        9087              1750
D MOLINA HEALTHCARE INC          COM              60855R10       439    19700 SH       SHR/OTHR    01                         19700
D MOLINA HEALTHCARE INC          COM              60855R10        10      481 SH       SHARED      02         481
D MOLINA HEALTHCARE INC          COM              60855R10       202     9050 SH       SHARED      10        9050
D MOLEX INC                      COM              60855410      4993   209300 SH       SHARED              209300
D MOLEX INC                      COM              60855410        95     4000 SH       SHARED      01                          4000
D MOLEX INC                      COM              60855410       317    13319 SH       SHARED      02        8669              4650
D MOLEX INC                      COM              60855410       205     8600 SH       SHARED      06        5400              3200
D MOLEX INC                      COM              60855410      3605   151095 SH       SHARED      10      151095
D MOLEX INC                      CL A             60855420       225    11382 SH       SHARED               11382
D MOLEX INC                      CL A             60855420         0       22 SH       SHARED      02          22
D MOLEX INC                      CL A             60855420        23     1171 SH       SHARED      23        1171
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA       359   340000 PRN      SHARED              340000
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA       760   719000 PRN      SHARED      02      719000
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA     20504 19380000 PRN      SHARED      06    16300000           3080000
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA        42    40000 PRN      SHARED      10       40000
D MOLSON COORS BREWING CO        CL B             60871R20     16316   374757 SH       SHARED              374757
D MOLSON COORS BREWING CO        CL B             60871R20      1641    37700 SH       SHARED      01       37700
D MOLSON COORS BREWING CO        CL B             60871R20       131     3029 SH       SHARED      02        2229               800
D MOLSON COORS BREWING CO        CL B             60871R20        30      700 SH       SHARED      04         700
D MOLSON COORS BREWING CO        CL B             60871R20         3       90 SH       SHARED      05          90
D MOLSON COORS BREWING CO        CL B             60871R20       428     9850 SH       SHARED      06        5950              3900
D MOLSON COORS BREWING CO        CL B             60871R20      8517   195630 SH       SHARED      10      195630
D MOLYCORP INC DEL               COM              60875310      1134    47297 SH       SHARED               47297
D MOLYCORP INC DEL               COM              60875310       160     6700 SH       SHARED      01        5100              1600
D MOLYCORP INC DEL               COM              60875310       110     4610 SH       SHARED      02         360              4250
D MOLYCORP INC DEL               COM              60875310        38     1600 SH       SHARED      10        1600
D MOLYCORP INC DEL               COM              60875310         4      172 SH       SHARED      21         172
D MOLYCORP INC DEL               COM              60875310        16      700 SH       SHARED      23         700
D MOLYCORP INC DEL               PFD CONV SER A   60875320     10467   186284 SH       SHARED              186284
D MOMENTA PHARMACEUTICALS INC    COM              60877T10      3812   219245 SH       SHARED              219245
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       100     5800 SH       SHARED      01        5800
D MOMENTA PHARMACEUTICALS INC    COM              60877T10      2513   144565 SH       SHARED      02         416            144149
D MOMENTA PHARMACEUTICALS INC    COM              60877T10      1188    68338 SH       SHARED      04       68338
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       147     8500 SH       SHARED      32        8500
D MONARCH CASINO & RESORT INC    COM              60902710        30     2976 SH       SHARED                2976
D MONARCH CASINO & RESORT INC    COM              60902710         9      910 SH       SHARED      02         910
D MONEYGRAM INTL INC             COM NEW          60935Y20      2373   133746 SH       SHARED              133746
D MONEYGRAM INTL INC             COM NEW          60935Y20         3      183 SH       SHARED      02         183
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010       174    19095 SH       SHARED               19095
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010         2      306 SH       SHARED      02         306
D MONOLITHIC PWR SYS INC         COM              60983910       627    41608 SH       SHARED               41608
D MONOLITHIC PWR SYS INC         COM              60983910         2      168 SH       SHARED      02         168
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10       169    10867 SH       SHARED               10867
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10        48     3121 SH       SHARED      02        3121
D MONRO MUFFLER BRAKE INC        COM              61023610       200     5156 SH       SHARED                5156
D MONRO MUFFLER BRAKE INC        COM              61023610        12      318 SH       SHARED      01         318
D MONRO MUFFLER BRAKE INC        COM              61023610        38      982 SH       SHARED      02         982
D MONRO MUFFLER BRAKE INC        COM              61023610       273     7050 SH       SHARED      10        7050
D MONSANTO CO NEW                COM              61166W10      3624    51731 SH       SHARED               51731
D MONSANTO CO NEW                COM              61166W10     77666  1108414 SH       SHARED             1108414
D MONSANTO CO NEW                COM              61166W10     17890   255322 SH       SHARED      01      161912             93410
D MONSANTO CO NEW                COM              61166W10      1695    24194 SH       SHR/OTHR    01                         24194
D MONSANTO CO NEW                COM              61166W10      2010    28695 SH       SHARED      02       16669             12026
D MONSANTO CO NEW                COM              61166W10         2     4648 SH CALL  SHARED      02        4648
D MONSANTO CO NEW                COM              61166W10         0       27 SH PUT   SHARED      02          27
D MONSANTO CO NEW                COM              61166W10     46786   667717 SH       SHARED      04      667717
D MONSANTO CO NEW                COM              61166W10      5016    71596 SH       SHARED      05       71596
D MONSANTO CO NEW                COM              61166W10      3369    48088 SH       SHARED      06       31932             16156
D MONSANTO CO NEW                COM              61166W10     13458   192075 SH       SHARED      10      192075
D MONSANTO CO NEW                COM              61166W10       280     4000 SH       SHARED      15        4000
D MONSANTO CO NEW                COM              61166W10       950    13560 SH       SHARED      20       12710               850
D MONSANTO CO NEW                COM              61166W10       462     6600 SH       SHR/OTHR    21                          6600
D MONSANTO CO NEW                COM              61166W10      1315    18772 SH       SHARED      23       18016               756
D MONSANTO CO NEW                COM              61166W10      4382    62550 SH       SHR/OTHR    23                         62550
D MONSANTO CO NEW                COM              61166W10       825    11776 SH       SHARED      26       11776
D MONSANTO CO NEW                COM              61166W10       579     8273 SH       SHARED      27        8273
D MONSANTO CO NEW                COM              61166W10       203     2900 SH       SHARED      29        2900
D MONSANTO CO NEW                COM              61166W10       112     1600 SH       SHARED      30        1600
D MONSANTO CO NEW                COM              61166W10      4657    66473 SH       SHARED      31       66473
D MONSTER WORLDWIDE INC          COM              61174210        17     2194 SH       SHARED                2194
D MONSTER WORLDWIDE INC          COM              61174210      2731   344467 SH       SHARED              344467
D MONSTER WORLDWIDE INC          COM              61174210       309    39050 SH       SHARED      01        1150             37900
D MONSTER WORLDWIDE INC          COM              61174210        95    12090 SH       SHARED      02       12090
D MONSTER WORLDWIDE INC          COM              61174210       844   106500 SH       SHARED      04      106500
D MONSTER WORLDWIDE INC          COM              61174210        68     8600 SH       SHARED      10        8600
D MONSTER WORLDWIDE INC          COM              61174210       396    50000 SH       SHARED      26       50000
D MONTGOMERY STR INCOME SECS I   COM              61411510       180    11675 SH       SHARED      20        4675              7000
D MOODYS CORP                    COM              61536910      8096   240385 SH       SHARED              240385
D MOODYS CORP                    COM              61536910      6898   204819 SH       SHARED      01      199699              5120
D MOODYS CORP                    COM              61536910        51     1522 SH       SHARED      02        1522
D MOODYS CORP                    COM              61536910        11     2914 SH CALL  SHARED      02        2914
D MOODYS CORP                    COM              61536910        24      740 SH       SHARED      05         740
D MOODYS CORP                    COM              61536910       704    20930 SH       SHARED      06       15630              5300
D MOODYS CORP                    COM              61536910      2021    60029 SH       SHARED      10       60029
D MOODYS CORP                    COM              61536910        11      350 SH       SHR/OTHR    20                           350
D MOODYS CORP                    COM              61536910       101     3000 SH       SHARED      23        3000
D MOODYS CORP                    COM              61536910        67     2000 SH       SHR/OTHR    23                          2000
D MOODYS CORP                    COM              61536910       380    11294 SH       SHARED      26       11294
D MOODYS CORP                    COM              61536910      2839    84323 SH       SHARED      27       84323
D MOOG INC                       CL A             61539420       678    15450 SH       SHARED               15450
D MOOG INC                       CL A             61539420        29      682 SH       SHARED      02         682
D MOOG INC                       CL A             61539420       847    19300 SH       SHARED      10       19300
D MORGAN STANLEY EASTN EUR FD    COM              61698810         8      600 SH       SHARED      02                           600
D MORGAN STANLEY EMER MKTS DEB   COM              61744H10         7      707 SH       SHARED      02           7               700
D MORGAN STANLEY ASIA PAC FD I   COM              61744U10         0        1 SH       SHARED      02           1
D MORGAN STANLEY                 COM NEW          61744644     74301  4910861 SH       SHARED             4910861
D MORGAN STANLEY                 COM NEW          61744644         3     7919 SH CALL  SHARED                7919
D MORGAN STANLEY                 COM NEW          61744644        17     2118 SH PUT   SHARED                2118
D MORGAN STANLEY                 COM NEW          61744644      5883   388859 SH       SHARED      01      375529             13330
D MORGAN STANLEY                 COM NEW          61744644      3832   253322 SH       SHARED      02      243598              9724
D MORGAN STANLEY                 COM NEW          61744644         1     5465 SH CALL  SHARED      02        5465
D MORGAN STANLEY                 COM NEW          61744644        51    19134 SH PUT   SHARED      02       19134
D MORGAN STANLEY                 COM NEW          61744644        36     2431 SH       SHARED      04        2431
D MORGAN STANLEY                 COM NEW          61744644        46     3060 SH       SHARED      05        3060
D MORGAN STANLEY                 COM NEW          61744644      2081   137543 SH       SHARED      06       92010             45533
D MORGAN STANLEY                 COM NEW          61744644      7769   513517 SH       SHARED      10      513517
D MORGAN STANLEY                 COM NEW          61744644        10      725 SH       SHARED      20         100               625
D MORGAN STANLEY                 COM NEW          61744644        16     1110 SH       SHR/OTHR    20                          1110
D MORGAN STANLEY                 COM NEW          61744644        15     1000 SH       SHARED      21        1000
D MORGAN STANLEY                 COM NEW          61744644         3      215 SH       SHR/OTHR    21                           215
D MORGAN STANLEY                 COM NEW          61744644        23     1541 SH       SHARED      23        1541
D MORGAN STANLEY                 COM NEW          61744644        36     2385 SH       SHR/OTHR    23                          2385
D MORGAN STANLEY                 COM NEW          61744644       395    26169 SH       SHARED      26       26169
D MORGAN STANLEY                 COM NEW          61744644      3687   243722 SH       SHARED      31      243722
D MORGAN STANLEY INDIA INVS FD   COM              61745C10        59     4278 SH       SHARED                4278
D MORGAN STANLEY INDIA INVS FD   COM              61745C10       159    11391 SH       SHARED      02           1             11390
D MORGAN STANLEY INDIA INVS FD   COM              61745C10       130     9339 SH       SHARED      10        9339
D MORGAN STANLEY CHINA A SH FD   COM              61746810      2102   108650 SH       SHARED              108650
D MORGAN STANLEY CHINA A SH FD   COM              61746810        29     1502 SH       SHARED      02           2              1500
D MORGAN STANLEY EM MKTS DM DE   COM              61747710        32     2275 SH       SHARED      01                          2275
D MORGAN STANLEY EM MKTS DM DE   COM              61747710        47     3373 SH       SHR/OTHR    01                 3373
D MORGAN STANLEY EM MKTS DM DE   COM              61747710       438    30976 SH       SHARED      02           3             30973
D MORGANS HOTEL GROUP CO         COM              61748W10       423    71796 SH       SHARED               71796
D MORGANS HOTEL GROUP CO         COM              61748W10        31     5400 SH       SHARED      01        5400
D MORGANS HOTEL GROUP CO         COM              61748W10         0       12 SH       SHARED      02          12
D MORGAN STANLEY                 SHRT EUR ETN20   61748028       142     3123 SH       SHARED      02                          3123
D MORGAN STANLEY FRNT EMERG FD   COM              61757P10        88     8524 SH       SHARED      10        8524
D MORNINGSTAR INC                COM              61770010      1302    21908 SH       SHARED               21908
D MORNINGSTAR INC                COM              61770010        35      600 SH       SHARED      01         600
D MORNINGSTAR INC                COM              61770010         0        2 SH       SHARED      02           2
D MORNINGSTAR INC                COM              61770010       832    14000 SH       SHARED      04       14000
D MORNINGSTAR INC                COM              61770010        41      700 SH       SHARED      10         700
D MOSAIC CO NEW                  COM              61945C10      1708    33872 SH       SHARED               33472               400
D MOSAIC CO NEW                  COM              61945C10     37873   751012 SH       SHARED              744603              6409
D MOSAIC CO NEW                  COM              61945C10         1      160 SH PUT   SHARED                 160
D MOSAIC CO NEW                  COM              61945C10     11452   227104 SH       SHARED      01      161317      300    65487
D MOSAIC CO NEW                  COM              61945C10      2984    59173 SH       SHR/OTHR    01                         59173
D MOSAIC CO NEW                  COM              61945C10      5888   116761 SH       SHARED      02       86396             30365
D MOSAIC CO NEW                  COM              61945C10         1      750 SH CALL  SHARED      02         750
D MOSAIC CO NEW                  COM              61945C10         2     1719 SH PUT   SHARED      02        1719
D MOSAIC CO NEW                  COM              61945C10    140508  2786213 SH       SHARED      04     2786213
D MOSAIC CO NEW                  COM              61945C10       987    19590 SH       SHARED      05       19590
D MOSAIC CO NEW                  COM              61945C10      6999   138788 SH       SHARED      06      130138              8650
D MOSAIC CO NEW                  COM              61945C10      4432    87903 SH       SHARED      10       86509              1394
D MOSAIC CO NEW                  COM              61945C10       277     5500 SH       SHARED      15        5500
D MOSAIC CO NEW                  COM              61945C10      1942    38519 SH       SHARED      20       32578      110     5831
D MOSAIC CO NEW                  COM              61945C10       317     6305 SH       SHR/OTHR    20                          6305
D MOSAIC CO NEW                  COM              61945C10       151     2995 SH       SHARED      21        2995
D MOSAIC CO NEW                  COM              61945C10        64     1287 SH       SHR/OTHR    21                          1287
D MOSAIC CO NEW                  COM              61945C10      3795    75257 SH       SHARED      23       66751              8506
D MOSAIC CO NEW                  COM              61945C10      2736    54272 SH       SHR/OTHR    23                         54272
D MOSAIC CO NEW                  COM              61945C10      1787    35450 SH       SHARED      26       35450
D MOSAIC CO NEW                  COM              61945C10      1252    24840 SH       SHARED      29       24840
D MOSYS INC                      COM              61971810        23     5488 SH       SHARED                5488
D MOSYS INC                      COM              61971810         0       32 SH       SHARED      02          32
D MOTORCAR PTS AMER INC          COM              62007110       137    18332 SH       SHARED               18332
D MOTORCAR PTS AMER INC          COM              62007110         0       15 SH       SHARED      02          15
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      6273   135527 SH       SHARED              134942               585
D MOTOROLA SOLUTIONS INC         COM NEW          62007630         4     1000 SH CALL  SHARED                1000
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      3793    81961 SH       SHARED      01       79191              2770
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      4791   103505 SH       SHARED      02      102010              1495
D MOTOROLA SOLUTIONS INC         COM NEW          62007630         0      200 SH PUT   SHARED      02         200
D MOTOROLA SOLUTIONS INC         COM NEW          62007630         9      201 SH       SHARED      05         201
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      1449    31303 SH       SHARED      06       21275             10028
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      3833    82815 SH       SHARED      10       82815
D MOTOROLA SOLUTIONS INC         COM NEW          62007630        46     1000 SH       SHARED      20        1000
D MOTOROLA SOLUTIONS INC         COM NEW          62007630        10      230 SH       SHR/OTHR    21                           230
D MOTOROLA SOLUTIONS INC         COM NEW          62007630        35      770 SH       SHR/OTHR    23                           770
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      4331    93583 SH       SHARED      31       93583
D MOTOROLA MOBILITY HLDGS INC    COM              62009710     57451  1480701 SH       SHARED             1480564               137
D MOTOROLA MOBILITY HLDGS INC    COM              62009710      2708    69806 SH       SHARED      01       69754                52
D MOTOROLA MOBILITY HLDGS INC    COM              62009710      2204    56821 SH       SHARED      02       56596               225
D MOTOROLA MOBILITY HLDGS INC    COM              62009710         6      176 SH       SHARED      05         176
D MOTOROLA MOBILITY HLDGS INC    COM              62009710       663    17100 SH       SHARED      06        9776              7324
D MOTOROLA MOBILITY HLDGS INC    COM              62009710      2956    76205 SH       SHARED      10       76205
D MOTOROLA MOBILITY HLDGS INC    COM              62009710        26      675 SH       SHR/OTHR    23                           675
D MOTOROLA MOBILITY HLDGS INC    COM              62009710      2421    62400 SH       SHARED      26       62400
D MOTOROLA MOBILITY HLDGS INC    COM              62009710      3177    81885 SH       SHARED      31       81885
D MOTRICITY INC                  COM              62010710         7     7842 SH       SHARED                7842
D MOTRICITY INC                  COM              62010710         0      974 SH       SHARED      02         974
D MOUNTAIN PROV DIAMONDS INC     COM NEW          62426E40         0       20 SH       SHARED      02          20
D MOVE INC                       COM NEW          62458M20        79    12554 SH       SHARED               12554
D MOVE INC                       COM NEW          62458M20         2      404 SH       SHARED      02         404
D MOVADO GROUP INC               COM              62458010       104     5764 SH       SHARED                5764
D MOVADO GROUP INC               COM              62458010        83     4600 SH       SHARED      01        4600
D MOVADO GROUP INC               COM              62458010         3      209 SH       SHARED      02         209
D MOVADO GROUP INC               COM              62458010       103     5700 SH       SHARED      10        5700
D MUELLER INDS INC               COM              62475610       469    12215 SH       SHARED               12215
D MUELLER INDS INC               COM              62475610       450    11728 SH       SHARED      02       11728
D MUELLER INDS INC               COM              62475610         0      311 SH PUT   SHARED      02         311
D MUELLER INDS INC               COM              62475610       714    18600 SH       SHARED      10       18600
D MUELLER WTR PRODS INC          COM SER A        62475810       319   131070 SH       SHARED              131070
D MUELLER WTR PRODS INC          COM SER A        62475810        86    35287 SH       SHARED      01       35287
D MUELLER WTR PRODS INC          COM SER A        62475810         0      233 SH       SHARED      02         233
D MUELLER WTR PRODS INC          COM SER A        62475810        77    31700 SH       SHARED      10       31700
D MULTI COLOR CORP               COM              62538310       102     3970 SH       SHARED                3970
D MULTI COLOR CORP               COM              62538310         0        5 SH       SHARED      02           5
D MULTI FINELINE ELECTRONIX IN   COM              62541B10        63     3093 SH       SHARED                3093
D MULTI FINELINE ELECTRONIX IN   COM              62541B10        22     1100 SH       SHARED      01        1100
D MULTI FINELINE ELECTRONIX IN   COM              62541B10         2      104 SH       SHARED      02         104
D MULTIBAND CORP                 COM NEW          62544X20         0      189 SH       SHARED      02         189
D MULTIMEDIA GAMES HLDG CO INC   COM              62545310      1203   151617 SH       SHARED              151617
D MULTIMEDIA GAMES HLDG CO INC   COM              62545310         1      147 SH       SHARED      02         147
D MURPHY OIL CORP                COM              62671710      7943   142504 SH       SHARED              142504
D MURPHY OIL CORP                COM              62671710     25404   455767 SH       SHARED      01       57767            398000
D MURPHY OIL CORP                COM              62671710     13051   234155 SH       SHR/OTHR    01                        234155
D MURPHY OIL CORP                COM              62671710       451     8104 SH       SHARED      02        8104
D MURPHY OIL CORP                COM              62671710         0      490 SH CALL  SHARED      02         490
D MURPHY OIL CORP                COM              62671710       228     4100 SH       SHARED      04        4100
D MURPHY OIL CORP                COM              62671710     39736   712890 SH       SHARED      04      712890
D MURPHY OIL CORP                COM              62671710        40      720 SH       SHARED      05         720
D MURPHY OIL CORP                COM              62671710      3054    54800 SH       SHARED      06       13750             41050
D MURPHY OIL CORP                COM              62671710      4106    73678 SH       SHARED      10       73678
D MURPHY OIL CORP                COM              62671710      2062    37000 SH       SHARED      23       37000
D MURPHY OIL CORP                COM              62671710        22      400 SH       SHR/OTHR    23                           400
D MURPHY OIL CORP                COM              62671710        35      640 SH       SHARED      27         640
D MYERS INDS INC                 COM              62846410       512    41568 SH       SHARED               41568
D MYERS INDS INC                 COM              62846410        21     1708 SH       SHARED      02        1708
D MYERS INDS INC                 COM              62846410        88     7200 SH       SHARED      10        7200
D MYLAN INC                      NOTE  1.250% 3/1 628530AG     14164   660000 SH       SHARED              160000            500000
D MYLAN INC                      NOTE  1.250% 3/1 628530AG    180071  8391000 SH       SHARED      02     8391000
D MYLAN INC                      NOTE  1.250% 3/1 628530AG     92278  4300000 SH       SHARED      06      500000           3800000
D MYLAN INC                      NOTE  1.250% 3/1 628530AG       429    20000 SH       SHARED      10       20000
D MYLAN INC                      NOTE  3.750% 9/1 628530AJ       873   500000 PRN      SHARED      04      500000
D MYLAN INC                      COM              62853010      3380   157510 SH       SHARED                                157510
D MYLAN INC                      COM              62853010     26663  1242473 SH       SHARED             1242473
D MYLAN INC                      COM              62853010      2019    94100 SH       SHARED      01       94100
D MYLAN INC                      COM              62853010      6699   312175 SH       SHARED      02      310226              1949
D MYLAN INC                      COM              62853010       426    19890 SH       SHARED      04       19890
D MYLAN INC                      COM              62853010     12154   566361 SH       SHARED      04      566361
D MYLAN INC                      COM              62853010       357    16660 SH       SHARED      05       16660
D MYLAN INC                      COM              62853010       860    40100 SH       SHARED      06       31200              8900
D MYLAN INC                      COM              62853010      2763   128791 SH       SHARED      10      128791
D MYLAN INC                      COM              62853010        60     2800 SH       SHR/OTHR    23                          2800
D MYLAN INC                      COM              62853010      1480    69000 SH       SHARED      26       69000
D MYLAN INC                      COM              62853010        86     4025 SH       SHARED      27        4025
D MYLAN INC                      COM              62853010        75     3500 SH       SHARED      29        3500
D MYLAN INC                      COM              62853010      1691    78808 SH       SHARED      32       78808
D MYRIAD GENETICS INC            COM              62855J10      2440   116552 SH       SHARED              116552
D MYRIAD GENETICS INC            COM              62855J10        92     4400 SH       SHARED      01        4150               250
D MYRIAD GENETICS INC            COM              62855J10         2      100 SH       SHR/OTHR    01                           100
D MYRIAD GENETICS INC            COM              62855J10        56     2707 SH       SHARED      02        2407               300
D MYRIAD GENETICS INC            COM              62855J10        69     3300 SH       SHARED      10        3300
D MYRIAD GENETICS INC            COM              62855J10         8      400 SH       SHR/OTHR    20                           400
D MYREXIS INC                    COM              62856H10       416   155369 SH       SHARED              155369
D MYREXIS INC                    COM              62856H10         2     1037 SH       SHARED      01        1037
D MYREXIS INC                    COM              62856H10         0       28 SH       SHARED      02          28
D NBT BANCORP INC                COM              62877810       245    11107 SH       SHARED               11107
D NBT BANCORP INC                COM              62877810         2      100 SH       SHARED      01         100
D NBT BANCORP INC                COM              62877810       137     6194 SH       SHARED      02        6194
D NBT BANCORP INC                COM              62877810      3707   167536 SH       SHARED      10      167536
D NCI BUILDING SYS INC           COM NEW          62885220       262    24126 SH       SHARED               24126
D NCI BUILDING SYS INC           COM NEW          62885220         1      172 SH       SHARED      02         172
D NCI BUILDING SYS INC           COM NEW          62885220        88     8160 SH       SHARED      10        8160
D NCR CORP NEW                   COM              62886E10     11933   724985 SH       SHARED              724985
D NCR CORP NEW                   COM              62886E10       943    57326 SH       SHARED      01        7990             49336
D NCR CORP NEW                   COM              62886E10       765    46506 SH       SHARED      02       46506
D NCR CORP NEW                   COM              62886E10       243    14796 SH       SHARED      04       14796
D NCR CORP NEW                   COM              62886E10     25699  1561318 SH       SHARED      10     1561318
D NCR CORP NEW                   COM              62886E10         0       35 SH       SHARED      20          35
D NCI INC                        CL A             62886K10       119    10240 SH       SHARED               10240
D NCI INC                        CL A             62886K10         0       42 SH       SHARED      02          42
D NCI INC                        CL A             62886K10        33     2900 SH       SHARED      10        2900
D NGP CAP RES CO                 COM              62912R10       118    16445 SH       SHARED               16445
D NGP CAP RES CO                 COM              62912R10         0        7 SH       SHARED      02           7
D NII HLDGS INC                  CL B NEW         62913F20      4320   202859 SH       SHARED              202859
D NII HLDGS INC                  CL B NEW         62913F20         1    11841 SH PUT   SHARED               11841
D NII HLDGS INC                  CL B NEW         62913F20       900    42300 SH       SHARED      01       42300
D NII HLDGS INC                  CL B NEW         62913F20        11      550 SH       SHR/OTHR    01                           550
D NII HLDGS INC                  CL B NEW         62913F20      2318   108853 SH       SHARED      02      108853
D NII HLDGS INC                  CL B NEW         62913F20       264    12435 SH       SHARED      04       12435
D NII HLDGS INC                  CL B NEW         62913F20       590    27732 SH       SHARED      04       27732
D NII HLDGS INC                  CL B NEW         62913F20        50     2390 SH       SHARED      05        2390
D NII HLDGS INC                  CL B NEW         62913F20        67     3160 SH       SHARED      06        3160
D NII HLDGS INC                  CL B NEW         62913F20       227    10700 SH       SHARED      10       10700
D NII HLDGS INC                  CL B NEW         62913F20       343    16147 SH       SHARED      26       16147
D NII HLDGS INC                  CL B NEW         62913F20       446    20975 SH       SHARED      27       20975
D NIC INC                        COM              62914B10       256    19265 SH       SHARED               19265
D NIC INC                        COM              62914B10        37     2800 SH       SHARED      01        2800
D NIC INC                        COM              62914B10         7      546 SH       SHARED      02         546
D NL INDS INC                    COM NEW          62915640        50     3884 SH       SHARED                3884
D NL INDS INC                    COM NEW          62915640         3      305 SH       SHARED      02         305
D NN INC                         COM              62933710       187    31245 SH       SHARED               31245
D NN INC                         COM              62933710         0       15 SH       SHARED      02          15
D NPS PHARMACEUTICALS INC        COM              62936P10       170    25861 SH       SHARED               25861
D NPS PHARMACEUTICALS INC        COM              62936P10        34     5200 SH       SHARED      01        5200
D NPS PHARMACEUTICALS INC        COM              62936P10         0       74 SH       SHARED      02          74
D NPS PHARMACEUTICALS INC        COM              62936P10      1349   204754 SH       SHARED      04      204754
D NPS PHARMACEUTICALS INC        COM              62936P10       160    24300 SH       SHARED      32       24300
D NRG ENERGY INC                 COM NEW          62937750     12178   672078 SH       SHARED              672078
D NRG ENERGY INC                 COM NEW          62937750      1099    60700 SH       SHARED      01       58300              2400
D NRG ENERGY INC                 COM NEW          62937750       164     9101 SH       SHARED      02        9100                 1
D NRG ENERGY INC                 COM NEW          62937750         0     2526 SH CALL  SHARED      02        2526
D NRG ENERGY INC                 COM NEW          62937750        67     3700 SH       SHARED      04        3700
D NRG ENERGY INC                 COM NEW          62937750       108     6000 SH       SHARED      05        6000
D NRG ENERGY INC                 COM NEW          62937750       275    15200 SH       SHARED      06        9500              5700
D NRG ENERGY INC                 COM NEW          62937750      1568    86559 SH       SHARED      10       86559
D NRG ENERGY INC                 COM NEW          62937750       238    13162 SH       SHARED      27       13162
D NTT DOCOMO INC                 SPONS ADR        62942M20      1130    61597 SH       SHARED               61597
D NTT DOCOMO INC                 SPONS ADR        62942M20        11      640 SH       SHARED      20                           640
D NTT DOCOMO INC                 SPONS ADR        62942M20       528    28800 SH       SHARED      29       28800
D NVR INC                        COM              62944T10       430      627 SH       SHARED                 627
D NVR INC                        COM              62944T10      1107     1615 SH       SHARED      01         115              1500
D NVR INC                        COM              62944T10       183      268 SH       SHARED      02         202                66
D NVR INC                        COM              62944T10       274      400 SH       SHARED      06         400
D NVR INC                        COM              62944T10        68      100 SH       SHARED      10         100
D NVE CORP                       COM NEW          62944520       334     6023 SH       SHARED                6023
D NVE CORP                       COM NEW          62944520         0        3 SH       SHARED      02           3
D NYSE EURONEXT                  COM              62949110      5542   212351 SH       SHARED              212351
D NYSE EURONEXT                  COM              62949110      1639    62800 SH       SHARED      01       62800
D NYSE EURONEXT                  COM              62949110       372    14260 SH       SHARED      02       13460               800
D NYSE EURONEXT                  COM              62949110         3      130 SH       SHARED      05         130
D NYSE EURONEXT                  COM              62949110       451    17300 SH       SHARED      06        9150              8150
D NYSE EURONEXT                  COM              62949110      8622   330352 SH       SHARED      10      330352
D NYSE EURONEXT                  COM              62949110        78     3000 SH       SHARED      20        3000
D NYSE EURONEXT                  COM              62949110         2       97 SH       SHARED      21                            97
D NYSE EURONEXT                  COM              62949110        55     2110 SH       SHARED      27        2110
D NABI BIOPHARMACEUTICALS        COM              62951910       675   359277 SH       SHARED              359277
D NABI BIOPHARMACEUTICALS        COM              62951910         0       69 SH       SHARED      02          69
D NABI BIOPHARMACEUTICALS        COM              62951910        25    13300 SH       SHARED      10       13300
D NABI BIOPHARMACEUTICALS        COM              62951910        35    19000 SH       SHARED      32       19000
D NACCO INDS INC                 CL A             62957910       358     4016 SH       SHARED                4016
D NACCO INDS INC                 CL A             62957910        62      700 SH       SHARED      01         700
D NACCO INDS INC                 CL A             62957910         0        3 SH       SHARED      02           3
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520       240    45315 SH       SHARED               45315
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520        22     4283 SH       SHARED      02          83              4200
D NANOMETRICS INC                COM              63007710       455    24722 SH       SHARED               24722
D NANOMETRICS INC                COM              63007710         2      145 SH       SHARED      02         145
D NANOMETRICS INC                COM              63007710        22     1200 SH       SHARED      10        1200
D NANOSPHERE INC                 COM              63009F10       266   181190 SH       SHARED              181190
D NANOSPHERE INC                 COM              63009F10         0        3 SH       SHARED      02           3
D NAPCO SEC TECHNOLOGIES INC     COM              63040210         1      415 SH       SHARED      02                           415
D NASDAQ OMX GROUP INC           COM              63110310      7255   296042 SH       SHARED              296042
D NASDAQ OMX GROUP INC           COM              63110310       651    26600 SH       SHARED      01       26600
D NASDAQ OMX GROUP INC           COM              63110310       320    13058 SH       SHARED      02       13058
D NASDAQ OMX GROUP INC           COM              63110310         0      240 SH CALL  SHARED      02         240
D NASDAQ OMX GROUP INC           COM              63110310         2      100 SH       SHARED      05         100
D NASDAQ OMX GROUP INC           COM              63110310       588    24000 SH       SHARED      06       19600              4400
D NASDAQ OMX GROUP INC           COM              63110310      8230   335806 SH       SHARED      10      335806
D NASDAQ OMX GROUP INC           COM              63110310       267    10923 SH       SHARED      27       10923
D NASDAQ OMX GROUP INC           COM              63110310        95     3900 SH       SHARED      30        3900
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD        59   130000 PRN      SHARED              130000
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD       465  1011000 PRN      SHARED      02     1011000
D NASH FINCH CO                  COM              63115810      1046    35740 SH       SHARED               35740
D NASH FINCH CO                  COM              63115810        26      900 SH       SHARED      01         900
D NASH FINCH CO                  COM              63115810         2      100 SH       SHARED      02         100
D NATHANS FAMOUS INC NEW         COM              63234710         5      264 SH       SHARED      02                           264
D NATIONAL AMERN UNIV HLDGS IN   COM              63245Q10        44     5935 SH       SHARED                5935
D NATIONAL AMERN UNIV HLDGS IN   COM              63245Q10         0        8 SH       SHARED      02           8
D NATIONAL BK GREECE S A         SPN ADR REP 1 SH 63364360      1555   785782 SH       SHARED              785782
D NATIONAL BK GREECE S A         SPN ADR REP 1 SH 63364360         0      115 SH       SHARED      02         115
D NATIONAL BANKSHARES INC VA     COM              63486510        54     1968 SH       SHARED                1968
D NATIONAL BANKSHARES INC VA     COM              63486510         0        1 SH       SHARED      02           1
D NATIONAL BANKSHARES INC VA     COM              63486510        69     2500 SH       SHARED      10        2500
D NATIONAL BEVERAGE CORP         COM              63501710       371    23125 SH       SHARED               23125
D NATIONAL BEVERAGE CORP         COM              63501710        36     2259 SH       SHARED      02           9              2250
D NATIONAL BEVERAGE CORP         COM              63501710      1279    79600 SH       SHARED      10       79600
D NATIONAL CINEMEDIA INC         COM              63530910       524    42316 SH       SHARED               42316
D NATIONAL CINEMEDIA INC         COM              63530910         3      250 SH       SHARED      01         250
D NATIONAL CINEMEDIA INC         COM              63530910        75     6065 SH       SHARED      02         545              5520
D NATIONAL CINEMEDIA INC         COM              63530910        68     5500 SH       SHARED      10        5500
D NATIONAL HEALTHCARE CORP       COM              63590610       159     3808 SH       SHARED                3808
D NATIONAL HEALTHCARE CORP       COM              63590610         4      102 SH       SHARED      02         102
D NATIONAL HEALTHCARE CORP       COM              63590610       121     2900 SH       SHARED      10        2900
D NATIONAL FINL PARTNERS CORP    NOTE  4.000% 6/1 63607PAC      7643  6204000 PRN      SHARED      02     6204000
D NATIONAL FINL PARTNERS CORP    COM              63607P20       185    13718 SH       SHARED               13718
D NATIONAL FINL PARTNERS CORP    COM              63607P20        40     3000 SH       SHARED      01        3000
D NATIONAL FINL PARTNERS CORP    COM              63607P20        65     4809 SH       SHARED      02        4809
D NATIONAL FINL PARTNERS CORP    COM              63607P20       171    12700 SH       SHARED      10       12700
D NATIONAL FUEL GAS CO N J       COM              63618010      7484   134670 SH       SHARED              134670
D NATIONAL FUEL GAS CO N J       COM              63618010      1439    25900 SH       SHARED      01         400             25500
D NATIONAL FUEL GAS CO N J       COM              63618010         0        6 SH       SHARED      02           6
D NATIONAL FUEL GAS CO N J       COM              63618010        77     1400 SH       SHARED      10        1400
D NATIONAL FUEL GAS CO N J       COM              63618010         2       50 SH       SHARED      21                            50
D NATIONAL FUEL GAS CO N J       COM              63618010       166     3000 SH       SHARED      23                          3000
D NATIONAL GRID PLC              SPON ADR NEW     63627430     20170   416065 SH       SHARED              416065
D NATIONAL GRID PLC              SPON ADR NEW     63627430        19      400 SH       SHR/OTHR    01                           400
D NATIONAL GRID PLC              SPON ADR NEW     63627430       120     2480 SH       SHARED      02                          2480
D NATIONAL HEALTH INVS INC       COM              63633D10       718    16332 SH       SHARED               16332
D NATIONAL HEALTH INVS INC       COM              63633D10        13      312 SH       SHARED      02         312
D NATIONAL HEALTH INVS INC       COM              63633D10       211     4800 SH       SHARED      10        4800
D NATIONAL HEALTH INVS INC       COM              63633D10       514    11700 SH       SHARED      11                         11700
D NATIONAL INSTRS CORP           COM              63651810       661    25493 SH       SHARED               25493
D NATIONAL INSTRS CORP           COM              63651810       746    28775 SH       SHARED      01                         28775
D NATIONAL INSTRS CORP           COM              63651810       153     5933 SH       SHARED      02        5033               900
D NATIONAL INSTRS CORP           COM              63651810       110     4250 SH       SHARED      10        4250
D NATIONAL INTERSTATE CORP       COM              63654U10        58     2356 SH       SHARED                2356
D NATIONAL INTERSTATE CORP       COM              63654U10         4      202 SH       SHARED      02         202
D NATIONAL OILWELL VARCO INC     COM              63707110        20      302 SH       SHARED                 122               180
D NATIONAL OILWELL VARCO INC     COM              63707110     42762   628954 SH       SHARED              627972               982
D NATIONAL OILWELL VARCO INC     COM              63707110     13731   201959 SH       SHARED      01      175520             26439
D NATIONAL OILWELL VARCO INC     COM              63707110      1598    23517 SH       SHR/OTHR    01                         23517
D NATIONAL OILWELL VARCO INC     COM              63707110      2054    30221 SH       SHARED      02       25073              5148
D NATIONAL OILWELL VARCO INC     COM              63707110         1      183 SH CALL  SHARED      02         183
D NATIONAL OILWELL VARCO INC     COM              63707110        12     2450 SH PUT   SHARED      02        2450
D NATIONAL OILWELL VARCO INC     COM              63707110       257     3789 SH       SHARED      04        3789
D NATIONAL OILWELL VARCO INC     COM              63707110       101     1494 SH       SHARED      05        1494
D NATIONAL OILWELL VARCO INC     COM              63707110      3181    46800 SH       SHARED      06       34600             12200
D NATIONAL OILWELL VARCO INC     COM              63707110     16994   249953 SH       SHARED      10      249386               567
D NATIONAL OILWELL VARCO INC     COM              63707110      1517    22317 SH       SHARED      20       19545       45     2727
D NATIONAL OILWELL VARCO INC     COM              63707110       183     2705 SH       SHR/OTHR    20                          2705
D NATIONAL OILWELL VARCO INC     COM              63707110        67     1000 SH       SHARED      21        1000
D NATIONAL OILWELL VARCO INC     COM              63707110        21      315 SH       SHR/OTHR    21                           315
D NATIONAL OILWELL VARCO INC     COM              63707110      1624    23894 SH       SHARED      23       20739              3155
D NATIONAL OILWELL VARCO INC     COM              63707110      1417    20850 SH       SHR/OTHR    23                         20850
D NATIONAL OILWELL VARCO INC     COM              63707110      1185    17432 SH       SHARED      26       17432
D NATIONAL OILWELL VARCO INC     COM              63707110       123     1815 SH       SHARED      27        1815
D NATIONAL OILWELL VARCO INC     COM              63707110      1072    15780 SH       SHARED      29       15780
D NATIONAL OILWELL VARCO INC     COM              63707110      7911   116365 SH       SHARED      31      116365
D NATIONAL PENN BANCSHARES INC   COM              63713810       433    51355 SH       SHARED               51355
D NATIONAL PENN BANCSHARES INC   COM              63713810         5      666 SH       SHARED      02         666
D NATIONAL PENN BANCSHARES INC   COM              63713810       160    19000 SH       SHARED      10       19000
D NATIONAL PENN BANCSHARES INC   COM              63713810        16     2000 SH       SHR/OTHR    23                          2000
D NATIONAL PRESTO INDS INC       COM              63721510      1138    12167 SH       SHARED               12167
D NATIONAL PRESTO INDS INC       COM              63721510         3       35 SH       SHARED      02          35
D NATIONAL PRESTO INDS INC       COM              63721510        93     1000 SH       SHARED      10        1000
D NATIONAL RESEARCH CORP         COM              63737210        20      519 SH       SHARED                 519
D NATIONAL RESEARCH CORP         COM              63737210         0        1 SH       SHARED      02           1
D NATIONAL RETAIL PROPERTIES I   NOTE  5.125% 6/1 637417AC      1023   900000 PRN      SHARED      06      900000
D NATIONAL RETAIL PROPERTIES I   COM              63741710      1729    65548 SH       SHARED               65548
D NATIONAL RETAIL PROPERTIES I   COM              63741710       833    31600 SH       SHARED      01                         31600
D NATIONAL RETAIL PROPERTIES I   COM              63741710       828    31403 SH       SHARED      02       30403              1000
D NATIONAL RETAIL PROPERTIES I   COM              63741710       696    26400 SH       SHARED      10       26400
D NATIONAL WESTN LIFE INS CO     CL A             63852210       125      923 SH       SHARED                 923
D NATIONAL WESTN LIFE INS CO     CL A             63852210        40      300 SH       SHARED      10         300
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       63853988       240    14303 SH       SHARED               14303
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       63853988        16     1000 SH       SHARED      02                          1000
D NATURAL GAS SERVICES GROUP     COM              63886Q10        59     4146 SH       SHARED                4146
D NATURAL GAS SERVICES GROUP     COM              63886Q10        30     2100 SH       SHARED      01        2100
D NATURAL GAS SERVICES GROUP     COM              63886Q10        21     1504 SH       SHARED      02           4              1500
D NATURAL GAS SERVICES GROUP     COM              63886Q10        15     1100 SH       SHARED      10        1100
D NAVIGATORS GROUP INC           COM              63890410       354     7444 SH       SHARED                7444
D NAVIGATORS GROUP INC           COM              63890410         2       58 SH       SHARED      02          58
D NAVIGATORS GROUP INC           COM              63890410       171     3600 SH       SHARED      10        3600
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10      5403   199330 SH       SHARED              199330
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10       234     8640 SH       SHARED      02          15              8625
D NATURES SUNSHINE PRODUCTS IN   COM              63902710       350    22602 SH       SHARED               22602
D NATURES SUNSHINE PRODUCTS IN   COM              63902710         3      225 SH       SHARED      02         225
D NATUS MEDICAL INC DEL          COM              63905010       263    27907 SH       SHARED               27907
D NATUS MEDICAL INC DEL          COM              63905010         3      375 SH       SHARED      01         375
D NATUS MEDICAL INC DEL          COM              63905010         1      185 SH       SHARED      02         185
D NAUGATUCK VY FINL CORP MD      COM              63906P10       245    36137 SH       SHARED               36137
D NAUTILUS INC                   COM              63910B10        36    20700 SH       SHARED               20700
D NAUTILUS INC                   COM              63910B10         0        7 SH       SHARED      02           7
D NAVISTAR INTL CORP NEW         NOTE  3.000%10/1 63934EAL       538   500000 PRN      SHARED                                500000
D NAVISTAR INTL CORP NEW         NOTE  3.000%10/1 63934EAL         3     3000 PRN      SHARED      29        3000
D NAVISTAR INTL CORP NEW         COM              63934E10        17      472 SH       SHARED                 112               360
D NAVISTAR INTL CORP NEW         COM              63934E10     16894   446008 SH       SHARED              443035              2973
D NAVISTAR INTL CORP NEW         COM              63934E10      5436   143508 SH       SHARED      01      105005      200    38303
D NAVISTAR INTL CORP NEW         COM              63934E10       893    23600 SH       SHR/OTHR    01                         23600
D NAVISTAR INTL CORP NEW         COM              63934E10       342     9049 SH       SHARED      02         106              8943
D NAVISTAR INTL CORP NEW         COM              63934E10       783    20678 SH       SHARED      04       20678
D NAVISTAR INTL CORP NEW         COM              63934E10       150     3968 SH       SHARED      10        2700              1268
D NAVISTAR INTL CORP NEW         COM              63934E10      1170    30899 SH       SHARED      20       25894      110     4895
D NAVISTAR INTL CORP NEW         COM              63934E10        53     1420 SH       SHR/OTHR    20                          1420
D NAVISTAR INTL CORP NEW         COM              63934E10        95     2525 SH       SHARED      21        2525
D NAVISTAR INTL CORP NEW         COM              63934E10        39     1045 SH       SHR/OTHR    21                          1045
D NAVISTAR INTL CORP NEW         COM              63934E10      1183    31251 SH       SHARED      23       27036              4215
D NAVISTAR INTL CORP NEW         COM              63934E10       901    23800 SH       SHR/OTHR    23                         23800
D NAVISTAR INTL CORP NEW         COM              63934E10       625    16500 SH       SHARED      26       16500
D NAVIGANT CONSULTING INC        COM              63935N10       549    48200 SH       SHARED               48200
D NAVIGANT CONSULTING INC        COM              63935N10       276    24211 SH       SHARED      01       20211              4000
D NAVIGANT CONSULTING INC        COM              63935N10       502    44000 SH       SHR/OTHR    01                         44000
D NAVIGANT CONSULTING INC        COM              63935N10         3      280 SH       SHARED      02         280
D NAVIGANT CONSULTING INC        COM              63935N10       233    20500 SH       SHARED      10       20500
D NEENAH PAPER INC               COM              64007910       105     4733 SH       SHARED                4733
D NEENAH PAPER INC               COM              64007910         7      356 SH       SHARED      01          66               290
D NEENAH PAPER INC               COM              64007910        77     3472 SH       SHARED      02        3472
D NEENAH PAPER INC               COM              64007910       136     6100 SH       SHARED      10        6100
D NEENAH PAPER INC               COM              64007910        21      942 SH       SHARED      23         942
D NEKTAR THERAPEUTICS            COM              64026810       784   140157 SH       SHARED              140157
D NEKTAR THERAPEUTICS            COM              64026810         1      200 SH       SHARED      01         200
D NEKTAR THERAPEUTICS            COM              64026810        95    17142 SH       SHARED      02         142             17000
D NEKTAR THERAPEUTICS            COM              64026810      1044   186622 SH       SHARED      04      186622
D NEKTAR THERAPEUTICS            COM              64026810       107    19200 SH       SHARED      10       19200
D NEKTAR THERAPEUTICS            COM              64026810      1986   355000 SH       SHARED      26      355000
D NEKTAR THERAPEUTICS            COM              64026810       387    69200 SH       SHARED      32       69200
D NELNET INC                     CL A             64031N10       227     9277 SH       SHARED                9277
D NELNET INC                     CL A             64031N10       109     4469 SH       SHARED      01        3719               750
D NELNET INC                     CL A             64031N10       200     8200 SH       SHR/OTHR    01                          8200
D NELNET INC                     CL A             64031N10         0       11 SH       SHARED      02          11
D NELNET INC                     CL A             64031N10       181     7400 SH       SHARED      10        7400
D NEOGEN CORP                    COM              64049110       565    18472 SH       SHARED               18472
D NEOGEN CORP                    COM              64049110        25      843 SH       SHARED      02         135               708
D NEOGEN CORP                    COM              64049110        46     1503 SH       SHARED      26        1503
D NEOPHOTONICS CORP              COM              64051T10         7     1551 SH       SHARED                1551
D NEOPHOTONICS CORP              COM              64051T10        10     2205 SH       SHARED      02           5              2200
D NEOPROBE CORP                  COM              64051810        62    23760 SH       SHARED               23760
D NEOPROBE CORP                  COM              64051810         8     3377 SH       SHARED      02        3377
D NEOPROBE CORP                  COM              64051810       393   150000 SH       SHARED      26      150000
D NEOSTEM INC                    COM NEW          64065030         3     7366 SH       SHARED                7366
D NEOSTEM INC                    COM NEW          64065030         0       34 SH       SHARED      02          34
D NEPTUNE TECHNOLOGIES BIORESO   COM              64077P10        79    27200 SH       SHARED               27200
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       277    36210 SH       SHARED               36210
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20         0        3 SH       SHARED      02           3
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20         0      100 SH       SHARED      02         100
D NETAPP INC                     NOTE  1.750% 6/0 64110DAB     16626 13175000 PRN      SHARED            11675000           1500000
D NETAPP INC                     NOTE  1.750% 6/0 64110DAB      3786  3000000 PRN      SHARED      02     3000000
D NETAPP INC                     COM              64110D10        20      555 SH       SHARED                 555
D NETAPP INC                     COM              64110D10     26567   732505 SH       SHARED              732505
D NETAPP INC                     COM              64110D10         0      485 SH CALL  SHARED                 485
D NETAPP INC                     COM              64110D10         3      338 SH PUT   SHARED                 338
D NETAPP INC                     COM              64110D10      2980    82175 SH       SHARED      01       80175              2000
D NETAPP INC                     COM              64110D10     56642  1561680 SH       SHARED      02     1522537             39143
D NETAPP INC                     COM              64110D10         1      500 SH CALL  SHARED      02         500
D NETAPP INC                     COM              64110D10       203     5600 SH       SHARED      04        5600
D NETAPP INC                     COM              64110D10        30      840 SH       SHARED      05         840
D NETAPP INC                     COM              64110D10      1240    34210 SH       SHARED      06       23660             10550
D NETAPP INC                     COM              64110D10      4079   112467 SH       SHARED      10      112467
D NETAPP INC                     COM              64110D10       272     7500 SH       SHARED      20        7500
D NETAPP INC                     COM              64110D10       102     2813 SH       SHARED      26        2813
D NETAPP INC                     COM              64110D10       172     4765 SH       SHARED      29        4765
D NETFLIX INC                    COM              64110L10        28      409 SH       SHARED                 409
D NETFLIX INC                    COM              64110L10     10501   151558 SH       SHARED              151558
D NETFLIX INC                    COM              64110L10      1337    19300 SH       SHARED      01       19300
D NETFLIX INC                    COM              64110L10       189     2741 SH       SHARED      02        1241              1500
D NETFLIX INC                    COM              64110L10         0      970 SH CALL  SHARED      02         970
D NETFLIX INC                    COM              64110L10        47      400 SH PUT   SHARED      02         400
D NETFLIX INC                    COM              64110L10       810    11700 SH       SHARED      04       11700
D NETFLIX INC                    COM              64110L10         2       30 SH       SHARED      05          30
D NETFLIX INC                    COM              64110L10       183     2650 SH       SHARED      06        1500              1150
D NETFLIX INC                    COM              64110L10      1057    15261 SH       SHARED      10       15261
D NETEASE COM INC                SPONSORED ADR    64110W10      7120   158763 SH       SHARED              158763
D NETEASE COM INC                SPONSORED ADR    64110W10        29      657 SH       SHARED      02         657
D NETGEAR INC                    COM              64111Q10       959    28578 SH       SHARED               28578
D NETGEAR INC                    COM              64111Q10       731    21799 SH       SHARED      01       21799
D NETGEAR INC                    COM              64111Q10      1589    47362 SH       SHR/OTHR    01                         47362
D NETGEAR INC                    COM              64111Q10      1060    31587 SH       SHARED      02       29577              2010
D NETGEAR INC                    COM              64111Q10       221     6600 SH       SHARED      10        6600
D NETGEAR INC                    COM              64111Q10        16      500 SH       SHR/OTHR    23                           500
D NETGEAR INC                    COM              64111Q10       237     7060 SH       SHARED      26        7060
D NETSOL TECHNOLOGIES INC        COM NEW          64115A20         0      277 SH       SHARED      02         277
D NETSCOUT SYS INC               COM              64115T10       190    10844 SH       SHARED               10844
D NETSCOUT SYS INC               COM              64115T10         8      501 SH       SHARED      02         501
D NETLOGIC MICROSYSTEMS INC      COM              64118B10     59547  1201272 SH       SHARED             1201272
D NETLOGIC MICROSYSTEMS INC      COM              64118B10       109     2200 SH       SHARED      01        2200
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        34      704 SH       SHARED      02         704
D NETLOGIC MICROSYSTEMS INC      COM              64118B10         1      200 SH CALL  SHARED      02         200
D NETLOGIC MICROSYSTEMS INC      COM              64118B10       123     2500 SH       SHARED      10        2500
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        99     2000 SH       SHARED      23                          2000
D NETLOGIC MICROSYSTEMS INC      COM              64118B10      1953    39400 SH       SHARED      26       39400
D NETSUITE INC                   COM              64118Q10      3991    98433 SH       SHARED               98433
D NETSUITE INC                   COM              64118Q10       896    22109 SH       SHARED      02       22109
D NETSUITE INC                   COM              64118Q10         0      580 SH PUT   SHARED      02         580
D NETSUITE INC                   COM              64118Q10        16      400 SH       SHARED      10         400
D NETQIN MOBILE INC              ADR REPR CL A    64118U10       518    98442 SH       SHARED               98442
D NETQIN MOBILE INC              ADR REPR CL A    64118U10        11     2161 SH       SHARED      02         161              2000
D NETSPEND HLDGS INC             COM              64118V10       189    23377 SH       SHARED               23377
D NETSPEND HLDGS INC             COM              64118V10        30     3700 SH       SHARED      01        3700
D NETSPEND HLDGS INC             COM              64118V10         0       23 SH       SHARED      02          23
D NETWORK EQUIP TECHNOLOGIES     COM              64120810         3     3030 SH       SHARED      02        2769               261
D NETWORK ENGINES INC            COM              64121A10         0        2 SH       SHARED      02           2
D NEUROCRINE BIOSCIENCES INC     COM              64125C10       127    15050 SH       SHARED               15050
D NEUROCRINE BIOSCIENCES INC     COM              64125C10        25     3030 SH       SHARED      02          30              3000
D NEUROCRINE BIOSCIENCES INC     COM              64125C10       147    17300 SH       SHARED      10       17300
D NEUROCRINE BIOSCIENCES INC     COM              64125C10      1465   172392 SH       SHARED      26      172392
D NEUROCRINE BIOSCIENCES INC     COM              64125C10       224    26400 SH       SHARED      32       26400
D NEUROGESX INC                  COM              64125210         0       15 SH       SHARED      02          15
D NEUROGESX INC                  COM              64125210       268   326814 SH       SHARED      26      326814
D NEUROGESX INC                  COM              64125210        65    80054 SH       SHARED      32       80054
D NEUROMETRIX INC                COM NEW          64125520         0       34 SH       SHARED      02          34
D NEVADA GOLD & CASINOS INC      COM NEW          64126Q20         0       11 SH       SHARED      02          11
D NEUSTAR INC                    CL A             64126X20     12312   360321 SH       SHARED              360321
D NEUSTAR INC                    CL A             64126X20       700    20500 SH       SHARED      01                         20500
D NEUSTAR INC                    CL A             64126X20         1       35 SH       SHARED      02          35
D NEUSTAR INC                    CL A             64126X20        54     1600 SH       SHARED      10        1600
D NEUTRAL TANDEM INC             COM              64128B10       499    46760 SH       SHARED               46760
D NEUTRAL TANDEM INC             COM              64128B10         1      169 SH       SHARED      02         169
D NEVSUN RES LTD                 COM              64156L10        22     4000 SH       SHARED                4000
D NEVSUN RES LTD                 COM              64156L10        35     6403 SH       SHARED      02        6403
D NEUBERGER BERMAN RE ES SEC F   COM              64190A10         0       85 SH       SHARED      02          85
D NEW GOLD INC CDA               COM              64453510      8881   881128 SH       SHARED              881128
D NEW GOLD INC CDA               COM              64453510      1899   188475 SH       SHARED      02      185775              2700
D NEW GOLD INC CDA               COM              64453510       722    71700 SH       SHARED      04       71700
D NEW GOLD INC CDA               COM              64453510         2      207 SH       SHARED      05         207
D NEW GOLD INC CDA               COM              64453510       168    16700 SH       SHARED      06       16700
D NEW GOLD INC CDA               COM              64453510        21     2160 SH       SHARED      21        2160
D NEW JERSEY RES                 COM              64602510       806    16392 SH       SHARED               16392
D NEW JERSEY RES                 COM              64602510        87     1787 SH       SHARED      01        1787
D NEW JERSEY RES                 COM              64602510       408     8293 SH       SHARED      02        5493              2800
D NEW JERSEY RES                 COM              64602510       642    13050 SH       SHARED      10       13050
D NEW JERSEY RES                 COM              64602510       147     3000 SH       SHR/OTHR    23                          3000
D NEW MTN FIN CORP               COM              64755110        19     1423 SH       SHARED                1423
D NEW MTN FIN CORP               COM              64755110         0        2 SH       SHARED      02           2
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110      2772   115293 SH       SHARED              115293
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110        31     1297 SH       SHARED      02        1297
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110      1885    78408 SH       SHARED      06       78408
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110       199     8280 SH       SHARED      26        8280
D NEW YORK & CO INC              COM              64929510       119    44807 SH       SHARED               44807
D NEW YORK & CO INC              COM              64929510         0      118 SH       SHARED      02         118
D NEW YORK CMNTY BANCORP INC     COM              64944510      6410   518253 SH       SHARED              518253
D NEW YORK CMNTY BANCORP INC     COM              64944510      2835   229191 SH       SHARED      01       94654            134537
D NEW YORK CMNTY BANCORP INC     COM              64944510       666    53870 SH       SHARED      02       45270              8600
D NEW YORK CMNTY BANCORP INC     COM              64944510         2      210 SH       SHARED      05         210
D NEW YORK CMNTY BANCORP INC     COM              64944510        83     6710 SH       SHARED      06        5710              1000
D NEW YORK CMNTY BANCORP INC     COM              64944510      3119   252200 SH       SHARED      10      252200
D NEW YORK MTG TR INC            COM PAR $.02     64960450       168    23429 SH       SHARED               23429
D NEW YORK TIMES CO              CL A             65011110      3395   439319 SH       SHARED              439319
D NEW YORK TIMES CO              CL A             65011110       306    39700 SH       SHARED      01        1760             37940
D NEW YORK TIMES CO              CL A             65011110       272    35310 SH       SHARED      02       31890              3420
D NEW YORK TIMES CO              CL A             65011110        82    10696 SH       SHARED      04       10696
D NEW YORK TIMES CO              CL A             65011110       222    28800 SH       SHARED      10       28800
D NEW YORK TIMES CO              CL A             65011110         7     1000 SH       SHR/OTHR    23                          1000
D NEWCASTLE INVT CORP            COM              65105M10       152    32764 SH       SHARED               32764
D NEWCASTLE INVT CORP            COM              65105M10        98    21200 SH       SHARED      01       21200
D NEWCASTLE INVT CORP            COM              65105M10         0       79 SH       SHARED      02          79
D NEWELL RUBBERMAID INC          COM              65122910      2573   159321 SH       SHARED              159321
D NEWELL RUBBERMAID INC          COM              65122910      1009    62500 SH       SHARED      01       62500
D NEWELL RUBBERMAID INC          COM              65122910       211    13087 SH       SHARED      02        4462              8625
D NEWELL RUBBERMAID INC          COM              65122910       742    46000 SH       SHARED      04       46000
D NEWELL RUBBERMAID INC          COM              65122910         4      250 SH       SHARED      05         250
D NEWELL RUBBERMAID INC          COM              65122910      3940   243969 SH       SHARED      06       78969            165000
D NEWELL RUBBERMAID INC          COM              65122910      1348    83477 SH       SHARED      10       83477
D NEWELL RUBBERMAID INC          COM              65122910       156     9666 SH       SHARED      27        9666
D NEWFIELD EXPL CO               COM              65129010      7533   199664 SH       SHARED              199664
D NEWFIELD EXPL CO               COM              65129010      1113    29500 SH       SHARED      01       29500
D NEWFIELD EXPL CO               COM              65129010      4586   121571 SH       SHARED      02      119121              2450
D NEWFIELD EXPL CO               COM              65129010         0      500 SH CALL  SHARED      02         500
D NEWFIELD EXPL CO               COM              65129010        30      800 SH       SHARED      04         800
D NEWFIELD EXPL CO               COM              65129010        15      400 SH       SHARED      05         400
D NEWFIELD EXPL CO               COM              65129010       350     9290 SH       SHARED      06        5490              3800
D NEWFIELD EXPL CO               COM              65129010      1446    38331 SH       SHARED      10       38331
D NEWLINK GENETICS CORP          COM              65151110         7     1073 SH       SHARED                1073
D NEWLINK GENETICS CORP          COM              65151110         0       93 SH       SHARED      02          93
D NEWMARKET CORP                 COM              65158710        47      242 SH       SHARED                 242
D NEWMARKET CORP                 COM              65158710       653     3300 SH       SHARED      01                          3300
D NEWMARKET CORP                 COM              65158710         1        7 SH       SHARED      02           7
D NEWMARKET CORP                 COM              65158710       217     1100 SH       SHARED      10        1100
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AH       208   150000 PRN      SHARED              150000
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AH        91    66000 PRN      SHARED      02       66000
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AH      9271  6670000 PRN      SHARED      06     4800000           1870000
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AH        23    17000 PRN      SHARED      10       17000
D NEWMONT MINING CORP            NOTE  1.625% 7/1 651639AJ       759   527000 PRN      SHARED      02      527000
D NEWMONT MINING CORP            NOTE  1.625% 7/1 651639AJ     31724 22000000 PRN      SHARED      04    22000000
D NEWMONT MINING CORP            NOTE  1.625% 7/1 651639AJ      2206  1530000 PRN      SHARED      06     1530000
D NEWMONT MINING CORP            NOTE  1.625% 7/1 651639AJ         4     3000 PRN      SHARED      29        3000
D NEWMONT MINING CORP            COM              65163910      1088    18139 SH       SHARED                4939             13200
D NEWMONT MINING CORP            COM              65163910    162759  2712201 SH       SHARED             2443445            268756
D NEWMONT MINING CORP            COM              65163910         0      161 SH CALL  SHARED                 161
D NEWMONT MINING CORP            COM              65163910       122    10731 SH PUT   SHARED               10731
D NEWMONT MINING CORP            COM              65163910      6826   113757 SH       SHARED      01      110450              3307
D NEWMONT MINING CORP            COM              65163910         6      100 SH       SHR/OTHR    01                           100
D NEWMONT MINING CORP            COM              65163910     17661   294302 SH       SHARED      02      290220              4082
D NEWMONT MINING CORP            COM              65163910         9     7669 SH CALL  SHARED      02        7669
D NEWMONT MINING CORP            COM              65163910        40    10090 SH PUT   SHARED      02       10090
D NEWMONT MINING CORP            COM              65163910       730    12181 SH       SHARED      04       12181
D NEWMONT MINING CORP            COM              65163910    217538  3625034 SH       SHARED      04     3625034
D NEWMONT MINING CORP            COM              65163910       167     2790 SH       SHARED      05        2790
D NEWMONT MINING CORP            COM              65163910     34398   573210 SH       SHARED      06      282260            290950
D NEWMONT MINING CORP            COM              65163910     11962   199342 SH       SHARED      10      199342
D NEWMONT MINING CORP            COM              65163910       366     6100 SH       SHARED      23        4700              1400
D NEWMONT MINING CORP            COM              65163910       505     8425 SH       SHR/OTHR    23                          8425
D NEWMONT MINING CORP            COM              65163910      1250    20836 SH       SHARED      26       20836
D NEWMONT MINING CORP            COM              65163910      2127    35460 SH       SHARED      29       35460
D NEWMONT MINING CORP            COM              65163910     30473   507800 SH       SHARED      30      507800
D NEWMONT MINING CORP            COM              65163910      4456    74267 SH       SHARED      31       74267
D NEWPARK RES INC                NOTE  4.000%10/0 651718AC        19    17000 PRN      SHARED      02       17000
D NEWPARK RES INC                COM PAR $.01NEW  65171850      1710   180057 SH       SHARED              180057
D NEWPARK RES INC                COM PAR $.01NEW  65171850       700    73748 SH       SHARED      01       62548             11200
D NEWPARK RES INC                COM PAR $.01NEW  65171850      1121   118000 SH       SHR/OTHR    01                        118000
D NEWPARK RES INC                COM PAR $.01NEW  65171850        88     9305 SH       SHARED      02        3970              5335
D NEWPARK RES INC                COM PAR $.01NEW  65171850       175    18500 SH       SHARED      10       18500
D NEWPORT CORP                   NOTE  2.500% 2/1 651824AB       199   200000 PRN      SHARED              200000
D NEWPORT CORP                   COM              65182410       307    22595 SH       SHARED               22595
D NEWPORT CORP                   COM              65182410        65     4797 SH       SHARED      02        4797
D NEWPORT CORP                   COM              65182410       264    19400 SH       SHARED      10       19400
D NEWS CORP                      CL A             65248E10     30596  1715036 SH       SHARED             1715036
D NEWS CORP                      CL A             65248E10      9529   534140 SH       SHARED      01      526343              7797
D NEWS CORP                      CL A             65248E10       112     6305 SH       SHR/OTHR    01                          6305
D NEWS CORP                      CL A             65248E10     21756  1219535 SH       SHARED      02     1218918               617
D NEWS CORP                      CL A             65248E10        33    53512 SH CALL  SHARED      02       53512
D NEWS CORP                      CL A             65248E10       101     5700 SH       SHARED      04        5700
D NEWS CORP                      CL A             65248E10       176     9914 SH       SHARED      05        9914
D NEWS CORP                      CL A             65248E10      4587   257160 SH       SHARED      06      188910             68250
D NEWS CORP                      CL A             65248E10     12542   703050 SH       SHARED      10      703050
D NEWS CORP                      CL A             65248E10       320    17970 SH       SHARED      20       17085               885
D NEWS CORP                      CL A             65248E10        72     4064 SH       SHARED      23           6              4058
D NEWS CORP                      CL A             65248E10       791    44383 SH       SHARED      26       44383
D NEWS CORP                      CL A             65248E10       245    13755 SH       SHARED      27       13755
D NEWS CORP                      CL A             65248E10      9255   518794 SH       SHARED      31      518794
D NEWS CORP                      CL B             65248E20      1008    55469 SH       SHARED               55469
D NEWS CORP                      CL B             65248E20      1710    94100 SH       SHARED      01       94100
D NEWS CORP                      CL B             65248E20      2611   143671 SH       SHARED      02      143671
D NEWS CORP                      CL B             65248E20        32     1800 SH       SHARED      04        1800
D NEWS CORP                      CL B             65248E20         4      224 SH       SHARED      05         224
D NEWS CORP                      CL B             65248E20       134     7380 SH       SHARED      06        7380
D NEWS CORP                      CL B             65248E20       672    37000 SH       SHARED      29       37000
D NEWSTAR FINANCIAL INC          COM              65251F10        91     8963 SH       SHARED                8963
D NEWSTAR FINANCIAL INC          COM              65251F10         1      108 SH       SHARED      02         108
D NEXEN INC                      COM              65334H10        37     2335 SH       SHARED                2335
D NEXEN INC                      COM              65334H10     12404   779698 SH       SHARED              546034            233664
D NEXEN INC                      COM              65334H10        41     2594 SH       SHARED      02        2594
D NEXEN INC                      COM              65334H10       258    16245 SH       SHARED      04       16245
D NEXEN INC                      COM              65334H10    114268  7182158 SH       SHARED      04     7182158
D NEXEN INC                      COM              65334H10        60     3782 SH       SHARED      05        3782
D NEXEN INC                      COM              65334H10       765    48087 SH       SHARED      06       45137              2950
D NEXEN INC                      COM              65334H10      5455   342889 SH       SHARED      10      342889
D NEXSTAR BROADCASTING GROUP I   CL A             65336K10       139    17790 SH       SHARED               17790
D NEXSTAR BROADCASTING GROUP I   CL A             65336K10         0        5 SH       SHARED      02           5
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        64     4000 SH       SHARED      01                          4000
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10      2174   135756 SH       SHARED      02           1            135755
D NEXTERA ENERGY INC             COM              65339F10        45      750 SH       SHARED                 370               380
D NEXTERA ENERGY INC             COM              65339F10     15242   250370 SH       SHARED              250370
D NEXTERA ENERGY INC             COM              65339F10     14339   235529 SH       SHARED      01      203729             31800
D NEXTERA ENERGY INC             COM              65339F10      2122    34860 SH       SHR/OTHR    01                         34860
D NEXTERA ENERGY INC             COM              65339F10       706    11598 SH       SHARED      02        6178              5420
D NEXTERA ENERGY INC             COM              65339F10       310     5100 SH       SHARED      04        5100
D NEXTERA ENERGY INC             COM              65339F10       371     6110 SH       SHARED      05        6110
D NEXTERA ENERGY INC             COM              65339F10      2214    36370 SH       SHARED      06       23770             12600
D NEXTERA ENERGY INC             COM              65339F10      8946   146961 SH       SHARED      10      145711              1250
D NEXTERA ENERGY INC             COM              65339F10       213     3500 SH       SHARED      15        3500
D NEXTERA ENERGY INC             COM              65339F10      4185    68758 SH       SHARED      20       41735      105    26918
D NEXTERA ENERGY INC             COM              65339F10       392     6455 SH       SHR/OTHR    20                          6455
D NEXTERA ENERGY INC             COM              65339F10       151     2495 SH       SHARED      21        2495
D NEXTERA ENERGY INC             COM              65339F10        29      485 SH       SHR/OTHR    21                           485
D NEXTERA ENERGY INC             COM              65339F10      3052    50132 SH       SHARED      23       45062              5070
D NEXTERA ENERGY INC             COM              65339F10      2578    42349 SH       SHR/OTHR    23                         42349
D NEXTERA ENERGY INC             COM              65339F10      1028    16900 SH       SHARED      26       16900
D NEXTERA ENERGY INC             COM              65339F10       895    14708 SH       SHARED      27       14708
D NEXTERA ENERGY INC             COM              65339F10       316     5200 SH       SHARED      30        5200
D NICE SYS LTD                   SPONSORED ADR    65365610      2114    61366 SH       SHARED               61366
D NICE SYS LTD                   SPONSORED ADR    65365610        62     1828 SH       SHARED      04        1828
D NICE SYS LTD                   SPONSORED ADR    65365610        17      518 SH       SHARED      21         518
D NICHOLAS FINANCIAL INC         COM NEW          65373J20        23     1835 SH       SHARED                1835
D NICHOLAS FINANCIAL INC         COM NEW          65373J20         2      169 SH       SHARED      02         169
D NIKE INC                       CL B             65410610        78      815 SH       SHARED                 345               470
D NIKE INC                       CL B             65410610     22998   238646 SH       SHARED              235517              3129
D NIKE INC                       CL B             65410610     26966   279825 SH       SHARED      01      212486             67339
D NIKE INC                       CL B             65410610      5840    60604 SH       SHR/OTHR    01                         60604
D NIKE INC                       CL B             65410610      1299    13484 SH       SHARED      02        4039              9445
D NIKE INC                       CL B             65410610       802     8325 SH       SHARED      04        8325
D NIKE INC                       CL B             65410610       118     1230 SH       SHARED      05        1230
D NIKE INC                       CL B             65410610      3159    32780 SH       SHARED      06       21630             11150
D NIKE INC                       CL B             65410610     12039   124929 SH       SHARED      10      123364              1565
D NIKE INC                       CL B             65410610      5025    52150 SH       SHARED      20       44595      135     7420
D NIKE INC                       CL B             65410610       894     9280 SH       SHR/OTHR    20                          9280
D NIKE INC                       CL B             65410610       306     3180 SH       SHARED      21        3180
D NIKE INC                       CL B             65410610       228     2370 SH       SHR/OTHR    21                          2370
D NIKE INC                       CL B             65410610      8626    89514 SH       SHARED      23       79519              9995
D NIKE INC                       CL B             65410610      7042    73079 SH       SHR/OTHR    23                         73079
D NIKE INC                       CL B             65410610      2043    21200 SH       SHARED      26       21200
D NIKE INC                       CL B             65410610       221     2301 SH       SHARED      27        2301
D NIKE INC                       CL B             65410610       530     5500 SH       SHARED      29        5500
D 99 CENTS ONLY STORES           COM              65440K10      1672    76200 SH       SHARED               76200
D 99 CENTS ONLY STORES           COM              65440K10       327    14900 SH       SHARED      01                         14900
D 99 CENTS ONLY STORES           COM              65440K10       235    10729 SH       SHARED      02       10729
D 99 CENTS ONLY STORES           COM              65440K10      2100    95700 SH       SHARED      26       95700
D NISKA GAS STORAGE PARTNERS L   UNIT LTD LIABI   65467810       386    43500 SH       SHARED               43500
D NISKA GAS STORAGE PARTNERS L   UNIT LTD LIABI   65467810         0        2 SH       SHARED      02           2
D NISOURCE INC                   COM              65473P10     14083   591489 SH       SHARED              591489
D NISOURCE INC                   COM              65473P10      1483    62317 SH       SHARED      01       62317
D NISOURCE INC                   COM              65473P10      2174    91323 SH       SHARED      02       90259              1064
D NISOURCE INC                   COM              65473P10         1      900 SH CALL  SHARED      02         900
D NISOURCE INC                   COM              65473P10        64     2700 SH       SHARED      04        2700
D NISOURCE INC                   COM              65473P10       214     9000 SH       SHARED      05        9000
D NISOURCE INC                   COM              65473P10    253264 10636880 SH       SHARED      06       13030          10623850
D NISOURCE INC                   COM              65473P10     25973  1090845 SH       SHARED      10     1090845
D NISOURCE INC                   COM              65473P10         2      114 SH       SHARED      21                           114
D NISOURCE INC                   COM              65473P10        47     2000 SH       SHR/OTHR    23                          2000
D NISOURCE INC                   COM              65473P10        11      469 SH       SHARED      27         469
D NOAH HLDGS LTD                 SPONSORED ADS    65487X10      1194   194271 SH       SHARED              194271
D NOAH HLDGS LTD                 SPONSORED ADS    65487X10      1746   284000 SH       SHARED      04      284000
D NOAH HLDGS LTD                 SPONSORED ADS    65487X10       922   150000 SH       SHARED      06      150000
D NOKIA CORP                     SPONSORED ADR    65490220       882   183170 SH       SHARED              183170
D NOKIA CORP                     SPONSORED ADR    65490220         9     1900 SH       SHARED      01                          1900
D NOKIA CORP                     SPONSORED ADR    65490220       268    55753 SH       SHARED      02          78             55675
D NOKIA CORP                     SPONSORED ADR    65490220         0     1700 SH CALL  SHARED      02        1700
D NOKIA CORP                     SPONSORED ADR    65490220        91    19000 SH       SHARED      20       19000
D NOKIA CORP                     SPONSORED ADR    65490220         9     1940 SH       SHARED      21        1940
D NOKIA CORP                     SPONSORED ADR    65490220         0      150 SH       SHARED      23         150
D NOKIA CORP                     SPONSORED ADR    65490220        62    13000 SH       SHR/OTHR    23                         13000
D NOBLE ENERGY INC               COM              65504410     16028   169815 SH       SHARED              169815
D NOBLE ENERGY INC               COM              65504410      5494    58212 SH       SHARED      01       56912              1300
D NOBLE ENERGY INC               COM              65504410       180     1917 SH       SHARED      02        1747               170
D NOBLE ENERGY INC               COM              65504410         1      380 SH CALL  SHARED      02         380
D NOBLE ENERGY INC               COM              65504410      1649    17477 SH       SHARED      04       17477
D NOBLE ENERGY INC               COM              65504410        66      700 SH       SHARED      05         700
D NOBLE ENERGY INC               COM              65504410      1649    17475 SH       SHARED      06       12275              5200
D NOBLE ENERGY INC               COM              65504410      4863    51526 SH       SHARED      10       51526
D NOBLE ENERGY INC               COM              65504410       148     1576 SH       SHARED      26        1576
D NOBLE ENERGY INC               COM              65504410       212     2248 SH       SHARED      27        2248
D NOBLE ENERGY INC               COM              65504410       604     6400 SH       SHARED      30        6400
D NOMURA HLDGS INC               SPONSORED ADR    65535H20       209    70298 SH       SHARED               70298
D NOMURA HLDGS INC               SPONSORED ADR    65535H20         0        5 SH       SHARED      02           5
D NOMURA HLDGS INC               SPONSORED ADR    65535H20         7     2650 SH       SHARED      20                          2650
D NORANDA ALUM HLDG CORP         COM              65542W10       130    15823 SH       SHARED               15823
D NORANDA ALUM HLDG CORP         COM              65542W10       315    38282 SH       SHARED      01       32132              6150
D NORANDA ALUM HLDG CORP         COM              65542W10       565    68500 SH       SHR/OTHR    01                         68500
D NORANDA ALUM HLDG CORP         COM              65542W10         0       44 SH       SHARED      02          44
D NORDION INC                    COM              65563C10      1509   180600 SH       SHARED              180600
D NORDION INC                    COM              65563C10        19     2318 SH       SHARED      02        2318
D NORDSON CORP                   COM              65566310         2       62 SH       SHARED                  62
D NORDSON CORP                   COM              65566310      4051    98384 SH       SHARED               98384
D NORDSON CORP                   COM              65566310       753    18300 SH       SHARED      01                         18300
D NORDSON CORP                   COM              65566310         0        4 SH       SHARED      02           4
D NORDSON CORP                   COM              65566310       580    14100 SH       SHARED      10       14100
D NORDSTROM INC                  COM              65566410        61     1239 SH       SHARED                 739               500
D NORDSTROM INC                  COM              65566410      7792   156754 SH       SHARED              156754
D NORDSTROM INC                  COM              65566410      4424    89011 SH       SHARED      01       78401             10610
D NORDSTROM INC                  COM              65566410      1254    25240 SH       SHR/OTHR    01                         25240
D NORDSTROM INC                  COM              65566410       548    11028 SH       SHARED      02        4195              6833
D NORDSTROM INC                  COM              65566410      1038    20900 SH       SHARED      04       20900
D NORDSTROM INC                  COM              65566410         3       80 SH       SHARED      05          80
D NORDSTROM INC                  COM              65566410       591    11900 SH       SHARED      06        7600              4300
D NORDSTROM INC                  COM              65566410      6748   135765 SH       SHARED      10      135765
D NORDSTROM INC                  COM              65566410      2305    46375 SH       SHARED      20       40500      150     5725
D NORDSTROM INC                  COM              65566410       115     2320 SH       SHR/OTHR    20                          2320
D NORDSTROM INC                  COM              65566410         9      200 SH       SHR/OTHR    21                           200
D NORDSTROM INC                  COM              65566410      1621    32623 SH       SHARED      23       29348              3275
D NORDSTROM INC                  COM              65566410       787    15840 SH       SHR/OTHR    23                         15840
D NORDSTROM INC                  COM              65566410      1288    25927 SH       SHARED      26       25927
D NORDSTROM INC                  COM              65566410        32      659 SH       SHARED      27         659
D NORFOLK SOUTHERN CORP          COM              65584410        89     1234 SH       SHARED                 519               715
D NORFOLK SOUTHERN CORP          COM              65584410     30920   424386 SH       SHARED              420656              3730
D NORFOLK SOUTHERN CORP          COM              65584410     30692   421253 SH       SHARED      01      314093      250   106910
D NORFOLK SOUTHERN CORP          COM              65584410      7058    96876 SH       SHR/OTHR    01                         96876
D NORFOLK SOUTHERN CORP          COM              65584410      2224    30528 SH       SHARED      02        4237             26291
D NORFOLK SOUTHERN CORP          COM              65584410         1      119 SH CALL  SHARED      02         119
D NORFOLK SOUTHERN CORP          COM              65584410      4366    59925 SH       SHARED      04       59925
D NORFOLK SOUTHERN CORP          COM              65584410        35      490 SH       SHARED      05         490
D NORFOLK SOUTHERN CORP          COM              65584410      6546    89850 SH       SHARED      06       78500             11350
D NORFOLK SOUTHERN CORP          COM              65584410     20732   284546 SH       SHARED      10      282053              2493
D NORFOLK SOUTHERN CORP          COM              65584410      6122    84029 SH       SHARED      20       74559      195     9275
D NORFOLK SOUTHERN CORP          COM              65584410       590     8105 SH       SHR/OTHR    20                          8105
D NORFOLK SOUTHERN CORP          COM              65584410       338     4645 SH       SHARED      21        4645
D NORFOLK SOUTHERN CORP          COM              65584410       233     3210 SH       SHR/OTHR    21                          3210
D NORFOLK SOUTHERN CORP          COM              65584410     10777   147927 SH       SHARED      23      135012             12915
D NORFOLK SOUTHERN CORP          COM              65584410      7833   107521 SH       SHR/OTHR    23                        107521
D NORFOLK SOUTHERN CORP          COM              65584410      2418    33200 SH       SHARED      26       33200
D NORFOLK SOUTHERN CORP          COM              65584410       630     8660 SH       SHARED      27        8660
D NORTECH SYS INC                COM              65655310         0       10 SH       SHARED      02          10
D NORTEL INVERSORA S A           SPON ADR PFD B   65656740       151     6538 SH       SHARED                6538
D NORTH AMERN ENERGY PARTNERS    COM              65684410         1      187 SH       SHARED      02         187
D NORTH AMERN PALLADIUM LTD      COM              65691210         1      619 SH       SHARED      02         619
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       128     3950 SH       SHARED                3950
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       139     4300 SH       SHARED      01                          4300
D NORTH VALLEY BANCORP           COM NEW          66304M20         0       58 SH       SHARED      02          58
D NORTHEAST UTILS                COM              66439710      1344    37277 SH       SHARED               37277
D NORTHEAST UTILS                COM              66439710      1529    42400 SH       SHARED      01       40400              2000
D NORTHEAST UTILS                COM              66439710       158     4386 SH       SHARED      02        1386              3000
D NORTHEAST UTILS                COM              66439710        82     2300 SH       SHARED      04        2300
D NORTHEAST UTILS                COM              66439710       176     4900 SH       SHARED      05        4900
D NORTHEAST UTILS                COM              66439710       869    24100 SH       SHARED      06       18800              5300
D NORTHEAST UTILS                COM              66439710      1668    46261 SH       SHARED      10       46261
D NORTHERN DYNASTY MINERALS LT   COM NEW          66510M20       211    35036 SH       SHARED               35036
D NORTHERN DYNASTY MINERALS LT   COM NEW          66510M20         6     1055 SH       SHARED      02        1055
D NORTHERN OIL & GAS INC NEV     COM              66553110      2290    95514 SH       SHARED               95514
D NORTHERN OIL & GAS INC NEV     COM              66553110       627    26175 SH       SHARED      01        6775             19400
D NORTHERN OIL & GAS INC NEV     COM              66553110       120     5005 SH       SHARED      02         105              4900
D NORTHERN TR CORP               COM              66585910     19454   490524 SH       SHARED              490524
D NORTHERN TR CORP               COM              66585910      1961    49450 SH       SHARED      01       49450
D NORTHERN TR CORP               COM              66585910      1113    28065 SH       SHARED      02       26178              1887
D NORTHERN TR CORP               COM              66585910         0      120 SH CALL  SHARED      02         120
D NORTHERN TR CORP               COM              66585910        27      700 SH       SHARED      04         700
D NORTHERN TR CORP               COM              66585910        32      810 SH       SHARED      05         810
D NORTHERN TR CORP               COM              66585910       996    25120 SH       SHARED      06       18670              6450
D NORTHERN TR CORP               COM              66585910      4011   101159 SH       SHARED      10      101159
D NORTHERN TR CORP               COM              66585910      1039    26200 SH       SHARED      20        6200             20000
D NORTHERN TR CORP               COM              66585910        31      800 SH       SHR/OTHR    20                           800
D NORTHERN TR CORP               COM              66585910        47     1200 SH       SHARED      23                          1200
D NORTHERN TR CORP               COM              66585910       301     7600 SH       SHR/OTHR    23                          7600
D NORTHFIELD BANCORP INC NEW     COM              66611L10        85     6053 SH       SHARED                6053
D NORTHFIELD BANCORP INC NEW     COM              66611L10         0        5 SH       SHARED      02           5
D NORTHROP GRUMMAN CORP          COM              66680710        97     1669 SH       SHARED                1669
D NORTHROP GRUMMAN CORP          COM              66680710     18570   317554 SH       SHARED              142202            175352
D NORTHROP GRUMMAN CORP          COM              66680710      4869    83274 SH       SHARED      01       82974               300
D NORTHROP GRUMMAN CORP          COM              66680710       888    15187 SH       SHARED      02       14387               800
D NORTHROP GRUMMAN CORP          COM              66680710         0      229 SH CALL  SHARED      02         229
D NORTHROP GRUMMAN CORP          COM              66680710    107122  1831782 SH       SHARED      04     1831782
D NORTHROP GRUMMAN CORP          COM              66680710         9      170 SH       SHARED      05         170
D NORTHROP GRUMMAN CORP          COM              66680710      2416    41320 SH       SHARED      06       32570              8750
D NORTHROP GRUMMAN CORP          COM              66680710     16255   277962 SH       SHARED      10      277962
D NORTHROP GRUMMAN CORP          COM              66680710       376     6440 SH       SHARED      15        6440
D NORTHROP GRUMMAN CORP          COM              66680710         5       88 SH       SHARED      21                            88
D NORTHROP GRUMMAN CORP          COM              66680710       233     4000 SH       SHR/OTHR    23                          4000
D NORTHROP GRUMMAN CORP          COM              66680710       274     4700 SH       SHARED      26        4700
D NORTHROP GRUMMAN CORP          COM              66680710      1038    17760 SH       SHARED      29       17760
D NORTHSTAR RLTY FIN CORP        COM              66704R10       155    32570 SH       SHARED               32570
D NORTHSTAR RLTY FIN CORP        COM              66704R10        53    11200 SH       SHARED      01       11200
D NORTHSTAR RLTY FIN CORP        COM              66704R10       158    33177 SH       SHARED      02          26             33151
D NORTHSTAR RLTY FIN CORP        COM              66704R10        24     5200 SH       SHARED      10        5200
D NORTHWEST BANCSHARES INC MD    COM              66734010       407    32723 SH       SHARED               32723
D NORTHWEST BANCSHARES INC MD    COM              66734010        20     1637 SH       SHARED      02        1637
D NORTHWEST BANCSHARES INC MD    COM              66734010       240    19350 SH       SHARED      10       19350
D NORTHWEST BANCSHARES INC MD    COM              66734010        12      978 SH       SHARED      21         978
D NORTHWEST NAT GAS CO           COM              66765510       419     8757 SH       SHARED                8757
D NORTHWEST NAT GAS CO           COM              66765510        67     1400 SH       SHARED      01        1400
D NORTHWEST NAT GAS CO           COM              66765510        11      241 SH       SHARED      02         241
D NORTHWEST PIPE CO              COM              66774610        71     3136 SH       SHARED                3136
D NORTHWEST PIPE CO              COM              66774610         9      403 SH       SHARED      02         403
D NORTHWEST PIPE CO              COM              66774610        86     3800 SH       SHARED      10        3800
D NORTHWESTERN CORP              COM NEW          66807430      4281   119642 SH       SHARED              119642
D NORTHWESTERN CORP              COM NEW          66807430        85     2393 SH       SHARED      02         493              1900
D NORTHWESTERN CORP              COM NEW          66807430      4179   116767 SH       SHARED      10      116767
D NORTHWESTERN CORP              COM NEW          66807430       157     4400 SH       SHARED      26        4400
D NOVAGOLD RES INC               NOTE  5.500% 5/0 66987EAA       482   435000 PRN      SHARED              435000
D NOVAGOLD RES INC               COM NEW          66987E20       424    50000 SH       SHARED               50000
D NOVAGOLD RES INC               COM NEW          66987E20        72     8600 SH       SHARED      02        8600
D NOVAGOLD RES INC               COM NEW          66987E20       670    79058 SH       SHARED      04       79058
D NOVATEL WIRELESS INC           COM NEW          66987M60      1110   354845 SH       SHARED              354845
D NOVATEL WIRELESS INC           COM NEW          66987M60        26     8400 SH       SHARED      01        8400
D NOVATEL WIRELESS INC           COM NEW          66987M60         0      172 SH       SHARED      02         172
D NOVATEL WIRELESS INC           COM NEW          66987M60       128    41000 SH       SHARED      10       41000
D NOVARTIS A G                   SPONSORED ADR    66987V10        93     1634 SH       SHARED                1634
D NOVARTIS A G                   SPONSORED ADR    66987V10       448     7837 SH       SHARED      01        6437              1400
D NOVARTIS A G                   SPONSORED ADR    66987V10      1289    22550 SH       SHARED      02           5             22545
D NOVARTIS A G                   SPONSORED ADR    66987V10         1      375 SH CALL  SHARED      02         375
D NOVARTIS A G                   SPONSORED ADR    66987V10         0      750 SH PUT   SHARED      02         750
D NOVARTIS A G                   SPONSORED ADR    66987V10        57     1007 SH       SHARED      10        1007
D NOVARTIS A G                   SPONSORED ADR    66987V10        15      265 SH       SHARED      21         265
D NOVARTIS A G                   SPONSORED ADR    66987V10       414     7250 SH       SHR/OTHR    23                          7250
D NOVAVAX INC                    COM              67000210        39    31135 SH       SHARED               31135
D NOVAVAX INC                    COM              67000210         0      200 SH       SHARED      01                           200
D NOVAVAX INC                    COM              67000210         0       76 SH       SHARED      02          76
D NOVAVAX INC                    COM              67000210       292   231889 SH       SHARED      04      231889
D NOVELLUS SYS INC               COM              67000810     22879   554112 SH       SHARED              554112
D NOVELLUS SYS INC               COM              67000810        37      900 SH       SHARED      01         500               400
D NOVELLUS SYS INC               COM              67000810      7384   178854 SH       SHARED      02      173005              5849
D NOVELLUS SYS INC               COM              67000810      1742    42200 SH       SHARED      04       42200
D NOVELLUS SYS INC               COM              67000810       305     7400 SH       SHARED      06        4600              2800
D NOVELLUS SYS INC               COM              67000810       753    18253 SH       SHARED      10       18253
D NOVELLUS SYS INC               COM              67000810        18      451 SH       SHARED      21         451
D NOVELLUS SYS INC               COM              67000810        18      450 SH       SHR/OTHR    23                           450
D NOVELLUS SYS INC               COM              67000810       495    12000 SH       SHARED      26       12000
D NOVO-NORDISK A S               ADR              67010020     20132   174668 SH       SHARED              174668
D NOVO-NORDISK A S               ADR              67010020        46      400 SH       SHARED      02         200               200
D NOVO-NORDISK A S               ADR              67010020       115     1000 SH       SHR/OTHR    23                          1000
D NOVO-NORDISK A S               ADR              67010020      1669    14483 SH       SHARED      32       14483
D NU SKIN ENTERPRISES INC        CL A             67018T10      6371   131191 SH       SHARED              131191
D NU SKIN ENTERPRISES INC        CL A             67018T10        39      820 SH       SHARED      02         541               279
D NU SKIN ENTERPRISES INC        CL A             67018T10       155     3200 SH       SHARED      10        3200
D NU SKIN ENTERPRISES INC        CL A             67018T10      1942    40000 SH       SHARED      29       40000
D NSTAR                          COM              67019E10      1185    25238 SH       SHARED               25238
D NSTAR                          COM              67019E10      2605    55476 SH       SHARED      01       23776             31700
D NSTAR                          COM              67019E10        91     1945 SH       SHARED      02         805              1140
D NSTAR                          COM              67019E10        75     1600 SH       SHARED      04        1600
D NSTAR                          COM              67019E10       154     3300 SH       SHARED      05        3300
D NSTAR                          COM              67019E10        65     1400 SH       SHARED      06         700               700
D NSTAR                          COM              67019E10       328     7000 SH       SHARED      10        7000
D NSTAR                          COM              67019E10        89     1900 SH       SHARED      23        1900
D NSTAR                          COM              67019E10       670    14280 SH       SHR/OTHR    23                         14280
D NTELOS HLDGS CORP              COM NEW          67020Q30       497    24423 SH       SHARED               24423
D NTELOS HLDGS CORP              COM NEW          67020Q30         0       25 SH       SHARED      01          25
D NTELOS HLDGS CORP              COM NEW          67020Q30        67     3305 SH       SHARED      02        3305
D NUANCE COMMUNICATIONS INC      DBCV  2.750% 8/1 67020YAB     10000  6935000 PRN      SHARED      02     6935000
D NUANCE COMMUNICATIONS INC      COM              67020Y10      7017   278934 SH       SHARED              278934
D NUANCE COMMUNICATIONS INC      COM              67020Y10      1326    52725 SH       SHARED      01       52725
D NUANCE COMMUNICATIONS INC      COM              67020Y10      7002   278321 SH       SHARED      02      243237             35084
D NUANCE COMMUNICATIONS INC      COM              67020Y10         1     1105 SH CALL  SHARED      02        1105
D NUANCE COMMUNICATIONS INC      COM              67020Y10       754    30000 SH       SHARED      04       30000
D NUANCE COMMUNICATIONS INC      COM              67020Y10         2      100 SH       SHARED      05         100
D NUANCE COMMUNICATIONS INC      COM              67020Y10       120     4800 SH       SHARED      06        4800
D NUANCE COMMUNICATIONS INC      COM              67020Y10       261    10400 SH       SHARED      10       10400
D NUANCE COMMUNICATIONS INC      COM              67020Y10        50     2000 SH       SHR/OTHR    23                          2000
D NUANCE COMMUNICATIONS INC      COM              67020Y10       281    11200 SH       SHARED      30       11200
D NUCOR CORP                     COM              67034610      6004   151733 SH       SHARED              151733
D NUCOR CORP                     COM              67034610      4138   104598 SH       SHARED      01      100598              4000
D NUCOR CORP                     COM              67034610      5253   132753 SH       SHARED      02        7056            125697
D NUCOR CORP                     COM              67034610      3129    79082 SH       SHARED      04       79082
