Deutsche Bank Aktiengesellschaft

Deutsche Bank Aktiengesellschaft as of Sept. 30, 2012

Portfolio Holdings for Deutsche Bank Aktiengesellschaft

Deutsche Bank Aktiengesellschaft holds 0 positions in its portfolio as reported in the September 2012 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      4978   125620 SH       SHARED                  125620
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1581    39893 SH       SHARED      01           28502          11391
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        66     1685 SH       SHR/OTHR    01                           1685
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      2266    57158 SH       SHARED      04           42134          15024
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    131048  3305128 SH       SHARED      04         3288261          16867
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        85     2168 SH       SHARED      05            2168
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    111474  2811452 SH       SHARED      06         2408160         403292
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       892    22519 SH       SHARED      10                          22519
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      4833   121905 SH       SHARED      21          121905
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      3049    76912 SH       SHARED      25           76912
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      7315   184500 SH       SHARED      26          184500
D DEUTSCHE BANK AG               NAMEN AKT        D1819089     31457   793370 SH       SHARED      27          793370
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        47     1200 SH       SHARED      28            1200
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1877    47340 SH       SHARED      29           47340
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    135113  3407665 SH       SHARED      30         3407665
D AIRCASTLE LTD                  COM              G0129K10       855    75513 SH       SHARED                   73717           1796
D AIRCASTLE LTD                  COM              G0129K10       199    17580 SH       SHARED      01           14330           3250
D AIRCASTLE LTD                  COM              G0129K10       407    36000 SH       SHR/OTHR    01                          36000
D AIRCASTLE LTD                  COM              G0129K10         0        9 SH       SHARED      02               9
D AIRCASTLE LTD                  COM              G0129K10     17971  1586225 SH       SHARED      10         1586225
D ALKERMES PLC                   SHS              G0176710       598    28829 SH       SHARED                   28829
D ALKERMES PLC                   SHS              G0176710       108     5225 SH       SHARED      01            5225
D ALKERMES PLC                   SHS              G0176710        71     3456 SH       SHARED      02            3354            102
D ALKERMES PLC                   SHS              G0176710      6940   334481 SH       SHARED      04          334481
D ALKERMES PLC                   SHS              G0176710        43     2100 SH       SHARED      06            2100
D ALKERMES PLC                   SHS              G0176710        13      660 SH       SHARED      21             660
D ALKERMES PLC                   SHS              G0176710       944    45508 SH       SHARED      32           45508
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10       327    13692 SH       SHARED                   13692
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10        16      700 SH       SHARED      01             700
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10         0       13 SH       SHARED      02              13
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10        33     1400 SH       SHARED      10            1400
D ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R10       189     7900 SH       SHARED      26            7900
D AMDOCS LTD                     ORD              G0260210       308     9354 SH       SHARED                    9354
D AMDOCS LTD                     ORD              G0260210         6      205 SH       SHARED      02             205
D AMDOCS LTD                     ORD              G0260210       250     7600 SH       SHARED      10            7600
D AON PLC                        SHS CL A         G0408V10        52     1008 SH       SHARED                    1008
D AON PLC                        SHS CL A         G0408V10     18543   354629 SH       SHARED                  354371            258
D AON PLC                        SHS CL A         G0408V10      4590    87782 SH       SHARED      01           87782
D AON PLC                        SHS CL A         G0408V10        68     1307 SH       SHARED      02            1307
D AON PLC                        SHS CL A         G0408V10        71     1370 SH       SHARED      05            1370
D AON PLC                        SHS CL A         G0408V10      1511    28900 SH       SHARED      06           18430          10470
D AON PLC                        SHS CL A         G0408V10      4444    84992 SH       SHARED      10           84992
D AON PLC                        SHS CL A         G0408V10       163     3132 SH       SHARED      27            3132
D ANDINA ACQUISITION CORP        COM              G0440W10      1026   105000 SH       SHARED      02          105000
D ANDINA ACQUISITION CORP        UNIT 99/99/9999  G0440W11       565    56700 SH       SHARED      02           56700
D ANDINA ACQUISITION CORP        *W EXP 99/99/999 G0440W12        15    75000 SH       SHARED      02           75000
D ARCH CAP GROUP LTD             ORD              G0450A10      5706   137033 SH       SHARED                  137033
D ARCH CAP GROUP LTD             ORD              G0450A10      1411    33900 SH       SHARED      01           33900
D ARCH CAP GROUP LTD             ORD              G0450A10       962    23121 SH       SHARED      02           23121
D ARCH CAP GROUP LTD             ORD              G0450A10        16      400 SH       SHARED      10             400
D ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   G0457F10      3996   259034 SH       SHARED                  259034
D ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   G0457F10        21     1400 SH       SHARED      02                           1400
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10       144     4471 SH       SHARED                    4471
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10         0        4 SH       SHARED      02               4
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10      3500   108063 SH       SHARED      10          108063
D APCO OIL & GAS INTERNATIONAL   SHS              G0471F10       148     9211 SH       SHARED                    9211
D APCO OIL & GAS INTERNATIONAL   SHS              G0471F10         0        5 SH       SHARED      02               5
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410      3848   126222 SH       SHARED                  126222
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410        18      613 SH       SHARED      02             613
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410     23815   781080 SH       SHARED      10          781080
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       156     5130 SH       SHARED      21            5130
D ASPEN INSURANCE HOLDINGS LTD   PFD PRP INC EQ   G0538411      1761    30500 SH       SHARED      02           30500
D ASIA ENTN & RESOURCES LTD      SHS              G0539K10        14     4867 SH       SHARED                    4799             68
D ASSURED GUARANTY LTD           COM              G0585R10     11023   809391 SH       SHARED                  809391
D ASSURED GUARANTY LTD           COM              G0585R10        33     2450 SH       SHARED      01            2450
D ASSURED GUARANTY LTD           COM              G0585R10      2483   182343 SH       SHARED      02          182343
D ASSURED GUARANTY LTD           COM              G0585R10         0     1421 SH CALL  SHARED      02            1421
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10      2018    57809 SH       SHARED                   57809
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10       974    27900 SH       SHARED      01           27900
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10         3       99 SH       SHARED      02              99
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10         3      100 SH       SHARED      05             100
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10        20      600 SH       SHARED      06             600
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10      6549   187550 SH       SHARED      10          187550
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10        82     2350 SH       SHARED      23                           2350
D AXIS CAPITAL HOLDINGS INV      SHS              G0692U10       290     8314 SH       SHARED      26            8314
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214       301     8633 SH       SHARED                    8633
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214       108     3100 SH       SHARED      01            3100
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214       446    12771 SH       SHARED      02              21          12750
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214      4265   122000 SH       SHARED      04          122000
D ENERGY XXI (BERMUDA) LTD       USD UNRS SHS     G1008214      2137    61150 SH       SHARED      05           61150
D BGS ACQUISITION CORP           SH               G1082J10         9     1000 SH       SHARED      02            1000
D BGS ACQUISITION CORP           UNIT 99/99/9999  G1082J12      3336   337021 SH       SHARED      02          337021
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10        84     1200 SH       SHARED                     900            300
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     49770   710700 SH       SHARED                  704838           5862
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     24562   350744 SH       SHARED      01          290337   400    60007
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      3634    51902 SH       SHR/OTHR    01                          51902
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      3520    50272 SH       SHARED      02            2556          47716
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10         6      848 SH CALL  SHARED      02             848
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10         0       33 SH PUT   SHARED      02              33
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       414     5915 SH       SHARED      04            5915
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     26937   384651 SH       SHARED      04          384651
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       176     2520 SH       SHARED      05            2520
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      7353   105010 SH       SHARED      06           67900          37110
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10     16187   231144 SH       SHARED      10          229826           1318
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      1728    24681 SH       SHARED      20           20146   110     4425
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       650     9290 SH       SHR/OTHR    20                           9290
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       252     3610 SH       SHARED      21            3610
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10       426     6090 SH       SHR/OTHR    21                           6090
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      5534    79029 SH       SHARED      23           69299           9730
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      5645    80616 SH       SHR/OTHR    23                          80616
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      1169    16700 SH       SHARED      26           16700
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      1557    22235 SH       SHARED      29           22235
D ACCENTURE PLC IRELAND          SHS CLASS A      G1151C10      9957   142185 SH       SHARED      31          142185
D BLUE WOLF MONGOLIA HOLDINGS    SHS              G1196210      3868   396800 SH       SHARED      02          396800
D BLUE WOLF MONGOLIA HOLDINGS    *W EXP 07/20/201 G1196211        63   206100 SH       SHARED      02          206100
D BLUE WOLF MONGOLIA HOLDINGS    UNIT 99/99/9999  G1196212      1956   193702 SH       SHARED      02          193702
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210     11253   316544 SH       SHARED                  316544
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210      1710    48126 SH       SHARED      02               1          48125
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210     36113  1015856 SH       SHARED      06                        1015856
D BUNGE LIMITED                  COM              G1696210    134075  1999636 SH       SHARED                 1999636
D BUNGE LIMITED                  COM              G1696210      2366    35300 SH       SHARED      01           35300
D BUNGE LIMITED                  COM              G1696210      2539    37869 SH       SHARED      02           23804          14065