D NUCOR CORP                     COM              67034610       149     3780 SH       SHARED      05        3780
D NUCOR CORP                     COM              67034610      1272    32150 SH       SHARED      06       22200              9950
D NUCOR CORP                     COM              67034610     12316   311264 SH       SHARED      10      311264
D NUCOR CORP                     COM              67034610         7      200 SH       SHR/OTHR    23                           200
D NUCOR CORP                     COM              67034610      1008    25484 SH       SHARED      27       25484
D NUCOR CORP                     COM              67034610      5095   128760 SH       SHARED      31      128760
D NUMEREX CORP PA                CL A             67053A10        12     1571 SH       SHARED                1571
D NUMEREX CORP PA                CL A             67053A10         0        7 SH       SHARED      02           7
D NUSTAR ENERGY LP               UNIT COM         67058H10      5071    89500 SH       SHARED               89500
D NUSTAR ENERGY LP               UNIT COM         67058H10      2048    36154 SH       SHARED      02          29             36125
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10       918    27637 SH       SHARED               27637
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10       283     8531 SH       SHARED      02          31              8500
D NUPATHE INC                    COM              67059M10        81    44487 SH       SHARED               44487
D NUPATHE INC                    COM              67059M10         0        1 SH       SHARED      02           1
D NUVEEN INSD PREM INCOME MUN    COM              6706D810         0       11 SH       SHARED      02          11
D NUVEEN EQTY PRM OPPORTUNITYF   COM              6706EM10        53     4717 SH       SHARED      02                          4717
D NUVEEN EQUITY PREM INCOME FD   COM              6706ER10        36     3276 SH       SHARED      02           1              3275
D NUVEEN EQUITY PREM ADV FD      COM              6706ET10         0        4 SH       SHARED      02           4
D NUVEEN EQUITY PREM & GROWTH    COM              6706EW10         0        1 SH       SHARED      02           1
D NUVEEN PREM INCOME MUN FD 4    COM              6706K410       134    10000 SH       SHARED      02                         10000
D NUTRACEUTICAL INTL CORP        COM              67060Y10        65     5815 SH       SHARED                5815
D NUTRACEUTICAL INTL CORP        COM              67060Y10         0        3 SH       SHARED      02           3
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q10         3      250 SH       SHARED      02                           250
D NUVEEN SELECT MAT MUN FD       SH BEN INT       67061T10         1      100 SH       SHARED      02                           100
D NUVEEN CA INVT QUALITY MUN F   COM              67062A10        46     3200 SH       SHARED      02                          3200
D NUVEEN CALIF MUN VALUE FD      COM              67062C10         0       12 SH       SHARED      02          12
D NUVEEN INSD QUALITY MUN FD I   COM              67062N10        24     1600 SH       SHARED      02                          1600
D NUVEEN PERFORMANCE PLUS MUN    COM              67062P10         0        1 SH       SHARED      02           1
D NUVEEN NY PERFORM PLUS MUN F   COM              67062R10         0        3 SH       SHARED      02           3
D NUVEEN NY PERFORM PLUS MUN F   COM              67062R10        51     3350 SH       SHARED      23        3350
D NUVEEN PREM INCOME MUN FD      COM              67062T10         7      500 SH       SHARED      23         500
D NUVEEN N Y INVT QUALITY MUN    COM              67062X10         0        2 SH       SHARED      02           2
D NVIDIA CORP                    COM              67066G10     27815  2006907 SH       SHARED             2006907
D NVIDIA CORP                    COM              67066G10        28    10484 SH PUT   SHARED               10484
D NVIDIA CORP                    COM              67066G10      2017   145562 SH       SHARED      01      145562
D NVIDIA CORP                    COM              67066G10        31     2287 SH       SHR/OTHR    01                          2287
D NVIDIA CORP                    COM              67066G10      1888   136251 SH       SHARED      02      136001               250
D NVIDIA CORP                    COM              67066G10      3395   245000 SH       SHARED      04      245000
D NVIDIA CORP                    COM              67066G10         4      300 SH       SHARED      05         300
D NVIDIA CORP                    COM              67066G10       722    52100 SH       SHARED      06       38500             13600
D NVIDIA CORP                    COM              67066G10      2554   184300 SH       SHARED      10      184300
D NUVEEN DIVID ADVANTAGE MUN F   COM              67066V10         0        1 SH       SHARED      02           1
D NUTRI SYS INC NEW              COM              67069D10      1901   147047 SH       SHARED              147047
D NUTRI SYS INC NEW              COM              67069D10         1      125 SH       SHARED      01         125
D NUTRI SYS INC NEW              COM              67069D10         2      160 SH       SHARED      02         160
D NUTRI SYS INC NEW              COM              67069D10       196    15200 SH       SHARED      10       15200
D NUVEEN DIV ADVANTAGE MUN FD    COM              67070F10         0        2 SH       SHARED      02           2
D NUVEEN DIV ADV MUNI FD 3       COM SH BEN INT   67070X10        49     3390 SH       SHARED      01        3390
D NUVASIVE INC                   NOTE  2.750% 7/0 670704AC      6144  8440000 PRN      SHARED      02     8440000
D NUVASIVE INC                   COM              67070410       890    70703 SH       SHARED               70703
D NUVASIVE INC                   COM              67070410         3      281 SH       SHARED      02         281
D NUVASIVE INC                   COM              67070410         6      500 SH       SHARED      06         500
D NUVASIVE INC                   COM              67070410       127    10100 SH       SHARED      32       10100
D NUVEEN QUALITY PFD INCOME FD   COM              67071S10         1      200 SH       SHARED      02                           200
D NUVEEN CT DIV ADV MUN FD 3     COM              67071Y10       136    10000 SH       SHARED      01                         10000
D NUVEEN MD DIV ADV MUN FD 3     COM              67072A10        28     2050 SH       SHARED      23        2050
D NUVEEN QUALITY PFD INCOME FD   COM              67072C10        54     6980 SH       SHARED      02                          6980
D NXSTAGE MEDICAL INC            COM              67072V10       664    37346 SH       SHARED               37346
D NXSTAGE MEDICAL INC            COM              67072V10        69     3937 SH       SHARED      02          77              3860
D NUVEEN QUALITY PFD INC FD 3    COM              67072W10        16     2165 SH       SHARED      02                          2165
D NUVEEN MULTI STRAT INC & GR    COM              67073B10        40     5005 SH       SHARED      02           5              5000
D NUVEEN MULT STRAT INCM GR FD   COM SHS          67073D10       947   117744 SH       SHARED      02           6            117738
D NUVEEN TAX ADVANTAGED DIV GR   COM              67073G10       644    52409 SH       SHARED      02                         52409
D NV ENERGY INC                  COM              67073Y10       519    31770 SH       SHARED               31770
D NV ENERGY INC                  COM              67073Y10      1322    80900 SH       SHARED      01        7900             73000
D NV ENERGY INC                  COM              67073Y10         9      603 SH       SHARED      02         403               200
D NV ENERGY INC                  COM              67073Y10       333    20380 SH       SHARED      06       20380
D NV ENERGY INC                  COM              67073Y10     24468  1496543 SH       SHARED      10     1496543
D NUVEEN MTG OPPORTUNITY TERM    COM              67073510        20     1012 SH       SHARED      02                          1012
D NUVEEN DIVERSIFIED COMMODTY    COM UT BEN INT   67074P10       296    14600 SH       SHARED      02                         14600
D NUVEEN ENERGY MLP TOTL RTRNF   COM              67074U10        21     1250 SH       SHARED      02                          1250
D NYMOX PHARMACEUTICAL CORP      COM              67076P10        19     2398 SH       SHARED                2398
D NYMOX PHARMACEUTICAL CORP      COM              67076P10        18     2200 SH       SHARED      01        2200
D NYMOX PHARMACEUTICAL CORP      COM              67076P10         0       23 SH       SHARED      02          23
D O CHARLEYS INC                 COM              67082310        52     9538 SH       SHARED                9538
D O CHARLEYS INC                 COM              67082310         0       99 SH       SHARED      02          99
D O CHARLEYS INC                 COM              67082310       102    18700 SH       SHARED      10       18700
D OGE ENERGY CORP                COM              67083710       749    13221 SH       SHARED               13221
D OGE ENERGY CORP                COM              67083710      2364    41700 SH       SHARED      01                         41700
D OGE ENERGY CORP                COM              67083710       153     2707 SH       SHARED      02         807              1900
D OGE ENERGY CORP                COM              67083710       158     2800 SH       SHARED      10        2800
D OGE ENERGY CORP                COM              67083710         9      170 SH       SHARED      21                           170
D OCZ TECHNOLOGY GROUP INC       COM              67086E30      3817   577560 SH       SHARED              577560
D OCZ TECHNOLOGY GROUP INC       COM              67086E30         3      555 SH       SHARED      02         555
D OM GROUP INC                   COM              67087210       298    13353 SH       SHARED               13353
D OM GROUP INC                   COM              67087210       214     9600 SH       SHARED      01        9600
D OM GROUP INC                   COM              67087210         3      171 SH       SHARED      02         171
D OM GROUP INC                   COM              67087210     16613   742025 SH       SHARED      10      742025
D NUVEEN MULT CURR ST GV INCM    COM              67090N10        32     2683 SH       SHARED      02           3              2680
D NUVEEN QUALITY INCOME MUN FD   COM              67097710         4      300 SH       SHARED      02                           300
D NUVEEN INSD MUN OPPORTUNITY    COM              67098410         0        2 SH       SHARED      02           2
D NUVEEN CALIF QUALITY INCM MU   COM              67098510         0        1 SH       SHARED      02           1
D NUVEEN NY QUALITY INCM MUN F   COM              67098610        38     2500 SH       SHARED      23        2500
D NUVEEN PREMIER INSD MUN INCO   COM              67098710        34     2125 SH       SHARED      02                          2125
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      5053    63204 SH       SHARED               63204
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      2462    30800 SH       SHARED      01       29200              1600
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10     13303   166400 SH       SHARED      02      166400
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10         7      100 SH       SHARED      05         100
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      1091    13650 SH       SHARED      06       10350              3300
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      4813    60207 SH       SHARED      10       60207
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10       151     1896 SH       SHR/OTHR    23                          1896
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10       157     1966 SH       SHARED      26        1966
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      1527    19100 SH       SHARED      30       19100
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      7333    91732 SH       SHARED      31       91732
D OSI SYSTEMS INC                COM              67104410       318     6535 SH       SHARED                6535
D OSI SYSTEMS INC                COM              67104410         5      116 SH       SHARED      02         116
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10       301    75627 SH       SHARED               75627
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10         9     2300 SH       SHARED      02                          2300
D OYO GEOSPACE CORP              COM              67107410       105     1363 SH       SHARED                1363
D OYO GEOSPACE CORP              COM              67107410         2       27 SH       SHARED      02          27
D OYO GEOSPACE CORP              COM              67107410        46      600 SH       SHARED      10         600
D OYO GEOSPACE CORP              COM              67107410       115     1500 SH       SHARED      26        1500
D OASIS PETE INC NEW             COM              67421510       845    29062 SH       SHARED               29062
D OASIS PETE INC NEW             COM              67421510        73     2514 SH       SHARED      02          44              2470
D OASIS PETE INC NEW             COM              67421510      1745    60000 SH       SHARED      04       60000
D OASIS PETE INC NEW             COM              67421510       173     5975 SH       SHARED      10        5975
D OASIS PETE INC NEW             COM              67421510         7      245 SH       SHARED      21         245
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10       100     9860 SH       SHARED                9860
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10         0       14 SH       SHARED      02          14
D OBA FINL SVCS INC              COM              67424G10         0        1 SH       SHARED      02           1
D OCCIDENTAL PETE CORP DEL       COM              67459910      6663    71115 SH       SHARED               17405             53710
D OCCIDENTAL PETE CORP DEL       COM              67459910     34677   370090 SH       SHARED              367937              2153
D OCCIDENTAL PETE CORP DEL       COM              67459910     36113   385416 SH       SHARED      01      320265      400    64751
D OCCIDENTAL PETE CORP DEL       COM              67459910      4481    47832 SH       SHR/OTHR    01                         47832
D OCCIDENTAL PETE CORP DEL       COM              67459910      9090    97018 SH       SHARED      02       44774             52244
D OCCIDENTAL PETE CORP DEL       COM              67459910        12     1826 SH CALL  SHARED      02        1826
D OCCIDENTAL PETE CORP DEL       COM              67459910         1       46 SH PUT   SHARED      02          46
D OCCIDENTAL PETE CORP DEL       COM              67459910       660     7053 SH       SHARED      04        7053
D OCCIDENTAL PETE CORP DEL       COM              67459910     34473   367913 SH       SHARED      04      367913
D OCCIDENTAL PETE CORP DEL       COM              67459910       342     3650 SH       SHARED      05        3650
D OCCIDENTAL PETE CORP DEL       COM              67459910      6715    71670 SH       SHARED      06       48270             23400
D OCCIDENTAL PETE CORP DEL       COM              67459910     41417   442021 SH       SHARED      10      440621              1400
D OCCIDENTAL PETE CORP DEL       COM              67459910      4940    52728 SH       SHARED      20       46543      110     6075
D OCCIDENTAL PETE CORP DEL       COM              67459910       414     4425 SH       SHR/OTHR    20                          4425
D OCCIDENTAL PETE CORP DEL       COM              67459910       252     2699 SH       SHARED      21        2699
D OCCIDENTAL PETE CORP DEL       COM              67459910       158     1693 SH       SHR/OTHR    21                          1693
D OCCIDENTAL PETE CORP DEL       COM              67459910      4814    51387 SH       SHARED      23       44192              7195
D OCCIDENTAL PETE CORP DEL       COM              67459910      3399    36286 SH       SHR/OTHR    23                         36286
D OCCIDENTAL PETE CORP DEL       COM              67459910      2144    22883 SH       SHARED      26       22883
D OCCIDENTAL PETE CORP DEL       COM              67459910       198     2120 SH       SHARED      27        2120
D OCCIDENTAL PETE CORP DEL       COM              67459910       103     1100 SH       SHARED      29        1100
D OCCIDENTAL PETE CORP DEL       COM              67459910     13404   143056 SH       SHARED      31      143056
D OCEAN PWR TECHNOLOGIES INC     COM NEW          67487030       136    51378 SH       SHARED               51378
D OCEAN SHORE HLDG CO NEW        COM              67501R10         0        2 SH       SHARED      02           2
D OCEANEERING INTL INC           COM              67523210       367     7958 SH       SHARED                7958
D OCEANEERING INTL INC           COM              67523210      3538    76716 SH       SHARED               76716
D OCEANEERING INTL INC           COM              67523210      1575    34150 SH       SHARED      01         850             33300
D OCEANEERING INTL INC           COM              67523210       370     8037 SH       SHARED      02        2657              5380
D OCEANEERING INTL INC           COM              67523210      1442    31260 SH       SHARED      04       31260
D OCEANEERING INTL INC           COM              67523210       216     4700 SH       SHARED      10        4700
D OCEANFIRST FINL CORP           COM              67523410        87     6705 SH       SHARED                6705
D OCEANFIRST FINL CORP           COM              67523410         1       87 SH       SHARED      02          87
D OCEANFIRST FINL CORP           COM              67523410        30     2300 SH       SHARED      10        2300
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10     40765  4847265 SH       SHARED             4847265
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10         0       10 SH       SHARED      02          10
D OCLARO INC                     COM NEW          67555N20       915   324720 SH       SHARED              324720
D OCLARO INC                     COM NEW          67555N20         0       18 SH       SHARED      02          18
D OCLARO INC                     COM NEW          67555N20        71    25400 SH       SHARED      10       25400
D OCLARO INC                     COM NEW          67555N20       141    50000 SH       SHARED      26       50000
D OCWEN FINL CORP                NOTE  3.250% 8/0 675746AD      2045  1700000 PRN      SHARED             1700000
D OCWEN FINL CORP                COM NEW          67574630      1081    74666 SH       SHARED               74666
D OCWEN FINL CORP                COM NEW          67574630       115     7950 SH       SHARED      01        7950
D OCWEN FINL CORP                COM NEW          67574630        11      800 SH       SHR/OTHR    01                           800
D OCWEN FINL CORP                COM NEW          67574630      8142   562333 SH       SHARED      02      562333
D ODYSSEY MARINE EXPLORATION I   COM              67611810        37    13575 SH       SHARED               13575
D ODYSSEY MARINE EXPLORATION I   COM              67611810       408   149233 SH       SHARED      02          33            149200
D OFFICEMAX INC DEL              COM              67622P10      2638   581112 SH       SHARED              581112
D OFFICEMAX INC DEL              COM              67622P10        46    10156 SH       SHARED      02       10156
D OFFICEMAX INC DEL              COM              67622P10        79    17600 SH       SHARED      10       17600
D OFFICE DEPOT INC               COM              67622010     12372  5754763 SH       SHARED             5754763
D OFFICE DEPOT INC               COM              67622010       193    89800 SH       SHARED      01                         89800
D OFFICE DEPOT INC               COM              67622010       194    90382 SH       SHARED      02       90382
D OFFICE DEPOT INC               COM              67622010         0      700 SH CALL  SHARED      02         700
D OFFICE DEPOT INC               COM              67622010       144    67400 SH       SHARED      10       67400
D OIL DRI CORP AMER              COM              67786410        43     2154 SH       SHARED                2154
D OIL DRI CORP AMER              COM              67786410         0        3 SH       SHARED      02           3
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210      1660    14500 SH       SHARED               14500
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210       320     2800 SH       SHARED      02        2500               300
D OIL STS INTL INC               COM              67802610      7164    93807 SH       SHARED               92425              1382
D OIL STS INTL INC               COM              67802610      3879    50798 SH       SHARED      01       24131             26667
D OIL STS INTL INC               COM              67802610       424     5555 SH       SHR/OTHR    01                          5555
D OIL STS INTL INC               COM              67802610     35559   465627 SH       SHARED      02      463252              2375
D OIL STS INTL INC               COM              67802610       290     3800 SH       SHARED      04        3800
D OIL STS INTL INC               COM              67802610       267     3500 SH       SHARED      10        3500
D OIL STS INTL INC               COM              67802610       140     1840 SH       SHARED      20        1617               223
D OIL STS INTL INC               COM              67802610        22      295 SH       SHARED      21         295
D OIL STS INTL INC               COM              67802610       212     2780 SH       SHARED      23        1980               800
D OIL STS INTL INC               COM              67802610       250     3285 SH       SHR/OTHR    23                          3285
D OILSANDS QUEST INC             COM              67804610        17    92273 SH       SHARED               92273
D OILSANDS QUEST INC             COM              67804610         2    12500 SH       SHARED      21       12500
D OILTANKING PARTNERS L P        UNIT LTD         67804910         0        4 SH       SHARED      02           4
D OLD DOMINION FGHT LINES INC    COM              67958010       420    10378 SH       SHARED               10378
D OLD DOMINION FGHT LINES INC    COM              67958010       133     3300 SH       SHARED      01        3300
D OLD DOMINION FGHT LINES INC    COM              67958010      6702   165361 SH       SHARED      02      160361              5000
D OLD DOMINION FGHT LINES INC    COM              67958010       255     6300 SH       SHARED      10        6300
D OLD NATL BANCORP IND           COM              68003310       298    25611 SH       SHARED               25611
D OLD NATL BANCORP IND           COM              68003310       249    21455 SH       SHARED      02       18758              2697
D OLD NATL BANCORP IND           COM              68003310       164    14100 SH       SHARED      10       14100
D OLD REP INTL CORP              NOTE  8.000% 5/1 680223AF      2345  2350000 PRN      SHARED      02     2350000
D OLD REP INTL CORP              NOTE  8.000% 5/1 680223AF       998  1000000 PRN      SHARED      06     1000000
D OLD REP INTL CORP              NOTE  3.750% 3/1 680223AH       878  1000000 PRN      SHARED      06     1000000
D OLD REP INTL CORP              COM              68022310      1447   156172 SH       SHARED              156172
D OLD REP INTL CORP              COM              68022310       757    81757 SH       SHARED      01        3170             78587
D OLD REP INTL CORP              COM              68022310         8      870 SH       SHARED      02         870
D OLD REP INTL CORP              COM              68022310      1016   109700 SH       SHARED      10      109700
D OLIN CORP                      COM PAR $1       68066520       582    29631 SH       SHARED               29631
D OLIN CORP                      COM PAR $1       68066520       546    27800 SH       SHARED      01                         27800
D OLIN CORP                      COM PAR $1       68066520       345    17594 SH       SHARED      02       17594
D OLIN CORP                      COM PAR $1       68066520         0      674 SH PUT   SHARED      02         674
D OLIN CORP                      COM PAR $1       68066520     23717  1206975 SH       SHARED      10     1206975
D OLYMPIC STEEL INC              COM              68162K10        64     2780 SH       SHARED                2780
D OLYMPIC STEEL INC              COM              68162K10        10      430 SH       SHARED      02         430
D OLYMPIC STEEL INC              COM              68162K10       130     5600 SH       SHARED      10        5600
D OMNICARE INC                   DBCV  3.250%12/1 681904AL      2186  2384000 PRN      SHARED      02     2384000
D OMNICARE INC                   NOTE  3.750%12/1 681904AN       660   475000 PRN      SHARED                                475000
D OMNICARE INC                   NOTE  3.750%12/1 681904AN       315   227000 PRN      SHARED      02      227000
D OMNICARE INC                   COM              68190410     46329  1344840 SH       SHARED             1344840
D OMNICARE INC                   COM              68190410      2249    65300 SH       SHARED      01       30100             35200
D OMNICARE INC                   COM              68190410     32179   934080 SH       SHARED      02      934080
D OMNICARE INC                   COM              68190410         0      936 SH PUT   SHARED      02         936
D OMNICARE INC                   COM              68190410        58     1700 SH       SHARED      04        1700
D OMNICARE INC                   COM              68190410        27      800 SH       SHARED      05         800
D OMNICARE INC                   COM              68190410        27      800 SH       SHARED      06         800
D OMNICARE INC                   COM              68190410        99     2900 SH       SHARED      10        2900
D OMNICARE INC                   COM              68190410       254     7378 SH       SHARED      27        7378
D OMNICOM GROUP INC              NOTE         7/0 681919AT         5     5000 PRN      SHARED      02        5000
D OMNICOM GROUP INC              COM              68191910      2333    52348 SH       SHARED               52348
D OMNICOM GROUP INC              COM              68191910      2790    62600 SH       SHARED      01       59900              2700
D OMNICOM GROUP INC              COM              68191910       350     7870 SH       SHARED      02        7780                90
D OMNICOM GROUP INC              COM              68191910         2      320 SH CALL  SHARED      02         320
D OMNICOM GROUP INC              COM              68191910         0     2300 SH PUT   SHARED      02        2300
D OMNICOM GROUP INC              COM              68191910        53     1200 SH       SHARED      04        1200
D OMNICOM GROUP INC              COM              68191910        48     1080 SH       SHARED      05        1080
D OMNICOM GROUP INC              COM              68191910      1383    31030 SH       SHARED      06       22080              8950
D OMNICOM GROUP INC              COM              68191910      5017   112548 SH       SHARED      10      112548
D OMNICOM GROUP INC              COM              68191910       303     6800 SH       SHR/OTHR    20                          6800
D OMNICOM GROUP INC              COM              68191910       718    16111 SH       SHR/OTHR    23                         16111
D OMEGA HEALTHCARE INVS INC      COM              68193610      2670   138005 SH       SHARED              138005
D OMEGA HEALTHCARE INVS INC      COM              68193610       723    37400 SH       SHARED      01        5800             31600
D OMEGA HEALTHCARE INVS INC      COM              68193610       243    12570 SH       SHARED      02          70             12500
D OMEGA HEALTHCARE INVS INC      COM              68193610     25347  1309950 SH       SHARED      10     1309950
D OMEGA FLEX INC                 COM              68209510         7      496 SH       SHARED                 496
D OMEGA FLEX INC                 COM              68209510         0        2 SH       SHARED      02           2
D OMEGA PROTEIN CORP             COM              68210P10        46     6546 SH       SHARED                6546
D OMEGA PROTEIN CORP             COM              68210P10         0        7 SH       SHARED      02           7
D OMEGA PROTEIN CORP             COM              68210P10       171    24000 SH       SHARED      26       24000
D OMNIVISION TECHNOLOGIES INC    COM              68212810      5914   483399 SH       SHARED              483399
D OMNIVISION TECHNOLOGIES INC    COM              68212810       152    12425 SH       SHARED      01       12425
D OMNIVISION TECHNOLOGIES INC    COM              68212810      1037    84757 SH       SHARED      02       84757
D OMNIVISION TECHNOLOGIES INC    COM              68212810       155    12700 SH       SHARED      10       12700
D OMNOVA SOLUTIONS INC           COM              68212910        62    13578 SH       SHARED               13578
D OMNOVA SOLUTIONS INC           COM              68212910         2      538 SH       SHARED      02         538
D OMNICELL INC                   COM              68213N10       158     9615 SH       SHARED                9615
D OMNICELL INC                   COM              68213N10         3      184 SH       SHARED      02         184
D OMNICELL INC                   COM              68213N10      1090    65983 SH       SHARED      26       65983
D OMNICELL INC                   COM              68213N10       472    28600 SH       SHARED      32       28600
D OMNICOM GROUP INC              NOTE         7/0 682134AA      1055  1000000 PRN      SHARED      06     1000000
D OMEROS CORP                    COM              68214310        23     5903 SH       SHARED                5903
D OMEROS CORP                    COM              68214310         7     2000 SH       SHARED      02                          2000
D ON ASSIGNMENT INC              COM              68215910       261    23358 SH       SHARED               23358
D ON ASSIGNMENT INC              COM              68215910         2      198 SH       SHARED      02         198
D ON ASSIGNMENT INC              COM              68215910       140    12600 SH       SHARED      10       12600
D OMNIAMERICAN BANCORP INC       COM              68216R10        35     2290 SH       SHARED                2290
D OMNIAMERICAN BANCORP INC       COM              68216R10         1       90 SH       SHARED      02          90
D ON SEMICONDUCTOR CORP          NOTE         4/1 682189AE      2218  2175000 PRN      SHARED      02     2175000
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG       220   200000 PRN      SHARED              200000
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG       661   600000 PRN      SHARED      02      600000
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AH        48    44000 PRN      SHARED      02       44000
D ON SEMICONDUCTOR CORP          COM              68218910      2433   315280 SH       SHARED              315280
D ON SEMICONDUCTOR CORP          COM              68218910        91    11850 SH       SHARED      01       11850
D ON SEMICONDUCTOR CORP          COM              68218910       528    68477 SH       SHARED      02       63460              5017
D ON SEMICONDUCTOR CORP          COM              68218910        96    12450 SH       SHARED      04       12450
D ON SEMICONDUCTOR CORP          COM              68218910       152    19700 SH       SHARED      10       19700
D ON SEMICONDUCTOR CORP          COM              68218910        13     1730 SH       SHARED      21        1730
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10       109     9357 SH       SHARED                9357
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10         3      308 SH       SHARED      02           8               300
D ONCOLYTICS BIOTECH INC         COM              68231010       172    44295 SH       SHARED               44295
D ONCOLYTICS BIOTECH INC         COM              68231010         0      100 SH       SHARED      02         100
D ONCOTHYREON INC                COM              68232410        97    12885 SH       SHARED               12885
D ONCOTHYREON INC                COM              68232410         0       27 SH       SHARED      02          27
D ONCOTHYREON INC                COM              68232410        21     2800 SH       SHARED      10        2800
D ONCOTHYREON INC                COM              68232410       615    81250 SH       SHARED      26       81250
D ONCOTHYREON INC                COM              68232410       113    15000 SH       SHARED      32       15000
D ONE LIBERTY PPTYS INC          COM              68240610        63     3864 SH       SHARED                3864
D ONE LIBERTY PPTYS INC          COM              68240610         8      504 SH       SHARED      02           4               500
D 1 800 FLOWERS COM              CL A             68243Q10        71    32525 SH       SHARED               32525
D 1 800 FLOWERS COM              CL A             68243Q10         0      118 SH       SHARED      02         118
D ONEIDA FINL CORP MD            COM              68247910         1      161 SH       SHARED      02         161
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       271     4700 SH       SHARED                4700
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       721    12495 SH       SHARED      02          35             12460
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       254     4400 SH       SHARED      26        4400
D ONEOK INC NEW                  COM              68268010      1775    20479 SH       SHARED               20479
D ONEOK INC NEW                  COM              68268010      2071    23901 SH       SHARED      01       23901
D ONEOK INC NEW                  COM              68268010       157     1820 SH       SHARED      02        1820
D ONEOK INC NEW                  COM              68268010       121     1400 SH       SHARED      04        1400
D ONEOK INC NEW                  COM              68268010       225     2600 SH       SHARED      05        2600
D ONEOK INC NEW                  COM              68268010       541     6250 SH       SHARED      06        3650              2600
D ONEOK INC NEW                  COM              68268010      5182    59777 SH       SHARED      10       59777
D ONEOK INC NEW                  COM              68268010      2651    30588 SH       SHARED      27       30588
D ONEOK INC NEW                  COM              68268010      2314    26700 SH       SHARED      30       26700
D ONLINE RES CORP                COM              68273G10        46    19057 SH       SHARED               19057
D ONLINE RES CORP                COM              68273G10         0       21 SH       SHARED      02          21
D ONYX PHARMACEUTICALS INC       NOTE  4.000% 8/1 683399AB      1333  1000000 PRN      SHARED      02     1000000
D ONYX PHARMACEUTICALS INC       NOTE  4.000% 8/1 683399AB       666   500000 PRN      SHARED      04      500000
D ONYX PHARMACEUTICALS INC       COM              68339910      7913   180060 SH       SHARED              180060
D ONYX PHARMACEUTICALS INC       COM              68339910       487    11084 SH       SHARED      01        9484              1600
D ONYX PHARMACEUTICALS INC       COM              68339910       843    19200 SH       SHR/OTHR    01                         19200
D ONYX PHARMACEUTICALS INC       COM              68339910        18      417 SH       SHARED      02         417
D ONYX PHARMACEUTICALS INC       COM              68339910        42     3390 SH CALL  SHARED      02        3390
D ONYX PHARMACEUTICALS INC       COM              68339910         8     1900 SH PUT   SHARED      02        1900
D ONYX PHARMACEUTICALS INC       COM              68339910      6172   140451 SH       SHARED      04      140451
D ONYX PHARMACEUTICALS INC       COM              68339910      1571    35767 SH       SHARED      32       35767
D OPEN TEXT CORP                 COM              68371510      7618   148981 SH       SHARED              148981
D OPEN TEXT CORP                 COM              68371510       153     3000 SH       SHARED      02        3000
D OPEN TEXT CORP                 COM              68371510      5829   114000 SH       SHARED      04      114000
D OPEN TEXT CORP                 COM              68371510       132     2600 SH       SHARED      05        2600
D OPEN TEXT CORP                 COM              68371510       604    11812 SH       SHARED      06       11812
D OPENWAVE SYS INC               COM NEW          68371830        53    34086 SH       SHARED               34086
D OPENWAVE SYS INC               COM NEW          68371830         0      232 SH       SHARED      01                           232
D OPENWAVE SYS INC               COM NEW          68371830         5     3247 SH       SHARED      02         214              3033
D OPENTABLE INC                  COM              68372A10      6369   162785 SH       SHARED              162785
D OPENTABLE INC                  COM              68372A10        27      700 SH       SHARED      01         700
D OPENTABLE INC                  COM              68372A10        77     1978 SH       SHARED      02         128              1850
D OPENTABLE INC                  COM              68372A10         9      238 SH       SHARED      21         238
D OPKO HEALTH INC                COM              68375N10       146    29948 SH       SHARED               29948
D OPKO HEALTH INC                COM              68375N10         1      331 SH       SHARED      02         331
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40      1568    95216 SH       SHARED               95216
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       247    15021 SH       SHARED      01       15021
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       525    31915 SH       SHR/OTHR    01                         31915
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40         1      105 SH       SHARED      02         105
D OPNEXT INC                     COM              68375V10       376   466409 SH       SHARED              466409
D OPNEXT INC                     COM              68375V10         1     1467 SH       SHARED      02        1467
D OPNEXT INC                     COM              68375V10        21    27200 SH       SHARED      10       27200
D OPNET TECHNOLOGIES INC         COM              68375710       168     4583 SH       SHARED                4583
D OPNET TECHNOLOGIES INC         COM              68375710         4      113 SH       SHARED      02         113
D OPNET TECHNOLOGIES INC         COM              68375710       440    12000 SH       SHARED      04       12000
D OPNET TECHNOLOGIES INC         COM              68375710       121     3300 SH       SHARED      10        3300
D OPPENHEIMER HLDGS INC          CL A NON VTG     68379710        56     3526 SH       SHARED                3526
D OPPENHEIMER HLDGS INC          CL A NON VTG     68379710         0        3 SH       SHARED      02           3
D OPTICAL CABLE CORP             COM NEW          68382720         0        9 SH       SHARED      02           9
D ORACLE CORP                    COM              68389X10       483    18850 SH       SHARED               17200              1650
D ORACLE CORP                    COM              68389X10     99843  3892543 SH       SHARED             3861975             30568
D ORACLE CORP                    COM              68389X10         1      750 SH CALL  SHARED                 750
D ORACLE CORP                    COM              68389X10        45     6900 SH PUT   SHARED                6900
D ORACLE CORP                    COM              68389X10     47319  1844829 SH       SHARED      01     1578020      600   266209
D ORACLE CORP                    COM              68389X10      5767   224858 SH       SHR/OTHR    01                        224858
D ORACLE CORP                    COM              68389X10      6113   238340 SH       SHARED      02      157693             80647
D ORACLE CORP                    COM              68389X10        20    16150 SH CALL  SHARED      02       16150
D ORACLE CORP                    COM              68389X10         0       20 SH PUT   SHARED      02          20
D ORACLE CORP                    COM              68389X10       204     7965 SH       SHARED      04                          7965
D ORACLE CORP                    COM              68389X10     63142  2461700 SH       SHARED      04     2461700
D ORACLE CORP                    COM              68389X10      2462    95985 SH       SHARED      05       95985
D ORACLE CORP                    COM              68389X10     13690   533740 SH       SHARED      06      319710            214030
D ORACLE CORP                    COM              68389X10     48945  1908220 SH       SHARED      10     1903147              5073
D ORACLE CORP                    COM              68389X10       312    12200 SH       SHARED      15       12200
D ORACLE CORP                    COM              68389X10      4370   170374 SH       SHARED      20      148039      430    21905
D ORACLE CORP                    COM              68389X10       545    21265 SH       SHR/OTHR    20                         21265
D ORACLE CORP                    COM              68389X10       362    14124 SH       SHARED      21       14124
D ORACLE CORP                    COM              68389X10       124     4862 SH       SHR/OTHR    21                          4862
D ORACLE CORP                    COM              68389X10      7727   301258 SH       SHARED      23      269048             32210
D ORACLE CORP                    COM              68389X10      6046   235750 SH       SHR/OTHR    23                        235750
D ORACLE CORP                    COM              68389X10      2935   114453 SH       SHARED      26      114453
D ORACLE CORP                    COM              68389X10      2105    82097 SH       SHARED      27       82097
D ORACLE CORP                    COM              68389X10      1145    44640 SH       SHARED      29       44640
D ORACLE CORP                    COM              68389X10      8608   335600 SH       SHARED      30      335600
D ORACLE CORP                    COM              68389X10     15427   601462 SH       SHARED      31      601462
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       166    13642 SH       SHARED               13642
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       224    18307 SH       SHARED      01       15457              2850
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       397    32500 SH       SHR/OTHR    01                         32500
D OPTIMER PHARMACEUTICALS INC    COM              68401H10         0       47 SH       SHARED      02          47
D OPTIMER PHARMACEUTICALS INC    COM              68401H10      2291   187196 SH       SHARED      04      187196
D OPTIMER PHARMACEUTICALS INC    COM              68401H10        10      867 SH       SHARED      21         867
D ORASURE TECHNOLOGIES INC       COM              68554V10       120    13204 SH       SHARED               13204
D ORASURE TECHNOLOGIES INC       COM              68554V10         0       37 SH       SHARED      02          37
D ORBCOMM INC                    COM              68555P10        48    16263 SH       SHARED               16263
D ORBCOMM INC                    COM              68555P10         0        9 SH       SHARED      02           9
D ORBIT INTL CORP                COM NEW          68555930         0        4 SH       SHARED      02           4
D ORBITAL SCIENCES CORP          COM              68556410      3064   210899 SH       SHARED              210899
D ORBITAL SCIENCES CORP          COM              68556410        14     1027 SH       SHARED      02        1027
D ORBITAL SCIENCES CORP          COM              68556410         5      400 SH       SHARED      10         400
D ORBITZ WORLDWIDE INC           COM              68557K10       396   105546 SH       SHARED              105546
D ORBITZ WORLDWIDE INC           COM              68557K10         1      476 SH       SHARED      02         476
D ORBITZ WORLDWIDE INC           COM              68557K10       180    48100 SH       SHARED      10       48100
D OREXIGEN THERAPEUTICS INC      COM              68616410       725   450909 SH       SHARED              450909
D OREXIGEN THERAPEUTICS INC      COM              68616410         1      900 SH       SHARED      01         900
D OREXIGEN THERAPEUTICS INC      COM              68616410         1     1028 SH       SHARED      02        1028
D ORIENTAL FINL GROUP INC        COM              68618W10       183    15157 SH       SHARED               15157
D ORIENTAL FINL GROUP INC        COM              68618W10        96     8000 SH       SHARED      01        8000
D ORIENTAL FINL GROUP INC        COM              68618W10       520    43011 SH       SHARED      02       43011
D ORIENTAL FINL GROUP INC        COM              68618W10       168    13900 SH       SHARED      10       13900
D ORIENT PAPER INC               COM NEW          68619F20        15     4700 SH       SHARED                4700
D ORIENT PAPER INC               COM NEW          68619F20         0       54 SH       SHARED      02          54
D ORION MARINE GROUP INC         COM              68628V30        58     8822 SH       SHARED                8822
D ORION MARINE GROUP INC         COM              68628V30         0       75 SH       SHARED      01          75
D ORION MARINE GROUP INC         COM              68628V30         0      143 SH       SHARED      02         143
D ORION MARINE GROUP INC         COM              68628V30       146    22000 SH       SHARED      10       22000
D ORITANI FINL CORP DEL          COM              68633D10      1035    81098 SH       SHARED               81098
D ORITANI FINL CORP DEL          COM              68633D10        22     1782 SH       SHARED      02        1782
D ORIX CORP                      SPONSORED ADR    68633010        15      390 SH       SHARED      20                           390
D ORMAT TECHNOLOGIES INC         COM              68668810       126     7000 SH       SHARED                                  7000
D ORMAT TECHNOLOGIES INC         COM              68668810       384    21333 SH       SHARED               21333
D ORMAT TECHNOLOGIES INC         COM              68668810        30     1706 SH       SHARED      02        1706
D ORRSTOWN FINL SVCS INC         COM              68738010        13     1578 SH       SHARED                1578
D ORRSTOWN FINL SVCS INC         COM              68738010         0        2 SH       SHARED      02           2
D ORRSTOWN FINL SVCS INC         COM              68738010        32     3900 SH       SHARED      10        3900
D OSHKOSH CORP                   COM              68823920      2110    98709 SH       SHARED               98709
D OSHKOSH CORP                   COM              68823920       639    29900 SH       SHARED      01        1200             28700
D OSHKOSH CORP                   COM              68823920       158     7409 SH       SHARED      02        7409
D OSHKOSH CORP                   COM              68823920      5308   248310 SH       SHARED      10      248310
D OSIRIS THERAPEUTICS INC NEW    COM              68827R10        27     5195 SH       SHARED                5195
D OSIRIS THERAPEUTICS INC NEW    COM              68827R10         0       12 SH       SHARED      02          12
D OTELCO INC                     UNIT 99/99/9999  68882320       110     7988 SH       SHARED                7988
D OTTER TAIL CORP                COM              68964810       829    37688 SH       SHARED               37688
D OTTER TAIL CORP                COM              68964810         6      311 SH       SHARED      02         311
D OTTER TAIL CORP                COM              68964810       713    32400 SH       SHARED      10       32400
D OTTER TAIL CORP                COM              68964810        27     1250 SH       SHARED      29        1250
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720        34     4678 SH       SHARED                4678
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720         0        4 SH       SHARED      02           4
D OVERHILL FARMS INC             COM              69021210         0        2 SH       SHARED      02           2
D OVERLAND STORAGE INC           COM NEW          69031020         0      200 SH       SHARED      02         200
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810      1197   109549 SH       SHARED              109549
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810        76     7000 SH       SHARED      01        7000
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810         2      229 SH       SHARED      02         229
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810        87     8000 SH       SHARED      04        8000
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810        54     5000 SH       SHARED      10        5000
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810        24     2270 SH       SHARED      29        2270
D OVERSTOCK COM INC DEL          COM              69037010        34     4345 SH       SHARED                4345
D OVERSTOCK COM INC DEL          COM              69037010         0        9 SH       SHARED      02           9
D OWENS & MINOR INC NEW          COM              69073210       727    26178 SH       SHARED               26178
D OWENS & MINOR INC NEW          COM              69073210       541    19500 SH       SHARED      01                         19500
D OWENS & MINOR INC NEW          COM              69073210         1       44 SH       SHARED      02          44
D OWENS & MINOR INC NEW          COM              69073210     23739   854259 SH       SHARED      10      854259
D OWENS & MINOR INC NEW          COM              69073210        12      446 SH       SHARED      21                           446
D OWENS & MINOR INC NEW          COM              69073210       105     3810 SH       SHARED      32        3810
D OWENS CORNING NEW              COM              69074210      5155   179520 SH       SHARED              179520
D OWENS CORNING NEW              COM              69074210        10      350 SH       SHARED      01         350
D OWENS CORNING NEW              COM              69074210        48     1672 SH       SHARED      02        1672
D OWENS CORNING NEW              COM              69074210         1      400 SH PUT   SHARED      02         400
D OWENS CORNING NEW              COM              69074210        63     2200 SH       SHARED      10        2200
D OWENS CORNING NEW              *W EXP 10/31/201 69074212         6     3335 SH       SHARED                3335
D OWENS ILL INC                  COM NEW          69076840       333    17193 SH       SHARED               17193
D OWENS ILL INC                  COM NEW          69076840      1213    62596 SH       SHARED      01       35500             27096
D OWENS ILL INC                  COM NEW          69076840         3      200 SH       SHR/OTHR    01                           200
D OWENS ILL INC                  COM NEW          69076840        40     2078 SH       SHARED      02        1793               285
D OWENS ILL INC                  COM NEW          69076840         2      150 SH       SHARED      05         150
D OWENS ILL INC                  COM NEW          69076840       175     9030 SH       SHARED      06        5030              4000
D OWENS ILL INC                  COM NEW          69076840      5023   259205 SH       SHARED      10      259205
D OWENS ILL INC                  COM NEW          69076840         3      195 SH       SHARED      20         195
D OWENS ILL INC                  COM NEW          69076840         5      275 SH       SHR/OTHR    20                           275
D OWENS ILL INC                  COM NEW          69076840         7      400 SH       SHR/OTHR    21                           400
D OWENS ILL INC                  COM NEW          69076840        92     4760 SH       SHARED      23        3760              1000
D OWENS ILL INC                  COM NEW          69076840       278    14390 SH       SHR/OTHR    23                         14390
D OWENS ILL INC                  COM NEW          69076840      3212   165747 SH       SHARED      27      165747
D OXFORD INDS INC                COM              69149730      2091    46353 SH       SHARED               46353
D OXFORD INDS INC                COM              69149730         3       81 SH       SHARED      02          81
D OXFORD INDS INC                COM              69149730        27      600 SH       SHARED      10         600
D OXFORD LANE CAP CORP           COM              69154310        39     3000 SH       SHARED      23        3000
D OXFORD RESOURCE PARTNERS LP    COM UNIT RP LP   69180710       620    41300 SH       SHARED               41300
D OXFORD RESOURCE PARTNERS LP    COM UNIT RP LP   69180710         0        1 SH       SHARED      02           1
D PAA NAT GAS STORAGE L P        COM UNIT LTD     69313910      1969   105019 SH       SHARED              105019
D P C CONNECTION                 COM              69318J10        34     3138 SH       SHARED                3138
D P C CONNECTION                 COM              69318J10         4      403 SH       SHARED      02         403
D PC MALL INC                    COM              69323K10        24     3969 SH       SHARED                3969
D PC-TEL INC                     COM              69325Q10         0       10 SH       SHARED                  10
D PC-TEL INC                     COM              69325Q10         2      325 SH       SHARED      01         325
D PC-TEL INC                     COM              69325Q10         0       91 SH       SHARED      02          91
D PDF SOLUTIONS INC              COM              69328210        27     3993 SH       SHARED                3993
D PDF SOLUTIONS INC              COM              69328210         0       17 SH       SHARED      02          17
D PDL BIOPHARMA INC              NOTE  3.750% 5/0 69329YAC       135   135000 PRN      SHARED              135000
D PDL BIOPHARMA INC              COM              69329Y10      6934  1118499 SH       SHARED             1118499
D PDL BIOPHARMA INC              COM              69329Y10         0      136 SH       SHARED      02         136
D PDL BIOPHARMA INC              COM              69329Y10       726   117150 SH       SHARED      04      117150
D PDL BIOPHARMA INC              COM              69329Y10       163    26400 SH       SHARED      10       26400
D PG^E CORP                      COM              69331C10       102     2487 SH       SHARED                2487
D PG^E CORP                      COM              69331C10     35622   864206 SH       SHARED              588545            275661
D PG^E CORP                      COM              69331C10      3958    96025 SH       SHARED      01       88025              8000
D PG^E CORP                      COM              69331C10      2193    53224 SH       SHARED      02       52024              1200
D PG^E CORP                      COM              69331C10    115829  2810037 SH       SHARED      04     2810037
D PG^E CORP                      COM              69331C10       268     6510 SH       SHARED      05        6510
D PG^E CORP                      COM              69331C10      1483    35980 SH       SHARED      06       25330             10650
D PG^E CORP                      COM              69331C10     18879   458026 SH       SHARED      10      458026
D PG^E CORP                      COM              69331C10       226     5500 SH       SHARED      30        5500
D PG^E CORP                      COM              69331C10      5814   141048 SH       SHARED      31      141048
D PHH CORP                       NOTE  4.000% 4/1 693320AH      1068  1130000 PRN      SHARED              305000            825000
D PHH CORP                       NOTE  4.000% 9/0 693320AN      1413  1756000 PRN      SHARED             1431000            325000
D PHH CORP                       NOTE  4.000% 9/0 693320AN      1610  2000000 PRN      SHARED      02     2000000
D PHH CORP                       COM NEW          69332020      5446   508989 SH       SHARED              508989
D PHH CORP                       COM NEW          69332020       125    11718 SH       SHARED      01        9068              2650
D PHH CORP                       COM NEW          69332020       225    21100 SH       SHR/OTHR    01                         21100
D PHH CORP                       COM NEW          69332020       325    30440 SH       SHARED      02       30440
D PHH CORP                       COM NEW          69332020         1     1140 SH PUT   SHARED      02        1140
D PHH CORP                       COM NEW          69332020       214    20000 SH       SHARED      10       20000
D P F CHANGS CHINA BISTRO INC    COM              69333Y10      2905    93995 SH       SHARED               93995
D P F CHANGS CHINA BISTRO INC    COM              69333Y10        24      800 SH       SHARED      01         800
D P F CHANGS CHINA BISTRO INC    COM              69333Y10         8      263 SH       SHARED      02         263
D P F CHANGS CHINA BISTRO INC    COM              69333Y10        34     1100 SH       SHARED      10        1100
D PHI INC                        COM NON VTG      69336T20       107     4318 SH       SHARED                4318
D PHI INC                        COM NON VTG      69336T20         2      103 SH       SHARED      02         103
D PICO HLDGS INC                 COM NEW          69336620       730    35494 SH       SHARED               35494
D PICO HLDGS INC                 COM NEW          69336620        66     3207 SH       SHARED      02           7              3200
D PICO HLDGS INC                 COM NEW          69336620       125     6100 SH       SHARED      10        6100
D PLX TECHNOLOGY INC             COM              69341710        24     8593 SH       SHARED                8593
D PLX TECHNOLOGY INC             COM              69341710         0       45 SH       SHARED      02          45
D PLX TECHNOLOGY INC             COM              69341710        68    23800 SH       SHARED      10       23800
D PMC-SIERRA INC                 NOTE  2.250%10/1 69344FAD      3803  3800000 PRN      SHARED             3800000
D PMC-SIERRA INC                 NOTE  2.250%10/1 69344FAD      2002  2000000 PRN      SHARED      02     2000000
D PMC-SIERRA INC                 COM              69344F10      2108   382682 SH       SHARED              382682
D PMC-SIERRA INC                 COM              69344F10         0       37 SH       SHARED      02          37
D PMC-SIERRA INC                 COM              69344F10     23450  4256000 SH       SHARED      10     4256000
D PMFG INC                       COM              69345P10        94     4846 SH       SHARED                4846
D PMFG INC                       COM              69345P10         8      413 SH       SHARED      02         413
D PNC FINL SVCS GROUP INC        COM              69347510        74     1289 SH       SHARED                 559               730
D PNC FINL SVCS GROUP INC        COM              69347510     40796   707407 SH       SHARED              707407
D PNC FINL SVCS GROUP INC        COM              69347510         0      115 SH CALL  SHARED                 115
D PNC FINL SVCS GROUP INC        COM              69347510     15544   269549 SH       SHARED      01      235524             34025
D PNC FINL SVCS GROUP INC        COM              69347510      2193    38033 SH       SHR/OTHR    01                         38033
D PNC FINL SVCS GROUP INC        COM              69347510      7581   131467 SH       SHARED      02      122041              9426
D PNC FINL SVCS GROUP INC        COM              69347510         0      840 SH CALL  SHARED      02         840
D PNC FINL SVCS GROUP INC        COM              69347510         1      800 SH PUT   SHARED      02         800
D PNC FINL SVCS GROUP INC        COM              69347510       561     9745 SH       SHARED      04        9745
D PNC FINL SVCS GROUP INC        COM              69347510      7846   136050 SH       SHARED      04      136050
D PNC FINL SVCS GROUP INC        COM              69347510       223     3882 SH       SHARED      05        3882
D PNC FINL SVCS GROUP INC        COM              69347510      2651    45976 SH       SHARED      06       30631             15345
D PNC FINL SVCS GROUP INC        COM              69347510     14589   252978 SH       SHARED      10      250603              2375
D PNC FINL SVCS GROUP INC        COM              69347510      4096    71041 SH       SHARED      20       61731      200     9110
D PNC FINL SVCS GROUP INC        COM              69347510       869    15075 SH       SHR/OTHR    20                         15075
D PNC FINL SVCS GROUP INC        COM              69347510       706    12249 SH       SHARED      21       12160                89
D PNC FINL SVCS GROUP INC        COM              69347510       104     1820 SH       SHR/OTHR    21                          1820
D PNC FINL SVCS GROUP INC        COM              69347510      5331    92452 SH       SHARED      23       84337              8115
D PNC FINL SVCS GROUP INC        COM              69347510      3404    59040 SH       SHR/OTHR    23                         59040
D PNC FINL SVCS GROUP INC        COM              69347510      1897    32900 SH       SHARED      26       32900
D PNC FINL SVCS GROUP INC        COM              69347510       509     8829 SH       SHARED      27        8829
D PNC FINL SVCS GROUP INC        COM              69347510      7381   127992 SH       SHARED      31      127992
D PNC FINL SVCS GROUP INC        *W EXP 12/31/201 69347512      4873   413731 SH       SHARED      02      413731
D POSCO                          SPONSORED ADR    69348310      3842    46798 SH       SHARED               46798
D POSCO                          SPONSORED ADR    69348310       457     5568 SH       SHARED      02        5342               226
D POSCO                          SPONSORED ADR    69348310      4513    54970 SH       SHARED      04       54970
D POSCO                          SPONSORED ADR    69348310      1642    20000 SH       SHARED      05       20000
D PNM RES INC                    COM              69349H10      2123   116473 SH       SHARED              116473
D PNM RES INC                    COM              69349H10       499    27400 SH       SHARED      01        2700             24700
D PNM RES INC                    COM              69349H10        10      592 SH       SHARED      02          22               570
D PNM RES INC                    COM              69349H10       472    25900 SH       SHARED      10       25900
D PPG INDS INC                   COM              69350610       888    10637 SH       SHARED               10637
D PPG INDS INC                   COM              69350610     12539   150186 SH       SHARED              150186
D PPG INDS INC                   COM              69350610      3214    38497 SH       SHARED      01       37197              1300
D PPG INDS INC                   COM              69350610       484     5801 SH       SHARED      02        2303              3498
D PPG INDS INC                   COM              69350610        91     1100 SH       SHARED      04        1100
D PPG INDS INC                   COM              69350610       116     1400 SH       SHARED      05        1400
D PPG INDS INC                   COM              69350610      1359    16280 SH       SHARED      06       11930              4350
D PPG INDS INC                   COM              69350610      5177    62015 SH       SHARED      10       62015
D PPG INDS INC                   COM              69350610       166     2000 SH       SHARED      23        2000
D PPG INDS INC                   COM              69350610       368     4414 SH       SHARED      26        4414
D PPG INDS INC                   COM              69350610        89     1070 SH       SHARED      27        1070
D PPG INDS INC                   COM              69350610       834    10000 SH       SHARED      30       10000
D PPG INDS INC                   COM              69350610      6969    83475 SH       SHARED      31       83475
D PPL CORP                       COM              69351T10     11699   397675 SH       SHARED              397675
D PPL CORP                       COM              69351T10      3756   127700 SH       SHARED      01      127700
D PPL CORP                       COM              69351T10       450    15328 SH       SHARED      02        6008              9320
D PPL CORP                       COM              69351T10       229     7800 SH       SHARED      04        7800
D PPL CORP                       COM              69351T10      7183   244160 SH       SHARED      05      244160
D PPL CORP                       COM              69351T10      1327    45110 SH       SHARED      06       32810             12300
D PPL CORP                       COM              69351T10      7662   260455 SH       SHARED      10      260455
D PPL CORP                       COM              69351T10       532    18083 SH       SHARED      27       18083
D PPL CORP                       UNIT 99/99/9999S 69351T11     48655   880000 SH       SHARED              880000
D PPL CORP                       UNIT 99/99/9999S 69351T11      2328    42115 SH       SHARED      02       42115
D PPL CORP                       UNIT 99/99/9999  69351T60      8616   155000 SH       SHARED              155000
D PRGX GLOBAL INC                COM NEW          69357C50        19     3306 SH       SHARED                3306
D PRGX GLOBAL INC                COM NEW          69357C50         1      329 SH       SHARED      02         329
D PS BUSINESS PKS INC CALIF      COM              69360J10      4065    73348 SH       SHARED               73348
D PS BUSINESS PKS INC CALIF      COM              69360J10        11      200 SH       SHARED      01         200
D PS BUSINESS PKS INC CALIF      COM              69360J10       157     2841 SH       SHARED      02        2841
D PS BUSINESS PKS INC CALIF      COM              69360J10      1951    35200 SH       SHARED      10       35200
D PS BUSINESS PKS INC CALIF      COM              69360J10     41074   741019 SH       SHARED      11      499985            241034
D PVH CORP                       COM              69365610     11215   159101 SH       SHARED              159101
D PVH CORP                       COM              69365610      1466    20800 SH       SHARED      01                         20800
D PVH CORP                       COM              69365610        69      987 SH       SHARED      02         987
D PVH CORP                       COM              69365610       103     1468 SH       SHARED      10        1468
D PVH CORP                       COM              69365610        14      199 SH       SHARED      21         199
D PVH CORP                       COM              69365610       159     2261 SH       SHARED      26        2261
D PSS WORLD MED INC              COM              69366A10      1330    55007 SH       SHARED               55007
D PSS WORLD MED INC              COM              69366A10       115     4772 SH       SHARED      02        4772
D PSS WORLD MED INC              COM              69366A10      2660   110000 SH       SHARED      04      110000
D PSS WORLD MED INC              COM              69366A10        48     2000 SH       SHARED      06        2000
D PACCAR INC                     COM              69371810      9982   266403 SH       SHARED              266403
D PACCAR INC                     COM              69371810         0     1000 SH CALL  SHARED                1000
D PACCAR INC                     COM              69371810      3323    88696 SH       SHARED      01       88696
D PACCAR INC                     COM              69371810        48     1300 SH       SHR/OTHR    01                          1300
D PACCAR INC                     COM              69371810      1196    31929 SH       SHARED      02       31929
D PACCAR INC                     COM              69371810      1686    45000 SH       SHARED      04       45000
D PACCAR INC                     COM              69371810         7      190 SH       SHARED      05         190
D PACCAR INC                     COM              69371810      1411    37665 SH       SHARED      06       25572             12093
D PACCAR INC                     COM              69371810      5316   141882 SH       SHARED      10      141882
D PACCAR INC                     COM              69371810        16      438 SH       SHR/OTHR    20                           438
D PACCAR INC                     COM              69371810        12      337 SH       SHARED      23         337
D PACCAR INC                     COM              69371810       168     4500 SH       SHR/OTHR    23                          4500
D PACCAR INC                     COM              69371810        53     1433 SH       SHARED      27        1433
D PACER INTL INC TENN            COM              69373H10       819   153186 SH       SHARED              153186
D PACER INTL INC TENN            COM              69373H10         2      556 SH       SHARED      02         556
D PACER INTL INC TENN            COM              69373H10       134    25100 SH       SHARED      10       25100
D PACIFIC BIOSCIENCES CALIF IN   COM              69404D10       305   109263 SH       SHARED              109263
D PACIFIC BIOSCIENCES CALIF IN   COM              69404D10         2     1037 SH       SHARED      02          37              1000
D PACIFIC BIOSCIENCES CALIF IN   COM              69404D10        42    15200 SH       SHARED      10       15200
D PACIFIC CAP BANCORP NEW        COM NEW          69404P20        22      792 SH       SHARED                 792
D PACIFIC CAP BANCORP NEW        COM NEW          69404P20         0        3 SH       SHARED      02           3
D PACIFIC CAP BANCORP NEW        COM NEW          69404P20       324    11500 SH       SHARED      10       11500
D PACIFIC CONTINENTAL CORP       COM              69412V10        31     3602 SH       SHARED                3602
D PACIFIC CONTINENTAL CORP       COM              69412V10         0       11 SH       SHARED      02          11
D PACIFIC ETHANOL INC            COM NEW          69423U20         4     4393 SH       SHARED                4393
D PACIFIC ETHANOL INC            COM NEW          69423U20         0        2 SH       SHARED      02           2
D PACIFIC SUNWEAR CALIF INC      COM              69487310       479   280636 SH       SHARED              280636
D PACIFIC SUNWEAR CALIF INC      COM              69487310         0       26 SH       SHARED      02          26
D PACIFIC SUNWEAR CALIF INC      COM              69487310        23    14000 SH       SHARED      10       14000
D PACIFIC SUNWEAR CALIF INC      COM              69487310         2     1264 SH       SHR/OTHR    23                          1264
D PACIRA PHARMACEUTICALS INC     COM              69512710      1762   203707 SH       SHARED              203707
D PACIRA PHARMACEUTICALS INC     COM              69512710         0        6 SH       SHARED      02           6
D PACKAGING CORP AMER            COM              69515610      8474   335740 SH       SHARED              335740
D PACKAGING CORP AMER            COM              69515610       757    30000 SH       SHARED      01                         30000
D PACKAGING CORP AMER            COM              69515610         0        9 SH       SHARED      02           9
D PACKAGING CORP AMER            COM              69515610       111     4400 SH       SHARED      10        4400
D PACWEST BANCORP DEL            COM              69526310       625    33031 SH       SHARED               33031
D PACWEST BANCORP DEL            COM              69526310         7      389 SH       SHARED      02         389
D PACWEST BANCORP DEL            COM              69526310       204    10800 SH       SHARED      10       10800
D PAIN THERAPEUTICS INC          COM              69562K10        42    11273 SH       SHARED               11273
D PAIN THERAPEUTICS INC          COM              69562K10         0       70 SH       SHARED      02          70
D PAIN THERAPEUTICS INC          COM              69562K10        34     9100 SH       SHARED      32        9100
D PALL CORP                      COM              69642930      2973    52026 SH       SHARED               46376              5650
D PALL CORP                      COM              69642930      1668    29199 SH       SHARED      01       29199
D PALL CORP                      COM              69642930        90     1576 SH       SHARED      02        1096               480
D PALL CORP                      COM              69642930    110814  1939017 SH       SHARED      04     1939017
D PALL CORP                      COM              69642930      5022    87885 SH       SHARED      05       87885
D PALL CORP                      COM              69642930       594    10410 SH       SHARED      06        6110              4300
D PALL CORP                      COM              69642930      7136   124878 SH       SHARED      10      124878
D PALL CORP                      COM              69642930        15      278 SH       SHARED      21         278
D PALL CORP                      COM              69642930       222     3900 SH       SHR/OTHR    23                          3900
D PALL CORP                      COM              69642930       171     3000 SH       SHARED      32        3000
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930       288    31055 SH       SHARED               31055
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930         1      108 SH       SHARED      02         108
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930         2      300 SH       SHARED      10         300
D PAMPA ENERGIA S A              SPONS ADR LVL I  69766020        29     2778 SH       SHARED                2778
D PAMPA ENERGIA S A              SPONS ADR LVL I  69766020         0       31 SH       SHARED      02          31
D PAN AMERICAN SILVER CORP       COM              69790010      7269   333307 SH       SHARED              333307
D PAN AMERICAN SILVER CORP       COM              69790010        93     4301 SH       SHARED      02        3301              1000
D PAN AMERICAN SILVER CORP       COM              69790010      4077   186947 SH       SHARED      04      186947
D PAN AMERICAN SILVER CORP       COM              69790010        45     2100 SH       SHARED      05        2100
D PANASONIC CORP                 ADR              69832A20       902   107591 SH       SHARED              107591
D PANASONIC CORP                 ADR              69832A20         0        2 SH       SHARED      02           2
D PANDORA MEDIA INC              COM              69835410        53     5331 SH       SHARED                5331
D PANDORA MEDIA INC              COM              69835410        48     4882 SH       SHARED      02           2              4880
D PANDORA MEDIA INC              COM              69835410        10     1000 SH       SHARED      10        1000
D PANERA BREAD CO                CL A             69840W10        36      260 SH       SHARED                 260
D PANERA BREAD CO                CL A             69840W10      5595    39560 SH       SHARED               39560
D PANERA BREAD CO                CL A             69840W10         7      336 SH CALL  SHARED                 336
D PANERA BREAD CO                CL A             69840W10      1584    11200 SH       SHARED      01        2000              9200
D PANERA BREAD CO                CL A             69840W10        93      659 SH       SHARED      02           3               656
D PANERA BREAD CO                CL A             69840W10       198     1400 SH       SHARED      10        1400
D PANERA BREAD CO                CL A             69840W10      4314    30500 SH       SHARED      29       30500
D PANHANDLE OIL AND GAS INC      CL A             69847710        39     1211 SH       SHARED                1211
D PANHANDLE OIL AND GAS INC      CL A             69847710         0        5 SH       SHARED      02           5
D PANTRY INC                     COM              69865710       608    50872 SH       SHARED               50872
D PANTRY INC                     COM              69865710         6      583 SH       SHARED      02         583
D PAPA JOHNS INTL INC            COM              69881310       232     6162 SH       SHARED                6162
D PAPA JOHNS INTL INC            COM              69881310       635    16864 SH       SHARED      01       16864
D PAPA JOHNS INTL INC            COM              69881310       223     5938 SH       SHARED      02        5938
D PAR PHARMACEUTICAL COS INC     COM              69888P10      1944    59414 SH       SHARED               59414
D PAR PHARMACEUTICAL COS INC     COM              69888P10       433    13250 SH       SHARED      01       11050              2200
D PAR PHARMACEUTICAL COS INC     COM              69888P10       793    24250 SH       SHR/OTHR    01                         24250
D PAR PHARMACEUTICAL COS INC     COM              69888P10         7      215 SH       SHARED      02         215
D PAR PHARMACEUTICAL COS INC     COM              69888P10       235     7200 SH       SHARED      10        7200
D PAR TECHNOLOGY CORP            COM              69888410         0       31 SH       SHARED      02          31
D PARAGON SHIPPING INC           CL A             69913R30         8    12582 SH       SHARED               12582
D PARAGON SHIPPING INC           CL A             69913R30        22    35023 SH       SHARED      02          23             35000
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320     12536   686547 SH       SHARED              686547
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      1294    70889 SH       SHARED      01       34689             36200
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      1375    75325 SH       SHR/OTHR    01                         75325
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      1583    86700 SH       SHARED      02         660             86040
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       357    19600 SH       SHARED      10       19600
D PARAMOUNT GOLD & SILVER CORP   COM              69924P10        42    19720 SH       SHARED               19720
D PARAMOUNT GOLD & SILVER CORP   COM              69924P10         0       94 SH       SHARED      02          94
D PAREXEL INTL CORP              COM              69946210       442    21320 SH       SHARED               21320
D PAREXEL INTL CORP              COM              69946210        20     1000 SH       SHARED      01        1000
D PAREXEL INTL CORP              COM              69946210        19      964 SH       SHARED      02         964
D PAREXEL INTL CORP              COM              69946210       236    11400 SH       SHARED      32       11400
D PARK ELECTROCHEMICAL CORP      COM              70041620       169     6611 SH       SHARED                6611
D PARK ELECTROCHEMICAL CORP      COM              70041620         2      110 SH       SHARED      02         110
D PARK ELECTROCHEMICAL CORP      COM              70041620       217     8500 SH       SHARED      10        8500
D PARK NATL CORP                 COM              70065810       195     3001 SH       SHARED                3001
D PARK NATL CORP                 COM              70065810        39      600 SH       SHARED      01         600
D PARK NATL CORP                 COM              70065810         6      105 SH       SHARED      02         105
D PARK NATL CORP                 COM              70065810       533     8200 SH       SHARED      10        8200
D PARK OHIO HLDGS CORP           COM              70066610        82     4597 SH       SHARED                4597
D PARK OHIO HLDGS CORP           COM              70066610         9      507 SH       SHARED      02         507
D PARK STERLING CORP             COM              70086Y10       314    77188 SH       SHARED               77188
D PARK STERLING CORP             COM              70086Y10         0        8 SH       SHARED      02           8
D PARK STERLING CORP             COM              70086Y10        50    12400 SH       SHARED      10       12400
D PARKER DRILLING CO             NOTE  2.125% 7/1 701081AR      2125  2189000 PRN      SHARED             2189000
D PARKER DRILLING CO             COM              70108110       543    75782 SH       SHARED               75782
D PARKER DRILLING CO             COM              70108110       240    33500 SH       SHARED      01       33500
D PARKER DRILLING CO             COM              70108110         2      320 SH       SHARED      02         320
D PARKER DRILLING CO             COM              70108110       172    24100 SH       SHARED      10       24100
D PARKER HANNIFIN CORP           COM              70109410       244     3202 SH       SHARED                 202              3000
D PARKER HANNIFIN CORP           COM              70109410     17952   235438 SH       SHARED              232568              2870
D PARKER HANNIFIN CORP           COM              70109410     12688   166409 SH       SHARED      01      127054      150    39205
D PARKER HANNIFIN CORP           COM              70109410      3060    40132 SH       SHR/OTHR    01                         40132
D PARKER HANNIFIN CORP           COM              70109410       759     9967 SH       SHARED      02        3450              6517
D PARKER HANNIFIN CORP           COM              70109410         0      384 SH CALL  SHARED      02         384
D PARKER HANNIFIN CORP           COM              70109410         2      450 SH PUT   SHARED      02         450
D PARKER HANNIFIN CORP           COM              70109410       632     8300 SH       SHARED      04        8300
D PARKER HANNIFIN CORP           COM              70109410         8      105 SH       SHARED      05         105
D PARKER HANNIFIN CORP           COM              70109410      1771    23235 SH       SHARED      06       18285              4950
D PARKER HANNIFIN CORP           COM              70109410      4675    61314 SH       SHARED      10       60524               790
D PARKER HANNIFIN CORP           COM              70109410      2178    28573 SH       SHARED      20       25066       65     3442
D PARKER HANNIFIN CORP           COM              70109410        98     1295 SH       SHR/OTHR    20                          1295
D PARKER HANNIFIN CORP           COM              70109410       134     1770 SH       SHARED      21        1770
D PARKER HANNIFIN CORP           COM              70109410        22      295 SH       SHR/OTHR    21                           295
D PARKER HANNIFIN CORP           COM              70109410      2446    32080 SH       SHARED      23       27685              4395
D PARKER HANNIFIN CORP           COM              70109410      1612    21154 SH       SHR/OTHR    23                         21154
D PARKER HANNIFIN CORP           COM              70109410       846    11100 SH       SHARED      26       11100
D PARKER HANNIFIN CORP           COM              70109410       197     2593 SH       SHARED      27        2593
D PARKER HANNIFIN CORP           COM              70109410       236     3100 SH       SHARED      30        3100
D PARKVALE FINL CORP             COM              70149210         0        1 SH       SHARED      02           1
D PARKWAY PPTYS INC              COM              70159Q10       319    32448 SH       SHARED               32448
D PARKWAY PPTYS INC              COM              70159Q10         1      116 SH       SHARED      02         116
D PARKWAY PPTYS INC              COM              70159Q10       100    10200 SH       SHARED      10       10200
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10      1476   167031 SH       SHARED              167031
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10      1270   143721 SH       SHARED      02                        143721
D PATNI COMPUTER SYS             SPONS ADR        70324820         0       17 SH       SHARED                  17
D PATRIOT COAL CORP              COM              70336T10      2898   342164 SH       SHARED              342164
D PATRIOT COAL CORP              COM              70336T10       358    42340 SH       SHARED      01       13440             28900
D PATRIOT COAL CORP              COM              70336T10      2271   268131 SH       SHARED      02      239881             28250
D PATRIOT COAL CORP              COM              70336T10         0      500 SH CALL  SHARED      02         500
D PATRIOT COAL CORP              COM              70336T10       381    44990 SH       SHARED      04       44990
D PATRIOT COAL CORP              COM              70336T10       177    20900 SH       SHARED      10       20900
D PATRIOT COAL CORP              COM              70336T10       285    33650 SH       SHARED      29       33650
D PATRIOT TRANSN HLDG INC        COM              70337B10        26     1238 SH       SHARED                1238
D PATRIOT TRANSN HLDG INC        COM              70337B10         0        2 SH       SHARED      02           2
D PATTERSON COMPANIES INC        COM              70339510       372    12631 SH       SHARED               12631
D PATTERSON COMPANIES INC        COM              70339510       608    20600 SH       SHARED      01       20600
D PATTERSON COMPANIES INC        COM              70339510        33     1130 SH       SHARED      02        1130
D PATTERSON COMPANIES INC        COM              70339510         0     1000 SH PUT   SHARED      02        1000
D PATTERSON COMPANIES INC        COM              70339510        38     1300 SH       SHARED      04        1300
D PATTERSON COMPANIES INC        COM              70339510       193     6540 SH       SHARED      06        3890              2650
D PATTERSON COMPANIES INC        COM              70339510       841    28508 SH       SHARED      10       28508
D PATTERSON COMPANIES INC        COM              70339510        59     2000 SH       SHARED      23                          2000
D PATTERSON COMPANIES INC        COM              70339510        13      458 SH       SHR/OTHR    23                           458
D PATTERSON COMPANIES INC        COM              70339510        30     1045 SH       SHARED      27        1045
D PATTERSON UTI ENERGY INC       COM              70348110     20338  1017920 SH       SHARED             1017920
D PATTERSON UTI ENERGY INC       COM              70348110      1014    50775 SH       SHARED      01        2875             47900
D PATTERSON UTI ENERGY INC       COM              70348110         8      410 SH       SHARED      02         410
D PATTERSON UTI ENERGY INC       COM              70348110         0      150 SH PUT   SHARED      02         150
D PATTERSON UTI ENERGY INC       COM              70348110        77     3900 SH       SHARED      10        3900
D PATTERSON UTI ENERGY INC       COM              70348110       194     9710 SH       SHARED      21        9710
D PATTERSON UTI ENERGY INC       COM              70348110        69     3470 SH       SHARED      26        3470
D PAYCHEX INC                    COM              70432610     39925  1325986 SH       SHARED             1325986
D PAYCHEX INC                    COM              70432610      2314    76860 SH       SHARED      01       76860
D PAYCHEX INC                    COM              70432610       227     7546 SH       SHARED      02        4021              3525
D PAYCHEX INC                    COM              70432610        39     1300 SH       SHARED      04        1300
D PAYCHEX INC                    COM              70432610        39     1310 SH       SHARED      05        1310
D PAYCHEX INC                    COM              70432610      1140    37870 SH       SHARED      06       29470              8400
D PAYCHEX INC                    COM              70432610     13160   437096 SH       SHARED      10      437096
D PAYCHEX INC                    COM              70432610      5570   185000 SH       SHARED      20      185000
D PAYCHEX INC                    COM              70432610         6      200 SH       SHARED      21         200
D PAYCHEX INC                    COM              70432610         7      260 SH       SHR/OTHR    23                           260
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       510   500000 PRN      SHARED      01      100000            400000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       313   307000 PRN      SHR/OTHR    01                        307000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG        54    53000 PRN      SHARED      02       41000             12000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG      8160  8000000 PRN      SHARED      04     8000000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG      1193  1170000 PRN      SHARED      06                       1170000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       408   400000 PRN      SHARED      23      200000            200000
D PEABODY ENERGY CORP            COM              70454910     16578   500706 SH       SHARED              500706
D PEABODY ENERGY CORP            COM              70454910      2754    83182 SH       SHARED      01       81645              1537
D PEABODY ENERGY CORP            COM              70454910       264     7980 SH       SHR/OTHR    01                          7980
D PEABODY ENERGY CORP            COM              70454910      4568   137989 SH       SHARED      02      131246              6743
D PEABODY ENERGY CORP            COM              70454910         1     2012 SH CALL  SHARED      02        2012
D PEABODY ENERGY CORP            COM              70454910      4609   139206 SH       SHARED      04      139206
D PEABODY ENERGY CORP            COM              70454910        31      950 SH       SHARED      05         950
D PEABODY ENERGY CORP            COM              70454910       592    17900 SH       SHARED      06        9200              8700
D PEABODY ENERGY CORP            COM              70454910      4009   121099 SH       SHARED      10      121099
D PEABODY ENERGY CORP            COM              70454910       120     3640 SH       SHARED      20        3180               460
D PEABODY ENERGY CORP            COM              70454910        16      512 SH       SHARED      27         512
D PEABODY ENERGY CORP            COM              70454910       903    27300 SH       SHARED      29       27300
D PEABODY ENERGY CORP            COM              70454910       827    25000 SH       SHARED      30       25000
D PEARSON PLC                    SPONSORED ADR    70501510       673    35673 SH       SHARED               35673
D PEBBLEBROOK HOTEL TR           COM              70509V10      1571    81946 SH       SHARED               81946
D PEBBLEBROOK HOTEL TR           COM              70509V10         7      407 SH       SHARED      02         407
D PEBBLEBROOK HOTEL TR           COM              70509V10      3887   202700 SH       SHARED      10      202700
D PEBBLEBROOK HOTEL TR           COM              70509V10    108796  5672383 SH       SHARED      11     3185969           2486414
D PEBBLEBROOK HOTEL TR           COM              70509V10        66     3443 SH       SHARED      26        3443
D PEETS COFFEE & TEA INC         COM              70556010       576     9190 SH       SHARED                9190
D PEETS COFFEE & TEA INC         COM              70556010         4       74 SH       SHARED      02          74
D PEGASYSTEMS INC                COM              70557310       305    10392 SH       SHARED               10392
D PEGASYSTEMS INC                COM              70557310         0       13 SH       SHARED      02          13
D PENDRELL CORP                  COM              70686R10        76    30025 SH       SHARED               30025
D PENDRELL CORP                  COM              70686R10        12     4884 SH       SHARED      02        4884
D PENFORD CORP                   COM              70705110         0       22 SH       SHARED      02          22
D PENGROWTH ENERGY CORP          COM              70706P10      1254   119167 SH       SHARED              119167
D PENGROWTH ENERGY CORP          COM              70706P10      1212   115103 SH       SHARED      02      108603              6500
D PENGROWTH ENERGY CORP          COM              70706P10         2      202 SH       SHARED      05         202
D PENGROWTH ENERGY CORP          COM              70706P10        46     4450 SH       SHR/OTHR    23                          4450
D PENN NATL GAMING INC           COM              70756910       595    15636 SH       SHARED               15636
D PENN NATL GAMING INC           COM              70756910       243     6400 SH       SHARED      01        6400
D PENN NATL GAMING INC           COM              70756910        10      286 SH       SHARED      02         286
D PENN NATL GAMING INC           COM              70756910        72     1900 SH       SHARED      10        1900
D PENN VA CORP                   COM              70788210       428    81007 SH       SHARED               81007
D PENN VA CORP                   COM              70788210        23     4400 SH       SHARED      01        4400
D PENN VA CORP                   COM              70788210         2      454 SH       SHARED      02         454
D PENN VA CORP                   COM              70788210        34     6600 SH       SHARED      10        6600
D PENN VA RESOURCES PARTNERS L   COM              70788410      5468   214182 SH       SHARED              214182
D PENN VA RESOURCES PARTNERS L   COM              70788410       252     9887 SH       SHARED      02         128              9759
D PENN WEST PETE LTD NEW         COM              70788710      2078   104973 SH       SHARED              104973
D PENN WEST PETE LTD NEW         COM              70788710         9      480 SH       SHARED      01         480
D PENN WEST PETE LTD NEW         COM              70788710      1164    58824 SH       SHARED      02       46424             12400
D PENN WEST PETE LTD NEW         COM              70788710         1     2010 SH PUT   SHARED      02        2010
D PENN WEST PETE LTD NEW         COM              70788710        33     1700 SH       SHARED      04        1700
D PENN WEST PETE LTD NEW         COM              70788710        81     4105 SH       SHARED      05        4105
D PENN WEST PETE LTD NEW         COM              70788710       601    30400 SH       SHARED      06       27100              3300
D PENNANTPARK INVT CORP          COM              70806210      2541   251853 SH       SHARED              251853
D PENNANTPARK INVT CORP          COM              70806210         1      103 SH       SHARED      02         103
D PENNANTPARK INVT CORP          COM              70806210        17     1700 SH       SHARED      10        1700
D PENNEY J C INC                 COM              70816010    169303  4816610 SH       SHARED             4816610
D PENNEY J C INC                 COM              70816010         0      174 SH CALL  SHARED                 174
D PENNEY J C INC                 COM              70816010      1678    47742 SH       SHARED      01       43742              4000
D PENNEY J C INC                 COM              70816010       274     7823 SH       SHARED      02        7823
D PENNEY J C INC                 COM              70816010       441    12570 SH       SHARED      04       12570
D PENNEY J C INC                 COM              70816010         3      100 SH       SHARED      05         100
D PENNEY J C INC                 COM              70816010       437    12440 SH       SHARED      06        8440              4000
D PENNEY J C INC                 COM              70816010      1567    44604 SH       SHARED      10       44604
D PENNEY J C INC                 COM              70816010       645    18375 SH       SHARED      27       18375
D PENNICHUCK CORP                COM NEW          70825420       307    10682 SH       SHARED               10682
D PENNICHUCK CORP                COM NEW          70825420         0        2 SH       SHARED      02           2
D PENNS WOODS BANCORP INC        COM              70843010        28      746 SH       SHARED                 746
D PENNS WOODS BANCORP INC        COM              70843010         0        3 SH       SHARED      02           3
D PENNS WOODS BANCORP INC        COM              70843010       345     8900 SH       SHARED      10        8900
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210      2603   249341 SH       SHARED              249341
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210       106    10200 SH       SHARED      01       10200
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210        89     8595 SH       SHARED      02         295              8300
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210     18387  1761275 SH       SHARED      10     1761275
D PENNYMAC MTG INVT TR           COM              70931T10       156     9439 SH       SHARED                9439
D PENNYMAC MTG INVT TR           COM              70931T10        39     2378 SH       SHARED      02         278              2100
D PENNYMAC MTG INVT TR           COM              70931T10        16     1000 SH       SHARED      23        1000
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10      3879   201509 SH       SHARED              201509
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       603    31375 SH       SHARED      01       31375
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10         0       12 SH       SHARED      02          12
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       175     9100 SH       SHARED      10        9100
D PENSON WORLDWIDE INC           COM              70960010        42    36555 SH       SHARED               36555
D PENTAIR INC                    COM              70963110      4604   138329 SH       SHARED              132639              5690
D PENTAIR INC                    COM              70963110      1711    51400 SH       SHARED      01       21200             30200
D PENTAIR INC                    COM              70963110         0        6 SH       SHARED      02           6
D PENTAIR INC                    COM              70963110     11751   353000 SH       SHARED      04      353000
D PENTAIR INC                    COM              70963110      8984   269900 SH       SHARED      05      269900
D PENTAIR INC                    COM              70963110        35     1070 SH       SHARED      06        1070
D PENTAIR INC                    COM              70963110        76     2300 SH       SHARED      10        2300
D PEOPLES BANCORP INC            COM              70978910        50     3393 SH       SHARED                3393
D PEOPLES BANCORP INC            COM              70978910         0        3 SH       SHARED      02           3
D PEOPLES FED BANCSHARES INC     COM              71103710         0       59 SH       SHARED      02          59
D PEOPLES UNITED FINANCIAL INC   COM              71270410      4021   312990 SH       SHARED              312990
D PEOPLES UNITED FINANCIAL INC   COM              71270410      1679   130731 SH       SHARED      01      117396             13335
D PEOPLES UNITED FINANCIAL INC   COM              71270410       304    23724 SH       SHR/OTHR    01                         23724
D PEOPLES UNITED FINANCIAL INC   COM              71270410       132    10285 SH       SHARED      02        7722              2563
D PEOPLES UNITED FINANCIAL INC   COM              71270410         2      180 SH       SHARED      05         180
D PEOPLES UNITED FINANCIAL INC   COM              71270410       305    23800 SH       SHARED      06       12900             10900
D PEOPLES UNITED FINANCIAL INC   COM              71270410      3300   256877 SH       SHARED      10      256877
D PEOPLES UNITED FINANCIAL INC   COM              71270410        37     2895 SH       SHARED      20        2895
D PEOPLES UNITED FINANCIAL INC   COM              71270410        38     3000 SH       SHARED      21        3000
D PEOPLES UNITED FINANCIAL INC   COM              71270410         4      340 SH       SHR/OTHR    21                           340
D PEOPLES UNITED FINANCIAL INC   COM              71270410       119     9265 SH       SHARED      23        8965               300
D PEOPLES UNITED FINANCIAL INC   COM              71270410        19     1500 SH       SHR/OTHR    23                          1500
D PEP BOYS MANNY MOE & JACK      COM              71327810       399    36302 SH       SHARED               36302
D PEP BOYS MANNY MOE & JACK      COM              71327810         4      375 SH       SHARED      02         375
D PEP BOYS MANNY MOE & JACK      COM              71327810       187    17000 SH       SHARED      10       17000
D PEP BOYS MANNY MOE & JACK      COM              71327810        11     1000 SH       SHR/OTHR    23                          1000
D PEPCO HOLDINGS INC             COM              71329110      9784   482003 SH       SHARED              482003
D PEPCO HOLDINGS INC             COM              71329110      1003    49420 SH       SHARED      01       49420
D PEPCO HOLDINGS INC             COM              71329110       871    42914 SH       SHARED      02       42914
D PEPCO HOLDINGS INC             COM              71329110        34     1700 SH       SHARED      04        1700
D PEPCO HOLDINGS INC             COM              71329110       129     6400 SH       SHARED      05        6400
D PEPCO HOLDINGS INC             COM              71329110    210689 10378780 SH       SHARED      06        8080          10370700
D PEPCO HOLDINGS INC             COM              71329110      1736    85524 SH       SHARED      10       85524
D PEPSICO INC                    COM              71344810      2173    32762 SH       SHARED               28782              3980
D PEPSICO INC                    COM              71344810     82117  1237635 SH       SHARED             1211163             26472
D PEPSICO INC                    COM              71344810         0       53 SH CALL  SHARED                  53
D PEPSICO INC                    COM              71344810     57774   870759 SH       SHARED      01      725084      300   145375
D PEPSICO INC                    COM              71344810      6048    91163 SH       SHR/OTHR    01                         91163
D PEPSICO INC                    COM              71344810     22171   334160 SH       SHARED      02      238082             96078
D PEPSICO INC                    COM              71344810         1     1658 SH CALL  SHARED      02        1658
D PEPSICO INC                    COM              71344810         0     2729 SH PUT   SHARED      02        2729
D PEPSICO INC                    COM              71344810      1140    17189 SH       SHARED      04        6369             10820
D PEPSICO INC                    COM              71344810     89915  1355175 SH       SHARED      04     1355175
D PEPSICO INC                    COM              71344810       990    14927 SH       SHARED      05       14927
D PEPSICO INC                    COM              71344810      8890   133994 SH       SHARED      06       87064             46930
D PEPSICO INC                    COM              71344810     43795   660072 SH       SHARED      10      657859              2213
D PEPSICO INC                    COM              71344810      5380    81097 SH       SHARED      20       66817      175    14105
D PEPSICO INC                    COM              71344810       943    14220 SH       SHR/OTHR    20                         14220
D PEPSICO INC                    COM              71344810       397     5985 SH       SHARED      21        5985
D PEPSICO INC                    COM              71344810       466     7026 SH       SHR/OTHR    21                          7026
D PEPSICO INC                    COM              71344810     12933   194931 SH       SHARED      23      179205             15726
D PEPSICO INC                    COM              71344810     15808   238253 SH       SHR/OTHR    23                        238253
D PEPSICO INC                    COM              71344810      2991    45081 SH       SHARED      26       45081
D PEPSICO INC                    COM              71344810      1561    23540 SH       SHARED      27       23540
D PEPSICO INC                    COM              71344810       914    13790 SH       SHARED      29       13790
D PEPSICO INC                    COM              71344810      3456    52100 SH       SHARED      30       52100
D PEPSICO INC                    COM              71344810      7319   110311 SH       SHARED      31      110311
D PEREGRINE PHARMACEUTICALS IN   COM NEW          71366130        11    11484 SH       SHARED               11484
D PEREGRINE PHARMACEUTICALS IN   COM NEW          71366130         0       68 SH       SHARED      02          68
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10        52     4990 SH       SHARED                4990
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10         8      777 SH       SHARED      02         777
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10       418    40000 SH       SHARED      04       40000
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10      1361   130000 SH       SHARED      06                        130000
D PERFICIENT INC                 COM              71375U10        81     8143 SH       SHARED                8143
D PERFICIENT INC                 COM              71375U10       301    30075 SH       SHARED      01       30075
D PERFICIENT INC                 COM              71375U10       609    60855 SH       SHR/OTHR    01                         60855
D PERFICIENT INC                 COM              71375U10         1      169 SH       SHARED      02         169
D PERFICIENT INC                 COM              71375U10        95     9500 SH       SHARED      10        9500
D PERICOM SEMICONDUCTOR CORP     COM              71383110       279    36727 SH       SHARED               36727
D PERICOM SEMICONDUCTOR CORP     COM              71383110         0      131 SH       SHARED      02         131
D PERKINELMER INC                COM              71404610       581    29072 SH       SHARED               29072
D PERKINELMER INC                COM              71404610        25     1299 SH       SHARED      02        1299
D PERKINELMER INC                COM              71404610      2000   100000 SH       SHARED      04      100000
D PERKINELMER INC                COM              71404610        80     4000 SH       SHARED      06        1300              2700
D PERKINELMER INC                COM              71404610     22450  1122523 SH       SHARED      10     1122523
D PERMA-FIX ENVIRONMENTAL SVCS   COM              71415710         2     1600 SH       SHARED      02        1600
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610      5204   255476 SH       SHARED              255476
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610         0        1 SH       SHARED      02           1
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        20     1000 SH       SHARED      21        1000
D PERNIX THERAPEUTICS HLDGS IN   COM              71426V10         5      545 SH       SHARED                 545
D PERNIX THERAPEUTICS HLDGS IN   COM              71426V10        18     2000 SH       SHARED      01        2000
D PERNIX THERAPEUTICS HLDGS IN   COM              71426V10         0        5 SH       SHARED      02           5
D PERRIGO CO                     COM              71429010      6528    67092 SH       SHARED               67092
D PERRIGO CO                     COM              71429010      1768    18175 SH       SHARED      01       18175
D PERRIGO CO                     COM              71429010      2965    30479 SH       SHARED      02       28629              1850
D PERRIGO CO                     COM              71429010         3     1214 SH CALL  SHARED      02        1214
D PERRIGO CO                     COM              71429010         1      236 SH PUT   SHARED      02         236
D PERRIGO CO                     COM              71429010     10572   108657 SH       SHARED      04      108657
D PERRIGO CO                     COM              71429010        48      500 SH       SHARED      05         500
D PERRIGO CO                     COM              71429010       462     4750 SH       SHARED      06        2600              2150
D PERRIGO CO                     COM              71429010      2893    29738 SH       SHARED      10       29738
D PERRIGO CO                     COM              71429010       243     2500 SH       SHARED      20        2500
D PERRIGO CO                     COM              71429010         9      100 SH       SHARED      21                           100
D PERRIGO CO                     COM              71429010       169     1746 SH       SHARED      26        1746
D PERRIGO CO                     COM              71429010       136     1400 SH       SHARED      30        1400
D PERRIGO CO                     COM              71429010       766     7877 SH       SHARED      32        7877
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410      7093   230744 SH       SHARED              230744
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410      1998    65000 SH       SHARED      04       65000
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410      2305    75000 SH       SHARED      06                         75000
D PERVASIVE SOFTWARE INC         COM              71571010         0        1 SH       SHARED      02           1
D PETMED EXPRESS INC             COM              71638210      2498   240690 SH       SHARED              240690
D PETMED EXPRESS INC             COM              71638210         1      117 SH       SHARED      02         117
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10      5859    47135 SH       SHARED               47135
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        99      800 SH       SHARED      01                           800
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10      2845    22894 SH       SHARED      02       22894
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       248     2000 SH       SHARED      23        2000
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       621     5000 SH       SHR/OTHR    23                          5000
D PETROBRAS ARGENTINA S A        SPONS ADR        71646J10       121     9667 SH       SHARED                9667
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10        64     2750 SH       SHARED                2750
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10        81     3450 SH       SHARED                                  3450
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10        63     2682 SH       SHARED      02        2682
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      1256    53500 SH       SHARED      04       53500
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10       921    39210 SH       SHARED      06       39210
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10     11643   495700 SH       SHARED      31      495700
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      1863    75000 SH       SHARED                                 75000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     77232  3107965 SH       SHARED             3107965
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40         1     6600 SH CALL  SHARED                6600
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        25     1185 SH PUT   SHARED                1185
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       253    10200 SH       SHARED      01                         10200
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     12717   511766 SH       SHARED      02      497656             14110
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40         2     5800 SH CALL  SHARED      02        5800
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       141     5707 SH       SHARED      04                          5707
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      4517   181773 SH       SHARED      04      181773