D CAZADOR ACQUISITION CORPORAT   *W EXP 99/99/999 G1986712         4    10275 SH       SHARED      02           10275
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520       776   119296 SH       SHARED                  119296
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520         1      225 SH       SHARED      01             225
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520         0        8 SH       SHARED      02               8
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520       124    19100 SH       SHARED      10           19100
D CHINA YUCHAI INTL LTD          COM              G2108210        77     6055 SH       SHARED                    6055
D CHINA GERUI ADV MAT GR LTD     SHS              G2110110        81    47077 SH       SHARED                   46577            500
D CHINA CORD BLOOD CORP          SHS              G2110710       114    42488 SH       SHARED                   42488
D CHINA CORD BLOOD CORP          SHS              G2110710       104    38812 SH       SHARED      02           38812
D CHINA CORD BLOOD CORP          SHS              G2110710       211    78185 SH       SHARED      32           78185
D CHINA GROWTH EQUITY INV LTD    SHS              G2114K10      4659   474515 SH       SHARED      02          474515
D CHINA GROWTH EQUITY INV LTD    UNIT 05/14/2016  G2114K11      2722   275049 SH       SHARED      02          275049
D CHINA GROWTH EQUITY INV LTD    *W EXP 04/05/201 G2114K12       123   588297 SH       SHARED      02          588297
D COGO GROUP INC                 ORD SHS          G2253810         0      375 SH       SHARED      01             375
D CONSOLIDATED WATER CO INC      ORD              G2377310        10     1326 SH       SHARED                    1326
D CONSOLIDATED WATER CO INC      ORD              G2377310        25     3100 SH       SHARED      01            3100
D CONSOLIDATED WATER CO INC      ORD              G2377310         0        3 SH       SHARED      02               3
D CONSOLIDATED WATER CO INC      ORD              G2377310       162    19700 SH       SHARED      26           19700
D COOPER INDUSTRIES PLC          SHS              G2414010        60      807 SH       SHARED                     807
D COOPER INDUSTRIES PLC          SHS              G2414010    272561  3631252 SH       SHARED                 3631252
D COOPER INDUSTRIES PLC          SHS              G2414010      2927    39000 SH       SHARED      01           39000
D COOPER INDUSTRIES PLC          SHS              G2414010       214     2857 SH       SHARED      02            2607            250
D COOPER INDUSTRIES PLC          SHS              G2414010        51      680 SH       SHARED      05             680
D COOPER INDUSTRIES PLC          SHS              G2414010      1428    19030 SH       SHARED      06           12730           6300
D COOPER INDUSTRIES PLC          SHS              G2414010      3980    53032 SH       SHARED      10           53032
D COOPER INDUSTRIES PLC          SHS              G2414010        33      440 SH       SHARED      21             440
D COOPER INDUSTRIES PLC          SHS              G2414010       105     1400 SH       SHARED      23            1400
D CREDICORP LTD                  COM              G2519Y10     32487   259316 SH       SHARED                  259316
D CREDICORP LTD                  COM              G2519Y10       364     2906 SH       SHARED      02            2906
D CREDICORP LTD                  COM              G2519Y10       325     2600 SH       SHARED      04            2600
D CREDIT SUISSE GRP GUERNSEY I   DEBT  7.875% 2/2 G25320AQ      2064  2030000 PRN      SHARED      04         2030000
D COSAN LTD                      SHS A            G2534310      3311   208800 SH       SHARED                  208800
D COVIDIEN PLC                   SHS              G2554F11        71     1200 SH       SHARED                    1200
D COVIDIEN PLC                   SHS              G2554F11     37248   626860 SH       SHARED                  626860
D COVIDIEN PLC                   SHS              G2554F11      7935   133547 SH       SHARED      01          133547
D COVIDIEN PLC                   SHS              G2554F11         7      125 SH       SHR/OTHR    01                            125
D COVIDIEN PLC                   SHS              G2554F11      1580    26600 SH       SHARED      02           24688           1912
D COVIDIEN PLC                   SHS              G2554F11         1     2509 SH PUT   SHARED      02            2509
D COVIDIEN PLC                   SHS              G2554F11      7772   130800 SH       SHARED      04          130800
D COVIDIEN PLC                   SHS              G2554F11       360     6065 SH       SHARED      05            6065
D COVIDIEN PLC                   SHS              G2554F11      8382   141072 SH       SHARED      06           43872          97200
D COVIDIEN PLC                   SHS              G2554F11      6450   108553 SH       SHARED      10          108553
D COVIDIEN PLC                   SHS              G2554F11         7      130 SH       SHR/OTHR    20                            130
D COVIDIEN PLC                   SHS              G2554F11        24      409 SH       SHARED      21             409
D COVIDIEN PLC                   SHS              G2554F11        41      700 SH       SHARED      23             700
D COVIDIEN PLC                   SHS              G2554F11        77     1300 SH       SHR/OTHR    23                           1300
D COVIDIEN PLC                   SHS              G2554F11      2530    42587 SH       SHARED      27           42587
D COVIDIEN PLC                   SHS              G2554F11      1432    24110 SH       SHARED      32           24110
D DELPHI AUTOMOTIVE PLC          SHS              G2782310      4309   139020 SH       SHARED                  139020
D DELPHI AUTOMOTIVE PLC          SHS              G2782310      2740    88400 SH       SHARED      01           88400
D DELPHI AUTOMOTIVE PLC          SHS              G2782310      6098   200000 SH       SHARED      02          200000
D DELPHI AUTOMOTIVE PLC          SHS              G2782310       348    11250 SH       SHARED      04                          11250
D DELPHI AUTOMOTIVE PLC          SHS              G2782310         3      100 SH       SHARED      05             100
D DELPHI AUTOMOTIVE PLC          SHS              G2782310       254     8200 SH       SHARED      10            8200
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       614    15950 SH       SHARED                   15950
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710         1       39 SH       SHARED      02              39
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710     15377   399418 SH       SHARED      10          399418
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       192     5000 SH       SHARED      26            5000
D ENSTAR GROUP LIMITED           SHS              G3075P10       149     1500 SH       SHARED                    1500
D ENSTAR GROUP LIMITED           SHS              G3075P10         0        1 SH       SHARED      02               1
D ENSTAR GROUP LIMITED           SHS              G3075P10       169     1700 SH       SHARED      23                           1700
D ENSCO PLC                      SHS CLASS A      G3157S10        25      465 SH       SHARED                     465
D ENSCO PLC                      SHS CLASS A      G3157S10     23551   431664 SH       SHARED                  431664
D ENSCO PLC                      SHS CLASS A      G3157S10      4542    83259 SH       SHARED      01           81285           1974
D ENSCO PLC                      SHS CLASS A      G3157S10        88     1625 SH       SHR/OTHR    01                           1625
D ENSCO PLC                      SHS CLASS A      G3157S10      3801    69682 SH       SHARED      02           64402           5280
D ENSCO PLC                      SHS CLASS A      G3157S10         0      570 SH CALL  SHARED      02             570
D ENSCO PLC                      SHS CLASS A      G3157S10       346     6358 SH       SHARED      04            6358
D ENSCO PLC                      SHS CLASS A      G3157S10       206     3784 SH       SHARED      04            3784
D ENSCO PLC                      SHS CLASS A      G3157S10       274     5030 SH       SHARED      05            5030
D ENSCO PLC                      SHS CLASS A      G3157S10       360     6600 SH       SHARED      06             600           6000
D ENSCO PLC                      SHS CLASS A      G3157S10      7082   129818 SH       SHARED      10          129437            381
D ENSCO PLC                      SHS CLASS A      G3157S10        99     1830 SH       SHARED      20            1620            210
D ENSCO PLC                      SHS CLASS A      G3157S10         2       40 SH       SHR/OTHR    20                             40
D ENSCO PLC                      SHS CLASS A      G3157S10       135     2485 SH       SHARED      21            2485
D ENSCO PLC                      SHS CLASS A      G3157S10       265     4860 SH       SHARED      23            4445            415
D ENSCO PLC                      SHS CLASS A      G3157S10        82     1515 SH       SHR/OTHR    23                           1515
D ENSCO PLC                      SHS CLASS A      G3157S10       338     6197 SH       SHARED      26            6197
D EVEREST RE GROUP LTD           COM              G3223R10     15346   143483 SH       SHARED                  143483
D EVEREST RE GROUP LTD           COM              G3223R10      1443    13500 SH       SHARED      01           13500
D EVEREST RE GROUP LTD           COM              G3223R10         5       47 SH       SHARED      02              47
D FABRINET                       SHS              G3323L10        49     4254 SH       SHARED                    4254
D FABRINET                       SHS              G3323L10         0        4 SH       SHARED      02               4
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       330    12912 SH       SHARED                   12409            503
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       869    33953 SH       SHARED      01           27903           6050
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810      1712    66900 SH       SHR/OTHR    01                          66900
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810         2      105 SH       SHARED      02             105
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810        33     1300 SH       SHARED      10            1300
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       163     6400 SH       SHARED      26            6400
D FRONTLINE LTD                  SHS              G3682E12        99    25825 SH       SHARED                   25825
D FRONTLINE LTD                  SHS              G3682E12        23     6131 SH       SHARED      02            6098             33
D FREESCALE SEMICONDUCTOR LTD    SHS              G3727Q10       531    55852 SH       SHARED                   55852
D FREESCALE SEMICONDUCTOR LTD    SHS              G3727Q10        83     8801 SH       SHARED      02             601           8200
D FREESCALE SEMICONDUCTOR LTD    SHS              G3727Q10        11     1200 SH       SHARED      10            1200
D GASLOG LTD                     SHS              G3758510      4047   349566 SH       SHARED                  347066           2500
D GASLOG LTD                     SHS              G3758510         0        5 SH       SHARED      02               5
D GENPACT LIMITED                SHS              G3922B10       121     7283 SH       SHARED                    7283
D GENPACT LIMITED                SHS              G3922B10        12      726 SH       SHARED      02             726
D GENPACT LIMITED                SHS              G3922B10       812    48700 SH       SHARED      10           48700
D GLOBAL SOURCES LTD             ORD              G3930010         4      699 SH       SHARED                     699
D GLOBAL SOURCES LTD             ORD              G3930010         1      168 SH       SHARED      02             168
D GLOBAL SOURCES LTD             ORD              G3930010        12     1900 SH       SHARED      10            1900
D GLOBAL INDEMNITY PLC           SHS              G3931910       888    40628 SH       SHARED                   40628
D GLOBAL INDEMNITY PLC           SHS              G3931910         0        3 SH       SHARED      02               3
D GLOBAL INDEMNITY PLC           SHS              G3931910        30     1400 SH       SHARED      10            1400
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10       480    19428 SH       SHARED                   19428
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10        19      800 SH       SHARED      01             800
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10         0        5 SH       SHARED      02               5
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10        81     3300 SH       SHARED      10            3300
D HELEN OF TROY CORP LTD         COM              G4388N10       764    24023 SH       SHARED                   24023
D HELEN OF TROY CORP LTD         COM              G4388N10        20      642 SH       SHARED      02             642
D HELEN OF TROY CORP LTD         COM              G4388N10       343    10800 SH       SHARED      10           10800
D HERBALIFE LTD                  COM USD SHS      G4412G10      2072    43721 SH       SHARED                   43721
D HERBALIFE LTD                  COM USD SHS      G4412G10      1341    28300 SH       SHARED      01           28300