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      2982   120000 SH       SHARED      05      120000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      1776    71500 SH       SHARED      06       71500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        36     1450 SH       SHR/OTHR    23                          1450
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       131     5300 SH       SHARED      29        5300
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       311    12546 SH       SHARED      31       12546
D PETROLEUM & RES CORP           COM              71654910         0        1 SH       SHARED      02           1
D PETROLEUM DEV CORP             COM              71657810        21      600 SH       SHARED                 600
D PETROLEUM DEV CORP             COM              71657810         4      124 SH       SHARED      02         124
D PETROLEUM DEV CORP             COM              71657810       182     5200 SH       SHARED      10        5200
D PETROQUEST ENERGY INC          COM              71674810       205    31196 SH       SHARED               31196
D PETROQUEST ENERGY INC          COM              71674810        33     5125 SH       SHARED      01        5125
D PETROQUEST ENERGY INC          COM              71674810        17     2709 SH       SHARED      02         709              2000
D PETROQUEST ENERGY INC          COM              71674810       135    20600 SH       SHARED      10       20600
D PETSMART INC                   COM              71676810      6994   136369 SH       SHARED              136369
D PETSMART INC                   COM              71676810      3046    59400 SH       SHARED      01       24800             34600
D PETSMART INC                   COM              71676810        73     1442 SH       SHARED      02        1007               435
D PETSMART INC                   COM              71676810         5      100 SH       SHARED      05         100
D PETSMART INC                   COM              71676810       102     2000 SH       SHARED      06        2000
D PETSMART INC                   COM              71676810       261     5100 SH       SHARED      10        5100
D PETSMART INC                   COM              71676810        26      509 SH       SHARED      21         329               180
D PETSMART INC                   COM              71676810       167     3260 SH       SHARED      27        3260
D PETSMART INC                   COM              71676810      3231    63000 SH       SHARED      29       63000
D PHARMACYCLICS INC              COM              71693310       326    22016 SH       SHARED               22016
D PHARMACYCLICS INC              COM              71693310        33     2237 SH       SHARED      02          37              2200
D PHARMACYCLICS INC              COM              71693310        51     3500 SH       SHARED      10        3500
D PHARMACYCLICS INC              COM              71693310       592    40000 SH       SHARED      26       40000
D PFIZER INC                     COM              71708110      5859   270750 SH       SHARED               29020            241730
D PFIZER INC                     COM              71708110    165449  7645522 SH       SHARED             6987559            657963
D PFIZER INC                     COM              71708110        10     5500 SH CALL  SHARED                5500
D PFIZER INC                     COM              71708110         2     1750 SH PUT   SHARED                1750
D PFIZER INC                     COM              71708110     54792  2532012 SH       SHARED      01     2198607            333405
D PFIZER INC                     COM              71708110      2307   106634 SH       SHR/OTHR    01                        106634
D PFIZER INC                     COM              71708110     12913   596758 SH       SHARED      02      258302            338456
D PFIZER INC                     COM              71708110        67    17780 SH CALL  SHARED      02       17780
D PFIZER INC                     COM              71708110         1    10421 SH PUT   SHARED      02       10421
D PFIZER INC                     COM              71708110      1537    71053 SH       SHARED      04       42818             28235
D PFIZER INC                     COM              71708110    247928 11456937 SH       SHARED      04    11456937
D PFIZER INC                     COM              71708110      3548   163989 SH       SHARED      05      163989
D PFIZER INC                     COM              71708110     28288  1307254 SH       SHARED      06      670231            637023
D PFIZER INC                     COM              71708110     88551  4092036 SH       SHARED      10     4092036
D PFIZER INC                     COM              71708110       953    44068 SH       SHARED      15       44068
D PFIZER INC                     COM              71708110      1684    77864 SH       SHARED      20       66202             11662
D PFIZER INC                     COM              71708110       710    32834 SH       SHR/OTHR    20                         32834
D PFIZER INC                     COM              71708110       169     7818 SH       SHARED      21        7580               238
D PFIZER INC                     COM              71708110      3007   139000 SH       SHR/OTHR    21                        139000
D PFIZER INC                     COM              71708110      6034   278861 SH       SHARED      23      242083             36778
D PFIZER INC                     COM              71708110      8361   386399 SH       SHR/OTHR    23                        386399
D PFIZER INC                     COM              71708110      4302   198815 SH       SHARED      26      198815
D PFIZER INC                     COM              71708110      3243   149884 SH       SHARED      27      149884
D PFIZER INC                     COM              71708110      3688   170445 SH       SHARED      29      170445
D PFIZER INC                     COM              71708110      7606   351500 SH       SHARED      30      351500
D PFIZER INC                     COM              71708110     25455  1176310 SH       SHARED      31     1176310
D PFIZER INC                     COM              71708110       824    38104 SH       SHARED      32       38104
D PFSWEB INC                     COM NEW          71709820        18     5491 SH       SHARED                5491
D PFSWEB INC                     COM NEW          71709820         6     2024 SH       SHARED      02           3              2021
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20         0    50330 SH       SHARED      02       50000               330
D PHARMERICA CORP                COM              71714F10      1213    79953 SH       SHARED               79953
D PHARMERICA CORP                COM              71714F10       141     9300 SH       SHARED      01        9300
D PHARMERICA CORP                COM              71714F10         7      518 SH       SHARED      02         518
D PHARMATHENE INC                COM              71714G10         5     4254 SH       SHARED                4254
D PHARMATHENE INC                COM              71714G10         0       91 SH       SHARED      02          91
D PHARMASSET INC                 COM              71715N10       148     1162 SH       SHARED                1162
D PHARMASSET INC                 COM              71715N10     49727   387887 SH       SHARED              387887
D PHARMASSET INC                 COM              71715N10      2332    18193 SH       SHARED      01       18138                55
D PHARMASSET INC                 COM              71715N10         6       49 SH       SHR/OTHR    01                            49
D PHARMASSET INC                 COM              71715N10     19623   153072 SH       SHARED      02      153072
D PHARMASSET INC                 COM              71715N10     27565   215020 SH       SHARED      04      215020
D PHARMASSET INC                 COM              71715N10        64      500 SH       SHARED      05         500
D PHARMASSET INC                 COM              71715N10       653     5100 SH       SHARED      10        5100
D PHARMASSET INC                 COM              71715N10        23      180 SH       SHARED      20         180
D PHARMASSET INC                 COM              71715N10        24      190 SH       SHR/OTHR    20                           190
D PHARMASSET INC                 COM              71715N10        10       82 SH       SHARED      21          82
D PHARMASSET INC                 COM              71715N10        74      580 SH       SHARED      23         580
D PHARMASSET INC                 COM              71715N10        91      715 SH       SHR/OTHR    23                           715
D PHILIP MORRIS INTL INC         COM              71817210       405     5166 SH       SHARED                5166
D PHILIP MORRIS INTL INC         COM              71817210    134941  1719438 SH       SHARED             1504864            214574
D PHILIP MORRIS INTL INC         COM              71817210     43902   559413 SH       SHARED      01      469415             89998
D PHILIP MORRIS INTL INC         COM              71817210    160757  2048382 SH       SHR/OTHR    01                       2048382
D PHILIP MORRIS INTL INC         COM              71817210      4167    53105 SH       SHARED      02       23777             29328
D PHILIP MORRIS INTL INC         COM              71817210         2      373 SH CALL  SHARED      02         373
D PHILIP MORRIS INTL INC         COM              71817210         1     1729 SH PUT   SHARED      02        1729
D PHILIP MORRIS INTL INC         COM              71817210       506     6456 SH       SHARED      04        6456
D PHILIP MORRIS INTL INC         COM              71817210    172844  2202400 SH       SHARED      04     2202400
D PHILIP MORRIS INTL INC         COM              71817210       649     8280 SH       SHARED      05        8280
D PHILIP MORRIS INTL INC         COM              71817210     13677   174286 SH       SHARED      06      121950             52336
D PHILIP MORRIS INTL INC         COM              71817210     57842   737029 SH       SHARED      10      737029
D PHILIP MORRIS INTL INC         COM              71817210       109     1400 SH       SHARED      20        1060               340
D PHILIP MORRIS INTL INC         COM              71817210      1239    15800 SH       SHR/OTHR    20                         15800
D PHILIP MORRIS INTL INC         COM              71817210        56      720 SH       SHARED      21         720
D PHILIP MORRIS INTL INC         COM              71817210        10      138 SH       SHR/OTHR    21                           138
D PHILIP MORRIS INTL INC         COM              71817210      2180    27787 SH       SHARED      23       27787
D PHILIP MORRIS INTL INC         COM              71817210      1358    17316 SH       SHR/OTHR    23                         17316
D PHILIP MORRIS INTL INC         COM              71817210       699     8918 SH       SHARED      27        8918
D PHILIP MORRIS INTL INC         COM              71817210      7948   101280 SH       SHARED      29      101280
D PHILIP MORRIS INTL INC         COM              71817210      9503   121100 SH       SHARED      30      121100
D PHILIP MORRIS INTL INC         COM              71817210     23697   301959 SH       SHARED      31      301959
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        46      800 SH       SHARED                 800
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        42      740 SH       SHARED      02                           740
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260       115     2000 SH       SHARED      04        2000
D PHOENIX COS INC NEW            COM              71902E10       324   193074 SH       SHARED              193074
D PHOENIX COS INC NEW            COM              71902E10        49    29600 SH       SHARED      01       29600
D PHOENIX COS INC NEW            COM              71902E10         0       42 SH       SHARED      02          42
D PHOENIX COS INC NEW            COM              71902E10         0      179 SH       SHARED      23         179
D PHOTOMEDEX INC                 COM PAR $0.01    71935830        10      841 SH       SHARED      02         841
D PHOTRONICS INC                 COM              71940510       930   153055 SH       SHARED              153055
D PHOTRONICS INC                 COM              71940510         8     1400 SH       SHARED      01        1400
D PHOTRONICS INC                 COM              71940510        34     5631 SH       SHARED      02        5631
D PHOTRONICS INC                 COM              71940510       156    25700 SH       SHARED      10       25700
D PHYSICIANS FORMULA HLDGS INC   COM              71942710         1      450 SH       SHARED      02                           450
D PIEDMONT NAT GAS INC           COM              72018610       798    23503 SH       SHARED               23503
D PIEDMONT NAT GAS INC           COM              72018610        33     1000 SH       SHARED      01        1000
D PIEDMONT NAT GAS INC           COM              72018610       271     7994 SH       SHARED      02        6002              1992
D PIEDMONT NAT GAS INC           COM              72018610       733    21600 SH       SHARED      10       21600
D PIEDMONT NAT GAS INC           COM              72018610       173     5100 SH       SHR/OTHR    23                          5100
D PIEDMONT OFFICE REALTY TR IN   COM CL A         72019020      2932   172100 SH       SHARED              172100
D PIEDMONT OFFICE REALTY TR IN   COM CL A         72019020        29     1710 SH       SHARED      02        1710
D PIEDMONT OFFICE REALTY TR IN   COM CL A         72019020       238    14000 SH       SHARED      10       14000
D PIER 1 IMPORTS INC             COM              72027910       464    33326 SH       SHARED               33326
D PIER 1 IMPORTS INC             COM              72027910       105     7546 SH       SHARED      02        2546              5000
D PIER 1 IMPORTS INC             COM              72027910       498    35800 SH       SHARED      10       35800
D PIKE ELEC CORP                 COM              72128310        42     5844 SH       SHARED                5844
D PIKE ELEC CORP                 COM              72128310         0       78 SH       SHARED      02          78
D PIKE ELEC CORP                 COM              72128310       130    18200 SH       SHARED      10       18200
D PILGRIMS PRIDE CORP NEW        COM              72147K10       108    18907 SH       SHARED               18907
D PILGRIMS PRIDE CORP NEW        COM              72147K10         3      625 SH       SHARED      02         625
D PILGRIMS PRIDE CORP NEW        COM              72147K10       251    43600 SH       SHARED      10       43600
D PIMCO CORPORATE INCOME FD      COM              72200U10         0        6 SH       SHARED      02           6
D PIMCO MUN INCOME FD II         COM              72200W10       112    10000 SH       SHARED      01                         10000
D PIMCO CORPORATE OPP FD         COM              72201B10        67     3874 SH       SHARED      02           4              3870
D PIMCO INCOME STRATEGY FUND     COM              72201H10         8      800 SH       SHARED      02                           800
D PIMCO INCOME STRATEGY FUND I   COM              72201J10        27     3000 SH       SHARED      02                          3000
D PIMCO ETF TR                   1-5 US TIP IDX   72201R20      1331    24954 SH       SHARED      02       24954
D PIMCO ETF TR                   ENHAN SHRT MAT   72201R83       678     6775 SH       SHARED      02         302              6473
D PIMCO ETF TR                   25YR+ ZERO U S   72201R88      1443    12950 SH       SHARED      02       12950
D PIMCO GLOBAL STOCKSPLS INCM    COM              72201110        23     1250 SH       SHARED      02                          1250
D PIMCO HIGH INCOME FD           COM SHS          72201410        10      902 SH       SHARED      02           2               900
D PIMCO HIGH INCOME FD           COM SHS          72201410       751    62500 SH       SHARED      20       62500
D PINNACLE AIRL CORP             COM              72344310         0       89 SH       SHARED                  89
D PINNACLE AIRL CORP             COM              72344310         4     6000 SH       SHARED      01        6000
D PINNACLE ENTMT INC             COM              72345610       990    97479 SH       SHARED               97479
D PINNACLE ENTMT INC             COM              72345610         3      377 SH       SHARED      02         377
D PINNACLE ENTMT INC             COM              72345610       172    17000 SH       SHARED      10       17000
D PINNACLE ENTMT INC             COM              72345610       618    60874 SH       SHARED      26       60874
D PINNACLE FINL PARTNERS INC     COM              72346Q10       405    25112 SH       SHARED               25112
D PINNACLE FINL PARTNERS INC     COM              72346Q10        30     1900 SH       SHARED      01        1900
D PINNACLE FINL PARTNERS INC     COM              72346Q10         3      219 SH       SHARED      02         219
D PINNACLE FINL PARTNERS INC     COM              72346Q10       145     9000 SH       SHARED      10        9000
D PINNACLE WEST CAP CORP         COM              72348410      1179    24477 SH       SHARED               24477
D PINNACLE WEST CAP CORP         COM              72348410      1161    24100 SH       SHARED      01       24100
D PINNACLE WEST CAP CORP         COM              72348410        45      951 SH       SHARED      02         951
D PINNACLE WEST CAP CORP         COM              72348410        52     1100 SH       SHARED      04        1100
D PINNACLE WEST CAP CORP         COM              72348410       149     3100 SH       SHARED      05        3100
D PINNACLE WEST CAP CORP         COM              72348410       325     6750 SH       SHARED      06        4000              2750
D PINNACLE WEST CAP CORP         COM              72348410      4762    98851 SH       SHARED      10       98851
D PINNACLE WEST CAP CORP         COM              72348410       351     7300 SH       SHARED      30        7300
D PIONEER DRILLING CO            COM              72365510       281    29080 SH       SHARED               29080
D PIONEER DRILLING CO            COM              72365510       200    20700 SH       SHARED      01       20700
D PIONEER DRILLING CO            COM              72365510         3      352 SH       SHARED      02         352
D PIONEER DRILLING CO            COM              72365510       101    10500 SH       SHARED      10       10500
D PIONEER DRILLING CO            COM              72365510       116    12000 SH       SHARED      26       12000
D PIONEER MUN HIGH INCOME TR     COM SHS          72376310        64     4309 SH       SHARED      01        4309
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH      9696  6325000 PRN      SHARED             3400000           2925000
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH     11307  7376000 PRN      SHARED      02     7374000              2000
D PIONEER NAT RES CO             COM              72378710      9875   110362 SH       SHARED              110362
D PIONEER NAT RES CO             COM              72378710      2044    22850 SH       SHARED      01       22850
D PIONEER NAT RES CO             COM              72378710       156     1747 SH       SHARED      02        1747
D PIONEER NAT RES CO             COM              72378710         4      600 SH CALL  SHARED      02         600
D PIONEER NAT RES CO             COM              72378710        13     1900 SH PUT   SHARED      02        1900
D PIONEER NAT RES CO             COM              72378710      1019    11390 SH       SHARED      04       11390
D PIONEER NAT RES CO             COM              72378710        45      510 SH       SHARED      05         510
D PIONEER NAT RES CO             COM              72378710      1131    12650 SH       SHARED      06        9250              3400
D PIONEER NAT RES CO             COM              72378710      3228    36081 SH       SHARED      10       36081
D PIONEER NAT RES CO             COM              72378710       581     6500 SH       SHARED      26        6500
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10      1022    39100 SH       SHARED               39100
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10       334    12801 SH       SHARED      02           1             12800
D PIPER JAFFRAY COS              COM              72407810       376    18650 SH       SHARED               18650
D PIPER JAFFRAY COS              COM              72407810         7      374 SH       SHARED      01         374
D PIPER JAFFRAY COS              COM              72407810       143     7107 SH       SHARED      02        7107
D PIPER JAFFRAY COS              COM              72407810       113     5600 SH       SHARED      10        5600
D PITNEY BOWES INC               COM              72447910      4951   267071 SH       SHARED              267071
D PITNEY BOWES INC               COM              72447910      1299    70113 SH       SHARED      01       69113              1000
D PITNEY BOWES INC               COM              72447910        92     4996 SH       SHARED      02        1726              3270
D PITNEY BOWES INC               COM              72447910         5     5000 SH PUT   SHARED      02        5000
D PITNEY BOWES INC               COM              72447910       611    33000 SH       SHARED      04       33000
D PITNEY BOWES INC               COM              72447910         2      130 SH       SHARED      05         130
D PITNEY BOWES INC               COM              72447910       214    11560 SH       SHARED      06        6160              5400
D PITNEY BOWES INC               COM              72447910     13760   742188 SH       SHARED      10      742188
D PITNEY BOWES INC               COM              72447910        17      960 SH       SHARED      20                           960
D PITNEY BOWES INC               COM              72447910        76     4130 SH       SHR/OTHR    20                          4130
D PITNEY BOWES INC               COM              72447910       111     6000 SH       SHARED      23        6000
D PITNEY BOWES INC               COM              72447910       251    13563 SH       SHR/OTHR    23                         13563
D PITNEY BOWES INC               COM              72447910        12      672 SH       SHARED      27         672
D PITNEY BOWES INC               COM              72447910       593    32000 SH       SHARED      30       32000
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310      7294    99307 SH       SHARED               99307
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310      9399   127973 SH       SHARED      02          42            127931
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310    199600  2717500 SH       SHARED      06                       2717500
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310      7014    95500 SH       SHARED      10       95500
D PLAINS EXPL& PRODTN CO         COM              72650510       894    24360 SH       SHARED               24040               320
D PLAINS EXPL& PRODTN CO         COM              72650510      5261   143274 SH       SHARED              140265              3009
D PLAINS EXPL& PRODTN CO         COM              72650510         1      638 SH CALL  SHARED                 638
D PLAINS EXPL& PRODTN CO         COM              72650510     10149   276390 SH       SHARED      01      167950            108440
D PLAINS EXPL& PRODTN CO         COM              72650510       772    21026 SH       SHR/OTHR    01                         21026
D PLAINS EXPL& PRODTN CO         COM              72650510       744    20288 SH       SHARED      02         640             19648
D PLAINS EXPL& PRODTN CO         COM              72650510         3      733 SH CALL  SHARED      02         733
D PLAINS EXPL& PRODTN CO         COM              72650510      2970    80899 SH       SHARED      04       80899
D PLAINS EXPL& PRODTN CO         COM              72650510         3      100 SH       SHARED      05         100
D PLAINS EXPL& PRODTN CO         COM              72650510        33      900 SH       SHARED      06         900
D PLAINS EXPL& PRODTN CO         COM              72650510       173     4735 SH       SHARED      10        3600              1135
D PLAINS EXPL& PRODTN CO         COM              72650510      1278    34810 SH       SHARED      20       30235       90     4485
D PLAINS EXPL& PRODTN CO         COM              72650510        44     1205 SH       SHR/OTHR    20                          1205
D PLAINS EXPL& PRODTN CO         COM              72650510        94     2585 SH       SHARED      21        2585
D PLAINS EXPL& PRODTN CO         COM              72650510         4      125 SH       SHR/OTHR    21                           125
D PLAINS EXPL& PRODTN CO         COM              72650510       803    21870 SH       SHARED      23       17735              4135
D PLAINS EXPL& PRODTN CO         COM              72650510       362     9880 SH       SHR/OTHR    23                          9880
D PLAINS EXPL& PRODTN CO         COM              72650510       558    15200 SH       SHARED      26       15200
D PLANTRONICS INC NEW            COM              72749310       466    13076 SH       SHARED               13076
D PLANTRONICS INC NEW            COM              72749310       540    15175 SH       SHARED      01        1775             13400
D PLANTRONICS INC NEW            COM              72749310         0       18 SH       SHARED      02          18
D PLANTRONICS INC NEW            COM              72749310     25273   709125 SH       SHARED      10      709125
D PLATINUM GROUP METALS LTD      COM NEW          72765Q20       101   117000 SH       SHARED              117000
D PLATINUM GROUP METALS LTD      COM NEW          72765Q20         0      204 SH       SHARED      02         204
D PLEXUS CORP                    COM              72913210       757    27673 SH       SHARED               27673
D PLEXUS CORP                    COM              72913210        16      598 SH       SHARED      02         598
D PLEXUS CORP                    COM              72913210       186     6800 SH       SHARED      10        6800
D PLUG POWER INC                 COM NEW          72919P20       223   109615 SH       SHARED              109615
D PLUG POWER INC                 COM NEW          72919P20         0       49 SH       SHARED      02          49
D PLUM CREEK TIMBER CO INC       COM              72925110      4412   120689 SH       SHARED              120689
D PLUM CREEK TIMBER CO INC       COM              72925110      1708    46739 SH       SHARED      01       40864              5875
D PLUM CREEK TIMBER CO INC       COM              72925110       102     2800 SH       SHR/OTHR    01                          2800
D PLUM CREEK TIMBER CO INC       COM              72925110      1107    30303 SH       SHARED      02        1789             28514
D PLUM CREEK TIMBER CO INC       COM              72925110         8     2442 SH PUT   SHARED      02        2442
D PLUM CREEK TIMBER CO INC       COM              72925110     36929  1010120 SH       SHARED      04     1010120
D PLUM CREEK TIMBER CO INC       COM              72925110         3       90 SH       SHARED      05          90
D PLUM CREEK TIMBER CO INC       COM              72925110       822    22500 SH       SHARED      06       18400              4100
D PLUM CREEK TIMBER CO INC       COM              72925110      1560    42688 SH       SHARED      10       42688
D PLUM CREEK TIMBER CO INC       COM              72925110        28      772 SH       SHARED      23         772
D PLUM CREEK TIMBER CO INC       COM              72925110        50     1381 SH       SHR/OTHR    23                          1381
D PLUM CREEK TIMBER CO INC       COM              72925110       566    15500 SH       SHARED      30       15500
D PLURISTEM THERAPEUTICS INC     COM              72940R10         0        5 SH       SHARED      02           5
D POINTS INTL LTD                COM NEW          73084320       304    38300 SH       SHARED      01                         38300
D POINTS INTL LTD                COM NEW          73084320       397    50000 SH       SHR/OTHR    01                         50000
D POLARIS INDS INC               COM              73106810     11319   202211 SH       SHARED              202211
D POLARIS INDS INC               COM              73106810      1186    21200 SH       SHARED      01                         21200
D POLARIS INDS INC               COM              73106810        56     1005 SH       SHARED      02           5              1000
D POLARIS INDS INC               COM              73106810       621    11100 SH       SHARED      10       11100
D POLYCOM INC                    COM              73172K10     23932  1468247 SH       SHARED             1468247
D POLYCOM INC                    COM              73172K10       912    56000 SH       SHARED      01        1600             54400
D POLYCOM INC                    COM              73172K10        23     1431 SH       SHARED      02        1431
D POLYCOM INC                    COM              73172K10       489    30000 SH       SHARED      10       30000
D POLYONE CORP                   COM              73179P10       527    45682 SH       SHARED               45682
D POLYONE CORP                   COM              73179P10       610    52876 SH       SHARED      01       44376              8500
D POLYONE CORP                   COM              73179P10      1107    95850 SH       SHR/OTHR    01                         95850
D POLYONE CORP                   COM              73179P10        25     2189 SH       SHARED      02         512              1677
D POLYONE CORP                   COM              73179P10       181    15700 SH       SHARED      10       15700
D POLYPORE INTL INC              COM              73179V10      5367   122014 SH       SHARED              122014
D POLYPORE INTL INC              COM              73179V10        84     1925 SH       SHARED      01        1925
D POLYPORE INTL INC              COM              73179V10        34      773 SH       SHARED      02          23               750
D POLYPORE INTL INC              COM              73179V10      3545    80600 SH       SHARED      04       80600
D POLYPORE INTL INC              COM              73179V10       976    22200 SH       SHARED      06        5200             17000
D POLYPORE INTL INC              COM              73179V10        79     1800 SH       SHARED      10        1800
D POLYPORE INTL INC              COM              73179V10      3242    73702 SH       SHARED      31       73702
D POLYMET MINING CORP            COM              73191610        28    27821 SH       SHARED               27821
D POOL CORPORATION               COM              73278L10      1834    60963 SH       SHARED               60963
D POOL CORPORATION               COM              73278L10       118     3937 SH       SHARED      01        3937
D POOL CORPORATION               COM              73278L10         8      275 SH       SHARED      02         275
D POOL CORPORATION               COM              73278L10        19      644 SH       SHARED      21                           644
D POPULAR INC                    COM              73317410      6465  4651689 SH       SHARED             4651689
D POPULAR INC                    COM              73317410        10     7200 SH       SHARED      01        7200
D POPULAR INC                    COM              73317410       136    98208 SH       SHARED      02       98208
D POPULAR INC                    COM              73317410         0      721 SH CALL  SHARED      02         721
D POPULAR INC                    COM              73317410        76    55023 SH       SHARED      04       55023
D POPULAR INC                    COM              73317410       143   103300 SH       SHARED      10      103300
D PORTER BANCORP INC             COM              73623310         0      155 SH       SHARED      02         155
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10      8482   125635 SH       SHARED              125635
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10        46      688 SH       SHARED      02         328               360
D PORTLAND GEN ELEC CO           COM NEW          73650884      1752    69313 SH       SHARED               69313
D PORTLAND GEN ELEC CO           COM NEW          73650884        35     1400 SH       SHARED      01        1400
D PORTLAND GEN ELEC CO           COM NEW          73650884        18      722 SH       SHARED      02         722
D PORTLAND GEN ELEC CO           COM NEW          73650884     29183  1153949 SH       SHARED      10     1153949
D PORTUGAL TELECOM SGPS S A      SPONSORED ADR    73727310      2093   362850 SH       SHARED              362850
D POST PPTYS INC                 COM              73746410      9109   208354 SH       SHARED              208354
D POST PPTYS INC                 COM              73746410        12      277 SH       SHARED      02         277
D POST PPTYS INC                 COM              73746410       174     4000 SH       SHARED      06        4000
D POST PPTYS INC                 COM              73746410      2837    64900 SH       SHARED      10       64900
D POST PPTYS INC                 COM              73746410     58925  1347798 SH       SHARED      11      797158            560640
D POST PPTYS INC                 COM              73746410       744    17033 SH       SHARED      26       17033
D POSTROCK ENERGY CORP           COM              73752510         0        1 SH       SHARED      02           1
D POTASH CORP SASK INC           COM              73755L10      2001    48496 SH       SHARED               48496
D POTASH CORP SASK INC           COM              73755L10     61433  1488204 SH       SHARED             1465334             22870
D POTASH CORP SASK INC           COM              73755L10         0     1500 SH CALL  SHARED                1500
D POTASH CORP SASK INC           COM              73755L10         0     1600 SH PUT   SHARED                1600
D POTASH CORP SASK INC           COM              73755L10     10960   265514 SH       SHARED      02      254517             10997
D POTASH CORP SASK INC           COM              73755L10         0     2000 SH CALL  SHARED      02        2000
D POTASH CORP SASK INC           COM              73755L10         0      888 SH PUT   SHARED      02         888
D POTASH CORP SASK INC           COM              73755L10      1894    45892 SH       SHARED      04       45892
D POTASH CORP SASK INC           COM              73755L10    144536  3501370 SH       SHARED      04     3501370
D POTASH CORP SASK INC           COM              73755L10       576    13964 SH       SHARED      05       13964
D POTASH CORP SASK INC           COM              73755L10      5923   143489 SH       SHARED      06       85839             57650
D POTASH CORP SASK INC           COM              73755L10      3194    77394 SH       SHARED      10       77394
D POTASH CORP SASK INC           COM              73755L10        74     1814 SH       SHARED      21        1814
D POTASH CORP SASK INC           COM              73755L10        61     1500 SH       SHARED      23        1500
D POTASH CORP SASK INC           COM              73755L10       743    18000 SH       SHARED      26       18000
D POTASH CORP SASK INC           COM              73755L10      1162    28160 SH       SHARED      29       28160
D POTASH CORP SASK INC           COM              73755L10        99     2400 SH       SHARED      30        2400
D POTLATCH CORP NEW              COM              73763010      3455   111086 SH       SHARED              111086
D POTLATCH CORP NEW              COM              73763010       427    13752 SH       SHARED      01        1525             12227
D POTLATCH CORP NEW              COM              73763010        30      970 SH       SHARED      02          20               950
D POTLATCH CORP NEW              COM              73763010       409    13154 SH       SHARED      10       13154
D POWELL INDS INC                COM              73912810       426    13648 SH       SHARED               13648
D POWELL INDS INC                COM              73912810         1       50 SH       SHARED      01          50
D POWELL INDS INC                COM              73912810         1       48 SH       SHARED      02          48
D POWER INTEGRATIONS INC         COM              73927610      2058    62068 SH       SHARED               52233              9835
D POWER INTEGRATIONS INC         COM              73927610        20      632 SH       SHARED      02         262               370
D POWER INTEGRATIONS INC         COM              73927610      2163    65259 SH       SHARED      04       65259
D POWER INTEGRATIONS INC         COM              73927610      2381    71805 SH       SHARED      05       71805
D POWER ONE INC NEW              COM              73930R10       139    35750 SH       SHARED               35750
D POWER ONE INC NEW              COM              73930R10         7     1900 SH       SHARED      01        1900
D POWER ONE INC NEW              COM              73930R10         8     2133 SH       SHARED      02         133              2000
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10    103691  1857277 SH       SHARED             1857277
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10         0     1000 SH CALL  SHARED                1000
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10         6     3187 SH PUT   SHARED                3187
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      1301    23309 SH       SHARED      01       23309
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        63     1141 SH       SHR/OTHR    01                          1141
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10     33787   605190 SH       SHARED      02      503600            101590
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       112    57094 SH CALL  SHARED      02       57094
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        50    28452 SH PUT   SHARED      02       28452
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       402     7206 SH       SHARED      04        5873              1333
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        43      777 SH       SHARED      20         777
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        66     1200 SH       SHARED      21        1200
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       105     1896 SH       SHARED      23        1896
D POWERSHARES INDIA ETF TR       INDIA PORT       73935L10       296    18164 SH       SHARED      02                         18164
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       850    31700 SH       SHARED               31700
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10     11889   442966 SH       SHARED      01      206735            236231
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      8683   323521 SH       SHR/OTHR    01                        323521
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      3321   123761 SH       SHARED      02                        123761
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10         0     1500 SH CALL  SHARED      02        1500
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10         1     4759 SH PUT   SHARED      02        4759
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       259     9679 SH       SHARED      04        9679
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      6580   245182 SH       SHARED      20      207052     2000    36130
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       781    29100 SH       SHR/OTHR    20                         29100
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10         5      200 SH       SHARED      21         200
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      1846    68787 SH       SHARED      23       43952             24835
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       464    17315 SH       SHR/OTHR    23                         17315
D POWERSHARES ETF TRUST          DWA TECH LDRS    73935X15      1411    59252 SH       SHARED      02         100             59152
D POWERSHARES ETF TRUST          WILDERHILL PRO   73935X16        22     1000 SH       SHARED      02                          1000
D POWERSHARES ETF TRUST          GBL LSTD PVT EQT 73935X19         7     1000 SH       SHARED      02                          1000
D POWERSHARES ETF TRUST          FINL PFD PTFL    73935X22        24     1500 SH       SHARED      02                          1500
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30        96    10425 SH       SHARED      01       10425
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30        46     4982 SH       SHR/OTHR    01                          4982
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30      3432   371038 SH       SHARED      02                        371038
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30        30     3249 SH       SHARED      20        3249
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30        25     2748 SH       SHARED      23        2748
D POWERSHARES ETF TRUST          ENERGY SEC POR   73935X38        61     1600 SH       SHARED      02                          1600
D POWERSHARES ETF TRUST          CON STAPLE SEC   73935X39        15      500 SH       SHARED      02                           500
D POWERSHARES ETF TRUST          GOLDEN DRG USX   73935X40         2      140 SH       SHARED                 140
D POWERSHARES ETF TRUST          GOLDEN DRG USX   73935X40       225    11497 SH       SHARED      02                         11497
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50        91    18000 SH       SHARED      01                         18000
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50         0       50 SH       SHR/OTHR    01                            50
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50         6     1300 SH       SHARED      02                          1300
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57       314    18650 SH       SHARED      02         100             18550
D POWERSHARES ETF TRUST          DYN OIL SVCS     73935X62        18      935 SH       SHARED      02                           935
D POWERSHARES ETF TRUST          INTL DIV ACHV    73935X71        23     1600 SH       SHARED      02                          1600
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73       765    51150 SH       SHARED      01       43150              8000
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73       553    37000 SH       SHR/OTHR    01                         37000
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73        29     2000 SH       SHARED      02                          2000
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73        38     2600 SH       SHARED      23                          2600
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73       454    30390 SH       SHR/OTHR    23                         30390
D POWERSHARES ETF TRUST          DYN LSR & ENT    73935X75        63     3400 SH       SHARED      02                          3400
D POWERSHARES ETF TRUST          DYN SFTWR PORT   73935X77        25     1100 SH       SHARED      02                          1100
D POWERSHARES ETF TRUST          DYN SEMCT PORT   73935X78        11      800 SH       SHARED      02                           800
D POWERSHARES ETF TRUST          DYN PHRMA PORT   73935X79        43     1550 SH       SHARED      02                          1550
D POWERSHARES ETF TRUST          DYN NETWKG PRT   73935X81      1214    50000 SH       SHARED      02       50000
D POWERSHARES ETF TRUST          DYN FD & BEV     73935X84        38     2000 SH       SHARED      02                          2000
D POWERSHARES ETF TRUST          DYN BIOT & GEN   73935X85        24     1232 SH       SHARED      02                          1232
D POWERSHARES DB G10 CURCY HAR   COM UT BEN INT   73935Y10         0       10 SH       SHARED      02          10
D POWERSHS DB MULTI SECT COMM    DB ENERGY FUND   73936B10      2485    90000 SH       SHARED      02       90000
D POWERSHS DB MULTI SECT COMM    DB ENERGY FUND   73936B10         0      750 SH CALL  SHARED      02         750
D POWERSHS DB MULTI SECT COMM    DB PREC MTLS     73936B20       156     2905 SH       SHARED      02                          2905
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40      1316    45600 SH       SHARED               45600
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40      1553    53805 SH       SHARED      01       53605               200
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       198     6857 SH       SHARED      02        3322              3535
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40         3     3969 SH PUT   SHARED      02        3969
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       204     7078 SH       SHARED      04        7078
D POWERSHS DB MULTI SECT COMM    DB OIL FUND      73936B50       512    17945 SH       SHARED      01       17945
D POWERSHS DB MULTI SECT COMM    DB OIL FUND      73936B50       971    34000 SH       SHARED      02       34000
D POWERSHS DB MULTI SECT COMM    DB GOLD FUND     73936B60      2884    52976 SH       SHARED               52976
D POWERSHS DB MULTI SECT COMM    DB GOLD FUND     73936B60        23      435 SH       SHARED      02                           435
D POWERSHS DB MULTI SECT COMM    DB BASE METALS   73936B70         0      274 SH CALL  SHARED      02         274
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10         0     1000 SH CALL  SHARED                1000
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10      9306   414182 SH       SHARED      02      414182
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10         0     2500 SH CALL  SHARED      02        2500
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10         0     5000 SH PUT   SHARED      02        5000
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BEAR   73936D20        13      500 SH       SHARED      01                           500
D POWERSECURE INTL INC           COM              73936N10       259    52328 SH       SHARED               52328
D POWERSECURE INTL INC           COM              73936N10        18     3775 SH       SHARED      01        3775
D POWERSECURE INTL INC           COM              73936N10         4      906 SH       SHARED      02         906
D POWERSHARES ETF TRUST II       DWA DEVEL MKTS   73936Q10       169     9730 SH       SHARED      02                          9730
D POWERSHARES ETF TRUST II       DWA EMRG MKTS    73936Q20       693    43519 SH       SHARED      02                         43519
D POWERSHARES ETF TRUST II       GLOBL AGRI ETF   73936Q70         1       60 SH       SHARED      02                            60
D POWERSHARES ETF TRUST II       KBW HG YLD FIN   73936Q79        13      600 SH       SHARED      02                           600
D POWERSHARES ETF TRUST II       INTL CORP BOND   73936Q83      2299    87000 SH       SHARED               87000
D POWERSHARES ETF TRUST II       INTL CORP BOND   73936Q83       101     3825 SH       SHARED      02                          3825
D POWERSHARES ETF TRUST II       INTL CORP BOND   73936Q83      2299    87000 SH       SHARED      04       87000
D POWERSHARES GLOBAL ETF TRUST   INSUR NATL MUN   73936T47       101     4145 SH       SHARED      02                          4145
D POWERSHARES GLOBAL ETF TRUST   I-30 LAD TREAS   73936T52        96     2981 SH       SHARED      02          40              2941
D POWERSHARES GLOBAL ETF TRUST   FDM HG YLD RAFI  73936T55        94     5100 SH       SHARED      02                          5100
D POWERSHARES GLOBAL ETF TRUST   AGG PFD PORT     73936T56       105     7700 SH       SHARED      02                          7700
D POWERSHARES GLOBAL ETF TRUST   SOVEREIGN DEBT   73936T57       213     7817 SH       SHARED      02         344              7473
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61       329    40000 SH       SHARED      26       40000
D POWERSHARES GLOBAL ETF TRUST   GBL WTR PORT     73936T62       107     6912 SH       SHARED      02                          6912
D POWERSHARES GLOBAL ETF TRUST   EMER MRKT PORT   73936T76        70     3500 SH       SHARED      02                          3500
D POWERWAVE TECHNOLOGIES INC     NOTE  3.875%10/0 739363AF       304   650000 PRN      SHARED              650000
D POWERWAVE TECHNOLOGIES INC     COM NEW          73936330        35    16876 SH       SHARED               16876
D POWERWAVE TECHNOLOGIES INC     COM NEW          73936330         5     2827 SH       SHARED      02         597              2230
D POWERWAVE TECHNOLOGIES INC     COM NEW          73936330         0       12 SH       SHR/OTHR    23                            12
D POWERSHARES ETF TR II          EMRG MKTS INFR   73937B20        78     2105 SH       SHARED      02                          2105
D POWERSHARES ETF TR II          BUILD AMER ETF   73937B40        87     3050 SH       SHARED      02                          3050
D POWERSHARES ETF TR II          S^P SMCP CONSU   73937B60        64     2050 SH       SHARED      02                          2050
D POWERSHARES ETF TR II          S^P SMCP ENE P   73937B70        67     1975 SH       SHARED      02                          1975
D POWERSHARES ETF TR II          S^P500 LOW VOL   73937B77       526    20293 SH       SHARED      02                         20293
D POWERSHARES ETF TR II          S^P SMCP IT PO   73937B86        16      600 SH       SHARED      02                           600
D POWERSHARES ETF TR II          S^P SMCP IND P   73937B87        17      650 SH       SHARED      02                           650
D POWERSHARES ETF TR II          S^P SMCP HC PO   73937B88        47     1500 SH       SHARED      02                          1500
D POZEN INC                      COM              73941U10       436   110411 SH       SHARED              110411
D POZEN INC                      COM              73941U10         0      212 SH       SHARED      02          62               150
D POZEN INC                      COM              73941U10        66    16800 SH       SHARED      10       16800
D PRAXAIR INC                    COM              74005P10      9611    89909 SH       SHARED               73559             16350
D PRAXAIR INC                    COM              74005P10      8989    84089 SH       SHARED      01       76839              7250
D PRAXAIR INC                    COM              74005P10       722     6756 SH       SHR/OTHR    01                          6756
D PRAXAIR INC                    COM              74005P10      1368    12803 SH       SHARED      02        2966              9837
D PRAXAIR INC                    COM              74005P10      7034    65800 SH       SHARED      04       65800
D PRAXAIR INC                    COM              74005P10       243     2280 SH       SHARED      05        2280
D PRAXAIR INC                    COM              74005P10      5330    49860 SH       SHARED      06       40560              9300
D PRAXAIR INC                    COM              74005P10     15743   147275 SH       SHARED      10      147275
D PRAXAIR INC                    COM              74005P10        81      760 SH       SHARED      20         300               460
D PRAXAIR INC                    COM              74005P10       998     9340 SH       SHR/OTHR    20                          9340
D PRAXAIR INC                    COM              74005P10        85      800 SH       SHR/OTHR    21                           800
D PRAXAIR INC                    COM              74005P10      2035    19043 SH       SHARED      23       18443               600
D PRAXAIR INC                    COM              74005P10      2667    24950 SH       SHR/OTHR    23                         24950
D PRAXAIR INC                    COM              74005P10      4239    39655 SH       SHARED      31       39655
D PRECISION CASTPARTS CORP       COM              74018910      3969    24090 SH       SHARED               24090
D PRECISION CASTPARTS CORP       COM              74018910      5203    31575 SH       SHARED      01       31575
D PRECISION CASTPARTS CORP       COM              74018910       409     2483 SH       SHARED      02        2483
D PRECISION CASTPARTS CORP       COM              74018910         0       10 SH CALL  SHARED      02          10
D PRECISION CASTPARTS CORP       COM              74018910         0       10 SH PUT   SHARED      02          10
D PRECISION CASTPARTS CORP       COM              74018910       562     3416 SH       SHARED      04        3416
D PRECISION CASTPARTS CORP       COM              74018910      1183     7180 SH       SHARED      04        7180
D PRECISION CASTPARTS CORP       COM              74018910      2270    13780 SH       SHARED      05       13780
D PRECISION CASTPARTS CORP       COM              74018910      2166    13150 SH       SHARED      06        8850              4300
D PRECISION CASTPARTS CORP       COM              74018910      8043    48812 SH       SHARED      10       48812
D PRECISION CASTPARTS CORP       COM              74018910       160      975 SH       SHARED      20         975
D PRECISION CASTPARTS CORP       COM              74018910       229     1390 SH       SHARED      26        1390
D PRECISION CASTPARTS CORP       COM              74018910       498     3024 SH       SHARED      27        3024
D PRECISION CASTPARTS CORP       COM              74018910       757     4595 SH       SHARED      29        4595
D PRECISION DRILLING CORP        COM 2010         74022D30      2091   203810 SH       SHARED              203810
D PRECISION DRILLING CORP        COM 2010         74022D30         7      720 SH       SHARED      02         720
D PRECISION DRILLING CORP        COM 2010         74022D30         1      147 SH       SHARED      05         147
D PRECISION DRILLING CORP        COM 2010         74022D30       513    50000 SH       SHARED      29       50000
D PRECISION DRILLING CORP        COM 2010         74022D30      2052   200000 SH       SHARED      30      200000
D PREFORMED LINE PRODS CO        COM              74044410        65     1091 SH       SHARED                1091
D PREMIERE GLOBAL SVCS INC       COM              74058510       431    50998 SH       SHARED               50998
D PREMIERE GLOBAL SVCS INC       COM              74058510         4      515 SH       SHARED      02         515
D PREMIERE GLOBAL SVCS INC       COM              74058510        46     5500 SH       SHARED      10        5500
D PRESIDENTIAL LIFE CORP         COM              74088410       128    12831 SH       SHARED               12831
D PRESIDENTIAL LIFE CORP         COM              74088410         1      116 SH       SHARED      02         116
D PRESIDENTIAL LIFE CORP         COM              74088410        20     2100 SH       SHARED      10        2100
D PRESTIGE BRANDS HLDGS INC      COM              74112D10       754    66905 SH       SHARED               66905
D PRESTIGE BRANDS HLDGS INC      COM              74112D10         3      269 SH       SHARED      02         269
D PRESTIGE BRANDS HLDGS INC      COM              74112D10       164    14600 SH       SHARED      10       14600
D PRICE T ROWE GROUP INC         COM              74144T10        79     1397 SH       SHARED                 577               820
D PRICE T ROWE GROUP INC         COM              74144T10     14625   256811 SH       SHARED              252845              3966
D PRICE T ROWE GROUP INC         COM              74144T10     21951   385459 SH       SHARED      01      273409            112050
D PRICE T ROWE GROUP INC         COM              74144T10      9046   158850 SH       SHR/OTHR    01                        158850
D PRICE T ROWE GROUP INC         COM              74144T10       996    17492 SH       SHARED      02        1967             15525
D PRICE T ROWE GROUP INC         COM              74144T10       623    10950 SH       SHARED      04       10950
D PRICE T ROWE GROUP INC         COM              74144T10        43      760 SH       SHARED      05         760
D PRICE T ROWE GROUP INC         COM              74144T10      1548    27190 SH       SHARED      06       19240              7950
D PRICE T ROWE GROUP INC         COM              74144T10      5360    94121 SH       SHARED      10       91515              2606
D PRICE T ROWE GROUP INC         COM              74144T10      5148    90396 SH       SHARED      20       78376      220    11800
D PRICE T ROWE GROUP INC         COM              74144T10       744    13080 SH       SHR/OTHR    20                         13080
D PRICE T ROWE GROUP INC         COM              74144T10       613    10780 SH       SHARED      21       10780
D PRICE T ROWE GROUP INC         COM              74144T10       122     2145 SH       SHR/OTHR    21                          2145
D PRICE T ROWE GROUP INC         COM              74144T10      6986   122670 SH       SHARED      23      109970             12700
D PRICE T ROWE GROUP INC         COM              74144T10      6665   117045 SH       SHR/OTHR    23                        117045
D PRICE T ROWE GROUP INC         COM              74144T10      2067    36300 SH       SHARED      26       36300
D PRICE T ROWE GROUP INC         COM              74144T10       705    12380 SH       SHARED      29       12380
D PRICE T ROWE GROUP INC         COM              74144T10      1883    33069 SH       SHARED      31       33069
D PRICELINE COM INC              COM NEW          74150340     15680    33526 SH       SHARED               33526
D PRICELINE COM INC              COM NEW          74150340      5971    12768 SH       SHARED      01       12430               338
D PRICELINE COM INC              COM NEW          74150340       896     1917 SH       SHARED      02        1904                13
D PRICELINE COM INC              COM NEW          74150340         0      220 SH PUT   SHARED      02         220
D PRICELINE COM INC              COM NEW          74150340        46      100 SH       SHARED      04         100
D PRICELINE COM INC              COM NEW          74150340        56      120 SH       SHARED      05         120
D PRICELINE COM INC              COM NEW          74150340      2086     4461 SH       SHARED      06        2941              1520
D PRICELINE COM INC              COM NEW          74150340      7448    15925 SH       SHARED      10       15925
D PRICELINE COM INC              COM NEW          74150340        13       28 SH       SHR/OTHR    21                            28
D PRICELINE COM INC              COM NEW          74150340       467     1000 SH       SHARED      26        1000
D PRICELINE COM INC              COM NEW          74150340       409      876 SH       SHARED      27         876
D PRICELINE COM INC              COM NEW          74150340      1824     3900 SH       SHARED      29        3900
D PRICELINE COM INC              COM NEW          74150340       374      800 SH       SHARED      30         800
D PRICELINE COM INC              COM NEW          74150340      4458     9533 SH       SHARED      31        9533
D PRICESMART INC                 COM              74151110      3605    51805 SH       SHARED               51805
D PRICESMART INC                 COM              74151110        49      717 SH       SHARED      02         717
D PRIMORIS SVCS CORP             COM              74164F10       133     8925 SH       SHARED                8925
D PRIMORIS SVCS CORP             COM              74164F10         0       31 SH       SHARED      02          31
D PRIMERICA INC                  COM              74164M10      1019    43886 SH       SHARED               43886
D PRIMERICA INC                  COM              74164M10        23     1022 SH       SHARED      02         522               500
D PRIMERO MNG CORP               COM              74164W10       179    55840 SH       SHARED      02       55840
D PRIMO WTR CORP                 COM              74165N10        34    11301 SH       SHARED               11301
D PRIMO WTR CORP                 COM              74165N10        20     6621 SH       SHARED      02         621              6000
D PRIMUS TELECOMMUNICATIONS GR   COM              74192930         0        5 SH       SHARED      02           5
D PRINCIPAL FINL GROUP INC       COM              74251V10     17854   725778 SH       SHARED              725778
D PRINCIPAL FINL GROUP INC       COM              74251V10      1793    72900 SH       SHARED      01       72900
D PRINCIPAL FINL GROUP INC       COM              74251V10       230     9380 SH       SHARED      02        8880               500
D PRINCIPAL FINL GROUP INC       COM              74251V10       393    16000 SH       SHARED      04       16000
D PRINCIPAL FINL GROUP INC       COM              74251V10         4      200 SH       SHARED      05         200
D PRINCIPAL FINL GROUP INC       COM              74251V10       464    18900 SH       SHARED      06        9500              9400
D PRINCIPAL FINL GROUP INC       COM              74251V10      8670   352441 SH       SHARED      10      352441
D PRINCIPAL FINL GROUP INC       COM              74251V10       460    18708 SH       SHARED      27       18708
D PROASSURANCE CORP              COM              74267C10      1315    16479 SH       SHARED               16479
D PROASSURANCE CORP              COM              74267C10       573     7185 SH       SHARED      02        7185
D PROASSURANCE CORP              COM              74267C10       143     1800 SH       SHARED      10        1800
D PROCERA NETWORKS INC           COM NEW          74269U20       824    52921 SH       SHARED               52921
D PROCERA NETWORKS INC           COM NEW          74269U20         1      123 SH       SHARED      02         123
D PROCTER & GAMBLE CO            COM              74271810       743    11146 SH       SHARED                1971              9175
D PROCTER & GAMBLE CO            COM              74271810    259647  3892179 SH       SHARED             3860349             31830
D PROCTER & GAMBLE CO            COM              74271810         3      700 SH CALL  SHARED                 700
D PROCTER & GAMBLE CO            COM              74271810     69002  1034372 SH       SHARED      01      875019            159353
D PROCTER & GAMBLE CO            COM              74271810     12118   181662 SH       SHR/OTHR    01                        181662
D PROCTER & GAMBLE CO            COM              74271810     14203   212914 SH       SHARED      02       73537            139377
D PROCTER & GAMBLE CO            COM              74271810        11     6059 SH CALL  SHARED      02        6059
D PROCTER & GAMBLE CO            COM              74271810         2     4537 SH PUT   SHARED      02        4537
D PROCTER & GAMBLE CO            COM              74271810       319     4788 SH       SHARED      04                          4788
D PROCTER & GAMBLE CO            COM              74271810      4763    71400 SH       SHARED      04       71400
D PROCTER & GAMBLE CO            COM              74271810      1229    18437 SH       SHARED      05       18437
D PROCTER & GAMBLE CO            COM              74271810     23400   350775 SH       SHARED      06      166017            184758
D PROCTER & GAMBLE CO            COM              74271810     85841  1286787 SH       SHARED      10     1284611              2176
D PROCTER & GAMBLE CO            COM              74271810     10160   152305 SH       SHARED      20       69305      185    82815
D PROCTER & GAMBLE CO            COM              74271810      2083    31230 SH       SHR/OTHR    20                         31230
D PROCTER & GAMBLE CO            COM              74271810      1832    27465 SH       SHARED      21       27465
D PROCTER & GAMBLE CO            COM              74271810       190     2857 SH       SHR/OTHR    21                          2857
D PROCTER & GAMBLE CO            COM              74271810     29907   448320 SH       SHARED      23      435615             12705
D PROCTER & GAMBLE CO            COM              74271810     20495   307232 SH       SHR/OTHR    23                        307232
D PROCTER & GAMBLE CO            COM              74271810      2855    42800 SH       SHARED      26       42800
D PROCTER & GAMBLE CO            COM              74271810      2620    39275 SH       SHARED      27       39275
D PROCTER & GAMBLE CO            COM              74271810      1914    28700 SH       SHARED      29       28700
D PROCTER & GAMBLE CO            COM              74271810      4829    72400 SH       SHARED      30       72400
D PROCTER & GAMBLE CO            COM              74271810     18781   281535 SH       SHARED      31      281535
D PRIVATEBANCORP INC             COM              74296210      1155   105282 SH       SHARED              105282
D PRIVATEBANCORP INC             COM              74296210       206    18800 SH       SHARED      01       18800
D PRIVATEBANCORP INC             COM              74296210         3      326 SH       SHARED      02         326
D PRIVATEBANCORP INC             COM              74296210       155    14200 SH       SHARED      10       14200
D PROGENICS PHARMACEUTICALS IN   COM              74318710        81     9518 SH       SHARED                9518
D PROGENICS PHARMACEUTICALS IN   COM              74318710         0       42 SH       SHARED      02          42
D PROGENICS PHARMACEUTICALS IN   COM              74318710       341    40000 SH       SHARED      04       40000
D PROGENICS PHARMACEUTICALS IN   COM              74318710      2005   234860 SH       SHARED      26      234860
D PROGENICS PHARMACEUTICALS IN   COM              74318710       278    32614 SH       SHARED      32       32614
D PROGRESS ENERGY INC            COM              74326310     18223   325295 SH       SHARED              325295
D PROGRESS ENERGY INC            COM              74326310      4062    72513 SH       SHARED      01       71083              1430
D PROGRESS ENERGY INC            COM              74326310        33      600 SH       SHR/OTHR    01                           600
D PROGRESS ENERGY INC            COM              74326310       617    11018 SH       SHARED      02        3942              7076
D PROGRESS ENERGY INC            COM              74326310       212     3800 SH       SHARED      04        3800
D PROGRESS ENERGY INC            COM              74326310       285     5100 SH       SHARED      05        5100
D PROGRESS ENERGY INC            COM              74326310      1160    20720 SH       SHARED      06       13070              7650
D PROGRESS ENERGY INC            COM              74326310      6952   124103 SH       SHARED      10      124103
D PROGRESS ENERGY INC            COM              74326310        85     1530 SH       SHARED      23        1530
D PROGRESS ENERGY INC            COM              74326310       112     2000 SH       SHR/OTHR    23                          2000
D PROGRESS ENERGY INC            COM              74326310      9614   171635 SH       SHARED      31      171635
D PROGRESS SOFTWARE CORP         COM              74331210       661    34185 SH       SHARED               34185
D PROGRESS SOFTWARE CORP         COM              74331210        71     3700 SH       SHARED      01                          3700
D PROGRESS SOFTWARE CORP         COM              74331210        18      964 SH       SHARED      02         964
D PROGRESS SOFTWARE CORP         COM              74331210       232    12000 SH       SHARED      10       12000
D PROGRESSIVE CORP OHIO          COM              74331510      7847   402214 SH       SHARED              402214
D PROGRESSIVE CORP OHIO          COM              74331510      2848   146000 SH       SHARED      01      146000
D PROGRESSIVE CORP OHIO          COM              74331510     19813  1015565 SH       SHARED      02        4984           1010581
D PROGRESSIVE CORP OHIO          COM              74331510      1365    70000 SH       SHARED      04       70000
D PROGRESSIVE CORP OHIO          COM              74331510        27     1400 SH       SHARED      05        1400
D PROGRESSIVE CORP OHIO          COM              74331510       838    42980 SH       SHARED      06       26080             16900
D PROGRESSIVE CORP OHIO          COM              74331510      8395   430313 SH       SHARED      10      430313
D PROGRESSIVE CORP OHIO          COM              74331510        79     4057 SH       SHARED      27        4057
D PROGRESSIVE WASTE SOLUTIONS    COM              74339G10      2809   143418 SH       SHARED              143418
D PROGRESSIVE WASTE SOLUTIONS    COM              74339G10        13      705 SH       SHARED      02         705
D PROLOGIS INC                   COM              74340W10         0       31 SH       SHARED                  31
D PROLOGIS INC                   COM              74340W10     16642   582123 SH       SHARED              582123
D PROLOGIS INC                   COM              74340W10      3360   117545 SH       SHARED      01      117545
D PROLOGIS INC                   COM              74340W10       254     8897 SH       SHARED      02        5359              3538
D PROLOGIS INC                   COM              74340W10         0     6742 SH CALL  SHARED      02        6742
D PROLOGIS INC                   COM              74340W10       142     5000 SH       SHARED      04        5000
D PROLOGIS INC                   COM              74340W10         6      211 SH       SHARED      05         211
D PROLOGIS INC                   COM              74340W10      1314    45969 SH       SHARED      06       32365             13604
D PROLOGIS INC                   COM              74340W10     14403   503803 SH       SHARED      10      503803
D PROLOGIS INC                   COM              74340W10    230796  8072643 SH       SHARED      11     4441397           3631246
D PROLOGIS INC                   COM              74340W10       851    29771 SH       SHARED      26       29771
D PROLOGIS                       NOTE  1.875%11/1 74340XAR      9800 10000000 PRN      SHARED            10000000
D PROLOGIS                       NOTE  2.625% 5/1 74340XAS      1960  2000000 PRN      SHARED             2000000
D PROLOGIS                       NOTE  3.250% 3/1 74340XAT      1288  1250000 PRN      SHARED                               1250000
D PROLOGIS                       NOTE  3.250% 3/1 74340XAT     25775 25000000 PRN      SHARED      02    25000000
D PROLOGIS                       NOTE  3.250% 3/1 74340XAT      2905  2818000 PRN      SHARED      06     2818000
D PROMOTORA DE INFORMACIONES S   ADR CL A SHS     74343G20         7     1700 SH       SHARED                1700
D PROMOTORA DE INFORMACIONES S   ADR CL A SHS     74343G20       350    79604 SH       SHARED      02       79604
D PROMOTORA DE INFORMACIONES S   ADR CL B CONV    74343G30      3337   689565 SH       SHARED              689565
D PROMOTORA DE INFORMACIONES S   ADR CL B CONV    74343G30      1243   256828 SH       SHARED      02      256828
D PROS HOLDINGS INC              COM              74346Y10        97     6544 SH       SHARED                6544
D PROS HOLDINGS INC              COM              74346Y10       159    10738 SH       SHARED      02         238             10500
D PROS HOLDINGS INC              COM              74346Y10     15534  1043998 SH       SHARED      21     1043998
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29       142     7900 SH       SHARED                7900
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        26     1470 SH       SHARED      01        1470
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29     30796  1704306 SH       SHARED      02     1704306
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29         0    15982 SH CALL  SHARED      02       15982
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        20     3745 SH PUT   SHARED      02        3745
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        90     5000 SH       SHARED      26        5000
D PROSHARES TR                   PSHS ULSHT 7-10Y 74347R31       152     5000 SH       SHARED      26        5000
D PROSHARES TR                   PSHS SHRT S^P500 74347R50        20      500 SH       SHARED      01                           500
D PROSHARES TR                   PSHS ULTRA O^G   74347R71     15368   350000 SH       SHARED              350000
D PROSHARES TR                   PSHS ULSHT SP500 74347R88       385    20000 SH       SHARED      02       20000
D PROSHARES TR II                ULT DJ UBS CRUDE 74347W65     16376   400000 SH       SHARED              400000
D PROSHARES TR II                ULTRA SILVER     74347W84       416    10000 SH       SHARED      02       10000
D PROSHARES TR II                ULTRASHRT EURO   74347W88      1834    90141 SH       SHARED      02       90141
D PROSHARES TR                   PSHS ULTSHT FINL 74347X14       711    12000 SH       SHARED      02       12000
D PROSHARES TR                   PSHS ULTSHRT QQQ 74347X23         0       20 SH       SHARED      02          20
D PROSHARES TR                   HD REPLICATION   74347X29     10914   280835 SH       SHARED      02      280835
D PROSHARES TR                   ULTSHT OIL NEW   74347X59      3844   150000 SH       SHARED              150000
D PROSHARES TR                   ULT R/EST NEW    74347X62      3060    60000 SH       SHARED               60000
D PROSHARES TR                   ULT R/EST NEW    74347X62      1734    34000 SH       SHARED      02       34000
D PROSHARES TR                   ULTRA FNCLS NEW  74347X63      1882    42421 SH       SHARED      02       42421
D PROSHARES TR                   ULTRA FNCLS NEW  74347X63         4     1850 SH PUT   SHARED      02        1850
D PROSHARES TR                   ULTRA FNCLS NEW  74347X63       181     4100 SH       SHARED      26        4100
D PROSHARES TR                   ULTPR SHRT QQQ   74347X66      1890    96000 SH       SHARED               96000
D PROSHARES TR                   ULTRAPRO QQQ     74347X83      1835    27000 SH       SHARED               27000
D PROSHARES TR                   SHRT 20+YR TRE   74347X84        96     3100 SH       SHR/OTHR    01                          3100
D PROSHARES TR                   SHT 7-10 YR TR   74348A60      3098    90442 SH       SHARED      02       90442
D PROSHARES TR                   REAL EST NEW 11  74348A87      1225    33333 SH       SHARED               33333
D PROSHARES TR                   REAL EST NEW 11  74348A87         0       16 SH       SHARED      02          16
D PROSPECT CAPITAL CORPORATION   COM              74348T10      5515   593666 SH       SHARED              593666
D PROSPECT CAPITAL CORPORATION   COM              74348T10        24     2679 SH       SHARED      02        2679
D PROSPECT CAPITAL CORPORATION   COM              74348T10        71     7700 SH       SHARED      10        7700
D PROSPECT CAPITAL CORPORATION   COM              74348T10         9     1008 SH       SHR/OTHR    23                          1008
D PROSPERITY BANCSHARES INC      COM              74360610       495    12292 SH       SHARED               12292
D PROSPERITY BANCSHARES INC      COM              74360610       689    17100 SH       SHARED      01        2600             14500
D PROSPERITY BANCSHARES INC      COM              74360610         0       13 SH       SHARED      02          13
D PROSPERITY BANCSHARES INC      COM              74360610     15626   387266 SH       SHARED      10      387266
D PROSPERITY BANCSHARES INC      COM              74360610      2747    68081 SH       SHARED      31       68081
D PROTALIX BIOTHERAPEUTICS INC   COM              74365A10        37     7512 SH       SHARED                7512
D PROTALIX BIOTHERAPEUTICS INC   COM              74365A10        22     4474 SH       SHR/OTHR    01                          4474
D PROTALIX BIOTHERAPEUTICS INC   COM              74365A10         0        8 SH       SHARED      02           8
D PROTECTIVE LIFE CORP           COM              74367410      4985   220979 SH       SHARED              220979
D PROTECTIVE LIFE CORP           COM              74367410       896    39725 SH       SHARED      01       14025             25700
D PROTECTIVE LIFE CORP           COM              74367410         0        8 SH       SHARED      02           8
D PROTECTIVE LIFE CORP           COM              74367410     22398   992833 SH       SHARED      10      992833
D PROTECTIVE LIFE CORP           COM              74367410        10      450 SH       SHR/OTHR    23                           450
D PROVIDENCE & WORCESTER RR CO   COM              74373710        41     3602 SH       SHARED      02           2              3600
D PROVIDENCE SVC CORP            COM              74381510        61     4502 SH       SHARED                4502
D PROVIDENCE SVC CORP            COM              74381510       349    25400 SH       SHARED      01       25400
D PROVIDENCE SVC CORP            COM              74381510         1       86 SH       SHARED      02          86
D PROVIDENCE SVC CORP            COM              74381510         9      700 SH       SHARED      10         700
D PROVIDENT FINL SVCS INC        COM              74386T10       880    65749 SH       SHARED               65749
D PROVIDENT FINL SVCS INC        COM              74386T10        91     6800 SH       SHARED      01        6800
D PROVIDENT FINL SVCS INC        COM              74386T10        10      789 SH       SHARED      02         789
D PROVIDENT FINL SVCS INC        COM              74386T10       265    19800 SH       SHARED      10       19800
D PROVIDENT ENERGY LTD NEW       COM              74386V10      5271   544013 SH       SHARED              544013
D PROVIDENT ENERGY LTD NEW       COM              74386V10        47     4901 SH       SHARED      02        4901
D PROVIDENT ENERGY LTD NEW       COM              74386V10       155    16000 SH       SHR/OTHR    23                         16000
D PROVIDENT FINL HLDGS INC       COM              74386810         0       99 SH       SHARED      02          99
D PROVIDENT NEW YORK BANCORP     COM              74402810       219    32999 SH       SHARED               32999
D PROVIDENT NEW YORK BANCORP     COM              74402810         2      310 SH       SHARED      02         310
D PROVIDENT NEW YORK BANCORP     COM              74402810        15     2300 SH       SHARED      10        2300
D PRUDENTIAL FINL INC            COM              74432010        62     1252 SH       SHARED                 502               750
D PRUDENTIAL FINL INC            COM              74432010     52419  1045870 SH       SHARED             1045870
D PRUDENTIAL FINL INC            COM              74432010     14091   281151 SH       SHARED      01      245961             35190
D PRUDENTIAL FINL INC            COM              74432010      1678    33483 SH       SHR/OTHR    01                         33483
D PRUDENTIAL FINL INC            COM              74432010       372     7441 SH       SHARED      02        4581              2860
D PRUDENTIAL FINL INC            COM              74432010       481     9599 SH       SHARED      04        9599
D PRUDENTIAL FINL INC            COM              74432010       872    17400 SH       SHARED      04       17400
D PRUDENTIAL FINL INC            COM              74432010      3162    63090 SH       SHARED      05       63090
D PRUDENTIAL FINL INC            COM              74432010      2452    48940 SH       SHARED      06       33940             15000
D PRUDENTIAL FINL INC            COM              74432010     17808   355323 SH       SHARED      10      352975              2348
D PRUDENTIAL FINL INC            COM              74432010      2874    57347 SH       SHARED      20       48842      200     8305
D PRUDENTIAL FINL INC            COM              74432010       242     4840 SH       SHR/OTHR    20                          4840
D PRUDENTIAL FINL INC            COM              74432010       405     8085 SH       SHARED      21        8085
D PRUDENTIAL FINL INC            COM              74432010        27      555 SH       SHR/OTHR    21                           555
D PRUDENTIAL FINL INC            COM              74432010      2509    50063 SH       SHARED      23       42523              7540
D PRUDENTIAL FINL INC            COM              74432010      1245    24847 SH       SHR/OTHR    23                         24847
D PRUDENTIAL FINL INC            COM              74432010      1613    32200 SH       SHARED      26       32200
D PRUDENTIAL FINL INC            COM              74432010      4186    83526 SH       SHARED      31       83526
D PRUDENTIAL PLC                 ADR              74435K20       896    45437 SH       SHARED               45437
D PT INDOSAT TBK                 SPONSORED ADR    74438310       104     3300 SH       SHARED                3300
D PSIVIDA CORP                   COM              74440J10        19    17346 SH       SHARED               17346
D PSIVIDA CORP                   COM              74440J10         0       42 SH       SHARED      02          42
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310     12885   390357 SH       SHARED              390357
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      4118   124773 SH       SHARED      01      124773
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       479    14511 SH       SHARED      02        7175              7336
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       801    24281 SH       SHARED      04       24281
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       215     6530 SH       SHARED      05        6530
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      1489    45110 SH       SHARED      06       30560             14550
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      4806   145614 SH       SHARED      10      145614
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        75     2300 SH       SHARED      23        2300
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       250     7600 SH       SHARED      26        7600
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        41     1267 SH       SHARED      27        1267
D PUBLIC STORAGE                 COM              74460D10         1       14 SH       SHARED                  14
D PUBLIC STORAGE                 COM              74460D10     21052   156567 SH       SHARED              156567
D PUBLIC STORAGE                 COM              74460D10      4539    33760 SH       SHARED      01       33760
D PUBLIC STORAGE                 COM              74460D10        67      500 SH       SHR/OTHR    01                           500
D PUBLIC STORAGE                 COM              74460D10       202     1507 SH       SHARED      02        1507
D PUBLIC STORAGE                 COM              74460D10      5432    40400 SH       SHARED      04       40400
D PUBLIC STORAGE                 COM              74460D10        36      270 SH       SHARED      05         270
D PUBLIC STORAGE                 COM              74460D10      1721    12800 SH       SHARED      06        8550              4250
D PUBLIC STORAGE                 COM              74460D10     25402   188925 SH       SHARED      10      188925
D PUBLIC STORAGE                 COM              74460D10    364342  2709670 SH       SHARED      11     1720106            989564
D PUBLIC STORAGE                 COM              74460D10      1400    10416 SH       SHARED      26       10416
D PUBLIC STORAGE                 COM              74460D10     10374    77159 SH       SHARED      31       77159
D PULASKI FINL CORP              COM              74554810         3      500 SH       SHARED      02         500
D PULSE ELECTRONICS CORP         COM              74586W10        34    12254 SH       SHARED               12254
D PULSE ELECTRONICS CORP         COM              74586W10         1      445 SH       SHARED      02         445
D PULTE GROUP INC                COM              74586710         7     1162 SH       SHARED                1162
D PULTE GROUP INC                COM              74586710      8803  1395144 SH       SHARED             1395144
D PULTE GROUP INC                COM              74586710        59     9479 SH       SHARED      01        9479
D PULTE GROUP INC                COM              74586710      3369   533979 SH       SHARED      02      529479              4500
D PULTE GROUP INC                COM              74586710        14    25757 SH CALL  SHARED      02       25757
D PULTE GROUP INC                COM              74586710         6     2375 SH PUT   SHARED      02        2375
D PULTE GROUP INC                COM              74586710       106    16937 SH       SHARED      06        7400              9537
D PULTE GROUP INC                COM              74586710       689   109214 SH       SHARED      10      109214
D PULTE GROUP INC                COM              74586710       826   130997 SH       SHARED      27      130997
D PURECYCLE CORP                 COM NEW          74622830         1      621 SH       SHARED      02         621
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       74692210        24     2024 SH       SHARED      01        2024
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       74692210         0        4 SH       SHARED      02           4
D QLT INC                        COM              74692710       178    24805 SH       SHARED               24805
D QLT INC                        COM              74692710        82    11480 SH       SHARED      02       11480
D QAD INC                        CL A             74727D30        12     1149 SH       SHARED                1149
D QAD INC                        CL A             74727D30         0        8 SH       SHARED      02           8
D QLOGIC CORP                    COM              74727710       902    60143 SH       SHARED               60143
D QLOGIC CORP                    COM              74727710       510    34000 SH       SHARED      01        2800             31200
D QLOGIC CORP                    COM              74727710      2312   154153 SH       SHARED      02      154153
D QLOGIC CORP                    COM              74727710     22071  1471410 SH       SHARED      10     1471410
D QLOGIC CORP                    COM              74727710       131     8740 SH       SHARED      26        8740
D QC HLDGS INC                   COM              74729T10         0        2 SH       SHARED      02           2
D QUAD / GRAPHICS INC            COM CL A         74730110        68     4790 SH       SHARED                4790
D QUAD / GRAPHICS INC            COM CL A         74730110        28     2000 SH       SHARED      01        2000
D QUAD / GRAPHICS INC            COM CL A         74730110         6      453 SH       SHARED      02         453
D QUAD / GRAPHICS INC            COM CL A         74730110        78     5500 SH       SHARED      10        5500
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10        70    16170 SH       SHARED               16170
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10         0       50 SH       SHARED      01          50
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10         0        6 SH       SHARED      02           6
D QUAKER CHEM CORP               COM              74731610       152     3933 SH       SHARED                3933
D QUAKER CHEM CORP               COM              74731610        16      423 SH       SHARED      02          73               350
D QUAKER CHEM CORP               COM              74731610       229     5900 SH       SHARED      10        5900
D QKL STORES INC                 COM              74732Y10         0      174 SH       SHARED      02         174
D QLIK TECHNOLOGIES INC          COM              74733T10       874    36155 SH       SHARED               36155
D QLIK TECHNOLOGIES INC          COM              74733T10        59     2457 SH       SHARED      02         197              2260
D QLIK TECHNOLOGIES INC          COM              74733T10       363    15000 SH       SHARED      04       15000
D QLIK TECHNOLOGIES INC          COM              74733T10        38     1600 SH       SHARED      10        1600
D QLIK TECHNOLOGIES INC          COM              74733T10        15      620 SH       SHARED      21         620
D QEP RES INC                    COM              74733V10      9746   332647 SH       SHARED              332647
D QEP RES INC                    COM              74733V10      1233    42100 SH       SHARED      01       42100
D QEP RES INC                    COM              74733V10        57     1958 SH       SHARED      02        1958
D QEP RES INC                    COM              74733V10         0        1 SH CALL  SHARED      02           1
D QEP RES INC                    COM              74733V10       258     8821 SH       SHARED      04        8821
D QEP RES INC                    COM              74733V10        58     1990 SH       SHARED      05        1990
D QEP RES INC                    COM              74733V10       355    12120 SH       SHARED      06        8220              3900
D QEP RES INC                    COM              74733V10      1964    67052 SH       SHARED      10       67052
D QEP RES INC                    COM              74733V10         4      170 SH       SHARED      21                           170
D QEP RES INC                    COM              74733V10        32     1100 SH       SHR/OTHR    23                          1100
D QEP RES INC                    COM              74733V10       226     7719 SH       SHARED      27        7719
D QIHOO 360 TECHNOLOGY CO LTD    ADS              74734M10         3      200 SH       SHARED                 200
D QIHOO 360 TECHNOLOGY CO LTD    ADS              74734M10         2      131 SH       SHARED      02         131
D QR ENERGY LP                   UNIT LTD PRTNS   74734R10       276    13700 SH       SHARED               13700
D QR ENERGY LP                   UNIT LTD PRTNS   74734R10        40     2001 SH       SHARED      02           1              2000
D QUALCOMM INC                   COM              74752510      1488    27215 SH       SHARED               26250               965
D QUALCOMM INC                   COM              74752510    160354  2931530 SH       SHARED             2889805             41725
D QUALCOMM INC                   COM              74752510     51781   946653 SH       SHARED      01      706410      250   239993
D QUALCOMM INC                   COM              74752510      9450   172765 SH       SHR/OTHR    01                        172765
D QUALCOMM INC                   COM              74752510    128701  2352869 SH       SHARED      02     2121672            231197
D QUALCOMM INC                   COM              74752510        79     9900 SH CALL  SHARED      02        9900
D QUALCOMM INC                   COM              74752510        16    13050 SH PUT   SHARED      02       13050
D QUALCOMM INC                   COM              74752510     29239   534550 SH       SHARED      04      534550
D QUALCOMM INC                   COM              74752510       193     3530 SH       SHARED      05        3530
D QUALCOMM INC                   COM              74752510     13688   250250 SH       SHARED      06      130250            120000
D QUALCOMM INC                   COM              74752510     43570   796527 SH       SHARED      10      793096              3431
D QUALCOMM INC                   COM              74752510      6159   112604 SH       SHARED      20       96429      280    15895
D QUALCOMM INC                   COM              74752510      1006    18395 SH       SHR/OTHR    20                         18395
D QUALCOMM INC                   COM              74752510      1089    19913 SH       SHARED      21       19913
D QUALCOMM INC                   COM              74752510       303     5550 SH       SHR/OTHR    21                          5550
D QUALCOMM INC                   COM              74752510     11975   218932 SH       SHARED      23      197697             21235
D QUALCOMM INC                   COM              74752510     10731   196197 SH       SHR/OTHR    23                        196197
D QUALCOMM INC                   COM              74752510      2652    48500 SH       SHARED      26       48500
D QUALCOMM INC                   COM              74752510      2427    44380 SH       SHARED      27       44380
D QUALCOMM INC                   COM              74752510      1263    23100 SH       SHARED      29       23100
D QUALCOMM INC                   COM              74752510       218     4000 SH       SHARED      30        4000
D QUALCOMM INC                   COM              74752510     15269   279153 SH       SHARED      31      279153
D QUALITY DISTR INC FLA          COM              74756M10       179    15915 SH       SHARED               15915
D QUALITY DISTR INC FLA          COM              74756M10         1      140 SH       SHARED      02         140
D QUALSTAR CORP                  COM              74758R10         0       25 SH       SHARED      02          25
D QUALITY SYS INC                COM              74758210      5114   138278 SH       SHARED              138278
D QUALITY SYS INC                COM              74758210        37     1027 SH       SHARED      02        1027
D QUANEX BUILDING PRODUCTS COR   COM              74761910       497    33110 SH       SHARED               33110
D QUANEX BUILDING PRODUCTS COR   COM              74761910         2      198 SH       SHARED      02         198
D QUANEX BUILDING PRODUCTS COR   COM              74761910       240    16000 SH       SHARED      10       16000
D QUANTA SVCS INC                COM              74762E10      2757   128034 SH       SHARED              102684             25350
D QUANTA SVCS INC                COM              74762E10      1077    50000 SH       SHARED      01       50000
D QUANTA SVCS INC                COM              74762E10      5577   258939 SH       SHARED      02      258039               900
D QUANTA SVCS INC                COM              74762E10         0      156 SH PUT   SHARED      02         156
D QUANTA SVCS INC                COM              74762E10     17254   801050 SH       SHARED      04      801050
D QUANTA SVCS INC                COM              74762E10     11622   539570 SH       SHARED      05      539570
D QUANTA SVCS INC                COM              74762E10       357    16600 SH       SHARED      06       10200              6400
D QUANTA SVCS INC                COM              74762E10      1140    52961 SH       SHARED      10       52961
D QUANTA SVCS INC                COM              74762E10         4      210 SH       SHARED      21                           210
D QUANTA SVCS INC                COM              74762E10      3297   153068 SH       SHARED      31      153068
D QUANTUM CORP                   COM DSSG         74790620       181    75669 SH       SHARED               75669
D QUANTUM CORP                   COM DSSG         74790620        24    10100 SH       SHARED      01       10100
D QUANTUM CORP                   COM DSSG         74790620         1      462 SH       SHARED      02         462
D QUANTUM CORP                   COM DSSG         74790620       193    80600 SH       SHARED      10       80600
D QUATERRA RES INC               COM              74795210         0      456 SH       SHARED      02         456
D QUEPASA CORP                   COM NEW          74833W20         3      978 SH       SHARED                 978
D QUEPASA CORP                   COM NEW          74833W20         0      114 SH       SHARED      02         114
D QUEST DIAGNOSTICS INC          COM              74834L10      6293   108392 SH       SHARED              108392
D QUEST DIAGNOSTICS INC          COM              74834L10      2306    39722 SH       SHARED      01       39122               600
D QUEST DIAGNOSTICS INC          COM              74834L10        87     1512 SH       SHARED      02        1348               164
D QUEST DIAGNOSTICS INC          COM              74834L10    103129  1776255 SH       SHARED      04     1776255
D QUEST DIAGNOSTICS INC          COM              74834L10        94     1630 SH       SHARED      05        1630
D QUEST DIAGNOSTICS INC          COM              74834L10       538     9280 SH       SHARED      06        5830              3450
D QUEST DIAGNOSTICS INC          COM              74834L10      2714    46753 SH       SHARED      10       46753
D QUEST DIAGNOSTICS INC          COM              74834L10       156     2700 SH       SHR/OTHR    20                          2700
D QUEST DIAGNOSTICS INC          COM              74834L10         5       89 SH       SHARED      21                            89
D QUEST DIAGNOSTICS INC          COM              74834L10       516     8900 SH       SHARED      23        8900
D QUEST DIAGNOSTICS INC          COM              74834L10      1045    18000 SH       SHR/OTHR    23                         18000
D QUEST DIAGNOSTICS INC          COM              74834L10       474     8164 SH       SHARED      26        8164
D QUEST DIAGNOSTICS INC          COM              74834L10       807    13900 SH       SHARED      32       13900
D QUEST SOFTWARE INC             COM              74834T10      4327   232685 SH       SHARED              232685
D QUEST SOFTWARE INC             COM              74834T10       331    17800 SH       SHARED      01                         17800
D QUEST SOFTWARE INC             COM              74834T10         1       68 SH       SHARED      02          68
D QUEST SOFTWARE INC             COM              74834T10       495    26651 SH       SHARED      04       26651
D QUEST SOFTWARE INC             COM              74834T10       366    19700 SH       SHARED      10       19700
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10      7346   176689 SH       SHARED              176689
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10       690    16600 SH       SHARED      01       16600
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10        68     1649 SH       SHARED      02        1649
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10      9342   224679 SH       SHARED      04      224679
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10        14      350 SH       SHARED      06         350
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10        95     2300 SH       SHARED      10        2300
D QUESTAR CORP                   COM              74835610       721    36331 SH       SHARED               36331
D QUESTAR CORP                   COM              74835610      1169    58900 SH       SHARED      01        4200             54700
D QUESTAR CORP                   COM              74835610       446    22460 SH       SHARED      02          10             22450
D QUESTAR CORP                   COM              74835610       575    29000 SH       SHARED      04       29000
D QUESTAR CORP                   COM              74835610       276    13900 SH       SHARED      10       13900
D QUESTAR CORP                   COM              74835610         4      220 SH       SHARED      21                           220
D QUESTAR CORP                   COM              74835610        21     1100 SH       SHR/OTHR    23                          1100
D QUEST RARE MINERALS LTD        COM              74836T10        66    30400 SH       SHARED               30400
D QUEST RARE MINERALS LTD        COM              74836T10         5     2602 SH       SHARED      02        2602
D QUICKLOGIC CORP                COM              74837P10        19     7374 SH       SHARED                7374
D QUICKSILVER RESOURCES INC      COM              74837R10        80    12000 SH       SHARED                                 12000
D QUICKSILVER RESOURCES INC      COM              74837R10       145    21641 SH       SHARED               21641
D QUICKSILVER RESOURCES INC      COM              74837R10       659    98350 SH       SHARED      01       59450             38900
D QUICKSILVER RESOURCES INC      COM              74837R10         1      269 SH       SHARED      02         269
D QUICKSILVER RESOURCES INC      COM              74837R10        49     7400 SH       SHARED      10        7400
D QUICKSILVER RESOURCES INC      COM              74837R10        87    13000 SH       SHARED      29       13000
D QUIKSILVER INC                 COM              74838C10      2490   689945 SH       SHARED              689945
D QUIKSILVER INC                 COM              74838C10       850   235652 SH       SHARED      02         652            235000
D QUIKSILVER INC                 COM              74838C10       110    30600 SH       SHARED      10       30600
D QUIDEL CORP                    COM              74838J10      4159   274939 SH       SHARED              274939
D QUIDEL CORP                    COM              74838J10         0       29 SH       SHARED      02          29
D QUINSTREET INC                 COM              74874Q10       950   101570 SH       SHARED              101570
D QUINSTREET INC                 COM              74874Q10       185    19856 SH       SHARED      01       19856
D QUINSTREET INC                 COM              74874Q10       346    37000 SH       SHR/OTHR    01                         37000
D QUINSTREET INC                 COM              74874Q10         2      317 SH       SHARED      02         317
D RAIT FINANCIAL TRUST           NOTE  7.000% 4/0 749227AA       415   503000 PRN      SHARED              503000
D RAIT FINANCIAL TRUST           COM NEW          74922760       711   149889 SH       SHARED              149889
D RAIT FINANCIAL TRUST           COM NEW          74922760       120    25400 SH       SHARED      01       25400
D RAIT FINANCIAL TRUST           COM NEW          74922760       791   166684 SH       SHARED      02      166684
D RLI CORP                       COM              74960710       439     6038 SH       SHARED                6038
D RLI CORP                       COM              74960710       195     2690 SH       SHARED      02        2690
D RLI CORP                       COM              74960710        11      164 SH       SHARED      21                           164
D RLJ LODGING TR                 COM              74965L10       624    37107 SH       SHARED               37107
D RLJ LODGING TR                 COM              74965L10         0        7 SH       SHARED      02           7
D RLJ LODGING TR                 COM              74965L10     15521   922235 SH       SHARED      11      922235
D RPC INC                        COM              74966010      3859   211465 SH       SHARED              211465
D RPC INC                        COM              74966010       113     6225 SH       SHARED      01        6225
D RPC INC                        COM              74966010         1       94 SH       SHARED      02          94
D RPC INC                        COM              74966010      1096    60100 SH       SHARED      10       60100
D RPM INTL INC                   COM              74968510        10      415 SH       SHARED                 415
D RPM INTL INC                   COM              74968510      1507    61411 SH       SHARED               61411
D RPM INTL INC                   COM              74968510      1016    41400 SH       SHARED      01                         41400
D RPM INTL INC                   COM              74968510       467    19023 SH       SHARED      02          16             19007
D RPM INTL INC                   COM              74968510       613    25000 SH       SHARED      10       25000
D RPX CORP                       COM              74972G10        80     6395 SH       SHARED                6395
D RPX CORP                       COM              74972G10        60     4803 SH       SHARED      02          23              4780
D RSC HOLDINGS INC               COM              74972L10      2075   112213 SH       SHARED              112213
D RSC HOLDINGS INC               COM              74972L10        52     2834 SH       SHARED      02          34              2800
D RSC HOLDINGS INC               COM              74972L10       351    19000 SH       SHARED      10       19000
D RTI INTL METALS INC            COM              74973W10       892    38433 SH       SHARED               38433
D RTI INTL METALS INC            COM              74973W10        41     1804 SH       SHARED      02        1104               700
D RTI INTL METALS INC            COM              74973W10      1160    50000 SH       SHARED      04       50000
D RTI INTL METALS INC            COM              74973W10       199     8600 SH       SHARED      10        8600
D RTI BIOLOGICS INC              COM              74975N10       857   193081 SH       SHARED              193081
D RTI BIOLOGICS INC              COM              74975N10         3      875 SH       SHARED      01         875
D RTI BIOLOGICS INC              COM              74975N10         0       36 SH       SHARED      02          36
D RTI BIOLOGICS INC              COM              74975N10        68    15500 SH       SHARED      10       15500
D RF MICRODEVICES INC            NOTE  0.750% 4/1 749941AG      2189  2200000 PRN      SHARED             2200000
D RF MICRODEVICES INC            NOTE  1.000% 4/1 749941AJ      1713  1700000 PRN      SHARED             1700000
D RF MICRODEVICES INC            COM              74994110      2145   397349 SH       SHARED              397349
D RF MICRODEVICES INC            COM              74994110       462    85700 SH       SHARED      01                         85700
D RF MICRODEVICES INC            COM              74994110      9082  1681918 SH       SHARED      02     1680375              1543
D RF MICRODEVICES INC            COM              74994110       334    61900 SH       SHARED      10       61900
D RACKSPACE HOSTING INC          COM              75008610      1918    44603 SH       SHARED               44603
D RACKSPACE HOSTING INC          COM              75008610      1552    36100 SH       SHARED      01        4300             31800
D RACKSPACE HOSTING INC          COM              75008610      1934    44967 SH       SHARED      02       30835             14132
D RACKSPACE HOSTING INC          COM              75008610      1405    32669 SH       SHARED      06       32669
D RACKSPACE HOSTING INC          COM              75008610       167     3900 SH       SHARED      10        3900
D RACKSPACE HOSTING INC          COM              75008610       464    10797 SH       SHARED      26       10797
D RADIAN GROUP INC               NOTE  3.000%11/1 750236AK       107   250000 PRN      SHARED                                250000
D RADIAN GROUP INC               NOTE  3.000%11/1 750236AK      3539  8213000 PRN      SHARED      02     8213000
D RADIAN GROUP INC               COM              75023610      1668   713171 SH       SHARED              713171
D RADIAN GROUP INC               COM              75023610         0      201 SH       SHARED      02         201
D RADIAN GROUP INC               COM              75023610        44    19200 SH       SHARED      10       19200
D RADIAN GROUP INC               COM              75023610       140    60000 SH       SHARED      26       60000
D RADIO ONE INC                  CL A             75040P10         0        1 SH       SHARED      01                             1
D RADIO ONE INC                  CL D NON VTG     75040P40       102   102700 SH       SHARED              102700
D RADIO ONE INC                  CL D NON VTG     75040P40         0        2 SH       SHARED      02           2
D RADIOSHACK CORP                COM              75043810      3882   399810 SH       SHARED              399810
D RADIOSHACK CORP                COM              75043810       304    31400 SH       SHARED      01                         31400
D RADIOSHACK CORP                COM              75043810       340    35100 SH       SHARED      02       35100
D RADIOSHACK CORP                COM              75043810         0      500 SH CALL  SHARED      02         500
D RADIOSHACK CORP                COM              75043810       537    55360 SH       SHARED      04                         55360
D RADIOSHACK CORP                COM              75043810        82     8459 SH       SHARED      04        8459
D RADIOSHACK CORP                COM              75043810      1267   130500 SH       SHARED      10      130500
D RADISYS CORP                   COM              75045910       234    46421 SH       SHARED               46421
D RADISYS CORP                   COM              75045910       147    29099 SH       SHARED      02       29099
D RADISYS CORP                   COM              75045910       796   157494 SH       SHARED      26      157494
D RADNET INC                     COM              75049110         9     4437 SH       SHARED                4437
D RADNET INC                     COM              75049110        15     7137 SH       SHARED      02         137              7000
D RAILAMERICA INC                COM              75075340       112     7525 SH       SHARED                7525
D RAILAMERICA INC                COM              75075340        31     2100 SH       SHARED      01        2100
D RAILAMERICA INC                COM              75075340         0        6 SH       SHARED      02           6
D RAILAMERICA INC                COM              75075340         0      832 SH PUT   SHARED      02         832
D RAILAMERICA INC                COM              75075340        44     3000 SH       SHARED      21        3000
D RAINMAKER SYSTEMS              COM NEW          75087530         1     1690 SH       SHARED      02        1690
D RAMBUS INC DEL                 COM              75091710      1066   141200 SH       SHARED              141200
D RAMBUS INC DEL                 COM              75091710        26     3500 SH       SHARED      01        3500
D RAMBUS INC DEL                 COM              75091710        96    12804 SH       SHARED      02       12804
D RAMBUS INC DEL                 COM              75091710        21     2900 SH       SHARED      10        2900
D RALCORP HLDGS INC NEW          COM              75102810       909    10638 SH       SHARED               10638
D RALCORP HLDGS INC NEW          COM              75102810      4882    57108 SH       SHARED               57108
D RALCORP HLDGS INC NEW          COM              75102810      2528    29575 SH       SHARED      01       12675             16900
D RALCORP HLDGS INC NEW          COM              75102810       589     6900 SH       SHARED      02        6900
D RALCORP HLDGS INC NEW          COM              75102810     18648   218108 SH       SHARED      04      218108
D RALCORP HLDGS INC NEW          COM              75102810        34      400 SH       SHARED      06         400
D RALCORP HLDGS INC NEW          COM              75102810       111     1300 SH       SHARED      10        1300
D RALCORP HLDGS INC NEW          COM              75102810        17      206 SH       SHARED      21         126                80
D RALPH LAUREN CORP              CL A             75121210         3       28 SH       SHARED                  28
D RALPH LAUREN CORP              CL A             75121210      6581    47661 SH       SHARED               47661
D RALPH LAUREN CORP              CL A             75121210      1964    14230 SH       SHARED      01       13200              1030
D RALPH LAUREN CORP              CL A             75121210       236     1712 SH       SHARED      02        1712
D RALPH LAUREN CORP              CL A             75121210       517     3750 SH       SHARED      04        3750
D RALPH LAUREN CORP              CL A             75121210         4       30 SH       SHARED      05          30
D RALPH LAUREN CORP              CL A             75121210       579     4200 SH       SHARED      06        2550              1650
D RALPH LAUREN CORP              CL A             75121210      5179    37510 SH       SHARED      10       37510
D RALPH LAUREN CORP              CL A             75121210        69      500 SH       SHARED      20         500
D RALPH LAUREN CORP              CL A             75121210       331     2400 SH       SHARED      23        2400
D RALPH LAUREN CORP              CL A             75121210       124      900 SH       SHARED      26         900
D RALPH LAUREN CORP              CL A             75121210       438     3177 SH       SHARED      27        3177
D RALPH LAUREN CORP              CL A             75121210      1090     7900 SH       SHARED      30        7900
D RALPH LAUREN CORP              CL A             75121210      5713    41377 SH       SHARED      31       41377
D RAM ENERGY RESOURCES INC       COM              75130P10         0       11 SH       SHARED      02          11