D HERBALIFE LTD                  COM USD SHS      G4412G10        14      300 SH       SHARED      02             300
D HERBALIFE LTD                  COM USD SHS      G4412G10         4      100 SH       SHARED      05             100
D HERBALIFE LTD                  COM USD SHS      G4412G10       137     2900 SH       SHARED      10            2900
D HERBALIFE LTD                  COM USD SHS      G4412G10       379     8000 SH       SHARED      26            8000
D HERBALIFE LTD                  COM USD SHS      G4412G10      1659    35000 SH       SHARED      29           35000
D HERBALIFE LTD                  COM USD SHS      G4412G10       180     3800 SH       SHARED      30            3800
D HOLLYSYS AUTOMATION TECHNOLO   SHS              G4566710       885    90700 SH       SHARED      05           90700
D INFINITY CROSS BORDER ACQUIS   UNIT 99/99/9999  G4772R12       460    56600 SH       SHARED      02           56600
D INGERSOLL-RAND PLC             SHS              G4779110        37      833 SH       SHARED                     833
D INGERSOLL-RAND PLC             SHS              G4779110     16966   378549 SH       SHARED                  378549
D INGERSOLL-RAND PLC             SHS              G4779110      3961    88379 SH       SHARED      01           81784           6595
D INGERSOLL-RAND PLC             SHS              G4779110       331     7406 SH       SHARED      02            2066           5340
D INGERSOLL-RAND PLC             SHS              G4779110       116     2600 SH       SHARED      04            2600
D INGERSOLL-RAND PLC             SHS              G4779110       672    15000 SH       SHARED      04           15000
D INGERSOLL-RAND PLC             SHS              G4779110        69     1560 SH       SHARED      05            1560
D INGERSOLL-RAND PLC             SHS              G4779110      1611    35952 SH       SHARED      06           23470          12482
D INGERSOLL-RAND PLC             SHS              G4779110      7377   164600 SH       SHARED      10          164600
D INGERSOLL-RAND PLC             SHS              G4779110        29      650 SH       SHARED      21             650
D INGERSOLL-RAND PLC             SHS              G4779110      1107    24703 SH       SHARED      23           24703
D INGERSOLL-RAND PLC             SHS              G4779110        35      789 SH       SHARED      27             789
D INVESCO LTD                    SHS              G491BT10       135     5417 SH       SHARED                    5417
D INVESCO LTD                    SHS              G491BT10     13574   543178 SH       SHARED                  543178
D INVESCO LTD                    SHS              G491BT10      6316   252743 SH       SHARED      01          240296          12447
D INVESCO LTD                    SHS              G491BT10       464    18596 SH       SHR/OTHR    01                          18596
D INVESCO LTD                    SHS              G491BT10       253    10160 SH       SHARED      02            3181           6979
D INVESCO LTD                    SHS              G491BT10        39     1600 SH       SHARED      04            1600
D INVESCO LTD                    SHS              G491BT10         7      308 SH       SHARED      05             308
D INVESCO LTD                    SHS              G491BT10      1081    43277 SH       SHARED      06           31290          11987
D INVESCO LTD                    SHS              G491BT10      8116   324801 SH       SHARED      10          324801
D INVESCO LTD                    SHS              G491BT10       112     4500 SH       SHARED      20            4500
D INVESCO LTD                    SHS              G491BT10         7      320 SH       SHARED      21                            320
D INVESCO LTD                    SHS              G491BT10       119     4780 SH       SHARED      23            4680            100
D INVESCO LTD                    SHS              G491BT10        37     1500 SH       SHR/OTHR    23                           1500
D JAZZ PHARMACEUTICALS PLC       SHS USD          G5087110      7958   139631 SH       SHARED                  127277          12354
D JAZZ PHARMACEUTICALS PLC       SHS USD          G5087110       113     2000 SH       SHARED      01            2000
D JAZZ PHARMACEUTICALS PLC       SHS USD          G5087110         8      142 SH       SHARED      02              12            130
D JAZZ PHARMACEUTICALS PLC       SHS USD          G5087110      3275    57463 SH       SHARED      04           57463
D JINPAN INTL LTD                ORD              G5138L10        46     9512 SH       SHARED                    9312            200
D KOSMOS ENERGY LTD              SHS              G5315B10      2156   189350 SH       SHARED                  189350
D KOSMOS ENERGY LTD              SHS              G5315B10         1       88 SH       SHARED      02              88
D KOSMOS ENERGY LTD              SHS              G5315B10       370    32500 SH       SHARED      10           32500
D LAZARD LTD                     SHS A            G5405010     34878  1193257 SH       SHARED                 1193257
D LAZARD LTD                     SHS A            G5405010        29     1003 SH       SHARED      02            1003
D LAZARD LTD                     SHS A            G5405010         1     1016 SH CALL  SHARED      02            1016
D LAZARD LTD                     SHS A            G5405010       111     3813 SH       SHARED      04            3813
D LAZARD LTD                     SHS A            G5405010        19      658 SH       SHARED      05             658
D LAZARD LTD                     SHS A            G5405010        84     2900 SH       SHARED      10            2900
D MAIDEN HOLDINGS LTD            SHS              G5753U11        83     9359 SH       SHARED                    9359
D MAIDEN HOLDINGS LTD            SHS              G5753U11         0        7 SH       SHARED      02               7
D MAIDEN HOLDINGS LTD            SHS              G5753U11        54     6100 SH       SHARED      10            6100
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      9148   999302 SH       SHARED                  999302
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1087   118771 SH       SHARED      01          116575           2196
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1899   207438 SH       SHARED      02          147664          59774
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      3662   400000 SH       SHARED      04          400000
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         3      400 SH       SHARED      05             400
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1647   179980 SH       SHARED      06           79980         100000
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      2295   250740 SH       SHARED      10          250740
D MICHAEL KORS HLDGS LTD         SHS              G6075410      8722   164010 SH       SHARED                  164010
D MICHAEL KORS HLDGS LTD         SHS              G6075410        69     1303 SH       SHARED      02               3           1300
D MICHAEL KORS HLDGS LTD         SHS              G6075410         8     1400 SH CALL  SHARED      02            1400
D MICHAEL KORS HLDGS LTD         SHS              G6075410       111     2100 SH       SHARED      10            2100
D MICHAEL KORS HLDGS LTD         SHS              G6075410       170     3200 SH       SHARED      26            3200
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       479    21674 SH       SHARED                   21674
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510         0        9 SH       SHARED      02               9
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       208     9400 SH       SHARED      10            9400
D ALPHA & OMEGA SEMICONDUCTOR    SHS              G6331P10         5      621 SH       SHARED                     621
D ALPHA & OMEGA SEMICONDUCTOR    SHS              G6331P10         7      900 SH       SHARED      01             900
D ALPHA & OMEGA SEMICONDUCTOR    SHS              G6331P10         0        3 SH       SHARED      02               3
D NABORS INDUSTRIES LTD          SHS              G6359F10      4890   348588 SH       SHARED                  348588
D NABORS INDUSTRIES LTD          SHS              G6359F10      1042    74300 SH       SHARED      01           74300
D NABORS INDUSTRIES LTD          SHS              G6359F10        94     6708 SH       SHARED      02            6078            630
D NABORS INDUSTRIES LTD          SHS              G6359F10         2      150 SH       SHARED      05             150
D NABORS INDUSTRIES LTD          SHS              G6359F10        68     4900 SH       SHARED      10            4900
D NABORS INDUSTRIES LTD          SHS              G6359F10        22     1625 SH       SHARED      21            1625
D NORDIC AMERICAN TANKERS LIMI   COM              G6577310        73     7333 SH       SHARED                    7333
D NORDIC AMERICAN TANKERS LIMI   COM              G6577310        83     8309 SH       SHARED      02               9           8300
D NORDIC AMERICAN TANKERS LIMI   COM              G6577310        60     6000 SH       SHARED      10            6000
D HOME LN SERVICING SOLUTIONS    ORD SHS          G6648D10      1251    76885 SH       SHARED                   76885
D HOME LN SERVICING SOLUTIONS    ORD SHS          G6648D10       122     7505 SH       SHARED      02               5           7500
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210      1766   131445 SH       SHARED                  131445
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         3      250 SH       SHARED      01             250
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         0        4 SH       SHARED      02               4
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210        67     5000 SH       SHARED      10            5000
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310       221    24843 SH       SHARED                   24843
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310       100    11314 SH       SHARED      02            2114           9200
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310       205    23100 SH       SHARED      10           23100
D PARTNERRE LTD                  COM              G6852T10      3986    53662 SH       SHARED                   53662
D PARTNERRE LTD                  COM              G6852T10      1225    16500 SH       SHARED      01           16500
D PARTNERRE LTD                  COM              G6852T10         9      134 SH       SHARED      02              59             75
D PARTNERRE LTD                  COM              G6852T10         3       45 SH       SHARED      05              45
D PARTNERRE LTD                  COM              G6852T10        15      215 SH       SHARED      21              85            130
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10       423    10360 SH       SHARED                   10360
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10         0        5 SH       SHARED      02               5
D PRIME ACQUISITION CORP         SHS              G7243610      1647   167800 SH       SHARED      02          167800
D PRIME ACQUISITION CORP         UNIT 99/99/9999  G7243611        52     5200 SH       SHARED      02            5200
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10     11096   144040 SH       SHARED                  144040
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10      1040    13500 SH       SHARED      01           13500
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10         3       46 SH       SHARED      02              46
D ROWAN COMPANIES PLC            SHS CL A         G7665A10      7173   212429 SH       SHARED                  132565          79864
D ROWAN COMPANIES PLC            SHS CL A         G7665A10      1084    32124 SH       SHARED      01           32124
D ROWAN COMPANIES PLC            SHS CL A         G7665A10        47     1401 SH       SHARED      02             301           1100
D ROWAN COMPANIES PLC            SHS CL A         G7665A10         1     1600 SH CALL  SHARED      02            1600
D ROWAN COMPANIES PLC            SHS CL A         G7665A10       346    10260 SH       SHARED      04           10260
D ROWAN COMPANIES PLC            SHS CL A         G7665A10       236     7000 SH       SHARED      04            7000
D ROWAN COMPANIES PLC            SHS CL A         G7665A10         2       60 SH       SHARED      05              60
D ROWAN COMPANIES PLC            SHS CL A         G7665A10      2110    62500 SH       SHARED      06                          62500
D ROWAN COMPANIES PLC            SHS CL A         G7665A10      1114    33014 SH       SHARED      10           33014
D ROWAN COMPANIES PLC            SHS CL A         G7665A10         8      255 SH       SHARED      21             255
D SEADRILL LIMITED               SHS              G7945E10       222     5676 SH       SHARED                    5676
D SEADRILL LIMITED               SHS              G7945E10     60737  1548635 SH       SHARED                 1529909          18726
D SEADRILL LIMITED               SHS              G7945E10      1409    35929 SH       SHARED      02                          35929
D SEADRILL LIMITED               SHS              G7945E10     21658   552243 SH       SHARED      04          552243
D SEADRILL LIMITED               SHS              G7945E10      1158    29533 SH       SHARED      05           29533
D SEADRILL LIMITED               SHS              G7945E10      4078   104000 SH       SHARED      06           88700          15300
D SEADRILL LIMITED               SHS              G7945E10       335     8559 SH       SHARED      10                           8559
D SEADRILL LIMITED               SHS              G7945E10        31      800 SH       SHR/OTHR    23                            800
D SEADRILL LIMITED               SHS              G7945E10      4690   119600 SH       SHARED      30          119600
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10     66450  2146324 SH       SHARED                 2146324
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         4      300 SH CALL  SHARED                     300
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      3016    97425 SH       SHARED      01           95625           1800
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      4584   148091 SH       SHARED      02          136569          11522
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         0      994 SH CALL  SHARED      02             994
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         2      994 SH PUT   SHARED      02             994
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10       928    30000 SH       SHARED      04           30000
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10         5      170 SH       SHARED      05             170
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      1893    61150 SH       SHARED      06           52150           9000
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      3706   119710 SH       SHARED      10          119710
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10       303     9800 SH       SHARED      15            9800
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10        62     2025 SH       SHR/OTHR    23                           2025
D SEAGATE TECHNOLOGY PLC         SHS              G7945M10      3506   113269 SH       SHARED      27          113269
D SEACUBE CONTAINER LEASING LT   SHS              G7997810        92     4912 SH       SHARED                    4912
D SEACUBE CONTAINER LEASING LT   SHS              G7997810       262    14002 SH       SHARED      02               2          14000
D SEACUBE CONTAINER LEASING LT   SHS              G7997810       180     9600 SH       SHARED      26            9600
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       643    40961 SH       SHARED                   40961
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       182    11606 SH       SHARED      02           11606
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       985    62700 SH       SHARED      10           62700
D SIGNET JEWELERS LIMITED        SHS              G8127610        78     1600 SH       SHARED                    1600
D SIGNET JEWELERS LIMITED        SHS              G8127610      5143   105489 SH       SHARED                  105489
D SIGNET JEWELERS LIMITED        SHS              G8127610         6      125 SH       SHARED      01             125
D SIGNET JEWELERS LIMITED        SHS              G8127610        47      974 SH       SHARED      02             974
D SINA CORP                      ORD              G8147710      2350    36337 SH       SHARED                   36337
D SINA CORP                      ORD              G8147710        32      500 SH       SHARED      01             500
D UTI WORLDWIDE INC              ORD              G8721010      1961   145601 SH       SHARED                  145601
D UTI WORLDWIDE INC              ORD              G8721010         5      425 SH       SHARED      01             425
D UTI WORLDWIDE INC              ORD              G8721010         0        2 SH       SHARED      02               2
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10      8527   279118 SH       SHARED                  279071             47
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10       488    16003 SH       SHARED      02             803          15200
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10      3158   103375 SH       SHARED      10          103375
D UTSTARCOM HOLDINGS CORP        USD ORD SHS      G9310A10       113   110547 SH       SHARED                  110547
D UTSTARCOM HOLDINGS CORP        USD ORD SHS      G9310A10         0      262 SH       SHARED      02             262
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10      2869    84610 SH       SHARED                   84610
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10        49     1450 SH       SHARED      01                           1450
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10        30      901 SH       SHARED      02             901
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10        13      400 SH       SHARED      10             400
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       234     6901 SH       SHARED      26            6901
D VANTAGE DRILLING COMPANY       NOTE  7.875% 9/0 G93205AA       114   100000 PRN      SHARED                  100000
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511        51    28044 SH       SHARED                   28044
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511        63    34400 SH       SHARED      01           34400
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511         0       31 SH       SHARED      02              31
D VELTI PLC ST HELIER            SHS              G9328510         0       19 SH       SHARED                      19
D VELTI PLC ST HELIER            SHS              G9328510        30     3700 SH       SHARED      02                           3700
D VELTI PLC ST HELIER            SHS              G9328510      1088   130000 SH       SHARED      04          130000
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810     25667  1901296 SH       SHARED                 1901296
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810       623    46200 SH       SHARED      01           46200
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810        58     4351 SH       SHARED      02            4087            264
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810         0     1000 SH CALL  SHARED      02            1000
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810      4045   299637 SH       SHARED      04          299637
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810         1      100 SH       SHARED      05             100
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810        18     1400 SH       SHARED      06            1400
D WARNER CHILCOTT PLC IRELAND    SHS A            G9436810        56     4200 SH       SHARED      10            4200
D GOLAR LNG LTD BERMUDA          SHS              G9456A10       315     8171 SH       SHARED                    8171
D GOLAR LNG LTD BERMUDA          SHS              G9456A10        15      400 SH       SHARED      01             400
D GOLAR LNG LTD BERMUDA          SHS              G9456A10       615    15948 SH       SHARED      02               1          15947
D GOLAR LNG LTD BERMUDA          SHS              G9456A10       169     4400 SH       SHARED      10            4400
D WHITE MTNS INS GROUP LTD       COM              G9618E10      5962    11616 SH       SHARED                   11616
D WHITE MTNS INS GROUP LTD       COM              G9618E10         2        5 SH       SHARED      02               5
D WHITE MTNS INS GROUP LTD       COM              G9618E10        51      100 SH       SHR/OTHR    23                            100
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610      9125   247166 SH       SHARED                  247166
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610      1539    41700 SH       SHARED      01           41700
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610       219     5951 SH       SHARED      02            1651           4300
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610      1292    35000 SH       SHARED      04           35000
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610         3       90 SH       SHARED      05              90
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610       516    14000 SH       SHARED      06           14000
D WILLIS GROUP HOLDINGS PUBLIC   SHS              G9666610        26      712 SH       SHARED      21             712
D XYRATEX LTD                    COM              G9826810      1403   153102 SH       SHARED                  153102
D XYRATEX LTD                    COM              G9826810      2987   325751 SH       SHARED      02          325751
D XYRATEX LTD                    COM              G9826810        87     9500 SH       SHARED      26            9500
D XL GROUP PLC                   SHS              G9829010        48     2033 SH       SHARED                    2033
D XL GROUP PLC                   SHS              G9829010     13354   555756 SH       SHARED                  555756
D XL GROUP PLC                   SHS              G9829010      2488   103550 SH       SHARED      01          103550
D XL GROUP PLC                   SHS              G9829010      1345    55983 SH       SHARED      02           54783           1200
D XL GROUP PLC                   SHS              G9829010         5      239 SH       SHARED      05             239
D XL GROUP PLC                   SHS              G9829010       545    22700 SH       SHARED      06           13800           8900
D XL GROUP PLC                   SHS              G9829010      2160    89917 SH       SHARED      10           89917
D ACE LTD                        SHS              H0023R10        90     1202 SH       SHARED                    1202
D ACE LTD                        SHS              H0023R10     66693   882191 SH       SHARED                  882191
D ACE LTD                        SHS              H0023R10      6158    81457 SH       SHARED      01           81457
D ACE LTD                        SHS              H0023R10      1441    19066 SH       SHARED      02           12299           6767
D ACE LTD                        SHS              H0023R10        37      500 SH       SHARED      04             500
D ACE LTD                        SHS              H0023R10       114     1520 SH       SHARED      05            1520
D ACE LTD                        SHS              H0023R10      2407    31847 SH       SHARED      06           20130          11717
D ACE LTD                        SHS              H0023R10     11176   147833 SH       SHARED      10          147833
D ACE LTD                        SHS              H0023R10       148     1970 SH       SHR/OTHR    23                           1970
D ALLIED WRLD ASSUR COM HLDG A   SHS              H0153110      5250    67970 SH       SHARED                   67970
D ALLIED WRLD ASSUR COM HLDG A   SHS              H0153110         2       33 SH       SHARED      02              33
D ALLIED WRLD ASSUR COM HLDG A   SHS              H0153110     23080   298771 SH       SHARED      10          298771
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        79     6300 SH       SHARED                    6300
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      4712   371627 SH       SHARED                  371627
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         1     1967 SH PUT   SHARED                    1967
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      2997   236365 SH       SHARED      01          233345           3020
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      7004   552428 SH       SHARED      02          478391          74037
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         1     3446 SH CALL  SHARED      02            3446
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310     97838  7715962 SH       SHARED      04         7687362          28600
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        50     3960 SH       SHARED      05            3960
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310      3950   311589 SH       SHARED      06          122090         189499
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310        18     1425 SH       SHARED      21            1425
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310         2      210 SH       SHR/OTHR    21                            210
D WEATHERFORD INTERNATIONAL LT   REG SHS          H2701310       131    10400 SH       SHARED      26           10400
D FOSTER WHEELER AG              COM              H2717810      7282   303946 SH       SHARED                  303946
D FOSTER WHEELER AG              COM              H2717810       483    20200 SH       SHARED      01                          20200
D FOSTER WHEELER AG              COM              H2717810      2094    87421 SH       SHARED      02           68814          18607
D FOSTER WHEELER AG              COM              H2717810      1198    50000 SH       SHARED      04           50000
D FOSTER WHEELER AG              COM              H2717810      1610    67200 SH       SHARED      05           67200
D FOSTER WHEELER AG              COM              H2717810      2036    85000 SH       SHARED      06                          85000
D FOSTER WHEELER AG              COM              H2717810     26164  1092009 SH       SHARED      10         1092009
D GARMIN LTD                     SHS              H2906T10     13858   332030 SH       SHARED                  332030
D GARMIN LTD                     SHS              H2906T10      1156    27700 SH       SHARED      01           27700