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220      1184   120531 SH       SHARED              120531
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220         4      500 SH       SHARED      01         500
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220        28     2890 SH       SHARED      02          10              2880
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220        78     8000 SH       SHARED      10        8000
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220     21691  2206709 SH       SHARED      11     1071339           1135370
D RAMCO-GERSHENSON PPTYS TR      PERP PFD-D CV    75145260      8142   191000 SH       SHARED              191000
D RAMCO-GERSHENSON PPTYS TR      PERP PFD-D CV    75145260       575    13500 SH       SHARED      02       13500
D RANDGOLD RES LTD               ADR              75234430     23849   233592 SH       SHARED              233592
D RANDGOLD RES LTD               ADR              75234430        30      301 SH       SHARED      02         301
D RANDGOLD RES LTD               ADR              75234430         2      410 SH CALL  SHARED      02         410
D RANDGOLD RES LTD               ADR              75234430       966     9464 SH       SHARED      04        9464
D RANDGOLD RES LTD               ADR              75234430       316     3100 SH       SHARED      29        3100
D RANGE RES CORP                 COM              75281A10      8934   144245 SH       SHARED              144245
D RANGE RES CORP                 COM              75281A10      2164    34950 SH       SHARED      01       34950
D RANGE RES CORP                 COM              75281A10       413     6672 SH       SHARED      02        6472               200
D RANGE RES CORP                 COM              75281A10         0      200 SH CALL  SHARED      02         200
D RANGE RES CORP                 COM              75281A10         0      300 SH PUT   SHARED      02         300
D RANGE RES CORP                 COM              75281A10        30      500 SH       SHARED      04         500
D RANGE RES CORP                 COM              75281A10        49      800 SH       SHARED      05         800
D RANGE RES CORP                 COM              75281A10       607     9800 SH       SHARED      06        6000              3800
D RANGE RES CORP                 COM              75281A10      3439    55522 SH       SHARED      10       55522
D RANGE RES CORP                 COM              75281A10       619    10000 SH       SHARED      26       10000
D RANGE RES CORP                 COM              75281A10       234     3790 SH       SHARED      27        3790
D RANGE RES CORP                 COM              75281A10      1052    17000 SH       SHARED      30       17000
D RARE ELEMENT RES LTD           COM              75381M10        18     5800 SH       SHARED                5800
D RARE ELEMENT RES LTD           COM              75381M10        26     8000 SH       SHARED      01                          8000
D RARE ELEMENT RES LTD           COM              75381M10       201    61880 SH       SHARED      02       12010             49870
D RARE ELEMENT RES LTD           COM              75381M10        11     3500 SH       SHARED      23        3500
D RAPTOR PHARMACEUTICAL CORP     COM              75382F10        82    13147 SH       SHARED               13147
D RAPTOR PHARMACEUTICAL CORP     COM              75382F10         0       34 SH       SHARED      02          34
D RAVEN INDS INC                 COM              75421210       872    14102 SH       SHARED               14102
D RAVEN INDS INC                 COM              75421210        13      213 SH       SHARED      02         213
D RAYMOND JAMES FINANCIAL INC    COM              75473010      1661    53659 SH       SHARED               53659
D RAYMOND JAMES FINANCIAL INC    COM              75473010      1044    33725 SH       SHARED      01        1800             31925
D RAYMOND JAMES FINANCIAL INC    COM              75473010       428    13845 SH       SHARED      02       13845
D RAYMOND JAMES FINANCIAL INC    COM              75473010      3303   106700 SH       SHARED      10      106700
D RAYMOND JAMES FINANCIAL INC    COM              75473010        99     3200 SH       SHARED      23        3200
D RAYONIER INC                   COM              75490710      2750    61640 SH       SHARED               61640
D RAYONIER INC                   COM              75490710      3009    67432 SH       SHARED      01       30266             37166
D RAYONIER INC                   COM              75490710        16      375 SH       SHR/OTHR    01                           375
D RAYONIER INC                   COM              75490710       568    12740 SH       SHARED      02         908             11832
D RAYONIER INC                   COM              75490710        56     1275 SH       SHARED      06        1275
D RAYONIER INC                   COM              75490710       252     5650 SH       SHARED      10        5650
D RAYONIER INC                   COM              75490710       870    19500 SH       SHARED      30       19500
D RAYONIER TRS HLDGS INC         NOTE  3.750%10/1 75508AAB      6225  5000000 PRN      SHARED             5000000
D RAYONIER TRS HLDGS INC         NOTE  3.750%10/1 75508AAB       569   457500 PRN      SHARED      02      457500
D RAYONIER TRS HLDGS INC         NOTE  3.750%10/1 75508AAB      1277  1026000 PRN      SHARED      06     1026000
D RAYTHEON CO                    COM NEW          75511150       232     4800 SH       SHARED                                  4800
D RAYTHEON CO                    COM NEW          75511150     29243   604463 SH       SHARED              604463
D RAYTHEON CO                    COM NEW          75511150      4555    94157 SH       SHARED      01       92335              1822
D RAYTHEON CO                    COM NEW          75511150         6      137 SH       SHR/OTHR    01                           137
D RAYTHEON CO                    COM NEW          75511150       860    17796 SH       SHARED      02       16874               922
D RAYTHEON CO                    COM NEW          75511150       707    14621 SH       SHARED      04       14621
D RAYTHEON CO                    COM NEW          75511150      1532    31682 SH       SHARED      04       31682
D RAYTHEON CO                    COM NEW          75511150        10      220 SH       SHARED      05         220
D RAYTHEON CO                    COM NEW          75511150      1143    23640 SH       SHARED      06       20440              3200
D RAYTHEON CO                    COM NEW          75511150     13405   277095 SH       SHARED      10      277095
D RAYTHEON CO                    COM NEW          75511150        14      300 SH       SHARED      21         300
D RAYTHEON CO                    COM NEW          75511150         3       70 SH       SHR/OTHR    21                            70
D RAYTHEON CO                    COM NEW          75511150       149     3096 SH       SHARED      23        3071                25
D RAYTHEON CO                    COM NEW          75511150       367     7600 SH       SHR/OTHR    23                          7600
D RAYTHEON CO                    COM NEW          75511150       280     5800 SH       SHARED      26        5800
D RAYTHEON CO                    COM NEW          75511150       335     6930 SH       SHARED      29        6930
D RBC BEARINGS INC               COM              75524B10       290     6968 SH       SHARED                6968
D RBC BEARINGS INC               COM              75524B10        82     1974 SH       SHARED      02         214              1760
D RBC BEARINGS INC               COM              75524B10         7      188 SH       SHARED      21                           188
D REACHLOCAL INC                 COM              75525F10       157    25516 SH       SHARED               25516
D REACHLOCAL INC                 COM              75525F10         0        7 SH       SHARED      02           7
D READING INTERNATIONAL INC      CL A             75540810         0      102 SH       SHARED      02         102
D READING INTERNATIONAL INC      CL B             75540820         0      100 SH       SHARED      02         100
D REAL GOODS SOLAR INC           CL A             75601N10         1      775 SH       SHARED                 775
D REALD INC                      COM              75604L10       937   118125 SH       SHARED              118125
D REALD INC                      COM              75604L10       743    93688 SH       SHARED               93688
D REALD INC                      COM              75604L10        32     4100 SH       SHARED      01        4100
D REALD INC                      COM              75604L10        89    11329 SH       SHARED      02       11329
D REALNETWORKS INC               COM NEW          75605L70        54     7298 SH       SHARED                7298
D REALNETWORKS INC               COM NEW          75605L70         0       16 SH       SHARED      02          16
D REALNETWORKS INC               COM NEW          75605L70        51     6800 SH       SHARED      10        6800
D REALPAGE INC                   COM              75606N10       713    28217 SH       SHARED               28217
D REALPAGE INC                   COM              75606N10        18      749 SH       SHARED      02          22               727
D REALTY INCOME CORP             COM              75610910      3992   114209 SH       SHARED              114209
D REALTY INCOME CORP             COM              75610910      1438    41150 SH       SHARED      01         550             40600
D REALTY INCOME CORP             COM              75610910        35     1007 SH       SHARED      02        1007
D REALTY INCOME CORP             COM              75610910       646    18500 SH       SHARED      10       18500
D RED HAT INC                    COM              75657710        14      342 SH       SHARED                 342
D RED HAT INC                    COM              75657710      1551    37572 SH       SHARED               37572
D RED HAT INC                    COM              75657710      1918    46475 SH       SHARED      01       46475
D RED HAT INC                    COM              75657710        72     1746 SH       SHARED      02        1546               200
D RED HAT INC                    COM              75657710       825    20000 SH       SHARED      04       20000
D RED HAT INC                    COM              75657710         4      110 SH       SHARED      05         110
D RED HAT INC                    COM              75657710       592    14340 SH       SHARED      06        8840              5500
D RED HAT INC                    COM              75657710      2325    56316 SH       SHARED      10       56316
D RED HAT INC                    COM              75657710        86     2094 SH       SHARED      26        2094
D RED LION HOTELS CORP           COM              75676410        19     2868 SH       SHARED                2868
D RED LION HOTELS CORP           COM              75676410         0        4 SH       SHARED      02           4
D RED ROBIN GOURMET BURGERS IN   COM              75689M10      1983    71607 SH       SHARED               71607
D RED ROBIN GOURMET BURGERS IN   COM              75689M10         1       67 SH       SHARED      02          67
D REDIFF COM INDIA LTD           SPONSORED ADR    75747910        22     2996 SH       SHARED                2996
D REDWOOD TR INC                 COM              75807540      1743   171274 SH       SHARED              171274
D REDWOOD TR INC                 COM              75807540         2      250 SH       SHARED      01         250
D REDWOOD TR INC                 COM              75807540       134    13251 SH       SHARED      02          26             13225
D REED ELSEVIER N V              SPONS ADR NEW    75820420       282    12171 SH       SHARED               12171
D REED ELSEVIER P L C            SPONS ADR NEW    75820520       118     3679 SH       SHARED                3679
D REEDS INC                      COM              75833810         0        9 SH       SHARED      02           9
D REGAL BELOIT CORP              COM              75875010      6468   126909 SH       SHARED              126909
D REGAL BELOIT CORP              COM              75875010       652    12800 SH       SHARED      01                         12800
D REGAL BELOIT CORP              COM              75875010        23      463 SH       SHARED      02         402                61
D REGAL BELOIT CORP              COM              75875010       229     4500 SH       SHARED      04        4500
D REGAL BELOIT CORP              COM              75875010       550    10800 SH       SHARED      10       10800
D REGAL ENTMT GROUP              CL A             75876610      1803   151063 SH       SHARED              151063
D REGAL ENTMT GROUP              CL A             75876610         2      229 SH       SHARED      02         229
D REGAL ENTMT GROUP              CL A             75876610      2144   179600 SH       SHARED      10      179600
D REGENCY CTRS CORP              COM              75884910      6225   165477 SH       SHARED              165477
D REGENCY CTRS CORP              COM              75884910      1779    47300 SH       SHARED      01       19700             27600
D REGENCY CTRS CORP              COM              75884910         5      157 SH       SHARED      02         157
D REGENCY CTRS CORP              COM              75884910        22      600 SH       SHARED      06         600
D REGENCY CTRS CORP              COM              75884910        71     1900 SH       SHARED      10        1900
D REGENCY CTRS CORP              COM              75884910       267     7100 SH       SHARED      11                          7100
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10        79     3200 SH       SHARED      02                          3200
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10     52969  2130700 SH       SHARED      06                       2130700
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10       171     6885 SH       SHARED      10        6885
D REGENERON PHARMACEUTICALS      COM              75886F10      1798    32448 SH       SHARED               32448
D REGENERON PHARMACEUTICALS      COM              75886F10      1578    28475 SH       SHARED      01        5175             23300
D REGENERON PHARMACEUTICALS      COM              75886F10       121     2200 SH       SHR/OTHR    01                          2200
D REGENERON PHARMACEUTICALS      COM              75886F10     21585   389414 SH       SHARED      02      389214               200
D REGENERON PHARMACEUTICALS      COM              75886F10      6555   118268 SH       SHARED      04      118268
D REGENERON PHARMACEUTICALS      COM              75886F10       216     3900 SH       SHARED      10        3900
D REGIS CORP MINN                COM              75893210       461    27859 SH       SHARED               27859
D REGIS CORP MINN                COM              75893210       326    19700 SH       SHARED      01        1800             17900
D REGIS CORP MINN                COM              75893210         0       47 SH       SHARED      02          47
D REGIS CORP MINN                COM              75893210       233    14100 SH       SHARED      10       14100
D REGIONS FINANCIAL CORP NEW     COM              7591EP10     11886  2764388 SH       SHARED             2764388
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         0       76 SH PUT   SHARED                  76
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      1359   316204 SH       SHARED      01      316204
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      1055   245539 SH       SHARED      02      237414              8125
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         0    16267 SH CALL  SHARED      02       16267
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         0      200 SH PUT   SHARED      02         200
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         3      700 SH       SHARED      05         700
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       304    70897 SH       SHARED      06       44797             26100
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      2229   518487 SH       SHARED      10      518487
D REINSURANCE GROUP AMER INC     COM NEW          75935160       198     3800 SH       SHARED                                  3800
D REINSURANCE GROUP AMER INC     COM NEW          75935160      7974   152628 SH       SHARED              152628
D REINSURANCE GROUP AMER INC     COM NEW          75935160      1235    23650 SH       SHARED      01                         23650
D REINSURANCE GROUP AMER INC     COM NEW          75935160        31      604 SH       SHARED      02         604
D REINSURANCE GROUP AMER INC     COM NEW          75935160        83     1600 SH       SHARED      10        1600
D REINSURANCE GROUP AMER INC     COM NEW          75935160        10      208 SH       SHARED      21                           208
D RELIANCE STEEL & ALUMINUM CO   COM              75950910       624    12819 SH       SHARED               12819
D RELIANCE STEEL & ALUMINUM CO   COM              75950910      1144    23500 SH       SHARED      01                         23500
D RELIANCE STEEL & ALUMINUM CO   COM              75950910        68     1404 SH       SHARED      02        1304               100
D RELIANCE STEEL & ALUMINUM CO   COM              75950910      3447    70800 SH       SHARED      10       70800
D RELIANCE STEEL & ALUMINUM CO   COM              75950910         5      107 SH       SHARED      21                           107
D RELIANCE STEEL & ALUMINUM CO   COM              75950910       108     2235 SH       SHARED      26        2235
D RELM WIRELESS CORP             COM              75952510         0        5 SH       SHARED      02           5
D RENASANT CORP                  COM              75970E10       127     8482 SH       SHARED                8482
D RENASANT CORP                  COM              75970E10         3      207 SH       SHARED      02         207
D RENASANT CORP                  COM              75970E10        51     3400 SH       SHARED      10        3400
D RENESOLA LTD                   SPONS ADS        75971T10      2501  1634946 SH       SHARED             1634946
D RENESOLA LTD                   SPONS ADS        75971T10         6     4300 SH       SHARED      02        2800              1500
D RENESOLA LTD                   SPONS ADS        75971T10         4     3037 SH       SHARED      29        3037
D RENREN INC                     SPONSORED ADR    75989210       383   107918 SH       SHARED              107918
D RENREN INC                     SPONSORED ADR    75989210        21     6167 SH       SHARED      02        2467              3700
D REPLIGEN CORP                  COM              75991610         0        4 SH       SHARED      02           4
D RENT A CTR INC NEW             COM              76009N10        51     1400 SH       SHARED                1400
D RENT A CTR INC NEW             COM              76009N10       764    20650 SH       SHARED      01        2250             18400
D RENT A CTR INC NEW             COM              76009N10        81     2203 SH       SHARED      02        1853               350
D RENT A CTR INC NEW             COM              76009N10       636    17200 SH       SHARED      10       17200
D RENTECH INC                    NOTE  4.000% 4/1 760112AA       248   255000 PRN      SHARED              255000
D RENTECH INC                    COM              76011210        91    70179 SH       SHARED               70179
D RENTECH INC                    COM              76011210         0      181 SH       SHARED      02         181
D RENTRAK CORP                   COM              76017410       373    26180 SH       SHARED               26180
D RENTRAK CORP                   COM              76017410         0        8 SH       SHARED      02           8
D REPUBLIC AWYS HLDGS INC        COM              76027610       183    53621 SH       SHARED               53621
D REPUBLIC AWYS HLDGS INC        COM              76027610         1      383 SH       SHARED      02         383
D REPROS THERAPEUTICS INC        COM NEW          76028H20         0        2 SH       SHARED      02           2
D REPUBLIC BANCORP KY            CL A             76028120        77     3368 SH       SHARED                3368
D REPUBLIC BANCORP KY            CL A             76028120         0        2 SH       SHARED      02           2
D REPUBLIC FIRST BANCORP INC     COM              76041610         0      400 SH       SHARED      02         400
D REPUBLIC SVCS INC              COM              76075910      6809   247173 SH       SHARED              247173
D REPUBLIC SVCS INC              COM              76075910      1781    64673 SH       SHARED      01       64673
D REPUBLIC SVCS INC              COM              76075910        81     2951 SH       SHARED      02        2951
D REPUBLIC SVCS INC              COM              76075910      1708    62000 SH       SHARED      04       62000
D REPUBLIC SVCS INC              COM              76075910       814    29571 SH       SHARED      05       29571
D REPUBLIC SVCS INC              COM              76075910       642    23305 SH       SHARED      06       14605              8700
D REPUBLIC SVCS INC              COM              76075910      2258    81969 SH       SHARED      10       81969
D REPUBLIC SVCS INC              COM              76075910        22      810 SH       SHARED      20                           810
D REPUBLIC SVCS INC              COM              76075910        33     1200 SH       SHARED      23        1200
D REPUBLIC SVCS INC              COM              76075910        13      476 SH       SHARED      27         476
D REPUBLIC SVCS INC              COM              76075910      5320   193127 SH       SHARED      31      193127
D RESEARCH FRONTIERS INC         COM              76091110         0        1 SH       SHARED      02           1
D RESEARCH IN MOTION LTD         COM              76097510      7653   527816 SH       SHARED              527816
D RESEARCH IN MOTION LTD         COM              76097510         2      150 SH       SHARED      01         150
D RESEARCH IN MOTION LTD         COM              76097510         3      250 SH       SHR/OTHR    01                           250
D RESEARCH IN MOTION LTD         COM              76097510      2623   180928 SH       SHARED      02      177898              3030
D RESEARCH IN MOTION LTD         COM              76097510        24     1669 SH       SHARED      04        1500               169
D RESEARCH IN MOTION LTD         COM              76097510       597    41180 SH       SHARED      04       41180
D RESEARCH IN MOTION LTD         COM              76097510       304    20998 SH       SHARED      05       20998
D RESEARCH IN MOTION LTD         COM              76097510       106     7350 SH       SHARED      06        4850              2500
D RESEARCH IN MOTION LTD         COM              76097510         6      475 SH       SHARED      20         360               115
D RESEARCH IN MOTION LTD         COM              76097510         7      500 SH       SHR/OTHR    23                           500
D RESMED INC                     COM              76115210      7449   293306 SH       SHARED              293306
D RESMED INC                     COM              76115210      1150    45300 SH       SHARED      01                         45300
D RESMED INC                     COM              76115210      6096   240007 SH       SHARED      02      240007
D RESMED INC                     COM              76115210       165     6500 SH       SHARED      10        6500
D RESOLUTE ENERGY CORP           COM              76116A10      2646   245087 SH       SHARED              245087
D RESOLUTE ENERGY CORP           COM              76116A10        79     7373 SH       SHARED      02        2733              4640
D RESOURCE AMERICA INC           CL A             76119520         2      550 SH       SHR/OTHR    01                           550
D RESOURCE CAP CORP              COM              76120W30       141    25304 SH       SHARED               25304
D RESOURCE CAP CORP              COM              76120W30        11     2022 SH       SHARED      02          22              2000
D RESOURCE CAP CORP              COM              76120W30       973   173500 SH       SHARED      10      173500
D RESOURCES CONNECTION INC       COM              76122Q10       835    78923 SH       SHARED               78923
D RESOURCES CONNECTION INC       COM              76122Q10         9      912 SH       SHARED      02         237               675
D RESOURCES CONNECTION INC       COM              76122Q10        97     9200 SH       SHARED      10        9200
D RESPONSYS INC                  COM              76124810         1      200 SH       SHARED                 200
D RESPONSYS INC                  COM              76124810       328    37007 SH       SHARED      02       37007
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10      5276   445663 SH       SHARED              445663
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10        12     1059 SH       SHARED      02          59              1000
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10        76     6500 SH       SHARED      10        6500
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10        20     1700 SH       SHARED      23        1700
D RETAIL OPPORTUNITY INVTS COR   *W EXP 10/23/201 76131N11       113   155713 SH       SHARED      02      155713
D REVENUESHARES ETF TR           MID CAP FD       76139620         6      240 SH       SHARED      02                           240
D REVENUESHARES ETF TR           SMALL CAP FD     76139630        10      327 SH       SHARED      02                           327
D REVETT MINERALS INC            COM NEW          76150520        83    17675 SH       SHARED               17675
D REVETT MINERALS INC            COM NEW          76150520         0       13 SH       SHARED      02          13
D REVLON INC                     CL A NEW         76152560       116     7862 SH       SHARED                7862
D REVLON INC                     CL A NEW         76152560        14     1008 SH       SHARED      02           8              1000
D REX ENERGY CORPORATION         COM              76156510       685    46412 SH       SHARED               46412
D REX ENERGY CORPORATION         COM              76156510        23     1600 SH       SHARED      01        1600
D REX ENERGY CORPORATION         COM              76156510         0       27 SH       SHARED      02          27
D REX AMERICAN RESOURCES CORP    COM              76162410        27     1236 SH       SHARED                1236
D REX AMERICAN RESOURCES CORP    COM              76162410         0        2 SH       SHARED      02           2
D REXAHN PHARMACEUTICALS INC     COM              76164010         4    11000 SH       SHARED               11000
D REYNOLDS AMERICAN INC          COM              76171310      8863   214001 SH       SHARED              214001
D REYNOLDS AMERICAN INC          COM              76171310      3120    75350 SH       SHARED      01       75350
D REYNOLDS AMERICAN INC          COM              76171310       842    20352 SH       SHARED      02       13776              6576
D REYNOLDS AMERICAN INC          COM              76171310      5591   135000 SH       SHARED      04      135000
D REYNOLDS AMERICAN INC          COM              76171310        43     1040 SH       SHARED      05        1040
D REYNOLDS AMERICAN INC          COM              76171310       911    22000 SH       SHARED      06       13600              8400
D REYNOLDS AMERICAN INC          COM              76171310     15489   373965 SH       SHARED      10      373965
D REYNOLDS AMERICAN INC          COM              76171310       136     3300 SH       SHARED      26        3300
D REYNOLDS AMERICAN INC          COM              76171310       728    17600 SH       SHARED      29       17600
D REYNOLDS AMERICAN INC          COM              76171310       911    22000 SH       SHARED      30       22000
D RHINO RESOURCE PARTNERS LP     COM UNIT REPST   76218Y10       665    34500 SH       SHARED               34500
D RHINO RESOURCE PARTNERS LP     COM UNIT REPST   76218Y10         9      500 SH       SHARED      02                           500
D RICHARDSON ELECTRS LTD         COM              76316510       329    26791 SH       SHARED               26791
D RICHARDSON ELECTRS LTD         COM              76316510         0       18 SH       SHARED      02          18
D RICHMONT MINES INC             COM              76547T10       483    44900 SH       SHARED               44900
D RICHMONT MINES INC             COM              76547T10         0        3 SH       SHARED      02           3
D RICKS CABARET INTL INC         COM NEW          76564130       149    17700 SH       SHARED               17700
D RICKS CABARET INTL INC         COM NEW          76564130         1      138 SH       SHARED      02         138
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       170    21595 SH       SHARED               21595
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960         0       99 SH       SHARED      02          99
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960      1116   141555 SH       SHARED      04      141555
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       473    60000 SH       SHARED      26       60000
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       116    14755 SH       SHARED      32       14755
D RIGHTNOW TECHNOLOGIES INC      COM              76657R10      9221   215811 SH       SHARED              215811
D RIGHTNOW TECHNOLOGIES INC      COM              76657R10        14      346 SH       SHARED      02         346
D RIGNET INC                     COM              76658210       155     9267 SH       SHARED                9267
D RIGNET INC                     COM              76658210       118     7104 SH       SHARED      02           4              7100
D RIMAGE CORP                    COM              76672110       308    27456 SH       SHARED               27456
D RIMAGE CORP                    COM              76672110         0        3 SH       SHARED      02           3
D RIO TINTO PLC                  SPONSORED ADR    76720410     15099   308650 SH       SHARED              308250               400
D RIO TINTO PLC                  SPONSORED ADR    76720410         2      500 SH CALL  SHARED                 500
D RIO TINTO PLC                  SPONSORED ADR    76720410        13      654 SH PUT   SHARED                 654
D RIO TINTO PLC                  SPONSORED ADR    76720410      5033   102899 SH       SHARED      02      101900               999
D RIO TINTO PLC                  SPONSORED ADR    76720410         0     1800 SH CALL  SHARED      02        1800
D RIO TINTO PLC                  SPONSORED ADR    76720410         4      100 SH       SHARED      20                           100
D RIO TINTO PLC                  SPONSORED ADR    76720410       108     2223 SH       SHARED      21        2223
D RITCHIE BROS AUCTIONEERS       COM              76774410      4111   186201 SH       SHARED              186201
D RITCHIE BROS AUCTIONEERS       COM              76774410         6      295 SH       SHARED      02                           295
D RITCHIE BROS AUCTIONEERS       COM              76774410        46     2100 SH       SHARED      05        2100
D RITE AID CORP                  NOTE  8.500% 5/1 767754BU       122   135000 PRN      SHARED              135000
D RITE AID CORP                  COM              76775410        18    14500 SH       SHARED               14500
D RITE AID CORP                  COM              76775410         3     2436 SH       SHARED      02        2436
D RITE AID CORP                  COM              76775410        25    19900 SH       SHARED      10       19900
D RIVER VY BANCORP               COM              76847510         0       19 SH       SHARED      02          19
D RIVERBED TECHNOLOGY INC        COM              76857310      6012   255837 SH       SHARED              255837
D RIVERBED TECHNOLOGY INC        COM              76857310      1393    59310 SH       SHARED      01       11710             47600
D RIVERBED TECHNOLOGY INC        COM              76857310       606    25800 SH       SHR/OTHR    01                         25800
D RIVERBED TECHNOLOGY INC        COM              76857310      1925    81931 SH       SHARED      02       75116              6815
D RIVERBED TECHNOLOGY INC        COM              76857310         1     1000 SH CALL  SHARED      02        1000
D RIVERBED TECHNOLOGY INC        COM              76857310       141     6000 SH       SHARED      10        6000
D RIVERBED TECHNOLOGY INC        COM              76857310         9      416 SH       SHARED      21         416
D RIVERBED TECHNOLOGY INC        COM              76857310         1       50 SH       SHARED      23          50
D RIVERBED TECHNOLOGY INC        COM              76857310         0       25 SH       SHR/OTHR    23                            25
D RIVERBED TECHNOLOGY INC        COM              76857310        36     1549 SH       SHARED      26        1549
D RIVERBED TECHNOLOGY INC        COM              76857310      2969   126375 SH       SHARED      31      126375
D RIVERVIEW BANCORP INC          COM              76939710         0      104 SH       SHARED      02         104
D RMR ASIA PAC REAL EST FD NEW   COM              76970B10       647    46192 SH       SHARED      02           1             46191
D ROADRUNNER TRNSN SVCS HLDG I   COM              76973Q10        82     5827 SH       SHARED                5827
D ROADRUNNER TRNSN SVCS HLDG I   COM              76973Q10         2      165 SH       SHARED      02         165
D ROBBINS & MYERS INC            COM              77019610      8132   167516 SH       SHARED              167516
D ROBBINS & MYERS INC            COM              77019610       276     5692 SH       SHARED      01        5692
D ROBBINS & MYERS INC            COM              77019610       187     3871 SH       SHARED      02        2631              1240
D ROBBINS & MYERS INC            COM              77019610       649    13378 SH       SHARED      10       13378
D ROBERT HALF INTL INC           COM              77032310      4956   174161 SH       SHARED              174161
D ROBERT HALF INTL INC           COM              77032310       841    29557 SH       SHARED      01       29557
D ROBERT HALF INTL INC           COM              77032310        63     2214 SH       SHARED      02        2214
D ROBERT HALF INTL INC           COM              77032310         1       60 SH       SHARED      05          60
D ROBERT HALF INTL INC           COM              77032310       295    10400 SH       SHARED      06        6800              3600
D ROBERT HALF INTL INC           COM              77032310      1335    46923 SH       SHARED      10       46923
D ROBERT HALF INTL INC           COM              77032310        10      378 SH       SHARED      21         378
D ROBERT HALF INTL INC           COM              77032310        80     2822 SH       SHARED      26        2822
D ROBERT HALF INTL INC           COM              77032310      1010    35512 SH       SHARED      27       35512
D ROCHESTER MED CORP             COM              77149710         0       23 SH       SHARED      02          23
D ROCK-TENN CO                   CL A             77273920       698    12113 SH       SHARED               12113
D ROCK-TENN CO                   CL A             77273920      5633    97638 SH       SHARED               97638
D ROCK-TENN CO                   CL A             77273920      2134    37000 SH       SHARED      01       15300             21700
D ROCK-TENN CO                   CL A             77273920        47      816 SH       SHARED      02         112               704
D ROCK-TENN CO                   CL A             77273920       147     2563 SH       SHARED      04        2563
D ROCK-TENN CO                   CL A             77273920        28      500 SH       SHARED      06         500
D ROCK-TENN CO                   CL A             77273920      6393   110805 SH       SHARED      10      110805
D ROCK-TENN CO                   CL A             77273920         4       70 SH       SHARED      21                            70
D ROCKWELL AUTOMATION INC        COM              77390310     17453   237887 SH       SHARED              237887
D ROCKWELL AUTOMATION INC        COM              77390310      3030    41299 SH       SHARED      01       41299
D ROCKWELL AUTOMATION INC        COM              77390310        81     1106 SH       SHARED      02        1106
D ROCKWELL AUTOMATION INC        COM              77390310         6       90 SH       SHARED      05          90
D ROCKWELL AUTOMATION INC        COM              77390310      1165    15890 SH       SHARED      06       11040              4850
D ROCKWELL AUTOMATION INC        COM              77390310      6950    94738 SH       SHARED      10       94738
D ROCKWELL AUTOMATION INC        COM              77390310        39      542 SH       SHARED      27         542
D ROCKWELL AUTOMATION INC        COM              77390310       742    10115 SH       SHARED      29       10115
D ROCKWELL AUTOMATION INC        COM              77390310        68      930 SH       SHARED      30         930
D ROCKVILLE FINL INC NEW         COM              77418810       334    32309 SH       SHARED               32309
D ROCKVILLE FINL INC NEW         COM              77418810         0       36 SH       SHARED      02          36
D ROCKWELL COLLINS INC           COM              77434110      2965    53552 SH       SHARED               53552
D ROCKWELL COLLINS INC           COM              77434110      2557    46192 SH       SHARED      01       45517               675
D ROCKWELL COLLINS INC           COM              77434110       202     3653 SH       SHR/OTHR    01                          3653
D ROCKWELL COLLINS INC           COM              77434110       123     2235 SH       SHARED      02        1285               950
D ROCKWELL COLLINS INC           COM              77434110      2214    40000 SH       SHARED      04       40000
D ROCKWELL COLLINS INC           COM              77434110         7      130 SH       SHARED      05         130
D ROCKWELL COLLINS INC           COM              77434110       636    11500 SH       SHARED      06        6850              4650
D ROCKWELL COLLINS INC           COM              77434110      2445    44172 SH       SHARED      10       44172
D ROCKWELL COLLINS INC           COM              77434110        12      230 SH       SHARED      20         230
D ROCKWELL COLLINS INC           COM              77434110       200     3630 SH       SHARED      23        3610                20
D ROCKWELL COLLINS INC           COM              77434110       207     3740 SH       SHR/OTHR    23                          3740
D ROCKWELL MEDICAL TECH          COM              77437410        85    10071 SH       SHARED               10071
D ROCKWELL MEDICAL TECH          COM              77437410         0       11 SH       SHARED      02          11
D ROCKWOOD HLDGS INC             COM              77441510      4318   109693 SH       SHARED              109693
D ROCKWOOD HLDGS INC             COM              77441510        40     1025 SH       SHARED      01        1025
D ROCKWOOD HLDGS INC             COM              77441510       365     9292 SH       SHARED      02        8292              1000
D ROCKWOOD HLDGS INC             COM              77441510       574    14585 SH       SHARED      04       14585
D ROCKWOOD HLDGS INC             COM              77441510       200     5100 SH       SHARED      10        5100
D ROCKWOOD HLDGS INC             COM              77441510        12      328 SH       SHARED      21         328
D ROCKY BRANDS INC               COM              77451510        17     1928 SH       SHARED                1928
D ROCKY MTN CHOCOLATE FACTORY    COM PAR $0.03    77467840         9     1077 SH       SHARED      02        1077
D RODMAN & RENSHAW CAP GP INC    COM              77487R10         3     8000 SH       SHARED      01        8000
D RODMAN & RENSHAW CAP GP INC    COM              77487R10         0        3 SH       SHARED      02           3
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310      3563   155935 SH       SHARED              155935
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310        44     1940 SH       SHARED      02        1940
D ROGERS COMMUNICATIONS INC      CL B             77510920      8538   221727 SH       SHARED              221727
D ROGERS COMMUNICATIONS INC      CL B             77510920      1582    41100 SH       SHARED      02       41100
D ROGERS COMMUNICATIONS INC      CL B             77510920      5625   146071 SH       SHARED      04      146071
D ROGERS COMMUNICATIONS INC      CL B             77510920       843    21900 SH       SHARED      05       21900
D ROGERS COMMUNICATIONS INC      CL B             77510920       876    22750 SH       SHARED      06       19200              3550
D ROGERS COMMUNICATIONS INC      CL B             77510920       415    10800 SH       SHARED      30       10800
D ROGERS CORP                    COM              77513310       188     5103 SH       SHARED                5103
D ROGERS CORP                    COM              77513310         3      100 SH       SHARED      02         100
D ROGERS CORP                    COM              77513310       239     6500 SH       SHARED      10        6500
D ROLLINS INC                    COM              77571110       361    16264 SH       SHARED               16264
D ROLLINS INC                    COM              77571110       485    21836 SH       SHARED      01        2024             19812
D ROLLINS INC                    COM              77571110        30     1373 SH       SHARED      02          50              1323
D ROLLINS INC                    COM              77571110        62     2800 SH       SHARED      10        2800
D ROLLINS INC                    COM              77571110         6      315 SH       SHARED      21                           315
D ROMA FINANCIAL CORP            COM              77581P10        47     4782 SH       SHARED                4782
D ROMA FINANCIAL CORP            COM              77581P10         0        4 SH       SHARED      02           4
D ROPER INDS INC NEW             COM              77669610        65      751 SH       SHARED                 301               450
D ROPER INDS INC NEW             COM              77669610      7530    86686 SH       SHARED               84668              2018
D ROPER INDS INC NEW             COM              77669610     14545   167441 SH       SHARED      01      116354      300    50787
D ROPER INDS INC NEW             COM              77669610      3845    44270 SH       SHR/OTHR    01                         44270
D ROPER INDS INC NEW             COM              77669610       726     8362 SH       SHARED      02        2316              6046
D ROPER INDS INC NEW             COM              77669610      2143    24675 SH       SHARED      04       24675
D ROPER INDS INC NEW             COM              77669610      1429    16450 SH       SHARED      05       16450
D ROPER INDS INC NEW             COM              77669610      1090    12550 SH       SHARED      06        9850              2700
D ROPER INDS INC NEW             COM              77669610      2475    28498 SH       SHARED      10       27036              1462
D ROPER INDS INC NEW             COM              77669610      3599    41431 SH       SHARED      20       36896      125     4410
D ROPER INDS INC NEW             COM              77669610       194     2235 SH       SHR/OTHR    20                          2235
D ROPER INDS INC NEW             COM              77669610       254     2930 SH       SHARED      21        2930
D ROPER INDS INC NEW             COM              77669610        32      375 SH       SHR/OTHR    21                           375
D ROPER INDS INC NEW             COM              77669610      4314    49669 SH       SHARED      23       43716              5953
D ROPER INDS INC NEW             COM              77669610      2437    28057 SH       SHR/OTHR    23                         28057
D ROPER INDS INC NEW             COM              77669610      1888    21734 SH       SHARED      26       21734
D ROSE ROCK MIDSTREAM L P        COM U REP LTD    77714910        65     3200 SH       SHARED      02                          3200
D ROSETTA RESOURCES INC          COM              77777930      1451    33361 SH       SHARED               33361
D ROSETTA RESOURCES INC          COM              77777930     13704   315055 SH       SHARED      02      315055
D ROSETTA RESOURCES INC          COM              77777930      1305    30000 SH       SHARED      04       30000
D ROSETTA RESOURCES INC          COM              77777930       191     4400 SH       SHARED      10        4400
D ROSETTA STONE INC              COM              77778010       259    34017 SH       SHARED               34017
D ROSETTA STONE INC              COM              77778010         3      505 SH       SHARED      02         505
D ROSETTA STONE INC              COM              77778010        81    10700 SH       SHARED      10       10700
D ROSS STORES INC                COM              77829610     12164   255924 SH       SHARED              255924
D ROSS STORES INC                COM              77829610      2386    50200 SH       SHARED      01       50200
D ROSS STORES INC                COM              77829610       542    11415 SH       SHARED      02       11102               313
D ROSS STORES INC                COM              77829610         1      220 SH CALL  SHARED      02         220
D ROSS STORES INC                COM              77829610         5      120 SH       SHARED      05         120
D ROSS STORES INC                COM              77829610      1223    25740 SH       SHARED      06       18440              7300
D ROSS STORES INC                COM              77829610      3335    70168 SH       SHARED      10       70168
D ROSS STORES INC                COM              77829610       191     4019 SH       SHARED      26        4019
D ROSS STORES INC                COM              77829610       399     8400 SH       SHARED      29        8400
D ROSS STORES INC                COM              77829610       171     3600 SH       SHARED      30        3600
D ROVI CORP                      COM              77937610     15602   634754 SH       SHARED              634754
D ROVI CORP                      COM              77937610      1040    42325 SH       SHARED      01        8525             33800
D ROVI CORP                      COM              77937610       101     4125 SH       SHARED      02         425              3700
D ROVI CORP                      COM              77937610       179     7300 SH       SHARED      10        7300
D ROWAN COS INC                  COM              77938210       712    23480 SH       SHARED               23480
D ROWAN COS INC                  COM              77938210       904    29824 SH       SHARED      01       29824
D ROWAN COS INC                  COM              77938210      1401    46207 SH       SHARED      02       44907              1300
D ROWAN COS INC                  COM              77938210       640    21116 SH       SHARED      04       21116
D ROWAN COS INC                  COM              77938210      1027    33870 SH       SHARED      04       33870
D ROWAN COS INC                  COM              77938210         1       60 SH       SHARED      05          60
D ROWAN COS INC                  COM              77938210      1626    53620 SH       SHARED      06        4520             49100
D ROWAN COS INC                  COM              77938210      2525    83272 SH       SHARED      10       83272
D ROWAN COS INC                  COM              77938210        62     2070 SH       SHARED      26        2070
D ROWAN COS INC                  COM              77938210      1213    40000 SH       SHARED      30       40000
D ROYAL BANCSHARES PA INC        CL A             78008110         0        2 SH       SHARED      02           2
D ROYAL BK CDA MONTREAL QUE      COM              78008710        94     1858 SH       SHARED                1858
D ROYAL BK CDA MONTREAL QUE      COM              78008710      6937   136131 SH       SHARED              136131
D ROYAL BK CDA MONTREAL QUE      COM              78008710       256     5028 SH       SHARED      02        2100              2928
D ROYAL BK CDA MONTREAL QUE      COM              78008710         2     1324 SH CALL  SHARED      02        1324
D ROYAL BK CDA MONTREAL QUE      COM              78008710      5157   101200 SH       SHARED      04      101200
D ROYAL BK CDA MONTREAL QUE      COM              78008710       220     4336 SH       SHARED      05        4336
D ROYAL BK CDA MONTREAL QUE      COM              78008710      3001    58900 SH       SHARED      06       51100              7800
D ROYAL BK SCOTLAND N V          TRENDPILOT ETN   78009L30        52     2162 SH       SHARED      02                          2162
D ROYAL BK SCOTLAND N V          GOLD TRNDPLT ETN 78009L40       145     5154 SH       SHARED      02                          5154
D ROYAL BK OF SCOTLAND PLC       RBS OIL TRNDPL   78009P12       106     4064 SH       SHARED      02                          4064
D ROYAL BK SCOTLAND GROUP PLC    SPONS ADR 20 ORD 78009768        12     1900 SH       SHARED                1900
D ROYAL BK SCOTLAND GROUP PLC    SPONS ADR 20 ORD 78009768         0      125 SH       SHARED      02         125
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF S    78009773      1615   139950 SH       SHARED      02      139950
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        44     3950 SH       SHARED      01                          3950
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        22     1960 SH       SHR/OTHR    01                          1960
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        22     2000 SH       SHARED      21        2000
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR F       78009780       187    11034 SH       SHARED               11034
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR F       78009780        16     1000 SH       SHARED      02                          1000
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910      4034    53076 SH       SHARED      02       42800             10276
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        38      510 SH       SHARED      21         510
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        91     1200 SH       SHARED      23        1200
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       266     3510 SH       SHR/OTHR    23                          3510
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      6652    91013 SH       SHARED      01       32079             58934
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       891    12191 SH       SHR/OTHR    01                         12191
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      7290    99750 SH       SHARED      02       27203             72547
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1718    23510 SH       SHARED      20        7300             16210
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1434    19620 SH       SHR/OTHR    20                         19620
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920         5       71 SH       SHARED      21                            71
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       584     8000 SH       SHR/OTHR    21                          8000
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      3605    49330 SH       SHARED      23       46830              2500
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      7677   105044 SH       SHR/OTHR    23                        105044
D ROYAL GOLD INC                 COM              78028710     24384   361625 SH       SHARED              361625
D ROYAL GOLD INC                 COM              78028710       815    12100 SH       SHARED      01       12100
D ROYAL GOLD INC                 COM              78028710       223     3314 SH       SHARED      02        3214               100
D ROYAL GOLD INC                 COM              78028710       647     9600 SH       SHARED      10        9600
D ROYAL GOLD INC                 COM              78028710        40      600 SH       SHR/OTHR    23                           600
D ROYAL GOLD INC                 COM              78028710       276     4100 SH       SHARED      29        4100
D ROYCE FOCUS TR                 COM              78080N10         5      864 SH       SHARED      02                           864
D ROYCE VALUE TR INC             COM              78091010        17     1403 SH       SHARED      02           9              1394
D RUBICON MINERALS CORP          COM              78091110       421   111602 SH       SHARED              111602
D RUBICON MINERALS CORP          COM              78091110        12     3407 SH       SHARED      02        3407
D RUBICON MINERALS CORP          COM              78091110       244    64808 SH       SHARED      06       64808
D ROYCE MICRO-CAP TR INC         COM              78091510        15     1808 SH       SHARED      01        1808
D ROYCE MICRO-CAP TR INC         COM              78091510         0        3 SH       SHARED      02           3
D RUBICON TECHNOLOGY INC         COM              78112T10       461    49199 SH       SHARED               28399             20800
D RUBICON TECHNOLOGY INC         COM              78112T10        17     1820 SH       SHARED      02         120              1700
D RUBICON TECHNOLOGY INC         COM              78112T10       338    36000 SH       SHARED      04       36000
D RUBY TUESDAY INC               COM              78118210       270    39142 SH       SHARED               39142
D RUBY TUESDAY INC               COM              78118210         2      332 SH       SHARED      02         332
D RUBY TUESDAY INC               COM              78118210       120    17400 SH       SHARED      10       17400
D RUDDICK CORP                   COM              78125810      8491   199155 SH       SHARED              199155
D RUDDICK CORP                   COM              78125810       643    15100 SH       SHARED      01                         15100
D RUDDICK CORP                   COM              78125810         1       26 SH       SHARED      02          26
D RUDDICK CORP                   COM              78125810       417     9800 SH       SHARED      10        9800
D RUDOLPH TECHNOLOGIES INC       COM              78127010       732    79111 SH       SHARED               79111
D RUDOLPH TECHNOLOGIES INC       COM              78127010         2      300 SH       SHARED      01         300
D RUDOLPH TECHNOLOGIES INC       COM              78127010         4      472 SH       SHARED      02         172               300
D RUDOLPH TECHNOLOGIES INC       COM              78127010        43     4700 SH       SHARED      10        4700
D RUE21 INC                      COM              78129510      3012   139462 SH       SHARED              139462
D RUE21 INC                      COM              78129510        36     1690 SH       SHARED      02        1690
D RUSH ENTERPRISES INC           CL A             78184620       214    10235 SH       SHARED               10235
D RUSH ENTERPRISES INC           CL A             78184620         0       10 SH       SHARED      02          10
D RUSH ENTERPRISES INC           CL A             78184620       257    12300 SH       SHARED      10       12300
D RUSSELL EXCHANGE TRADED FDS    SMALL CAP ETF    78247447       613    10000 SH       SHARED      02       10000
D RUSSELL EXCHANGE TRADED FDS    SMALL CAP ETF    78247449       579    10000 SH       SHARED      02       10000
D RUSSELL EXCHANGE TRADED FDS    2000 HGH MOMEN   78247453       461    10000 SH       SHARED      02       10000
D RUSSELL EXCHANGE TRADED FDS    1000 HGH MOMEN   78247462       466    10000 SH       SHARED      02       10000
D RUSSELL EXCHANGE TRADED FDS    1000 HIGH BETA   78247465       429    10000 SH       SHARED      02       10000
D RUSSELL EXCHANGE TRADED FDS    GWTH REASON PR   78247473       474    10000 SH       SHARED      02       10000
D RUTHS HOSPITALITY GROUP INC    COM              78333210       481    96824 SH       SHARED               96824
D RUTHS HOSPITALITY GROUP INC    COM              78333210         0      189 SH       SHARED      02         189
D RYDER SYS INC                  COM              78354910       183     3448 SH       SHARED                3448
D RYDER SYS INC                  COM              78354910         5      100 SH       SHARED      01         100
D RYDER SYS INC                  COM              78354910        28      533 SH       SHARED      02         533
D RYDER SYS INC                  COM              78354910       154     2900 SH       SHARED      06        1200              1700
D RYDER SYS INC                  COM              78354910     28312   532789 SH       SHARED      10      532789
D RYDEX ETF TRUST                S^P 500 EQ TRD   78355W10      3565    77033 SH       SHARED      02         300             76733
D RYDEX ETF TRUST                EM MRKT EQ WT    78355W53        27      900 SH       SHARED      02                           900
D RYDEX ETF TRUST                RUSS 1000 EQWT   78355W59        18      600 SH       SHARED      02                           600
D RYDEX ETF TRUST                S^PMC400 PURGR   78355W60        15      200 SH       SHARED      02         200
D RYDEX ETF TRUST                UTILITIES ETF    78355W79        27      500 SH       SHARED      02                           500
D RYLAND GROUP INC               COM              78376410      2034   129123 SH       SHARED              129123
D RYLAND GROUP INC               COM              78376410       136     8641 SH       SHARED      02        5647              2994
D RYLAND GROUP INC               COM              78376410       184    11700 SH       SHARED      10       11700
D RYLAND GROUP INC               COM              78376410       478    30383 SH       SHARED      26       30383
D S & T BANCORP INC              COM              78385910       111     5722 SH       SHARED                5722
D S & T BANCORP INC              COM              78385910        50     2600 SH       SHARED      01        2600
D S & T BANCORP INC              COM              78385910         4      217 SH       SHARED      02         217
D S & T BANCORP INC              COM              78385910       129     6600 SH       SHARED      10        6600
D SBA COMMUNICATIONS CORP        NOTE  4.000%10/0 78388JAM      1520  1000000 PRN      SHARED      02     1000000
D SBA COMMUNICATIONS CORP        NOTE  1.875% 5/0 78388JAN      3482  3087000 PRN      SHARED      02     3087000
D SBA COMMUNICATIONS CORP        COM              78388J10     34974   814113 SH       SHARED              814113
D SBA COMMUNICATIONS CORP        COM              78388J10      1873    43600 SH       SHARED      01       43600
D SBA COMMUNICATIONS CORP        COM              78388J10        98     2283 SH       SHARED      02         376              1907
D SBA COMMUNICATIONS CORP        COM              78388J10      1804    42000 SH       SHARED      04       42000
D SBA COMMUNICATIONS CORP        COM              78388J10        73     1700 SH       SHARED      05        1700
D SBA COMMUNICATIONS CORP        COM              78388J10        30      700 SH       SHARED      06         700
D SBA COMMUNICATIONS CORP        COM              78388J10       214     5000 SH       SHARED      10        5000
D SBA COMMUNICATIONS CORP        COM              78388J10        21      497 SH       SHARED      21         497
D SAIC INC                       COM              78390X10     10222   831787 SH       SHARED              831787
D SAIC INC                       COM              78390X10       717    58400 SH       SHARED      01       58400
D SAIC INC                       COM              78390X10     25056  2038750 SH       SHARED      02     2038750
D SAIC INC                       COM              78390X10       781    63600 SH       SHARED      04       63600
D SAIC INC                       COM              78390X10         2      200 SH       SHARED      05         200
D SAIC INC                       COM              78390X10       117     9600 SH       SHARED      06        2600              7000
D SAIC INC                       COM              78390X10      3908   318036 SH       SHARED      10      318036
D SAIC INC                       COM              78390X10       168    13700 SH       SHARED      26       13700
D SCBT FINANCIAL CORP            COM              78401V10       324    11199 SH       SHARED               11199
D SCBT FINANCIAL CORP            COM              78401V10         3      115 SH       SHARED      02         115
D SCBT FINANCIAL CORP            COM              78401V10       121     4200 SH       SHARED      10        4200
D SED INTL HLDGS INC             COM NEW          78410920         0       34 SH       SHARED      02          34
D SEI INVESTMENTS CO             COM              78411710      1392    80262 SH       SHARED               80262
D SEI INVESTMENTS CO             COM              78411710      1443    83200 SH       SHARED      01       37200             46000
D SEI INVESTMENTS CO             COM              78411710       364    21031 SH       SHR/OTHR    01                         21031
D SEI INVESTMENTS CO             COM              78411710        19     1120 SH       SHARED      02        1120
D SEI INVESTMENTS CO             COM              78411710      1603    92400 SH       SHARED      04       92400
D SEI INVESTMENTS CO             COM              78411710      2272   131000 SH       SHARED      05      131000
D SEI INVESTMENTS CO             COM              78411710        15      900 SH       SHARED      06         900
D SEI INVESTMENTS CO             COM              78411710       117     6800 SH       SHARED      10        6800
D SI FINL GROUP INC MD           COM              78425V10       528    53621 SH       SHARED               53621
D SI FINL GROUP INC MD           COM              78425V10         0       10 SH       SHARED      02          10
D SJW CORP                       COM              78430510       111     4710 SH       SHARED                4710
D SJW CORP                       COM              78430510         2      106 SH       SHARED      02         106
D SJW CORP                       COM              78430510        40     1700 SH       SHARED      10        1700
D SJW CORP                       COM              78430510        70     3000 SH       SHARED      23                          3000
D SK TELECOM LTD                 SPONSORED ADR    78440P10      2993   219944 SH       SHARED              219944
D SK TELECOM LTD                 SPONSORED ADR    78440P10        44     3275 SH       SHARED      02                          3275
D SK TELECOM LTD                 SPONSORED ADR    78440P10      1067    78400 SH       SHARED      04       78400
D SK TELECOM LTD                 SPONSORED ADR    78440P10      2166   159200 SH       SHARED      06        9200            150000
D SK TELECOM LTD                 SPONSORED ADR    78440P10       204    15000 SH       SHARED      15       15000
D SK TELECOM LTD                 SPONSORED ADR    78440P10        57     4220 SH       SHR/OTHR    23                          4220
D SK TELECOM LTD                 SPONSORED ADR    78440P10       438    32200 SH       SHARED      29       32200
D SL GREEN RLTY CORP             COM              78440X10         1       17 SH       SHARED                  17
D SL GREEN RLTY CORP             COM              78440X10     15084   226353 SH       SHARED              226353
D SL GREEN RLTY CORP             COM              78440X10      2410    36175 SH       SHARED      01        9675             26500
D SL GREEN RLTY CORP             COM              78440X10       852    12799 SH       SHARED      02       12799
D SL GREEN RLTY CORP             COM              78440X10     10747   161275 SH       SHARED      10      161275
D SL GREEN RLTY CORP             COM              78440X10    204643  3070886 SH       SHARED      11     1838783           1232103
D SL GREEN RLTY CORP             COM              78440X10        78     1181 SH       SHARED      26        1181
D SLM CORP                       COM              78442P10     30017  2240134 SH       SHARED             2240134
D SLM CORP                       COM              78442P10      1588   118566 SH       SHARED      01      118566
D SLM CORP                       COM              78442P10       213    15912 SH       SHARED      02       15912
D SLM CORP                       COM              78442P10         1     2356 SH CALL  SHARED      02        2356
D SLM CORP                       COM              78442P10         0      540 SH PUT   SHARED      02         540
D SLM CORP                       COM              78442P10         4      320 SH       SHARED      05         320
D SLM CORP                       COM              78442P10       501    37390 SH       SHARED      06       24240             13150
D SLM CORP                       COM              78442P10      4563   340547 SH       SHARED      10      340547
D SLM CORP                       COM              78442P10        11      850 SH       SHR/OTHR    23                           850
D SMF ENERGY CORPORATION         COM NEW          78453M20         0        1 SH       SHARED      02           1
D SM ENERGY CO                   COM              78454L10      1771    24234 SH       SHARED               24234
D SM ENERGY CO                   COM              78454L10      1599    21885 SH       SHARED      01         860             21025
D SM ENERGY CO                   COM              78454L10        48      658 SH       SHARED      02         183               475
D SM ENERGY CO                   COM              78454L10       270     3700 SH       SHARED      10        3700
D SM ENERGY CO                   COM              78454L10         9      135 SH       SHARED      21         135
D SM ENERGY CO                   COM              78454L10         4       55 SH       SHR/OTHR    21                            55
D SORL AUTO PTS INC              COM              78461U10         0      103 SH       SHARED      02         103
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      5519    43984 SH       SHARED               22484             21500
D SPDR S^P 500 ETF TR            TR UNIT          78462F10   2175971 17338416 SH       SHARED            17338304               111
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       138    31695 SH CALL  SHARED               31695
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       215    38889 SH PUT   SHARED               38889
D SPDR S^P 500 ETF TR            TR UNIT          78462F10     69017   549939 SH       SHARED      01      329073            220866
D SPDR S^P 500 ETF TR            TR UNIT          78462F10        25      200 SH       SHR/OTHR    01                           200
D SPDR S^P 500 ETF TR            TR UNIT          78462F10    453248  3611543 SH       SHARED      02     3519223             92320
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       154    58970 SH CALL  SHARED      02       58970
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       221   136548 SH PUT   SHARED      02      136548
D SPDR S^P 500 ETF TR            TR UNIT          78462F10     21385   170399 SH       SHARED      04      100466             69933
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      9605    76541 SH       SHARED      10       76541
D SPDR S^P 500 ETF TR            TR UNIT          78462F10     44153   351820 SH       SHARED      15      351820
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      5970    47577 SH       SHARED      20       47225               352
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       744     5934 SH       SHR/OTHR    20                          5934
D SPDR S^P 500 ETF TR            TR UNIT          78462F10        83      665 SH       SHARED      21         665
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       578     4610 SH       SHR/OTHR    21                          4610
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      8785    70007 SH       SHARED      23       69192               815
D SPDR S^P 500 ETF TR            TR UNIT          78462F10     12986   103480 SH       SHR/OTHR    23                        103480
D S1 CORPORATION                 COM              78463B10       834    87188 SH       SHARED               87188
D S1 CORPORATION                 COM              78463B10        44     4650 SH       SHARED      01                          4650
D S1 CORPORATION                 COM              78463B10         7      764 SH       SHARED      02         764
D S1 CORPORATION                 COM              78463B10        34     3600 SH       SHARED      10        3600
D SPS COMM INC                   COM              78463M10        70     2722 SH       SHARED                2722
D SPS COMM INC                   COM              78463M10       301    11611 SH       SHARED      02       11611
D SPDR GOLD TRUST                GOLD SHS         78463V10      6940    45666 SH       SHARED               45666
D SPDR GOLD TRUST                GOLD SHS         78463V10     80914   532367 SH       SHARED              532367
D SPDR GOLD TRUST                GOLD SHS         78463V10        13     1102 SH CALL  SHARED                1102
D SPDR GOLD TRUST                GOLD SHS         78463V10        11     2800 SH PUT   SHARED                2800
D SPDR GOLD TRUST                GOLD SHS         78463V10     33656   221439 SH       SHARED      01      177251             44188
D SPDR GOLD TRUST                GOLD SHS         78463V10      6670    43887 SH       SHR/OTHR    01                  300    43587
D SPDR GOLD TRUST                GOLD SHS         78463V10     50391   331547 SH       SHARED      02      295979             35568
D SPDR GOLD TRUST                GOLD SHS         78463V10       113    28053 SH CALL  SHARED      02       28053
D SPDR GOLD TRUST                GOLD SHS         78463V10        87    24705 SH PUT   SHARED      02       24705
D SPDR GOLD TRUST                GOLD SHS         78463V10       386     2546 SH       SHARED      04        2546
D SPDR GOLD TRUST                GOLD SHS         78463V10     54397   357900 SH       SHARED      04      357900
D SPDR GOLD TRUST                GOLD SHS         78463V10     12159    80000 SH       SHARED      06       80000
D SPDR GOLD TRUST                GOLD SHS         78463V10     35488   233493 SH       SHARED      10      233493
D SPDR GOLD TRUST                GOLD SHS         78463V10       623     4101 SH       SHARED      20        3836               265
D SPDR GOLD TRUST                GOLD SHS         78463V10        75      500 SH       SHARED      21         500
D SPDR GOLD TRUST                GOLD SHS         78463V10       182     1200 SH       SHR/OTHR    21                          1200
D SPDR GOLD TRUST                GOLD SHS         78463V10      4169    27432 SH       SHARED      23       23736              3696
D SPDR GOLD TRUST                GOLD SHS         78463V10      5613    36931 SH       SHR/OTHR    23                         36931
D SPDR INDEX SHS FDS             S^P EM MKT DIV   78463X53       832    17723 SH       SHARED      02                         17723
D SPDR INDEX SHS FDS             EUROPE ETF       78463X60        10      300 SH       SHARED      02                           300
D SPDR INDEX SHS FDS             LATIN AMER ETF   78463X70       371     5383 SH       SHARED      02                          5383
D SPDR INDEX SHS FDS             DJ GLB RL ES ETF 78463X74        22      635 SH       SHARED      01         635
D SPDR INDEX SHS FDS             DJ GLB RL ES ETF 78463X74        42     1212 SH       SHR/OTHR    01                          1212
D SPDR INDEX SHS FDS             DJ GLB RL ES ETF 78463X74      2883    82652 SH       SHARED      02                         82652
D SPDR INDEX SHS FDS             DJ GLB RL ES ETF 78463X74        26      765 SH       SHARED      20         765
D SPDR INDEX SHS FDS             DJ GLB RL ES ETF 78463X74        23      670 SH       SHARED      23         670
D SPX CORP                       COM              78463510        38      631 SH       SHARED                 256               375
D SPX CORP                       COM              78463510      7428   123249 SH       SHARED              121432              1817
D SPX CORP                       COM              78463510     12842   213091 SH       SHARED      01      112236            100855
D SPX CORP                       COM              78463510      1884    31263 SH       SHR/OTHR    01                         31263
D SPX CORP                       COM              78463510       368     6119 SH       SHARED      02         517              5602
D SPX CORP                       COM              78463510       313     5200 SH       SHARED      04        5200
D SPX CORP                       COM              78463510        40      670 SH       SHARED      06         670
D SPX CORP                       COM              78463510     30484   505798 SH       SHARED      10      504500              1298
D SPX CORP                       COM              78463510      2097    34800 SH       SHARED      20       29740      105     4955
D SPX CORP                       COM              78463510        50      845 SH       SHR/OTHR    20                           845
D SPX CORP                       COM              78463510       151     2509 SH       SHARED      21        2509
D SPX CORP                       COM              78463510        14      245 SH       SHR/OTHR    21                           245
D SPX CORP                       COM              78463510      1593    26434 SH       SHARED      23       21809              4625
D SPX CORP                       COM              78463510       685    11366 SH       SHR/OTHR    23                         11366
D SPX CORP                       COM              78463510      1042    17300 SH       SHARED      26       17300
D SPDR SERIES TRUST              NUV HGHYLD MUN   78464A28        52     1000 SH       SHARED      02                          1000
D SPDR SERIES TRUST              WELLS FG PFD ETF 78464A29        25      600 SH       SHARED      02                           600
D SPDR SERIES TRUST              SHRT INTL ETF    78464A33       163     4605 SH       SHARED      02                          4605
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35       397    11000 SH       SHARED               11000
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        20      560 SH       SHARED      01         560
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        38     1065 SH       SHR/OTHR    01                          1065
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35      3326    91957 SH       SHARED      02          14             91943
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35       397    11000 SH       SHARED      04       11000
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35       912    25222 SH       SHARED      10       25222
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        24      688 SH       SHARED      20         688
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        21      584 SH       SHARED      23         584
D SPDR SERIES TRUST              LNG TRM CORP BD  78464A36       183     4650 SH       SHARED      02                          4650
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41     19994   520000 SH       SHARED              520000
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41       108     2820 SH       SHARED      01         120              2700
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41       207     5400 SH       SHR/OTHR    01                          5400
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41      3258    84747 SH       SHARED      02         753             83994
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41       111     2900 SH       SHARED      23        2900
D SPDR SERIES TRUST              NUVN BR SHT MUNI 78464A42         5      210 SH       SHARED      01         210
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45        52     2218 SH       SHARED      01        2218
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       114     4815 SH       SHR/OTHR    01                          4815
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45     10143   427283 SH       SHARED      02                        427283
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       106     4483 SH       SHARED      20        4483
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       112     4751 SH       SHARED      23        4751
D SPDR SERIES TRUST              BARC CAPTL ETF   78464A47       452    15034 SH       SHARED      02       15034
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49       987    17400 SH       SHARED               17400
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49      2383    42000 SH       SHARED               42000
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49       252     4450 SH       SHARED      02                          4450
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49       987    17400 SH       SHARED      04       17400
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51       362     6155 SH       SHARED      02                          6155
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51       921    15658 SH       SHARED      10       15658
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51        94     1599 SH       SHARED      20                          1599
D SPDR SERIES TRUST              COMP SOFTWARE    78464A59      2267    40467 SH       SHARED      02       40467
D SPDR SERIES TRUST              DJ REIT ETF      78464A60       193     3000 SH       SHARED                3000
D SPDR SERIES TRUST              DJ REIT ETF      78464A60        72     1122 SH       SHARED      02         800               322
D SPDR SERIES TRUST              DJ REIT ETF      78464A60       193     3000 SH       SHARED      04        3000
D SPDR SERIES TRUST              AEROSPACE DEF    78464A63      2822    50822 SH       SHARED      02       50822
D SPDR SERIES TRUST              BARCL CAP TIPS   78464A65        34      599 SH       SHARED      02          33               566
D SPDR SERIES TRUST              BRCLYS 1-3MT ETF 78464A68        14      321 SH       SHARED      02         321
D SPDR SERIES TRUST              S^P REGL BKG     78464A69        13      558 SH       SHARED      02         300               258
D SPDR SERIES TRUST              S^P REGL BKG     78464A69        13    15894 SH PUT   SHARED      02       15894
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71        34      650 SH       SHARED                 650
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71    316968  6031751 SH       SHARED             6031751
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71       186     3543 SH       SHARED      02        3400               143
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71         4     2453 SH CALL  SHARED      02        2453
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71         7    10958 SH PUT   SHARED      02       10958
D SPDR SERIES TRUST              S^P PHARMAC      78464A72      5133   100000 SH       SHARED              100000
D SPDR SERIES TRUST              S^P PHARMAC      78464A72         8      158 SH       SHARED      02                           158
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73       945    17943 SH       SHARED               17943
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73       305     5799 SH       SHARED                5799
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73         2      323 SH PUT   SHARED                 323
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73        68     1300 SH       SHARED      01        1300
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73      9542   181098 SH       SHARED      02      173818              7280
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73         1     2000 SH CALL  SHARED      02        2000
D SPDR SERIES TRUST              OILGAS EQUIP     78464A74         6      200 SH       SHARED      02         200
D SPDR SERIES TRUST              S^P METALS MNG   78464A75         9      200 SH       SHARED                 200
D SPDR SERIES TRUST              S^P METALS MNG   78464A75       527    10768 SH       SHARED      02        8700              2068
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76      4530    84104 SH       SHARED               84104
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76       206     3840 SH       SHARED      01        2000              1840
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76      8697   161447 SH       SHARED      02                        161447
D SPDR SERIES TRUST              S^P CAP MKTS     78464A77      2263    81000 SH       SHARED      02       81000
D SPDR SERIES TRUST              S^P INS ETF      78464A78         6      162 SH       SHARED      02                           162
D SPDR SERIES TRUST              S^P BK ETF       78464A79      2974   150000 SH       SHARED              150000
D SPDR SERIES TRUST              S^P BK ETF       78464A79         4      222 SH       SHARED      02          22               200
D SPDR SERIES TRUST              DJ MID CAP ETF   78464A84       932    16100 SH       SHARED      02       16100
D SPDR SERIES TRUST              S^P BIOTECH      78464A87     59760   900000 SH       SHARED              900000
D SPDR SERIES TRUST              S^P BIOTECH      78464A87        40      605 SH       SHARED      02           5               600
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88         1       99 SH       SHARED                  99
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88      2980   174272 SH       SHARED      02      166113              8159
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88         3     8425 SH CALL  SHARED      02        8425
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88         7    28750 SH PUT   SHARED      02       28750
D SRS LABS INC                   COM              78464M10        11     2031 SH       SHARED                2031
D SRS LABS INC                   COM              78464M10         0        9 SH       SHARED      02           9
D SRI/SURGICAL EXPRESS INC       COM              78464W10         9     2300 SH       SHARED      02        2300
D SS^C TECHNOLOGIES HLDGS INC    COM              78467J10       177     9846 SH       SHARED                9846
D SS^C TECHNOLOGIES HLDGS INC    COM              78467J10        72     4000 SH       SHARED      01                          4000
D SS^C TECHNOLOGIES HLDGS INC    COM              78467J10         0        9 SH       SHARED      02           9
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10      7806    64064 SH       SHARED               64064
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10       383     3150 SH       SHARED      01                          3150
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10     20967   172073 SH       SHARED      02      153100             18973
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10        16     1300 SH CALL  SHARED      02        1300
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10         4     2000 SH PUT   SHARED      02        2000
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10       116      958 SH       SHARED      04                           958
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10        42      350 SH       SHARED      23         350
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10     28229   177000 SH       SHARED              177000
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10       916     5749 SH       SHARED      01        5749
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10       939     5888 SH       SHARED      02         406              5482
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10         1      222 SH CALL  SHARED      02         222
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10        10      400 SH PUT   SHARED      02         400
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10      4844    30377 SH       SHARED      20       29127              1250
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10      1871    11733 SH       SHR/OTHR    23                         11733
D STEC INC                       COM              78477410      1161   135218 SH       SHARED              135218
D STEC INC                       COM              78477410         0      100 SH       SHARED      01         100
D STEC INC                       COM              78477410        86    10030 SH       SHARED      02          30             10000
D STR HLDGS INC                  COM              78478V10        78     9530 SH       SHARED                9530
D STR HLDGS INC                  COM              78478V10        25     3116 SH       SHARED      02        3116
D SVB FINL GROUP                 COM              78486Q10        46      966 SH       SHARED                 966
D SVB FINL GROUP                 COM              78486Q10      2477    51957 SH       SHARED               51957
D SVB FINL GROUP                 COM              78486Q10       803    16850 SH       SHARED      01        3450             13400
D SVB FINL GROUP                 COM              78486Q10     10530   220818 SH       SHARED      02      220818
D SVB FINL GROUP                 COM              78486Q10       472     9900 SH       SHARED      10        9900
D SABA SOFTWARE INC              COM NEW          78493260        62     7982 SH       SHARED                7982
D SABA SOFTWARE INC              COM NEW          78493260         0       22 SH       SHARED      02          22
D SWS GROUP INC                  COM              78503N10       371    54083 SH       SHARED               54083
D SWS GROUP INC                  COM              78503N10        85    12450 SH       SHARED      02       12450
D SWS GROUP INC                  COM              78503N10       177    25900 SH       SHARED      10       25900
D SXC HEALTH SOLUTIONS CORP      COM              78505P10      3630    64286 SH       SHARED               64286
D SXC HEALTH SOLUTIONS CORP      COM              78505P10      2460    43572 SH       SHARED      02       41572              2000
D SXC HEALTH SOLUTIONS CORP      COM              78505P10       163     2900 SH       SHARED      10        2900
D SXC HEALTH SOLUTIONS CORP      COM              78505P10        36      653 SH       SHARED      21         653
D S Y BANCORP INC                COM              78506010        86     4200 SH       SHARED                4200
D S Y BANCORP INC                COM              78506010         2      104 SH       SHARED      02         104
D SABINE ROYALTY TR              UNIT BEN INT     78568810       996    15800 SH       SHARED               15800
D SABINE ROYALTY TR              UNIT BEN INT     78568810       113     1800 SH       SHARED      01        1800
D SABINE ROYALTY TR              UNIT BEN INT     78568810        18      300 SH       SHR/OTHR    23                           300
D SABRA HEALTH CARE REIT INC     COM              78573L10      1830   151376 SH       SHARED              151376
D SABRA HEALTH CARE REIT INC     COM              78573L10         2      217 SH       SHARED      02         217
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920       110     7006 SH       SHARED                7006
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920         0       33 SH       SHARED      02          33
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920      2614   165609 SH       SHARED      26      165609
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920       641    40600 SH       SHARED      32       40600
D SAFETY INS GROUP INC           COM              78648T10       425    10502 SH       SHARED               10502
D SAFETY INS GROUP INC           COM              78648T10         3       80 SH       SHARED      02          80
D SAFETY INS GROUP INC           COM              78648T10        89     2200 SH       SHARED      10        2200
D SAFETY INS GROUP INC           COM              78648T10       109     2700 SH       SHARED      26        2700
D SAFEWAY INC                    COM NEW          78651420      1271    60414 SH       SHARED               60414
D SAFEWAY INC                    COM NEW          78651420      1771    84173 SH       SHARED               84173
D SAFEWAY INC                    COM NEW          78651420      2655   126198 SH       SHARED      01      119283              6915
D SAFEWAY INC                    COM NEW          78651420      2283   108539 SH       SHARED      02      106783              1756
D SAFEWAY INC                    COM NEW          78651420         0      271 SH CALL  SHARED      02         271
D SAFEWAY INC                    COM NEW          78651420     45954  2184145 SH       SHARED      04     2184145
D SAFEWAY INC                    COM NEW          78651420       380    18080 SH       SHARED      05       18080
D SAFEWAY INC                    COM NEW          78651420       987    46940 SH       SHARED      06       37440              9500
D SAFEWAY INC                    COM NEW          78651420      2086    99186 SH       SHARED      10       99186
D SAFEWAY INC                    COM NEW          78651420         9      450 SH       SHR/OTHR    20                           450
D SAFEWAY INC                    COM NEW          78651420       117     5575 SH       SHARED      21        5575
D SAFEWAY INC                    COM NEW          78651420        11      570 SH       SHR/OTHR    21                           570
D SAFEWAY INC                    COM NEW          78651420       298    14200 SH       SHARED      26       14200
D SAGA COMMUNICATIONS INC        CL A NEW         78659830        26      706 SH       SHARED                 706
D SAGA COMMUNICATIONS INC        CL A NEW         78659830         0        2 SH       SHARED      02           2
D SAGENT PHARMACEUTICALS INC     COM              78669210        57     2735 SH       SHARED                2735
D SAGENT PHARMACEUTICALS INC     COM              78669210         0        5 SH       SHARED      02           5
D SAIA INC                       COM              78709Y10       119     9578 SH       SHARED                9578
D SAIA INC                       COM              78709Y10         1      106 SH       SHARED      02         106
D ST JOE CO                      COM              79014810      1275    87014 SH       SHARED               87014
D ST JOE CO                      COM              79014810        14     1000 SH       SHARED      01                          1000
D ST JOE CO                      COM              79014810        61     4208 SH       SHARED      02        2108              2100
D ST JOE CO                      COM              79014810       432    29500 SH       SHARED      04       29500
D ST JOE CO                      COM              79014810        20     1400 SH       SHARED      10        1400
D ST JUDE MED INC                COM              79084910        24      719 SH       SHARED                 319               400
D ST JUDE MED INC                COM              79084910     31654   922862 SH       SHARED              919348              3514
D ST JUDE MED INC                COM              79084910      7421   216370 SH       SHARED      01      176348      300    39722
D ST JUDE MED INC                COM              79084910       864    25208 SH       SHR/OTHR    01                         25208
D ST JUDE MED INC                COM              79084910       527    15377 SH       SHARED      02        5950              9427
D ST JUDE MED INC                COM              79084910      7240   211100 SH       SHARED      04      211100
D ST JUDE MED INC                COM              79084910       127     3710 SH       SHARED      05        3710
D ST JUDE MED INC                COM              79084910      1253    36540 SH       SHARED      06       26490             10050
D ST JUDE MED INC                COM              79084910      5612   163633 SH       SHARED      10      162408              1225
D ST JUDE MED INC                COM              79084910      1812    52851 SH       SHARED      20       33212       95    19544
D ST JUDE MED INC                COM              79084910        79     2305 SH       SHR/OTHR    20                          2305
D ST JUDE MED INC                COM              79084910        82     2413 SH       SHARED      21        2413
D ST JUDE MED INC                COM              79084910       121     3532 SH       SHR/OTHR    21                          3532
D ST JUDE MED INC                COM              79084910      1494    43579 SH       SHARED      23       36952              6627
D ST JUDE MED INC                COM              79084910      1014    29582 SH       SHR/OTHR    23                         29582
D ST JUDE MED INC                COM              79084910       747    21800 SH       SHARED      26       21800
D ST JUDE MED INC                COM              79084910      1053    30701 SH       SHARED      32       30701
D ST MARY LD & EXPL CO           NOTE  3.500% 4/0 792228AD      7234  5300000 PRN      SHARED             5300000
D SAKS INC                       NOTE  2.000% 3/1 79377WAL        30    30000 PRN      SHARED               30000
D SAKS INC                       COM              79377W10      4964   509130 SH       SHARED              509130
D SAKS INC                       COM              79377W10       485    49800 SH       SHARED      01                         49800
D SAKS INC                       COM              79377W10      9512   975675 SH       SHARED      02      941437             34238
D SAKS INC                       COM              79377W10       356    36600 SH       SHARED      10       36600
D SALESFORCE COM INC             NOTE  0.750% 1/1 79466LAB      1878  1375000 PRN      SHARED                               1375000
D SALESFORCE COM INC             NOTE  0.750% 1/1 79466LAB     10176  7450000 PRN      SHARED      02     7450000
D SALESFORCE COM INC             NOTE  0.750% 1/1 79466LAB       683   500000 PRN      SHARED      04      500000
D SALESFORCE COM INC             COM              79466L30     12597   124163 SH       SHARED              124163
D SALESFORCE COM INC             COM              79466L30      3229    31833 SH       SHARED      01       31833
D SALESFORCE COM INC             COM              79466L30     76361   752624 SH       SHARED      02      750609              2015
D SALESFORCE COM INC             COM              79466L30      1034    10200 SH       SHARED      04       10200
D SALESFORCE COM INC             COM              79466L30        25      250 SH       SHARED      05         250
D SALESFORCE COM INC             COM              79466L30      3685    36326 SH       SHARED      06       32626              3700
D SALESFORCE COM INC             COM              79466L30      4206    41464 SH       SHARED      10       41464
D SALESFORCE COM INC             COM              79466L30       101     1000 SH       SHARED      23        1000
D SALESFORCE COM INC             COM              79466L30       212     2097 SH       SHARED      26        2097
D SALESFORCE COM INC             COM              79466L30       531     5235 SH       SHARED      29        5235
D SALIX PHARMACEUTICALS INC      NOTE  2.750% 5/1 795435AC      1913  1480000 PRN      SHARED      02     1480000
D SALIX PHARMACEUTICALS INC      COM              79543510      1006    21035 SH       SHARED               21035
D SALIX PHARMACEUTICALS INC      COM              79543510     15592   325856 SH       SHARED      02      325856
D SALIX PHARMACEUTICALS INC      COM              79543510      3828    80000 SH       SHARED      04       80000
D SALIX PHARMACEUTICALS INC      COM              79543510        71     1500 SH       SHARED      10        1500
D SALIX PHARMACEUTICALS INC      COM              79543510       756    15800 SH       SHARED      32       15800
D SALLY BEAUTY HLDGS INC         COM              79546E10      3672   173787 SH       SHARED              173787
D SALLY BEAUTY HLDGS INC         COM              79546E10       386    18292 SH       SHARED      01       18292
D SALLY BEAUTY HLDGS INC         COM              79546E10        19      904 SH       SHARED      02         904
D SALLY BEAUTY HLDGS INC         COM              79546E10        44     2100 SH       SHARED      10        2100
D SALLY BEAUTY HLDGS INC         COM              79546E10      4557   215695 SH       SHARED      31      215695
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110      3515   154455 SH       SHARED              154455
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110       104     4601 SH       SHARED      02           1              4600
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110        10      457 SH       SHARED      20         457
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110        22     1000 SH       SHARED      21        1000
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110        45     2000 SH       SHR/OTHR    23                          2000
D SANDERSON FARMS INC            COM              80001310      1098    21907 SH       SHARED               21907
D SANDERSON FARMS INC            COM              80001310         6      123 SH       SHARED      02         123
D SANDERSON FARMS INC            COM              80001310       165     3300 SH       SHARED      10        3300
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC       248   255000 PRN      SHARED              255000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC         7     8000 PRN      SHARED      02                          8000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC      3783  3888000 PRN      SHARED      06     1838000           2050000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC        29    30000 PRN      SHARED      10       30000
D SANDISK CORP                   NOTE  1.500% 8/1 80004CAD      1500  1275000 PRN      SHARED                               1275000
D SANDISK CORP                   NOTE  1.500% 8/1 80004CAD       588   500000 PRN      SHARED      04      500000
D SANDISK CORP                   NOTE  1.500% 8/1 80004CAD      2942  2500000 PRN      SHARED      06      300000           2200000
D SANDISK CORP                   COM              80004C10     39086   794270 SH       SHARED              794270
D SANDISK CORP                   COM              80004C10      3326    67600 SH       SHARED      01       67600
D SANDISK CORP                   COM              80004C10        95     1950 SH       SHR/OTHR    01                          1950
D SANDISK CORP                   COM              80004C10      8522   173178 SH       SHARED      02      164438              8740
D SANDISK CORP                   COM              80004C10         5      120 SH       SHARED      05         120
D SANDISK CORP                   COM              80004C10      1252    25460 SH       SHARED      06       19660              5800
D SANDISK CORP                   COM              80004C10      7855   159635 SH       SHARED      10      159635
D SANDISK CORP                   COM              80004C10        34      691 SH       SHARED      27         691
D SANDRIDGE PERMIAN TR           COM UNIT BEN INT 80007A10       358    15740 SH       SHARED      02                         15740
D SANDRIDGE ENERGY INC           COM              80007P30        20     2566 SH       SHARED                2566
D SANDRIDGE ENERGY INC           COM              80007P30      2747   336660 SH       SHARED              336660
D SANDRIDGE ENERGY INC           COM              80007P30       231    28396 SH       SHARED      01       28396
D SANDRIDGE ENERGY INC           COM              80007P30     29601  3627661 SH       SHARED      02     3626661              1000
D SANDRIDGE ENERGY INC           COM              80007P30         1     2214 SH CALL  SHARED      02        2214
D SANDRIDGE ENERGY INC           COM              80007P30       506    62100 SH       SHARED      10       62100
D SANDRIDGE ENERGY INC           COM              80007P30       816   100000 SH       SHARED      26      100000
D SANDY SPRING BANCORP INC       COM              80036310       143     8179 SH       SHARED                8179
D SANDY SPRING BANCORP INC       COM              80036310         0        6 SH       SHARED      02           6
D SANDY SPRING BANCORP INC       COM              80036310        31     1800 SH       SHARED      10        1800
D SANGAMO BIOSCIENCES INC        COM              80067710       645   227256 SH       SHARED              227256
D SANGAMO BIOSCIENCES INC        COM              80067710         5     1838 SH       SHARED      02        1838
D SANMINA SCI CORP               COM NEW          80090720       884    94978 SH       SHARED               94978
D SANMINA SCI CORP               COM NEW          80090720        19     2142 SH       SHARED      02          60              2082
D SANMINA SCI CORP               COM NEW          80090720       156    16800 SH       SHARED      10       16800
D SANOFI                         SPONSORED ADR    80105N10       132     3615 SH       SHARED                3615
D SANOFI                         SPONSORED ADR    80105N10       290     7937 SH       SHARED      01                          7937
D SANOFI                         SPONSORED ADR    80105N10       290     7963 SH       SHR/OTHR    01                          7963
D SANOFI                         SPONSORED ADR    80105N10       834    22849 SH       SHARED      02        2139             20710
D SANOFI                         SPONSORED ADR    80105N10         5      142 SH       SHARED      21                           142
D SANOFI                         SPONSORED ADR    80105N10       185     5075 SH       SHR/OTHR    23                          5075
D SANOFI                         RIGHT 12/31/2020 80105N11      2129  1774328 SH       SHARED             1774328
D SANOFI                         RIGHT 12/31/2020 80105N11       105    88250 SH       SHARED      01       80250              8000
D SANOFI                         RIGHT 12/31/2020 80105N11         0      269 SH       SHARED      02                           269
D SANOFI                         RIGHT 12/31/2020 80105N11         0      862 SH CALL  SHARED      02         862
D SANOFI                         RIGHT 12/31/2020 80105N11         3     3130 SH       SHARED      10        3130
D SANOFI                         RIGHT 12/31/2020 80105N11         0      285 SH       SHARED      20                           285
D SANOFI                         RIGHT 12/31/2020 80105N11         1     1000 SH       SHARED      23                          1000
D SANOFI                         RIGHT 12/31/2020 80105N11         0      700 SH       SHR/OTHR    23                           700
D SANOFI                         RIGHT 12/31/2020 80105N11       805   671455 SH       SHARED      26      671455
D SANOFI                         RIGHT 12/31/2020 80105N11       160   133700 SH       SHARED      32      133700
D SANTARUS INC                   COM              80281730        27     8433 SH       SHARED                8433
D SANTARUS INC                   COM              80281730         0       68 SH       SHARED      02          68
D SAP AG                         SPON ADR         80305420         5      101 SH       SHARED      02           1               100
D SAP AG                         SPON ADR         80305420         0      100 SH PUT   SHARED      02         100
D SAP AG                         SPON ADR         80305420        60     1140 SH       SHARED      21        1140
D SAPIENT CORP                   COM              80306210       474    37644 SH       SHARED               37644
D SAPIENT CORP                   COM              80306210      7702   611299 SH       SHARED      02      611299
D SARA LEE CORP                  COM              80311110     29777  1573870 SH       SHARED             1573870
D SARA LEE CORP                  COM              80311110      2761   145977 SH       SHARED      01      142977              3000
D SARA LEE CORP                  COM              80311110       754    39890 SH       SHARED      02       36023              3867
D SARA LEE CORP                  COM              80311110         0      300 SH CALL  SHARED      02         300
D SARA LEE CORP                  COM              80311110         0     4500 SH PUT   SHARED      02        4500
D SARA LEE CORP                  COM              80311110       587    31071 SH       SHARED      04       31071
D SARA LEE CORP                  COM              80311110        47     2500 SH       SHARED      04        2500
D SARA LEE CORP                  COM              80311110        36     1920 SH       SHARED      05        1920
D SARA LEE CORP                  COM              80311110      1269    67100 SH       SHARED      06       47450             19650
D SARA LEE CORP                  COM              80311110     11477   606626 SH       SHARED      10      606626
D SARA LEE CORP                  COM              80311110       222    11750 SH       SHARED      20                         11750
D SARA LEE CORP                  COM              80311110        28     1500 SH       SHR/OTHR    20                          1500
D SARA LEE CORP                  COM              80311110        94     5000 SH       SHARED      23                          5000
D SARA LEE CORP                  COM              80311110        63     3350 SH       SHR/OTHR    23                          3350
D SARA LEE CORP                  COM              80311110       473    25000 SH       SHARED      26       25000
D SARA LEE CORP                  COM              80311110      7724   408295 SH       SHARED      31      408295
D SARATOGA RES INC TEX           COM              80352110        73    10115 SH       SHARED      02         115             10000
D SASOL LTD                      SPONSORED ADR    80386630       112     2370 SH       SHARED                2370
D SASOL LTD                      SPONSORED ADR    80386630      2230    47050 SH       SHARED      02         200             46850
D SATCON TECHNOLOGY CORP         COM              80389310        16    27015 SH       SHARED               27015
D SATCON TECHNOLOGY CORP         COM              80389310        28    47500 SH       SHARED      01       47500
D SATCON TECHNOLOGY CORP         COM              80389310         2     4576 SH       SHARED      02        4576
D SAUER-DANFOSS INC              COM              80413710      5358   147990 SH       SHARED              147990
D SAUER-DANFOSS INC              COM              80413710        50     1400 SH       SHARED      01        1400
D SAUER-DANFOSS INC              COM              80413710         4      111 SH       SHARED      02         111
D SAUL CTRS INC                  COM              80439510       563    15907 SH       SHARED               15907
D SAUL CTRS INC                  COM              80439510         9      271 SH       SHARED      02         271
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10       573   257325 SH       SHARED              257325
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        20     9083 SH       SHARED      02        9083
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10       588   263737 SH       SHARED      04      263737
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10         8     3600 SH       SHARED      10        3600
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        84    38096 SH       SHARED      32       38096
D SCANA CORP NEW                 COM              80589M10      5502   122121 SH       SHARED              122121
D SCANA CORP NEW                 COM              80589M10      1365    30300 SH       SHARED      01       28300              2000
D SCANA CORP NEW                 COM              80589M10        40      900 SH       SHR/OTHR    01                           900
D SCANA CORP NEW                 COM              80589M10       328     7297 SH       SHARED      02         999              6298
D SCANA CORP NEW                 COM              80589M10        67     1500 SH       SHARED      04        1500
D SCANA CORP NEW                 COM              80589M10       135     3000 SH       SHARED      05        3000
D SCANA CORP NEW                 COM              80589M10       332     7370 SH       SHARED      06        3520              3850
D SCANA CORP NEW                 COM              80589M10      1351    29986 SH       SHARED      10       29986
D SCANA CORP NEW                 COM              80589M10       241     5350 SH       SHR/OTHR    23                          5350
D SCANA CORP NEW                 COM              80589M10       297     6600 SH       SHARED      30        6600
D SCANSOURCE INC                 COM              80603710       316     8784 SH       SHARED                8784
D SCANSOURCE INC                 COM              80603710         5      146 SH       SHARED      02         146
D SCANSOURCE INC                 COM              80603710       108     3000 SH       SHARED      10        3000
D SCHAWK INC                     CL A             80637310        51     4554 SH       SHARED                4554
D SCHAWK INC                     CL A             80637310        15     1350 SH       SHARED      01        1350
D SCHAWK INC                     CL A             80637310         0        4 SH       SHARED      02           4
D SCHAWK INC                     CL A             80637310        22     2000 SH       SHARED      10        2000
D SCHEIN HENRY INC               COM              80640710      1060    16467 SH       SHARED               16467
D SCHEIN HENRY INC               COM              80640710      3385    52548 SH       SHARED      01       24748             27800
D SCHEIN HENRY INC               COM              80640710     13008   201905 SH       SHARED      02      201705               200
D SCHEIN HENRY INC               COM              80640710        38      600 SH       SHARED      04         600
D SCHEIN HENRY INC               COM              80640710        34      540 SH       SHARED      05         540
D SCHEIN HENRY INC               COM              80640710        74     1150 SH       SHARED      06         900               250
D SCHEIN HENRY INC               COM              80640710       335     5200 SH       SHARED      10        5200
D SCHEIN HENRY INC               COM              80640710        32      500 SH       SHARED      23                           500
D SCHEIN HENRY INC               COM              80640710       155     2419 SH       SHARED      26        2419
D SCHIFF NUTRITION INTL INC      COM              80669310       111    10420 SH       SHARED               10420
D SCHIFF NUTRITION INTL INC      COM              80669310         0        8 SH       SHARED      02           8
D SCHLUMBERGER LTD               COM              80685710      1552    22728 SH       SHARED               11698             11030
D SCHLUMBERGER LTD               COM              80685710     46754   684442 SH       SHARED              464203            220239
D SCHLUMBERGER LTD               COM              80685710     38065   557247 SH       SHARED      01      468494             88753
D SCHLUMBERGER LTD               COM              80685710      4319    63228 SH       SHR/OTHR    01                         63228
D SCHLUMBERGER LTD               COM              80685710     13089   191620 SH       SHARED      02      163021             28599
D SCHLUMBERGER LTD               COM              80685710         3     2171 SH CALL  SHARED      02        2171
D SCHLUMBERGER LTD               COM              80685710         5     2117 SH PUT   SHARED      02        2117
D SCHLUMBERGER LTD               COM              80685710        14      209 SH       SHARED      04                           209