D GARMIN LTD                     SHS              H2906T10       935    22409 SH       SHARED      02           20603           1806
D GARMIN LTD                     SHS              H2906T10         2       50 SH       SHARED      05              50
D GARMIN LTD                     SHS              H2906T10       141     3400 SH       SHARED      06            3400
D GARMIN LTD                     SHS              H2906T10       893    21400 SH       SHARED      10           21400
D GARMIN LTD                     SHS              H2906T10       531    12740 SH       SHARED      27           12740
D GARMIN LTD                     SHS              H2906T10        62     1500 SH       SHARED      30            1500
D LOGITECH INTL S A              SHS              H5043023      6822   748027 SH       SHARED                  748027
D LOGITECH INTL S A              SHS              H5043023        67     7433 SH       SHARED      01            7433
D LOGITECH INTL S A              SHS              H5043023        54     6000 SH       SHARED      06                           6000
D LOGITECH INTL S A              SHS              H5043023     10092  1106625 SH       SHARED      15         1106625
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10     13191   368687 SH       SHARED                  368687
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      2350    65700 SH       SHARED      01           64200           1500
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        50     1400 SH       SHR/OTHR    01                           1400
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        42     1177 SH       SHARED      02             787            390
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10         3      500 SH CALL  SHARED      02             500
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10     14133   395000 SH       SHARED      04          395000
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10         5      160 SH       SHARED      05             160
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       678    18970 SH       SHARED      06           11620           7350
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      2311    64600 SH       SHARED      10           64600
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        14      400 SH       SHR/OTHR    20                            400
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10        39     1095 SH       SHARED      21            1095
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       248     6950 SH       SHARED      23            1200           5750
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10       137     3850 SH       SHR/OTHR    23                           3850
D NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N10      1620    45284 SH       SHARED      27           45284
D TE CONNECTIVITY LTD            REG SHS          H8498910        47     1400 SH       SHARED                    1400
D TE CONNECTIVITY LTD            REG SHS          H8498910     21171   622502 SH       SHARED                  622502
D TE CONNECTIVITY LTD            REG SHS          H8498910      3616   106333 SH       SHARED      01          106333
D TE CONNECTIVITY LTD            REG SHS          H8498910        16      487 SH       SHARED      02              72            415
D TE CONNECTIVITY LTD            REG SHS          H8498910        30      900 SH       SHARED      04             900
D TE CONNECTIVITY LTD            REG SHS          H8498910        43     1275 SH       SHARED      05            1275
D TE CONNECTIVITY LTD            REG SHS          H8498910      1621    47685 SH       SHARED      06           31670          16015
D TE CONNECTIVITY LTD            REG SHS          H8498910      4758   139902 SH       SHARED      10          139902
D TE CONNECTIVITY LTD            REG SHS          H8498910       267     7857 SH       SHARED      27            7857
D TRANSOCEAN LTD                 REG SHS          H8817H10       139     3100 SH       SHARED                    3000            100
D TRANSOCEAN LTD                 REG SHS          H8817H10     65056  1449239 SH       SHARED                 1429239          20000
D TRANSOCEAN LTD                 REG SHS          H8817H10      1119    24933 SH       SHARED      01           23733           1200
D TRANSOCEAN LTD                 REG SHS          H8817H10        29      656 SH       SHR/OTHR    01                            656
D TRANSOCEAN LTD                 REG SHS          H8817H10       392     8747 SH       SHARED      02            3543           5204
D TRANSOCEAN LTD                 REG SHS          H8817H10     60330  1343952 SH       SHARED      04         1339727           4225
D TRANSOCEAN LTD                 REG SHS          H8817H10       140     3124 SH       SHARED      05            3124
D TRANSOCEAN LTD                 REG SHS          H8817H10      4347    96846 SH       SHARED      06           59781          37065
D TRANSOCEAN LTD                 REG SHS          H8817H10      3543    78939 SH       SHARED      10           70528           8411
D TRANSOCEAN LTD                 REG SHS          H8817H10     30017   668700 SH       SHARED      15          668700
D TRANSOCEAN LTD                 REG SHS          H8817H10        20      465 SH       SHARED      21             465
D TRANSOCEAN LTD                 REG SHS          H8817H10        11      250 SH       SHR/OTHR    21                            250
D TRANSOCEAN LTD                 REG SHS          H8817H10        28      626 SH       SHARED      23             353            273
D TRANSOCEAN LTD                 REG SHS          H8817H10        35      795 SH       SHR/OTHR    23                            795
D TRANSOCEAN LTD                 REG SHS          H8817H10       370     8258 SH       SHARED      26            8258
D TRANSOCEAN LTD                 REG SHS          H8817H10       331     7379 SH       SHARED      27            7379
D TRANSOCEAN LTD                 REG SHS          H8817H10       629    14028 SH       SHARED      29           14028
D TRANSOCEAN LTD                 REG SHS          H8817H10      3330    74196 SH       SHARED      31           74196
D TYCO INTERNATIONAL LTD         SHS              H8912810        66     1175 SH       SHARED                    1175
D TYCO INTERNATIONAL LTD         SHS              H8912810     55444   985504 SH       SHARED                  985504
D TYCO INTERNATIONAL LTD         SHS              H8912810      7539   134012 SH       SHARED      01          133412            600
D TYCO INTERNATIONAL LTD         SHS              H8912810     23311   414346 SH       SHARED      02          405738           8608
D TYCO INTERNATIONAL LTD         SHS              H8912810        22     9196 SH CALL  SHARED      02            9196
D TYCO INTERNATIONAL LTD         SHS              H8912810         1    10445 SH PUT   SHARED      02           10445
D TYCO INTERNATIONAL LTD         SHS              H8912810      5963   106000 SH       SHARED      04          106000
D TYCO INTERNATIONAL LTD         SHS              H8912810        99     1765 SH       SHARED      05            1765
D TYCO INTERNATIONAL LTD         SHS              H8912810      5534    98369 SH       SHARED      06           30730          67639
D TYCO INTERNATIONAL LTD         SHS              H8912810      6044   107440 SH       SHARED      10          107440
D TYCO INTERNATIONAL LTD         SHS              H8912810       203     3625 SH       SHARED      27            3625
D UBS AG                         SHS NEW          H8923133      9782   803191 SH       SHARED                  803191
D UBS AG                         SHS NEW          H8923133         2      183 SH       SHARED      02                            183
D UBS AG                         SHS NEW          H8923133        10      885 SH       SHARED      21             885
D ADECOAGRO S A                  COM              L0084910      8503   845266 SH       SHARED                  845266
D ADECOAGRO S A                  COM              L0084910       131    13100 SH       SHARED      02                          13100
D ADECOAGRO S A                  COM              L0084910      6953   691203 SH       SHARED      04          691203
D ADECOAGRO S A                  COM              L0084910       285    28353 SH       SHARED      05           28353
D ADECOAGRO S A                  COM              L0084910      1509   150000 SH       SHARED      05          150000
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10       206     2396 SH       SHARED                    2396
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10       228     2650 SH       SHARED      01            2650
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10        22      266 SH       SHR/OTHR    01                            266
D ALTISOURCE PORTFOLIO SOLNS S   REG SHS          L0175J10       103     1200 SH       SHARED      02                           1200
D FLAGSTONE REINSURANCE HOLDIN   COM              L3466T10        64     7530 SH       SHARED                    7530
D FLAGSTONE REINSURANCE HOLDIN   COM              L3466T10         0        5 SH       SHARED      02               5
D PACIFIC DRILLING SA LUXEMBOU   REG SHS          L7257P10       431    43300 SH       SHARED                   43300
D PACIFIC DRILLING SA LUXEMBOU   REG SHS          L7257P10         1      200 SH       SHARED                     200
D AUDIOCODES LTD                 ORD              M1534210       275   109591 SH       SHARED                  109591
D B COMMUNICATIONS LTD           SHS              M1562910        11     2361 SH       SHARED                    2361
D CELLCOM ISRAEL LTD             SHS              M2196U10      1280   148077 SH       SHARED                  139877           8200
D CELLCOM ISRAEL LTD             SHS              M2196U10        30     3500 SH       SHARED      02                           3500
D CERAGON NETWORKS LTD           ORD              M2201310       204    35921 SH       SHARED                   35862             59
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510        13      285 SH       SHARED                                    285
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510     41484   861391 SH       SHARED                  857799           3592
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      6154   127786 SH       SHARED      01           97945          29841
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       936    19447 SH       SHR/OTHR    01                          19447
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      6849   142231 SH       SHARED      02          134914           7317
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1204    25000 SH       SHARED      04           25000
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      6939   144100 SH       SHARED      04          140100           4000
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510        65     1356 SH       SHARED      10                           1356
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       762    15825 SH       SHARED      20           12460   110     3255
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510        30      640 SH       SHR/OTHR    20                            640
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       141     2939 SH       SHARED      21            2939
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510         4      100 SH       SHR/OTHR    21                            100
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1561    32418 SH       SHARED      23           28298           4120
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       756    15705 SH       SHR/OTHR    23                          15705
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       833    17300 SH       SHARED      26           17300
D CLICKSOFTWARE TECHNOLOGIES L   ORD              M2508210       294    38304 SH       SHARED                   38029            275
D CLICKSOFTWARE TECHNOLOGIES L   ORD              M2508210         3      400 SH       SHARED      02                            400
D COMPUGEN LTD                   ORD              M2572210        84    22377 SH       SHARED                   22377
D COMPUGEN LTD                   ORD              M2572210         3     1000 SH       SHARED      02                           1000
D ELBIT SYS LTD                  ORD              M3760D10      3135    92110 SH       SHARED                   92110
D EZCHIP SEMICONDUCTOR LIMITED   ORD              M4146Y10        29      973 SH       SHARED                     973
D EZCHIP SEMICONDUCTOR LIMITED   ORD              M4146Y10       151     4950 SH       SHARED      02                           4950
D EZCHIP SEMICONDUCTOR LIMITED   ORD              M4146Y10         0      360 SH CALL  SHARED      02             360
D GAZIT GLOBE LTD                SHS              M4793C10       416    38177 SH       SHARED                   38177
D GAZIT GLOBE LTD                SHS              M4793C10        17     1600 SH       SHARED      02                           1600
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311      7115    70080 SH       SHARED                   70080
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311       104     1033 SH       SHARED      02            1000             33
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311       436     4300 SH       SHARED      04            4300
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311       620     6116 SH       SHARED      05            6116
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311        86      851 SH       SHARED      10                            851
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311        20      203 SH       SHARED      21             203
D ITURAN LOCATION AND CONTROL    SHS              M6158M10        69     5970 SH       SHARED                    5970
D MAGICJACK VOCALTEC LTD         SHS              M6787E10        14      610 SH       SHARED                     610
D MAGICJACK VOCALTEC LTD         SHS              M6787E10         0        3 SH       SHARED      02               3
D RADWARE LTD                    ORD              M8187310      3434    95338 SH       SHARED                   95338
D RADWARE LTD                    ORD              M8187310         1       42 SH       SHARED      02                             42
D RETALIX LTD                    ORD              M8215W10       104     5029 SH       SHARED                    5029
D SILICOM LTD                    ORD              M8411610        52     3380 SH       SHARED                    3380
D SILICOM LTD                    ORD              M8411610       139     9000 SH       SHARED      26            9000
D SYNERON MEDICAL LTD            ORD SHS          M8724510       136    13953 SH       SHARED                   11253           2700
D SYNERON MEDICAL LTD            ORD SHS          M8724510         1      201 SH       SHARED      02               1            200
D SYNERON MEDICAL LTD            ORD SHS          M8724510      2234   229170 SH       SHARED      26          229170
D SYNERON MEDICAL LTD            ORD SHS          M8724510       540    55400 SH       SHARED      32           55400
D TARO PHARMACEUTICAL INDS LTD   SHS              M8737E10       164     3600 SH       SHARED                    3600
D TOP IMAGE SYSTEMS LTD          ORD              M8789610        45    11932 SH       SHARED                   11932
D TOP IMAGE SYSTEMS LTD          ORD              M8789610        30     8000 SH       SHARED      02                           8000
D TOWER SEMICONDUCTOR LTD        SHS NEW          M8791527        50     5761 SH       SHARED                    5761
D SODASTREAM INTERNATIONAL LTD   USD SHS          M9068E10      1312    33520 SH       SHARED                   33520
D SODASTREAM INTERNATIONAL LTD   USD SHS          M9068E10        13      349 SH       SHARED      02                            349
D AERCAP HOLDINGS NV             SHS              N0098510      3257   260569 SH       SHARED                  260569
D AERCAP HOLDINGS NV             SHS              N0098510        38     3100 SH       SHARED      02             100           3000
D ASML HOLDING N V               NY REG SHS       N0705918      6737   125516 SH       SHARED                  125516
D ASML HOLDING N V               NY REG SHS       N0705918         6      123 SH       SHARED      02               2            121
D ASML HOLDING N V               NY REG SHS       N0705918        34      650 SH       SHARED      21             650
D AVG TECHNOLOGIES N V           SHS              N0783110         3      336 SH       SHARED                     336
D AVG TECHNOLOGIES N V           SHS              N0783110         0        2 SH       SHARED      02               2
D CNH GLOBAL N V                 SHS NEW          N2093520      1660    42817 SH       SHARED                   42817
D CNH GLOBAL N V                 SHS NEW          N2093520         0        1 SH       SHARED      02               1
D CNH GLOBAL N V                 SHS NEW          N2093520        96     2500 SH       SHARED      23                           2500
D CORE LABORATORIES N V          COM              N2271710      3357    27635 SH       SHARED                   27635
D CORE LABORATORIES N V          COM              N2271710      1372    11300 SH       SHARED      01           11300
D CORE LABORATORIES N V          COM              N2271710         4       40 SH       SHARED      02                             40
D CORE LABORATORIES N V          COM              N2271710        31      259 SH       SHARED      21             259
D CORE LABORATORIES N V          COM              N2271710      3569    29385 SH       SHARED      31           29385
D INTERXION HOLDING N.V          SHS              N4727910      2272   100000 SH       SHARED      04          100000
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510        59     1145 SH       SHARED                    1145
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510    150001  2903622 SH       SHARED                 2903622
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      3920    75900 SH       SHARED      01           75900
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510       293     5681 SH       SHARED      02            1571           4110
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510        61     1200 SH       SHARED      04            1200
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510       232     4500 SH       SHARED      05            4500
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      2919    56510 SH       SHARED      06           46190          10320
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510      4283    82926 SH       SHARED      10           82926
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510       405     7840 SH       SHARED      15            7840
D LYONDELLBASELL INDUSTRIES N    SHS - A -        N5374510        92     1800 SH       SHARED      30            1800
D NIELSEN HOLDINGS N V           COM              N6321810      3009   100373 SH       SHARED                  100373
D NIELSEN HOLDINGS N V           COM              N6321810       881    29400 SH       SHARED      01           29400
D NIELSEN HOLDINGS N V           COM              N6321810        19      639 SH       SHARED      02             639
D NIELSEN HOLDINGS N V           COM              N6321810         2      100 SH       SHARED      05             100
D NIELSEN HOLDINGS N V           COM              N6321810        23      800 SH       SHARED      10             800
D NXP SEMICONDUCTORS N V         COM              N6596X10      4732   189222 SH       SHARED                  189222
D NXP SEMICONDUCTORS N V         COM              N6596X10       750    30000 SH       SHARED      04           30000
D NXP SEMICONDUCTORS N V         COM              N6596X10        17      715 SH       SHARED      21             715
D ORTHOFIX INTL N V              COM              N6748L10      2503    55942 SH       SHARED                   55942
D ORTHOFIX INTL N V              COM              N6748L10        62     1400 SH       SHARED      10            1400
D QIAGEN NV                      REG SHS          N7248210       190    10273 SH       SHARED                   10273
D QIAGEN NV                      REG SHS          N7248210     52489  2835763 SH       SHARED                 2830013           5750
D QIAGEN NV                      REG SHS          N7248210         0        8 SH       SHARED      02               8
D QIAGEN NV                      REG SHS          N7248210       168     9094 SH       SHARED      04            4240           4854
D QIAGEN NV                      REG SHS          N7248210    117268  6335419 SH       SHARED      04         6316159          19260
D QIAGEN NV                      REG SHS          N7248210        24     1309 SH       SHARED      05            1309
D QIAGEN NV                      REG SHS          N7248210      1457    78737 SH       SHARED      05           78737
D QIAGEN NV                      REG SHS          N7248210      9170   495437 SH       SHARED      06          169780         325657
D QIAGEN NV                      REG SHS          N7248210       107     5826 SH       SHARED      10                           5826
D QIAGEN NV                      REG SHS          N7248210      2551   137819 SH       SHARED      27          137819
D QIAGEN NV                      REG SHS          N7248210       231    12500 SH       SHARED      29           12500
D QIAGEN NV                      REG SHS          N7248210      4430   239354 SH       SHARED      30          239354
D SAPIENS INTL CORP N V          SHS NEW          N7716A15         1      548 SH       SHARED                     548
D SAPIENS INTL CORP N V          SHS NEW          N7716A15         0        2 SH       SHARED      02               2
D SENSATA TECHNOLOGIES HLDG BV   SHS              N7902X10       904    30388 SH       SHARED                   30388
D SENSATA TECHNOLOGIES HLDG BV   SHS              N7902X10       711    23900 SH       SHARED      01           23900
D SENSATA TECHNOLOGIES HLDG BV   SHS              N7902X10       226     7600 SH       SHARED      04                           7600
D TORNIER N V                    SHS              N8723710        43     2284 SH       SHARED                    2284
D TORNIER N V                    SHS              N8723710         0        3 SH       SHARED      02               3
D TORNIER N V                    SHS              N8723710        87     4600 SH       SHARED      10            4600
D VISTAPRINT N V                 SHS              N9354010       179     5242 SH       SHARED                    5242
D VISTAPRINT N V                 SHS              N9354010        27      810 SH       SHARED      02             610            200
D YANDEX N V                     SHS CLASS A      N9728410      7897   327019 SH       SHARED                  327019
D YANDEX N V                     SHS CLASS A      N9728410        19      800 SH       SHARED      02                            800
D YANDEX N V                     SHS CLASS A      N9728410     24434  1011800 SH       SHARED      04         1011800
D YANDEX N V                     SHS CLASS A      N9728410       736    30500 SH       SHARED      05           30500
D YANDEX N V                     SHS CLASS A      N9728410      9297   385000 SH       SHARED      05          385000
D YANDEX N V                     SHS CLASS A      N9728410      8573   355000 SH       SHARED      06           55000         300000
D COPA HOLDINGS SA               CL A             P3107610     28270   347865 SH       SHARED                  347865
D COPA HOLDINGS SA               CL A             P3107610         0        2 SH       SHARED      02               2
D COPA HOLDINGS SA               CL A             P3107610      9771   120236 SH       SHARED      04          120236
D COPA HOLDINGS SA               CL A             P3107610        15      186 SH       SHARED      05             186
D COPA HOLDINGS SA               CL A             P3107610      2519    31000 SH       SHARED      06           31000
D COPA HOLDINGS SA               CL A             P3107610       121     1500 SH       SHARED      10            1500
D COPA HOLDINGS SA               CL A             P3107610        20      256 SH       SHARED      21             256
D SINOVAC BIOTECH LTD            SHS              P8696W10         0      368 SH       SHARED                     368
D SINOVAC BIOTECH LTD            SHS              P8696W10       392   155620 SH       SHARED      26          155620
D STEINER LEISURE LTD            ORD              P8744Y10       107     2308 SH       SHARED                    2308
D STEINER LEISURE LTD            ORD              P8744Y10         0        4 SH       SHARED      02               4
D STEINER LEISURE LTD            ORD              P8744Y10         4      107 SH       SHARED      21                            107
D ULTRAPETROL BAHAMAS LTD        COM              P9439810         0      550 SH       SHARED      01             550
D TRONOX LTD                     SHS CL A         Q9235V10      4708   207880 SH       SHARED      02          207880
D TRONOX LTD                     SHS CL A         Q9235V10         4      200 SH       SHARED      21                            200
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10         0      963 SH       SHARED                     963
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10        14    20900 SH       SHARED      01           20900
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10        34    50000 SH       SHARED      02           50000
D MAKEMYTRIP LIMITED MAURITIUS   SHS              V5633W10       166     9768 SH       SHARED                    9031            737
D MAKEMYTRIP LIMITED MAURITIUS   SHS              V5633W10      1277    75000 SH       SHARED      04           75000
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10      1318    43636 SH       SHARED                   43636
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       993    32900 SH       SHARED      01           32900
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10        61     2025 SH       SHARED      02            2025
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10         3      100 SH       SHARED      05             100
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10         5      900 SH       SHARED                     900
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10      1208   199044 SH       SHARED      21                         199044
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10       424    70000 SH       SHARED      26           70000
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10     19670   564195 SH       SHARED                  564195
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10      2036    58400 SH       SHARED      01           58400