D SCHLUMBERGER LTD               COM              80685710    205155  3003298 SH       SHARED      04     3003298
D SCHLUMBERGER LTD               COM              80685710       410     6004 SH       SHARED      05        6004
D SCHLUMBERGER LTD               COM              80685710     20581   301301 SH       SHARED      06      191540            109761
D SCHLUMBERGER LTD               COM              80685710     34368   503121 SH       SHARED      10      501338              1783
D SCHLUMBERGER LTD               COM              80685710      3849    56352 SH       SHARED      20       48614      150     7588
D SCHLUMBERGER LTD               COM              80685710       329     4820 SH       SHR/OTHR    20                          4820
D SCHLUMBERGER LTD               COM              80685710       648     9495 SH       SHARED      21        9495
D SCHLUMBERGER LTD               COM              80685710       612     8963 SH       SHR/OTHR    21                          8963
D SCHLUMBERGER LTD               COM              80685710      9084   132992 SH       SHARED      23      119024             13968
D SCHLUMBERGER LTD               COM              80685710      9355   136957 SH       SHR/OTHR    23                        136957
D SCHLUMBERGER LTD               COM              80685710      2544    37256 SH       SHARED      26       37256
D SCHLUMBERGER LTD               COM              80685710        78     1156 SH       SHARED      27        1156
D SCHLUMBERGER LTD               COM              80685710      3158    46235 SH       SHARED      29       46235
D SCHLUMBERGER LTD               COM              80685710     13088   191610 SH       SHARED      31      191610
D SCHMITT INDS INC ORE           COM NEW          80687020         0       12 SH       SHARED      02          12
D SCHNITZER STL INDS             CL A             80688210      1601    37872 SH       SHARED               37872
D SCHNITZER STL INDS             CL A             80688210       194     4602 SH       SHARED      02        1102              3500
D SCHNITZER STL INDS             CL A             80688210        25      600 SH       SHARED      10         600
D SCHNITZER STL INDS             CL A             80688210       157     3730 SH       SHARED      26        3730
D SCHOLASTIC CORP                COM              80706610      1190    39707 SH       SHARED               39707
D SCHOLASTIC CORP                COM              80706610       233     7800 SH       SHARED      01                          7800
D SCHOLASTIC CORP                COM              80706610         0        7 SH       SHARED      02           7
D SCHOLASTIC CORP                COM              80706610       320    10700 SH       SHARED      10       10700
D SCHOOL SPECIALTY INC           SDCV  3.750%11/3 807863AM      5760  8000000 PRN      SHARED             8000000
D SCHOOL SPECIALTY INC           COM              80786310        74    29699 SH       SHARED               29699
D SCHOOL SPECIALTY INC           COM              80786310         0      126 SH       SHARED      02         126
D SCHOOL SPECIALTY INC           COM              80786310        42    16900 SH       SHARED      10       16900
D SCHULMAN A INC                 COM              80819410       848    40041 SH       SHARED               40041
D SCHULMAN A INC                 COM              80819410        13      634 SH       SHARED      02         634
D SCHULMAN A INC                 COM              80819410       266    12600 SH       SHARED      10       12600
D SCHWAB CHARLES CORP NEW        COM              80851310     39141  3476152 SH       SHARED             3476152
D SCHWAB CHARLES CORP NEW        COM              80851310      3436   305193 SH       SHARED      01      304378               815
D SCHWAB CHARLES CORP NEW        COM              80851310        15     1350 SH       SHR/OTHR    01                          1350
D SCHWAB CHARLES CORP NEW        COM              80851310       810    71995 SH       SHARED      02       71695               300
D SCHWAB CHARLES CORP NEW        COM              80851310        26     2350 SH       SHARED      05        2350
D SCHWAB CHARLES CORP NEW        COM              80851310      1139   101210 SH       SHARED      06       73110             28100
D SCHWAB CHARLES CORP NEW        COM              80851310      5630   500058 SH       SHARED      10      500058
D SCHWAB CHARLES CORP NEW        COM              80851310         5      530 SH       SHARED      20         370               160
D SCHWAB CHARLES CORP NEW        COM              80851310         1      130 SH       SHR/OTHR    20                           130
D SCHWAB CHARLES CORP NEW        COM              80851310       154    13717 SH       SHARED      23       13717
D SCHWAB CHARLES CORP NEW        COM              80851310       192    17060 SH       SHR/OTHR    23                         17060
D SCHWAB CHARLES CORP NEW        COM              80851310       460    40877 SH       SHARED      26       40877
D SCHWAB STRATEGIC TR            US BRD MKT ETF   80852410         3      100 SH       SHARED      02         100
D SCHWAB STRATEGIC TR            US LRG CAP ETF   80852420         2      100 SH       SHARED      02         100
D SCHWAB STRATEGIC TR            US MID-CAP ETF   80852450         4      200 SH       SHARED      02         200
D SCHWAB STRATEGIC TR            US SML CAP ETF   80852460         9      300 SH       SHARED      02         300
D SCHWAB STRATEGIC TR            US REIT ETF      80852484        13      500 SH       SHARED      02         500
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110      1551    23348 SH       SHARED               23348
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        39      601 SH       SHARED      01         601
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110         6       92 SH       SHARED      02          92
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110       259     3900 SH       SHARED      10        3900
D SCICLONE PHARMACEUTICALS INC   COM              80862K10        64    15148 SH       SHARED               15148
D SCICLONE PHARMACEUTICALS INC   COM              80862K10         0       25 SH       SHARED      02          25
D SCICLONE PHARMACEUTICALS INC   COM              80862K10       183    42700 SH       SHARED      26       42700
D SCIENTIFIC GAMES CORP          CL A             80874P10       711    73315 SH       SHARED               73315
D SCIENTIFIC GAMES CORP          CL A             80874P10       173    17850 SH       SHARED      01          50             17800
D SCIENTIFIC GAMES CORP          CL A             80874P10      1866   192403 SH       SHARED      02      192403
D SCIENTIFIC LEARNING CORP       COM              80876010         1      400 SH       SHARED      02         400
D SCIQUEST INC NEW               COM              80908T10        29     2072 SH       SHARED                2072
D SCIQUEST INC NEW               COM              80908T10       261    18310 SH       SHARED      02       18310
D SCOTTS MIRACLE GRO CO          CL A             81018610       219     4704 SH       SHARED                4704
D SCOTTS MIRACLE GRO CO          CL A             81018610       620    13300 SH       SHARED      01                         13300
D SCOTTS MIRACLE GRO CO          CL A             81018610       120     2571 SH       SHARED      02        1102              1469
D SCOTTS MIRACLE GRO CO          CL A             81018610        65     1400 SH       SHARED      10        1400
D SCRIPPS E W CO OHIO            CL A NEW         81105440       232    28983 SH       SHARED               28983
D SCRIPPS E W CO OHIO            CL A NEW         81105440         0       50 SH       SHARED      01          50
D SCRIPPS E W CO OHIO            CL A NEW         81105440         3      443 SH       SHARED      02         443
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      9103   214593 SH       SHARED              214593
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      1245    29358 SH       SHARED      01       25325              4033
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        27      650 SH       SHR/OTHR    01                           650
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        62     1481 SH       SHARED      02        1196               285
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510         4      100 SH       SHARED      05         100
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       279     6600 SH       SHARED      06        4400              2200
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      1121    26449 SH       SHARED      10       26449
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        15      365 SH       SHARED      20          75               290
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510         8      200 SH       SHR/OTHR    20                           200
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       148     3500 SH       SHARED      23                          3500
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       179     4230 SH       SHR/OTHR    23                          4230
D SEABOARD CORP                  COM              81154310       486      239 SH       SHARED                 239
D SEABOARD CORP                  COM              81154310       407      200 SH       SHARED      10         200
D SEABOARD CORP                  COM              81154310       346      170 SH       SHARED      26         170
D SEABRIGHT HOLDINGS INC         COM              81165610       408    53411 SH       SHARED               53411
D SEABRIGHT HOLDINGS INC         COM              81165610         1      206 SH       SHARED      02         206
D SEABRIGHT HOLDINGS INC         COM              81165610        27     3600 SH       SHARED      10        3600
D SEACHANGE INTL INC             COM              81169910       166    23728 SH       SHARED               23728
D SEACHANGE INTL INC             COM              81169910         0       13 SH       SHARED      02          13
D SEACOAST BKG CORP FLA          COM              81170730        49    32518 SH       SHARED               32518
D SEACOAST BKG CORP FLA          COM              81170730         0      488 SH       SHARED      02         488
D SEACOR HOLDINGS INC            COM              81190410      4244    47713 SH       SHARED               47713
D SEACOR HOLDINGS INC            COM              81190410       100     1125 SH       SHARED      01        1125
D SEACOR HOLDINGS INC            COM              81190410       237     2674 SH       SHARED      02        2674
D SEACOR HOLDINGS INC            COM              81190410        53      600 SH       SHARED      10         600
D SEABRIDGE GOLD INC             COM              81191610       307    19090 SH       SHARED               19090
D SEABRIDGE GOLD INC             COM              81191610        12      800 SH       SHARED      02         800
D SEALED AIR CORP NEW            COM              81211K10     11270   654906 SH       SHARED              654906
D SEALED AIR CORP NEW            COM              81211K10       699    40628 SH       SHARED      01       40628
D SEALED AIR CORP NEW            COM              81211K10        38     2260 SH       SHARED      02        1860               400
D SEALED AIR CORP NEW            COM              81211K10       175    10220 SH       SHARED      06        6420              3800
D SEALED AIR CORP NEW            COM              81211K10       732    42581 SH       SHARED      10       42581
D SEALED AIR CORP NEW            COM              81211K10       258    15000 SH       SHARED      26       15000
D SEALED AIR CORP NEW            COM              81211K10       301    17517 SH       SHARED      27       17517
D SEALY CORP                     COM              81213930        26    15505 SH       SHARED               15505
D SEALY CORP                     COM              81213930         0       17 SH       SHARED      02          17
D SEALY CORP                     SR SECD 3RD 8%   81213940       886    15614 SH       SHARED      02       15614
D SEARS HLDGS CORP               COM              81235010      3408   107247 SH       SHARED              107247
D SEARS HLDGS CORP               COM              81235010       294     9264 SH       SHARED      01        9264
D SEARS HLDGS CORP               COM              81235010      5101   160540 SH       SHARED      02      160540
D SEARS HLDGS CORP               COM              81235010         0      614 SH CALL  SHARED      02         614
D SEARS HLDGS CORP               COM              81235010        74     9440 SH PUT   SHARED      02        9440
D SEARS HLDGS CORP               COM              81235010       105     3310 SH       SHARED      06        2160              1150
D SEARS HLDGS CORP               COM              81235010       385    12132 SH       SHARED      10       12132
D SEATTLE GENETICS INC           COM              81257810       494    29601 SH       SHARED               29601
D SEATTLE GENETICS INC           COM              81257810       155     9300 SH       SHARED      01        9300
D SEATTLE GENETICS INC           COM              81257810        13      781 SH       SHARED      02         781
D SEATTLE GENETICS INC           COM              81257810      1413    84539 SH       SHARED      04       84539
D SEATTLE GENETICS INC           COM              81257810         4      289 SH       SHARED      21         289
D SEATTLE GENETICS INC           COM              81257810      3609   215928 SH       SHARED      26      215928
D SEATTLE GENETICS INC           COM              81257810       359    21500 SH       SHARED      32       21500
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10         0       11 SH       SHARED                  11
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10     12798   382052 SH       SHARED      02      382052
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10         3     2000 SH CALL  SHARED      02        2000
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10        36     9200 SH PUT   SHARED      02        9200
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20     18555   534896 SH       SHARED              534896
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        94     2735 SH       SHARED      01        2735
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        44     1285 SH       SHR/OTHR    01                          1285
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20     10298   296870 SH       SHARED      02      202055             94815
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        20     4350 SH CALL  SHARED      02        4350
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20         0     6000 SH PUT   SHARED      02        6000
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        28      830 SH       SHARED      20         830
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        23      687 SH       SHARED      23         687
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30     40231  1238259 SH       SHARED             1238259
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30       734    22600 SH       SHARED      01       21700               900
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30       506    15600 SH       SHR/OTHR    01                         15600
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30     18612   572869 SH       SHARED      02      564020              8849
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30         4     1400 SH CALL  SHARED      02        1400
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30         3     7909 SH PUT   SHARED      02        7909
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30       292     9000 SH       SHARED      04                          9000
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        32     1000 SH       SHARED      21        1000
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40         1       35 SH       SHARED                  35
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40      4857   124480 SH       SHARED      02      123487               993
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40         8    22518 SH PUT   SHARED      02       22518
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50    103695  1500012 SH       SHARED             1500012
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        37      547 SH       SHARED      01                           547
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50       511     7400 SH       SHR/OTHR    01                          7400
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50     37398   540984 SH       SHARED      02      538443              2541
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        73    13483 SH CALL  SHARED      02       13483
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        61    27582 SH PUT   SHARED      02       27582
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        13      200 SH       SHARED      20         200
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50       219     3180 SH       SHR/OTHR    23                          3180
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60     10682   821723 SH       SHARED              821723
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60         0     6650 SH CALL  SHARED                6650
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       659    50729 SH       SHARED      01       29529             21200
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       790    60800 SH       SHR/OTHR    01                         60800
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      4290   330040 SH       SHARED      02      314515             15525
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        58   113024 SH CALL  SHARED      02      113024
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       133   282966 SH PUT   SHARED      02      282966
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        91     7065 SH       SHARED      04                          7065
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       233    17977 SH       SHARED      20       17977
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      1970   151560 SH       SHARED      23      151560
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       260    20000 SH       SHR/OTHR    23                         20000
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      1950   150000 SH       SHARED      26      150000
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70     17551   520055 SH       SHARED              520055
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        32      956 SH       SHARED      02           1               955
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        14     9528 SH CALL  SHARED      02        9528
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70         7    13277 SH PUT   SHARED      02       13277
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        15      447 SH       SHARED      20         447
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        12      385 SH       SHR/OTHR    23                           385
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80      1939    76197 SH       SHARED               76197
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80       454    17855 SH       SHARED      01        2950             14905
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80        76     3000 SH       SHR/OTHR    01                          3000
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80       579    22780 SH       SHARED      02       16630              6150
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80         4     5500 SH CALL  SHARED      02        5500
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80         0     1000 SH PUT   SHARED      02        1000
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80        10      395 SH       SHARED      20         395
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80       255    10025 SH       SHR/OTHR    23                         10025
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88     26988   750104 SH       SHARED              750104
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88       847    23555 SH       SHARED      01       22500              1055
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88       431    12000 SH       SHR/OTHR    01                         12000
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88     19540   543090 SH       SHARED      02      527685             15405
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88         3    13050 SH PUT   SHARED      02       13050
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88        15      425 SH       SHARED      23                           425
D SELECT COMFORT CORP            COM              81616X10      3898   179722 SH       SHARED              179722
D SELECT COMFORT CORP            COM              81616X10       639    29481 SH       SHARED      01       24731              4750
D SELECT COMFORT CORP            COM              81616X10      1143    52700 SH       SHR/OTHR    01                         52700
D SELECT COMFORT CORP            COM              81616X10       263    12131 SH       SHARED      02        4571              7560
D SELECT COMFORT CORP            COM              81616X10        86     4000 SH       SHARED      10        4000
D SELECT MED HLDGS CORP          COM              81619Q10       192    22695 SH       SHARED               22695
D SELECT MED HLDGS CORP          COM              81619Q10        12     1427 SH       SHARED      02        1427
D SELECT MED HLDGS CORP          COM              81619Q10        28     3400 SH       SHARED      10        3400
D SELECTIVE INS GROUP INC        COM              81630010      2172   122538 SH       SHARED              122538
D SELECTIVE INS GROUP INC        COM              81630010         3      175 SH       SHARED      01         175
D SELECTIVE INS GROUP INC        COM              81630010        87     4940 SH       SHARED      02        4940
D SELECTIVE INS GROUP INC        COM              81630010       359    20300 SH       SHARED      10       20300
D SEMGROUP CORP                  CL A             81663A10       350    13457 SH       SHARED               13457
D SEMGROUP CORP                  CL A             81663A10        10      414 SH       SHARED      02         414
D SEMGROUP CORP                  CL A             81663A10       211     8100 SH       SHARED      10        8100
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20       186    79291 SH       SHARED               76191              3100
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20        11     4987 SH       SHARED      02        4987
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620         0     3400 SH       SHARED      02        2900               500
D SEMILEDS CORP                  COM              81664510       206    60636 SH       SHARED               60636
D SEMILEDS CORP                  COM              81664510         0        1 SH       SHARED      02           1
D SEMTECH CORP                   COM              81685010      1460    58830 SH       SHARED               58830
D SEMTECH CORP                   COM              81685010       504    20325 SH       SHARED      01          25             20300
D SEMTECH CORP                   COM              81685010        21      868 SH       SHARED      02          48               820
D SEMPRA ENERGY                  COM              81685110     19808   360155 SH       SHARED              360155
D SEMPRA ENERGY                  COM              81685110      3211    58398 SH       SHARED      01       58398
D SEMPRA ENERGY                  COM              81685110       127     2321 SH       SHARED      02        1871               450
D SEMPRA ENERGY                  COM              81685110     32989   599800 SH       SHARED      04      599800
D SEMPRA ENERGY                  COM              81685110     29394   534450 SH       SHARED      05      534450
D SEMPRA ENERGY                  COM              81685110    174432  3171500 SH       SHARED      06       17700           3153800
D SEMPRA ENERGY                  COM              81685110     17432   316946 SH       SHARED      10      316946
D SEMPRA ENERGY                  COM              81685110        13      240 SH       SHARED      20                           240
D SEMPRA ENERGY                  COM              81685110       170     3106 SH       SHR/OTHR    23                          3106
D SENECA FOODS CORP NEW          CL A             81707050        65     2554 SH       SHARED                2554
D SENECA FOODS CORP NEW          CL A             81707050         1       49 SH       SHARED      02          49
D SENECA FOODS CORP NEW          CL A             81707050        39     1527 SH       SHARED      10        1527
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10      9284   413731 SH       SHARED              413731
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10      1198    53400 SH       SHARED      01        3600             49800
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10       240    10713 SH       SHARED      02          13             10700
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10      7920   352978 SH       SHARED      10      352978
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10    147216  6560487 SH       SHARED      11     3814833           6560487
D SENOMYX INC                    COM              81724Q10        79    22756 SH       SHARED               22756
D SENOMYX INC                    COM              81724Q10        58    16952 SH       SHARED               16952
D SENOMYX INC                    COM              81724Q10       152    43709 SH       SHARED      02         277             43432
D SENOMYX INC                    COM              81724Q10      1822   523637 SH       SHARED      04      523637
D SENOMYX INC                    COM              81724Q10       154    44470 SH       SHARED      10       44470
D SENSIENT TECHNOLOGIES CORP     COM              81725T10      1785    47115 SH       SHARED               47115
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       583    15400 SH       SHARED      01                         15400
D SENSIENT TECHNOLOGIES CORP     COM              81725T10         0       15 SH       SHARED      02          15
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       451    11900 SH       SHARED      10       11900
D SEQUENOM INC                   COM NEW          81733740       292    65816 SH       SHARED               65816
D SEQUENOM INC                   COM NEW          81733740         0      184 SH       SHARED      02         184
D SEQUENOM INC                   COM NEW          81733740       429    96453 SH       SHARED      04       96453
D SERACARE LIFE SCIENCES INC D   COM              81747T10         0        7 SH       SHARED      02           7
D SERVICE CORP INTL              COM              81756510       269    25299 SH       SHARED               25299
D SERVICE CORP INTL              COM              81756510       747    70200 SH       SHARED      01                         70200
D SERVICE CORP INTL              COM              81756510         0       25 SH       SHARED      02          25
D SERVICE CORP INTL              COM              81756510       204    19200 SH       SHARED      10       19200
D SERVICESOURCE INTL LLC         COM              81763U10         4      300 SH       SHARED                 300
D SERVICESOURCE INTL LLC         COM              81763U10        59     3783 SH       SHARED      01        3783
D SERVICESOURCE INTL LLC         COM              81763U10       349    22283 SH       SHARED      02          33             22250
D 7 DAYS GROUP HLDGS LTD         ADR              81783J10       307    27574 SH       SHARED               27574
D 7 DAYS GROUP HLDGS LTD         ADR              81783J10         5      487 SH       SHARED      02         487
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20       768    19205 SH       SHARED               19205
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20        16      416 SH       SHARED      02         416
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20       740    18500 SH       SHARED      26       18500
D SHANDA GAMES LTD               SP ADR REPTG A   81941U10      1342   343440 SH       SHARED              343440
D SHANDA GAMES LTD               SP ADR REPTG A   81941U10         6     1722 SH       SHARED      02        1722
D SHANGPHARMA CORP               SPONSORED ADR    81943P10        22     3050 SH       SHARED                3050
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20      6408   322541 SH       SHARED              322541
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       172     8670 SH       SHARED      02        8670
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        37     1900 SH       SHARED      04        1900
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20      1500    75507 SH       SHARED      05       75507
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       603    30350 SH       SHARED      06       27300              3050
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       198    10000 SH       SHARED      23                         10000
D SHAW GROUP INC                 COM              82028010     13489   501468 SH       SHARED              501468
D SHAW GROUP INC                 COM              82028010       720    26800 SH       SHARED      01        6700             20100
D SHAW GROUP INC                 COM              82028010        25      949 SH       SHARED      02         949
D SHAW GROUP INC                 COM              82028010        80     3000 SH       SHARED      10        3000
D SHENANDOAH TELECOMMUNICATION   COM              82312B10        91     8738 SH       SHARED                8738
D SHENANDOAH TELECOMMUNICATION   COM              82312B10        62     5929 SH       SHARED      02        5929
D SHERWIN WILLIAMS CO            COM              82434810      6425    71979 SH       SHARED               71979
D SHERWIN WILLIAMS CO            COM              82434810      2445    27399 SH       SHARED      01       25899              1500
D SHERWIN WILLIAMS CO            COM              82434810       470     5271 SH       SHARED      02         971              4300
D SHERWIN WILLIAMS CO            COM              82434810         7       80 SH       SHARED      05          80
D SHERWIN WILLIAMS CO            COM              82434810       430     4820 SH       SHARED      06        2570              2250
D SHERWIN WILLIAMS CO            COM              82434810      2228    24958 SH       SHARED      10       24958
D SHERWIN WILLIAMS CO            COM              82434810       196     2200 SH       SHARED      20        2200
D SHERWIN WILLIAMS CO            COM              82434810        17      200 SH       SHARED      23         200
D SHERWIN WILLIAMS CO            COM              82434810        28      324 SH       SHR/OTHR    23                           324
D SHILOH INDS INC                COM              82454310        32     3885 SH       SHARED                3885
D SHILOH INDS INC                COM              82454310         0        1 SH       SHARED      02           1
D SHINER INTL INC                COM              82456810         0        2 SH       SHARED      02           2
D SHINHAN FINANCIAL GROUP CO L   SPN ADR RESTRD   82459610         1       16 SH       SHARED      02          16
D SHINHAN FINANCIAL GROUP CO L   SPN ADR RESTRD   82459610      1200    17600 SH       SHARED      04       17600
D SHIRE PLC                      SPONSORED ADR    82481R10      4374    42105 SH       SHARED               42105
D SHIRE PLC                      SPONSORED ADR    82481R10      1758    16927 SH       SHARED      02                         16927
D SHIRE PLC                      SPONSORED ADR    82481R10      5571    53626 SH       SHARED      04       53626
D SHIRE PLC                      SPONSORED ADR    82481R10        67      654 SH       SHARED      21         654
D SHIRE PLC                      SPONSORED ADR    82481R10       200     1930 SH       SHARED      23        1930
D SHOE CARNIVAL INC              COM              82488910        79     3097 SH       SHARED                3097
D SHOE CARNIVAL INC              COM              82488910         0        5 SH       SHARED      02           5
D SHOE CARNIVAL INC              COM              82488910       105     4100 SH       SHARED      10        4100
D SHORE BANCSHARES INC           COM              82510710         5     1000 SH       SHARED      02                          1000
D SHORETEL INC                   COM              82521110       496    77758 SH       SHARED               77758
D SHORETEL INC                   COM              82521110         0       34 SH       SHARED      02          34
D SHUFFLE MASTER INC             COM              82554910       194    16579 SH       SHARED               16579
D SHUFFLE MASTER INC             COM              82554910         3      319 SH       SHARED      02         319
D SHUTTERFLY INC                 COM              82568P30      9553   419761 SH       SHARED              419761
D SHUTTERFLY INC                 COM              82568P30      4458   195902 SH       SHARED      02      195902
D SIEMENS A G                    SPONSORED ADR    82619750     11541   120716 SH       SHARED              120716
D SIEMENS A G                    SPONSORED ADR    82619750         9      100 SH       SHARED      01                           100
D SIEMENS A G                    SPONSORED ADR    82619750        47      501 SH       SHARED      02           1               500
D SIEMENS A G                    SPONSORED ADR    82619750         0       50 SH CALL  SHARED      02          50
D SIEMENS A G                    SPONSORED ADR    82619750        44      468 SH       SHARED      21         468
D SIEMENS A G                    SPONSORED ADR    82619750       143     1500 SH       SHARED      23        1500
D SIEMENS A G                    SPONSORED ADR    82619750       117     1230 SH       SHR/OTHR    23                          1230
D SIERRA BANCORP                 COM              82620P10        77     8799 SH       SHARED                8799
D SIERRA BANCORP                 COM              82620P10         0        5 SH       SHARED      02           5
D SIERRA WIRELESS INC            COM              82651610       244    34790 SH       SHARED               34790
D SIFY TECHNOLOGIES LIMITED      SPONSORED ADR    82655M10       114    28519 SH       SHARED               28519
D SIFY TECHNOLOGIES LIMITED      SPONSORED ADR    82655M10         0       52 SH       SHARED      02          52
D SIGMA ALDRICH CORP             COM              82655210      4265    68294 SH       SHARED               68294
D SIGMA ALDRICH CORP             COM              82655210      2643    42321 SH       SHARED      01       38726              3595
D SIGMA ALDRICH CORP             COM              82655210       103     1650 SH       SHR/OTHR    01                          1650
D SIGMA ALDRICH CORP             COM              82655210       518     8303 SH       SHARED      02        3838              4465
D SIGMA ALDRICH CORP             COM              82655210         0      342 SH PUT   SHARED      02         342
D SIGMA ALDRICH CORP             COM              82655210        62     1000 SH       SHARED      04        1000
D SIGMA ALDRICH CORP             COM              82655210       684    10960 SH       SHARED      05       10960
D SIGMA ALDRICH CORP             COM              82655210       479     7680 SH       SHARED      06        4480              3200
D SIGMA ALDRICH CORP             COM              82655210      2152    34470 SH       SHARED      10       34470
D SIGMA ALDRICH CORP             COM              82655210       599     9600 SH       SHR/OTHR    20                          9600
D SIGMA ALDRICH CORP             COM              82655210         5       95 SH       SHR/OTHR    21                            95
D SIGMA ALDRICH CORP             COM              82655210       140     2250 SH       SHR/OTHR    23                          2250
D SIGMA ALDRICH CORP             COM              82655210       861    13794 SH       SHARED      27       13794
D SIGMA DESIGNS INC              COM              82656510       213    35632 SH       SHARED               35632
D SIGMA DESIGNS INC              COM              82656510        41     6900 SH       SHARED      01        6900
D SIGMA DESIGNS INC              COM              82656510         1      169 SH       SHARED      02         169
D SIGNATURE BK NEW YORK N Y      COM              82669G10      3125    52095 SH       SHARED               52095
D SIGNATURE BK NEW YORK N Y      COM              82669G10      1181    19700 SH       SHARED      01        5500             14200
D SIGNATURE BK NEW YORK N Y      COM              82669G10      3365    56104 SH       SHARED      02       54824              1280
D SIGNATURE BK NEW YORK N Y      COM              82669G10       551     9200 SH       SHARED      10        9200
D SIGNATURE BK NEW YORK N Y      COM              82669G10        19      321 SH       SHARED      21         321
D SIGNATURE BK NEW YORK N Y      COM              82669G10      3597    59967 SH       SHARED      31       59967
D SIGNATURE BK NEW YORK N Y      *W EXP 12/12/201 82669G11       880    25000 SH       SHARED      02       25000
D SIGA TECHNOLOGIES INC          COM              82691710        28    11179 SH       SHARED               11179
D SIGA TECHNOLOGIES INC          COM              82691710         0      277 SH       SHARED      02         277
D SIGA TECHNOLOGIES INC          COM              82691710       152    60346 SH       SHARED      04       60346
D SILICON LABORATORIES INC       COM              82691910       810    18674 SH       SHARED               18674
D SILICON LABORATORIES INC       COM              82691910      1024    23600 SH       SHARED      01       10800             12800
D SILICON LABORATORIES INC       COM              82691910         0        1 SH       SHARED      02           1
D SILICON LABORATORIES INC       COM              82691910        34      800 SH       SHARED      10         800
D SILGAN HOLDINGS INC            COM              82704810      2161    55941 SH       SHARED               55941
D SILGAN HOLDINGS INC            COM              82704810       602    15600 SH       SHARED      01                         15600
D SILGAN HOLDINGS INC            COM              82704810         0        3 SH       SHARED      02           3
D SILGAN HOLDINGS INC            COM              82704810       479    12400 SH       SHARED      10       12400
D SILICON IMAGE INC              COM              82705T10       389    82815 SH       SHARED               82815
D SILICON IMAGE INC              COM              82705T10         0      118 SH       SHARED      02         118
D SILICON IMAGE INC              COM              82705T10        86    18300 SH       SHARED      10       18300
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10       449    21950 SH       SHARED               21950
D SILICON GRAPHICS INTL CORP     COM              82706L10       107     9383 SH       SHARED                9383
D SILICON GRAPHICS INTL CORP     COM              82706L10        36     3200 SH       SHARED      01                          3200
D SILICON GRAPHICS INTL CORP     COM              82706L10        40     3500 SH       SHARED      02         250              3250
D SILICON GRAPHICS INTL CORP     COM              82706L10       186    16300 SH       SHARED      10       16300
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486       137    31457 SH       SHARED               31457
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         1      349 SH       SHARED      02         349
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486       471   108200 SH       SHARED      04      108200
D SILVER BULL RES INC            COM              82745810         0        5 SH       SHARED      02           5
D SILVER STD RES INC             COM              82823L10       333    24137 SH       SHARED               24137
D SILVER STD RES INC             COM              82823L10       543    39327 SH       SHARED      02         227             39100
D SILVER STD RES INC             COM              82823L10      3202   231713 SH       SHARED      04      231713
D SILVER WHEATON CORP            COM              82833610         2      100 SH       SHARED                                   100
D SILVER WHEATON CORP            COM              82833610      6442   222477 SH       SHARED              222477
D SILVER WHEATON CORP            COM              82833610       115     3984 SH       SHARED      02        3024               960
D SILVER WHEATON CORP            COM              82833610         0      500 SH CALL  SHARED      02         500
D SILVER WHEATON CORP            COM              82833610     11473   396181 SH       SHARED      04      396181
D SILVER WHEATON CORP            COM              82833610        88     3040 SH       SHARED      05        3040
D SILVER WHEATON CORP            COM              82833610       616    21300 SH       SHARED      06       18300              3000
D SILVER WHEATON CORP            COM              82833610        13      473 SH       SHARED      21         473
D SILVER WHEATON CORP            COM              82833610        37     1300 SH       SHR/OTHR    23                          1300
D SILVER WHEATON CORP            COM              82833610        45     1573 SH       SHARED      26        1573
D SILVER WHEATON CORP            COM              82833610        83     2876 SH       SHARED      27        2876
D SILVER WHEATON CORP            COM              82833610      2633    90950 SH       SHARED      29       90950
D SILVER WHEATON CORP            COM              82833610      1158    40000 SH       SHARED      30       40000
D SILVERCORP METALS INC          COM              82835P10      1290   201702 SH       SHARED              201702
D SILVERCORP METALS INC          COM              82835P10        90    14100 SH       SHARED      02       14100
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10       510    54301 SH       SHARED               54301
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10       455    48500 SH       SHARED      26       48500
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020       143     5262 SH       SHARED                5262
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020       202     7442 SH       SHARED      02        7442
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020        43     1600 SH       SHARED      10        1600
D SIMON PPTY GROUP INC NEW       COM              82880610         3       31 SH       SHARED                  31
D SIMON PPTY GROUP INC NEW       COM              82880610     57484   445820 SH       SHARED              445820
D SIMON PPTY GROUP INC NEW       COM              82880610         0     2000 SH PUT   SHARED                2000
D SIMON PPTY GROUP INC NEW       COM              82880610      8507    65979 SH       SHARED      01       65979
D SIMON PPTY GROUP INC NEW       COM              82880610      1311    10174 SH       SHARED      02        9097              1077
D SIMON PPTY GROUP INC NEW       COM              82880610        11     1050 SH CALL  SHARED      02        1050
D SIMON PPTY GROUP INC NEW       COM              82880610         7     1984 SH PUT   SHARED      02        1984
D SIMON PPTY GROUP INC NEW       COM              82880610       522     4056 SH       SHARED      04        4056
D SIMON PPTY GROUP INC NEW       COM              82880610        70      548 SH       SHARED      05         548
D SIMON PPTY GROUP INC NEW       COM              82880610      3244    25165 SH       SHARED      06       16582              8583
D SIMON PPTY GROUP INC NEW       COM              82880610     49961   387481 SH       SHARED      10      387481
D SIMON PPTY GROUP INC NEW       COM              82880610    776198  6019843 SH       SHARED      11     3491376           2528467
D SIMON PPTY GROUP INC NEW       COM              82880610       870     6752 SH       SHARED      20                          6752
D SIMON PPTY GROUP INC NEW       COM              82880610        78      606 SH       SHARED      23         256               350
D SIMON PPTY GROUP INC NEW       COM              82880610       131     1022 SH       SHR/OTHR    23                          1022
D SIMON PPTY GROUP INC NEW       COM              82880610      2727    21152 SH       SHARED      26       21152
D SIMON PPTY GROUP INC NEW       COM              82880610     12282    95256 SH       SHARED      31       95256
D SIMPSON MANUFACTURING CO INC   COM              82907310       819    24359 SH       SHARED               24359
D SIMPSON MANUFACTURING CO INC   COM              82907310        13      394 SH       SHARED      02         214               180
D SIMPSON MANUFACTURING CO INC   COM              82907310       343    10200 SH       SHARED      10       10200
D SIMS METAL MANAGEMENT LTD      SPONS ADR        82916010        73     5685 SH       SHARED                5685
D SIMULATIONS PLUS INC           COM              82921410         0        2 SH       SHARED      02           2
D SINCLAIR BROADCAST GROUP INC   CL A             82922610       379    33530 SH       SHARED               33530
D SINCLAIR BROADCAST GROUP INC   CL A             82922610         5      520 SH       SHARED      02         520
D SINCLAIR BROADCAST GROUP INC   CL A             82922610       115    10200 SH       SHARED      10       10200
D SINGAPORE FD INC               COM              82929L10       145    13314 SH       SHARED      01                         13314
D SINGAPORE FD INC               COM              82929L10       137    12648 SH       SHARED      23       12648
D SINGAPORE FD INC               COM              82929L10       306    28110 SH       SHR/OTHR    23                         28110
D SINOHUB INC                    COM              82935L10         0      114 SH       SHARED      02         114
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10       205     6223 SH       SHARED                6223
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10        11      333 SH       SHARED      02         333
D SINOCOKING COAL & COKE CH IN   COM              82935710         4     1855 SH       SHARED                1855
D SINOCOKING COAL & COKE CH IN   COM              82935710         0        1 SH       SHARED      02           1
D SINO CLEAN ENERGY INC          COM NEW          82936G20        24    24369 SH       SHARED               24369
D SIRONA DENTAL SYSTEMS INC      COM              82966C10      1865    42348 SH       SHARED               42348
D SIRONA DENTAL SYSTEMS INC      COM              82966C10         1       25 SH       SHARED      01          25
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        52     1195 SH       SHARED      02         195              1000
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        52     1200 SH       SHARED      10        1200
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        11      254 SH       SHARED      21         254
D SIRIUS XM RADIO INC            COM              82967N10      4624  2540784 SH       SHARED             2540784
D SIRIUS XM RADIO INC            COM              82967N10      1898  1043031 SH       SHARED      01     1043031
D SIRIUS XM RADIO INC            COM              82967N10      9018  4955238 SH       SHARED      02     4954318               920
D SIRIUS XM RADIO INC            COM              82967N10         3     2018 SH       SHARED      05        2018
D SIRIUS XM RADIO INC            COM              82967N10        45    25000 SH       SHARED      06       25000
D SIRIUS XM RADIO INC            COM              82967N10       321   176400 SH       SHARED      10      176400
D SIX FLAGS ENTMT CORP NEW       COM              83001A10      1159    28115 SH       SHARED               28115
D SIX FLAGS ENTMT CORP NEW       COM              83001A10       843    20448 SH       SHARED      01       17048              3400
D SIX FLAGS ENTMT CORP NEW       COM              83001A10      1538    37300 SH       SHR/OTHR    01                         37300
D SIX FLAGS ENTMT CORP NEW       COM              83001A10        35      865 SH       SHARED      02         865
D SKECHERS U S A INC             CL A             83056610       401    33101 SH       SHARED               33101
D SKECHERS U S A INC             CL A             83056610         2      219 SH       SHARED      02         219
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        33     6185 SH       SHARED                6185
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10       116    21300 SH       SHARED      01       21300
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10         1      216 SH       SHARED      02         216
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        55    10200 SH       SHARED      10       10200
D SKULLCANDY INC                 COM              83083J10       194    15561 SH       SHARED               15561
D SKULLCANDY INC                 COM              83083J10        77     6209 SH       SHARED      02        2709              3500
D SKYLINE CORP                   COM              83083010        78    18132 SH       SHARED               18132
D SKYLINE CORP                   COM              83083010        10     2499 SH       SHARED      01        2499
D SKYLINE CORP                   COM              83083010       279    64302 SH       SHARED      02       64302
D SKYLINE CORP                   COM              83083010        28     6600 SH       SHARED      10        6600
D SKY-MOBI LTD                   SPONSORED ADS    83084G10       183    60000 SH       SHARED      26       60000
D SKYPEOPLE FRUIT JUICE INC      COM NEW          83086T20      1033   555458 SH       SHARED              555458
D SKYWEST INC                    COM              83087910       143    11425 SH       SHARED               11425
D SKYWEST INC                    COM              83087910        80     6400 SH       SHARED      01        6400
D SKYWEST INC                    COM              83087910         3      269 SH       SHARED      02         269
D SKYWEST INC                    COM              83087910        50     4000 SH       SHARED      10        4000
D SKYWORKS SOLUTIONS INC         NOTE  1.500% 3/0 83088MAH       510   300000 PRN      SHARED              300000
D SKYWORKS SOLUTIONS INC         COM              83088M10        15      955 SH       SHARED                 435               520
D SKYWORKS SOLUTIONS INC         COM              83088M10     21913  1351000 SH       SHARED             1345940              5060
D SKYWORKS SOLUTIONS INC         COM              83088M10      5433   334968 SH       SHARED      01      211614            123354
D SKYWORKS SOLUTIONS INC         COM              83088M10      1980   122117 SH       SHR/OTHR    01                        122117
D SKYWORKS SOLUTIONS INC         COM              83088M10     11791   726997 SH       SHARED      02      701143             25854
D SKYWORKS SOLUTIONS INC         COM              83088M10       291    18000 SH       SHARED      04       18000
D SKYWORKS SOLUTIONS INC         COM              83088M10       322    19912 SH       SHARED      10       18400              1512
D SKYWORKS SOLUTIONS INC         COM              83088M10       596    36790 SH       SHARED      20       30710      130     5950
D SKYWORKS SOLUTIONS INC         COM              83088M10        17     1070 SH       SHR/OTHR    20                          1070
D SKYWORKS SOLUTIONS INC         COM              83088M10        50     3120 SH       SHARED      21        3120
D SKYWORKS SOLUTIONS INC         COM              83088M10        19     1175 SH       SHR/OTHR    21                          1175
D SKYWORKS SOLUTIONS INC         COM              83088M10       601    37065 SH       SHARED      23       30175              6890
D SKYWORKS SOLUTIONS INC         COM              83088M10       452    27870 SH       SHR/OTHR    23                         27870
D SKYWORKS SOLUTIONS INC         COM              83088M10       329    20300 SH       SHARED      26       20300
D SMART BALANCE INC              COM              83169Y10       104    19467 SH       SHARED               19467
D SMART BALANCE INC              COM              83169Y10         0       33 SH       SHARED      02          33
D SMART BALANCE INC              COM              83169Y10        64    12100 SH       SHARED      10       12100
D SMARTHEAT INC                  COM              83172F10         0        7 SH       SHARED      02           7
D SMART TECHNOLOGIES INC         CL A SUB VTG S   83172R10      1047   283883 SH       SHARED              283883
D SMART TECHNOLOGIES INC         CL A SUB VTG S   83172R10       736   199509 SH       SHARED      02           9            199500
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20      2156    44778 SH       SHARED               44778
D SMITH & WESSON HLDG CORP       COM              83175610        87    20117 SH       SHARED               20117
D SMITH & WESSON HLDG CORP       COM              83175610         5     1225 SH       SHARED      01        1225
D SMITH & WESSON HLDG CORP       COM              83175610         0       42 SH       SHARED      02          42
D SMITH A O                      COM              83186520     16016   399211 SH       SHARED              399211
D SMITH A O                      COM              83186520        44     1115 SH       SHARED      02        1115
D SMITH A O                      COM              83186520       433    10800 SH       SHARED      10       10800
D SMITH MICRO SOFTWARE INC       COM              83215410       193   170995 SH       SHARED              170995
D SMITH MICRO SOFTWARE INC       COM              83215410         0       21 SH       SHARED      02          21
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      3537  2885000 PRN      SHARED             1485000           1400000
D SMITHFIELD FOODS INC           COM              83224810      1194    49212 SH       SHARED               49212
D SMITHFIELD FOODS INC           COM              83224810      1948    80253 SH       SHARED      01       29853             50400
D SMITHFIELD FOODS INC           COM              83224810     11335   466849 SH       SHARED      02      466834                15
D SMITHFIELD FOODS INC           COM              83224810       566    23337 SH       SHARED      04       23337
D SMITHFIELD FOODS INC           COM              83224810       245    10100 SH       SHARED      10       10100
D SMTC CORP                      COM NEW          83268220         0        2 SH       SHARED      02           2
D SMUCKER J M CO                 COM NEW          83269640     20802   266121 SH       SHARED              266121
D SMUCKER J M CO                 COM NEW          83269640      1998    25572 SH       SHARED      01       25572
D SMUCKER J M CO                 COM NEW          83269640        31      402 SH       SHR/OTHR    01                           402
D SMUCKER J M CO                 COM NEW          83269640       212     2713 SH       SHARED      02         893              1820
D SMUCKER J M CO                 COM NEW          83269640         4       60 SH       SHARED      05          60
D SMUCKER J M CO                 COM NEW          83269640       648     8300 SH       SHARED      06        4850              3450
D SMUCKER J M CO                 COM NEW          83269640      6809    87115 SH       SHARED      10       87115
D SMUCKER J M CO                 COM NEW          83269640        18      240 SH       SHARED      23         240
D SMUCKER J M CO                 COM NEW          83269640         0       10 SH       SHR/OTHR    23                            10
D SMUCKER J M CO                 COM NEW          83269640       113     1447 SH       SHARED      26        1447
D SNAP ON INC                    COM              83303410       610    12054 SH       SHARED               12054
D SNAP ON INC                    COM              83303410       121     2398 SH       SHARED      01        2398
D SNAP ON INC                    COM              83303410       179     3555 SH       SHARED      02        3555
D SNAP ON INC                    COM              83303410       230     4550 SH       SHARED      06        2400              2150
D SNAP ON INC                    COM              83303410      2199    43451 SH       SHARED      10       43451
D SNAP ON INC                    COM              83303410        75     1500 SH       SHARED      23        1500
D SNYDERS-LANCE INC              COM              83355110       326    14515 SH       SHARED               14515
D SNYDERS-LANCE INC              COM              83355110        30     1354 SH       SHARED      02        1354
D SNYDERS-LANCE INC              COM              83355110        47     2100 SH       SHARED      10        2100
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      6526   121207 SH       SHARED              121207
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510        10      200 SH       SHARED      02         200
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       645    11980 SH       SHARED      04       11980
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      3080    57200 SH       SHARED      05       57200
D SOFTWARE HOLDRS TR             DEPOSITRY RCPT   83404B10         0        4 SH       SHARED      02           4
D SOHU COM INC                   COM              83408W10       760    15211 SH       SHARED               14881               330
D SOHU COM INC                   COM              83408W10      9067   181349 SH       SHARED              181349
D SOHU COM INC                   COM              83408W10       430     8600 SH       SHARED      01        8600
D SOHU COM INC                   COM              83408W10         0        1 SH       SHARED      02           1
D SOHU COM INC                   COM              83408W10      1650    33000 SH       SHARED      04       33000
D SOHU COM INC                   COM              83408W10      3364    67299 SH       SHARED      06                         67299
D SOLAR CAP LTD                  COM              83413U10      2758   124853 SH       SHARED              124853
D SOLAR CAP LTD                  COM              83413U10         0       11 SH       SHARED      02          11
D SOLAR CAP LTD                  COM              83413U10      1102    49900 SH       SHARED      10       49900
D SOLAZYME INC                   COM              83415T10      1422   119508 SH       SHARED              119508
D SOLAZYME INC                   COM              83415T10        26     2219 SH       SHARED      02        2219
D SOLAZYME INC                   COM              83415T10       380    32000 SH       SHARED      04       32000
D SOLARFUN POWER HOLDINGS CO L   NOTE  3.500% 1/1 83415UAB      3028  6181000 PRN      SHARED             6181000
D SOLARFUN POWER HOLDINGS CO L   NOTE  3.500% 1/1 83415UAB        90   185000 PRN      SHARED      26      185000
D SOLARWINDS INC                 COM              83416B10       479    17168 SH       SHARED               17168
D SOLARWINDS INC                 COM              83416B10        82     2941 SH       SHARED      02         121              2820
D SOLARWINDS INC                 COM              83416B10       335    12000 SH       SHARED      04       12000
D SOLARWINDS INC                 COM              83416B10      3338   119445 SH       SHARED      31      119445
D SOLAR SR CAP LTD               COM              83416M10        23     1505 SH       SHARED                1505
D SOLAR SR CAP LTD               COM              83416M10         1      121 SH       SHARED      02         121
D SOLERA HOLDINGS INC            COM              83421A10        39      879 SH       SHARED                 379               500
D SOLERA HOLDINGS INC            COM              83421A10      7035   157963 SH       SHARED              156450              1513
D SOLERA HOLDINGS INC            COM              83421A10      6116   137325 SH       SHARED      01       81312      250    55763
D SOLERA HOLDINGS INC            COM              83421A10      1339    30072 SH       SHR/OTHR    01                         30072
D SOLERA HOLDINGS INC            COM              83421A10       208     4678 SH       SHARED      02           3              4675
D SOLERA HOLDINGS INC            COM              83421A10      4622   103775 SH       SHARED      04      103775
D SOLERA HOLDINGS INC            COM              83421A10       599    13458 SH       SHARED      10       11700              1758
D SOLERA HOLDINGS INC            COM              83421A10      2271    51003 SH       SHARED      20       44729      150     6124
D SOLERA HOLDINGS INC            COM              83421A10       122     2760 SH       SHR/OTHR    20                          2760
D SOLERA HOLDINGS INC            COM              83421A10       171     3843 SH       SHARED      21        3843
D SOLERA HOLDINGS INC            COM              83421A10        58     1310 SH       SHR/OTHR    21                          1310
D SOLERA HOLDINGS INC            COM              83421A10      2315    51998 SH       SHARED      23       46223              5775
D SOLERA HOLDINGS INC            COM              83421A10      1338    30055 SH       SHR/OTHR    23                         30055
D SOLERA HOLDINGS INC            COM              83421A10      1037    23300 SH       SHARED      26       23300
D SOLUTIA INC                    COM NEW          83437650      1756   101677 SH       SHARED              101677
D SOLUTIA INC                    COM NEW          83437650      1240    71783 SH       SHARED      02       32298             39485
D SOLUTIA INC                    COM NEW          83437650         1     1100 SH CALL  SHARED      02        1100
D SOLUTIA INC                    COM NEW          83437650       311    18000 SH       SHARED      10       18000
D SOLUTIA INC                    COM NEW          83437650        12      752 SH       SHARED      21         752
D SOLUTIA INC                    COM NEW          83437650       251    14530 SH       SHARED      26       14530
D SOLTA MED INC                  COM              83438K10        44    14246 SH       SHARED               14246
D SOLTA MED INC                  COM              83438K10         0       42 SH       SHARED      02          42
D SOMAXON PHARMACEUTICALS INC    COM              83445310        42    95502 SH       SHARED               95502
D SOMAXON PHARMACEUTICALS INC    COM              83445310         0       28 SH       SHARED      02          28
D SONDE RES CORP                 COM              83542610         1      400 SH       SHARED                 400
D SONDE RES CORP                 COM              83542610        27    10630 SH       SHARED      02         630             10000
D SONIC AUTOMOTIVE INC           NOTE  5.000%10/0 83545GAQ       463   350000 PRN      SHARED              350000
D SONIC AUTOMOTIVE INC           NOTE  5.000%10/0 83545GAQ      2646  2000000 PRN      SHARED      10     2000000
D SONIC AUTOMOTIVE INC           CL A             83545G10      1935   130702 SH       SHARED              130702
D SONIC AUTOMOTIVE INC           CL A             83545G10       869    58701 SH       SHARED      01       51701              7000
D SONIC AUTOMOTIVE INC           CL A             83545G10      1180    79700 SH       SHR/OTHR    01                         79700
D SONIC AUTOMOTIVE INC           CL A             83545G10         2      194 SH       SHARED      02         194
D SONIC AUTOMOTIVE INC           CL A             83545G10       142     9600 SH       SHARED      10        9600
D SONIC CORP                     COM              83545110      2668   396530 SH       SHARED              396530
D SONIC CORP                     COM              83545110         6     1012 SH       SHARED      01        1012
D SONIC CORP                     COM              83545110         2      360 SH       SHARED      02         360
D SONIC CORP                     COM              83545110     16852  2504069 SH       SHARED      10     2504069
D SONOCO PRODS CO                COM              83549510        89     2708 SH       SHARED                2708
D SONOCO PRODS CO                COM              83549510     11902   361133 SH       SHARED               67384            293749
D SONOCO PRODS CO                COM              83549510      1189    36100 SH       SHARED      01                         36100
D SONOCO PRODS CO                COM              83549510        18      550 SH       SHR/OTHR    01                           550
D SONOCO PRODS CO                COM              83549510       161     4906 SH       SHARED      02         106              4800
D SONOCO PRODS CO                COM              83549510     98624  2992261 SH       SHARED      04     2992261
D SONOCO PRODS CO                COM              83549510      5425   164611 SH       SHARED      10      164611
D SONOCO PRODS CO                COM              83549510        16      500 SH       SHR/OTHR    23                           500
D SONOCO PRODS CO                COM              83549510       148     4500 SH       SHARED      26        4500
D SONOSITE INC                   NOTE  3.750% 7/1 83568GAA      4462  3050000 PRN      SHARED      02     3050000
D SONOSITE INC                   COM              83568G10      3714    68962 SH       SHARED               68962
D SONOSITE INC                   COM              83568G10        32      600 SH       SHARED      01         600
D SONOSITE INC                   COM              83568G10         5      106 SH       SHARED      02         106
D SONY CORP                      ADR NEW          83569930      4861   269466 SH       SHARED              269466
D SONY CORP                      ADR NEW          83569930        18     1000 SH       SHARED      21        1000
D SOTHEBYS                       COM              83589810     12957   454158 SH       SHARED              454158
D SOTHEBYS                       COM              83589810       599    21000 SH       SHARED      01                         21000
D SOTHEBYS                       COM              83589810         2       80 SH       SHARED      02          80
D SOTHEBYS                       COM              83589810       473    16582 SH       SHARED      04       16582
D SOTHEBYS                       COM              83589810         9      319 SH       SHARED      21         319
D SOTHEBYS                       COM              83589810       581    20380 SH       SHARED      29       20380
D SONUS NETWORKS INC             COM              83591610       678   282871 SH       SHARED              282871
D SONUS NETWORKS INC             COM              83591610        11     4897 SH       SHARED      02        4897
D SONUS NETWORKS INC             COM              83591610       162    67500 SH       SHARED      10       67500
D SOUFUN HLDGS LTD               ADR              83603410       292    20016 SH       SHARED               20016
D SOUFUN HLDGS LTD               ADR              83603410         1      100 SH       SHARED      02         100
D SOURCEFIRE INC                 COM              83616T10      1094    33816 SH       SHARED               33816
D SOURCEFIRE INC                 COM              83616T10         5      165 SH       SHARED      02         165
D SOURCEFIRE INC                 COM              83616T10       647    20000 SH       SHARED      04       20000
D SOUTH JERSEY INDS INC          COM              83851810       546     9624 SH       SHARED                9624
D SOUTH JERSEY INDS INC          COM              83851810       210     3700 SH       SHARED      01        3700
D SOUTH JERSEY INDS INC          COM              83851810        72     1282 SH       SHARED      02        1282
D SOUTH JERSEY INDS INC          COM              83851810       647    11400 SH       SHARED      10       11400
D SOUTHERN CO                    COM              84258710       110     2388 SH       SHARED                2388
D SOUTHERN CO                    COM              84258710     33519   724113 SH       SHARED              541933            182180
D SOUTHERN CO                    COM              84258710     10171   219736 SH       SHARED      01      216161              3575
D SOUTHERN CO                    COM              84258710       414     8950 SH       SHR/OTHR    01                          8950
D SOUTHERN CO                    COM              84258710      3051    65926 SH       SHARED      02        7855             58071
D SOUTHERN CO                    COM              84258710         9     1911 SH CALL  SHARED      02        1911
D SOUTHERN CO                    COM              84258710     85693  1851231 SH       SHARED      04     1851231
D SOUTHERN CO                    COM              84258710       576    12460 SH       SHARED      05       12460
D SOUTHERN CO                    COM              84258710      3469    74950 SH       SHARED      06       49200             25750
D SOUTHERN CO                    COM              84258710     22983   496515 SH       SHARED      10      496515
D SOUTHERN CO                    COM              84258710      1203    26000 SH       SHARED      20        2000             24000
D SOUTHERN CO                    COM              84258710        92     2000 SH       SHR/OTHR    21                          2000
D SOUTHERN CO                    COM              84258710       166     3600 SH       SHR/OTHR    23                          3600
D SOUTHERN CO                    COM              84258710        27      598 SH       SHARED      27         598
D SOUTHERN CO                    COM              84258710      1393    30100 SH       SHARED      29       30100
D SOUTHERN CO                    COM              84258710      3828    82700 SH       SHARED      30       82700
D SOUTHERN CO                    COM              84258710      9516   205579 SH       SHARED      31      205579
D SOUTHERN CMNTY FINL CORP       COM              84263210         2     1800 SH       SHARED      02                          1800
D SOUTHERN COPPER CORP           COM              84265V10     16416   543945 SH       SHARED              543945
D SOUTHERN COPPER CORP           COM              84265V10        21      700 SH       SHARED      01         700
D SOUTHERN COPPER CORP           COM              84265V10       669    22179 SH       SHARED      02       17481              4698
D SOUTHERN COPPER CORP           COM              84265V10         0      330 SH CALL  SHARED      02         330
D SOUTHERN COPPER CORP           COM              84265V10      1490    49381 SH       SHARED      04       49381
D SOUTHERN COPPER CORP           COM              84265V10      6681   221400 SH       SHARED      10      221400
D SOUTHERN COPPER CORP           COM              84265V10      1681    55700 SH       SHARED      31       55700
D SOUTHERN NATL BANCORP OF VA    COM              84339510         0       65 SH       SHARED      02          65
D SOUTHERN UN CO NEW             COM              84403010    124642  2959923 SH       SHARED             2959923
D SOUTHERN UN CO NEW             COM              84403010      1617    38400 SH       SHARED      01                         38400
D SOUTHERN UN CO NEW             COM              84403010         7      181 SH       SHARED      02         181
D SOUTHERN UN CO NEW             COM              84403010      2101    49900 SH       SHARED      06                         49900
D SOUTHERN UN CO NEW             COM              84403010       126     3000 SH       SHARED      10        3000
D SOUTHSIDE BANCSHARES INC       COM              84470P10       118     5454 SH       SHARED                5454
D SOUTHSIDE BANCSHARES INC       COM              84470P10         2      105 SH       SHARED      02         105
D SOUTHWEST AIRLS CO             COM              84474110      1481   173050 SH       SHARED              173050
D SOUTHWEST AIRLS CO             COM              84474110       599    70030 SH       SHARED      01       70030
D SOUTHWEST AIRLS CO             COM              84474110        26     3100 SH       SHR/OTHR    01                          3100
D SOUTHWEST AIRLS CO             COM              84474110       724    84598 SH       SHARED      02       84598
D SOUTHWEST AIRLS CO             COM              84474110         2      300 SH       SHARED      05         300
D SOUTHWEST AIRLS CO             COM              84474110       331    38780 SH       SHARED      06       18780             20000
D SOUTHWEST AIRLS CO             COM              84474110      2565   299747 SH       SHARED      10      299747
D SOUTHWEST AIRLS CO             COM              84474110        15     1755 SH       SHARED      20         250              1505
D SOUTHWEST AIRLS CO             COM              84474110        42     5000 SH       SHARED      21        5000
D SOUTHWEST AIRLS CO             COM              84474110        37     4392 SH       SHARED      27        4392
D SOUTHWEST BANCORP INC OKLA     COM              84476710        28     4748 SH       SHARED                4748
D SOUTHWEST BANCORP INC OKLA     COM              84476710         1      175 SH       SHARED      01         175
D SOUTHWEST BANCORP INC OKLA     COM              84476710         0        8 SH       SHARED      02           8
D SOUTHWEST BANCORP INC OKLA     COM              84476710       193    32400 SH       SHARED      10       32400
D SOUTHWEST GAS CORP             COM              84489510      7443   175192 SH       SHARED              175192
D SOUTHWEST GAS CORP             COM              84489510        24      570 SH       SHARED      01         300               270
D SOUTHWEST GAS CORP             COM              84489510        82     1936 SH       SHARED      02        1936
D SOUTHWEST GAS CORP             COM              84489510      7477   175976 SH       SHARED      10      175976
D SOUTHWEST GAS CORP             COM              84489510       504    11870 SH       SHARED      26       11870
D SOUTHWESTERN ENERGY CO         COM              84546710       531    16631 SH       SHARED               16631
D SOUTHWESTERN ENERGY CO         COM              84546710       742    23253 SH       SHARED               23253
D SOUTHWESTERN ENERGY CO         COM              84546710      2895    90640 SH       SHARED      01       85960              4680
D SOUTHWESTERN ENERGY CO         COM              84546710      1769    55413 SH       SHARED      02       54048              1365
D SOUTHWESTERN ENERGY CO         COM              84546710      1060    33210 SH       SHARED      04       33210
D SOUTHWESTERN ENERGY CO         COM              84546710        38     1220 SH       SHARED      05        1220
D SOUTHWESTERN ENERGY CO         COM              84546710      2516    78792 SH       SHARED      06       68392             10400
D SOUTHWESTERN ENERGY CO         COM              84546710      3356   105099 SH       SHARED      10      105099
D SOUTHWESTERN ENERGY CO         COM              84546710        12      385 SH       SHR/OTHR    21                           385
D SOUTHWESTERN ENERGY CO         COM              84546710        63     2000 SH       SHARED      23        2000
D SOUTHWESTERN ENERGY CO         COM              84546710       621    19459 SH       SHARED      26       19459
D SOUTHWESTERN ENERGY CO         COM              84546710      2210    69209 SH       SHARED      27       69209
D SOUTHWESTERN ENERGY CO         COM              84546710      4413   138187 SH       SHARED      31      138187
D SOVRAN SELF STORAGE INC        COM              84610H10      2100    49217 SH       SHARED               49217
D SOVRAN SELF STORAGE INC        COM              84610H10        63     1479 SH       SHARED      02        1479
D SOVRAN SELF STORAGE INC        COM              84610H10       345     8100 SH       SHARED      10        8100
D SOVRAN SELF STORAGE INC        COM              84610H10     54402  1274950 SH       SHARED      11                       1274950
D SOVRAN SELF STORAGE INC        COM              84610H10       310     7284 SH       SHARED      26        7284
D SPANSION INC                   COM CL A NEW     84649R20       259    31364 SH       SHARED               31364
D SPANSION INC                   COM CL A NEW     84649R20         4      540 SH       SHARED      02         540
D SPARTAN MTRS INC               COM              84681910        51    10643 SH       SHARED               10643
D SPARTAN MTRS INC               COM              84681910         0      179 SH       SHARED      02         179
D SPARTAN MTRS INC               COM              84681910        57    12000 SH       SHARED      10       12000
D SPARTAN STORES INC             NOTE  3.375% 5/1 846822AE      3576  3879000 PRN      SHARED             3879000
D SPARTAN STORES INC             COM              84682210       138     7467 SH       SHARED                7467
D SPARTAN STORES INC             COM              84682210       350    18925 SH       SHARED      01       15925              3000
D SPARTAN STORES INC             COM              84682210       629    34000 SH       SHR/OTHR    01                         34000
D SPARTAN STORES INC             COM              84682210         2      124 SH       SHARED      02         124
D SPARTECH CORP                  COM NEW          84722020       289    61103 SH       SHARED               61103
D SPARTECH CORP                  COM NEW          84722020         9     2016 SH       SHARED      02          16              2000
D SPARTECH CORP                  COM NEW          84722020        92    19600 SH       SHARED      10       19600
D SPARTON CORP                   COM              84723510         2      264 SH       SHARED                 264
D SPECIAL OPPORTUNITIES FD INC   COM              84741T10        27     1900 SH       SHARED      02                          1900
D SPECTRA ENERGY PARTNERS LP     COM              84756N10      1341    41965 SH       SHARED      02          15             41950
D SPECTRA ENERGY CORP            COM              84756010     35004  1138344 SH       SHARED             1138344
D SPECTRA ENERGY CORP            COM              84756010      7432   241708 SH       SHARED      01      210267             31441
D SPECTRA ENERGY CORP            COM              84756010      1091    35506 SH       SHR/OTHR    01                         35506
D SPECTRA ENERGY CORP            COM              84756010       630    20494 SH       SHARED      02        7836             12658
D SPECTRA ENERGY CORP            COM              84756010         0       10 SH CALL  SHARED      02          10
D SPECTRA ENERGY CORP            COM              84756010         0       10 SH PUT   SHARED      02          10
D SPECTRA ENERGY CORP            COM              84756010        36     1200 SH       SHARED      04        1200
D SPECTRA ENERGY CORP            COM              84756010       145     4720 SH       SHARED      05        4720
D SPECTRA ENERGY CORP            COM              84756010    129961  4226390 SH       SHARED      06       42690           4183700
D SPECTRA ENERGY CORP            COM              84756010     27304   887951 SH       SHARED      10      887951
D SPECTRA ENERGY CORP            COM              84756010       301     9800 SH       SHARED      20        9460               340
D SPECTRA ENERGY CORP            COM              84756010        12      400 SH       SHR/OTHR    20                           400
D SPECTRA ENERGY CORP            COM              84756010        34     1125 SH       SHR/OTHR    21                          1125
D SPECTRA ENERGY CORP            COM              84756010       741    24106 SH       SHARED      23       20496              3610
D SPECTRA ENERGY CORP            COM              84756010       393    12806 SH       SHR/OTHR    23                         12806
D SPECTRA ENERGY CORP            COM              84756010        25      830 SH       SHARED      27         830
D SPECTRANETICS CORP             COM              84760C10        42     5844 SH       SHARED                5844
D SPECTRANETICS CORP             COM              84760C10         0       26 SH       SHARED      02          26
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10      2011   137493 SH       SHARED              137493
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10        21     1500 SH       SHARED      01        1500
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10        51     3550 SH       SHARED      02        1250              2300
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10       999    68338 SH       SHARED      04       68338
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10       318    21800 SH       SHARED      29       21800
D SPECTRUM BRANDS HLDGS INC      COM              84763R10      3753   136993 SH       SHARED              136993
D SPECTRUM BRANDS HLDGS INC      COM              84763R10         0       10 SH       SHARED      02          10
D SPEEDWAY MOTORSPORTS INC       COM              84778810       127     8346 SH       SHARED                8346
D SPEEDWAY MOTORSPORTS INC       COM              84778810         0        3 SH       SHARED      02           3
D SPIRE CORP                     COM              84856510         0       10 SH       SHARED      02          10
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410      1694    81543 SH       SHARED               81543
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410        26     1264 SH       SHARED      02         929               335
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       727    35000 SH       SHARED      04       35000
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410      2910   140050 SH       SHARED      10      140050
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       252    12149 SH       SHARED      21       12149
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410         6      300 SH       SHR/OTHR    23                           300
D SPIRIT AIRLS INC               COM              84857710        88     5675 SH       SHARED                5675
D SPIRIT AIRLS INC               COM              84857710         1       71 SH       SHARED      02          71
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520      1427    68369 SH       SHARED               68369
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520        15      762 SH       SHARED      02         762
D SPRINT NEXTEL CORP             COM SER 1        85206110     16928  7234225 SH       SHARED             7234225
D SPRINT NEXTEL CORP             COM SER 1        85206110      2402  1026580 SH       SHARED      01     1008658             17922
D SPRINT NEXTEL CORP             COM SER 1        85206110        31    13560 SH       SHR/OTHR    01                         13560
D SPRINT NEXTEL CORP             COM SER 1        85206110      6553  2800653 SH       SHARED      02     2745642             55011
D SPRINT NEXTEL CORP             COM SER 1        85206110         1    13700 SH CALL  SHARED      02       13700
D SPRINT NEXTEL CORP             COM SER 1        85206110         4     2000 SH PUT   SHARED      02        2000
D SPRINT NEXTEL CORP             COM SER 1        85206110      4771  2039200 SH       SHARED      04     2039200
D SPRINT NEXTEL CORP             COM SER 1        85206110       116    49707 SH       SHARED      05       49707
D SPRINT NEXTEL CORP             COM SER 1        85206110       955   408450 SH       SHARED      06      317988             90462
D SPRINT NEXTEL CORP             COM SER 1        85206110      2612  1116555 SH       SHARED      10     1116555
D SPRINT NEXTEL CORP             COM SER 1        85206110        90    38745 SH       SHARED      20       36830              1915
D SPRINT NEXTEL CORP             COM SER 1        85206110        13     5615 SH       SHARED      23         580              5035
D SPRINT NEXTEL CORP             COM SER 1        85206110         5     2517 SH       SHR/OTHR    23                          2517
D SPRINT NEXTEL CORP             COM SER 1        85206110        56    24000 SH       SHARED      26       24000
D SPROTT PHYSICAL GOLD TRUST     UNIT             85207H10        20     1500 SH       SHARED      02                          1500
D SPROTT RESOURCE LENDING CORP   COM              85207J10        75    54058 SH       SHARED               54058
D SPROTT PHYSICAL SILVER TR      TR UNIT          85207K10         1      101 SH       SHARED      02         101
D STAAR SURGICAL CO              COM PAR $0.01    85231230      1601   152698 SH       SHARED              152698
D STAAR SURGICAL CO              COM PAR $0.01    85231230         2      208 SH       SHARED      02         208
D STAAR SURGICAL CO              COM PAR $0.01    85231230      4020   383313 SH       SHARED      26      383313
D STAAR SURGICAL CO              COM PAR $0.01    85231230        34     3300 SH       SHARED      29        3300
D STAAR SURGICAL CO              COM PAR $0.01    85231230      1021    97385 SH       SHARED      32       97385
D STAGE STORES INC               COM NEW          85254C30       216    15589 SH       SHARED               15589
D STAGE STORES INC               COM NEW          85254C30        25     1862 SH       SHARED      02        1862
D STAGE STORES INC               COM NEW          85254C30       103     7425 SH       SHARED      10        7425
D STAG INDL INC                  COM              85254J10        35     3072 SH       SHARED                3072
D STAG INDL INC                  COM              85254J10         3      299 SH       SHARED      02         299
D STAG INDL INC                  COM              85254J10     13811  1204150 SH       SHARED      11                       1204150
D STAMPS COM INC                 COM NEW          85285720      1318    50468 SH       SHARED               50468
D STAMPS COM INC                 COM NEW          85285720         2       93 SH       SHARED      02          93
D STAMPS COM INC                 COM NEW          85285720       256     9800 SH       SHARED      10        9800
D STANCORP FINL GROUP INC        COM              85289110      2469    67208 SH       SHARED               67208
D STANCORP FINL GROUP INC        COM              85289110       499    13600 SH       SHARED      01                         13600
D STANCORP FINL GROUP INC        COM              85289110         0        3 SH       SHARED      02           3
D STANCORP FINL GROUP INC        COM              85289110        55     1500 SH       SHARED      10        1500
D STANDARD FINL CORP MD          COM              85339310         0        1 SH       SHARED      02           1
D STANDARD MICROSYSTEMS CORP     COM              85362610       539    20943 SH       SHARED               20943
D STANDARD MICROSYSTEMS CORP     COM              85362610        23      900 SH       SHARED      01         900
D STANDARD MICROSYSTEMS CORP     COM              85362610         3      122 SH       SHARED      02         122
D STANDARD MICROSYSTEMS CORP     COM              85362610       108     4200 SH       SHARED      10        4200
D STANDARD MICROSYSTEMS CORP     COM              85362610       123     4780 SH       SHARED      20        4780
D STANDARD MTR PRODS INC         COM              85366610      1567    78192 SH       SHARED               78192
D STANDARD MTR PRODS INC         COM              85366610         9      476 SH       SHARED      02         476
D STANDARD MTR PRODS INC         COM              85366610        90     4500 SH       SHARED      10        4500
D STANDARD PAC CORP NEW          COM              85375C10      1949   612897 SH       SHARED              612897
D STANDARD PAC CORP NEW          COM              85375C10         2      706 SH       SHARED      02         706
D STANDARD PAC CORP NEW          COM              85375C10       213    67200 SH       SHARED      10       67200
D STANDARD PARKING CORP          COM              85379010        89     4994 SH       SHARED                4994
D STANDARD PARKING CORP          COM              85379010         0       11 SH       SHARED      02          11
D STANDARD REGISTER CO           COM              85388710         0       51 SH       SHARED                  51
D STANDARD REGISTER CO           COM              85388710         0       81 SH       SHARED      02          81
D STANDEX INTL CORP              COM              85423110       242     7097 SH       SHARED                7097
D STANDEX INTL CORP              COM              85423110        95     2782 SH       SHARED      02        2782
D STANLEY BLACK & DECKER INC     COM              85450210      3420    50600 SH       SHARED               50600
D STANLEY BLACK & DECKER INC     COM              85450210      2874    42520 SH       SHARED      01       41470              1050
D STANLEY BLACK & DECKER INC     COM              85450210      1182    17499 SH       SHARED      02       16822               677
D STANLEY BLACK & DECKER INC     COM              85450210         0      141 SH PUT   SHARED      02         141
D STANLEY BLACK & DECKER INC     COM              85450210         5       76 SH       SHARED      05          76
D STANLEY BLACK & DECKER INC     COM              85450210      1444    21373 SH       SHARED      06       15988              5385
D STANLEY BLACK & DECKER INC     COM              85450210      6906   102164 SH       SHARED      10      102164
D STANLEY BLACK & DECKER INC     COM              85450210       473     7000 SH       SHARED      23        7000
D STANLEY BLACK & DECKER INC     COM              85450210       359     5322 SH       SHARED      27        5322
D STANLEY BLACK & DECKER INC     COM              85450210      6944   102728 SH       SHARED      31      102728
D STANLEY BLACK & DECKER INC     UNIT 99/99/9999  85450230       469     4000 SH       SHARED      06        4000
D STANLEY WKS                    FRNT         5/1 854616AM      2222  2000000 PRN      SHARED      06     2000000
D STANTEC INC                    COM              85472N10       490    17995 SH       SHARED               17995
D STANTEC INC                    COM              85472N10         2      100 SH       SHARED      02         100
D STAPLES INC                    COM              85503010     15846  1140863 SH       SHARED             1140863
D STAPLES INC                    COM              85503010      2283   164400 SH       SHARED      01      164400
D STAPLES INC                    COM              85503010      2735   196944 SH       SHARED      02      136119             60825
D STAPLES INC                    COM              85503010         5     3075 SH CALL  SHARED      02        3075
D STAPLES INC                    COM              85503010         5      395 SH       SHARED      05         395
D STAPLES INC                    COM              85503010       672    48450 SH       SHARED      06       25000             23450
D STAPLES INC                    COM              85503010      4856   349651 SH       SHARED      10      349651
D STAPLES INC                    COM              85503010       186    13400 SH       SHARED      26       13400
D STAR GAS PARTNERS L P          UNIT LTD PARTNR  85512C10       262    53900 SH       SHARED               53900
D STAR SCIENTIFIC INC            COM              85517P10        68    31480 SH       SHARED               31480
D STAR SCIENTIFIC INC            COM              85517P10         2     1328 SH       SHARED      02        1328
D STARBUCKS CORP                 COM              85524410     33212   721857 SH       SHARED              721857
D STARBUCKS CORP                 COM              85524410         0     1616 SH PUT   SHARED                1616
D STARBUCKS CORP                 COM              85524410      8037   174700 SH       SHARED      01      174700
D STARBUCKS CORP                 COM              85524410      2644    57485 SH       SHARED      02       19419             38066
D STARBUCKS CORP                 COM              85524410        11     1346 SH CALL  SHARED      02        1346
D STARBUCKS CORP                 COM              85524410         1     2000 SH PUT   SHARED      02        2000
D STARBUCKS CORP                 COM              85524410      9087   197522 SH       SHARED      04      197522
D STARBUCKS CORP                 COM              85524410        63     1380 SH       SHARED      05        1380
D STARBUCKS CORP                 COM              85524410      5346   116210 SH       SHARED      06       94560             21650
D STARBUCKS CORP                 COM              85524410     16185   351786 SH       SHARED      10      351786
D STARBUCKS CORP                 COM              85524410        18      400 SH       SHARED      20         400
D STARBUCKS CORP                 COM              85524410       174     3800 SH       SHARED      26        3800
D STARBUCKS CORP                 COM              85524410      1309    28465 SH       SHARED      27       28465
D STARBUCKS CORP                 COM              85524410       492    10700 SH       SHARED      29       10700
D STARBUCKS CORP                 COM              85524410       197     4300 SH       SHARED      30        4300
D STARTEK INC                    COM              85569C10         0       10 SH       SHARED      02          10
D STATE AUTO FINL CORP           COM              85570710        70     5174 SH       SHARED                5174
D STATE AUTO FINL CORP           COM              85570710         0        9 SH       SHARED      02           9
D STATE AUTO FINL CORP           COM              85570710       115     8500 SH       SHARED      10        8500
D STARWOOD PPTY TR INC           COM              85571B10      2210   119408 SH       SHARED              119408
D STARWOOD PPTY TR INC           COM              85571B10       469    25349 SH       SHARED      02          29             25320
D STATE BANCORP INC N.Y          COM              85571610        35     2945 SH       SHARED                2945
D STATE BANCORP INC N.Y          COM              85571610         0        6 SH       SHARED      02           6
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40        37      788 SH       SHARED                 328               460
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40     13568   282859 SH       SHARED              278956              3903
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      9070   189086 SH       SHARED      01      145376             43710
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1506    31413 SH       SHR/OTHR    01                         31413
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       483    10072 SH       SHARED      02        1623              8449
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40         0      218 SH CALL  SHARED      02         218
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       498    10400 SH       SHARED      04       10400
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40         5      120 SH       SHARED      05         120
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1014    21150 SH       SHARED      06       15100              6050
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      2971    61951 SH       SHARED      10       60440              1511
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1659    34585 SH       SHARED      20       28860      130     5595
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       102     2140 SH       SHR/OTHR    20                          2140
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       127     2650 SH       SHARED      21        2650
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40        56     1175 SH       SHR/OTHR    21                          1175
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1638    34160 SH       SHARED      23       29880              4280
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       962    20060 SH       SHR/OTHR    23                         20060
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       983    20500 SH       SHARED      26       20500
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      5206   108536 SH       SHARED      31      108536
D STATE BK FINL CORP             COM              85619010       155    10281 SH       SHARED               10281
D STATE BK FINL CORP             COM              85619010         1       94 SH       SHARED      02          94
D STATE BK FINL CORP             COM              85619010       173    11500 SH       SHARED      10       11500
D STATE STR CORP                 COM              85747710        22      548 SH       SHARED                 548
D STATE STR CORP                 COM              85747710     20182   500679 SH       SHARED              500679
D STATE STR CORP                 COM              85747710      5190   128768 SH       SHARED      01      122493              6275
D STATE STR CORP                 COM              85747710      1952    48433 SH       SHARED      02       35639             12794
D STATE STR CORP                 COM              85747710        32      800 SH       SHARED      04         800
D STATE STR CORP                 COM              85747710        40     1000 SH       SHARED      05        1000
D STATE STR CORP                 COM              85747710      2140    53098 SH       SHARED      06       38098             15000
D STATE STR CORP                 COM              85747710      7385   183222 SH       SHARED      10      183222
D STATE STR CORP                 COM              85747710       211     5250 SH       SHARED      20        5250
D STATE STR CORP                 COM              85747710       162     4040 SH       SHR/OTHR    20                          4040
D STATE STR CORP                 COM              85747710        39      975 SH       SHR/OTHR    21                           975
D STATE STR CORP                 COM              85747710       133     3300 SH       SHARED      23        3300
D STATE STR CORP                 COM              85747710       290     7200 SH       SHR/OTHR    23                          7200
D STATE STR CORP                 COM              85747710      2864    71065 SH       SHARED      31       71065
D STATOIL ASA                    SPONSORED ADR    85771P10      4341   169527 SH       SHARED              169527
D STATOIL ASA                    SPONSORED ADR    85771P10        18      725 SH       SHARED      01                           725
D STATOIL ASA                    SPONSORED ADR    85771P10       396    15478 SH       SHARED      02        9001              6477
D STATOIL ASA                    SPONSORED ADR    85771P10         0      400 SH PUT   SHARED      02         400
D STEEL DYNAMICS INC             NOTE  5.125% 6/1 858119AP       435   400000 PRN      SHARED      06      400000
D STEEL DYNAMICS INC             COM              85811910      4511   343117 SH       SHARED              343117
D STEEL DYNAMICS INC             COM              85811910       929    70675 SH       SHARED      01        3075             67600
D STEEL DYNAMICS INC             COM              85811910         2      200 SH       SHR/OTHR    01                           200
D STEEL DYNAMICS INC             COM              85811910        62     4774 SH       SHARED      02        3126              1648
D STEEL DYNAMICS INC             COM              85811910       213    16200 SH       SHARED      10       16200
D STEELCASE INC                  CL A             85815520      1786   239538 SH       SHARED              239538
D STEELCASE INC                  CL A             85815520         0       43 SH       SHARED      02          43
D STEELCASE INC                  CL A             85815520        99    13400 SH       SHARED      10       13400
D STEIN MART INC                 COM              85837510       112    16496 SH       SHARED               16496
D STEIN MART INC                 COM              85837510        20     2942 SH       SHARED      02        2942
D STEINWAY MUSICAL INSTRS INC    COM              85849510        32     1310 SH       SHARED                1310
D STEINWAY MUSICAL INSTRS INC    COM              85849510         0        2 SH       SHARED      02           2
D STELLARONE CORP                COM              85856G10        88     7802 SH       SHARED                7802
D STELLARONE CORP                COM              85856G10         8      750 SH       SHARED      01         750
D STELLARONE CORP                COM              85856G10         0        7 SH       SHARED      02           7
D STELLARONE CORP                COM              85856G10        28     2500 SH       SHARED      10        2500
D STEMCELLS INC                  COM NEW          85857R20        97   118927 SH       SHARED              118927
D STEMCELLS INC                  COM NEW          85857R20         0        2 SH       SHARED      02           2
D STEPAN CO                      COM              85858610       212     2651 SH       SHARED                2651
D STEPAN CO                      COM              85858610        44      551 SH       SHARED      02         551
D STERICYCLE INC                 COM              85891210     15677   201201 SH       SHARED              200020              1181
D STERICYCLE INC                 COM              85891210      9199   118060 SH       SHARED      01       73772             44288
D STERICYCLE INC                 COM              85891210      2852    36613 SH       SHR/OTHR    01                         36613
D STERICYCLE INC                 COM              85891210       402     5166 SH       SHARED      02        2763              2403
D STERICYCLE INC                 COM              85891210       266     3425 SH       SHARED      04        3425
D STERICYCLE INC                 COM              85891210         2       30 SH       SHARED      05          30
D STERICYCLE INC                 COM              85891210       533     6850 SH       SHARED      06        3650              3200
D STERICYCLE INC                 COM              85891210      1858    23854 SH       SHARED      10       23854
D STERICYCLE INC                 COM              85891210       215     2764 SH       SHARED      20        2449               315
D STERICYCLE INC                 COM              85891210       103     1330 SH       SHR/OTHR    20                          1330
D STERICYCLE INC                 COM              85891210        37      480 SH       SHARED      21         480
D STERICYCLE INC                 COM              85891210       120     1545 SH       SHR/OTHR    21                          1545
D STERICYCLE INC                 COM              85891210      1498    19235 SH       SHARED      23       17395              1840
D STERICYCLE INC                 COM              85891210      2579    33110 SH       SHR/OTHR    23                         33110
D STERIS CORP                    COM              85915210       437    14671 SH       SHARED               14671
D STERIS CORP                    COM              85915210       533    17900 SH       SHARED      01                         17900
D STERIS CORP                    COM              85915210         1       43 SH       SHARED      02          43
D STERIS CORP                    COM              85915210     21145   709100 SH       SHARED      10      709100
D STERLING BANCORP               COM              85915810        87    10152 SH       SHARED               10152
D STERLING BANCORP               COM              85915810         2      331 SH       SHARED      02         331
D STEREOTAXIS INC                COM              85916J10        67    81959 SH       SHARED               81959
D STEREOTAXIS INC                COM              85916J10       343   416844 SH       SHARED      02         429            416415
D STEREOTAXIS INC                COM              85916J10         5     6200 SH       SHARED      10        6200
D STEREOTAXIS INC                COM              85916J10       157   191496 SH       SHARED      26      191496
D STEREOTAXIS INC                COM              85916J10        38    46600 SH       SHARED      32       46600
D STERLING CONSTRUCTION CO INC   COM              85924110        81     7610 SH       SHARED                7610
D STERLING CONSTRUCTION CO INC   COM              85924110         1      150 SH       SHARED      01         150
D STERLING CONSTRUCTION CO INC   COM              85924110         0        4 SH       SHARED      02           4
D STERLING CONSTRUCTION CO INC   COM              85924110        58     5400 SH       SHARED      10        5400
D STERLING FINL CORP WASH        COM NEW          85931930      2529   151438 SH       SHARED              151438
D STERLING FINL CORP WASH        COM NEW          85931930         0       11 SH       SHARED      02          11
D STERLING FINL CORP WASH        COM NEW          85931930       252    15100 SH       SHARED      10       15100
D STERLING FINL CORP WASH        COM NEW          85931930      3962   237273 SH       SHARED      20      237273
D STERLITE INDS INDIA LTD        NOTE  4.000%10/3 859737AB        90   115000 PRN      SHARED              115000
D STERLITE INDS INDIA LTD        ADS              85973720       822   118724 SH       SHARED              118724
D STERLITE INDS INDIA LTD        ADS              85973720         3      568 SH       SHARED      02         568
D STERLITE INDS INDIA LTD        ADS              85973720       325    47000 SH       SHARED      04       47000
D STEWART ENTERPRISES INC        NOTE  3.125% 7/1 860370AH       285   300000 PRN      SHARED              300000
D STEWART ENTERPRISES INC        NOTE  3.375% 7/1 860370AK       280   300000 PRN      SHARED              300000
D STEWART ENTERPRISES INC        CL A             86037010       497    86309 SH       SHARED               86309
D STEWART ENTERPRISES INC        CL A             86037010        12     2165 SH       SHARED      02        2165
D STEWART ENTERPRISES INC        CL A             86037010       236    41100 SH       SHARED      10       41100
D STEWART INFORMATION SVCS COR   NOTE  6.000%10/1 860372AB       156   140000 PRN      SHARED              140000
D STEWART INFORMATION SVCS COR   COM              86037210       410    35510 SH       SHARED               35510
D STEWART INFORMATION SVCS COR   COM              86037210         2      199 SH       SHARED      02         199
D STEWART INFORMATION SVCS COR   COM              86037210       177    15400 SH       SHARED      10       15400
D STIFEL FINL CORP               COM              86063010      1813    56587 SH       SHARED               56587
D STIFEL FINL CORP               COM              86063010       142     4460 SH       SHARED      02        4460
D STIFEL FINL CORP               COM              86063010       126     3950 SH       SHARED      10        3950
D STILLWATER MNG CO              NOTE  1.875% 3/1 86074QAF       105   110000 PRN      SHARED              110000
D STILLWATER MNG CO              COM              86074Q10       774    74089 SH       SHARED               74089
D STILLWATER MNG CO              COM              86074Q10        11     1100 SH       SHARED      01        1100
D STILLWATER MNG CO              COM              86074Q10       671    64198 SH       SHARED      02       60367              3831
D STILLWATER MNG CO              COM              86074Q10         1     1160 SH CALL  SHARED      02        1160
D STILLWATER MNG CO              COM              86074Q10         1      310 SH PUT   SHARED      02         310
D STILLWATER MNG CO              COM              86074Q10       151    14500 SH       SHARED      10       14500
D STILLWATER MNG CO              COM              86074Q10       104    10000 SH       SHARED      26       10000
D STMICROELECTRONICS N V         NY REGISTRY      86101210      4733   798224 SH       SHARED              798224
D STONE HBR EMERG MRKTS INC FD   COM              86164T10        89     4300 SH       SHARED      02                          4300
D STONE ENERGY CORP              COM              86164210      5049   191426 SH       SHARED              191426
D STONE ENERGY CORP              COM              86164210       448    17000 SH       SHARED      01       17000
D STONE ENERGY CORP              COM              86164210        44     1690 SH       SHARED      02         290              1400
D STONE ENERGY CORP              COM              86164210       139     5300 SH       SHARED      10        5300
D STONE ENERGY CORP              COM              86164210        10      403 SH       SHARED      21         403
D STONERIDGE INC                 COM              86183P10        67     8052 SH       SHARED                8052
D STONERIDGE INC                 COM              86183P10         2      300 SH       SHARED      01         300
D STONERIDGE INC                 COM              86183P10         1      161 SH       SHARED      02         161
D STONERIDGE INC                 COM              86183P10        69     8300 SH       SHARED      10        8300
D STONEMOR PARTNERS L P          COM UNITS        86183Q10        82     3500 SH       SHARED                3500
D STONEMOR PARTNERS L P          COM UNITS        86183Q10       189     8100 SH       SHARED      02                          8100
D STRATASYS INC                  COM              86268510       188     6214 SH       SHARED                6214
D STRATASYS INC                  COM              86268510        19      653 SH       SHARED      02         168               485
D STRATEGIC HOTELS & RESORTS I   COM              86272T10      2991   557009 SH       SHARED              557009
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       618   115182 SH       SHARED      01      104282             10900
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       660   123000 SH       SHR/OTHR    01                        123000
D STRATEGIC HOTELS & RESORTS I   COM              86272T10         6     1220 SH       SHARED      02         120              1100
D STRATEGIC HOTELS & RESORTS I   COM              86272T10      4104   764400 SH       SHARED      10      764400
D STRATEGIC HOTELS & RESORTS I   COM              86272T10     81499 15176853 SH       SHARED      11    11070516           4106337
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       273    50862 SH       SHARED      26       50862
D STRATTEC SEC CORP              COM              86311110         3      199 SH       SHARED      01         199
D STREAM GLOBAL SVCS INC         COM              86323M10         5     1741 SH       SHARED                1741
D STREAM GLOBAL SVCS INC         COM              86323M10         0        3 SH       SHARED      02           3
D STREAMLINE HEALTH SOLUTIONS    COM              86323X10         0        8 SH       SHARED      02           8
D STRAYER ED INC                 COM              86323610       331     3415 SH       SHARED                3415
D STRAYER ED INC                 COM              86323610       388     4000 SH       SHARED      01         400              3600
D STRAYER ED INC                 COM              86323610        31      324 SH       SHARED      02         324
D STRAYER ED INC                 COM              86323610       534     5500 SH       SHARED      10        5500
D STRYKER CORP                   COM              86366710     12766   256821 SH       SHARED              256821
D STRYKER CORP                   COM              86366710         1       88 SH PUT   SHARED                  88
D STRYKER CORP                   COM              86366710      3380    67996 SH       SHARED      01       67396               600
D STRYKER CORP                   COM              86366710      1326    26686 SH       SHARED      02       10711             15975
D STRYKER CORP                   COM              86366710         0      300 SH PUT   SHARED      02         300
D STRYKER CORP                   COM              86366710      1605    32300 SH       SHARED      04       32300
D STRYKER CORP                   COM              86366710       176     3550 SH       SHARED      05        3550