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10      2938    84291 SH       SHARED      02           80383           3908
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10      1394    40000 SH       SHARED      04           40000
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10         3      100 SH       SHARED      05             100
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10       519    14910 SH       SHARED      06           14000            910
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10       373    10700 SH       SHARED      10           10700
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10        18      519 SH       SHARED      21             519
D AVAGO TECHNOLOGIES LTD         SHS              Y0486S10        40     1175 SH       SHR/OTHR    23                           1175
D CAPITAL PRODUCT PARTNERS L P   COM UNIT LP      Y1108210       109    13412 SH       SHARED                   13412
D CAPITAL PRODUCT PARTNERS L P   COM UNIT LP      Y1108210        37     4601 SH       SHARED      02               1           4600
D DHT HOLDINGS INC               SHS NEW          Y2065G12         0      144 SH       SHARED                     144
D DHT HOLDINGS INC               SHS NEW          Y2065G12      1892   302347 SH       SHARED      02          302347
D DIANA SHIPPING INC             COM              Y2066G10       865   134051 SH       SHARED                  134051
D DIANA CONTAINERSHIPS INC       COM              Y2069P10         0        2 SH       SHARED      02               2
D DRYSHIPS INC                   SHS              Y2109Q10     52764 22548736 SH       SHARED                22548736
D DRYSHIPS INC                   SHS              Y2109Q10      3806  1626648 SH       SHARED      02         1620648           6000
D DRYSHIPS INC                   SHS              Y2109Q10         0     2749 SH CALL  SHARED      02            2749
D EAGLE BULK SHIPPING INC        SHS NEW          Y2187A11         1      301 SH       SHARED                     301
D FLEXTRONICS INTL LTD           ORD              Y2573F10     13315  2219212 SH       SHARED                 2219212
D FLEXTRONICS INTL LTD           ORD              Y2573F10       970   161700 SH       SHARED      01          161700
D FLEXTRONICS INTL LTD           ORD              Y2573F10        22     3750 SH       SHARED      02             600           3150
D FLEXTRONICS INTL LTD           ORD              Y2573F10         3      547 SH       SHARED      05             547
D FLEXTRONICS INTL LTD           ORD              Y2573F10        28     4700 SH       SHARED      06            4700
D FLEXTRONICS INTL LTD           ORD              Y2573F10       569    94899 SH       SHARED      27           94899
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10       897   243880 SH       SHARED                  243880
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10        55    15100 SH       SHARED      01           15100
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10        92    25206 SH       SHARED      02           25206
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10       299    81400 SH       SHARED      10           81400
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10        55    15000 SH       SHARED      26           15000
D GOLAR LNG PARTNERS LP          COM UNIT LPI     Y2745C10       310     9704 SH       SHARED                    9704
D GOLAR LNG PARTNERS LP          COM UNIT LPI     Y2745C10       338    10550 SH       SHARED      02                          10550
D GOLAR LNG PARTNERS LP          COM UNIT LPI     Y2745C10        54     1700 SH       SHR/OTHR    23                           1700
D NAVIOS MARITIME HOLDINGS INC   COM              Y6219610        31     8819 SH       SHARED                    8819
D NAVIOS MARITIME HOLDINGS INC   COM              Y6219610        90    25000 SH       SHARED      02           25000
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710         6      420 SH       SHARED                     420
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710      1439    97127 SH       SHARED      02                          97127
D NAUTILUS MARINE ACQUISIT COR   SHS              Y6255E10      3330   334384 SH       SHARED      02          334384
D NAUTILUS MARINE ACQUISIT COR   *W EXP 06/17/201 Y6255E11        33   174650 SH       SHARED      02          174650
D OCEAN RIG UDW INC              SHS              Y6435420         0       23 SH       SHARED                      23
D OCEAN RIG UDW INC              SHS              Y6435420        12      768 SH       SHARED      02             754             14
D SCORPIO TANKERS INC            SHS              Y7542C10         8     1359 SH       SHARED                    1359
D SCORPIO TANKERS INC            SHS              Y7542C10         0        6 SH       SHARED      02               6
D SEASPAN CORP                   SHS              Y7563810        24     1531 SH       SHARED      02                           1531
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10      6982   185600 SH       SHARED                  185600
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10      5271   140131 SH       SHARED      02             100         140031
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10     23316   619800 SH       SHARED      06                         619800
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10      3694   134300 SH       SHARED                  134300
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10         3      125 SH       SHARED      01             125
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10      4451   161806 SH       SHARED      02                         161806
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10     23312   847405 SH       SHARED      06                         847405
D TEEKAY TANKERS LTD             CL A             Y8565N10         8     2272 SH       SHARED                    2272
D TEEKAY TANKERS LTD             CL A             Y8565N10        59    15820 SH       SHARED      02              10          15810
D TEEKAY TANKERS LTD             CL A             Y8565N10        79    21200 SH       SHARED      10           21200
D TOP SHIPS INC                  SHS              Y8897Y12         3     2729 SH       SHARED                    2729
D TOP SHIPS INC                  SHS              Y8897Y12         0        1 SH       SHARED      02               1
D AAON INC                       COM PAR $0.004   00036020       282    14360 SH       SHARED                   14253            107
D AAON INC                       COM PAR $0.004   00036020         0       36 SH       SHARED      02              36
D AAON INC                       COM PAR $0.004   00036020        43     2200 SH       SHARED      10            2200
D AAR CORP                       NOTE  1.750% 2/0 000361AH       199   200000 PRN      SHARED                  200000
D AAR CORP                       COM              00036110      2882   175560 SH       SHARED                  175560
D AAR CORP                       COM              00036110        39     2400 SH       SHARED      01            2400
D AAR CORP                       COM              00036110         1      104 SH       SHARED      02             104
D AAR CORP                       COM              00036110       134     8200 SH       SHARED      10            8200
D AAR CORP                       COM              00036110       492    30000 SH       SHARED      26           30000
D ABB LTD                        SPONSORED ADR    00037520        26     1400 SH       SHARED                    1400
D ABB LTD                        SPONSORED ADR    00037520      3364   179895 SH       SHARED      02                         179895
D ABB LTD                        SPONSORED ADR    00037520        22     1185 SH       SHARED      21            1185
D ACCO BRANDS CORP               COM              00081T10       148    22871 SH       SHARED                   22871
D ACCO BRANDS CORP               COM              00081T10         3      552 SH       SHARED      01             552
D ACCO BRANDS CORP               COM              00081T10        10     1617 SH       SHARED      02              23           1594
D ACCO BRANDS CORP               COM              00081T10       203    31361 SH       SHARED      10           31361
D ABM INDS INC                   COM              00095710      1513    79945 SH       SHARED                   79945
D ABM INDS INC                   COM              00095710         0       25 SH       SHARED      01              25
D ABM INDS INC                   COM              00095710         1       92 SH       SHARED      02              92
D ABM INDS INC                   COM              00095710     10009   528790 SH       SHARED      10          528790
D AEP INDS INC                   COM              00103110       622    10267 SH       SHARED                   10267
D AEP INDS INC                   COM              00103110         1       25 SH       SHARED      01              25
D AEP INDS INC                   COM              00103110         0        2 SH       SHARED      02               2
D AFC ENTERPRISES INC            COM              00104Q10       236     9610 SH       SHARED                    9610
D AFC ENTERPRISES INC            COM              00104Q10         0        7 SH       SHARED      02               7
D AFLAC INC                      COM              00105510      3989    83327 SH       SHARED                    1142          82185
D AFLAC INC                      COM              00105510     34934   729626 SH       SHARED                  729626
D AFLAC INC                      COM              00105510      5983   124975 SH       SHARED      01          123375           1600
D AFLAC INC                      COM              00105510      6278   131123 SH       SHARED      02            2267         128856
D AFLAC INC                      COM              00105510         9     3700 SH CALL  SHARED      02            3700
D AFLAC INC                      COM              00105510         2     3700 SH PUT   SHARED      02            3700
D AFLAC INC                      COM              00105510      4069    85000 SH       SHARED      04           85000
D AFLAC INC                      COM              00105510        90     1890 SH       SHARED      05            1890
D AFLAC INC                      COM              00105510      3235    67581 SH       SHARED      06           49961          17620
D AFLAC INC                      COM              00105510      7082   147920 SH       SHARED      10          147920
D AFLAC INC                      COM              00105510       215     4500 SH       SHARED      20            2100           2400
D AFLAC INC                      COM              00105510        34      725 SH       SHR/OTHR    23                            725
D AFLAC INC                      COM              00105510       184     3843 SH       SHARED      27            3843
D AFLAC INC                      COM              00105510        59     1250 SH       SHARED      29            1250
D AGCO CORP                      NOTE  1.250%12/1 001084AM       314   250000 PRN      SHARED                  250000
D AGCO CORP                      NOTE  1.250%12/1 001084AM      2514  2000000 PRN      SHARED      02         2000000
D AGCO CORP                      COM              00108410     93310  1965264 SH       SHARED                 1965264
D AGCO CORP                      COM              00108410      1087    22900 SH       SHARED      01           22900
D AGCO CORP                      COM              00108410        87     1836 SH       SHARED      02            1289            547
D AGCO CORP                      COM              00108410     26777   563975 SH       SHARED      04          563975
D AGCO CORP                      COM              00108410      1039    21898 SH       SHARED      05           21898
D AGCO CORP                      COM              00108410      4164    87720 SH       SHARED      06           48900          38820
D AGCO CORP                      COM              00108410        56     1200 SH       SHARED      10            1200
D AGCO CORP                      COM              00108410       684    14410 SH       SHARED      26           14410
D AGIC EQUITY & CONV INCOME FD   COM              00119P10        90     5196 SH       SHARED      02                           5196
D AGIC CONV & INCOME FD          COM              00119010        63     6700 SH       SHARED      02                           6700
D AGL RES INC                    COM              00120410        54     1328 SH       SHARED                    1328
D AGL RES INC                    COM              00120410      7160   175034 SH       SHARED                  174792            242
D AGL RES INC                    COM              00120410       177     4346 SH       SHARED      01            4346
D AGL RES INC                    COM              00120410        58     1422 SH       SHARED      02            1422
D AGL RES INC                    COM              00120410     23590   576638 SH       SHARED      06                         576638
D AGL RES INC                    COM              00120410      5491   134234 SH       SHARED      10          134234
D AGL RES INC                    COM              00120410      7345   179545 SH       SHARED      31          179545
D AG MTG INVT TR INC             COM              00122810        84     3508 SH       SHARED                    3508
D AG MTG INVT TR INC             COM              00122810       690    28630 SH       SHARED      02               4          28626
D A H BELO CORP                  COM CL A         00128210       335    69478 SH       SHARED                   69439             39
D AES CORP                       COM              00130H10        45     4139 SH       SHARED                    4139
D AES CORP                       COM              00130H10     15471  1410319 SH       SHARED                 1404419           5900
D AES CORP                       COM              00130H10      2136   194735 SH       SHARED      01          194735
D AES CORP                       COM              00130H10       143    13117 SH       SHARED      02            5917           7200
D AES CORP                       COM              00130H10         0      250 SH CALL  SHARED      02             250
D AES CORP                       COM              00130H10      1518   138400 SH       SHARED      04          138400
D AES CORP                       COM              00130H10      3932   358505 SH       SHARED      05          358505
D AES CORP                       COM              00130H10       562    51260 SH       SHARED      06           32480          18780
D AES CORP                       COM              00130H10      1801   164208 SH       SHARED      10          164208
D AES CORP                       COM              00130H10       211    19272 SH       SHARED      27           19272
D AES CORP                       COM              00130H10      6498   592390 SH       SHARED      31          592390
D AK STL HLDG CORP               COM              00154710      1419   295727 SH       SHARED                  295727
D AK STL HLDG CORP               COM              00154710        63    13200 SH       SHARED      01           13200
D AK STL HLDG CORP               COM              00154710        46     9703 SH       SHARED      02            2203           7500
D AK STL HLDG CORP               COM              00154710       379    79100 SH       SHARED      10           79100
D AK STL HLDG CORP               COM              00154710       192    40000 SH       SHARED      26           40000
D ALPS ETF TR                    JEFF TRJ CRB GLO 00162Q30         9      200 SH       SHARED      02                            200
D ALPS ETF TR                    ALERIAN MLP      00162Q86      2136   128913 SH       SHARED      02                         128913
D AMAG PHARMACEUTICALS INC       COM              00163U10       131     7433 SH       SHARED                    7358             75
D AMAG PHARMACEUTICALS INC       COM              00163U10         0        5 SH       SHARED      02               5
D AMAG PHARMACEUTICALS INC       COM              00163U10        44     2500 SH       SHARED      10            2500
D AMAG PHARMACEUTICALS INC       COM              00163U10       186    10500 SH       SHARED      32           10500
D AMC NETWORKS INC               CL A             00164V10      2936    67477 SH       SHARED                   67477
D AMC NETWORKS INC               CL A             00164V10         4      112 SH       SHARED      01             112
D AMC NETWORKS INC               CL A             00164V10         1       32 SH       SHARED      02               2             30
D AMC NETWORKS INC               CL A             00164V10        60     1400 SH       SHARED      10            1400
D AMC NETWORKS INC               CL A             00164V10         6      160 SH       SHARED      21                            160
D AMC NETWORKS INC               CL A             00164V10        26      600 SH       SHARED      23                            600
D AMN HEALTHCARE SERVICES INC    COM              00174410       717    71328 SH       SHARED                   71328
D AMN HEALTHCARE SERVICES INC    COM              00174410         0       78 SH       SHARED      02              78
D AMN HEALTHCARE SERVICES INC    COM              00174410       209    20800 SH       SHARED      10           20800
D AOL INC                        COM              00184X10         0        6 SH       SHARED                       6
D AOL INC                        COM              00184X10     60376  1713790 SH       SHARED                 1713312            478
D AOL INC                        COM              00184X10       170     4830 SH       SHARED      01            2888           1942
D AOL INC                        COM              00184X10         1       43 SH       SHR/OTHR    01                             43
D AOL INC                        COM              00184X10       173     4925 SH       SHARED      02            4925
D AOL INC                        COM              00184X10       784    22272 SH       SHARED      04           22272
D AOL INC                        COM              00184X10       531    15100 SH       SHARED      06           15100
D AOL INC                        COM              00184X10        73     2100 SH       SHARED      10            2100
D AOL INC                        COM              00184X10         0        6 SH       SHR/OTHR    23                              6
D API TECHNOLOGIES CORP          COM NEW          00187E20         4     1575 SH       SHARED                    1575
D API TECHNOLOGIES CORP          COM NEW          00187E20        49    17200 SH       SHARED      01           17200
D API TECHNOLOGIES CORP          COM NEW          00187E20         0        5 SH       SHARED      02               5
D API TECHNOLOGIES CORP          COM NEW          00187E20        49    17100 SH       SHARED      10           17100
D AT^T INC                       COM              00206R10       281     7458 SH       SHARED                    7458
D AT^T INC                       COM              00206R10    358842  9518380 SH       SHARED                 9512567           5813
D AT^T INC                       COM              00206R10         1     2500 SH PUT   SHARED                    2500
D AT^T INC                       COM              00206R10     81634  2165376 SH       SHARED      01         1986794         178582
D AT^T INC                       COM              00206R10      2490    66066 SH       SHR/OTHR    01                          66066
D AT^T INC                       COM              00206R10     12266   325368 SH       SHARED      02          168901         156467
D AT^T INC                       COM              00206R10        89    24957 SH CALL  SHARED      02           24957
D AT^T INC                       COM              00206R10         6     6827 SH PUT   SHARED      02            6827
D AT^T INC                       COM              00206R10      1397    37066 SH       SHARED      04           15823          21243
D AT^T INC                       COM              00206R10     47690  1265010 SH       SHARED      04         1265010
D AT^T INC                       COM              00206R10      5949   157802 SH       SHARED      05          157802
D AT^T INC                       COM              00206R10     23881   633465 SH       SHARED      06          431366         202099
D AT^T INC                       COM              00206R10     85425  2265931 SH       SHARED      10         2265931
D AT^T INC                       COM              00206R10       504    13390 SH       SHARED      20           11790           1600
D AT^T INC                       COM              00206R10       142     3767 SH       SHR/OTHR    20                           3767
D AT^T INC                       COM              00206R10       531    14085 SH       SHARED      21           13940            145
D AT^T INC                       COM              00206R10       542    14387 SH       SHR/OTHR    21                          14387
D AT^T INC                       COM              00206R10      4534   120284 SH       SHARED      23          109159          11125
D AT^T INC                       COM              00206R10      6646   176297 SH       SHR/OTHR    23                         176297
D AT^T INC                       COM              00206R10       841    22332 SH       SHARED      26           22332
D AT^T INC                       COM              00206R10      5611   148857 SH       SHARED      27          148857
D AT^T INC                       COM              00206R10      6563   174106 SH       SHARED      29          174106
D AT^T INC                       COM              00206R10        45     1200 SH       SHARED      30            1200
D AT^T INC                       COM              00206R10     28920   767135 SH       SHARED      31          767135
D ATMI INC                       COM              00207R10       466    25138 SH       SHARED                   25138
D ATMI INC                       COM              00207R10         1       84 SH       SHARED      02                             84
D AU OPTRONICS CORP              SPONSORED ADR    00225510      1142   328411 SH       SHARED                  328411
D AU OPTRONICS CORP              SPONSORED ADR    00225510         0        1 SH       SHARED      02               1
D AU OPTRONICS CORP              SPONSORED ADR    00225510      1495   429800 SH       SHARED      04          429800
D AU OPTRONICS CORP              SPONSORED ADR    00225510      1148   330000 SH       SHARED      06                         330000
D AV HOMES INC                   COM              00234P10         7      486 SH       SHARED                     486
D AV HOMES INC                   COM              00234P10         0        1 SH       SHARED      02               1
D AV HOMES INC                   COM              00234P10       184    12400 SH       SHARED      10           12400
D AVX CORP NEW                   COM              00244410      1307   136381 SH       SHARED                  132168           4213
D AVX CORP NEW                   COM              00244410         5      601 SH       SHARED      02             601
D AVX CORP NEW                   COM              00244410       349    36400 SH       SHARED      10           36400
D AXT INC                        COM              00246W10         3     1166 SH       SHARED                    1166
D AXT INC                        COM              00246W10         0        5 SH       SHARED      02               5
D AXT INC                        COM              00246W10        35    10500 SH       SHARED      10           10500
D AXT INC                        COM              00246W10       179    53000 SH       SHARED      26           53000
D AZZ INC                        COM              00247410       754    19854 SH       SHARED                   19561            293
D AZZ INC                        COM              00247410         1       50 SH       SHARED      01              50
D AZZ INC                        COM              00247410         1       49 SH       SHARED      02              49
D AZZ INC                        COM              00247410       121     3200 SH       SHARED      10            3200
D AASTROM BIOSCIENCES INC        COM NEW          00253U30         0        2 SH       SHARED      02               2
D AARONS INC                     COM PAR $0.50    00253530     14085   506507 SH       SHARED                  505901            606
D AARONS INC                     COM PAR $0.50    00253530       103     3712 SH       SHARED      01            3712
D AARONS INC                     COM PAR $0.50    00253530         2      102 SH       SHARED      02             102
D AARONS INC                     COM PAR $0.50    00253530        38     1400 SH       SHARED      10            1400
D ABAXIS INC                     COM              00256710       977    27204 SH       SHARED                   26623            581
D ABAXIS INC                     COM              00256710         1       54 SH       SHARED      02              54
D ABAXIS INC                     COM              00256710        14      398 SH       SHARED      21                            398
D ABBOTT LABS                    COM              00282410       439     6406 SH       SHARED                    6406
D ABBOTT LABS                    COM              00282410    198633  2897226 SH       SHARED                 2895694           1532
D ABBOTT LABS                    COM              00282410     36181   527733 SH       SHARED      01          473659          54074
D ABBOTT LABS                    COM              00282410     10645   155275 SH       SHR/OTHR    01                         155275
D ABBOTT LABS                    COM              00282410     12707   185351 SH       SHARED      02          105938          79413
D ABBOTT LABS                    COM              00282410        14     1645 SH CALL  SHARED      02            1645
D ABBOTT LABS                    COM              00282410         0      346 SH PUT   SHARED      02             346
D ABBOTT LABS                    COM              00282410     21164   308700 SH       SHARED      04          308700
D ABBOTT LABS                    COM              00282410        19      289 SH       SHARED      05             289
D ABBOTT LABS                    COM              00282410       743    10840 SH       SHARED      05           10840
D ABBOTT LABS                    COM              00282410     11416   166518 SH       SHARED      06          112584          53934
D ABBOTT LABS                    COM              00282410     46095   672345 SH       SHARED      10          672345
D ABBOTT LABS                    COM              