D STRYKER CORP                   COM              86366710      1487    29930 SH       SHARED      06       19530             10400
D STRYKER CORP                   COM              86366710      4891    98406 SH       SHARED      10       98406
D STRYKER CORP                   COM              86366710      3156    63500 SH       SHARED      29       63500
D STRYKER CORP                   COM              86366710      4727    95111 SH       SHARED      31       95111
D STUDENT TRANSN INC             COM              86388A10       597    91543 SH       SHARED               91543
D STURM RUGER & CO INC           COM              86415910      1323    39552 SH       SHARED               39552
D STURM RUGER & CO INC           COM              86415910         3      108 SH       SHARED      02         108
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210       335     7056 SH       SHARED      02           2              7054
D SUCCESSFACTORS INC             COM              86459610     10751   269666 SH       SHARED              269666
D SUCCESSFACTORS INC             COM              86459610       113     2850 SH       SHARED      02         419              2431
D SUCCESSFACTORS INC             COM              86459610      3987   100000 SH       SHARED      04      100000
D SUFFOLK BANCORP                COM              86473910       329    30535 SH       SHARED               30535
D SUFFOLK BANCORP                COM              86473910         0        2 SH       SHARED      02           2
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         8     1810 SH       SHARED                1810
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         0        9 SH       SHARED      02           9
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910       927   209288 SH       SHARED      26      209288
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910       177    40027 SH       SHARED      32       40027
D SUMITOMO MITSUI FINL GROUP I   SPONSORED ADR    86562M20      1483   269181 SH       SHARED              269181
D SUMITOMO MITSUI FINL GROUP I   SPONSORED ADR    86562M20        10     1865 SH       SHARED      20                          1865
D SUMITOMO MITSUI FINL GROUP I   SPONSORED ADR    86562M20        50     9250 SH       SHR/OTHR    23                          9250
D SUMMER INFANT INC              COM              86564610        17     2545 SH       SHARED                2545
D SUMMER INFANT INC              COM              86564610         0        3 SH       SHARED      02           3
D SUMMIT FINANCIAL GROUP INC     COM              86606G10         0        3 SH       SHARED      02           3
D SUMMIT HOTEL PPTYS INC         COM              86608210       152    16114 SH       SHARED               16114
D SUMMIT HOTEL PPTYS INC         COM              86608210         9     1008 SH       SHARED      02           8              1000
D SUMMIT HOTEL PPTYS INC         COM              86608210        41     4400 SH       SHARED      10        4400
D SUN BANCORP INC                COM              86663B10       251   103984 SH       SHARED              103984
D SUN BANCORP INC                COM              86663B10         0       18 SH       SHARED      02          18
D SUN BANCORP INC                COM              86663B10       131    54500 SH       SHARED      10       54500
D SUN COMMUNITIES INC            COM              86667410      1308    35827 SH       SHARED               35827
D SUN COMMUNITIES INC            COM              86667410         0        6 SH       SHARED      02           6
D SUN COMMUNITIES INC            COM              86667410       175     4800 SH       SHARED      10        4800
D SUN HEALTHCARE GROUP INC NEW   COM              86677E10        16     4213 SH       SHARED                4213
D SUN HEALTHCARE GROUP INC NEW   COM              86677E10         0        7 SH       SHARED      02           7
D SUN HEALTHCARE GROUP INC NEW   COM              86677E10       239    61800 SH       SHARED      10       61800
D SUN LIFE FINL INC              COM              86679610      8859   478396 SH       SHARED              478396
D SUN LIFE FINL INC              COM              86679610        11      600 SH       SHARED      02         600
D SUN LIFE FINL INC              COM              86679610        22     1200 SH       SHARED      04        1200
D SUN LIFE FINL INC              COM              86679610        48     2600 SH       SHARED      05        2600
D SUN LIFE FINL INC              COM              86679610       646    34900 SH       SHARED      06       30800              4100
D SUN LIFE FINL INC              COM              86679610        74     4000 SH       SHR/OTHR    20                          4000
D SUN HYDRAULICS CORP            COM              86694210       582    24843 SH       SHARED               24843
D SUN HYDRAULICS CORP            COM              86694210         0       15 SH       SHARED      02          15
D SUNCOKE ENERGY INC             COM              86722A10        49     4436 SH       SHARED                4436
D SUNCOKE ENERGY INC             COM              86722A10         0       10 SH       SHARED      02          10
D SUNCOR ENERGY INC NEW          COM              86722410      1035    35916 SH       SHARED               35916
D SUNCOR ENERGY INC NEW          COM              86722410     15050   522056 SH       SHARED              522056
D SUNCOR ENERGY INC NEW          COM              86722410       117     4060 SH       SHARED      01        1500              2560
D SUNCOR ENERGY INC NEW          COM              86722410      1946    67521 SH       SHARED      02       40191             27330
D SUNCOR ENERGY INC NEW          COM              86722410         1     1000 SH CALL  SHARED      02        1000
D SUNCOR ENERGY INC NEW          COM              86722410     73470  2548402 SH       SHARED      04     2548402
D SUNCOR ENERGY INC NEW          COM              86722410       833    28908 SH       SHARED      05       28908
D SUNCOR ENERGY INC NEW          COM              86722410      4206   145924 SH       SHARED      06       68092             77832
D SUNCOR ENERGY INC NEW          COM              86722410      4979   172710 SH       SHARED      10      172710
D SUNCOR ENERGY INC NEW          COM              86722410        68     2371 SH       SHARED      21        2371
D SUNCOR ENERGY INC NEW          COM              86722410        73     2560 SH       SHARED      23        2560
D SUNCOR ENERGY INC NEW          COM              86722410       472    16380 SH       SHR/OTHR    23                         16380
D SUNCOR ENERGY INC NEW          COM              86722410      1097    38075 SH       SHARED      26       38075
D SUNCOR ENERGY INC NEW          COM              86722410       569    19755 SH       SHARED      29       19755
D SUNCOR ENERGY INC NEW          COM              86722410       403    14000 SH       SHARED      30       14000
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860        22    19253 SH       SHARED               19253
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860         0       19 SH       SHARED      02          19
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860       396   339134 SH       SHARED      26      339134
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860        81    69652 SH       SHARED      32       69652
D SUNOPTA INC                    COM              8676EP10       121    25124 SH       SHARED               25124
D SUNOPTA INC                    COM              8676EP10         0        3 SH       SHARED      02           3
D SUNOPTA INC                    COM              8676EP10      2938   609553 SH       SHARED      04      609553
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10      2638    66969 SH       SHARED               66969
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10       341     8678 SH       SHARED      02          63              8615
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10     54939  1394400 SH       SHARED      06                       1394400
D SUNOCO INC                     COM              86764P10        20      495 SH       SHARED                 495
D SUNOCO INC                     COM              86764P10      2593    63226 SH       SHARED               63226
D SUNOCO INC                     COM              86764P10         8     1813 SH PUT   SHARED                1813
D SUNOCO INC                     COM              86764P10      1107    27000 SH       SHARED      01       27000
D SUNOCO INC                     COM              86764P10      1074    26183 SH       SHARED      02       26183
D SUNOCO INC                     COM              86764P10         4      100 SH       SHARED      05         100
D SUNOCO INC                     COM              86764P10       356     8690 SH       SHARED      06        5290              3400
D SUNOCO INC                     COM              86764P10      1309    31912 SH       SHARED      10       31912
D SUNOCO INC                     COM              86764P10        16      410 SH       SHARED      20                           410
D SUNOCO INC                     COM              86764P10        82     2000 SH       SHARED      23        2000
D SUNOCO INC                     COM              86764P10        37      910 SH       SHR/OTHR    23                           910
D SUNOCO INC                     COM              86764P10      1139    27782 SH       SHARED      27       27782
D SUNPOWER CORP                  COM              86765240      1474   236672 SH       SHARED              236672
D SUNPOWER CORP                  COM              86765240        77    12419 SH       SHARED      01       12419
D SUNPOWER CORP                  COM              86765240       225    36269 SH       SHARED      02       36269
D SUNPOWER CORP                  COM              86765240        95    15400 SH       SHARED      10       15400
D SUNRISE SENIOR LIVING INC      COM              86768K10       104    16191 SH       SHARED               16191
D SUNRISE SENIOR LIVING INC      COM              86768K10         1      225 SH       SHARED      02         225
D SUNRISE SENIOR LIVING INC      COM              86768K10       152    23600 SH       SHARED      10       23600
D SUNRISE SENIOR LIVING INC      COM              86768K10       130    20131 SH       SHARED      26       20131
D SUNSTONE HOTEL INVS INC NEW    COM              86789210      1165   143008 SH       SHARED              143008
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       203    25000 SH       SHARED      01       25000
D SUNSTONE HOTEL INVS INC NEW    COM              86789210         9     1130 SH       SHARED      02        1130
D SUNSTONE HOTEL INVS INC NEW    COM              86789210      1315   161408 SH       SHARED      10      161408
D SUNSTONE HOTEL INVS INC NEW    COM              86789210     22059  2706708 SH       SHARED      11     1654750           1051958
D SUNSTONE HOTEL INVS INC NEW    CV 8% CUM PFD-D  86789250      8403   371000 SH       SHARED      11                        371000
D SUNTRUST BKS INC               COM              86791410     48659  2749104 SH       SHARED             2749104
D SUNTRUST BKS INC               COM              86791410      2134   120600 SH       SHARED      01      120600
D SUNTRUST BKS INC               COM              86791410       523    29575 SH       SHARED      02       29475               100
D SUNTRUST BKS INC               COM              86791410         2     2184 SH CALL  SHARED      02        2184
D SUNTRUST BKS INC               COM              86791410       885    50000 SH       SHARED      04       50000
D SUNTRUST BKS INC               COM              86791410         6      339 SH       SHARED      05         339
D SUNTRUST BKS INC               COM              86791410       646    36510 SH       SHARED      06       19110             17400
D SUNTRUST BKS INC               COM              86791410      5097   288020 SH       SHARED      10      288020
D SUNTRUST BKS INC               COM              86791410       407    23000 SH       SHARED      26       23000
D SUNTRUST BKS INC               COM              86791410       276    15640 SH       SHARED      29       15640
D SUNTRUST BKS INC               *W EXP 11/14/201 86791411       459   244600 SH       SHARED      02      244600
D SUNTRUST BKS INC               *W EXP 12/31/201 86791412       264    80300 SH       SHARED      02       80300
D SUNTECH PWR HLDGS CO LTD       NOTE  3.000% 3/1 86800CAE       125   300000 PRN      SHARED      02                        300000
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10      3927  1777265 SH       SHARED             1775265              2000
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10         4      470 SH PUT   SHARED                 470
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10         6     2828 SH       SHARED      02        2828
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10         3     2136 SH PUT   SHARED      02        2136
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10       101    45900 SH       SHARED      04       45900
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10         9     4243 SH       SHARED      29        4243
D SUPER MICRO COMPUTER INC       COM              86800U10       128     8206 SH       SHARED                8206
D SUPER MICRO COMPUTER INC       COM              86800U10         2      157 SH       SHARED      02         157
D SUPERIOR ENERGY SVCS INC       COM              86815710      2115    74369 SH       SHARED               74369
D SUPERIOR ENERGY SVCS INC       COM              86815710       721    25375 SH       SHARED      01         675             24700
D SUPERIOR ENERGY SVCS INC       COM              86815710        10      362 SH       SHARED      02         362
D SUPERIOR ENERGY SVCS INC       COM              86815710         0      250 SH CALL  SHARED      02         250
D SUPERIOR ENERGY SVCS INC       COM              86815710       184     6500 SH       SHARED      06        6500
D SUPERIOR ENERGY SVCS INC       COM              86815710     24680   867825 SH       SHARED      10      867825
D SUPERIOR ENERGY SVCS INC       COM              86815710        16      567 SH       SHARED      21         567
D SUPERIOR INDS INTL INC         COM              86816810       373    22604 SH       SHARED               22604
D SUPERIOR INDS INTL INC         COM              86816810         3      228 SH       SHARED      02         228
D SUPERIOR INDS INTL INC         COM              86816810       168    10200 SH       SHARED      10       10200
D SUPERMEDIA INC                 COM              86844710         3     1233 SH       SHARED                1233
D SUPERMEDIA INC                 COM              86844710         0        7 SH       SHARED      02           7
D SUPERMEDIA INC                 COM              86844710         4     1793 SH       SHARED      10        1793
D SUPERTEX INC                   COM              86853210        63     3362 SH       SHARED                3362
D SUPERTEX INC                   COM              86853210         7      414 SH       SHARED      02         414
D SUPERTEX INC                   COM              86853210       105     5600 SH       SHARED      10        5600
D SUPERVALU INC                  COM              86853610       862   106273 SH       SHARED              106273
D SUPERVALU INC                  COM              86853610      2063   254109 SH       SHARED              254109
D SUPERVALU INC                  COM              86853610       227    28046 SH       SHARED      02       28046
D SUPERVALU INC                  COM              86853610         1     1450 SH CALL  SHARED      02        1450
D SUPERVALU INC                  COM              86853610         6     3125 SH PUT   SHARED      02        3125
D SUPERVALU INC                  COM              86853610     18169  2237580 SH       SHARED      04     2237580
D SUPERVALU INC                  COM              86853610        65     8074 SH       SHARED      06        6674              1400
D SUPERVALU INC                  COM              86853610       959   118135 SH       SHARED      10      118135
D SUPERVALU INC                  COM              86853610        68     8400 SH       SHARED      26        8400
D SUPPORT COM INC                COM              86858W10       394   175528 SH       SHARED              175528
D SUPPORT COM INC                COM              86858W10         2     1270 SH       SHARED      02        1270
D SUPPORT COM INC                COM              86858W10       134    59900 SH       SHARED      10       59900
D SUPREME INDS INC               CL A             86860710         0        5 SH       SHARED      02           5
D SUREWEST COMMUNICATIONS        COM              86873310        31     2644 SH       SHARED                2644
D SUREWEST COMMUNICATIONS        COM              86873310        61     5151 SH       SHARED      02        5151
D SURMODICS INC                  COM              86887310        98     6703 SH       SHARED                6703
D SURMODICS INC                  COM              86887310         3      217 SH       SHARED      02          77               140
D SURMODICS INC                  COM              86887310       164    11200 SH       SHARED      10       11200
D SUSQUEHANNA BANCSHARES INC P   COM              86909910      3560   424857 SH       SHARED              424857
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       740    88323 SH       SHARED      01       80423              7900
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       754    90000 SH       SHR/OTHR    01                         90000
D SUSQUEHANNA BANCSHARES INC P   COM              86909910         7      892 SH       SHARED      02         892
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       327    39029 SH       SHARED      10       39029
D SUSSER HLDGS CORP              COM              86923310      1955    86464 SH       SHARED               86464
D SUSSER HLDGS CORP              COM              86923310         0        7 SH       SHARED      02           7
D SUTOR TECH GROUP LTD           COM              86936210         0      250 SH       SHARED      01         250
D SWEDISH EXPT CR CORP           MLCX BIO ETN23   87029719        20     2000 SH       SHARED      02                          2000
D SWEDISH EXPT CR CORP           MLCX GRN ETN23   87029721         6     1000 SH       SHARED      02                          1000
D SWEDISH EXPT CR CORP           RG ENRGY ETN22   87029730        13     2000 SH       SHARED      02                          2000
D SWEDISH EXPT CR CORP           ROG AGRI ETN22   87029760       265    29624 SH       SHARED      02                         29624
D SWEDISH EXPT CR CORP           ROG TTL ETN 22   87029780        92    10812 SH       SHARED      02                         10812
D SWIFT ENERGY CO                COM              87073810       466    15710 SH       SHARED               15710
D SWIFT ENERGY CO                COM              87073810       199     6725 SH       SHARED      01        6725
D SWIFT ENERGY CO                COM              87073810         6      225 SH       SHARED      02         225
D SWIFT ENERGY CO                COM              87073810       115     3900 SH       SHARED      10        3900
D SWIFT TRANSN CO                CL A             87074U10      2167   263000 SH       SHARED              263000
D SWIFT TRANSN CO                CL A             87074U10        27     3348 SH       SHARED      02        1348              2000
D SWISHER HYGIENE INC            COM              87080810       120    32165 SH       SHARED               32165
D SWISHER HYGIENE INC            COM              87080810        15     4061 SH       SHARED      02          61              4000
D SWISS HELVETIA FD INC          COM              87087510         0        1 SH       SHARED      02           1
D SYCAMORE NETWORKS INC          COM NEW          87120640      1480    82702 SH       SHARED               82702
D SYCAMORE NETWORKS INC          COM NEW          87120640         0        8 SH       SHARED      02           8
D SYKES ENTERPRISES INC          COM              87123710       536    34273 SH       SHARED               34273
D SYKES ENTERPRISES INC          COM              87123710         0       51 SH       SHARED      01          51
D SYKES ENTERPRISES INC          COM              87123710         9      612 SH       SHARED      02         612
D SYKES ENTERPRISES INC          COM              87123710        84     5400 SH       SHARED      10        5400
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF       473   425000 PRN      SHARED              425000
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF     20312 18250000 PRN      SHARED      06    14800000           3450000
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF        55    50000 PRN      SHARED      10       50000
D SYMANTEC CORP                  COM              87150310        21     1400 SH       SHARED                                  1400
D SYMANTEC CORP                  COM              87150310     20402  1303662 SH       SHARED             1303662
D SYMANTEC CORP                  COM              87150310      3371   215405 SH       SHARED      01      204228             11177
D SYMANTEC CORP                  COM              87150310      1936   123731 SH       SHARED      02      122155              1576
D SYMANTEC CORP                  COM              87150310         0     2000 SH CALL  SHARED      02        2000
D SYMANTEC CORP                  COM              87150310    120191  7679944 SH       SHARED      04     7679944
D SYMANTEC CORP                  COM              87150310       606    38780 SH       SHARED      05       38780
D SYMANTEC CORP                  COM              87150310      1723   110100 SH       SHARED      06       83800             26300
D SYMANTEC CORP                  COM              87150310      7596   485423 SH       SHARED      10      485423
D SYMANTEC CORP                  COM              87150310         9      605 SH       SHR/OTHR    21                           605
D SYMANTEC CORP                  COM              87150310        12      820 SH       SHR/OTHR    23                           820
D SYMANTEC CORP                  COM              87150310       410    26230 SH       SHARED      26       26230
D SYMANTEC CORP                  COM              87150310        84     5403 SH       SHARED      27        5403
D SYMETRA FINL CORP              COM              87151Q10      3101   341957 SH       SHARED              341957
D SYMETRA FINL CORP              COM              87151Q10         7      772 SH       SHARED      02         772
D SYMETRA FINL CORP              COM              87151Q10       320    35324 SH       SHARED      26       35324
D SYMMETRICOM INC                COM              87154310        76    14189 SH       SHARED               14189
D SYMMETRICOM INC                COM              87154310       136    25246 SH       SHARED      02       21611              3635
D SYMMETRY MED INC               COM              87154620        86    10783 SH       SHARED               10783
D SYMMETRY MED INC               COM              87154620         1      216 SH       SHARED      02         216
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10       990    32803 SH       SHARED               32803
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10        69     2300 SH       SHARED      01        2300
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10       949    31440 SH       SHARED      02       11915             19525
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10      1510    50000 SH       SHARED      04       50000
D SYNAPTICS INC                  COM              87157D10      2197    72881 SH       SHARED               72881
D SYNAPTICS INC                  COM              87157D10        73     2447 SH       SHARED      02        2447
D SYNAPTICS INC                  COM              87157D10     16193   537089 SH       SHARED      10      537089
D SYNAGEVA BIOPHARMA CORP        COM              87159A10        25      958 SH       SHARED                 958
D SYNGENTA AG                    SPONSORED ADR    87160A10      2476    42012 SH       SHARED               42012
D SYNERGETICS USA INC            COM              87160G10        23     3154 SH       SHARED                3154
D SYNERGETICS USA INC            COM              87160G10         0       16 SH       SHARED      02          16
D SYNOPSYS INC                   COM              87160710      1519    55871 SH       SHARED               55871
D SYNOPSYS INC                   COM              87160710      2058    75692 SH       SHARED      01       31392             44300
D SYNOPSYS INC                   COM              87160710        73     2701 SH       SHARED      02        1276              1425
D SYNOPSYS INC                   COM              87160710        19      730 SH       SHARED      06         730
D SYNOPSYS INC                   COM              87160710      6554   240987 SH       SHARED      10      240987
D SYNOVUS FINL CORP              COM              87161C10      3712  2633057 SH       SHARED             2633057
D SYNOVUS FINL CORP              COM              87161C10       433   307389 SH       SHARED      01       63589            243800
D SYNOVUS FINL CORP              COM              87161C10        57    40645 SH       SHARED      02       40645
D SYNOVUS FINL CORP              COM              87161C10       316   224500 SH       SHARED      10      224500
D SYNOVUS FINL CORP              UNIT 99/99/9999  87161C20        69     5000 SH       SHARED                5000
D SYNOVUS FINL CORP              UNIT 99/99/9999  87161C20      1772   127761 SH       SHARED      02      127761
D SYNOVIS LIFE TECHNOLOGIES IN   COM              87162G10       101     3662 SH       SHARED                3662
D SYNOVIS LIFE TECHNOLOGIES IN   COM              87162G10         3      110 SH       SHARED      02         110
D SYNTEL INC                     COM              87162H10       136     2924 SH       SHARED                2924
D SYNTEL INC                     COM              87162H10        37      800 SH       SHARED      01         800
D SYNTEL INC                     COM              87162H10         0       12 SH       SHARED      02          12
D SYNTA PHARMACEUTICALS CORP     COM              87162T20        38     8328 SH       SHARED                8328
D SYNTA PHARMACEUTICALS CORP     COM              87162T20         1      417 SH       SHARED      02         417
D SYNNEX CORP                    COM              87162W10      1874    61539 SH       SHARED               61539
D SYNNEX CORP                    COM              87162W10       115     3800 SH       SHARED      01        1800              2000
D SYNNEX CORP                    COM              87162W10        14      478 SH       SHARED      02         478
D SYNNEX CORP                    COM              87162W10        63     2100 SH       SHARED      10        2100
D SYNTHESIS ENERGY SYS INC       COM              87162810         4     2600 SH       SHARED      01        2600
D SYNTHESIS ENERGY SYS INC       COM              87162810         7     5013 SH       SHARED      02          13              5000
D SYNTROLEUM CORP                COM              87163010        14    14876 SH       SHARED               14876
D SYNTROLEUM CORP                COM              87163010         0      139 SH       SHARED      02         139
D SYNERGY PHARMACEUTICALS INC    COM NEW          87163930        24     7100 SH       SHARED      02        7100
D SYNUTRA INTL INC               COM              87164C10        14     2892 SH       SHARED                2892
D SYNUTRA INTL INC               COM              87164C10         0       13 SH       SHARED      02          13
D SYSCO CORP                     COM              87182910      3202   109190 SH       SHARED              109190
D SYSCO CORP                     COM              87182910      5942   202596 SH       SHARED      01      185260             17336
D SYSCO CORP                     COM              87182910        96     3300 SH       SHR/OTHR    01                          3300
D SYSCO CORP                     COM              87182910       631    21532 SH       SHARED      02        4782             16750
D SYSCO CORP                     COM              87182910        61     2100 SH       SHARED      04        2100
D SYSCO CORP                     COM              87182910       134     4590 SH       SHARED      05        4590
D SYSCO CORP                     COM              87182910      1545    52700 SH       SHARED      06       34600             18100
D SYSCO CORP                     COM              87182910      9532   324998 SH       SHARED      10      324998
D SYSCO CORP                     COM              87182910       187     6400 SH       SHARED      20        5500               900
D SYSCO CORP                     COM              87182910      1847    63000 SH       SHR/OTHR    20                         63000
D SYSCO CORP                     COM              87182910        26      900 SH       SHARED      23         900
D SYSCO CORP                     COM              87182910       342    11665 SH       SHR/OTHR    23                         11665
D SYSCO CORP                     COM              87182910       761    25965 SH       SHARED      27       25965
D SYSCO CORP                     COM              87182910      4888   166683 SH       SHARED      31      166683
D SYSTEMAX INC                   COM              87185110        69     4234 SH       SHARED                4234
D SYSTEMAX INC                   COM              87185110         0        3 SH       SHARED      02           3
D TCF FINL CORP                  COM              87227510      3386   328171 SH       SHARED              328171
D TCF FINL CORP                  COM              87227510       508    49250 SH       SHARED      01          50             49200
D TCF FINL CORP                  COM              87227510         0       89 SH       SHARED      02          89
D TCF FINL CORP                  COM              87227510      5727   554987 SH       SHARED      10      554987
D TCF FINL CORP                  *W EXP 11/14/201 87227512       643   321900 SH       SHARED      02      321900
D TC PIPELINES LP                UT COM LTD PRT   87233Q10        42      905 SH       SHARED                 905
D TC PIPELINES LP                UT COM LTD PRT   87233Q10       223     4716 SH       SHARED      02          16              4700
D TC PIPELINES LP                UT COM LTD PRT   87233Q10     34324   723690 SH       SHARED      06                        723690
D TCW STRATEGIC INCOME FUND IN   COM              87234010         0        3 SH       SHARED      02           3
D TD AMERITRADE HLDG CORP        COM              87236Y10     13842   884473 SH       SHARED              884473
D TD AMERITRADE HLDG CORP        COM              87236Y10       768    49075 SH       SHARED      01       49075
D TD AMERITRADE HLDG CORP        COM              87236Y10       464    29700 SH       SHARED      02       29700
D TD AMERITRADE HLDG CORP        COM              87236Y10         4      981 SH PUT   SHARED      02         981
D TD AMERITRADE HLDG CORP        COM              87236Y10         2      130 SH       SHARED      05         130
D TD AMERITRADE HLDG CORP        COM              87236Y10        51     3300 SH       SHARED      06        3300
D TD AMERITRADE HLDG CORP        COM              87236Y10       153     9800 SH       SHARED      10        9800
D TD AMERITRADE HLDG CORP        COM              87236Y10        68     4348 SH       SHARED      26        4348
D TECO ENERGY INC                COM              87237510       677    35371 SH       SHARED               35371
D TECO ENERGY INC                COM              87237510        89     4686 SH       SHARED      02        1686              3000
D TECO ENERGY INC                COM              87237510       243    12700 SH       SHARED      06        7800              4900
D TECO ENERGY INC                COM              87237510     23922  1249848 SH       SHARED      10     1249848
D TECO ENERGY INC                COM              87237510        80     4200 SH       SHR/OTHR    23                          4200
D TESSCO TECHNOLOGIES INC        COM              87238610        72     5227 SH       SHARED                5227
D TESSCO TECHNOLOGIES INC        COM              87238610         0        3 SH       SHARED      02           3
D TFS FINL CORP                  COM              87240R10      2033   226962 SH       SHARED              226962
D TFS FINL CORP                  COM              87240R10         3      389 SH       SHARED      02         389
D TGC INDS INC                   COM NEW          87241730         0        5 SH       SHARED      02           5
D THL CR INC                     COM              87243810        39     3238 SH       SHARED                3238
D THL CR INC                     COM              87243810        19     1604 SH       SHARED      02           4              1600
D THL CR INC                     COM              87243810       151    12400 SH       SHARED      10       12400
D TICC CAPITAL CORP              COM              87244T10      1547   178852 SH       SHARED              178852
D TICC CAPITAL CORP              COM              87244T10         0        9 SH       SHARED      02           9
D THQ INC                        COM NEW          87244340       309   407270 SH       SHARED              407270
D THQ INC                        COM NEW          87244340         1     1848 SH       SHARED      02        1848
D THQ INC                        COM NEW          87244340        12    15800 SH       SHARED      10       15800
D TJX COS INC NEW                COM              87254010       857    13292 SH       SHARED               13292
D TJX COS INC NEW                COM              87254010     10963   169847 SH       SHARED      01      156810             13037
D TJX COS INC NEW                COM              87254010       506     7845 SH       SHR/OTHR    01                          7845
D TJX COS INC NEW                COM              87254010      2682    41563 SH       SHARED      02       33440              8123
D TJX COS INC NEW                COM              87254010         0      309 SH PUT   SHARED      02         309
D TJX COS INC NEW                COM              87254010        58      900 SH       SHARED      04         900
D TJX COS INC NEW                COM              87254010        74     1160 SH       SHARED      05        1160
D TJX COS INC NEW                COM              87254010      2417    37450 SH       SHARED      06       25300             12150
D TJX COS INC NEW                COM              87254010      7794   120758 SH       SHARED      10      120758
D TJX COS INC NEW                COM              87254010       813    12600 SH       SHARED      20       12090               510
D TJX COS INC NEW                COM              87254010       176     2730 SH       SHR/OTHR    20                          2730
D TJX COS INC NEW                COM              87254010       343     5325 SH       SHARED      23        4125              1200
D TJX COS INC NEW                COM              87254010        71     1100 SH       SHR/OTHR    23                          1100
D TJX COS INC NEW                COM              87254010       152     2370 SH       SHARED      26        2370
D TJX COS INC NEW                COM              87254010        25      400 SH       SHARED      29         400
D TJX COS INC NEW                COM              87254010       309     4800 SH       SHARED      30        4800
D TMS INTL CORP                  CL A             87261Q10        23     2338 SH       SHARED                2338
D TMS INTL CORP                  CL A             87261Q10         0       63 SH       SHARED      02          63
D TRC COS INC                    COM              87262510       113    18863 SH       SHARED               18863
D TRC COS INC                    COM              87262510         0       14 SH       SHARED      02          14
D TRW AUTOMOTIVE INC             NOTE  3.500%12/0 87264MAH      7861  5836000 PRN      SHARED             5836000
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10     12201   374286 SH       SHARED              374286
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       759    23300 SH       SHARED      01       23300
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10        25      785 SH       SHARED      02         785
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       573    17588 SH       SHARED      04       17588
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10         1       49 SH       SHARED      05          49
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       915    28074 SH       SHARED      06       28074
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10      2036    62459 SH       SHARED      10       62459
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10        16      511 SH       SHARED      27         511
D TNS INC                        COM              87296010       141     7991 SH       SHARED                7991
D TNS INC                        COM              87296010         0       29 SH       SHARED      02          29
D TTM TECHNOLOGIES  INC          NOTE  3.250% 5/1 87305RAC      4501  4320000 PRN      SHARED      02     4320000
D TTM TECHNOLOGIES  INC          COM              87305R10       228    20845 SH       SHARED               20845
D TTM TECHNOLOGIES  INC          COM              87305R10        29     2700 SH       SHARED      01        2700
D TTM TECHNOLOGIES  INC          COM              87305R10         3      302 SH       SHARED      02         302
D TTM TECHNOLOGIES  INC          COM              87305R10       207    18900 SH       SHARED      10       18900
D TW TELECOM INC                 COM              87311L10      3635   187594 SH       SHARED              187594
D TW TELECOM INC                 COM              87311L10      1125    58075 SH       SHARED      01       11875             46200
D TW TELECOM INC                 COM              87311L10       386    19929 SH       SHARED      02       19929
D TW TELECOM INC                 COM              87311L10       174     9000 SH       SHARED      06        9000
D TW TELECOM INC                 COM              87311L10       133     6900 SH       SHARED      10        6900
D TAIWAN FD INC                  COM              87403610         0        1 SH       SHARED      02           1
D TAIWAN FD INC                  COM              87403610       172    11928 SH       SHR/OTHR    23                         11928
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     38776  3003565 SH       SHARED             1725999           1277566
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910        26     2088 SH       SHARED      01                          2088
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910        33     2578 SH       SHARED      02          76              2502
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     19844  1537164 SH       SHARED      04     1537164
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      3098   240000 SH       SHARED      05      240000
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910        58     4546 SH       SHARED      21        4546
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       301    23390 SH       SHARED      26       23390
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910         0        2 SH       SHARED      28           2
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       778    60301 SH       SHARED      29       60301
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      1639   127000 SH       SHARED      30      127000
D TAKE-TWO INTERACTIVE SOFTWAR   NOTE  4.375% 6/0 874054AA      1796  1250000 PRN      SHARED      02     1250000
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410       299    22067 SH       SHARED               22067
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410        13     1025 SH       SHARED      01        1025
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410         8      612 SH       SHARED      02         612
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410       265    19600 SH       SHARED      10       19600
D TAL ED GROUP                   ADS REPSTG COM   87408010       552    55386 SH       SHARED               55386
D TAL INTL GROUP INC             COM              87408310       466    16188 SH       SHARED               16188
D TAL INTL GROUP INC             COM              87408310        79     2773 SH       SHARED      02          16              2757
D TAL INTL GROUP INC             COM              87408310         1     1415 SH PUT   SHARED      02        1415
D TAL INTL GROUP INC             COM              87408310       152     5300 SH       SHARED      10        5300
D TALBOTS INC                    COM              87416110       177    66877 SH       SHARED               66877
D TALBOTS INC                    COM              87416110         3     1166 SH       SHARED      02        1166
D TALBOTS INC                    COM              87416110       114    42900 SH       SHARED      10       42900
D TALEO CORP                     CL A             87424N10      4054   104804 SH       SHARED              104804
D TALEO CORP                     CL A             87424N10       652    16869 SH       SHARED      02        9297              7572
D TALEO CORP                     CL A             87424N10      3095    80000 SH       SHARED      04       80000
D TALEO CORP                     CL A             87424N10        16      426 SH       SHARED      21         426
D TALISMAN ENERGY INC            COM              87425E10     12551   984424 SH       SHARED              976884              7540
D TALISMAN ENERGY INC            COM              87425E10        10      800 SH       SHARED      01                           800
D TALISMAN ENERGY INC            COM              87425E10       512    40200 SH       SHR/OTHR    01                         40200
D TALISMAN ENERGY INC            COM              87425E10       234    18404 SH       SHARED      04       18404
D TALISMAN ENERGY INC            COM              87425E10        96     7600 SH       SHARED      05        7600
D TALISMAN ENERGY INC            COM              87425E10       775    60800 SH       SHARED      06       52200              8600
D TALISMAN ENERGY INC            COM              87425E10         5      400 SH       SHARED      21         400
D TALISMAN ENERGY INC            COM              87425E10        68     5400 SH       SHARED      23        5400
D TALISMAN ENERGY INC            COM              87425E10       191    15000 SH       SHR/OTHR    23                         15000
D TAM SA                         SP ADR REP PFD   87484D10        19      997 SH       SHARED      02         147               850
D TANDY LEATHER FACTORY INC      COM              87538X10         0        9 SH       SHARED      02           9
D TANGER FACTORY OUTLET CTRS I   COM              87546510         0       34 SH       SHARED                  34
D TANGER FACTORY OUTLET CTRS I   COM              87546510     18041   615322 SH       SHARED              615322
D TANGER FACTORY OUTLET CTRS I   COM              87546510        82     2800 SH       SHARED      01        2800
D TANGER FACTORY OUTLET CTRS I   COM              87546510        38     1297 SH       SHARED      02        1297
D TANGER FACTORY OUTLET CTRS I   COM              87546510      7308   249250 SH       SHARED      10      249250
D TANGER FACTORY OUTLET CTRS I   COM              87546510    239307  8161911 SH       SHARED      11     5625051           2536860
D TANGER FACTORY OUTLET CTRS I   COM              87546510       265     9056 SH       SHARED      26        9056
D TANGOE INC                     COM              87582Y10        54     3513 SH       SHARED                3513
D TANGOE INC                     COM              87582Y10       318    20706 SH       SHARED      02       20706
D TANZANIAN ROYALTY EXPL CORP    COM              87600U10       133    55640 SH       SHARED               55640
D TAOMEE HLDGS LTD               SPONSORED ADR    87600Y10         0        3 SH       SHARED      02           3
D TARGACEPT INC                  COM              87611R30        47     8545 SH       SHARED                8545
D TARGACEPT INC                  COM              87611R30       155    27923 SH       SHARED      02        2123             25800
D TARGACEPT INC                  COM              87611R30         0       81 SH CALL  SHARED      02          81
D TARGACEPT INC                  COM              87611R30       629   113100 SH       SHARED      04      113100
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10      2128    57100 SH       SHARED               57100
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10      3941   105717 SH       SHARED      02           1            105716
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10     72619  1947958 SH       SHARED      06                       1947958
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10       432    11590 SH       SHARED      26       11590
D TARGET CORP                    COM              87612E10     13108   255926 SH       SHARED              255926
D TARGET CORP                    COM              87612E10      9088   177449 SH       SHARED      01      171399              6050
D TARGET CORP                    COM              87612E10        59     1166 SH       SHR/OTHR    01                          1166
D TARGET CORP                    COM              87612E10       905    17686 SH       SHARED      02       10356              7330
D TARGET CORP                    COM              87612E10         4     2911 SH CALL  SHARED      02        2911
D TARGET CORP                    COM              87612E10         0     1095 SH PUT   SHARED      02        1095
D TARGET CORP                    COM              87612E10      1746    34100 SH       SHARED      04       34100
D TARGET CORP                    COM              87612E10       129     2530 SH       SHARED      05        2530
D TARGET CORP                    COM              87612E10      3022    59013 SH       SHARED      06       38520             20493
D TARGET CORP                    COM              87612E10     11715   228723 SH       SHARED      10      228723
D TARGET CORP                    COM              87612E10       745    14550 SH       SHARED      20        1600             12950
D TARGET CORP                    COM              87612E10       868    16950 SH       SHARED      23       16950
D TARGET CORP                    COM              87612E10      1500    29302 SH       SHR/OTHR    23                         29302
D TARGET CORP                    COM              87612E10        78     1530 SH       SHARED      27        1530
D TARGET CORP                    COM              87612E10      7072   138086 SH       SHARED      31      138086
D TARGA RES CORP                 COM              87612G10      1549    38069 SH       SHARED               38069
D TARGA RES CORP                 COM              87612G10         0       12 SH       SHARED      02          12
D TARGA RES CORP                 COM              87612G10        56     1400 SH       SHARED      10        1400
D TASER INTL INC                 COM              87651B10       107    20908 SH       SHARED               20908
D TASER INTL INC                 COM              87651B10         0      140 SH       SHARED      02         140
D TASER INTL INC                 COM              87651B10        59    11600 SH       SHARED      10       11600
D TASEKO MINES LTD               COM              87651110      1413   517739 SH       SHARED              517739
D TASEKO MINES LTD               COM              87651110        11     4122 SH       SHARED      02        4122
D TASMAN METALS LTD              COM              87652B10        14     9300 SH       SHARED      02        9300
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410        66     8360 SH       SHARED                8360
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410         0        2 SH       SHARED      02           2
D TATA MTRS LTD                  SPONSORED ADR    87656850      4574   270671 SH       SHARED              270671
D TATA MTRS LTD                  SPONSORED ADR    87656850        68     4042 SH       SHARED      02        1042              3000
D TATA MTRS LTD                  SPONSORED ADR    87656850         2     1500 SH CALL  SHARED      02        1500
D TATA MTRS LTD                  SPONSORED ADR    87656850       520    30800 SH       SHARED      04       30800
D TATA MTRS LTD                  SPONSORED ADR    87656850       507    30000 SH       SHARED      26       30000
D TAUBMAN CTRS INC               COM              87666410     20551   330936 SH       SHARED              330936
D TAUBMAN CTRS INC               COM              87666410      1195    19250 SH       SHARED      01        1450             17800
D TAUBMAN CTRS INC               COM              87666410        62     1003 SH       SHARED      02           3              1000
D TAUBMAN CTRS INC               COM              87666410      5169    83250 SH       SHARED      10       83250
D TAUBMAN CTRS INC               COM              87666410    124689  2007874 SH       SHARED      11     1145711            862163
D TAUBMAN CTRS INC               COM              87666410        82     1335 SH       SHARED      26        1335
D TAYLOR CAP GROUP INC           COM              87685110       189    19531 SH       SHARED               19531
D TAYLOR CAP GROUP INC           COM              87685110         0       16 SH       SHARED      02          16
D TAYLOR CAP GROUP INC           COM              87685110        17     1750 SH       SHARED      10        1750
D TEAMSTAFF INC                  COM PAR $.001    87815U30         0        1 SH       SHARED      02           1
D TEAM INC                       COM              87815510       179     6018 SH       SHARED                6018
D TEAM INC                       COM              87815510         6      214 SH       SHARED      02         214
D TEAM HEALTH HOLDINGS INC       COM              87817A10       180     8187 SH       SHARED                8187
D TEAM HEALTH HOLDINGS INC       COM              87817A10         0       23 SH       SHARED      02          23
D TEAVANA HLDGS INC              COM              87819P10        51     2742 SH       SHARED                2742
D TEAVANA HLDGS INC              COM              87819P10         0       23 SH       SHARED      02          23
D TEAVANA HLDGS INC              COM              87819P10      1126    60000 SH       SHARED      04       60000
D TEARLAB CORP                   COM              87819310         0        2 SH       SHARED      02           2
D TECH DATA CORP                 COM              87823710       354     7176 SH       SHARED                7176
D TECH DATA CORP                 COM              87823710       632    12800 SH       SHARED      01                         12800
D TECH DATA CORP                 COM              87823710        51     1051 SH       SHARED      02        1051
D TECH DATA CORP                 COM              87823710       182     3700 SH       SHARED      26        3700
D TECHE HLDG CO                  COM              87833010         0        3 SH       SHARED      02           3
D TECHNE CORP                    COM              87837710      2227    32635 SH       SHARED               32635
D TECHNE CORP                    COM              87837710       819    12000 SH       SHARED      01         800             11200
D TECHNE CORP                    COM              87837710        32      482 SH       SHARED      02         302               180
D TECHNE CORP                    COM              87837710       320     4700 SH       SHARED      10        4700
D TECHNE CORP                    COM              87837710        15      227 SH       SHARED      21                           227
D TECHNICAL COMMUNICATIONS COR   COM              87840910         0        3 SH       SHARED      02           3
D TECHTARGET INC                 COM              87874R10        23     3982 SH       SHARED                3982
D TECHTARGET INC                 COM              87874R10         0       33 SH       SHARED      02          33
D TECK RESOURCES LTD             CL B             87874220       913    25960 SH       SHARED               25960
D TECK RESOURCES LTD             CL B             87874220      6214   176591 SH       SHARED              176591
D TECK RESOURCES LTD             CL B             87874220      5101   144981 SH       SHARED      02      144081               900
D TECK RESOURCES LTD             CL B             87874220      1471    41804 SH       SHARED      04       41804
D TECK RESOURCES LTD             CL B             87874220       140     3991 SH       SHARED      05        3991
D TECK RESOURCES LTD             CL B             87874220       996    28322 SH       SHARED      06       24672              3650
D TECK RESOURCES LTD             CL B             87874220        20      580 SH       SHARED      20                           580
D TECUMSEH PRODS CO              CL A             87889520        93    19994 SH       SHARED               19994
D TECUMSEH PRODS CO              CL A             87889520         0       26 SH       SHARED      02          26
D TECUMSEH PRODS CO              CL A             87889520        63    13500 SH       SHARED      10       13500
D TEJON RANCH CO                 COM              87908010       390    15964 SH       SHARED               15964
D TEJON RANCH CO                 COM              87908010         0       28 SH       SHARED      02          28
D TEJON RANCH CO                 COM              87908010       222     9072 SH       SHARED      04        9072
D TEKELEC                        COM              87910110      3002   274684 SH       SHARED              274684
D TEKELEC                        COM              87910110        17     1600 SH       SHARED      01        1600
D TEKELEC                        COM              87910110         3      357 SH       SHARED      02         357
D TEKELEC                        COM              87910110       185    17000 SH       SHARED      10       17000
D TEKMIRA PHARMACEUTICALS CORP   COM NEW          87911B20       131    87700 SH       SHARED      26       87700
D TEKMIRA PHARMACEUTICALS CORP   COM NEW          87911B20        26    17500 SH       SHARED      32       17500
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610      1043   109684 SH       SHARED              109684
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610        37     3896 SH       SHARED      02         365              3531
D TELECOM HLDRS TR               DEPOSITRY RCPT   87927P20         2       70 SH       SHARED      02          70
D TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y10      1969   184893 SH       SHARED              184893
D TELECOM ITALIA S P A NEW       SPON ADR SVGS    87927Y20       738    82956 SH       SHARED               82956
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320      5742   321194 SH       SHARED              321194
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320         1      100 SH       SHARED      02         100
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320        71     4000 SH       SHARED      04        4000
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    87927820       170    21334 SH       SHARED               21334
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    87927820        37     4652 SH       SHARED      02          12              4640
D TELECOMMUNICATION SYS INC      CL A             87929J10        37    15985 SH       SHARED               15985
D TELECOMMUNICATION SYS INC      CL A             87929J10         0       28 SH       SHARED      02          28
D TELEFONICA BRASIL SA           SPONSORED ADR    87936R10     21906   801543 SH       SHARED              801543
D TELEFONICA BRASIL SA           SPONSORED ADR    87936R10        28     1042 SH       SHARED      02         432               610
D TELEDYNE TECHNOLOGIES INC      COM              87936010      1796    32745 SH       SHARED               32745
D TELEDYNE TECHNOLOGIES INC      COM              87936010        11      213 SH       SHARED      01                           213
D TELEDYNE TECHNOLOGIES INC      COM              87936010         0        1 SH       SHR/OTHR    01                             1
D TELEDYNE TECHNOLOGIES INC      COM              87936010        35      639 SH       SHARED      02         639
D TELEDYNE TECHNOLOGIES INC      COM              87936010       263     4800 SH       SHARED      10        4800
D TELEDYNE TECHNOLOGIES INC      COM              87936010       282     5149 SH       SHARED      26        5149
D TELEFLEX INC                   COM              87936910      1154    18829 SH       SHARED               18829
D TELEFLEX INC                   COM              87936910       766    12500 SH       SHARED      01                         12500
D TELEFLEX INC                   COM              87936910       494     8066 SH       SHARED      02        7316               750
D TELEFLEX INC                   COM              87936910     25862   421975 SH       SHARED      10      421975
D TELEFLEX INC                   COM              87936910        45      750 SH       SHR/OTHR    23                           750
D TELEFONICA S A                 SPONSORED ADR    87938220     20733  1206112 SH       SHARED             1206112
D TELEFONICA S A                 SPONSORED ADR    87938220       204    11895 SH       SHARED      01        2157              9738
D TELEFONICA S A                 SPONSORED ADR    87938220      1750   101804 SH       SHARED      02       25808             75996
D TELEFONICA S A                 SPONSORED ADR    87938220       196    11448 SH       SHARED      10       11448
D TELEFONICA S A                 SPONSORED ADR    87938220       326    18996 SH       SHARED      20       18996
D TELEFONICA S A                 SPONSORED ADR    87938220       223    12975 SH       SHR/OTHR    20                         12975
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378        34     2400 SH       SHARED                2400
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378        14     1000 SH       SHARED      01                          1000
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378        25     1750 SH       SHARED      02                          1750
D TELEPHONE & DATA SYS INC       COM              87943310      3257   125832 SH       SHARED              125832
D TELEPHONE & DATA SYS INC       COM              87943310       737    28500 SH       SHARED      01                         28500
D TELEPHONE & DATA SYS INC       COM              87943310       296    11470 SH       SHARED      02       11470
D TELEPHONE & DATA SYS INC       COM              87943310      1148    44362 SH       SHARED      04       44362
D TELEPHONE & DATA SYS INC       COM              87943310       815    31500 SH       SHARED      10       31500
D TELEPHONE & DATA SYS INC       COM              87943310       155     6000 SH       SHARED      23                          6000
D TELEPHONE & DATA SYS INC       SPL COM          87943386         0       11 SH       SHARED                  11
D TELEPHONE & DATA SYS INC       SPL COM          87943386        95     4000 SH       SHARED      23                          4000
D TELENAV INC                    COM              87945510        40     5235 SH       SHARED                5235
D TELENAV INC                    COM              87945510         0       12 SH       SHARED      02          12
D TELIK INC                      COM              87959M10         0       27 SH       SHARED      02          27
D TELLABS INC                    COM              87966410       569   141043 SH       SHARED              141043
D TELLABS INC                    COM              87966410       148    36650 SH       SHARED      01          50             36600
D TELLABS INC                    COM              87966410       417   103442 SH       SHARED      02      103442
D TELLABS INC                    COM              87966410       386    95700 SH       SHARED      10       95700
D TELULAR CORP                   COM NEW          87970T20        20     2723 SH       SHARED                2723
D TELUS CORP                     NON-VTG SHS      87971M20      3444    64321 SH       SHARED               64321
D TELUS CORP                     NON-VTG SHS      87971M20        32      600 SH       SHARED      02         600
D TELUS CORP                     NON-VTG SHS      87971M20        85     1600 SH       SHARED      04        1600
D TELUS CORP                     NON-VTG SHS      87971M20       400     7470 SH       SHARED      05        7470
D TELUS CORP                     NON-VTG SHS      87971M20      1060    19798 SH       SHARED      06       19048               750
D TEMPLE INLAND INC              COM              87986810     32240  1016717 SH       SHARED             1016717
D TEMPLE INLAND INC              COM              87986810      1329    41934 SH       SHARED      01        4274             37660
D TEMPLE INLAND INC              COM              87986810         4      142 SH       SHARED      02         142
D TEMPLE INLAND INC              COM              87986810         6     1425 SH CALL  SHARED      02        1425
D TEMPLE INLAND INC              COM              87986810        79     2500 SH       SHARED      10        2500
D TEMPLE INLAND INC              COM              87986810       142     4500 SH       SHARED      20                          4500
D TELETECH HOLDINGS INC          COM              87993910       164    10178 SH       SHARED               10178
D TELETECH HOLDINGS INC          COM              87993910         2      149 SH       SHARED      02         149
D TEMPLETON DRAGON FD INC        COM              88018T10       254    10000 SH       SHARED      01                         10000
D TEMPLETON DRAGON FD INC        COM              88018T10        71     2800 SH       SHARED      02                          2800
D TEMPLETON DRAGON FD INC        COM              88018T10       178     7000 SH       SHARED      23        7000
D TEMPLETON EMERGING MKTS FD I   COM              88019110        12      674 SH       SHARED      02                           674
D TEMPLETON EMERGING MKTS FD I   COM              88019110       214    12000 SH       SHR/OTHR    23                         12000
D TEMPLETON EMERG MKTS INCOME    COM              88019210       252    16224 SH       SHARED      02                         16224
D TEMPLETON EMERG MKTS INCOME    COM              88019210        38     2500 SH       SHARED      23        2500
D TEMPUR PEDIC INTL INC          COM              88023U10        62     1191 SH       SHARED                1191
D TEMPUR PEDIC INTL INC          COM              88023U10      8545   162676 SH       SHARED              162676
D TEMPUR PEDIC INTL INC          COM              88023U10         5      100 SH       SHARED      01         100
D TEMPUR PEDIC INTL INC          COM              88023U10       128     2454 SH       SHARED      02        1204              1250
D TEMPUR PEDIC INTL INC          COM              88023U10       210     4000 SH       SHARED      10        4000
D TEMPUR PEDIC INTL INC          COM              88023U10        13      251 SH       SHARED      21                           251
D TENARIS S A                    SPONSORED ADR    88031M10      2753    74063 SH       SHARED               74063
D TENARIS S A                    SPONSORED ADR    88031M10        31      855 SH       SHARED      02           5               850
D TENARIS S A                    SPONSORED ADR    88031M10        29      800 SH       SHARED      21         800
D TENET HEALTHCARE CORP          COM              88033G10       501    97753 SH       SHARED               97753
D TENET HEALTHCARE CORP          COM              88033G10        37     7275 SH       SHARED      01        7275
D TENET HEALTHCARE CORP          COM              88033G10        32     6361 SH       SHARED      02        6361
D TENET HEALTHCARE CORP          COM              88033G10         0      463 SH CALL  SHARED      02         463
D TENET HEALTHCARE CORP          COM              88033G10         0      879 SH PUT   SHARED      02         879
D TENET HEALTHCARE CORP          COM              88033G10        64    12500 SH       SHARED      06                         12500
D TENET HEALTHCARE CORP          COM              88033G10       598   116689 SH       SHARED      10      116689
D TENET HEALTHCARE CORP          COM              88033G10         7     1389 SH       SHARED      21        1389
D TENET HEALTHCARE CORP          COM              88033G10       131    25700 SH       SHARED      32       25700
D TENGASCO INC                   COM NEW          88033R20         0        1 SH       SHARED      02           1
D TENNANT CO                     COM              88034510       214     5510 SH       SHARED                5510
D TENNANT CO                     COM              88034510        67     1728 SH       SHARED      02        1728
D TENNANT CO                     COM              88034510        58     1500 SH       SHARED      10        1500
D TENNECO INC                    COM              88034910      4802   161270 SH       SHARED              161270
D TENNECO INC                    COM              88034910       114     3850 SH       SHARED      01        3850
D TENNECO INC                    COM              88034910        21      722 SH       SHARED      02         722
D TENNECO INC                    COM              88034910       226     7600 SH       SHARED      10        7600
D TERADATA CORP DEL              COM              88076W10         1       40 SH       SHARED                  40
D TERADATA CORP DEL              COM              88076W10      7466   153923 SH       SHARED              153923
D TERADATA CORP DEL              COM              88076W10      1998    41199 SH       SHARED      01       40363               836
D TERADATA CORP DEL              COM              88076W10      4824    99459 SH       SHARED      02       98959               500
D TERADATA CORP DEL              COM              88076W10      4123    85000 SH       SHARED      04       85000
D TERADATA CORP DEL              COM              88076W10        33      700 SH       SHARED      05         700
D TERADATA CORP DEL              COM              88076W10       521    10750 SH       SHARED      06        5950              4800
D TERADATA CORP DEL              COM              88076W10      2340    48247 SH       SHARED      10       48247
D TERADATA CORP DEL              COM              88076W10         1       35 SH       SHARED      20          35
D TERADATA CORP DEL              COM              88076W10         7      150 SH       SHARED      21                           150
D TERADATA CORP DEL              COM              88076W10        68     1416 SH       SHARED      26        1416
D TERADYNE INC                   NOTE  4.500% 3/1 880770AE      4334  1695000 PRN      SHARED      02     1695000
D TERADYNE INC                   COM              88077010     20378  1495098 SH       SHARED             1495098
D TERADYNE INC                   COM              88077010       189    13868 SH       SHARED      01       13868
D TERADYNE INC                   COM              88077010       121     8950 SH       SHR/OTHR    01                          8950
D TERADYNE INC                   COM              88077010     13714  1006203 SH       SHARED      02      999918              6285
D TERADYNE INC                   COM              88077010      1228    90154 SH       SHARED      04       90154
D TERADYNE INC                   COM              88077010        89     6600 SH       SHARED      06        6600
D TERADYNE INC                   COM              88077010      3318   243448 SH       SHARED      10      243448
D TERADYNE INC                   COM              88077010       314    23090 SH       SHARED      29       23090
D TEREX CORP NEW                 NOTE  4.000% 6/0 880779AV        66    60000 PRN      SHARED               60000
D TEREX CORP NEW                 COM              88077910      8217   608289 SH       SHARED              608289
D TEREX CORP NEW                 COM              88077910       561    41575 SH       SHARED      01        7675             33900
D TEREX CORP NEW                 COM              88077910       197    14629 SH       SHARED      02       13029              1600
D TEREX CORP NEW                 COM              88077910      1351   100000 SH       SHARED      06      100000
D TEREX CORP NEW                 COM              88077910        79     5900 SH       SHARED      10        5900
D TEREX CORP NEW                 COM              88077910       185    13700 SH       SHARED      21       13700
D TERNIUM SA                     SPON ADR         88089010      2711   147447 SH       SHARED              147447
D TERNIUM SA                     SPON ADR         88089010         2      134 SH       SHARED      02         134
D TERRA NITROGEN CO L P          COM UNIT         88100520     12594    75000 SH       SHARED               75000
D TERRA NITROGEN CO L P          COM UNIT         88100520         8       50 SH       SHARED      02                            50
D TERRITORIAL BANCORP INC        COM              88145X10        42     2158 SH       SHARED                2158
D TERRITORIAL BANCORP INC        COM              88145X10        71     3600 SH       SHARED      01        3600
D TERRITORIAL BANCORP INC        COM              88145X10         0       17 SH       SHARED      02          17
D TERRENO RLTY CORP              COM              88146M10        30     2039 SH       SHARED                2039
D TERRENO RLTY CORP              COM              88146M10         0        3 SH       SHARED      02           3
D TERRENO RLTY CORP              COM              88146M10        36     2400 SH       SHARED      10        2400
D TESCO CORP                     COM              88157K10       125     9924 SH       SHARED                9924
D TESCO CORP                     COM              88157K10         0       55 SH       SHARED      02          55
D TESLA MTRS INC                 COM              88160R10      2006    70261 SH       SHARED               70261
D TESLA MTRS INC                 COM              88160R10       179     6300 SH       SHARED      01        6300
D TESLA MTRS INC                 COM              88160R10       462    16177 SH       SHARED      02        9347              6830
D TESLA MTRS INC                 COM              88160R10         0       40 SH CALL  SHARED      02          40
D TESLA MTRS INC                 COM              88160R10        65     2287 SH       SHARED      04                          2287
D TESLA MTRS INC                 COM              88160R10      2058    72070 SH       SHARED      04       72070
D TESLA MTRS INC                 COM              88160R10        85     3000 SH       SHARED      10        3000
D TESLA MTRS INC                 COM              88160R10       142     5000 SH       SHARED      20                 5000
D TESORO CORP                    COM              88160910      2069    88596 SH       SHARED               88596
D TESORO CORP                    COM              88160910         0     1000 SH PUT   SHARED                1000
D TESORO CORP                    COM              88160910        64     2750 SH       SHARED      01        2750
D TESORO CORP                    COM              88160910       384    16468 SH       SHARED      02       16168               300
D TESORO CORP                    COM              88160910         0      487 SH CALL  SHARED      02         487
D TESORO CORP                    COM              88160910       568    24324 SH       SHARED      04       24324
D TESORO CORP                    COM              88160910       565    24200 SH       SHARED      06       20400              3800
D TESORO CORP                    COM              88160910     25671  1098966 SH       SHARED      10     1098966
D TESORO CORP                    COM              88160910        25     1100 SH       SHARED      20        1100
D TESORO CORP                    COM              88160910         9      400 SH       SHR/OTHR    20                           400
D TESORO CORP                    COM              88160910       248    10620 SH       SHARED      26       10620
D TETRA TECHNOLOGIES INC DEL     COM              88162F10      1690   181000 SH       SHARED              181000
D TETRA TECHNOLOGIES INC DEL     COM              88162F10        10     1113 SH       SHARED      02         713               400
D TETRA TECHNOLOGIES INC DEL     COM              88162F10       126    13500 SH       SHARED      10       13500
D TETRA TECH INC NEW             COM              88162G10       637    29532 SH       SHARED               29532
D TETRA TECH INC NEW             COM              88162G10       115     5338 SH       SHARED      02        5338
D TETRA TECH INC NEW             COM              88162G10        15      701 SH       SHARED      21         701
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       141     3500 SH       SHARED                                  3500
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     31029   768811 SH       SHARED              768811
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        68     1700 SH       SHARED      01         100              1600
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      9128   226182 SH       SHARED      02      108666            117516
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420         8    17835 SH CALL  SHARED      02       17835
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        33     5150 SH PUT   SHARED      02        5150
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       226     5624 SH       SHARED      04                          5624
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420    167064  4139361 SH       SHARED      04     4139361
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      4340   107542 SH       SHARED      06       34542             73000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      5427   134479 SH       SHARED      10      134479
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       282     7000 SH       SHARED      15        7000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       204     5060 SH       SHARED      21        5060
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       166     4125 SH       SHR/OTHR    23                          4125
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        48     1200 SH       SHARED      26        1200
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       282     7000 SH       SHARED      29        7000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       173     4300 SH       SHARED      32        4300
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE      3618  3503000 PRN      SHARED      02     3503000
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE      5165  5000000 PRN      SHARED      04     5000000
D TESSERA TECHNOLOGIES INC       COM              88164L10      1132    67635 SH       SHARED               67635
D TESSERA TECHNOLOGIES INC       COM              88164L10        41     2500 SH       SHARED      01        2500
D TESSERA TECHNOLOGIES INC       COM              88164L10       181    10838 SH       SHARED      02         338             10500
D TESSERA TECHNOLOGIES INC       COM              88164L10         1      400 SH CALL  SHARED      02         400
D TESSERA TECHNOLOGIES INC       COM              88164L10       134     8000 SH       SHARED      10        8000
D TEUCRIUM COMMODITY TR          CORN FD SHS      88166A10         8      200 SH       SHARED      02                           200
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10      1615    52776 SH       SHARED               52776
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10         6      199 SH       SHARED      02         199
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10       404    13200 SH       SHARED      10       13200
D TEXAS CAPITAL BANCSHARES INC   *W EXP 01/16/201 88224Q11       508    29000 SH       SHARED      02       29000
D TEXAS INDS INC                 COM              88249110      3356   109040 SH       SHARED              109040
D TEXAS INDS INC                 COM              88249110        22      746 SH       SHARED      02         746
D TEXAS INDS INC                 COM              88249110       163     5300 SH       SHARED      10        5300
D TEXAS INSTRS INC               COM              88250810     23495   807139 SH       SHARED              807139
D TEXAS INSTRS INC               COM              88250810      8636   296700 SH       SHARED      01      290700              6000
D TEXAS INSTRS INC               COM              88250810        46     1600 SH       SHR/OTHR    01                          1600
D TEXAS INSTRS INC               COM              88250810      4320   148415 SH       SHARED      02      142315              6100
D TEXAS INSTRS INC               COM              88250810      2980   102400 SH       SHARED      04      102400
D TEXAS INSTRS INC               COM              88250810        68     2360 SH       SHARED      05        2360
D TEXAS INSTRS INC               COM              88250810      3140   107890 SH       SHARED      06       71040             36850
D TEXAS INSTRS INC               COM              88250810     12931   444236 SH       SHARED      10      444236
D TEXAS INSTRS INC               COM              88250810       560    19250 SH       SHARED      20                         19250
D TEXAS INSTRS INC               COM              88250810        26      900 SH       SHR/OTHR    20                           900
D TEXAS INSTRS INC               COM              88250810       304    10455 SH       SHARED      21       10455
D TEXAS INSTRS INC               COM              88250810         8      275 SH       SHARED      23         275
D TEXAS INSTRS INC               COM              88250810       483    16601 SH       SHR/OTHR    23                         16601
D TEXAS INSTRS INC               COM              88250810       221     7600 SH       SHARED      26        7600
D TEXAS INSTRS INC               COM              88250810      1069    36736 SH       SHARED      27       36736
D TEXAS INSTRS INC               COM              88250810       366    12600 SH       SHARED      29       12600
D TEXAS INSTRS INC               COM              88250810      4562   156723 SH       SHARED      31      156723
D TEXAS PAC LD TR                SUB CTF PROP I T 88261010       215     5300 SH       SHARED                5300
D TEXAS PAC LD TR                SUB CTF PROP I T 88261010       333     8200 SH       SHARED      29        8200
D TEXAS ROADHOUSE INC            COM              88268110      2233   149908 SH       SHARED              149908
D TEXAS ROADHOUSE INC            COM              88268110       387    26001 SH       SHARED      02         953             25048
D THAI FD INC                    COM              88290410        24     2000 SH       SHARED      26        2000
D THAI CAP FD INC                COM NEW          88290520        40     4723 SH       SHARED      10        4723
D TEXTRON INC                    NOTE  4.500% 5/0 883203BN      4605  3000000 PRN      SHARED             3000000
D TEXTRON INC                    COM              88320310      3671   198564 SH       SHARED              198564
D TEXTRON INC                    COM              88320310         1      529 SH PUT   SHARED                 529
D TEXTRON INC                    COM              88320310      1505    81423 SH       SHARED      01       67823             13600
D TEXTRON INC                    COM              88320310       460    24920 SH       SHARED      02       23069              1851
D TEXTRON INC                    COM              88320310         3     1000 SH CALL  SHARED      02        1000
D TEXTRON INC                    COM              88320310         0      141 SH PUT   SHARED      02         141
D TEXTRON INC                    COM              88320310         2      160 SH       SHARED      05         160
D TEXTRON INC                    COM              88320310      1376    74460 SH       SHARED      10       74460
D TEXTRON INC                    COM              88320310        14      760 SH       SHARED      20                           760
D TEXTRON INC                    COM              88320310       551    29838 SH       SHARED      27       29838
D THERAGENICS CORP               COM              88337510         0       14 SH       SHARED      02          14
D THERATECHNOLOGIES INC          COM              88338H10       171    63408 SH       SHARED               63408
D THERATECHNOLOGIES INC          COM              88338H10         0       55 SH       SHARED      02          55
D THERAVANCE INC                 COM              88338T10       512    23168 SH       SHARED               23168
D THERAVANCE INC                 COM              88338T10       315    14286 SH       SHARED      01                         14286
D THERAVANCE INC                 COM              88338T10         1       70 SH       SHARED      02          70
D THERAVANCE INC                 COM              88338T10      2063    93386 SH       SHARED      04       93386
D THERAVANCE INC                 COM              88338T10       119     5400 SH       SHARED      10        5400
D THERMO FISHER SCIENTIFIC INC   COM              88355610        46     1031 SH       SHARED                 431               600
D THERMO FISHER SCIENTIFIC INC   COM              88355610     28726   638788 SH       SHARED              619477             19311
D THERMO FISHER SCIENTIFIC INC   COM              88355610     12805   284752 SH       SHARED      01      238441      250    46061
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1610    35810 SH       SHR/OTHR    01                         35810
D THERMO FISHER SCIENTIFIC INC   COM              88355610       959    21338 SH       SHARED      02        4464             16874
D THERMO FISHER SCIENTIFIC INC   COM              88355610         0      200 SH CALL  SHARED      02         200
D THERMO FISHER SCIENTIFIC INC   COM              88355610     14543   323400 SH       SHARED      04      323400
D THERMO FISHER SCIENTIFIC INC   COM              88355610      5822   129470 SH       SHARED      05      129470
D THERMO FISHER SCIENTIFIC INC   COM              88355610      5801   129000 SH       SHARED      06       38110             90890
D THERMO FISHER SCIENTIFIC INC   COM              88355610      5783   128597 SH       SHARED      10      126622              1975
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2323    51665 SH       SHARED      20       43750      170     7745
D THERMO FISHER SCIENTIFIC INC   COM              88355610        82     1840 SH       SHR/OTHR    20                          1840
D THERMO FISHER SCIENTIFIC INC   COM              88355610       126     2815 SH       SHARED      21        2815
D THERMO FISHER SCIENTIFIC INC   COM              88355610        91     2027 SH       SHR/OTHR    21                          2027
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2298    51105 SH       SHARED      23       44735              6370
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1537    34185 SH       SHR/OTHR    23                         34185
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1551    34490 SH       SHARED      26       34490
D THERMO FISHER SCIENTIFIC INC   COM              88355610        49     1108 SH       SHARED      27        1108
D THERMO FISHER SCIENTIFIC INC   COM              88355610       907    20175 SH       SHARED      29       20175
D THERMO FISHER SCIENTIFIC INC   COM              88355610      5359   119175 SH       SHARED      31      119175
D THERMON GROUP HLDGS INC        COM              88362T10        59     3365 SH       SHARED                3365
D THERMON GROUP HLDGS INC        COM              88362T10        61     3507 SH       SHARED      02           7              3500
D THESTREET INC                  COM              88368Q10       111    66468 SH       SHARED               66468
D THOMAS & BETTS CORP            COM              88431510      1574    28846 SH       SHARED               28846
D THOMAS & BETTS CORP            COM              88431510      2635    48276 SH       SHARED      01       29865             18411
D THOMAS & BETTS CORP            COM              88431510       105     1935 SH       SHR/OTHR    01                          1935
D THOMAS & BETTS CORP            COM              88431510        11      204 SH       SHARED      02          14               190
D THOMAS & BETTS CORP            COM              88431510        87     1600 SH       SHARED      10        1600
D THOMAS & BETTS CORP            COM              88431510       339     6225 SH       SHARED      20        5935               290
D THOMAS & BETTS CORP            COM              88431510        17      319 SH       SHARED      21         319
D THOMAS & BETTS CORP            COM              88431510       873    16000 SH       SHARED      23       14000              2000
D THOMAS PPTYS GROUP INC         COM              88445310        34    10215 SH       SHARED               10215
D THOMAS PPTYS GROUP INC         COM              88445310         0       50 SH       SHARED      01          50
D THOMAS PPTYS GROUP INC         COM              88445310         0        5 SH       SHARED      02           5
D THOMPSON CREEK METALS CO INC   COM              88476810       323    46509 SH       SHARED               46509
D THOMPSON CREEK METALS CO INC   COM              88476810      3340   480006 SH       SHARED              480006
D THOMPSON CREEK METALS CO INC   COM              88476810      1443   207456 SH       SHARED      02      206456              1000
D THOMPSON CREEK METALS CO INC   COM              88476810       457    65740 SH       SHARED      06       65740
D THOMPSON CREEK METALS CO INC   COM              88476810     14556  2091450 SH       SHARED      10     2091450
D THOMSON REUTERS CORP           COM              88490310     19646   736655 SH       SHARED              736655
D THOMSON REUTERS CORP           COM              88490310        17      660 SH       SHARED      01         414               246
D THOMSON REUTERS CORP           COM              88490310        10      384 SH       SHR/OTHR    01                           384
D THOMSON REUTERS CORP           COM              88490310        66     2504 SH       SHARED      02        2504
D THOMSON REUTERS CORP           COM              88490310        43     1629 SH       SHARED      04        1629
D THOMSON REUTERS CORP           COM              88490310       797    29915 SH       SHARED      05       29915
D THOMSON REUTERS CORP           COM              88490310       592    22200 SH       SHARED      06       20100              2100
D THOMSON REUTERS CORP           COM              88490310      2781   104300 SH       SHARED      10      104300
D THOMSON REUTERS CORP           COM              88490310       360    13506 SH       SHARED      26       13506
D THOR INDS INC                  COM              88516010       133     4879 SH       SHARED                4879
D THOR INDS INC                  COM              88516010       386    14100 SH       SHARED      01                         14100
D THOR INDS INC                  COM              88516010         2      103 SH       SHARED      02         103
D THOR INDS INC                  COM              88516010        35     1300 SH       SHARED      10        1300
D THOR INDS INC                  COM              88516010       156     5710 SH       SHARED      26        5710
D THORATEC CORP                  COM NEW          88517530       996    29687 SH       SHARED               29687
D THORATEC CORP                  COM NEW          88517530      1994    59430 SH       SHARED      01          50             59380
D THORATEC CORP                  COM NEW          88517530         0        4 SH       SHARED      02           4
D THORATEC CORP                  COM NEW          88517530        40     1200 SH       SHARED      10        1200
D THORATEC CORP                  COM NEW          88517530         1       50 SH       SHARED      20          50
D THORATEC CORP                  COM NEW          88517530        10      324 SH       SHARED      21         324
D THORATEC CORP                  COM NEW          88517530         2       85 SH       SHARED      23          85
D THORATEC CORP                  COM NEW          88517530       397    11836 SH       SHARED      32       11836
D 3-D SYS CORP DEL               COM NEW          88554D20       191    13297 SH       SHARED               13297
D 3-D SYS CORP DEL               COM NEW          88554D20        50     3500 SH       SHARED      01        3500
D 3-D SYS CORP DEL               COM NEW          88554D20         0       30 SH       SHARED      02          30
D 3SBIO INC                      SPONSORED ADR    88575Y10       327    32000 SH       SHARED               32000
D 3SBIO INC                      SPONSORED ADR    88575Y10       344    33700 SH       SHARED      26       33700
D 3SBIO INC                      SPONSORED ADR    88575Y10       289    28364 SH       SHARED      32       28364
D 3M CO                          COM              88579Y10       147     1800 SH       SHARED                                  1800
D 3M CO                          COM              88579Y10    104906  1283577 SH       SHARED             1270227             13350
D 3M CO                          COM              88579Y10     17072   208883 SH       SHARED      01      175858             33025
D 3M CO                          COM              88579Y10       916    11214 SH       SHR/OTHR    01                         11214
D 3M CO                          COM              88579Y10      2129    26059 SH       SHARED      02        6046             20013
D 3M CO                          COM              88579Y10         1      160 SH CALL  SHARED      02         160
D 3M CO                          COM              88579Y10         1      188 SH PUT   SHARED      02         188
D 3M CO                          COM              88579Y10      1554    19017 SH       SHARED      04       19017
D 3M CO                          COM              88579Y10       136     1670 SH       SHARED      05        1670
D 3M CO                          COM              88579Y10      4905    60020 SH       SHARED      06       38720             21300
D 3M CO                          COM              88579Y10     21983   268978 SH       SHARED      10      268978
D 3M CO                          COM              88579Y10      2488    30450 SH       SHARED      20        7150             23300
D 3M CO                          COM              88579Y10       411     5030 SH       SHR/OTHR    20                          5030
D 3M CO                          COM              88579Y10       237     2912 SH       SHARED      21        2912
D 3M CO                          COM              88579Y10         8      105 SH       SHR/OTHR    21                           105
D 3M CO                          COM              88579Y10      6944    84967 SH       SHARED      23       83867              1100
D 3M CO                          COM              88579Y10      6876    84142 SH       SHR/OTHR    23                         84142
D 3M CO                          COM              88579Y10       186     2277 SH       SHARED      27        2277
D 3M CO                          COM              88579Y10       825    10100 SH       SHARED      29       10100
D 3M CO                          COM              88579Y10      7541    92279 SH       SHARED      31       92279
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720         0       23 SH       SHARED      02          23
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720       424   347937 SH       SHARED      04      347937
D TIBCO SOFTWARE INC             COM              88632Q10      4983   208430 SH       SHARED              208430
D TIBCO SOFTWARE INC             COM              88632Q10      1549    64789 SH       SHARED      01       14989             49800
D TIBCO SOFTWARE INC             COM              88632Q10       769    32200 SH       SHR/OTHR    01                         32200
D TIBCO SOFTWARE INC             COM              88632Q10       500    20930 SH       SHARED      02       19730              1200
D TIBCO SOFTWARE INC             COM              88632Q10      1434    60000 SH       SHARED      04       60000
D TIBCO SOFTWARE INC             COM              88632Q10       597    25000 SH       SHARED      10       25000
D TIDEWATER INC                  COM              88642310      1184    24028 SH       SHARED               24028
D TIDEWATER INC                  COM              88642310       807    16375 SH       SHARED      01         275             16100
D TIDEWATER INC                  COM              88642310      2051    41604 SH       SHARED      02       41604
D TIDEWATER INC                  COM              88642310       621    12604 SH       SHARED      04       12604
D TIDEWATER INC                  COM              88642310       443     9000 SH       SHARED      10        9000
D TIDEWATER INC                  COM              88642310         5      105 SH       SHARED      21                           105
D TIDEWATER INC                  COM              88642310       441     8950 SH       SHARED      29        8950
D TIER TECHNOLOGIES INC          CL B             88650Q10         0        6 SH       SHARED      02           6
D TIFFANY & CO NEW               COM              88654710      1467    22152 SH       SHARED               22152
D TIFFANY & CO NEW               COM              88654710      1716    25900 SH       SHARED      01       25900
D TIFFANY & CO NEW               COM              88654710      2170    32755 SH       SHARED      02       32530               225
D TIFFANY & CO NEW               COM              88654710         1       30 SH       SHARED      05          30
D TIFFANY & CO NEW               COM              88654710       564     8520 SH       SHARED      06        5070              3450
D TIFFANY & CO NEW               COM              88654710      7783   117466 SH       SHARED      10      117466
D TIFFANY & CO NEW               COM              88654710      1144    17270 SH       SHARED      20                         17270
D TIFFANY & CO NEW               COM              88654710        26      400 SH       SHR/OTHR    20                           400
D TIFFANY & CO NEW               COM              88654710      2911    43940 SH       SHARED      31       43940
D TIM HORTONS INC                COM              88706M10      1733    35810 SH       SHARED               35810
D TIM HORTONS INC                COM              88706M10       191     3957 SH       SHARED      02        2607              1350
D TIM HORTONS INC                COM              88706M10       256     5300 SH       SHARED      05        5300
D TIM HORTONS INC                COM              88706M10       525    10850 SH       SHARED      06        9900               950
D TIM HORTONS INC                COM              88706M10         4      101 SH       SHARED      20         101
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20      3971   153944 SH       SHARED              153944
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20         8      312 SH       SHARED      02         301                11
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20       928    36000 SH       SHARED      04       36000
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20      1290    50000 SH       SHARED      05       50000
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20        44     1730 SH       SHARED      21        1730
D TIMBERLINE RES CORP            COM              88713310         0        8 SH       SHARED      02           8
D TIME WARNER INC                COM NEW          88731730       749    20730 SH       SHARED                4230             16500
D TIME WARNER INC                COM NEW          88731730     29874   826625 SH       SHARED              825076              1549
D TIME WARNER INC                COM NEW          88731730     10460   289449 SH       SHARED      01      261286             28163
D TIME WARNER INC                COM NEW          88731730      1495    41381 SH       SHR/OTHR    01                         41381
D TIME WARNER INC                COM NEW          88731730       780    21599 SH       SHARED      02       15239              6360
D TIME WARNER INC                COM NEW          88731730         3     1750 SH CALL  SHARED      02        1750
D TIME WARNER INC                COM NEW          88731730       464    12866 SH       SHARED      04                         12866
D TIME WARNER INC                COM NEW          88731730      3733   103300 SH       SHARED      04      103300
D TIME WARNER INC                COM NEW          88731730       193     5356 SH       SHARED      05        5356
D TIME WARNER INC                COM NEW          88731730      4255   117740 SH       SHARED      06       85021             32719
D TIME WARNER INC                COM NEW          88731730     14246   394211 SH       SHARED      10      394211
D TIME WARNER INC                COM NEW          88731730       607    16819 SH       SHARED      20       12819              4000
D TIME WARNER INC                COM NEW          88731730        72     2000 SH       SHARED      21        2000
D TIME WARNER INC                COM NEW          88731730        12      340 SH       SHR/OTHR    21                           340
D TIME WARNER INC                COM NEW          88731730       108     3000 SH       SHARED      23                          3000
D TIME WARNER INC                COM NEW          88731730       723    20032 SH       SHR/OTHR    23                         20032
D TIME WARNER INC                COM NEW          88731730       750    20754 SH       SHARED      27       20754
D TIME WARNER INC                COM NEW          88731730       289     8000 SH       SHARED      29        8000
D TIME WARNER INC                COM NEW          88731730      6037   167062 SH       SHARED      31      167062
D TIME WARNER TELECOM INC        DBCV  2.375% 4/0 887319AC      2776  2359000 PRN      SHARED      02     2359000
D TIME WARNER CABLE INC          COM              88732J20     11492   180778 SH       SHARED              180490               288
D TIME WARNER CABLE INC          COM              88732J20         1      346 SH CALL  SHARED                 346
D TIME WARNER CABLE INC          COM              88732J20      5166    81276 SH       SHARED      01       75913              5363
D TIME WARNER CABLE INC          COM              88732J20         4       66 SH       SHR/OTHR    01                            66
D TIME WARNER CABLE INC          COM              88732J20       527     8291 SH       SHARED      02        6329              1962
D TIME WARNER CABLE INC          COM              88732J20      8902   140049 SH       SHARED      04      140049
D TIME WARNER CABLE INC          COM              88732J20        94     1484 SH       SHARED      05        1484
D TIME WARNER CABLE INC          COM              88732J20      2999    47189 SH       SHARED      06       36143             11046
D TIME WARNER CABLE INC          COM              88732J20      6687   105200 SH       SHARED      10      105200
D TIME WARNER CABLE INC          COM              88732J20        39      627 SH       SHARED      20                           627
D TIME WARNER CABLE INC          COM              88732J20       202     3191 SH       SHR/OTHR    23                          3191
D TIME WARNER CABLE INC          COM              88732J20       209     3300 SH       SHARED      26        3300
D TIME WARNER CABLE INC          COM              88732J20        91     1447 SH       SHARED      27        1447
D TIME WARNER CABLE INC          COM              88732J20       127     2007 SH       SHARED      29        2007
D TIME WARNER CABLE INC          COM              88732J20       635    10000 SH       SHARED      30       10000
D TIME WARNER CABLE INC          COM              88732J20      4465    70247 SH       SHARED      31       70247
D TIMKEN CO                      COM              88738910      6139   158591 SH       SHARED              158591
D TIMKEN CO                      COM              88738910      1010    26100 SH       SHARED      01                         26100
D TIMKEN CO                      COM              88738910        73     1909 SH       SHARED      02        1909
D TIMKEN CO                      COM              88738910       445    11500 SH       SHARED      06       11500
D TIMKEN CO                      COM              88738910       135     3500 SH       SHARED      10        3500
D TIMKEN CO                      COM              88738910        51     1323 SH       SHARED      20        1323
D TIMKEN CO                      COM              88738910       202     5240 SH       SHARED      26        5240
D TIMMINS GOLD CORP              COM              88741P10       476   256100 SH       SHARED              256100
D TIMMINS GOLD CORP              COM              88741P10        12     6900 SH       SHARED      02        6900
D TITAN INTL INC ILL             COM              88830M10       250    12896 SH       SHARED               12896
D TITAN INTL INC ILL             COM              88830M10         0       47 SH       SHARED      02          47
D TITAN INTL INC ILL             COM              88830M10       276    14200 SH       SHARED      10       14200
D TITAN MACHY INC                COM              88830R10       114     5291 SH       SHARED                5291
D TITAN MACHY INC                COM              88830R10         2      110 SH       SHARED      02         110
D TITAN MACHY INC                COM              88830R10       171     7900 SH       SHARED      10        7900
D TITANIUM METALS CORP           COM NEW          88833920       592    39538 SH       SHARED               39538
D TITANIUM METALS CORP           COM NEW          88833920         0      359 SH CALL  SHARED                 359
D TITANIUM METALS CORP           COM NEW          88833920       115     7718 SH       SHARED      02        2868              4850
D TITANIUM METALS CORP           COM NEW          88833920       271    18128 SH       SHARED      10       18128
D TITANIUM METALS CORP           COM NEW          88833920      1185    79150 SH       SHARED      26       79150
D TIVO INC                       COM              88870610      6027   672010 SH       SHARED              672010
D TIVO INC                       COM              88870610        49     5500 SH       SHARED      01        5500
D TIVO INC                       COM              88870610       238    26632 SH       SHARED      02         107             26525
D TOLL BROTHERS INC              COM              88947810      6750   330600 SH       SHARED              330600
D TOLL BROTHERS INC              COM              88947810      1974    96713 SH       SHARED      01       51413             45300
D TOLL BROTHERS INC              COM              88947810        91     4458 SH       SHARED      02         308              4150
D TOLL BROTHERS INC              COM              88947810        26    20245 SH CALL  SHARED      02       20245
D TOLL BROTHERS INC              COM              88947810         2      100 SH       SHARED      05         100
D TOLL BROTHERS INC              COM              88947810        11      580 SH       SHARED      06         580
D TOLL BROTHERS INC              COM              88947810        69     3400 SH       SHARED      10        3400
D TOLL BROTHERS INC              COM              88947810         6      314 SH       SHARED      21         314
D TOMPKINS FINANCIAL CORPORATI   COM              89011010       125     3264 SH       SHARED                3264
D TOMPKINS FINANCIAL CORPORATI   COM              89011010         1       43 SH       SHARED      02          43
D TOOTSIE ROLL INDS INC          COM              89051610       604    25548 SH       SHARED               25548
D TOOTSIE ROLL INDS INC          COM              89051610       181     7684 SH       SHARED      01                          7684
D TOOTSIE ROLL INDS INC          COM              89051610         0       19 SH       SHARED      02          19
D TOOTSIE ROLL INDS INC          COM              89051610       264    11171 SH       SHARED      10       11171
D TOR MINERALS INTL INC          COM NEW          89087830         0        1 SH       SHARED      02           1
D TORCH ENERGY ROYALTY TRUST     UNIT BEN INT     89101310         2     1285 SH       SHARED      02        1285
D TORCHMARK CORP                 COM              89102710      3387    78072 SH       SHARED               78072
D TORCHMARK CORP                 COM              89102710      1193    27514 SH       SHARED      01       27514
D TORCHMARK CORP                 COM              89102710        34      794 SH       SHARED      02         794
D TORCHMARK CORP                 COM              89102710       799    18418 SH       SHARED      06       15268              3150
D TORCHMARK CORP                 COM              89102710      7044   162343 SH       SHARED      10      162343
D TORCHMARK CORP                 COM              89102710      1302    30020 SH       SHARED      27       30020
D TOREADOR RES CORP              COM              89105010        82    15999 SH       SHARED               15999
D TOREADOR RES CORP              COM              89105010         1      225 SH       SHARED      01         225
D TOREADOR RES CORP              COM              89105010         0        6 SH       SHARED      02           6
D TORO CO                        COM              89109210       599     9879 SH       SHARED                9879
D TORO CO                        COM              89109210       111     1842 SH       SHARED      02        1842
D TORO CO                        COM              89109210        54      900 SH       SHARED      10         900
D TORONTO DOMINION BK ONT        COM NEW          89116050       165     2208 SH       SHARED                2208
D TORONTO DOMINION BK ONT        COM NEW          89116050     28271   377912 SH       SHARED              272331            105581
D TORONTO DOMINION BK ONT        COM NEW          89116050       120     1612 SH       SHARED      01                          1612
D TORONTO DOMINION BK ONT        COM NEW          89116050      1921    25685 SH       SHARED      02       25301               384
D TORONTO DOMINION BK ONT        COM NEW          89116050         2     2428 SH CALL  SHARED      02        2428
D TORONTO DOMINION BK ONT        COM NEW          89116050         0     2000 SH PUT   SHARED      02        2000
D TORONTO DOMINION BK ONT        COM NEW          89116050     80370  1074331 SH       SHARED      04     1074331
D TORONTO DOMINION BK ONT        COM NEW          89116050       901    12050 SH       SHARED      05       12050
D TORONTO DOMINION BK ONT        COM NEW          89116050      3668    49034 SH       SHARED      06       43900              5134
D TORONTO DOMINION BK ONT        COM NEW          89116050      3119    41693 SH       SHARED      31       41693
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10        35      900 SH       SHARED      02                           900
D TORTOISE ENERGY CAP CORP       COM              89147U10      1224    45630 SH       SHARED      02                         45630
D TORTOISE MLP FD INC            COM              89148B10       309    12000 SH       SHARED      02                         12000
D TOTAL S A                      SPONSORED ADR    89151E10      6568   128526 SH       SHARED              128526
D TOTAL S A                      SPONSORED ADR    89151E10        53     1038 SH       SHARED      01         138               900
D TOTAL S A                      SPONSORED ADR    89151E10        20      400 SH       SHR/OTHR    01                           400
D TOTAL S A                      SPONSORED ADR    89151E10       873    17085 SH       SHARED      02                         17085
D TOTAL S A                      SPONSORED ADR    89151E10         0      200 SH PUT   SHARED      02         200
D TOTAL S A                      SPONSORED ADR    89151E10         5      104 SH       SHARED      21                           104
D TOTAL S A                      SPONSORED ADR    89151E10       102     2000 SH       SHARED      23        2000
D TOTAL S A                      SPONSORED ADR    89151E10       264     5175 SH       SHR/OTHR    23                          5175
D TOWER BANCORP INC              COM              89170910       101     3557 SH       SHARED                3557
D TOWER BANCORP INC              COM              89170910         0       11 SH       SHARED      02          11
D TOWER BANCORP INC              COM              89170910       699    24500 SH       SHARED      10       24500
D TOWER GROUP INC                COM              89177710       363    18032 SH       SHARED               18032
D TOWER GROUP INC                COM              89177710        48     2400 SH       SHARED      01        2400
D TOWER GROUP INC                COM              89177710       161     8019 SH       SHARED      02        8019
D TOWER INTL INC                 COM              89182610       110    10295 SH       SHARED               10295
D TOWER INTL INC                 COM              89182610         0       29 SH       SHARED      02          29
D TOWERS WATSON & CO             CL A             89189410       372     6217 SH       SHARED                6217
D TOWERS WATSON & CO             CL A             89189410       988    16500 SH       SHARED      01         400             16100
D TOWERS WATSON & CO             CL A             89189410        81     1352 SH       SHARED      02           2              1350
D TOWERS WATSON & CO             CL A             89189410       251     4200 SH       SHARED      10        4200
D TOWERS WATSON & CO             CL A             89189410        18      309 SH       SHARED      21         309
D TOTAL SYS SVCS INC             COM              89190610      6209   317460 SH       SHARED              317460
D TOTAL SYS SVCS INC             COM              89190610       693    35473 SH       SHARED      01       35454                19
D TOTAL SYS SVCS INC             COM              89190610       119     6084 SH       SHARED      02        6084
D TOTAL SYS SVCS INC             COM              89190610       489    25000 SH       SHARED      04       25000
D TOTAL SYS SVCS INC             COM              89190610       199    10211 SH       SHARED      06        5611              4600
D TOTAL SYS SVCS INC             COM              89190610       860    44008 SH       SHARED      10       44008
D TOTAL SYS SVCS INC             COM              89190610      1748    89388 SH       SHARED      27       89388
D TOWERSTREAM CORP               COM              89200010        15     7080 SH       SHARED                7080
D TOWERSTREAM CORP               COM              89200010         0       32 SH       SHARED      02          32
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        77    10533 SH       SHARED               10533
D TOWN SPORTS INTL HLDGS INC     COM              89214A10         0       11 SH       SHARED      02          11
D TOWNEBANK PORTSMOUTH VA        COM              89214P10       100     8209 SH       SHARED                8209
D TOWNEBANK PORTSMOUTH VA        COM              89214P10         2      208 SH       SHARED      02         208
D TOWNEBANK PORTSMOUTH VA        COM              89214P10        40     3300 SH       SHARED      10        3300
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130      3676    55592 SH       SHARED               55592
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        19      300 SH       SHARED      01                           300
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        36      550 SH       SHARED      02                           550
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130         0      150 SH CALL  SHARED      02         150
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130         5      323 SH PUT   SHARED      02         323
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        33      500 SH       SHARED      23         500
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        39      600 SH       SHR/OTHR    23                           600
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       415     6277 SH       SHARED      26        6277
D TRACTOR SUPPLY CO              COM              89235610        36      515 SH       SHARED                 515
D TRACTOR SUPPLY CO              COM              89235610     10691   152407 SH       SHARED              152407
D TRACTOR SUPPLY CO              COM              89235610      1543    22000 SH       SHARED      01                         22000
D TRACTOR SUPPLY CO              COM              89235610        70     1000 SH       SHR/OTHR    01                          1000
D TRACTOR SUPPLY CO              COM              89235610        99     1424 SH       SHARED      02         924               500
D TRACTOR SUPPLY CO              COM              89235610       343     4900 SH       SHARED      10        4900
D TRACTOR SUPPLY CO              COM              89235610       539     7695 SH       SHARED      29        7695
D TPC GROUP INC                  COM              89236Y10      2328    99809 SH       SHARED               99809
D TPC GROUP INC                  COM              89236Y10         2      111 SH       SHARED      02         111
D TRANSACT TECHNOLOGIES INC      COM              89291810        32     4424 SH       SHARED                4424
D TRANSACT TECHNOLOGIES INC      COM              89291810        72    10000 SH       SHARED      02                         10000
D TRANSALTA CORP                 COM              89346D10      7079   343314 SH       SHARED              343314
D TRANSALTA CORP                 COM              89346D10       150     7300 SH       SHARED      02        7300
D TRANSALTA CORP                 COM              89346D10       184     8965 SH       SHARED      04        8965
D TRANSALTA CORP                 COM              89346D10       388    18857 SH       SHARED      05       18857
D TRANSALTA CORP                 COM              89346D10       472    22900 SH       SHARED      06       22300               600
D TRANSALTA CORP                 COM              89346D10       577    28000 SH       SHARED      30       28000
D TRANSATLANTIC HLDGS INC        COM              89352110      2414    44121 SH       SHARED               44121
D TRANSATLANTIC HLDGS INC        COM              89352110       968    17700 SH       SHARED      01                         17700
D TRANSATLANTIC HLDGS INC        COM              89352110         3       69 SH       SHARED      02          69
D TRANSATLANTIC HLDGS INC        COM              89352110      1149    21000 SH       SHARED      04       21000
D TRANSATLANTIC HLDGS INC        COM              89352110      4085    74649 SH       SHARED      10       74649
D TRANSATLANTIC HLDGS INC        COM              89352110       107     1968 SH       SHR/OTHR    20                          1968
D TRANSATLANTIC HLDGS INC        COM              89352110       257     4700 SH       SHARED      26        4700
D TRANSCANADA CORP               COM              89353D10       120     2765 SH       SHARED                2765
D TRANSCANADA CORP               COM              89353D10     42465   972417 SH       SHARED              681745            290672
D TRANSCANADA CORP               COM              89353D10       542    12412 SH       SHARED      02        8412              4000
D TRANSCANADA CORP               COM              89353D10    129546  2966483 SH       SHARED      04     2966483
D TRANSCANADA CORP               COM              89353D10       150     3454 SH       SHARED      05        3454
D TRANSCANADA CORP               COM              89353D10    299466  6857496 SH       SHARED      06       25400           6832096
D TRANSCANADA CORP               COM              89353D10     19762   452546 SH       SHARED      10      452546
D TRANSCANADA CORP               COM              89353D10        14      333 SH       SHR/OTHR    23                           333
D TRANSCANADA CORP               COM              89353D10       655    15000 SH       SHARED      30       15000
D TRANSCEPT PHARMACEUTICALS IN   COM              89354M10       421    53845 SH       SHARED               53845
D TRANSCEPT PHARMACEUTICALS IN   COM              89354M10         1      205 SH       SHARED      02         205
D TRANSDIGM GROUP INC            COM              89364110        33      353 SH       SHARED                 153               200
D TRANSDIGM GROUP INC            COM              89364110      6376    66646 SH       SHARED               65178              1468
D TRANSDIGM GROUP INC            COM              89364110      7015    73327 SH       SHARED      01       50649             22678
D TRANSDIGM GROUP INC            COM              89364110      3044    31820 SH       SHR/OTHR    01                         31820
D TRANSDIGM GROUP INC            COM              89364110       403     4219 SH       SHARED      02         785              3434
D TRANSDIGM GROUP INC            COM              89364110       320     3350 SH       SHARED      04        3350
D TRANSDIGM GROUP INC            COM              89364110       278     2915 SH       SHARED      10        2200               715
D TRANSDIGM GROUP INC            COM              89364110      2003    20939 SH       SHARED      20       18323       60     2556
D TRANSDIGM GROUP INC            COM              89364110        63      665 SH       SHR/OTHR    20                           665
D TRANSDIGM GROUP INC            COM              89364110       142     1490 SH       SHARED      21        1490
D TRANSDIGM GROUP INC            COM              89364110        26      280 SH       SHR/OTHR    21                           280
D TRANSDIGM GROUP INC            COM              89364110      2744    28680 SH       SHARED      23       25766              2914
D TRANSDIGM GROUP INC            COM              89364110      1258    13153 SH       SHR/OTHR    23                         13153
D TRANSDIGM GROUP INC            COM              89364110       928     9700 SH       SHARED      26        9700
D TRANSGLOBE ENERGY CORP         COM              89366210         1      206 SH       SHARED                 206
D TRANSGLOBE ENERGY CORP         COM              89366210        14     1803 SH       SHARED      02        1803
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10       903    26900 SH       SHARED               26900
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10       217     6471 SH       SHARED      02          21              6450
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW     20253 20625008 PRN      SHARED            20625008
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW      1782  1815000 PRN      SHARED      01     1265000            550000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW      1227  1250000 PRN      SHR/OTHR    01                       1250000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW      2455  2500000 PRN      SHARED      06     2500000
D TRANS1 INC                     COM              89385X10        64    34598 SH       SHARED               34598
D TRANS1 INC                     COM              89385X10        22    11900 SH       SHARED      32       11900
D TRANSCEND SERVICES INC         COM NEW          89392920       226     9553 SH       SHARED                9553
D TRANSCEND SERVICES INC         COM NEW          89392920         0        8 SH       SHARED      02           8
D TRANSWITCH CORP                COM NEW          89406530         6     2062 SH       SHARED                                  2062
D TRAVELERS COMPANIES INC        COM              89417E10     82853  1400254 SH       SHARED             1400254
D TRAVELERS COMPANIES INC        COM              89417E10      6432   108708 SH       SHARED      01      107465              1243
D TRAVELERS COMPANIES INC        COM              89417E10       478     8084 SH       SHARED      02        6623              1461
D TRAVELERS COMPANIES INC        COM              89417E10        41      700 SH       SHARED      04         700
D TRAVELERS COMPANIES INC        COM              89417E10        36      610 SH       SHARED      05         610
D TRAVELERS COMPANIES INC        COM              89417E10      3331    56302 SH       SHARED      06       43960             12342
D TRAVELERS COMPANIES INC        COM              89417E10     16117   272391 SH       SHARED      10      272391
D TRAVELERS COMPANIES INC        COM              89417E10        24      420 SH       SHARED      21         420
D TRAVELERS COMPANIES INC        COM              89417E10         2       48 SH       SHR/OTHR    23                            48
D TRAVELERS COMPANIES INC        COM              89417E10       673    11387 SH       SHARED      26       11387
D TRAVELERS COMPANIES INC        COM              89417E10      4921    83174 SH       SHARED      31       83174
D TRAVELCENTERS OF AMERICA LLC   COM              89417410         0        6 SH       SHARED      02           6
D TRAVELZOO INC                  COM              89421Q10        40     1638 SH       SHARED                1638
D TRAVELZOO INC                  COM              89421Q10        27     1100 SH       SHARED      01        1100
D TRAVELZOO INC                  COM              89421Q10        65     2670 SH       SHARED      02         146              2524
D TREDEGAR CORP                  COM              89465010       180     8110 SH       SHARED                8110
D TREDEGAR CORP                  COM              89465010        11      499 SH       SHARED      02         499
D TREDEGAR CORP                  COM              89465010       124     5600 SH       SHARED      10        5600
D TREDEGAR CORP                  COM              89465010        26     1200 SH       SHARED      23                          1200
D TREE COM INC                   COM              89467510         0       98 SH       SHARED      01          98
D TREE COM INC                   COM              89467510         0       55 SH       SHARED      02          45                10
D TREEHOUSE FOODS INC            COM              89469A10       988    15124 SH       SHARED               15124
D TREEHOUSE FOODS INC            COM              89469A10        13      200 SH       SHARED      01                           200
D TREEHOUSE FOODS INC            COM              89469A10       292     4471 SH       SHARED      02        4471
D TREEHOUSE FOODS INC            COM              89469A10       477     7300 SH       SHARED      10        7300
D TREEHOUSE FOODS INC            COM              89469A10      4426    67701 SH       SHARED      31       67701
D TREX CO INC                    NOTE  6.000% 7/0 89531PAA       201   181000 PRN      SHARED              181000
D TREX CO INC                    COM              89531P10      1555    67892 SH       SHARED               67892
D TREX CO INC                    COM              89531P10         2      125 SH       SHARED      02         125
D TREX CO INC                    COM              89531P10       169     7400 SH       SHARED      10        7400
D TRI CONTL CORP                 COM              89543610        14     1040 SH       SHARED      01        1040
D TRI CONTL CORP                 COM              89543610         0        2 SH       SHARED      02           2
D TRIANGLE CAP CORP              COM              89584810       142     7459 SH       SHARED                7459
D TRIANGLE CAP CORP              COM              89584810        57     3009 SH       SHARED      02           9              3000
D TRIANGLE CAP CORP              COM              89584810       617    32300 SH       SHARED      10       32300
D TRIDENT MICROSYSTEMS INC       COM              89591910         0       12 SH       SHARED                  12
D TRIDENT MICROSYSTEMS INC       COM              89591910         0        4 SH       SHARED      02           4
D TRIANGLE PETE CORP             COM NEW          89600B20       108    18220 SH       SHARED               18220
D TRIANGLE PETE CORP             COM NEW          89600B20         2      436 SH       SHARED      02         436
D TRICO BANCSHARES               COM              89609510        66     4693 SH       SHARED                4693
D TRICO BANCSHARES               COM              89609510         0        4 SH       SHARED      02           4
D TRICO BANCSHARES               COM              89609510        22     1600 SH       SHARED      10        1600
D TRIMAS CORP                    COM NEW          89621520       140     7822 SH       SHARED                7822
D TRIMAS CORP                    COM NEW          89621520         2      122 SH       SHARED      02         122
D TRIMBLE NAVIGATION LTD         COM              89623910       615    14185 SH       SHARED               14185
D TRIMBLE NAVIGATION LTD         COM              89623910      1640    37800 SH       SHARED      01                         37800
D TRIMBLE NAVIGATION LTD         COM              89623910       130     3005 SH       SHARED      02        1005              2000
D TRIMBLE NAVIGATION LTD         COM              89623910      1085    25000 SH       SHARED      04       25000
D TRIMBLE NAVIGATION LTD         COM              89623910       243     5600 SH       SHARED      10        5600
D TRIMBLE NAVIGATION LTD         COM              89623910        18      433 SH       SHARED      21         433
D TRINA SOLAR LIMITED            NOTE  4.000% 7/1 89628EAA       254   330000 PRN      SHARED              330000
D TRINA SOLAR LIMITED            SPON ADR         89628E10      3942   590219 SH       SHARED              590219
D TRINA SOLAR LIMITED            SPON ADR         89628E10        27     4088 SH       SHARED      02        4088
D TRINA SOLAR LIMITED            SPON ADR         89628E10       487    73000 SH       SHARED      04       73000
D TRINA SOLAR LIMITED            SPON ADR         89628E10       607    91000 SH       SHARED      05       91000
D TRINA SOLAR LIMITED            SPON ADR         89628E10       120    18000 SH       SHARED      15       18000
D TRINA SOLAR LIMITED            SPON ADR         89628E10         8     1339 SH       SHARED      29        1339
D TRINITY BIOTECH PLC            SPON ADR NEW     89643830         2      200 SH       SHARED                 200
D TRINITY BIOTECH PLC            SPON ADR NEW     89643830         0       59 SH       SHARED      02          59
D TRINITY INDS INC               NOTE  3.875% 6/0 896522AF      2115  2165000 PRN      SHARED      02     2165000
D TRINITY INDS INC               COM              89652210       130     4340 SH       SHARED                4340
D TRINITY INDS INC               COM              89652210       742    24700 SH       SHARED      01                         24700
D TRINITY INDS INC               COM              89652210        17      578 SH       SHARED      02          78               500
D TRINITY INDS INC               COM              89652210        63     2100 SH       SHARED      10        2100
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10      1036   212831 SH       SHARED              212831
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10         4      925 SH       SHARED      01         925
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10      5484  1126197 SH       SHARED      02     1126159                38
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       132    27300 SH       SHARED      10       27300
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       209    43000 SH       SHARED      26       43000
D TRIPLE-S MGMT CORP             CL B             89674910       125     6255 SH       SHARED                6255
D TRIPLE-S MGMT CORP             CL B             89674910         4      208 SH       SHARED      02         208
D TRIPLE-S MGMT CORP             CL B             89674910       118     5900 SH       SHARED      10        5900
D TRIUMPH GROUP INC NEW          NOTE  2.625%10/0 896818AB       214   100000 PRN      SHARED              100000
D TRIUMPH GROUP INC NEW          COM              89681810      3611    61782 SH       SHARED               61782
D TRIUMPH GROUP INC NEW          COM              89681810       829    14200 SH       SHARED      01        1000             13200
D TRIUMPH GROUP INC NEW          COM              89681810      2467    42210 SH       SHARED      02         541             41669
D TRIUMPH GROUP INC NEW          COM              89681810       490     8400 SH       SHARED      10        8400
D TRIUS THERAPEUTICS INC         COM              89685K10         7     1114 SH       SHARED                1114
D TRIUS THERAPEUTICS INC         COM              89685K10         0       35 SH       SHARED      02          35
D TRIPADVISOR INC                COM              89694520     12718   504512 SH       SHARED              504512
D TRIPADVISOR INC                COM              89694520        52     2080 SH       SHARED      01         980              1100
D TRIPADVISOR INC                COM              89694520      2379    94405 SH       SHARED      02       94405
D TRIPADVISOR INC                COM              89694520       448    17775 SH       SHARED      06       15325              2450
D TRIPADVISOR INC                COM              89694520       791    31378 SH       SHARED      10       31378
D TRIPADVISOR INC                COM              89694520         5      200 SH       SHR/OTHR    20                           200
D TRIPADVISOR INC                COM              89694520       174     6935 SH       SHARED      26        6935
D TRIPADVISOR INC                COM              89694520        90     3577 SH       SHARED      27        3577
D TRUE RELIGION APPAREL INC      COM              89784N10      3463   100155 SH       SHARED              100155
D TRUE RELIGION APPAREL INC      COM              89784N10         5      149 SH       SHARED      02         149
D TRUE RELIGION APPAREL INC      COM              89784N10       200     5800 SH       SHARED      26        5800
D TRUEBLUE INC                   COM              89785X10      1782   128421 SH       SHARED              128421
D TRUEBLUE INC                   COM              89785X10        10      750 SH       SHARED      01         750
D TRUEBLUE INC                   COM              89785X10       147    10606 SH       SHARED      02         226             10380
D TRUEBLUE INC                   COM              89785X10       133     9600 SH       SHARED      10        9600
D TRUSTCO BK CORP N Y            COM              89834910       170    30317 SH       SHARED               30317
D TRUSTCO BK CORP N Y            COM              89834910         3      641 SH       SHARED      02         641
D TRUSTCO BK CORP N Y            COM              89834910       351    62700 SH       SHARED      10       62700
D TRUSTMARK CORP                 COM              89840210       604    24894 SH       SHARED               24894
D TRUSTMARK CORP                 COM              89840210       517    21300 SH       SHARED      01        1500             19800
D TRUSTMARK CORP                 COM              89840210         0       20 SH       SHARED      02          20
D TRUSTMARK CORP                 COM              89840210       595    24500 SH       SHARED      10       24500
D T3 MOTION INC                  COM NEW          89853X30         0       31 SH       SHARED      02          31
D TUESDAY MORNING CORP           COM NEW          89903550       140    40653 SH       SHARED               40653
D TUESDAY MORNING CORP           COM NEW          89903550         0      228 SH       SHARED      02         228
D TUFCO TECHNOLOGIES INC         COM              89904010         0        3 SH       SHARED      02           3
D TUPPERWARE BRANDS CORP         COM              89989610      5572    99557 SH       SHARED               99557
D TUPPERWARE BRANDS CORP         COM              89989610      1108    19799 SH       SHARED      01        2199             17600
D TUPPERWARE BRANDS CORP         COM              89989610         0        4 SH       SHARED      02           4
D TUPPERWARE BRANDS CORP         COM              89989610       470     8400 SH       SHARED      10        8400
D TUPPERWARE BRANDS CORP         COM              89989610        17      319 SH       SHARED      21         319
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120         0        3 SH       SHARED      02           3
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120       484    41200 SH       SHARED      04       41200
D TUTOR PERINI CORP              COM              90110910       559    45346 SH       SHARED               45346
D TUTOR PERINI CORP              COM              90110910         0       70 SH       SHARED      02          70
D TUTOR PERINI CORP              COM              90110910     20595  1669041 SH       SHARED      10     1669041
D TWIN DISC INC                  COM              90147610      1280    35250 SH       SHARED               35250
D TWIN DISC INC                  COM              90147610         0        7 SH       SHARED      02           7
D TWO HBRS INVT CORP             COM              90187B10      2995   324188 SH       SHARED              324188
D TWO HBRS INVT CORP             COM              90187B10       114    12400 SH       SHARED      01       12400
D TWO HBRS INVT CORP             COM              90187B10         0       39 SH       SHARED      02          39
D TWO HBRS INVT CORP             COM              90187B10         1     2978 SH PUT   SHARED      02        2978
D TWO HBRS INVT CORP             COM              90187B10      1617   175000 SH       SHARED      10      175000
D TWO HBRS INVT CORP             COM              90187B10        23     2500 SH       SHR/OTHR    23                          2500
D II VI INC                      COM              90210410       291    15857 SH       SHARED               15857
D II VI INC                      COM              90210410        36     2000 SH       SHARED      01        2000
D II VI INC                      COM              90210410        13      711 SH       SHARED      02         711
D TYLER TECHNOLOGIES INC         COM              90225210      2398    79660 SH       SHARED               79660
D TYLER TECHNOLOGIES INC         COM              90225210        10      343 SH       SHARED      02         343
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      1684  1270000 PRN      SHARED              270000           1000000
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP       530   400000 PRN      SHARED      04      400000
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      2625  1980000 PRN      SHARED      06                       1980000
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP        39    30000 PRN      SHARED      10       30000
D TYSON FOODS INC                CL A             90249410      4277   207234 SH       SHARED              207234
D TYSON FOODS INC                CL A             90249410      1363    66075 SH       SHARED      01       66075
D TYSON FOODS INC                CL A             90249410      3131   151744 SH       SHARED      02      110099             41645
D TYSON FOODS INC                CL A             90249410         6     1671 SH CALL  SHARED      02        1671
D TYSON FOODS INC                CL A             90249410       580    28128 SH       SHARED      04       28128
D TYSON FOODS INC                CL A             90249410         4      200 SH       SHARED      05         200
D TYSON FOODS INC                CL A             90249410      1981    96018 SH       SHARED      06       87918              8100
D TYSON FOODS INC                CL A             90249410      1803    87376 SH       SHARED      10       87376
D TYSON FOODS INC                CL A             90249410       854    41407 SH       SHARED      26       41407
D TYSON FOODS INC                CL A             90249410      1497    72560 SH       SHARED      27       72560
D TYSON FOODS INC                CL A             90249410       598    29000 SH       SHARED      30       29000
D UAL CORP                       NOTE  6.000%10/1 902549AJ     27626 12048000 PRN      SHARED      02    12048000
D UDR INC                        COM              90265310     19818   789575 SH       SHARED              789575
D UDR INC                        COM              90265310      1726    68792 SH       SHARED      01        1489             67303
D UDR INC                        COM              90265310       514    20503 SH       SHARED      02         263             20240
D UDR INC                        COM              90265310       102     4100 SH       SHARED      10        4100
D UDR INC                        COM              90265310     36918  1470847 SH       SHARED      11      708200            762647
D UFP TECHNOLOGIES INC           COM              90267310         0        1 SH       SHARED      02           1
D UGI CORP NEW                   COM              90268110       432    14718 SH       SHARED               14718
D UGI CORP NEW                   COM              90268110      1143    38900 SH       SHARED      01        3300             35600
D UGI CORP NEW                   COM              90268110        71     2435 SH       SHARED      02          35              2400
D UGI CORP NEW                   COM              90268110      3884   132138 SH       SHARED      04      132138
D UGI CORP NEW                   COM              90268110      1240    42200 SH       SHARED      05       42200
D UGI CORP NEW                   COM              90268110        52     1800 SH       SHARED      10        1800
D UGI CORP NEW                   COM              90268110         5      178 SH       SHARED      21                           178
D UIL HLDG CORP                  COM              90274810      5279   149266 SH       SHARED              149266
D UIL HLDG CORP                  COM              90274810        63     1800 SH       SHARED      01        1800
D UIL HLDG CORP                  COM              90274810        53     1505 SH       SHARED      02        1505
D UIL HLDG CORP                  COM              90274810    136765  3866705 SH       SHARED      06                       3866705
D UIL HLDG CORP                  COM              90274810      5154   145732 SH       SHARED      10      145732
D UMB FINL CORP                  COM              90278810      1904    51128 SH       SHARED               51128
D UMB FINL CORP                  COM              90278810         7      200 SH       SHARED      01         200
D UMB FINL CORP                  COM              90278810        17      470 SH       SHARED      02         470
D UMB FINL CORP                  COM              90278810        70     1900 SH       SHARED      10        1900
D USA TRUCK INC                  COM              90292510         0       56 SH       SHARED                  56
D U S GLOBAL INVS INC            CL A             90295210       136    22719 SH       SHARED               22719
D U S GLOBAL INVS INC            CL A             90295210        16     2800 SH       SHARED      01        2800
D U S GLOBAL INVS INC            CL A             90295210         0        1 SH       SHARED      02           1
D US BANCORP DEL                 COM NEW          90297330     61419  2270588 SH       SHARED             2270588
D US BANCORP DEL                 COM NEW          90297330     15827   585109 SH       SHARED      01      554906             30203
D US BANCORP DEL                 COM NEW          90297330      1209    44705 SH       SHR/OTHR    01                         44705
D US BANCORP DEL                 COM NEW          90297330      2020    74677 SH       SHARED      02       72401              2276
D US BANCORP DEL                 COM NEW          90297330        11    12053 SH CALL  SHARED      02       12053
D US BANCORP DEL                 COM NEW          90297330         7    15878 SH PUT   SHARED      02       15878
D US BANCORP DEL                 COM NEW          90297330      1160    42900 SH       SHARED      04       42900
D US BANCORP DEL                 COM NEW          90297330       112     4155 SH       SHARED      05        4155
D US BANCORP DEL                 COM NEW          90297330      4416   163290 SH       SHARED      06      107440             55850
D US BANCORP DEL                 COM NEW          90297330     16586   613188 SH       SHARED      10      613188
D US BANCORP DEL                 COM NEW          90297330       582    21535 SH       SHARED      20       15595              5940
D US BANCORP DEL                 COM NEW          90297330        44     1660 SH       SHR/OTHR    20                          1660
D US BANCORP DEL                 COM NEW          90297330       225     8325 SH       SHARED      21        8325
D US BANCORP DEL                 COM NEW          90297330      1160    42885 SH       SHARED      23       39135              3750
D US BANCORP DEL                 COM NEW          90297330      1938    71664 SH       SHR/OTHR    23                         71664
D US BANCORP DEL                 COM NEW          90297330       382    14158 SH       SHARED      27       14158
D US BANCORP DEL                 COM NEW          90297330       406    15020 SH       SHARED      29       15020
D US BANCORP DEL                 COM NEW          90297330      9824   363183 SH       SHARED      31      363183
D U M H PROPERTIES INC           COM              90300210        25     2736 SH       SHARED                2736
D U M H PROPERTIES INC           COM              90300210         0        4 SH       SHARED      02           4
D UQM TECHNOLOGIES INC           COM              90321310        24    17400 SH       SHARED      01       17400
D UQM TECHNOLOGIES INC           COM              90321310         0        1 SH       SHARED      02           1
D URS CORP NEW                   COM              90323610      1148    32695 SH       SHARED               32695
D URS CORP NEW                   COM              90323610      1812    51600 SH       SHARED      01       27100             24500
D URS CORP NEW                   COM              90323610       322     9187 SH       SHARED      02        4037              5150
D URS CORP NEW                   COM              90323610       556    15836 SH       SHARED      04       15836
D URS CORP NEW                   COM              90323610       493    14050 SH       SHARED      06       14050
D URS CORP NEW                   COM              90323610      5571   158640 SH       SHARED      10      158640
D USANA HEALTH SCIENCES INC      COM              90328M10        68     2259 SH       SHARED                2259
D USANA HEALTH SCIENCES INC      COM              90328M10         3      105 SH       SHARED      02          10                95
D USA TECHNOLOGIES INC           COM NO PAR       90328S50       156   139612 SH       SHARED              139612
D U S G CORP                     COM NEW          90329340      2085   205245 SH       SHARED              205245
D U S G CORP                     COM NEW          90329340        16     1643 SH       SHARED      02        1643
D U S G CORP                     COM NEW          90329340        42     4200 SH       SHARED      10        4200
D USEC INC                       NOTE  3.000%10/0 90333EAC       358   775000 PRN      SHARED              775000
D USEC INC                       COM              90333E10       871   764828 SH       SHARED              764828
D USEC INC                       COM              90333E10         7     6450 SH       SHARED      01        6450
D USEC INC                       COM              90333E10         3     3462 SH       SHARED      02         462              3000
D USEC INC                       COM              90333E10         6     5000 SH PUT   SHARED      02        5000
D USEC INC                       COM              90333E10        66    58500 SH       SHARED      10       58500
D U S PHYSICAL THERAPY INC       COM              90337L10       318    16199 SH       SHARED               16199
D U S PHYSICAL THERAPY INC       COM              90337L10         2      109 SH       SHARED      02         109
D USA MOBILITY INC               COM              90341G10       121     8779 SH       SHARED                8779
D USA MOBILITY INC               COM              90341G10       110     7940 SH       SHARED      02        7940
D USA MOBILITY INC               COM              90341G10        90     6500 SH       SHARED      10        6500
D U S AIRWAYS GROUP INC          COM              90341W10       520   102636 SH       SHARED              102636
D U S AIRWAYS GROUP INC          COM              90341W10         4      900 SH       SHARED      01         900
D U S AIRWAYS GROUP INC          COM              90341W10       483    95344 SH       SHARED      02       95344
D U S AIRWAYS GROUP INC          COM              90341W10       177    35100 SH       SHARED      10       35100
D U.S. AUTO PARTS NETWORK INC    COM              90343C10        19     4534 SH       SHARED                4534
D U.S. AUTO PARTS NETWORK INC    COM              90343C10         0       19 SH       SHARED      02          19
D UBIQUITI NETWORKS INC          COM              90347A10       395    21685 SH       SHARED               21685
D UBIQUITI NETWORKS INC          COM              90347A10        48     2673 SH       SHARED      02         303              2370
D ULTA SALON COSMETCS & FRAG I   COM              90384S30      6138    94556 SH       SHARED               94556
D ULTA SALON COSMETCS & FRAG I   COM              90384S30       166     2565 SH       SHARED      02         425              2140
D ULTA SALON COSMETCS & FRAG I   COM              90384S30        90     1400 SH       SHARED      10        1400
D ULTA SALON COSMETCS & FRAG I   COM              90384S30       337     5200 SH       SHARED      26        5200
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10      1713    26310 SH       SHARED               26310
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10       293     4506 SH       SHARED      02        4036               470
D ULTRA CLEAN HLDGS INC          COM              90385V10        23     3867 SH       SHARED                3867
D ULTRA CLEAN HLDGS INC          COM              90385V10         0       93 SH       SHARED      02          93
D ULTRALIFE CORP                 COM              90389910        14     3600 SH       SHARED                3600
D ULTRALIFE CORP                 COM              90389910         0       24 SH       SHARED      02          24
D ULTRA PETROLEUM CORP           COM              90391410      1933    65260 SH       SHARED               65260
D ULTRA PETROLEUM CORP           COM              90391410      1240    41865 SH       SHARED      01       37960              3905
D ULTRA PETROLEUM CORP           COM              90391410       166     5625 SH       SHR/OTHR    01                          5625
D ULTRA PETROLEUM CORP           COM              90391410     28604   965399 SH       SHARED      02      962101              3298
D ULTRA PETROLEUM CORP           COM              90391410        26      900 SH       SHARED      04         900
D ULTRA PETROLEUM CORP           COM              90391410        20      700 SH       SHARED      05         700
D ULTRA PETROLEUM CORP           COM              90391410        85     2900 SH       SHARED      06        2900
D ULTRA PETROLEUM CORP           COM              90391410      5053   170568 SH       SHARED      10      170568
D ULTRA PETROLEUM CORP           COM              90391410        13      440 SH       SHARED      20                           440
D ULTRA PETROLEUM CORP           COM              90391410         6      225 SH       SHR/OTHR    21                           225
D ULTRA PETROLEUM CORP           COM              90391410       311    10500 SH       SHARED      29       10500
D ULTRAPAR PARTICIPACOES S A     SP ADR REP COM   90400P10      4148   241176 SH       SHARED              241176
D ULTRAPAR PARTICIPACOES S A     SP ADR REP COM   90400P10        11      673 SH       SHARED      02         673
D ULTRATECH INC                  COM              90403410      4118   167622 SH       SHARED              167622
D ULTRATECH INC                  COM              90403410         4      171 SH       SHARED      02         171
D UMPQUA HLDGS CORP              COM              90421410      1108    89501 SH       SHARED               89501
D UMPQUA HLDGS CORP              COM              90421410       145    11725 SH       SHARED      01       11725
D UMPQUA HLDGS CORP              COM              90421410       266    21512 SH       SHARED      02       21512
D UMPQUA HLDGS CORP              COM              90421410      3591   289876 SH       SHARED      10      289876
D UNDER ARMOUR INC               CL A             90431110      7870   109635 SH       SHARED              109635
D UNDER ARMOUR INC               CL A             90431110       811    11300 SH       SHARED      01                         11300
D UNDER ARMOUR INC               CL A             90431110        35      501 SH       SHARED      02           1               500
D UNDER ARMOUR INC               CL A             90431110        64      900 SH       SHARED      10         900
D UNIFI INC                      COM NEW          90467720        36     4845 SH       SHARED                4845
D UNIFI INC                      COM NEW          90467720         0        6 SH       SHARED      02           6
D UNIFIRST CORP MASS             COM              90470810       265     4683 SH       SHARED                4683
D UNIFIRST CORP MASS             COM              90470810        36      651 SH       SHARED      02         651
D UNIFIRST CORP MASS             COM              90470810       317     5600 SH       SHARED      10        5600
D UNIFIRST CORP MASS             COM              90470810       119     2100 SH       SHARED      26        2100
D UNILEVER PLC                   SPON ADR NEW     90476770        73     2200 SH       SHARED                2200
D UNILEVER PLC                   SPON ADR NEW     90476770       119     3573 SH       SHARED      01         360              3213
D UNILEVER PLC                   SPON ADR NEW     90476770       705    21047 SH       SHARED      02        1202             19845
D UNILEVER PLC                   SPON ADR NEW     90476770        16      500 SH       SHR/OTHR    23                           500
D UNILIFE CORP NEW               COM              90478E10        60    19378 SH       SHARED               19378
D UNILIFE CORP NEW               COM              90478E10         0       65 SH       SHARED      02          65
D UNILIFE CORP NEW               COM              90478E10       125    40100 SH       SHARED      10       40100
D UNILEVER N V                   N Y SHS NEW      90478470       120     3500 SH       SHARED      01        1300              2200
D UNILEVER N V                   N Y SHS NEW      90478470       115     3360 SH       SHR/OTHR    01                          3360
D UNILEVER N V                   N Y SHS NEW      90478470        48     1424 SH       SHARED      02          24              1400
D UNILEVER N V                   N Y SHS NEW      90478470       118     3439 SH       SHARED      21        3439
D UNILEVER N V                   N Y SHS NEW      90478470      1285    37409 SH       SHR/OTHR    23                         37409
D UNION DRILLING INC             COM              90653P10        79    12722 SH       SHARED               12722
D UNION DRILLING INC             COM              90653P10        12     2000 SH       SHARED      01        2000
D UNION DRILLING INC             COM              90653P10         0       29 SH       SHARED      02          29
D UNION DRILLING INC             COM              90653P10       174    28000 SH       SHARED      10       28000
D UNION FIRST MKT BANKSH CP      COM              90662P10        92     6956 SH       SHARED                6956
D UNION FIRST MKT BANKSH CP      COM              90662P10         2      206 SH       SHARED      02         206
D UNION PAC CORP                 COM              90781810       105     1000 SH       SHARED                                  1000
D UNION PAC CORP                 COM              90781810     83915   792102 SH       SHARED              792102
D UNION PAC CORP                 COM              90781810     18171   171530 SH       SHARED      01      123048             48482
D UNION PAC CORP                 COM              90781810      4486    42350 SH       SHR/OTHR    01                         42350
D UNION PAC CORP                 COM              90781810    158616  1497233 SH       SHARED      02     1491288              5945
D UNION PAC CORP                 COM              90781810       121     6001 SH CALL  SHARED      02        6001
D UNION PAC CORP                 COM              90781810         0     2592 SH PUT   SHARED      02        2592
D UNION PAC CORP                 COM              90781810        84      800 SH       SHARED      04                           800
D UNION PAC CORP                 COM              90781810      4883    46100 SH       SHARED      04       46100
D UNION PAC CORP                 COM              90781810       675     6380 SH       SHARED      05        6380
D UNION PAC CORP                 COM              90781810      5079    47950 SH       SHARED      06       33400             14550
D UNION PAC CORP                 COM              90781810     30357   286557 SH       SHARED      10      286557
D UNION PAC CORP                 COM              90781810        31      300 SH       SHARED      20         300
D UNION PAC CORP                 COM              90781810        21      200 SH       SHR/OTHR    20                           200
D UNION PAC CORP                 COM              90781810       169     1600 SH       SHR/OTHR    21                          1600
D UNION PAC CORP                 COM              90781810      4990    47108 SH       SHARED      23       42308              4800
D UNION PAC CORP                 COM              90781810      3830    36153 SH       SHR/OTHR    23                         36153
D UNION PAC CORP                 COM              90781810        85      809 SH       SHARED      27         809
D UNISOURCE ENERGY CORP          NOTE  4.500% 3/0 909205AB       355   330000 PRN      SHARED              330000
D UNISOURCE ENERGY CORP          NOTE  4.500% 3/0 909205AB     10452  9714000 PRN      SHARED      02     9714000
D UNISOURCE ENERGY CORP          COM              90920510       601    16288 SH       SHARED               16288
D UNISOURCE ENERGY CORP          COM              90920510       147     4000 SH       SHARED      01        4000
D UNISOURCE ENERGY CORP          COM              90920510        93     2525 SH       SHARED      02         656              1869
D UNISOURCE ENERGY CORP          COM              90920510       498    13500 SH       SHARED      10       13500
D UNISOURCE ENERGY CORP          COM              90920510       169     4600 SH       SHARED      26        4600
D UNISYS CORP                    COM NEW          90921430      2890   146669 SH       SHARED              146669
D UNISYS CORP                    COM NEW          90921430         6      341 SH       SHARED      02         341
D UNISYS CORP                    COM NEW          90921430       224    11370 SH       SHARED      10       11370
D UNIT CORP                      COM              90921810      1248    26913 SH       SHARED               26913
D UNIT CORP                      COM              90921810       612    13200 SH       SHARED      01         400             12800
D UNIT CORP                      COM              90921810        46      996 SH       SHARED      02         996
D UNIT CORP                      COM              90921810       120     2600 SH       SHARED      10        2600
D UNIT CORP                      COM              90921810         7      160 SH       SHARED      21                           160
D UNIT CORP                      COM              90921810       102     2200 SH       SHARED      26        2200
D UNITED AUTO GROUP INC          NOTE  3.500% 4/0 909440AH       852   885000 PRN      SHARED              885000
D UNITED CMNTY FINL CORP OHIO    COM              90983910         2     1625 SH       SHARED      01        1625
D UNITED CMNTY FINL CORP OHIO    COM              90983910         0        1 SH       SHARED      02           1
D UNITED CMNTY BANCORP           COM              90984H10         0       48 SH       SHARED      02          48
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30        81    11718 SH       SHARED               11718
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30         9     1316 SH       SHARED      01        1316
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30       351    50345 SH       SHARED      02       50345
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30       120    17200 SH       SHARED      10       17200
D UNITED BANKSHARES INC WEST V   COM              90990710      1800    63682 SH       SHARED               63682
D UNITED BANKSHARES INC WEST V   COM              90990710        18      641 SH       SHARED      02         641
D UNITED BANKSHARES INC WEST V   COM              90990710       669    23700 SH       SHARED      10       23700
D UNITED CONTL HLDGS INC         COM              91004710      1309    69383 SH       SHARED               69383
D UNITED CONTL HLDGS INC         COM              91004710       438    23215 SH       SHARED      01       23215
D UNITED CONTL HLDGS INC         COM              91004710      4384   232327 SH       SHARED      02      232227               100
D UNITED CONTL HLDGS INC         COM              91004710         2     2450 SH CALL  SHARED      02        2450
D UNITED CONTL HLDGS INC         COM              91004710         1     3235 SH PUT   SHARED      02        3235
D UNITED CONTL HLDGS INC         COM              91004710        58     3100 SH       SHARED      06        3100
D UNITED CONTL HLDGS INC         COM              91004710       328    17400 SH       SHARED      10       17400
D UNITED CONTL HLDGS INC         COM              91004710       233    12395 SH       SHARED      27       12395
D UNITED FINANCIAL BANCORP INC   COM              91030T10        84     5232 SH       SHARED                5232
D UNITED FINANCIAL BANCORP INC   COM              91030T10         0        7 SH       SHARED      02           7
D UNITED FIRE & CAS CO           COM              91033110       143     7087 SH       SHARED                7087
D UNITED FIRE & CAS CO           COM              91033110         2      111 SH       SHARED      02         111
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340      3735  1745722 SH       SHARED             1745722
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340         0        1 SH       SHARED      02           1
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340       736   344200 SH       SHARED      04      344200
D UNITED NAT FOODS INC           COM              91116310      8798   219909 SH       SHARED              219909
D UNITED NAT FOODS INC           COM              91116310         8      200 SH       SHARED      01         200
D UNITED NAT FOODS INC           COM              91116310        60     1513 SH       SHARED      02         878               635
D UNITED NAT FOODS INC           COM              91116310       274     6862 SH       SHARED      10        6862
D UNITED NAT FOODS INC           COM              91116310        16      424 SH       SHARED      21         424
D UNITED ONLINE INC              COM              91126810       162    29803 SH       SHARED               29803
D UNITED ONLINE INC              COM              91126810        52     9700 SH       SHARED      01                          9700
D UNITED ONLINE INC              COM              91126810        27     5127 SH       SHARED      02        5127
D UNITED ONLINE INC              COM              91126810       430    79200 SH       SHARED      10       79200
D UNITED ONLINE INC              COM              91126810        11     2142 SH       SHARED      20        2142
D UNITED PARCEL SERVICE INC      CL B             91131210     31188   426135 SH       SHARED              426135
D UNITED PARCEL SERVICE INC      CL B             91131210         0      144 SH CALL  SHARED                 144
D UNITED PARCEL SERVICE INC      CL B             91131210     11853   161960 SH       SHARED      01      159775              2185
D UNITED PARCEL SERVICE INC      CL B             91131210       123     1690 SH       SHR/OTHR    01                          1690
D UNITED PARCEL SERVICE INC      CL B             91131210     20120   274906 SH       SHARED      02      260990             13916
D UNITED PARCEL SERVICE INC      CL B             91131210        55     7299 SH CALL  SHARED      02        7299
D UNITED PARCEL SERVICE INC      CL B             91131210         1     2675 SH PUT   SHARED      02        2675
D UNITED PARCEL SERVICE INC      CL B             91131210        65      900 SH       SHARED      04         900
D UNITED PARCEL SERVICE INC      CL B             91131210       131     1800 SH       SHARED      05        1800
D UNITED PARCEL SERVICE INC      CL B             91131210      7215    98590 SH       SHARED      06       46400             52190
D UNITED PARCEL SERVICE INC      CL B             91131210     28643   391362 SH       SHARED      10      391362
D UNITED PARCEL SERVICE INC      CL B             91131210         9      130 SH       SHR/OTHR    20                           130
D UNITED PARCEL SERVICE INC      CL B             91131210        60      825 SH       SHR/OTHR    21                           825
D UNITED PARCEL SERVICE INC      CL B             91131210       121     1665 SH       SHARED      23        1665
D UNITED PARCEL SERVICE INC      CL B             91131210       221     3025 SH       SHR/OTHR    23                          3025
D UNITED PARCEL SERVICE INC      CL B             91131210       540     7382 SH       SHARED      27        7382
D UNITED PARCEL SERVICE INC      CL B             91131210      9995   136567 SH       SHARED      31      136567
D UNITED RENTALS INC             NOTE  4.000%11/1 911363AL     12006  4366000 PRN      SHARED      02     4366000
D UNITED RENTALS INC             COM              91136310        14      500 SH       SHARED                 500
D UNITED RENTALS INC             COM              91136310      2337    79094 SH       SHARED               79094
D UNITED RENTALS INC             COM              91136310      1959    66312 SH       SHARED      01       47012             19300
D UNITED RENTALS INC             COM              91136310     21158   716034 SH       SHARED      02      712154              3880
D UNITED RENTALS INC             COM              91136310       561    19000 SH       SHARED      10       19000
D UNITED RENTALS INC             COM              91136310        21      718 SH       SHARED      21         718
D UNITED RENTALS NORTH AMER IN   NOTE  1.875%10/1 911365AH     10411  7622000 PRN      SHARED      02     7622000
D UNITED STATES CELLULAR CORP    COM              91168410       659    15120 SH       SHARED               15120
D UNITED STATES CELLULAR CORP    COM              91168410       264     6065 SH       SHARED      02        6065
D UNITED STATES CELLULAR CORP    COM              91168410       591    13551 SH       SHARED      04       13551
D UNITED STATES CELLULAR CORP    COM              91168410        87     2000 SH       SHARED      23                          2000
D UNITED STS COMMODITY IDX FDT   CM REP COPP FD   91171810       122     5000 SH       SHARED      02        5000
D U S ENERGY CORP WYO            COM              91180510        13     4705 SH       SHARED                4705
D U S ENERGY CORP WYO            COM              91180510         0        9 SH       SHARED      02           9
D U S ENERGY CORP WYO            COM              91180510        33    11400 SH       SHARED      10       11400
D US AIRWAYS GROUP INC           NOTE  7.250% 5/1 911905AC     20035 15400000 PRN      SHARED      02    15400000
D UNITED STATES LIME & MINERAL   COM              91192210        51      855 SH       SHARED                 855
D UNITED STATES LIME & MINERAL   COM              91192210         0        1 SH       SHARED      02           1
D US GOLD CORPORATION            COM PAR $0.10    91202320       109    32512 SH       SHARED               32512
D US GOLD CORPORATION            COM PAR $0.10    91202320        55    16476 SH       SHARED      02       16476
D UNITED STATES NATL GAS FUND    UNIT NEW         91231811        18     4930 SH PUT   SHARED                4930
D UNITED STATES NATL GAS FUND    UNIT NEW         91231811       804   124562 SH       SHARED      02      124312               250
D UNITED STATES NATL GAS FUND    UNIT NEW         91231811         0     3625 SH CALL  SHARED      02        3625
D UNITED STATES NATL GAS FUND    UNIT NEW         91231811         6     1750 SH PUT   SHARED      02        1750
D UNITED STATES NATL GAS FUND    UNIT NEW         91231811        48     7500 SH       SHARED      26        7500
D UNITED STATES OIL FUND LP      UNITS            91232N10     92527  2427907 SH       SHARED             2427907
D UNITED STATES OIL FUND LP      UNITS            91232N10       469    12320 SH       SHARED      02       11565               755
D UNITED STATES OIL FUND LP      UNITS            91232N10         3     2710 SH CALL  SHARED      02        2710
D UNITED STATES OIL FUND LP      UNITS            91232N10         2     3750 SH PUT   SHARED      02        3750
D UNITED STATES OIL FUND LP      UNITS            91232N10       109     2876 SH       SHARED      04        2000               876
D UNITED STATES OIL FUND LP      UNITS            91232N10         9      250 SH       SHARED      20                           250
D UNITED STATES STL CORP NEW     NOTE  4.000% 5/1 912909AE      2737  2475000 PRN      SHARED             1100000           1375000
D UNITED STATES STL CORP NEW     NOTE  4.000% 5/1 912909AE      1486  1344000 PRN      SHARED      02     1344000
D UNITED STATES STL CORP NEW     NOTE  4.000% 5/1 912909AE       553   500000 PRN      SHARED      06      500000
D UNITED STATES STL CORP NEW     COM              91290910     18184   687253 SH       SHARED              687253
D UNITED STATES STL CORP NEW     COM              91290910         0      621 SH CALL  SHARED                 621
D UNITED STATES STL CORP NEW     COM              91290910         8      575 SH PUT   SHARED                 575
D UNITED STATES STL CORP NEW     COM              91290910       965    36500 SH       SHARED      01       36500
D UNITED STATES STL CORP NEW     COM              91290910       906    34265 SH       SHARED      02       29305              4960
D UNITED STATES STL CORP NEW     COM              91290910        12     2804 SH CALL  SHARED      02        2804
D UNITED STATES STL CORP NEW     COM              91290910        23     4434 SH PUT   SHARED      02        4434
D UNITED STATES STL CORP NEW     COM              91290910      1160    43842 SH       SHARED      04       43842
D UNITED STATES STL CORP NEW     COM              91290910         1       70 SH       SHARED      05          70
D UNITED STATES STL CORP NEW     COM              91290910      1572    59420 SH       SHARED      06       56220              3200
D UNITED STATES STL CORP NEW     COM              91290910      1048    39612 SH       SHARED      10       39612
D UNITED STATES STL CORP NEW     COM              91290910       185     7000 SH       SHARED      15        7000
D UNITED STATIONERS INC          COM              91300410       428    13158 SH       SHARED               13158
D UNITED STATIONERS INC          COM              91300410        20      639 SH       SHARED      02         639
D UNITED STATIONERS INC          COM              91300410       299     9200 SH       SHARED      10        9200
D UNITED TECHNOLOGIES CORP       COM              91301710      4575    62602 SH       SHARED                4596             58006
D UNITED TECHNOLOGIES CORP       COM              91301710    159276  2179181 SH       SHARED             1868661            310520
D UNITED TECHNOLOGIES CORP       COM              91301710     38546   527387 SH       SHARED      01      407749            119638
D UNITED TECHNOLOGIES CORP       COM              91301710      6414    87757 SH       SHR/OTHR    01                         87757
D UNITED TECHNOLOGIES CORP       COM              91301710     23420   320430 SH       SHARED      02      288617             31813
D UNITED TECHNOLOGIES CORP       COM              91301710         1      350 SH CALL  SHARED      02         350
D UNITED TECHNOLOGIES CORP       COM              91301710       605     8285 SH       SHARED      04        8285
D UNITED TECHNOLOGIES CORP       COM              91301710     60115   822490 SH       SHARED      04      822490
D UNITED TECHNOLOGIES CORP       COM              91301710     11175   152900 SH       SHARED      05      152900
D UNITED TECHNOLOGIES CORP       COM              91301710     14648   200415 SH       SHARED      06      119015             81400
D UNITED TECHNOLOGIES CORP       COM              91301710     28662   392156 SH       SHARED      10      390209              1947
D UNITED TECHNOLOGIES CORP       COM              91301710      6935    94896 SH       SHARED      20       68878      155    25863
D UNITED TECHNOLOGIES CORP       COM              91301710       923    12640 SH       SHR/OTHR    20                         12640
D UNITED TECHNOLOGIES CORP       COM              91301710       757    10364 SH       SHARED      21       10364
D UNITED TECHNOLOGIES CORP       COM              91301710       233     3190 SH       SHR/OTHR    21                          3190
D UNITED TECHNOLOGIES CORP       COM              91301710     10986   150317 SH       SHARED      23      133569             16748
D UNITED TECHNOLOGIES CORP       COM              91301710     12670   173361 SH       SHR/OTHR    23                        173361
D UNITED TECHNOLOGIES CORP       COM              91301710      2295    31400 SH       SHARED      26       31400
D UNITED TECHNOLOGIES CORP       COM              91301710      5311    72670 SH       SHARED      29       72670
D UNITED TECHNOLOGIES CORP       COM              91301710      8698   119009 SH       SHARED      31      119009
D UNITED THERAPEUTICS CORP DEL   NOTE  1.000% 9/1 91307CAE      5250  4507000 PRN      SHARED      02     4507000
D UNITED THERAPEUTICS CORP DEL   COM              91307C10     33254   703791 SH       SHARED              703791
D UNITED THERAPEUTICS CORP DEL   COM              91307C10         0      142 SH CALL  SHARED                 142
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        55     5097 SH PUT   SHARED                5097
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       968    20500 SH       SHARED      01        4500             16000
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      9880   209112 SH       SHARED      02      208362               750
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      6896   145956 SH       SHARED      04      145956
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       217     4600 SH       SHARED      10        4600
D UNITED THERAPEUTICS CORP DEL   COM              91307C10         8      176 SH       SHARED      21         176
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        72     1524 SH       SHARED      26        1524
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      1127    23864 SH       SHARED      32       23864
D UNITEDHEALTH GROUP INC         COM              91324P10     46177   911162 SH       SHARED              911162
D UNITEDHEALTH GROUP INC         COM              91324P10        32     3000 SH CALL  SHARED                3000
D UNITEDHEALTH GROUP INC         COM              91324P10     16592   327388 SH       SHARED      01      319367              8021
D UNITEDHEALTH GROUP INC         COM              91324P10        99     1960 SH       SHR/OTHR    01                          1960
D UNITEDHEALTH GROUP INC         COM              91324P10      2011    39695 SH       SHARED      02       39478               217
D UNITEDHEALTH GROUP INC         COM              91324P10     44846   884900 SH       SHARED      04      884900
D UNITEDHEALTH GROUP INC         COM              91324P10       565    11160 SH       SHARED      05       11160
D UNITEDHEALTH GROUP INC         COM              91324P10     16078   317250 SH       SHARED      06      171070            146180
D UNITEDHEALTH GROUP INC         COM              91324P10     28781   567913 SH       SHARED      10      567913
D UNITEDHEALTH GROUP INC         COM              91324P10       633    12500 SH       SHARED      15       12500
D UNITEDHEALTH GROUP INC         COM              91324P10       469     9265 SH       SHARED      20        4085              5180
D UNITEDHEALTH GROUP INC         COM              91324P10        15      300 SH       SHARED      23                           300
D UNITEDHEALTH GROUP INC         COM              91324P10       154     3050 SH       SHR/OTHR    23                          3050
D UNITEDHEALTH GROUP INC         COM              91324P10       243     4800 SH       SHARED      26        4800
D UNITEDHEALTH GROUP INC         COM              91324P10      1660    32773 SH       SHARED      27       32773
D UNITEDHEALTH GROUP INC         COM              91324P10       926    18285 SH       SHARED      29       18285
D UNITEDHEALTH GROUP INC         COM              91324P10     11133   219673 SH       SHARED      31      219673
D UNITEDHEALTH GROUP INC         COM              91324P10      1190    23500 SH       SHARED      32       23500
D UNITEK GLOBAL SVCS INC         COM PAR $.00002  91324T30        59    13083 SH       SHARED               13083
D UNITEK GLOBAL SVCS INC         COM PAR $.00002  91324T30         0        8 SH       SHARED      02           8
D UNITIL CORP                    COM              91325910       127     4496 SH       SHARED                4496
D UNITIL CORP                    COM              91325910         0        4 SH       SHARED      02           4
D UNIVERSAL AMERN CORP NEW       COM              91338E10      4008   315362 SH       SHARED              315362
D UNIVERSAL AMERN CORP NEW       COM              91338E10       733    57700 SH       SHARED      01       57700
D UNIVERSAL AMERN CORP NEW       COM              91338E10         0        8 SH       SHARED      02           8
D UNIVERSAL AMERN CORP NEW       COM              91338E10       235    18500 SH       SHARED      10       18500
D UNIVERSAL BUSINESS PMT SOL A   COM              91338410       675   116340 SH       SHARED      02      116340
D UNIVERSAL BUSINESS PMT SOL A   *W EXP 05/09/201 91338411        18    94140 SH       SHARED      02       94140
D UNIVERAL BUSINESS PMT SOL AC   UNIT 99/99/9999  91338420       161    27100 SH       SHARED      02       27100
D UNIVERSAL CORP VA              COM              91345610       626    13640 SH       SHARED               13640
D UNIVERSAL CORP VA              COM              91345610       330     7200 SH       SHARED      01                          7200
D UNIVERSAL CORP VA              COM              91345610         0        7 SH       SHARED      02           7
D UNIVERSAL CORP VA              COM              91345610       179     3900 SH       SHARED      26        3900
D UNIVERSAL DISPLAY CORP         COM              91347P10       422    11517 SH       SHARED               11517
D UNIVERSAL DISPLAY CORP         COM              91347P10       152     4150 SH       SHARED      01        4150
D UNIVERSAL DISPLAY CORP         COM              91347P10         6      181 SH       SHARED      02         181
D UNIVERSAL DISPLAY CORP         COM              91347P10        62     1700 SH       SHARED      10        1700
D UNIVERSAL ELECTRS INC          COM              91348310       503    29835 SH       SHARED               29835
D UNIVERSAL ELECTRS INC          COM              91348310         1       81 SH       SHARED      02          81
D UNIVERSAL FST PRODS INC        COM              91354310       188     6117 SH       SHARED                6117
D UNIVERSAL FST PRODS INC        COM              91354310         5      175 SH       SHARED      01         175
D UNIVERSAL FST PRODS INC        COM              91354310         3      103 SH       SHARED      02         103
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10       309     7943 SH       SHARED                7943
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10         2       71 SH       SHARED      02          71
D UNIVERSAL INS HLDGS INC        COM              91359V10       207    57955 SH       SHARED               57955
D UNIVERSAL INS HLDGS INC        COM              91359V10       685   191555 SH       SHARED      02      191555
D UNIVERSAL INS HLDGS INC        COM              91359V10       423   118300 SH       SHARED      10      118300
D UNIVERSAL STAINLESS & ALLOY    COM              91383710        89     2395 SH       SHARED                2395
D UNIVERSAL STAINLESS & ALLOY    COM              91383710         0        9 SH       SHARED      02           9
D UNIVERSAL STAINLESS & ALLOY    COM              91383710       119     3200 SH       SHARED      10        3200
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10        35     1935 SH       SHARED                1935
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10         0        1 SH       SHARED      02           1
D UNIVERSAL TRAVEL GROUP         COM NEW          91388Q20         0    74365 SH       SHARED               74365
D UNIVERSAL TRAVEL GROUP         COM NEW          91388Q20         0    10500 SH       SHARED      02       10500
D UNIVERSAL HLTH SVCS INC        CL B             91390310     10881   280016 SH       SHARED              280016
D UNIVERSAL HLTH SVCS INC        CL B             91390310      1154    29700 SH       SHARED      01                         29700
D UNIVERSAL HLTH SVCS INC        CL B             91390310        33      866 SH       SHARED      02         866
D UNIVERSAL HLTH SVCS INC        CL B             91390310       155     4000 SH       SHARED      10        4000
D UNIVERSAL HLTH SVCS INC        CL B             91390310        13      340 SH       SHARED      21         340
D UNIVERSAL HLTH SVCS INC        CL B             91390310       120     3110 SH       SHARED      26        3110
D UNIVERSAL HLTH SVCS INC        CL B             91390310       252     6500 SH       SHARED      32        6500
D UNIVERSAL TECHNICAL INST INC   COM              91391510      1187    92952 SH       SHARED               92952
D UNIVERSAL TECHNICAL INST INC   COM              91391510         4      338 SH       SHARED      02         123               215
D UNIVERSAL TECHNICAL INST INC   COM              91391510        35     2800 SH       SHARED      10        2800
D UNIVEST CORP PA                COM              91527110        81     5555 SH       SHARED                5555
D UNIVEST CORP PA                COM              91527110         0        5 SH       SHARED      02           5
D UNIVEST CORP PA                COM              91527110       137     9400 SH       SHARED      10        9400
D UNUM GROUP                     COM              91529Y10     12622   599066 SH       SHARED              599066
D UNUM GROUP                     COM              91529Y10      1684    79925 SH       SHARED      01       79925
D UNUM GROUP                     COM              91529Y10       205     9748 SH       SHARED      02        2298              7450
D UNUM GROUP                     COM              91529Y10         3      170 SH       SHARED      05         170
D UNUM GROUP                     COM              91529Y10       473    22470 SH       SHARED      06       13020              9450
D UNUM GROUP                     COM              91529Y10     10601   503152 SH       SHARED      10      503152
D UNUM GROUP                     COM              91529Y10         5      243 SH       SHARED      21                           243
D UNUM GROUP                     COM              91529Y10       494    23490 SH       SHARED      27       23490
D UR ENERGY INC                  COM              91688R10        15    17824 SH       SHARED               17824
D UR ENERGY INC                  COM              91688R10         0      168 SH       SHARED      02         168
D UR ENERGY INC                  COM              91688R10       106   124435 SH       SHARED      06      124435
D UR ENERGY INC                  COM              91688R10       214   250000 SH       SHARED      26      250000
D URANERZ ENERGY CORP            COM              91688T10        16     9270 SH       SHARED                9270
D URANERZ ENERGY CORP            COM              91688T10        22    12100 SH       SHARED      01       12100
D URANERZ ENERGY CORP            COM              91688T10         0       72 SH       SHARED      02          72
D URANERZ ENERGY CORP            COM              91688T10       155    85334 SH       SHARED      06       85334
D URANIUM ENERGY CORP            COM              91689610        64    21019 SH       SHARED               21019
D URANIUM ENERGY CORP            COM              91689610         8     2665 SH       SHARED      02        2665
D URANIUM RES INC                COM PAR $0.001   91690150        11    15709 SH       SHARED               15709
D URANIUM RES INC                COM PAR $0.001   91690150        16    23200 SH       SHARED      01       23200
D URANIUM RES INC                COM PAR $0.001   91690150         0      258 SH       SHARED      02         258
D URANIUM RES INC                COM PAR $0.001   91690150        77   106288 SH       SHARED      06      106288
D URBAN OUTFITTERS INC           COM              91704710     11179   405653 SH       SHARED              405653
D URBAN OUTFITTERS INC           COM              91704710         0      617 SH CALL  SHARED                 617
D URBAN OUTFITTERS INC           COM              91704710         0      116 SH PUT   SHARED                 116
D URBAN OUTFITTERS INC           COM              91704710       744    27000 SH       SHARED      01       27000
D URBAN OUTFITTERS INC           COM              91704710     22485   815880 SH       SHARED      02      813880              2000
D URBAN OUTFITTERS INC           COM              91704710         1      344 SH PUT   SHARED      02         344
D URBAN OUTFITTERS INC           COM              91704710         2      100 SH       SHARED      05         100
D URBAN OUTFITTERS INC           COM              91704710       119     4350 SH       SHARED      06        1600              2750
D URBAN OUTFITTERS INC           COM              91704710       830    30141 SH       SHARED      10       30141
D UROPLASTY INC                  COM NEW          91727720        12     3028 SH       SHARED                3028
D UROPLASTY INC                  COM NEW          91727720         0       14 SH       SHARED      02          14
D URSTADT BIDDLE PPTYS INS       CL A             91728620       273    15149 SH       SHARED               15149
D URSTADT BIDDLE PPTYS INS       CL A             91728620         2      125 SH       SHARED      02         125
D US ECOLOGY INC                 COM              91732J10       109     5831 SH       SHARED                5831
D US ECOLOGY INC                 COM              91732J10        13      715 SH       SHARED      02         715
D UTILITIES HOLDRS TR            DEPOSITRY RCPT   91801910       646     5724 SH       SHARED      02          24              5700
D VCA ANTECH INC                 COM              91819410      3957   200359 SH       SHARED              200359
D VCA ANTECH INC                 COM              91819410       527    26700 SH       SHARED      01                         26700
D VCA ANTECH INC                 COM              91819410         0       12 SH       SHARED      02          12
D V F CORP                       COM              91820410         9       76 SH       SHARED                  76
D V F CORP                       COM              91820410      6665    52491 SH       SHARED               52491
D V F CORP                       COM              91820410      5384    42398 SH       SHARED      01       38200              4198
D V F CORP                       COM              91820410       136     1075 SH       SHR/OTHR    01                          1075
D V F CORP                       COM              91820410       585     4608 SH       SHARED      02        4377               231
D V F CORP                       COM              91820410      2031    16000 SH       SHARED      04       16000
D V F CORP                       COM              91820410         6       50 SH       SHARED      05          50
D V F CORP                       COM              91820410       727     5730 SH       SHARED      06        3380              2350
D V F CORP                       COM              91820410      5091    40096 SH       SHARED      10       40096
D V F CORP                       COM              91820410       432     3405 SH       SHARED      20        2895               510
D V F CORP                       COM              91820410         2       19 SH       SHARED      21                            19
D V F CORP                       COM              91820410       165     1300 SH       SHR/OTHR    21                          1300
D V F CORP                       COM              91820410       390     3075 SH       SHARED      23        2700               375
D V F CORP                       COM              91820410      1815    14300 SH       SHR/OTHR    23                         14300
D V F CORP                       COM              91820410       237     1869 SH       SHARED      27        1869
D V F CORP                       COM              91820410      1192     9390 SH       SHARED      30        9390
D VSE CORP                       COM              91828410        34     1408 SH       SHARED                1408
D VSE CORP                       COM              91828410         0        2 SH       SHARED      02           2
D VOC ENERGY TR                  TR UNIT          91829B10       543    24500 SH       SHARED      02                         24500
D VOXX INTL CORP                 CL A             91829F10        27     3208 SH       SHARED                3208
D VOXX INTL CORP                 CL A             91829F10         0      105 SH       SHARED      02         105
D VAALCO ENERGY INC              COM NEW          91851C20         7     1300 SH       SHARED                1300
D VAALCO ENERGY INC              COM NEW          91851C20        21     3522 SH       SHARED      02        3522
D VAIL RESORTS INC               COM              91879Q10       487    11514 SH       SHARED               11514
D VAIL RESORTS INC               COM              91879Q10         0       23 SH       SHARED      02          23
D VAIL RESORTS INC               COM              91879Q10       317     7500 SH       SHARED      10        7500
D VALASSIS COMMUNICATIONS INC    COM              91886610       280    14581 SH       SHARED               14581
D VALASSIS COMMUNICATIONS INC    COM              91886610       269    14000 SH       SHARED      01                         14000
D VALASSIS COMMUNICATIONS INC    COM              91886610        21     1124 SH       SHARED      02        1124
D VALENCE TECHNOLOGY INC         COM              91891410       348   355544 SH       SHARED              355544
D VALENCE TECHNOLOGY INC         COM              91891410        15    15440 SH       SHARED      02       15440
D VALENCE TECHNOLOGY INC         COM              91891410        79    81500 SH       SHARED      04       81500
D VALEANT PHARMACEUTICALS INTL   COM              91911K10      3213    68819 SH       SHARED               68819
D VALEANT PHARMACEUTICALS INTL   COM              91911K10        71     1522 SH       SHARED      02         472              1050
D VALEANT PHARMACEUTICALS INTL   COM              91911K10         2      367 SH CALL  SHARED      02         367
D VALEANT PHARMACEUTICALS INTL   COM              91911K10      1054    22591 SH       SHARED      04       22591
D VALEANT PHARMACEUTICALS INTL   COM              91911K10        65     1400 SH       SHARED      05        1400
D VALEANT PHARMACEUTICALS INTL   COM              91911K10       670    14350 SH       SHARED      06       12900              1450
D VALEANT PHARMACEUTICALS INTL   COM              91911K10       143     3081 SH       SHARED      26        3081
D VALE S A                       ADR              91912E10     67108  3128623 SH       SHARED             3128623
D VALE S A                       ADR              91912E10         0    11420 SH CALL  SHARED               11420
D VALE S A                       ADR              91912E10        17     2041 SH PUT   SHARED                2041
D VALE S A                       ADR              91912E10     21431   999158 SH       SHARED      02      987828             11330
D VALE S A                       ADR              91912E10         0     2000 SH CALL  SHARED      02        2000
D VALE S A                       ADR              91912E10        27     2037 SH PUT   SHARED      02        2037
D VALE S A                       ADR              91912E10      3559   165940 SH       SHARED      04      165940
D VALE S A                       ADR              91912E10      2202   102700 SH       SHARED      06      102700
D VALE S A                       ADR              91912E10        54     2539 SH       SHARED      21        2539
D VALE S A                       ADR              91912E10        76     3560 SH       SHR/OTHR    23                          3560
D VALE S A                       ADR REPSTG PFD   91912E20     28910  1403445 SH       SHARED             1403445
D VALE S A                       ADR REPSTG PFD   91912E20        20     1000 SH       SHARED      01        1000
D VALE S A                       ADR REPSTG PFD   91912E20        51     2515 SH       SHARED      02        2515
D VALE S A                       ADR REPSTG PFD   91912E20       770    37400 SH       SHARED      04       37400
D VALE S A                       ADR REPSTG PFD   91912E20      4398   213530 SH       SHARED      06      213530
D VALE S A                       ADR REPSTG PFD   91912E20     11152   541400 SH       SHARED      31      541400
D VALERO ENERGY CORP NEW         COM              91913Y10       157     7500 SH       SHARED                7500
D VALERO ENERGY CORP NEW         COM              91913Y10     42967  2041193 SH       SHARED             2041193
D VALERO ENERGY CORP NEW         COM              91913Y10      2613   124150 SH       SHARED      01      122600              1550
D VALERO ENERGY CORP NEW         COM              91913Y10       316    15032 SH       SHARED      02       10782              4250
D VALERO ENERGY CORP NEW         COM              91913Y10         9     5250 SH CALL  SHARED      02        5250
D VALERO ENERGY CORP NEW         COM              91913Y10     20598   978553 SH       SHARED      04      978553
D VALERO ENERGY CORP NEW         COM              91913Y10        44     2120 SH       SHARED      05        2120
D VALERO ENERGY CORP NEW         COM              91913Y10      1250    59400 SH       SHARED      06       42800             16600
D VALERO ENERGY CORP NEW         COM              91913Y10      7038   334380 SH       SHARED      10      334380
D VALERO ENERGY CORP NEW         COM              91913Y10       200     9525 SH       SHARED      21        9525
D VALERO ENERGY CORP NEW         COM              91913Y10        65     3123 SH       SHARED      27        3123
D VALERO ENERGY CORP NEW         COM              91913Y10        94     4500 SH       SHARED      30        4500
D VALLEY NATL BANCORP            COM              91979410      2077   167975 SH       SHARED              167975
D VALLEY NATL BANCORP            COM              91979410       651    52655 SH       SHARED      01                         52655
D VALLEY NATL BANCORP            COM              91979410        45     3710 SH       SHARED      02        3710
D VALLEY NATL BANCORP            COM              91979410      2598   210046 SH       SHARED      10      210046
D VALMONT INDS INC               COM              92025310       244     2690 SH       SHARED                2690
D VALMONT INDS INC               COM              92025310       644     7100 SH       SHARED      01                          7100
D VALMONT INDS INC               COM              92025310       100     1111 SH       SHARED      02        1111
D VALMONT INDS INC               COM              92025310       154     1700 SH       SHARED      10        1700
D VALPEY FISHER CORP             COM              92034410         0       14 SH       SHARED      02          14
D VALSPAR CORP                   COM              92035510      4906   125900 SH       SHARED              125900
D VALSPAR CORP                   COM              92035510      1680    43134 SH       SHARED      01       14334             28800
D VALSPAR CORP                   COM              92035510         0        8 SH       SHARED      02           8
D VALSPAR CORP                   COM              92035510        89     2300 SH       SHARED      10        2300
D VALUE LINE INC                 COM              92043710         2      198 SH       SHARED                 198
D VALUE LINE INC                 COM              92043710         0        1 SH       SHARED      02           1
D VALUE LINE INC                 COM              92043710        87     8500 SH       SHARED      10        8500
D VALUECLICK INC                 COM              92046N10       440    27048 SH       SHARED               27048
D VALUECLICK INC                 COM              92046N10       520    31925 SH       SHARED      01         825             31100
D VALUECLICK INC                 COM              92046N10        66     4058 SH       SHARED      02          58              4000
D VALUEVISION MEDIA INC          CL A             92047K10        13     7081 SH       SHARED                7081
D VALUEVISION MEDIA INC          CL A             92047K10         2     1381 SH       SHARED      02        1381
D VANCEINFO TECHNOLOGIES INC     ADR              92156410        94    10443 SH       SHARED               10443
D VANCEINFO TECHNOLOGIES INC     ADR              92156410         7      856 SH       SHARED      02         856
D VANDA PHARMACEUTICALS INC      COM              92165910        40     8535 SH       SHARED                8535
D VANDA PHARMACEUTICALS INC      COM              92165910        46     9700 SH       SHARED      01        9700
D VANDA PHARMACEUTICALS INC      COM              92165910         0       85 SH       SHARED      02          85
D VANDA PHARMACEUTICALS INC      COM              92165910       618   129960 SH       SHARED      26      129960
D VANDA PHARMACEUTICALS INC      COM              92165910       131    27700 SH       SHARED      32       27700
D VANGUARD SPECIALIZED PORTFOL   DIV APP ETF      92190884      1397    25572 SH       SHARED      02                         25572
D VANGUARD STAR FD               INTL STK IDXFD   92190976        41     1025 SH       SHARED      02                          1025
D VANGUARD WORLD FD              MEGA GRWTH IND   92191081       239     4985 SH       SHARED      02                          4985
D VANGUARD ADMIRAL FDS INC       SMLCP 600 GRTH   92193279        68     1069 SH       SHARED      02                          1069
D VANGUARD BD INDEX FD INC       SHORT TRM BOND   92193782        35      436 SH       SHARED      02          11               425
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783        70      845 SH       SHARED      01         845
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       111     1329 SH       SHR/OTHR    01                          1329
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783      5157    61735 SH       SHARED      02          17             61718
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783        41      495 SH       SHARED      20         495
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783        11      138 SH       SHARED      23         138
D VANGUARD TAX MANAGED INTL FD   MSCI EAFE ETF    92194385       109     3560 SH       SHARED      02                          3560
D VANGUARD TAX MANAGED INTL FD   MSCI EAFE ETF    92194385      7144   233263 SH       SHARED      10      233263
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      1931    42675 SH       SHARED      01       21175             21500
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      1963    43386 SH       SHR/OTHR    01                         43386
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640     10441   230708 SH       SHARED      02           3            230705
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640        89     1980 SH       SHARED      20        1980
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640        77     1707 SH       SHARED      23        1707
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      1674    37000 SH       SHR/OTHR    23                         37000
D VANGUARD HEALTH SYS INC        COM              92203620        96     9433 SH       SHARED                9433
D VANGUARD HEALTH SYS INC        COM              92203620         0       51 SH       SHARED      02          51
D VANGUARD HEALTH SYS INC        COM              92203620       129    12700 SH       SHARED      32       12700
D VANGUARD WORLD FDS             CONSUM DIS ETF   92204A10        25      405 SH       SHARED      02           5               400
D VANGUARD WORLD FDS             CONSUM STP ETF   92204A20         0        7 SH       SHARED      02           7
D VANGUARD WORLD FDS             ENERGY ETF       92204A30         0        6 SH       SHARED      02           6
D VANGUARD WORLD FDS             FINANCIALS ETF   92204A40         0       21 SH       SHARED      02          21
D VANGUARD WORLD FDS             FINANCIALS ETF   92204A40       187     6805 SH       SHARED      21        6805
D VANGUARD WORLD FDS             HEALTH CAR ETF   92204A50         8      134 SH       SHARED      02           9               125
D VANGUARD WORLD FDS             INDUSTRIAL ETF   92204A60         0        6 SH       SHARED      02           6
D VANGUARD WORLD FDS             INF TECH ETF     92204A70       104     1701 SH       SHARED      02         511              1190
D VANGUARD WORLD FDS             MATERIALS ETF    92204A80         0        3 SH       SHARED      02           3
D VANGUARD INTL EQUITY INDEX F   FTSE SMCAP ETF   92204271       888    11448 SH       SHARED      10       11448
D VANGUARD INTL EQUITY INDEX F   TT WRLD ST ETF   92204274     19781   458115 SH       SHARED      01      451215              6900
D VANGUARD INTL EQUITY INDEX F   TT WRLD ST ETF   92204274       150     3487 SH       SHARED      02                          3487
D VANGUARD INTL EQUITY INDEX F   TT WRLD ST ETF   92204274        34      799 SH       SHR/OTHR    23                           799
D VANGUARD INTL EQUITY INDEX F   ALLWRLD EX US    92204277         1       32 SH       SHARED      02          32
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285         8      222 SH       SHARED                 222
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285      1033    27038 SH       SHARED      01       23788              3250
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285       789    20658 SH       SHARED      02          77             20581
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285      1766    46237 SH       SHARED      10       46237
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285       316     8295 SH       SHARED      21        8295
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285       213     5575 SH       SHARED      23        5575
D VANGUARD INTL EQUITY INDEX F   MSCI PAC ETF     92204286        31      660 SH       SHARED      01         660
D VANGUARD INTL EQUITY INDEX F   MSCI PAC ETF     92204286        58     1227 SH       SHR/OTHR    01                          1227
D VANGUARD INTL EQUITY INDEX F   MSCI PAC ETF     92204286      4109    86345 SH       SHARED      02                         86345
D VANGUARD INTL EQUITY INDEX F   MSCI PAC ETF     92204286        38      800 SH       SHARED      20         800
D VANGUARD INTL EQUITY INDEX F   MSCI PAC ETF     92204286        31      664 SH       SHARED      23         664
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       930    22465 SH       SHARED      01       10665             11800
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       166     4008 SH       SHR/OTHR    01                          4008
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       552    13336 SH       SHARED      02        2762             10574
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       272     6575 SH       SHR/OTHR    20                          6575
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       212     5125 SH       SHARED      23        5125
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       256     6200 SH       SHR/OTHR    23                          6200
D VANGUARD NATURAL RESOURCES L   COM UNIT         92205F10      3684   133348 SH       SHARED              133348
D VANGUARD NATURAL RESOURCES L   COM UNIT         92205F10      1736    62855 SH       SHARED      02                         62855
D VANGUARD SCOTTSDALE FDS        SHRT-TERM CORP   92206C40        21      270 SH       SHARED      02                           270
D VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   92206C81        63      738 SH       SHARED      02                           738
D VARIAN MED SYS INC             COM              92220P10      9874   147102 SH       SHARED              147102
D VARIAN MED SYS INC             COM              92220P10      1711    25500 SH       SHARED      01       25500
D VARIAN MED SYS INC             COM              92220P10     80648  1201377 SH       SHARED      02     1201377
D VARIAN MED SYS INC             COM              92220P10      8995   134000 SH       SHARED      04      134000
D VARIAN MED SYS INC             COM              92220P10       111     1660 SH       SHARED      05        1660
D VARIAN MED SYS INC             COM              92220P10       996    14840 SH       SHARED      06       11440              3400
D VARIAN MED SYS INC             COM              92220P10      5258    78330 SH       SHARED      10       78330
D VARIAN MED SYS INC             COM              92220P10       134     2000 SH       SHARED      23                          2000
D VARIAN MED SYS INC             COM              92220P10      1124    16747 SH       SHARED      27       16747
D VARIAN MED SYS INC             COM              92220P10      5772    85987 SH       SHARED      31       85987
D VARIAN MED SYS INC             COM              92220P10       914    13629 SH       SHARED      32       13629
D VASCO DATA SEC INTL INC        COM              92230Y10      1280   196468 SH       SHARED              196468
D VASCO DATA SEC INTL INC        COM              92230Y10         2      324 SH       SHARED      02         324
D VASCULAR SOLUTIONS INC         COM              92231M10        26     2422 SH       SHARED                2422
D VASCULAR SOLUTIONS INC         COM              92231M10         0       12 SH       SHARED      02          12
D VECTREN CORP                   COM              92240G10       262     8682 SH       SHARED                8682
D VECTREN CORP                   COM              92240G10       828    27400 SH       SHARED      01        2300             25100
D VECTREN CORP                   COM              92240G10       110     3642 SH       SHARED      02           7              3635
D VECTREN CORP                   COM              92240G10     23638   781940 SH       SHARED      10      781940
D VECTREN CORP                   COM              92240G10        12      400 SH       SHARED      21         400
D VECTOR GROUP LTD               DBCV         6/1 92240MAL      2239  1980000 PRN      SHARED             1980000
D VECTOR GROUP LTD               FRNT        11/1 92240MAS       265   200000 PRN      SHARED              200000
D VECTOR GROUP LTD               COM              92240M10      3122   175830 SH       SHARED              175830
D VECTOR GROUP LTD               COM              92240M10        50     2848 SH       SHARED      02          48              2800
D VEECO INSTRS INC DEL           COM              92241710      1669    80247 SH       SHARED               80247
D VEECO INSTRS INC DEL           COM              92241710        27     1300 SH       SHARED      01        1300
D VEECO INSTRS INC DEL           COM              92241710        59     2846 SH       SHARED      02        1544              1302
D VEECO INSTRS INC DEL           COM              92241710       131     6300 SH       SHARED      10        6300
D VENOCO INC                     COM              92275P30       522    77167 SH       SHARED               77167
D VENOCO INC                     COM              92275P30        22     3300 SH       SHARED      01        3300
D VENOCO INC                     COM              92275P30         3      517 SH       SHARED      02         517
D VENTAS INC                     COM              92276F10         1       29 SH       SHARED                  29
D VENTAS INC                     COM              92276F10     17832   323465 SH       SHARED              323465
D VENTAS INC                     COM              92276F10      4151    75307 SH       SHARED      01       75307
D VENTAS INC                     COM              92276F10       147     2668 SH       SHARED      02        2668
D VENTAS INC                     COM              92276F10        11      200 SH       SHARED      05         200
D VENTAS INC                     COM              92276F10      1491    27050 SH       SHARED      06       18400              8650
D VENTAS INC                     COM              92276F10      4920    89255 SH       SHARED      10       89255
D VENTAS INC                     COM              92276F10      4181    75850 SH       SHARED      11                         75850
D VENTAS INC                     COM              92276F10       131     2391 SH       SHR/OTHR    23                          2391
D VENTAS INC                     COM              92276F10      1255    22768 SH       SHARED      26       22768
D VENTRUS BIOSCIENCES INC        COM              92282210        53     6700 SH       SHARED                6700
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841       402     7000 SH       SHARED                7000
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841      1005    17501 SH       SHARED      01       17501
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841        28      500 SH       SHARED      02         500
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841         1    10000 SH CALL  SHARED      02       10000
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841       402     7000 SH       SHARED      04        7000
D VANGUARD INDEX FDS             MCAP GR IDXVIP   92290853        11      200 SH       SHARED      02         200
D VANGUARD INDEX FDS             REIT ETF         92290855       206     3560 SH       SHARED      02           4              3556
D VANGUARD INDEX FDS             REIT ETF         92290855         2     1274 SH CALL  SHARED      02        1274
D VANGUARD INDEX FDS             SML CP GRW ETF   92290859        38      500 SH       SHARED      02         300               200
D VANGUARD INDEX FDS             SM CP VAL ETF    92290861        33      532 SH       SHARED      02         300               232
D VANGUARD INDEX FDS             MID CAP ETF      92290862        28      393 SH       SHARED      02         308                85
D VANGUARD INDEX FDS             LARGE CAP ETF    92290863         5      100 SH       SHARED      02         100
D VANGUARD INDEX FDS             EXTEND MKT ETF   92290865        10      200 SH       SHARED      02         200
D VANGUARD INDEX FDS             EXTEND MKT ETF   92290865      4250    82000 SH       SHARED      10       82000
D VANGUARD INDEX FDS             GROWTH ETF       92290873       147     2391 SH       SHARED      02         600              1791
D VANGUARD INDEX FDS             VALUE ETF        92290874       286     5463 SH       SHARED      02                          5463
D VANGUARD INDEX FDS             SMALL CP ETF     92290875        44      633 SH       SHARED      02         303               330
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876        32      500 SH       SHARED      01         500
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876        45      701 SH       SHARED      02         701
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876     71924  1118573 SH       SHARED      10     1118573
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876       997    15509 SH       SHR/OTHR    23                         15509
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10      1748   158279 SH       SHARED              158279
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10         7      700 SH       SHARED      02                           700
D VERA BRADLEY INC               COM              92335C10       729    22612 SH       SHARED               22612
D VERA BRADLEY INC               COM              92335C10         7      241 SH       SHARED      02         241
D VERENIUM CORP                  NOTE  5.500% 4/0 92340PAA       114   120000 PRN      SHARED              120000
D VERENIUM CORP                  NOTE  5.500% 4/0 92340PAA      4447  4682000 PRN      SHARED      02     4682000
D VERENIUM CORP                  COM NEW          92340P20         7     3400 SH       SHARED      02        3400
D VERIFONE SYS INC               COM              92342Y10        33      957 SH       SHARED                 387               570
D VERIFONE SYS INC               COM              92342Y10      3825   107696 SH       SHARED              105280              2416
D VERIFONE SYS INC               COM              92342Y10         2      605 SH CALL  SHARED                 605
D VERIFONE SYS INC               COM              92342Y10      7380   207791 SH       SHARED      01      122790      300    84701
D VERIFONE SYS INC               COM              92342Y10      2856    80433 SH       SHR/OTHR    01                         80433
D VERIFONE SYS INC               COM              92342Y10     22840   643042 SH       SHARED      02      636304              6738
D VERIFONE SYS INC               COM              92342Y10         0      250 SH CALL  SHARED      02         250
D VERIFONE SYS INC               COM              92342Y10      3356    94500 SH       SHARED      04       94500
D VERIFONE SYS INC               COM              92342Y10       170     4800 SH       SHARED      06        4800
D VERIFONE SYS INC               COM              92342Y10       338     9524 SH       SHARED      10        7700              1824
D VERIFONE SYS INC               COM              92342Y10      1796    50591 SH       SHARED      20       43555      150     6886
D VERIFONE SYS INC               COM              92342Y10       361    10180 SH       SHR/OTHR    20                         10180
D VERIFONE SYS INC               COM              92342Y10       125     3537 SH       SHARED      21        3537
D VERIFONE SYS INC               COM              92342Y10        50     1430 SH       SHR/OTHR    21                          1430
D VERIFONE SYS INC               COM              92342Y10      2126    59874 SH       SHARED      23       52468              7406
D VERIFONE SYS INC               COM              92342Y10      1902    53553 SH       SHR/OTHR    23                         53553
D VERIFONE SYS INC               COM              92342Y10      1359    38269 SH       SHARED      26       38269
D VERIFONE SYS INC               COM              92342Y10      1065    30000 SH       SHARED      30       30000
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD      2390  2000000 PRN      SHARED                               2000000
D VERISIGN INC                   COM              92343E10      3201    89625 SH       SHARED               89625
D VERISIGN INC                   COM              92343E10      1422    39825 SH       SHARED      01       39825
D VERISIGN INC                   COM              92343E10     39981  1119303 SH       SHARED      02     1117028              2275
D VERISIGN INC                   COM              92343E10         3      100 SH       SHARED      05         100
D VERISIGN INC                   COM              92343E10       483    13540 SH       SHARED      06        8740              4800
D VERISIGN INC                   COM              92343E10      8072   225987 SH       SHARED      10      225987
D VERISIGN INC                   COM              92343E10       223     6244 SH       SHARED      26        6244
D VERIZON COMMUNICATIONS INC     COM              92343V10      1987    49543 SH       SHARED                                 49543
D VERIZON COMMUNICATIONS INC     COM              92343V10    122729  3059071 SH       SHARED             3059071
D VERIZON COMMUNICATIONS INC     COM              92343V10         9     1500 SH CALL  SHARED                1500
D VERIZON COMMUNICATIONS INC     COM              92343V10     30964   771806 SH       SHARED      01      699129             72677
D VERIZON COMMUNICATIONS INC     COM              92343V10      1308    32626 SH       SHR/OTHR    01                         32626
D VERIZON COMMUNICATIONS INC     COM              92343V10     14720   366924 SH       SHARED      02       97373            269551
D VERIZON COMMUNICATIONS INC     COM              92343V10        16     7250 SH CALL  SHARED      02        7250
D VERIZON COMMUNICATIONS INC     COM              92343V10         0     1553 SH PUT   SHARED      02        1553
D VERIZON COMMUNICATIONS INC     COM              92343V10     26984   672593 SH       SHARED      04      672593
D VERIZON COMMUNICATIONS INC     COM              92343V10      1945    48490 SH       SHARED      05       48490
D VERIZON COMMUNICATIONS INC     COM              92343V10     10985   273820 SH       SHARED      06      190820             83000
D VERIZON COMMUNICATIONS INC     COM              92343V10     45331  1129897 SH       SHARED      10     1129897
D VERIZON COMMUNICATIONS INC     COM              92343V10       789    19687 SH       SHARED      20       16574              3113
D VERIZON COMMUNICATIONS INC     COM              92343V10        75     1875 SH       SHR/OTHR    20                          1875
D VERIZON COMMUNICATIONS INC     COM              92343V10       347     8650 SH       SHARED      21        8650
D VERIZON COMMUNICATIONS INC     COM              92343V10         1       45 SH       SHR/OTHR    21                            45
D VERIZON COMMUNICATIONS INC     COM              92343V10      3594    89582 SH       SHARED      23       82295              7287
D VERIZON COMMUNICATIONS INC     COM              92343V10      5975   148929 SH       SHR/OTHR    23                        148929
D VERIZON COMMUNICATIONS INC     COM              92343V10      2511    62600 SH       SHARED      27       62600
D VERIZON COMMUNICATIONS INC     COM              92343V10       328     8200 SH       SHARED      29        8200
D VERIZON COMMUNICATIONS INC     COM              92343V10     15945   397457 SH       SHARED      31      397457
D VERINT SYS INC                 COM              92343X10       993    36081 SH       SHARED               36081
D VERINT SYS INC                 COM              92343X10        11      424 SH       SHARED      02          29               395
D VERISK ANALYTICS INC           CL A             92345Y10      4301   107179 SH       SHARED              107179
D VERISK ANALYTICS INC           CL A             92345Y10      1103    27500 SH       SHARED      01       27500
D VERISK ANALYTICS INC           CL A             92345Y10      2321    57839 SH       SHARED      02       57839
D VERISK ANALYTICS INC           CL A             92345Y10         4      100 SH       SHARED      05         100
D VERISK ANALYTICS INC           CL A             92345Y10        32      800 SH       SHARED      06         800
D VERISK ANALYTICS INC           CL A             92345Y10       184     4600 SH       SHARED      10        4600
D VERMILLION INC                 COM NEW          92407M20        36    31513 SH       SHARED               31513
D VERMILLION INC                 COM NEW          92407M20         0        5 SH       SHARED      02           5
D VERSAR INC                     COM              92529710         0       29 SH       SHARED      02          29
D VERSO PAPER CORP               COM              92531L10         2     2917 SH       SHARED                2917
D VERSO PAPER CORP               COM              92531L10        21    22800 SH       SHARED      01       22800
D VERSO PAPER CORP               COM              92531L10         0     1006 SH       SHARED      02           6              1000
D VERSO PAPER CORP               COM              92531L10        21    22500 SH       SHARED      10       22500
D VERTEX PHARMACEUTICALS INC     NOTE  3.350%10/0 92532FAN      1492  1424000 PRN      SHARED      06     1424000
D VERTEX PHARMACEUTICALS INC     COM              92532F10      3077    92671 SH       SHARED               92671
D VERTEX PHARMACEUTICALS INC     COM              92532F10      4031   121408 SH       SHARED      01       57408             64000
D VERTEX PHARMACEUTICALS INC     COM              92532F10        95     2867 SH       SHARED      02        2867
D VERTEX PHARMACEUTICALS INC     COM              92532F10         0     1075 SH CALL  SHARED      02        1075
D VERTEX PHARMACEUTICALS INC     COM              92532F10     11820   355920 SH       SHARED      04      355920
D VERTEX PHARMACEUTICALS INC     COM              92532F10        33     1000 SH       SHARED      05        1000
D VERTEX PHARMACEUTICALS INC     COM              92532F10       124     3750 SH       SHARED      06        3750
D VERTEX PHARMACEUTICALS INC     COM              92532F10       358    10800 SH       SHARED      10       10800
D VERTEX PHARMACEUTICALS INC     COM              92532F10       370    11153 SH       SHARED      26       11153
D VERTEX PHARMACEUTICALS INC     COM              92532F10       540    16274 SH       SHARED      27       16274
D VERTEX PHARMACEUTICALS INC     COM              92532F10       478    14400 SH       SHARED      32       14400
D VIAD CORP                      COM NEW          92552R40       160     9194 SH       SHARED                9194
D VIAD CORP                      COM NEW          92552R40         1       87 SH       SHARED      01          87
D VIAD CORP                      COM NEW          92552R40         1      108 SH       SHARED      02         108
D VIAD CORP                      COM NEW          92552R40       180    10300 SH       SHARED      10       10300
D VIASAT INC                     COM              92552V10       558    12102 SH       SHARED               12102
D VIASAT INC                     COM              92552V10        64     1400 SH       SHARED      01        1400
D VIASAT INC                     COM              92552V10     10867   235634 SH       SHARED      02      235634
D VIASAT INC                     COM              92552V10       216     4700 SH       SHARED      10        4700
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80         9      575 SH       SHARED                 575
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80        28     1700 SH       SHARED      01        1700
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80         6      375 SH       SHARED      02         375
D VIACOM INC NEW                 CL A             92553P10        18      347 SH       SHARED      01         347
D VIACOM INC NEW                 CL A             92553P10        10      200 SH       SHARED      02         200
D VIACOM INC NEW                 CL B             92553P20     31941   703400 SH       SHARED              703400
D VIACOM INC NEW                 CL B             92553P20         1      703 SH PUT   SHARED                 703
D VIACOM INC NEW                 CL B             92553P20      5992   131954 SH       SHARED      01      131954
D VIACOM INC NEW                 CL B             92553P20      6508   143333 SH       SHARED      02      142447               886
D VIACOM INC NEW                 CL B             92553P20         2     1463 SH CALL  SHARED      02        1463
D VIACOM INC NEW                 CL B             92553P20       557    12267 SH       SHARED      04       12267
D VIACOM INC NEW                 CL B             92553P20      2356    51900 SH       SHARED      04       51900
D VIACOM INC NEW                 CL B             92553P20       417     9195 SH       SHARED      05        9195
D VIACOM INC NEW                 CL B             92553P20      3350    73785 SH       SHARED      06       55650             18135
D VIACOM INC NEW                 CL B             92553P20     13835   304670 SH       SHARED      10      304670
D VIACOM INC NEW                 CL B             92553P20       227     5000 SH       SHARED      23        4000              1000
D VIACOM INC NEW                 CL B             92553P20        80     1777 SH       SHR/OTHR    23                          1777
D VIACOM INC NEW                 CL B             92553P20       722    15918 SH       SHARED      26       15918
D VIACOM INC NEW                 CL B             92553P20        77     1700 SH       SHARED      30        1700
D VICAL INC                      COM              92560210        50    11404 SH       SHARED               11404
D VICAL INC                      COM              92560210         0       53 SH       SHARED      02          53
D VICAL INC                      COM              92560210       256    58181 SH       SHARED      04       58181
D VICAL INC                      COM              92560210        21     4900 SH       SHARED      10        4900
D VICON INDS INC                 COM              92581110         0        7 SH       SHARED      02           7
D VICOR CORP                     COM              92581510       696    87506 SH       SHARED               87506
D VICOR CORP                     COM              92581510         1      142 SH       SHARED      02         142
D VIEWPOINT FINL GROUP INC MD    COM              92672A10       154    11862 SH       SHARED               11862
D VIEWPOINT FINL GROUP INC MD    COM              92672A10         0       48 SH       SHARED      02          48
D VIEWPOINT FINL GROUP INC MD    COM              92672A10        88     6800 SH       SHARED      10        6800
D VILLAGE SUPER MKT INC          CL A NEW         92710740        87     3091 SH       SHARED                3091
D VILLAGE SUPER MKT INC          CL A NEW         92710740         2      102 SH       SHARED      02         102
D VIMPELCOM LTD                  SPONSORED ADR    92719A10      8202   866104 SH       SHARED              866104
D VIMPELCOM LTD                  SPONSORED ADR    92719A10      1217   128614 SH       SHARED      02      128614
D VIMPELCOM LTD                  SPONSORED ADR    92719A10       286    30250 SH       SHARED      04       30250
D VIMPELCOM LTD                  SPONSORED ADR    92719A10      5161   545000 SH       SHARED      05      545000
D VIMPELCOM LTD                  SPONSORED ADR    92719A10      4971   525000 SH       SHARED      06                        525000
D VIMPELCOM LTD                  SPONSORED ADR    92719A10       123    13000 SH       SHARED      15       13000
D VIRCO MFG CO                   COM              92765110         0        9 SH       SHARED      02           9
D VIRGIN MEDIA INC               NOTE  6.500%11/1 92769LAB       898   650000 PRN      SHARED              150000            500000
D VIRGIN MEDIA INC               NOTE  6.500%11/1 92769LAB        23    17000 PRN      SHARED      10       17000
D VIRGIN MEDIA INC               COM              92769L10     29724  1390309 SH       SHARED             1390309
D VIRGIN MEDIA INC               COM              92769L10      1377    64425 SH       SHARED      01       64425
D VIRGIN MEDIA INC               COM              92769L10       685    32066 SH       SHARED      02       32066
D VIRGIN MEDIA INC               COM              92769L10         3     2084 SH CALL  SHARED      02        2084
D VIRGIN MEDIA INC               COM              92769L10      1282    60000 SH       SHARED      04       60000
D VIRGIN MEDIA INC               COM              92769L10        32     1500 SH       SHARED      05        1500
D VIRGIN MEDIA INC               COM              92769L10        99     4650 SH       SHARED      06        4650
D VIRGIN MEDIA INC               COM              92769L10       327    15300 SH       SHARED      10       15300
D VIRGIN MEDIA INC               COM              92769L10        81     3800 SH       SHARED      30        3800
D VIRGINIA COMM BANCORP INC      COM              92778Q10        35     4544 SH       SHARED                4544
D VIRGINIA COMM BANCORP INC      COM              92778Q10         0       54 SH       SHARED      02          54
D VISTA GOLD CORP                COM NEW          92792630       188    61379 SH       SHARED               61379
D VISTA GOLD CORP                COM NEW          92792630        17     5642 SH       SHARED      02        5642
D VIRNETX HLDG CORP              COM              92823T10       274    11000 SH       SHARED               11000
D VIRNETX HLDG CORP              COM              92823T10       159     6400 SH       SHARED      01        6400
D VIRNETX HLDG CORP              COM              92823T10         1       44 SH       SHARED      02          44
D VIRNETX HLDG CORP              COM              92823T10         1      326 SH PUT   SHARED      02         326
D VIRNETX HLDG CORP              COM              92823T10       224     9000 SH       SHARED      10        9000
D VIROPHARMA INC                 COM              92824110      2438    89027 SH       SHARED               89027
D VIROPHARMA INC                 COM              92824110       100     3675 SH       SHARED      01        3675
D VIROPHARMA INC                 COM              92824110     12207   445710 SH       SHARED      02      445710
D VIROPHARMA INC                 COM              92824110         1     4000 SH PUT   SHARED      02        4000
D VIROPHARMA INC                 COM              92824110      2503    91420 SH       SHARED      04       91420
D VIROPHARMA INC                 COM              92824110       430    15700 SH       SHARED      10       15700
D VIROPHARMA INC                 COM              92824110       273    10000 SH       SHARED      26       10000
D VISA INC                       COM CL A         92826C83      2013    19832 SH       SHARED               19832
D VISA INC                       COM CL A         92826C83     12873   126795 SH       SHARED      01      123500              3295
D VISA INC                       COM CL A         92826C83      2990    29458 SH       SHARED      02       15200             14258
D VISA INC                       COM CL A         92826C83         0      108 SH PUT   SHARED      02         108
D VISA INC                       COM CL A         92826C83        60      600 SH       SHARED      04         600
D VISA INC                       COM CL A         92826C83        96      950 SH       SHARED      05         950
D VISA INC                       COM CL A         92826C83      4538    44700 SH       SHARED      06       30250             14450
D VISA INC                       COM CL A         92826C83     17466   172034 SH       SHARED      10      172034
D VISA INC                       COM CL A         92826C83       406     4000 SH       SHARED      15        4000
D VISA INC                       COM CL A         92826C83       387     3820 SH       SHARED      21        3820
D VISA INC                       COM CL A         92826C83         5       50 SH       SHR/OTHR    21                            50
D VISA INC                       COM CL A         92826C83       786     7750 SH       SHARED      23        7750
D VISA INC                       COM CL A         92826C83       554     5460 SH       SHR/OTHR    23                          5460
D VISA INC                       COM CL A         92826C83      2932    28879 SH       SHARED      27       28879
D VISA INC                       COM CL A         92826C83      1387    13670 SH       SHARED      29       13670
D VISA INC                       COM CL A         92826C83      6760    66591 SH       SHARED      31       66591
D VIRTUALSCOPICS INC             COM              92826910         0       11 SH       SHARED      02          11
D VIRTUSA CORP                   COM              92827P10        68     4761 SH       SHARED                4761
D VIRTUSA CORP                   COM              92827P10         2      207 SH       SHARED      02         207
D VIRTUS INVT PARTNERS INC       COM              92828Q10       221     2914 SH       SHARED                2914
D VIRTUS INVT PARTNERS INC       COM              92828Q10         0        6 SH       SHARED      02           6
D VIRTUS INVT PARTNERS INC       COM              92828Q10         0        8 SH       SHARED      23           8
D VISHAY INTERTECHNOLOGY INC     COM              92829810       243    27127 SH       SHARED               27127
D VISHAY INTERTECHNOLOGY INC     COM              92829810       437    48687 SH       SHARED      01                         48687
D VISHAY INTERTECHNOLOGY INC     COM              92829810         0       10 SH       SHARED      02          10
D VISHAY INTERTECHNOLOGY INC     COM              92829810       445    49500 SH       SHARED      06       49500
D VISHAY INTERTECHNOLOGY INC     COM              92829810       458    51000 SH       SHARED      10       51000
D VISIONCHINA MEDIA INC          SPONS ADR        92833U10       146   118447 SH       SHARED              118447
D VISIONCHINA MEDIA INC          SPONS ADR        92833U10         0       37 SH       SHARED      02          37
D VISHAY PRECISION GROUP INC     COM              92835K10        81     5109 SH       SHARED                5109
D VISHAY PRECISION GROUP INC     COM              92835K10         0       27 SH       SHARED      02          27
D VISTEON CORP                   COM NEW          92839U20      8139   162980 SH       SHARED              162980
D VISTEON CORP                   COM NEW          92839U20         0        6 SH       SHARED      01                             6
D VISTEON CORP                   COM NEW          92839U20        43      881 SH       SHARED      02         513               368
D VISTEON CORP                   COM NEW          92839U20         4      100 SH       SHARED      10         100
D VISTEON CORP                   COM NEW          92839U20         4       90 SH       SHARED      21                            90
D VISTEON CORP                   COM NEW          92839U20         0        2 SH       SHR/OTHR    23                             2
D VITACOST COM INC               COM              92847A20        46     7539 SH       SHARED                7539
D VITACOST COM INC               COM              92847A20         0        1 SH       SHARED      02           1
D VITACOST COM INC               COM              92847A20      1457   234375 SH       SHR/OTHR    21                        234375
D VITAMIN SHOPPE INC             COM              92849E10      1677    42052 SH       SHARED               42052
D VITAMIN SHOPPE INC             COM              92849E10        34      864 SH       SHARED      02         864
D VITESSE SEMICONDUCTOR CORP     COM NEW          92849730        44    18030 SH       SHARED      02          30             18000
D VITESSE SEMICONDUCTOR CORP     COM NEW          92849730         0        2 SH       SHARED      15           2
D VITRAN CORP INC                COM              92850E10        99    17240 SH       SHARED               17240
D VITRAN CORP INC                COM              92850E10        14     2500 SH       SHARED      02                          2500
D VIVUS INC                      COM              92855110      1414   145053 SH       SHARED              145053
D VIVUS INC                      COM              92855110        20     2100 SH       SHARED      01        2100
D VIVUS INC                      COM              92855110         2      231 SH       SHARED      02         231
D VIVUS INC                      COM              92855110         0     1000 SH PUT   SHARED      02        1000
D VIVUS INC                      COM              92855110       669    68694 SH       SHARED      04       68694
D VMWARE INC                     CL A COM         92856340     15386   184951 SH       SHARED              184951
D VMWARE INC                     CL A COM         92856340      1534    18450 SH       SHARED      01       18450
D VMWARE INC                     CL A COM         92856340      1432    17219 SH       SHARED      02       15119              2100
D VMWARE INC                     CL A COM         92856340        34     1324 SH PUT   SHARED      02        1324
D VMWARE INC                     CL A COM         92856340      1247    15000 SH       SHARED      04       15000
D VMWARE INC                     CL A COM         92856340         2       30 SH       SHARED      05          30
D VMWARE INC                     CL A COM         92856340       103     1250 SH       SHARED      06        1250
D VMWARE INC                     CL A COM         92856340       291     3500 SH       SHARED      10        3500
D VMWARE INC                     CL A COM         92856340        35      430 SH       SHARED      20                           430
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20     48564  1732600 SH       SHARED             1732600
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      3346   119404 SH       SHARED      01       96939             22465
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       479    17096 SH       SHR/OTHR    01                         17096
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      5349   190859 SH       SHARED      02        4390            186469
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20         0      406 SH CALL  SHARED      02         406
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       590    21065 SH       SHARED      04       21065
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      5994   213863 SH       SHARED      10      213863
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       403    14412 SH       SHARED      20       12495              1917
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        36     1312 SH       SHR/OTHR    20                          1312
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        52     1881 SH       SHARED      21        1881
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       641    22893 SH       SHARED      23       21716              1177
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       751    26819 SH       SHR/OTHR    23                         26819
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       560    20000 SH       SHARED      26       20000
D VOCUS INC                      COM              92858J10       128     5823 SH       SHARED                5823
D VOCUS INC                      COM              92858J10       130     5899 SH       SHARED      02          16              5883
D VOLCANO CORPORATION            COM              92864510      1488    62580 SH       SHARED               62580
D VOLCANO CORPORATION            COM              92864510       116     4877 SH       SHARED      02        2457              2420
D VOLCANO CORPORATION            COM              92864510         6      294 SH       SHARED      21         294
D VOLCANO CORPORATION            COM              92864510         9      400 SH       SHARED      32         400
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810       520    20336 SH       SHARED               20336
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810         3      142 SH       SHARED      02         142
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        89     3500 SH       SHARED      10        3500
D VONAGE HLDGS CORP              COM              92886T20       149    60906 SH       SHARED               60906
D VONAGE HLDGS CORP              COM              92886T20       307   125337 SH       SHARED      01      106837             18500
D VONAGE HLDGS CORP              COM              92886T20       508   207500 SH       SHR/OTHR    01                        207500
D VONAGE HLDGS CORP              COM              92886T20        47    19503 SH       SHARED      02       19503
D VONAGE HLDGS CORP              COM              92886T20        23     9700 SH       SHARED      10        9700
D WI-LAN INC                     COM              92897210       662   115487 SH       SHARED              115487
D WI-LAN INC                     COM              92897210         1      300 SH       SHARED      02         300
D VORNADO RLTY TR                SH BEN INT       92904210         1       18 SH       SHARED                  18
D VORNADO RLTY TR                SH BEN INT       92904210     19371   252033 SH       SHARED              252033
D VORNADO RLTY TR                SH BEN INT       92904210      2849    37076 SH       SHARED      01       37076
D VORNADO RLTY TR                SH BEN INT       92904210       208     2714 SH       SHARED      02        2326               388
D VORNADO RLTY TR                SH BEN INT       92904210         4      550 SH CALL  SHARED      02         550
D VORNADO RLTY TR                SH BEN INT       92904210        47      615 SH       SHARED      04         615
D VORNADO RLTY TR                SH BEN INT       92904210        30      393 SH       SHARED      05         393
D VORNADO RLTY TR                SH BEN INT       92904210      1311    17069 SH       SHARED      06       12226              4843
D VORNADO RLTY TR                SH BEN INT       92904210     17849   232229 SH       SHARED      10      232229
D VORNADO RLTY TR                SH BEN INT       92904210    262524  3415619 SH       SHARED      11     2098750           1316869
D VORNADO RLTY TR                SH BEN INT       92904210      1001    13035 SH       SHARED      26       13035
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC      4182  4100000 PRN      SHARED             4100000
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC        76    75000 PRN      SHR/OTHR    01                         75000
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC      3076  3016000 PRN      SHARED      02     3016000
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC      3113  3052000 PRN      SHARED      06     3052000
D VOYAGER OIL & GAS INC          COM              92911K10        21     8261 SH       SHARED                8261
D VOYAGER OIL & GAS INC          COM              92911K10         0       36 SH       SHARED      02          36
D VRINGO INC                     COM              92911N10         1     2000 SH       SHARED      01        2000
D VULCAN MATLS CO                COM              92916010      6855   174228 SH       SHARED              174228
D VULCAN MATLS CO                COM              92916010      1089    27700 SH       SHARED      01       27700
D VULCAN MATLS CO                COM              92916010        93     2377 SH       SHARED      02        1007              1370
D VULCAN MATLS CO                COM              92916010     81194  2063380 SH       SHARED      04     2063380
D VULCAN MATLS CO                COM              92916010         2       60 SH       SHARED      05          60
D VULCAN MATLS CO                COM              92916010       297     7550 SH       SHARED      06        4150              3400
D VULCAN MATLS CO                COM              92916010      1352    34359 SH       SHARED      10       34359
D VULCAN MATLS CO                COM              92916010        31      800 SH       SHARED      23         800
D W & T OFFSHORE INC             COM              92922P10      3147   148408 SH       SHARED              148408
D W & T OFFSHORE INC             COM              92922P10         0       33 SH       SHARED      02          33
D W & T OFFSHORE INC             COM              92922P10     24957  1176665 SH       SHARED      10     1176665
D WD-40 CO                       COM              92923610      1303    32259 SH       SHARED               32259
D WD-40 CO                       COM              92923610       276     6849 SH       SHARED      02        6849
D WGL HLDGS INC                  COM              92924F10      6424   145274 SH       SHARED              145274
D WGL HLDGS INC                  COM              92924F10      1378    31167 SH       SHARED      01       13267             17900
D WGL HLDGS INC                  COM              92924F10      1043    23600 SH       SHR/OTHR    01                         23600
D WGL HLDGS INC                  COM              92924F10         5      115 SH       SHARED      02         115
D WGL HLDGS INC                  COM              92924F10     26341   595700 SH       SHARED      06                        595700
D WGL HLDGS INC                  COM              92924F10      6035   136492 SH       SHARED      10      136492
D WCA WASTE CORP                 COM              92926K10        99    15325 SH       SHARED               15325
D WCA WASTE CORP                 COM              92926K10         1      205 SH       SHARED      02         205
D WABCO HLDGS INC                COM              92927K10      3584    82582 SH       SHARED               82582
D WABCO HLDGS INC                COM              92927K10       746    17202 SH       SHARED      01       17202
D WABCO HLDGS INC                COM              92927K10       313     7220 SH       SHARED      02        6720               500
D WABCO HLDGS INC                COM              92927K10       160     3700 SH       SHARED      10        3700
D WABCO HLDGS INC                COM              92927K10         6      143 SH       SHARED      21         143
D WMS INDS INC                   COM              92929710       563    27461 SH       SHARED               27461
D WMS INDS INC                   COM              92929710       359    17500 SH       SHARED      01         200             17300
D WMS INDS INC                   COM              92929710        86     4205 SH       SHARED      02        4205
D WMS INDS INC                   COM              92929710        30     1500 SH       SHARED      10        1500
D W P CAREY & CO LLC             COM              92930Y10      1240    30300 SH       SHARED               30300
D W P CAREY & CO LLC             COM              92930Y10         0        2 SH       SHARED      02           2
D WPCS INTL INC                  COM NEW          92931L20         0       15 SH       SHARED      02          15
D WNS HOLDINGS LTD               SPON ADR         92932M10         0       37 SH       SHARED                  37
D WSFS FINL CORP                 COM              92932810        82     2289 SH       SHARED                2289
D WSFS FINL CORP                 COM              92932810         0        3 SH       SHARED      02           3
D WPP PLC                        ADR              92933H10       289     5537 SH       SHARED                5537
D WSB HOLDINGS INC               COM              92934C10         0      103 SH       SHARED      02         103
D WSP HOLDINGS LIMITED           ADR              92934F10         0       81 SH       SHARED      02          81
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210       604    54761 SH       SHARED               54761
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210        11     1046 SH       SHARED      02        1046
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210      2155   195250 SH       SHARED      04      195250
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210       308    27975 SH       SHARED      26       27975
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210        56     5100 SH       SHARED      32        5100
D WABASH NATL CORP               COM              92956610       169    21559 SH       SHARED               21559
D WABASH NATL CORP               COM              92956610       272    34819 SH       SHARED      02         319             34500
D WABASH NATL CORP               COM              92956610        21     2700 SH       SHARED      10        2700
D WABTEC CORP                    COM              92974010      3906    55848 SH       SHARED               55848
D WABTEC CORP                    COM              92974010      1028    14700 SH       SHARED      01                         14700
D WABTEC CORP                    COM              92974010         0        4 SH       SHARED      02           4
D WABTEC CORP                    COM              92974010       335     4800 SH       SHARED      10        4800
D WABTEC CORP                    COM              92974010        23      336 SH       SHR/OTHR    23                           336
D WADDELL & REED FINL INC        CL A             93005910     18145   732562 SH       SHARED              732562
D WADDELL & REED FINL INC        CL A             93005910       687    27766 SH       SHARED      01        1666             26100
D WADDELL & REED FINL INC        CL A             93005910         0       11 SH       SHARED      02          11
D WADDELL & REED FINL INC        CL A             93005910     21585   871418 SH       SHARED      10      871418
D WAL MART STORES INC            COM              93114210       307     5140 SH       SHARED                1228              3912
D WAL MART STORES INC            COM              93114210    166573  2787371 SH       SHARED             2783311              4060
D WAL MART STORES INC            COM              93114210         0      200 SH PUT   SHARED                 200
D WAL MART STORES INC            COM              93114210     43617   729885 SH       SHARED      01      641401             88484
D WAL MART STORES INC            COM              93114210      4228    70764 SH       SHR/OTHR    01                         70764
D WAL MART STORES INC            COM              93114210     26927   450594 SH       SHARED      02      422873             27721
D WAL MART STORES INC            COM              93114210         1      800 SH CALL  SHARED      02         800
D WAL MART STORES INC            COM              93114210         0      294 SH PUT   SHARED      02         294
D WAL MART STORES INC            COM              93114210       606    10154 SH       SHARED      04                         10154
D WAL MART STORES INC            COM              93114210      1721    28800 SH       SHARED      04       28800
D WAL MART STORES INC            COM              93114210       542     9070 SH       SHARED      05        9070
D WAL MART STORES INC            COM              93114210     11032   184620 SH       SHARED      06      131820             52800
D WAL MART STORES INC            COM              93114210     54852   917875 SH       SHARED      10      916593              1282
D WAL MART STORES INC            COM              93114210      2607    43627 SH       SHARED      20       38227      105     5295
D WAL MART STORES INC            COM              93114210      2062    34515 SH       SHR/OTHR    20                         34515
D WAL MART STORES INC            COM              93114210       767    12851 SH       SHARED      21       12805                46
D WAL MART STORES INC            COM              93114210      1014    16968 SH       SHR/OTHR    21                         16968
D WAL MART STORES INC            COM              93114210      9142   152988 SH       SHARED      23      143868              9120
D WAL MART STORES INC            COM              93114210      7944   132943 SH       SHR/OTHR    23                        132943
D WAL MART STORES INC            COM              93114210      2580    43185 SH       SHARED      26       43185
D WAL MART STORES INC            COM              93114210      1943    32521 SH       SHARED      27       32521
D WAL MART STORES INC            COM              93114210      2005    33560 SH       SHARED      29       33560
D WAL MART STORES INC            COM              93114210       806    13500 SH       SHARED      30       13500
D WAL MART STORES INC            COM              93114210     18656   312191 SH       SHARED      31      312191
D WALGREEN CO                    COM              93142210      6681   202096 SH       SHARED              202096
D WALGREEN CO                    COM              93142210         0      208 SH CALL  SHARED                 208
D WALGREEN CO                    COM              93142210         0      208 SH PUT   SHARED                 208
D WALGREEN CO                    COM              93142210      7840   237158 SH       SHARED      01      233005              4153
D WALGREEN CO                    COM              93142210       578    17500 SH       SHR/OTHR    01                         17500
D WALGREEN CO                    COM              93142210       431    13052 SH       SHARED      02        9686              3366
D WALGREEN CO                    COM              93142210         0      630 SH CALL  SHARED      02         630
D WALGREEN CO                    COM              93142210       554    16770 SH       SHARED      04       16770
D WALGREEN CO                    COM              93142210       659    19934 SH       SHARED      04       19934
D WALGREEN CO                    COM              93142210       179     5430 SH       SHARED      05        5430
D WALGREEN CO                    COM              93142210      2704    81810 SH       SHARED      06       54310             27500
D WALGREEN CO                    COM              93142210     19801   598956 SH       SHARED      10      598956
D WALGREEN CO                    COM              93142210       616    18650 SH       SHARED      15       18650
D WALGREEN CO                    COM              93142210        46     1400 SH       SHARED      20                          1400
D WALGREEN CO                    COM              93142210        82     2500 SH       SHR/OTHR    20                          2500
D WALGREEN CO                    COM              93142210        92     2807 SH       SHARED      21        2807
D WALGREEN CO                    COM              93142210         2       90 SH       SHR/OTHR    21                            90
D WALGREEN CO                    COM              93142210        23      725 SH       SHARED      23         725
D WALGREEN CO                    COM              93142210      1367    41350 SH       SHR/OTHR    23                         41350
D WALGREEN CO                    COM              93142210       277     8400 SH       SHARED      26        8400
D WALGREEN CO                    COM              93142210       429    13000 SH       SHARED      32       13000
D WALKER & DUNLOP INC            COM              93148P10        53     4281 SH       SHARED                4281
D WALKER & DUNLOP INC            COM              93148P10         0       43 SH       SHARED      02          43
D WALTER ENERGY INC              COM              93317Q10       511     8452 SH       SHARED                8342               110
D WALTER ENERGY INC              COM              93317Q10     24358   402220 SH       SHARED              401318               902
D WALTER ENERGY INC              COM              93317Q10      4459    73641 SH       SHARED      01       63072             10569
D WALTER ENERGY INC              COM              93317Q10       350     5784 SH       SHR/OTHR    01                          5784
D WALTER ENERGY INC              COM              93317Q10      1381    22813 SH       SHARED      02       20166              2647
D WALTER ENERGY INC              COM              93317Q10       151     2500 SH       SHARED      04        2500
D WALTER ENERGY INC              COM              93317Q10        13      230 SH       SHARED      05         230
D WALTER ENERGY INC              COM              93317Q10        24      400 SH       SHARED      06         400
D WALTER ENERGY INC              COM              93317Q10       309     5109 SH       SHARED      10        4800               309
D WALTER ENERGY INC              COM              93317Q10       576     9515 SH       SHARED      20        8130       25     1360
D WALTER ENERGY INC              COM              93317Q10        21      350 SH       SHR/OTHR    20                           350
D WALTER ENERGY INC              COM              93317Q10        33      545 SH       SHARED      21         475                70
D WALTER ENERGY INC              COM              93317Q10         2       37 SH       SHR/OTHR    21                            37
D WALTER ENERGY INC              COM              93317Q10       559     9243 SH       SHARED      23        8167              1076
D WALTER ENERGY INC              COM              93317Q10       252     4168 SH       SHR/OTHR    23                          4168
D WALTER ENERGY INC              COM              93317Q10       248     4100 SH       SHARED      26        4100
D WALTER INVT MGMT CORP          COM              93317W10      2052   100086 SH       SHARED              100086
D WALTER INVT MGMT CORP          COM              93317W10       107     5251 SH       SHARED      01        5251
D WALTER INVT MGMT CORP          COM              93317W10         4      233 SH       SHARED      02         233
D WARNACO GROUP INC              COM NEW          93439040       620    12396 SH       SHARED               12396
D WARNACO GROUP INC              COM NEW          93439040       625    12500 SH       SHARED      01                         12500
D WARNACO GROUP INC              COM NEW          93439040         1       28 SH       SHARED      02          28
D WARREN RES INC                 COM              93564A10        76    23470 SH       SHARED               23470
D WARREN RES INC                 COM              93564A10        23     7100 SH       SHARED      01        7100
D WARREN RES INC                 COM              93564A10         0       30 SH       SHARED      02          30
D WARREN RES INC                 COM              93564A10        57    17500 SH       SHARED      10       17500
D WARWICK VALLEY TEL CO          COM              93675010         0        2 SH       SHARED      02           2
D WASHINGTON BKG CO OAK HBR WA   COM              93730310        35     2981 SH       SHARED                2981
D WASHINGTON BKG CO OAK HBR WA   COM              93730310        10      895 SH       SHARED      02         895
D WASHINGTON FED INC             COM              93882410      5476   391453 SH       SHARED              391453
D WASHINGTON FED INC             COM              93882410       464    33229 SH       SHARED      01                         33229
D WASHINGTON FED INC             COM              93882410         4      307 SH       SHARED      02         307
D WASHINGTON FED INC             COM              93882410     24004  1715800 SH       SHARED      10     1715800
D WASHINGTON FED INC             *W EXP 11/14/201 93882411       287    76562 SH       SHARED      02       76562
D WASHINGTON POST CO             CL B             93964010       597     1586 SH       SHARED                1586
D WASHINGTON POST CO             CL B             93964010       414     1100 SH       SHARED      01        1100
D WASHINGTON POST CO             CL B             93964010      1035     2748 SH       SHARED      02        2748
D WASHINGTON POST CO             CL B             93964010        15       40 SH       SHARED      06          40
D WASHINGTON POST CO             CL B             93964010       573     1522 SH       SHARED      10        1522
D WASHINGTON POST CO             CL B             93964010        37      100 SH       SHARED      20                           100
D WASHINGTON POST CO             CL B             93964010       339      900 SH       SHR/OTHR    20                           900
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310      1716    62757 SH       SHARED               62757
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310         0       25 SH       SHARED      01          25
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310        82     3026 SH       SHARED      02          26              3000
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310       328    12000 SH       SHARED      10       12000
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310     34250  1252300 SH       SHARED      11                       1252300
D WASHINGTON TR BANCORP          COM              94061010       133     5592 SH       SHARED                5592
D WASHINGTON TR BANCORP          COM              94061010         4      204 SH       SHARED      02         204
D WASHINGTON TR BANCORP          COM              94061010       162     6800 SH       SHARED      10        6800
D WASHINGTON TR BANCORP          COM              94061010        60     2530 SH       SHARED      20        2530
D WASTE CONNECTIONS INC          COM              94105310      8261   249283 SH       SHARED              249283
D WASTE CONNECTIONS INC          COM              94105310      1138    34350 SH       SHARED      01                         34350
D WASTE CONNECTIONS INC          COM              94105310        11      336 SH       SHARED      02         336
D WASTE CONNECTIONS INC          COM              94105310       473    14300 SH       SHARED      10       14300
D WASTE CONNECTIONS INC          COM              94105310        19      601 SH       SHARED      21         601
D WASTE MGMT INC DEL             COM              94106L10      8522   260559 SH       SHARED              260559
D WASTE MGMT INC DEL             COM              94106L10         0     1000 SH CALL  SHARED                1000
D WASTE MGMT INC DEL             COM              94106L10         0     1000 SH PUT   SHARED                1000
D WASTE MGMT INC DEL             COM              94106L10      3317   101420 SH       SHARED      01       98420              3000
D WASTE MGMT INC DEL             COM              94106L10        40     1250 SH       SHR/OTHR    01                          1250
D WASTE MGMT INC DEL             COM              94106L10       670    20499 SH       SHARED      02       13551              6948
D WASTE MGMT INC DEL             COM              94106L10         1     1500 SH CALL  SHARED      02        1500
D WASTE MGMT INC DEL             COM              94106L10         8      270 SH       SHARED      05         270
D WASTE MGMT INC DEL             COM              94106L10      1519    46460 SH       SHARED      06       32110             14350
D WASTE MGMT INC DEL             COM              94106L10      8199   250673 SH       SHARED      10      250673
D WASTE MGMT INC DEL             COM              94106L10       106     3250 SH       SHARED      20        3250
D WASTE MGMT INC DEL             COM              94106L10         8      250 SH       SHARED      21         250
D WASTE MGMT INC DEL             COM              94106L10        26      800 SH       SHARED      23                           800
D WASTE MGMT INC DEL             COM              94106L10      6191   189270 SH       SHARED      31      189270
D WATERS CORP                    COM              94184810      1292    17449 SH       SHARED               17449
D WATERS CORP                    COM              94184810      1453    19625 SH       SHARED      01       19625
D WATERS CORP                    COM              94184810      2647    35758 SH       SHARED      02       33998              1760
D WATERS CORP                    COM              94184810       784    10600 SH       SHARED      04       10600
D WATERS CORP                    COM              94184810        27      370 SH       SHARED      05         370
D WATERS CORP                    COM              94184810       452     6110 SH       SHARED      06        3660              2450
D WATERS CORP                    COM              94184810      2082    28119 SH       SHARED      10       28119
D WATERS CORP                    COM              94184810        37      500 SH       SHARED      23         500
D WATERS CORP                    COM              94184810        97     1311 SH       SHARED      26        1311
D WATERSTONE FINANCIAL INC       COM              94188810         0        1 SH       SHARED      02           1
D WATSCO INC                     COM              94262220       685    10447 SH       SHARED               10447
D WATSCO INC                     COM              94262220       571     8700 SH       SHARED      01                          8700
D WATSCO INC                     COM              94262220         1       20 SH       SHARED      02          20
D WATSCO INC                     COM              94262220       164     2500 SH       SHARED      10        2500
D WATSON PHARMACEUTICALS INC     COM              94268310     15761   261210 SH       SHARED              261210
D WATSON PHARMACEUTICALS INC     COM              94268310      2222    36825 SH       SHARED      01       35425              1400
D WATSON PHARMACEUTICALS INC     COM              94268310       209     3480 SH       SHARED      02        3480
D WATSON PHARMACEUTICALS INC     COM              94268310         1      833 SH CALL  SHARED      02         833
D WATSON PHARMACEUTICALS INC     COM              94268310        54      900 SH       SHARED      04         900
D WATSON PHARMACEUTICALS INC     COM              94268310      1930    32000 SH       SHARED      05       32000
D WATSON PHARMACEUTICALS INC     COM              94268310       356     5900 SH       SHARED      06        3100              2800
D WATSON PHARMACEUTICALS INC     COM              94268310      4203    69661 SH       SHARED      10       69661
D WATSON PHARMACEUTICALS INC     COM              94268310        90     1500 SH       SHARED      23        1500
D WATSON PHARMACEUTICALS INC     COM              94268310       350     5808 SH       SHARED      27        5808
D WATSON PHARMACEUTICALS INC     COM              94268310       287     4765 SH       SHARED      29        4765
D WATSON PHARMACEUTICALS INC     COM              94268310       114     1900 SH       SHARED      32        1900
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       340     9940 SH       SHARED                9940
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       105     3075 SH       SHARED      02        3075
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       393    11500 SH       SHARED      10       11500
D WAUSAU PAPER CORP              COM              94331510       627    75949 SH       SHARED               75949
D WAUSAU PAPER CORP              COM              94331510         2      261 SH       SHARED      02         261
D WAVE SYSTEMS CORP              COM NEW          94352630        30    13897 SH       SHARED               13897
D WAVE SYSTEMS CORP              COM NEW          94352630         0       77 SH       SHARED      02          77
D WAYSIDE TECHNOLOGY GROUP INC   COM              94676010         0        6 SH       SHARED      02           6
D WEB COM GROUP INC              COM              94733A10       104     9152 SH       SHARED                9152
D WEB COM GROUP INC              COM              94733A10        13     1222 SH       SHARED      02        1222
D WEBSENSE INC                   COM              94768410      2591   138340 SH       SHARED              138340
D WEBSENSE INC                   COM              94768410       329    17600 SH       SHARED      01       17600
D WEBSENSE INC                   COM              94768410         5      268 SH       SHARED      02         268
D WEBSENSE INC                   COM              94768410      4653   248460 SH       SHARED      10      248460
D WEBMD HEALTH CORP              COM              94770V10      6864   182810 SH       SHARED              182810
D WEBMD HEALTH CORP              COM              94770V10        25      688 SH       SHARED      01         688
D WEBMD HEALTH CORP              COM              94770V10        38     1015 SH       SHARED      02        1015
D WEBMD HEALTH CORP              COM              94770V10       108     2900 SH       SHARED      10        2900
D WEBMD HEALTH CORP              COM              94770V10       187     5000 SH       SHARED      20        5000
D WEBMD HEALTH CORP              COM              94770V10      3890   103600 SH       SHARED      26      103600
D WEBMD HEALTH CORP              COM              94770V10       777    20700 SH       SHARED      32       20700
D WEBSTER FINL CORP CONN         COM              94789010      2563   125710 SH       SHARED              125710
D WEBSTER FINL CORP CONN         COM              94789010       534    26200 SH       SHARED      01        3300             22900
D WEBSTER FINL CORP CONN         COM              94789010         5      290 SH       SHARED      02         290
D WEBSTER FINL CORP CONN         COM              94789010     13177   646284 SH       SHARED      10      646284
D WEIGHT WATCHERS INTL INC NEW   COM              94862610      3863    70230 SH       SHARED               70230
D WEIGHT WATCHERS INTL INC NEW   COM              94862610         5      105 SH       SHARED      02         105
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        82     1500 SH       SHARED      10        1500
D WEINGARTEN RLTY INVS           SH BEN INT       94874110         2      100 SH       SHARED                 100
D WEINGARTEN RLTY INVS           SH BEN INT       94874110      8049   368923 SH       SHARED              368923
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       824    37800 SH       SHARED      01         600             37200
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        28     1322 SH       SHARED      02         272              1050
D WEINGARTEN RLTY INVS           SH BEN INT       94874110      3325   152400 SH       SHARED      10      152400
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        24     1105 SH       SHARED      23                          1105
D WEIS MKTS INC                  COM              94884910       354     8876 SH       SHARED                8876
D WEIS MKTS INC                  COM              94884910        16      403 SH       SHARED      02         403
D WEIS MKTS INC                  COM              94884910       171     4300 SH       SHARED      10        4300
D WELLCARE HEALTH PLANS INC      COM              94946T10     14190   270289 SH       SHARED              270289
D WELLCARE HEALTH PLANS INC      COM              94946T10      1147    21861 SH       SHARED      01        7411             14450
D WELLCARE HEALTH PLANS INC      COM              94946T10       729    13900 SH       SHR/OTHR    01                         13900
D WELLCARE HEALTH PLANS INC      COM              94946T10        12      244 SH       SHARED      02         244
D WELLCARE HEALTH PLANS INC      COM              94946T10       516     9837 SH       SHARED      04        9837
D WELLCARE HEALTH PLANS INC      COM              94946T10       152     2900 SH       SHARED      10        2900
D WELLCARE HEALTH PLANS INC      COM              94946T10       257     4900 SH       SHARED      32        4900
D WELLPOINT INC                  COM              94973V10     21505   324617 SH       SHARED              316617              8000
D WELLPOINT INC                  COM              94973V10      5869    88598 SH       SHARED      01       88598
D WELLPOINT INC                  COM              94973V10        31      482 SH       SHR/OTHR    01                           482
D WELLPOINT INC                  COM              94973V10       315     4760 SH       SHARED      02        3821               939
D WELLPOINT INC                  COM              94973V10         3     2450 SH CALL  SHARED      02        2450
D WELLPOINT INC                  COM              94973V10         1      200 SH PUT   SHARED      02         200
D WELLPOINT INC                  COM              94973V10      2120    32000 SH       SHARED      04       32000
D WELLPOINT INC                  COM              94973V10      4278    64580 SH       SHARED      04       64580
D WELLPOINT INC                  COM              94973V10       251     3790 SH       SHARED      05        3790
D WELLPOINT INC                  COM              94973V10      5606    84627 SH       SHARED      06       46227             38400
D WELLPOINT INC                  COM              94973V10     19336   291872 SH       SHARED      10      291872
D WELLPOINT INC                  COM              94973V10       257     3880 SH       SHARED      15        3880
D WELLPOINT INC                  COM              94973V10        33      500 SH       SHARED      23         500
D WELLPOINT INC                  COM              94973V10       311     4700 SH       SHARED      26        4700
D WELLPOINT INC                  COM              94973V10        19      299 SH       SHARED      27         299
D WELLPOINT INC                  COM              94973V10       530     8000 SH       SHARED      29        8000
D WELLPOINT INC                  COM              94973V10      6497    98070 SH       SHARED      31       98070
D WELLPOINT INC                  COM              94973V10       616     9300 SH       SHARED      32        9300
D WELLS FARGO & CO NEW           COM              94974610    112474  4081067 SH       SHARED             4055069             25998
D WELLS FARGO & CO NEW           COM              94974610        24     6500 SH CALL  SHARED                6500
D WELLS FARGO & CO NEW           COM              94974610     39564  1435593 SH       SHARED      01     1392673             42920
D WELLS FARGO & CO NEW           COM              94974610       851    30906 SH       SHR/OTHR    01                         30906
D WELLS FARGO & CO NEW           COM              94974610     12688   460406 SH       SHARED      02      437026             23380
D WELLS FARGO & CO NEW           COM              94974610        21    39512 SH CALL  SHARED      02       39512
D WELLS FARGO & CO NEW           COM              94974610         3     3200 SH PUT   SHARED      02        3200
D WELLS FARGO & CO NEW           COM              94974610      1588    57637 SH       SHARED      04       57637
D WELLS FARGO & CO NEW           COM              94974610       238     8640 SH       SHARED      05        8640
D WELLS FARGO & CO NEW           COM              94974610     12301   446340 SH       SHARED      06      292230            154110
D WELLS FARGO & CO NEW           COM              94974610     64099  2325830 SH       SHARED      10     2325830
D WELLS FARGO & CO NEW           COM              94974610      1002    36368 SH       SHARED      20       30920              5448
D WELLS FARGO & CO NEW           COM              94974610       156     5680 SH       SHR/OTHR    20                          5680
D WELLS FARGO & CO NEW           COM              94974610       175     6373 SH       SHARED      21        6280                93
D WELLS FARGO & CO NEW           COM              94974610        55     2020 SH       SHR/OTHR    21                          2020
D WELLS FARGO & CO NEW           COM              94974610      2385    86549 SH       SHARED      23       77031              9518
D WELLS FARGO & CO NEW           COM              94974610      3099   112468 SH       SHR/OTHR    23                        112468
D WELLS FARGO & CO NEW           COM              94974610       487    17685 SH       SHARED      26       17685
D WELLS FARGO & CO NEW           COM              94974610      1999    72558 SH       SHARED      27       72558
D WELLS FARGO & CO NEW           COM              94974610       387    14075 SH       SHARED      29       14075
D WELLS FARGO & CO NEW           COM              94974610     26554   963533 SH       SHARED      31      963533
D WELLS FARGO & CO NEW           PERP PFD CNV A   94974680         4        4 SH       SHARED      29           4
D WELLS GARDNER ELECTRS CORP     COM              94976510         0        4 SH       SHARED      02           4
D WELLS FARGO ADV GLB DIV OPP    COM              94987C10        28     3715 SH       SHARED      02                          3715
D WELLS FARGO ADVANTAGE MULTI    COM SHS          94987D10         0        7 SH       SHARED      02           7
D WENDYS CO                      COM              95058W10      3915   730572 SH       SHARED              730572
D WENDYS CO                      COM              95058W10       590   110206 SH       SHARED      01       18131             92075
D WENDYS CO                      COM              95058W10        76    14233 SH       SHARED      02       11233              3000
D WENDYS CO                      COM              95058W10         0      750 SH CALL  SHARED      02         750
D WENDYS CO                      COM              95058W10       380    70997 SH       SHARED      26       70997
D WERNER ENTERPRISES INC         COM              95075510      2736   113532 SH       SHARED              113532
D WERNER ENTERPRISES INC         COM              95075510       324    13475 SH       SHARED      01                         13475
D WERNER ENTERPRISES INC         COM              95075510       253    10515 SH       SHARED      02       10515
D WERNER ENTERPRISES INC         COM              95075510       460    19100 SH       SHARED      10       19100
D WESBANCO INC                   COM              95081010       159     8189 SH       SHARED                8189
D WESBANCO INC                   COM              95081010       683    35102 SH       SHARED      01       29352              5750
D WESBANCO INC                   COM              95081010      1228    63100 SH       SHR/OTHR    01                         63100
D WESBANCO INC                   COM              95081010         5      307 SH       SHARED      02         307
D WESBANCO INC                   COM              95081010      2782   142901 SH       SHARED      10      142901
D WESCO AIRCRAFT HLDGS INC       COM              95081410        97     6965 SH       SHARED                6965
D WESCO AIRCRAFT HLDGS INC       COM              95081410         0       35 SH       SHARED      02          35
D WESCO INTL INC                 DBCV  6.000% 9/1 95082PAH     21156 10458000 PRN      SHARED      02    10458000
D WESCO INTL INC                 COM              95082P10      2062    38911 SH       SHARED               38911
D WESCO INTL INC                 COM              95082P10     16597   313096 SH       SHARED      02      313096
D WESCO INTL INC                 COM              95082P10        63     1200 SH       SHARED      10        1200
D WEST BANCORPORATION INC        CAP STK          95123P10       106    11118 SH       SHARED               11118
D WEST BANCORPORATION INC        CAP STK          95123P10         1      204 SH       SHARED      02         204
D WEST COAST BANCORP ORE NEW     COM NEW          95214520       317    20343 SH       SHARED               20343
D WEST COAST BANCORP ORE NEW     COM NEW          95214520         0       32 SH       SHARED      02          32
D WEST COAST BANCORP ORE NEW     COM NEW          95214520       106     6800 SH       SHARED      10        6800
D WEST MARINE INC                COM              95423510        33     2890 SH       SHARED                2890
D WEST MARINE INC                COM              95423510         0        4 SH       SHARED      02           4
D WEST PHARMACEUTICAL SVSC INC   COM              95530610       540    14245 SH       SHARED               14245
D WEST PHARMACEUTICAL SVSC INC   COM              95530610        18      488 SH       SHARED      02         488
D WESTAR ENERGY INC              COM              95709T10       351    12219 SH       SHARED               12219
D WESTAR ENERGY INC              COM              95709T10      1051    36520 SH       SHARED      01                         36520
D WESTAR ENERGY INC              COM              95709T10        20      706 SH       SHARED      02         106               600
D WESTAR ENERGY INC              COM              95709T10       926    32200 SH       SHARED      10       32200
D WESTAMERICA BANCORPORATION     COM              95709010      3044    69353 SH       SHARED               69353
D WESTAMERICA BANCORPORATION     COM              95709010       408     9300 SH       SHARED      01         400              8900
D WESTAMERICA BANCORPORATION     COM              95709010         0       14 SH       SHARED      02          14
D WESTELL TECHNOLOGIES INC       CL A             95754110       376   169610 SH       SHARED              169610
D WESTELL TECHNOLOGIES INC       CL A             95754110         0       26 SH       SHARED      02          26
D WESTERN ALLIANCE BANCORP       COM              95763810       547    87930 SH       SHARED               87930
D WESTERN ALLIANCE BANCORP       COM              95763810        13     2125 SH       SHARED      01        2125
D WESTERN ALLIANCE BANCORP       COM              95763810         0      147 SH       SHARED      02         147
D WESTERN ALLIANCE BANCORP       COM              95763810       114    18400 SH       SHARED      10       18400
D WESTERN ALLIANCE BANCORP       COM              95763810        62    10000 SH       SHARED      21       10000
D WESTERN ASSET EMRG MKT INCM    COM              95766E10         0        1 SH       SHARED      02           1
D WESTERN ASST MNG MUN FD INC    COM              95766M10        28     2157 SH       SHR/OTHR    01                          2157
D WESTERN ASSET MUN HI INCM FD   COM              95766N10       669    85464 SH       SHARED               85464
D WESTERN ASSET CLYM INFL SEC    COM SH BEN INT   95766Q10         0        1 SH       SHARED      02           1
D WESTERN ASSET CLYM INFL OPP    COM              95766R10         0        2 SH       SHARED      02           2
D WESTERN ASSET HGH YLD DFNDFD   COM              95768B10        41     2520 SH       SHARED      23        2520
D WESTERN COPPER & GOLD CORP     COM              95805V10         0      100 SH       SHARED      02         100
D WESTERN DIGITAL CORP           COM              95810210      6920   223618 SH       SHARED              223618
D WESTERN DIGITAL CORP           COM              95810210         0      229 SH PUT   SHARED                 229
D WESTERN DIGITAL CORP           COM              95810210      1699    54925 SH       SHARED      01       54250               675
D WESTERN DIGITAL CORP           COM              95810210        57     1850 SH       SHR/OTHR    01                          1850
D WESTERN DIGITAL CORP           COM              95810210       226     7319 SH       SHARED      02        7294                25
D WESTERN DIGITAL CORP           COM              95810210       414    13380 SH       SHARED      04       13380
D WESTERN DIGITAL CORP           COM              95810210      1212    39174 SH       SHARED      04       39174
D WESTERN DIGITAL CORP           COM              95810210         3      100 SH       SHARED      05         100
D WESTERN DIGITAL CORP           COM              95810210       442    14300 SH       SHARED      06        8400              5900
D WESTERN DIGITAL CORP           COM              95810210      2376    76785 SH       SHARED      10       76785
D WESTERN DIGITAL CORP           COM              95810210         1       60 SH       SHR/OTHR    21                            60
D WESTERN DIGITAL CORP           COM              95810210       825    26657 SH       SHARED      27       26657
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410       198     4811 SH       SHARED      02          11              4800
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410     80497  1950500 SH       SHARED      06                       1950500
D WESTERN REFNG INC              NOTE  5.750% 6/1 959319AC      1630  1135000 PRN      SHARED              635000            500000
D WESTERN REFNG INC              COM              95931910      2156   162231 SH       SHARED              162231
D WESTERN REFNG INC              COM              95931910        34     2600 SH       SHARED      01        2600
D WESTERN REFNG INC              COM              95931910        64     4836 SH       SHARED      02        4836
D WESTERN REFNG INC              COM              95931910       208    15700 SH       SHARED      10       15700
D WESTERN UN CO                  COM              95980210      7257   397447 SH       SHARED              397447
D WESTERN UN CO                  COM              95980210      2974   162915 SH       SHARED      01      161934               981
D WESTERN UN CO                  COM              95980210       232    12748 SH       SHARED      02        4998              7750
D WESTERN UN CO                  COM              95980210        34     1900 SH       SHARED      04        1900
D WESTERN UN CO                  COM              95980210        43     2369 SH       SHARED      05        2369
D WESTERN UN CO                  COM              95980210      1285    70379 SH       SHARED      06       48584             21795
D WESTERN UN CO                  COM              95980210      6623   362744 SH       SHARED      10      362744
D WESTERN UN CO                  COM              95980210        25     1400 SH       SHR/OTHR    20                          1400
D WESTERN UN CO                  COM              95980210        92     5043 SH       SHR/OTHR    23                          5043
D WESTERN UN CO                  COM              95980210        45     2497 SH       SHARED      27        2497
D WESTERN UN CO                  COM              95980210       394    21600 SH       SHARED      29       21600
D WESTERN UN CO                  COM              95980210       547    30000 SH       SHARED      30       30000
D WESTFIELD FINANCIAL INC NEW    COM              96008P10       875   118907 SH       SHARED              118907
D WESTFIELD FINANCIAL INC NEW    COM              96008P10         0       45 SH       SHARED      02          45
D WESTINGHOUSE SOLAR             COM              96040V10         0        1 SH       SHARED      02           1
D WESTLAKE CHEM CORP             COM              96041310      2061    51233 SH       SHARED               51233
D WESTLAKE CHEM CORP             COM              96041310        36      905 SH       SHARED      02         905
D WESTLAKE CHEM CORP             COM              96041310       124     3100 SH       SHARED      10        3100
D WESTMORELAND COAL CO           COM              96087810        22     1797 SH       SHARED                1797
D WESTMORELAND COAL CO           COM              96087810         1      110 SH       SHARED      02         110
D WESTPORT INNOVATIONS INC       COM NEW          96090830       967    29103 SH       SHARED               29103
D WESTPORT INNOVATIONS INC       COM NEW          96090830        49     1496 SH       SHARED      02         496              1000
D WESTPAC BKG CORP               SPONSORED ADR    96121430       512     5000 SH       SHARED                5000
D WESTPAC BKG CORP               SPONSORED ADR    96121430         4       44 SH       SHARED      02                            44
D WESTERN LIBERTY BANCORP        COM              96144310        19     6969 SH       SHARED      02        6969
D WESTWOOD HLDGS GROUP INC       COM              96176510        39     1094 SH       SHARED                1094
D WESTWOOD HLDGS GROUP INC       COM              96176510         0        5 SH       SHARED      02           5
D WET SEAL INC                   CL A             96184010      2163   663578 SH       SHARED              663578
D WET SEAL INC                   CL A             96184010         1      590 SH       SHARED      01         590
D WET SEAL INC                   CL A             96184010        33    10317 SH       SHARED      02       10317
D WEYCO GROUP INC                COM              96214910        60     2453 SH       SHARED                2453
D WEYCO GROUP INC                COM              96214910         0        2 SH       SHARED      02           2
D WEYERHAEUSER CO                COM              96216610      6063   324760 SH       SHARED              324760
D WEYERHAEUSER CO                COM              96216610      2287   122499 SH       SHARED      01      122499
D WEYERHAEUSER CO                COM              96216610       128     6882 SH       SHARED      02        6382               500
D WEYERHAEUSER CO                COM              96216610        33     8531 SH PUT   SHARED      02        8531
D WEYERHAEUSER CO                COM              96216610        33     1799 SH       SHARED      05        1799
D WEYERHAEUSER CO                COM              96216610       757    40597 SH       SHARED      06       22221             18376
D WEYERHAEUSER CO                COM              96216610      2712   145278 SH       SHARED      10      145278
D WEYERHAEUSER CO                COM              96216610        71     3832 SH       SHARED      27        3832
D WHIRLPOOL CORP                 COM              96332010      5475   115398 SH       SHARED              115398
D WHIRLPOOL CORP                 COM              96332010       917    19334 SH       SHARED      01       19334
D WHIRLPOOL CORP                 COM              96332010      2092    44093 SH       SHARED      02       43193               900
D WHIRLPOOL CORP                 COM              96332010         1       57 SH PUT   SHARED      02          57
D WHIRLPOOL CORP                 COM              96332010        50     1067 SH       SHARED      04        1067
D WHIRLPOOL CORP                 COM              96332010         1       40 SH       SHARED      05          40
D WHIRLPOOL CORP                 COM              96332010       222     4680 SH       SHARED      06        2980              1700
D WHIRLPOOL CORP                 COM              96332010      5123   107977 SH       SHARED      10      107977
D WHIRLPOOL CORP                 COM              96332010       131     2770 SH       SHARED      21        2770
D WHIRLPOOL CORP                 COM              96332010      1328    28000 SH       SHARED      29       28000
D WHITESTONE REIT                CL B SBI         96608420        54     4563 SH       SHARED                4563
D WHITESTONE REIT                CL B SBI         96608420         0        4 SH       SHARED      02           4
D WHITING PETE CORP NEW          COM              96638710      7780   166631 SH       SHARED              166631
D WHITING PETE CORP NEW          COM              96638710      1239    26550 SH       SHARED      01       26550
D WHITING PETE CORP NEW          COM              96638710       349     7490 SH       SHARED      02        3990              3500
D WHITING PETE CORP NEW          COM              96638710         0      500 SH CALL  SHARED      02         500
D WHITING PETE CORP NEW          COM              96638710        26      562 SH       SHARED      05         562
D WHITING PETE CORP NEW          COM              96638710       214     4600 SH       SHARED      06        4600
D WHITING PETE CORP NEW          COM              96638710       356     7625 SH       SHARED      10        7625
D WHITING PETE CORP NEW          COM              96638710       107     2300 SH       SHARED      23        2300
D WHITING PETE CORP NEW          PERP PFD CONV    96638720      1230     5592 SH       SHARED      02        5592
D WHOLE FOODS MKT INC            COM              96683710        42      616 SH       SHARED                 266               350
D WHOLE FOODS MKT INC            COM              96683710     31293   449748 SH       SHARED              447227              2521
D WHOLE FOODS MKT INC            COM              96683710         1      558 SH CALL  SHARED                 558
D WHOLE FOODS MKT INC            COM              96683710     12218   175602 SH       SHARED      01      133054             42548
D WHOLE FOODS MKT INC            COM              96683710      1938    27859 SH       SHR/OTHR    01                         27859
D WHOLE FOODS MKT INC            COM              96683710      7890   113406 SH       SHARED      02      106557              6849
D WHOLE FOODS MKT INC            COM              96683710       970    13950 SH       SHARED      04       13950
D WHOLE FOODS MKT INC            COM              96683710        55      800 SH       SHARED      05         800
D WHOLE FOODS MKT INC            COM              96683710      4575    65763 SH       SHARED      06       62563              3200
D WHOLE FOODS MKT INC            COM              96683710      3370    48443 SH       SHARED      10       47233              1210
D WHOLE FOODS MKT INC            COM              96683710      2483    35695 SH       SHARED      20       31006       95     4594
D WHOLE FOODS MKT INC            COM              96683710       270     3885 SH       SHR/OTHR    20                          3885
D WHOLE FOODS MKT INC            COM              96683710       163     2355 SH       SHARED      21        2355
D WHOLE FOODS MKT INC            COM              96683710        68      984 SH       SHR/OTHR    21                           984
D WHOLE FOODS MKT INC            COM              96683710      1991    28617 SH       SHARED      23       24040              4577
D WHOLE FOODS MKT INC            COM              96683710      1648    23686 SH       SHR/OTHR    23                         23686
D WHOLE FOODS MKT INC            COM              96683710      1150    16531 SH       SHARED      26       16531
D WHOLE FOODS MKT INC            COM              96683710      1043    15000 SH       SHARED      30       15000
D WIDEPOINT CORP                 COM              96759010       449   653759 SH       SHARED              653759
D WILEY JOHN & SONS INC          CL A             96822320      2155    48539 SH       SHARED               48539
D WILEY JOHN & SONS INC          CL A             96822320       732    16500 SH       SHARED      01        1900             14600
D WILEY JOHN & SONS INC          CL A             96822320         0        3 SH       SHARED      02           3
D WILEY JOHN & SONS INC          CL A             96822320        57     1300 SH       SHARED      10        1300
D WILEY JOHN & SONS INC          CL A             96822320       177     4000 SH       SHARED      23                          4000
D WILLBROS GROUP INC DEL         COM              96920310       871   237547 SH       SHARED              237547
D WILLBROS GROUP INC DEL         COM              96920310         1      500 SH       SHARED      01         500
D WILLBROS GROUP INC DEL         COM              96920310        22     6247 SH       SHARED      02        1847              4400
D WILLBROS GROUP INC DEL         COM              96920310        35     9700 SH       SHARED      10        9700
D WILLIAMS COS INC DEL           COM              96945710     37445  1134032 SH       SHARED             1134032
D WILLIAMS COS INC DEL           COM              96945710      4233   128225 SH       SHARED      01      127225              1000
D WILLIAMS COS INC DEL           COM              96945710      1612    48835 SH       SHARED      02       45409              3426
D WILLIAMS COS INC DEL           COM              96945710         8     2023 SH CALL  SHARED      02        2023
D WILLIAMS COS INC DEL           COM              96945710         0     2500 SH PUT   SHARED      02        2500
D WILLIAMS COS INC DEL           COM              96945710      2641    80000 SH       SHARED      04       80000
D WILLIAMS COS INC DEL           COM              96945710       406    12325 SH       SHARED      04       12325
D WILLIAMS COS INC DEL           COM              96945710        72     2190 SH       SHARED      05        2190
D WILLIAMS COS INC DEL           COM              96945710      1813    54910 SH       SHARED      06       38510             16400
D WILLIAMS COS INC DEL           COM              96945710      8428   255263 SH       SHARED      10      255263
D WILLIAMS COS INC DEL           COM              96945710        58     1761 SH       SHARED      27        1761
D WILLIAMS COS INC DEL           COM              96945710       633    19200 SH       SHARED      29       19200
D WILLIAMS COS INC DEL           COM              96945710       825    25000 SH       SHARED      30       25000
D WILLIAMS CLAYTON ENERGY INC    COM              96949010         8      115 SH       SHARED                 115
D WILLIAMS CLAYTON ENERGY INC    COM              96949010         0        7 SH       SHARED      02           7
D WILLIAMS CLAYTON ENERGY INC    COM              96949010        60      800 SH       SHARED      10         800
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10      7048   117490 SH       SHARED              117490
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10        91     1517 SH       SHARED      02          17              1500
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10         1      500 SH CALL  SHARED      02         500
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10    115474  1924900 SH       SHARED      06                       1924900
D WILLIAMS SONOMA INC            COM              96990410      9198   238931 SH       SHARED              238931
D WILLIAMS SONOMA INC            COM              96990410      2043    53086 SH       SHARED      01       20886             32200
D WILLIAMS SONOMA INC            COM              96990410       295     7679 SH       SHARED      02        2837              4842
D WILLIAMS SONOMA INC            COM              96990410       130     3400 SH       SHARED      10        3400
D WILLIAMS SONOMA INC            COM              96990410        15      397 SH       SHARED      21         397
D WILLIAMS SONOMA INC            COM              96990410        59     1539 SH       SHARED      26        1539
D WILLIS LEASE FINANCE CORP      COM              97064610         1       84 SH       SHARED      02          84
D WILSHIRE BANCORP INC           COM              97186T10       144    39830 SH       SHARED               39830
D WILSHIRE BANCORP INC           COM              97186T10         1      348 SH       SHARED      02         348
D WILSHIRE BANCORP INC           COM              97186T10       316    87200 SH       SHARED      10       87200
D WINDSTREAM CORP                COM              97381W10      6261   533335 SH       SHARED              533335
D WINDSTREAM CORP                COM              97381W10      1657   141167 SH       SHARED      01      136667              4500
D WINDSTREAM CORP                COM              97381W10      1168    99508 SH       SHARED      02       70746             28762
D WINDSTREAM CORP                COM              97381W10       103     8800 SH       SHARED      04        8800
D WINDSTREAM CORP                COM              97381W10       108     9250 SH       SHARED      05        9250
D WINDSTREAM CORP                COM              97381W10       767    65400 SH       SHARED      06       52200             13200
D WINDSTREAM CORP                COM              97381W10      5363   456898 SH       SHARED      10      456898
D WINDSTREAM CORP                COM              97381W10       326    27811 SH       SHR/OTHR    23                         27811
D WINDSTREAM CORP                COM              97381W10        25     2136 SH       SHARED      27        2136
D WINDSTREAM CORP                COM              97381W10        27     2300 SH       SHARED      29        2300
D WINDSTREAM CORP                COM              97381W10      2975   253415 SH       SHARED      31      253415
D WINMARK CORP                   COM              97425010        24      425 SH       SHARED                 425
D WINMARK CORP                   COM              97425010         0        1 SH       SHARED      02           1
D WINN DIXIE STORES INC          COM NEW          97428030      2775   295929 SH       SHARED              295929
D WINN DIXIE STORES INC          COM NEW          97428030         0       25 SH       SHARED      02          25
D WINN DIXIE STORES INC          COM NEW          97428030       320    34200 SH       SHARED      10       34200
D WINN DIXIE STORES INC          COM NEW          97428030       478    51000 SH       SHARED      26       51000
D WINNEBAGO INDS INC             COM              97463710       299    40518 SH       SHARED               40518
D WINNEBAGO INDS INC             COM              97463710         1      177 SH       SHARED      02         177
D WINNEBAGO INDS INC             COM              97463710        41     5600 SH       SHARED      10        5600
D WINNER MEDICAL GRP INC         COM NEW          97476P20       285   110652 SH       SHARED      26      110652
D WINTHROP RLTY TR               SH BEN INT NEW   97639130       201    19799 SH       SHARED               19799
D WINTHROP RLTY TR               SH BEN INT NEW   97639130         0       30 SH       SHARED      01                            30
D WINTHROP RLTY TR               SH BEN INT NEW   97639130         0       10 SH       SHARED      02          10
D WINTRUST FINANCIAL CORP        COM              97650W10      3256   116089 SH       SHARED              116089
D WINTRUST FINANCIAL CORP        COM              97650W10       858    30621 SH       SHARED      01       26521              4100
D WINTRUST FINANCIAL CORP        COM              97650W10      1295    46200 SH       SHR/OTHR    01                         46200
D WINTRUST FINANCIAL CORP        COM              97650W10        22      795 SH       SHARED      02         795
D WINTRUST FINANCIAL CORP        COM              97650W10     20518   731496 SH       SHARED      10      731496
D WIPRO LTD                      SPON ADR 1 SH    97651M10      3404   334074 SH       SHARED              334074
D WIPRO LTD                      SPON ADR 1 SH    97651M10         7      708 SH       SHARED      02         708
D WIPRO LTD                      SPON ADR 1 SH    97651M10       390    38300 SH       SHARED      04       38300
D WIRELESS TELECOM GROUP INC     COM              97652410         0        2 SH       SHARED      02           2
D WISCONSIN ENERGY CORP          COM              97665710      2082    59582 SH       SHARED               59582
D WISCONSIN ENERGY CORP          COM              97665710      1933    55300 SH       SHARED      01       55300
D WISCONSIN ENERGY CORP          COM              97665710       368    10553 SH       SHARED      02       10403               150
D WISCONSIN ENERGY CORP          COM              97665710         1      392 SH CALL  SHARED      02         392
D WISCONSIN ENERGY CORP          COM              97665710         0      392 SH PUT   SHARED      02         392
D WISCONSIN ENERGY CORP          COM              97665710        97     2800 SH       SHARED      04        2800
D WISCONSIN ENERGY CORP          COM              97665710       192     5520 SH       SHARED      05        5520
D WISCONSIN ENERGY CORP          COM              97665710      1026    29370 SH       SHARED      06       21820              7550
D WISCONSIN ENERGY CORP          COM              97665710      4173   119392 SH       SHARED      10      119392
D WISCONSIN ENERGY CORP          COM              97665710         9      270 SH       SHARED      21                           270
D WISCONSIN ENERGY CORP          COM              97665710       125     3600 SH       SHARED      23        3600
D WISCONSIN ENERGY CORP          COM              97665710       998    28549 SH       SHARED      27       28549
D WISCONSIN ENERGY CORP          COM              97665710       311     8900 SH       SHARED      30        8900
D WISDOMTREE INVTS INC           COM              97717P10        40     6772 SH       SHARED                6772
D WISDOMTREE INVTS INC           COM              97717P10         0        4 SH       SHARED      02           4
D WISDOMTREE TRUST               DRYFS CURR ETF   97717W13        11      600 SH       SHARED      01                           600
D WISDOMTREE TRUST               DRYFS CURR ETF   97717W13       242    12300 SH       SHARED      02                         12300
D WISDOMTREE TRUST               CHINESE YUAN ETF 97717W18        93     3700 SH       SHARED                3700
D WISDOMTREE TRUST               CHINESE YUAN ETF 97717W18        25     1001 SH       SHARED      02           1              1000
D WISDOMTREE TRUST               EQTY INC ETF     97717W20       769    17926 SH       SHARED      02                         17926
D WISDOMTREE TRUST               AUST NEW ZEAL DB 97717W21         8      400 SH       SHARED      02                           400
D WISDOMTREE TRUST               EMG MKTS SMCAP   97717W28        73     1790 SH       SHARED      02                          1790
D WISDOMTREE TRUST               LARGECAP DIVID   97717W30        49     1000 SH       SHARED      02                          1000
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      2535    49451 SH       SHARED      01       25951             23500
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      2076    40509 SH       SHR/OTHR    01                         40509
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31     11705   228313 SH       SHARED      02                        228313
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31        92     1806 SH       SHARED      20        1806
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31       666    12994 SH       SHARED      23        7994              5000
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      1634    31880 SH       SHR/OTHR    23                         31880
D WISDOMTREE TRUST               GLB EX US RL EST 97717W33        75     3250 SH       SHARED      02                          3250
D WISDOMTREE TRUST               DIV EX-FINL FD   97717W40       649    12497 SH       SHARED      02                         12497
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42      1193    76515 SH       SHARED      01       76515
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42      5261   337253 SH       SHARED      02      331800              5453
D WISDOMTREE TRUST               MIDCAP DIVI FD   97717W50        81     1561 SH       SHARED      02                          1561
D WISDOMTREE TRUST               SMLCAP EARN FD   97717W56        30      600 SH       SHARED      02                           600
D WISDOMTREE TRUST               MDCP EARN FUND   97717W57       102     1900 SH       SHARED      02                          1900
D WISDOMTREE TRUST               SMALLCAP DIVID   97717W60       686    15283 SH       SHARED      02                         15283
D WISDOMTREE TRUST               DEFA FD          97717W70       257     6300 SH       SHARED      02                          6300
D WISDOMTREE TRUST               GLB NAT RES FD   97717W71       352    15000 SH       SHARED               15000
D WISDOMTREE TRUST               INTL DIV EX FINL 97717W78         7      200 SH       SHARED      02                           200
D WISDOMTREE TRUST               INTL LRGCAP DV   97717W79        11      289 SH       SHARED      02                           289
D WISDOMTREE TRUST               AUSTRALIA DIV FD 97717W81        10      200 SH       SHARED      02                           200
D WISDOMTREE TRUST               ASIA PAC EXJP FD 97717W82         1       30 SH       SHARED      02                            30
D WISDOMTREE TRUST               JP SMALLCP DIV   97717W83        96     2313 SH       SHARED      02                          2313
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85     50163  1600627 SH       SHARED      01     1342193            258434
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      3363   107328 SH       SHR/OTHR    01                        107328
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      6160   196584 SH       SHARED      02                        196584
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      1417    45231 SH       SHARED      20       39911      500     4820
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85        78     2500 SH       SHR/OTHR    20                          2500
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85       663    21160 SH       SHARED      21       21160
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85       434    13880 SH       SHR/OTHR    21                         13880
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      5470   174567 SH       SHARED      23      129542             45025
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      1503    47980 SH       SHR/OTHR    23                         47980
D WISDOMTREE TR                  ASIA LC DBT FD   97717X84        42      848 SH       SHARED      02                           848
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86         2       60 SH       SHARED      01          60
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86      1799    37000 SH       SHR/OTHR    01                         37000
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86        67     1398 SH       SHARED      02                          1398
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86       913    18789 SH       SHARED      10       18789
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86       357     7354 SH       SHARED      23        3754              3600
D WOLVERINE WORLD WIDE INC       COM              97809710      3322    93218 SH       SHARED               93218
D WOLVERINE WORLD WIDE INC       COM              97809710         3      100 SH       SHARED      01         100
D WOLVERINE WORLD WIDE INC       COM              97809710        52     1463 SH       SHARED      02        1463
D WOLVERINE WORLD WIDE INC       COM              97809710     22285   625300 SH       SHARED      10      625300
D WOODWARD INC                   COM              98074510      2162    52840 SH       SHARED               52840
D WOODWARD INC                   COM              98074510       753    18400 SH       SHARED      01                         18400
D WOODWARD INC                   COM              98074510        10      245 SH       SHARED      02         245
D WOODWARD INC                   COM              98074510        19      485 SH       SHARED      21         485
D WOORI FIN HLDGS CO LTD         ADR              98106310         0       11 SH       SHARED      02          11
D WORLD ACCEP CORP DEL           COM              98141910      2099    28562 SH       SHARED               28562
D WORLD ACCEP CORP DEL           COM              98141910        20      284 SH       SHARED      02         284
D WORLD ACCEP CORP DEL           COM              98141910        80     1100 SH       SHARED      10        1100
D WORLD ENERGY SOLUTIONS INC D   COM NEW          98145W20         0        7 SH       SHARED      02           7
D WORLD FUEL SVCS CORP           COM              98147510       761    18144 SH       SHARED               18144
D WORLD FUEL SVCS CORP           COM              98147510      1462    34847 SH       SHARED      01       12047             22800
D WORLD FUEL SVCS CORP           COM              98147510       980    23350 SH       SHR/OTHR    01                         23350
D WORLD FUEL SVCS CORP           COM              98147510        83     1984 SH       SHARED      02        1984
D WORLD FUEL SVCS CORP           COM              98147510       285     6800 SH       SHARED      10        6800
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        75     8073 SH       SHARED                8073
D WORLD WRESTLING ENTMT INC      CL A             98156Q10         5      600 SH       SHARED      01         600
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        15     1700 SH       SHR/OTHR    01                          1700
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        17     1918 SH       SHARED      02         418              1500
D WORLD WRESTLING ENTMT INC      CL A             98156Q10       837    89900 SH       SHARED      10       89900
D WORTHINGTON INDS INC           COM              98181110       602    36772 SH       SHARED               36772
D WORTHINGTON INDS INC           COM              98181110       338    20677 SH       SHARED      01        3377             17300
D WORTHINGTON INDS INC           COM              98181110        57     3533 SH       SHARED      02        3333               200
D WORTHINGTON INDS INC           COM              98181110     22730  1387728 SH       SHARED      10     1387728
D WPX ENERGY INC                 COM              98212B10      3052   168000 SH       SHARED      02      168000
D WRIGHT EXPRESS CORP            COM              98233Q10       620    11435 SH       SHARED               11435
D WRIGHT EXPRESS CORP            COM              98233Q10        59     1100 SH       SHARED      01        1100
D WRIGHT EXPRESS CORP            COM              98233Q10       145     2674 SH       SHARED      02        2674
D WRIGHT EXPRESS CORP            COM              98233Q10        21      391 SH       SHARED      21         391
D WRIGHT MED GROUP INC           COM              98235T10       204    12384 SH       SHARED               12384
D WRIGHT MED GROUP INC           COM              98235T10         0       16 SH       SHARED      02          16
D WRIGHT MED GROUP INC           COM              98235T10        37     2300 SH       SHARED      10        2300
D WRIGHT MED GROUP INC           COM              98235T10       105     6400 SH       SHARED      32        6400
D WYNDHAM WORLDWIDE CORP         COM              98310W10       750    19847 SH       SHARED               19847
D WYNDHAM WORLDWIDE CORP         COM              98310W10        54     1450 SH       SHARED      02        1450
D WYNDHAM WORLDWIDE CORP         COM              98310W10       425    11260 SH       SHARED      06        7060              4200
D WYNDHAM WORLDWIDE CORP         COM              98310W10      2432    64309 SH       SHARED      10       64309
D WYNDHAM WORLDWIDE CORP         COM              98310W10        30      804 SH       SHARED      21         554               250
D WYNN RESORTS LTD               COM              98313410        21      196 SH       SHARED                  76               120
D WYNN RESORTS LTD               COM              98313410     10430    94405 SH       SHARED               92870              1535
D WYNN RESORTS LTD               COM              98313410         0      120 SH PUT   SHARED                 120
D WYNN RESORTS LTD               COM              98313410      5702    51611 SH       SHARED      01       42177              9434
D WYNN RESORTS LTD               COM              98313410       786     7115 SH       SHR/OTHR    01                          7115
D WYNN RESORTS LTD               COM              98313410       373     3384 SH       SHARED      02        1404              1980
D WYNN RESORTS LTD               COM              98313410         2      200 SH CALL  SHARED      02         200
D WYNN RESORTS LTD               COM              98313410       215     1950 SH       SHARED      04        1950
D WYNN RESORTS LTD               COM              98313410      5472    49530 SH       SHARED      05       49530
D WYNN RESORTS LTD               COM              98313410      1465    13260 SH       SHARED      06       11210              2050
D WYNN RESORTS LTD               COM              98313410      2730    24711 SH       SHARED      10       24287               424
D WYNN RESORTS LTD               COM              98313410      1270    11500 SH       SHARED      20        9974       35     1491
D WYNN RESORTS LTD               COM              98313410        49      450 SH       SHR/OTHR    20                           450
D WYNN RESORTS LTD               COM              98313410        79      716 SH       SHARED      21         716
D WYNN RESORTS LTD               COM              98313410         5       50 SH       SHR/OTHR    21                            50
D WYNN RESORTS LTD               COM              98313410      1096     9923 SH       SHARED      23        8829              1094
D WYNN RESORTS LTD               COM              98313410       409     3706 SH       SHR/OTHR    23                          3706
D WYNN RESORTS LTD               COM              98313410       618     5600 SH       SHARED      26        5600
D WYNN RESORTS LTD               COM              98313410       734     6650 SH       SHARED      27        6650
D WYNN RESORTS LTD               COM              98313410        88      800 SH       SHARED      30         800
D XO GROUP INC                   COM              98377210       664    79677 SH       SHARED               79677
D XO GROUP INC                   COM              98377210         4      550 SH       SHARED      02         550
D XO GROUP INC                   COM              98377210        50     6100 SH       SHARED      10        6100
D XPO LOGISTICS INC              COM              98379310         1      150 SH       SHARED                 150
D XPO LOGISTICS INC              COM              98379310         0        1 SH       SHARED      02           1
D X-RITE INC                     COM              98385710        23     5040 SH       SHARED                5040
D X-RITE INC                     COM              98385710         0        7 SH       SHARED      02           7
D XCEL ENERGY INC                COM              98389B10      2413    87318 SH       SHARED               87318
D XCEL ENERGY INC                COM              98389B10      3148   113900 SH       SHARED      01      105900              8000
D XCEL ENERGY INC                COM              98389B10       575    20825 SH       SHARED      02       15102              5723
D XCEL ENERGY INC                COM              98389B10       152     5500 SH       SHARED      04        5500
D XCEL ENERGY INC                COM              98389B10       220     7970 SH       SHARED      05        7970
D XCEL ENERGY INC                COM              98389B10      1382    50000 SH       SHARED      06       37100             12900
D XCEL ENERGY INC                COM              98389B10      5362   194008 SH       SHARED      10      194008
D XCEL ENERGY INC                COM              98389B10       400    14500 SH       SHARED      30       14500
D XILINX INC                     SDCV  3.125% 3/1 983919AD      8994  7925000 PRN      SHARED             4300000           3625000
D XILINX INC                     SDCV  3.125% 3/1 983919AD      6901  6081000 PRN      SHARED      02     6081000
D XILINX INC                     NOTE  2.625% 6/1 983919AF     12192  9600000 PRN      SHARED      06     7850000           1750000
D XILINX INC                     COM              98391910        11      369 SH       SHARED                 369
D XILINX INC                     COM              98391910     60238  1878945 SH       SHARED             1878945
D XILINX INC                     COM              98391910         3      532 SH PUT   SHARED                 532
D XILINX INC                     COM              98391910      1865    58200 SH       SHARED      01       58200
D XILINX INC                     COM              98391910      9712   302950 SH       SHARED      02      302950
D XILINX INC                     COM              98391910      3141    98000 SH       SHARED      04       98000
D XILINX INC                     COM              98391910         5      170 SH       SHARED      05         170
D XILINX INC                     COM              98391910       940    29330 SH       SHARED      06       22330              7000
D XILINX INC                     COM              98391910      8347   260360 SH       SHARED      10      260360
D XILINX INC                     COM              98391910        31      975 SH       SHARED      23         975
D XILINX INC                     COM              98391910       800    24955 SH       SHARED      26       24955
D XENOPORT INC                   COM              98411C10      1059   278057 SH       SHARED              278057
D XENOPORT INC                   COM              98411C10         4     1296 SH       SHARED      02        1296
D XENOPORT INC                   COM              98411C10       106    27900 SH       SHARED      10       27900
D XENOPORT INC                   COM              98411C10      1005   263799 SH       SHARED      26      263799
D XENOPORT INC                   COM              98411C10       266    69900 SH       SHARED      32       69900
D XEROX CORP                     COM              98412110     13078  1643067 SH       SHARED             1642767               300
D XEROX CORP                     COM              98412110      2460   309121 SH       SHARED      01      309121
D XEROX CORP                     COM              98412110       134    16951 SH       SHARED      02       14576              2375
D XEROX CORP                     COM              98412110         1     1000 SH PUT   SHARED      02        1000
D XEROX CORP                     COM              98412110        28     3530 SH       SHARED      05        3530
D XEROX CORP                     COM              98412110      4575   574760 SH       SHARED      06      211256            363504
D XEROX CORP                     COM              98412110      3456   434214 SH       SHARED      10      434214
D XEROX CORP                     COM              98412110         5      660 SH       SHARED      21                           660
D XEROX CORP                     COM              98412110        41     5181 SH       SHR/OTHR    23                          5181
D XEROX CORP                     COM              98412110      1432   180000 SH       SHARED      31      180000
D XERIUM TECHNOLOGIES INC        COM NEW          98416J11        40     6235 SH       SHARED                6235
D XERIUM TECHNOLOGIES INC        COM NEW          98416J11         0       30 SH       SHARED      02          30
D XINYUAN REAL ESTATE CO LTD     SPONS ADR        98417P10        51    29593 SH       SHARED               29593
D XUEDA ED GROUP                 SPONSORED ADR    98418W10       383   109842 SH       SHARED              109842
D XYLEM INC                      COM              98419M10     16232   631856 SH       SHARED              631856
D XYLEM INC                      COM              98419M10      1282    49914 SH       SHARED      01       47698              2216
D XYLEM INC                      COM              98419M10        52     2025 SH       SHARED      02        1525               500
D XYLEM INC                      COM              98419M10        20      815 SH       SHARED      04         815
D XYLEM INC                      COM              98419M10         3      140 SH       SHARED      05         140
D XYLEM INC                      COM              98419M10       115     4500 SH       SHARED      06                          4500
D XYLEM INC                      COM              98419M10      2457    95646 SH       SHARED      10       95646
D XYLEM INC                      COM              98419M10         4      170 SH       SHARED      21                           170
D XYLEM INC                      COM              98419M10        49     1946 SH       SHARED      23        1346               600
D XYLEM INC                      COM              98419M10        30     1200 SH       SHR/OTHR    23                          1200
D XYLEM INC                      COM              98419M10       960    37378 SH       SHARED      26       37378
D YM BIOSCIENCES INC             COM              98423810         0       61 SH       SHARED      02          61
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    98424510      5183   149461 SH       SHARED              149461
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    98424510        20      579 SH       SHARED      02          79               500
D YRC WORLDWIDE INC              COM PAR $.01     98424960      2071   207727 SH       SHARED              207727
D YRC WORLDWIDE INC              COM PAR $.01     98424960      1499   150399 SH       SHARED      02      150399
D YRC WORLDWIDE INC              COM PAR $.01     98424960         0      569 SH PUT   SHARED      02         569
D YAHOO INC                      COM              98433210    111890  6936781 SH       SHARED             6935681              1100
D YAHOO INC                      COM              98433210         0    11000 SH CALL  SHARED               11000
D YAHOO INC                      COM              98433210        88    11000 SH PUT   SHARED               11000
D YAHOO INC                      COM              98433210      4704   291649 SH       SHARED      01      291649
D YAHOO INC                      COM              98433210     45481  2819714 SH       SHARED      02     2794714             25000
D YAHOO INC                      COM              98433210        11    44098 SH CALL  SHARED      02       44098
D YAHOO INC                      COM              98433210         4     2908 SH PUT   SHARED      02        2908
D YAHOO INC                      COM              98433210      2780   172400 SH       SHARED      04      172400
D YAHOO INC                      COM              98433210        49     3060 SH       SHARED      05        3060
D YAHOO INC                      COM              98433210      1955   121220 SH       SHARED      06       79870             41350
D YAHOO INC                      COM              98433210      9258   574001 SH       SHARED      10      574001
D YAHOO INC                      COM              98433210       404    25100 SH       SHARED      26       25100
D YAHOO INC                      COM              98433210      3484   216000 SH       SHARED      30      216000
D YAHOO INC                      COM              98433210      4637   287537 SH       SHARED      31      287537
D YAMANA GOLD INC                COM              98462Y10     17423  1186062 SH       SHARED             1186062
D YAMANA GOLD INC                COM              98462Y10       828    56404 SH       SHARED      02       29532             26872
D YAMANA GOLD INC                COM              98462Y10         0      800 SH PUT   SHARED      02         800
D YAMANA GOLD INC                COM              98462Y10     41340  2814174 SH       SHARED      04     2814174
D YAMANA GOLD INC                COM              98462Y10        96     6541 SH       SHARED      05        6541
D YAMANA GOLD INC                COM              98462Y10      8202   558349 SH       SHARED      06      106749            451600
D YAMANA GOLD INC                COM              98462Y10      3054   207910 SH       SHARED      10      207910
D YAMANA GOLD INC                COM              98462Y10         5      350 SH       SHARED      21                           350
D YAMANA GOLD INC                COM              98462Y10       966    65800 SH       SHARED      29       65800
D YAMANA GOLD INC                COM              98462Y10      4265   290400 SH       SHARED      30      290400
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610      1469    69265 SH       SHARED               69265
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610        26     1237 SH       SHARED      02        1237
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10         3     1000 SH       SHARED                                  1000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      5409  1423591 SH       SHARED             1423591
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10        39    10407 SH       SHARED      02        8111              2296
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10       171    45000 SH       SHARED      04       45000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10        11     3003 SH       SHARED      29        3003
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10       570   150000 SH       SHARED      30      150000
D YONGYE INTL INC                COM              98607B10        46    13160 SH       SHARED      02         160             13000
D YORK WTR CO                    COM              98718410        37     2139 SH       SHARED                2139
D YORK WTR CO                    COM              98718410         0        3 SH       SHARED      02           3
D YOUKU COM INC                  SPONSORED ADR    98742U10       363    23202 SH       SHARED               23202
D YOUKU COM INC                  SPONSORED ADR    98742U10        39     2511 SH       SHARED      02        1411              1100
D YOUNG INNOVATIONS INC          COM              98752010        34     1166 SH       SHARED                1166
D YOUNG INNOVATIONS INC          COM              98752010         0        2 SH       SHARED      02           2
D YOUNG INNOVATIONS INC          COM              98752010         2      100 SH       SHARED      10         100
D YUM BRANDS INC                 COM              98849810      4097    69430 SH       SHARED                                 69430
D YUM BRANDS INC                 COM              98849810     17855   302582 SH       SHARED              292582             10000
D YUM BRANDS INC                 COM              98849810      8216   139247 SH       SHARED      01      126727             12520
D YUM BRANDS INC                 COM              98849810       386     6550 SH       SHR/OTHR    01                          6550
D YUM BRANDS INC                 COM              98849810      8636   146358 SH       SHARED      02      139916              6442
D YUM BRANDS INC                 COM              98849810     31582   535200 SH       SHARED      04      535200
D YUM BRANDS INC                 COM              98849810      1534    26000 SH       SHARED      05       26000
D YUM BRANDS INC                 COM              98849810      7218   122325 SH       SHARED      06       48925             73400
D YUM BRANDS INC                 COM              98849810      8886   150588 SH       SHARED      10      150588
D YUM BRANDS INC                 COM              98849810        64     1100 SH       SHARED      20         600               500
D YUM BRANDS INC                 COM              98849810        16      280 SH       SHR/OTHR    21                           280
D YUM BRANDS INC                 COM              98849810      1422    24100 SH       SHARED      23       24100
D YUM BRANDS INC                 COM              98849810      1072    18179 SH       SHR/OTHR    23                         18179
D YUM BRANDS INC                 COM              98849810       158     2693 SH       SHARED      26        2693
D YUM BRANDS INC                 COM              98849810       161     2734 SH       SHARED      27        2734
D YUM BRANDS INC                 COM              98849810      4443    75300 SH       SHARED      29       75300
D ZST DIGITAL NETWORKS INC       COM NEW          98878T20        81    35947 SH       SHARED               35947
D ZAGG INC                       COM              98884U10        43     6193 SH       SHARED                6193
D ZAGG INC                       COM              98884U10        12     1700 SH       SHARED      01        1700
D ZAGG INC                       COM              98884U10         0       20 SH       SHARED      02          20
D ZALE CORP NEW                  COM              98885810      1797   471903 SH       SHARED              471903
D ZALE CORP NEW                  COM              98885810         0      145 SH       SHARED      02         145
D ZALICUS INC                    COM              98887C10        11     9592 SH       SHARED                9592
D ZALICUS INC                    COM              98887C10         5     4552 SH       SHARED      02          52              4500
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       281     7871 SH       SHARED                7871
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       572    16000 SH       SHARED      01                         16000
D ZEBRA TECHNOLOGIES CORP        CL A             98920710         0        3 SH       SHARED      02           3
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       100     2800 SH       SHARED      10        2800
D ZELTIQ AESTHETICS INC          COM              98933Q10        10      933 SH       SHARED                 933
D ZELTIQ AESTHETICS INC          COM              98933Q10         1       94 SH       SHARED      02          94
D ZEP INC                        COM              98944B10        78     5610 SH       SHARED                5610
D ZEP INC                        COM              98944B10         1      126 SH       SHARED      02         126
D ZEP INC                        COM              98944B10       109     7850 SH       SHARED      10        7850
D ZEP INC                        COM              98944B10         6      500 SH       SHARED      23                           500
D ZHONGPIN INC                   COM              98952K10         1      225 SH       SHARED      01         225
D ZHONGPIN INC                   COM              98952K10         2      292 SH       SHARED      02         292
D ZILLOW INC                     CL A             98954A10       877    39039 SH       SHARED               39039
D ZILLOW INC                     CL A             98954A10         5      230 SH       SHARED      02         230
D ZIMMER HLDGS INC               COM              98956P10     10322   193224 SH       SHARED              193224
D ZIMMER HLDGS INC               COM              98956P10      5327    99731 SH       SHARED      01       50306             49425
D ZIMMER HLDGS INC               COM              98956P10       528     9900 SH       SHR/OTHR    01                          9900
D ZIMMER HLDGS INC               COM              98956P10      2148    40224 SH       SHARED      02       37702              2522
D ZIMMER HLDGS INC               COM              98956P10         2     1629 SH CALL  SHARED      02        1629
D ZIMMER HLDGS INC               COM              98956P10         5     1088 SH PUT   SHARED      02        1088
D ZIMMER HLDGS INC               COM              98956P10      1148    21500 SH       SHARED      04       21500
D ZIMMER HLDGS INC               COM              98956P10       124     2330 SH       SHARED      05        2330
D ZIMMER HLDGS INC               COM              98956P10       834    15620 SH       SHARED      06        8870              6750
D ZIMMER HLDGS INC               COM              98956P10      6172   115554 SH       SHARED      10      115554
D ZIMMER HLDGS INC               COM              98956P10       114     2140 SH       SHARED      20        1800               340
D ZIMMER HLDGS INC               COM              98956P10        12      226 SH       SHR/OTHR    20                           226
D ZIMMER HLDGS INC               COM              98956P10        12      240 SH       SHARED      21         240
D ZIMMER HLDGS INC               COM              98956P10         4       75 SH       SHR/OTHR    21                            75
D ZIMMER HLDGS INC               COM              98956P10       234     4383 SH       SHARED      23        4383
D ZIMMER HLDGS INC               COM              98956P10      1466    27446 SH       SHR/OTHR    23                         27446
D ZIMMER HLDGS INC               COM              98956P10       304     5700 SH       SHARED      26        5700
D ZIMMER HLDGS INC               COM              98956P10       229     4300 SH       SHARED      32        4300
D ZION OIL & GAS INC             COM              98969610         9     4362 SH       SHARED                4362
D ZION OIL & GAS INC             COM              98969610         0       22 SH       SHARED      02          22
D ZION OIL & GAS INC             *W EXP 08/15/201 98969613         0     1713 SH       SHARED                1713
D ZIONS BANCORPORATION           COM              98970110     22046  1354229 SH       SHARED             1354229
D ZIONS BANCORPORATION           COM              98970110         0      531 SH CALL  SHARED                 531
D ZIONS BANCORPORATION           COM              98970110       214    13194 SH       SHARED      01       13194
D ZIONS BANCORPORATION           COM              98970110        23     1459 SH       SHARED      02        1459
D ZIONS BANCORPORATION           COM              98970110         7     1075 SH PUT   SHARED      02        1075
D ZIONS BANCORPORATION           COM              98970110       126     7800 SH       SHARED      06        4500              3300
D ZIONS BANCORPORATION           COM              98970110      4183   256975 SH       SHARED      10      256975
D ZIONS BANCORPORATION           *W EXP 05/22/202 98970111       719   239900 SH       SHARED      02      239900
D ZIOPHARM ONCOLOGY INC          COM              98973P10        66    14981 SH       SHARED               14981
D ZIOPHARM ONCOLOGY INC          COM              98973P10        11     2542 SH       SHARED      02          42              2500
D ZIOPHARM ONCOLOGY INC          COM              98973P10       923   209304 SH       SHARED      26      209304
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0    80500 SH CALL  SHARED      26       80500
D ZIOPHARM ONCOLOGY INC          COM              98973P10       211    47847 SH       SHARED      32       47847
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0    16000 SH CALL  SHARED      32       16000
D ZIX CORP                       COM              98974P10        26     9533 SH       SHARED                9533
D ZIX CORP                       COM              98974P10         0       49 SH       SHARED      02          49
D ZIPREALTY INC                  COM              98974V10        22    20003 SH       SHARED      02         390             19613
D ZIPCAR INC                     COM              98974X10        43     3240 SH       SHARED                3240
D ZIPCAR INC                     COM              98974X10       216    16154 SH       SHARED      01       13854              2300
D ZIPCAR INC                     COM              98974X10       348    26000 SH       SHR/OTHR    01                         26000
D ZIPCAR INC                     COM              98974X10         0       35 SH       SHARED      02          35
D ZOLTEK COS INC                 COM              98975W10       552    72461 SH       SHARED               72461
D ZOLTEK COS INC                 COM              98975W10        18     2408 SH       SHARED      02        1908               500
D ZOLTEK COS INC                 COM              98975W10        52     6900 SH       SHARED      10        6900
D ZOGENIX INC                    COM              98978L10        41    18548 SH       SHARED               18548
D ZOGENIX INC                    COM              98978L10         0      107 SH       SHARED      02         107
D ZUMIEZ INC                     COM              98981710      1897    68350 SH       SHARED               68350
D ZUMIEZ INC                     COM              98981710        82     2954 SH       SHARED      02         124              2830
D ZUOAN FASHION LTD              SPONSORED ADR    98982X10         0      200 SH       SHARED      02         200
D ZWEIG TOTAL RETURN FD INC      COM              98983710      1989   656652 SH       SHARED              656652
D ZWEIG TOTAL RETURN FD INC      COM              98983710         0       14 SH       SHARED      02          14
D ZYGO CORP                      COM              98985510        78     4445 SH       SHARED                4445
D ZYGO CORP                      COM              98985510      2962   167867 SH       SHARED      02        1121            166746
D ZOLL MED CORP                  COM              98992210      4157    65804 SH       SHARED               65804
D ZOLL MED CORP                  COM              98992210       111     1758 SH       SHARED      02         328              1430
S REPORT SUMMARY              20328 DATA RECORDS            86054942           0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED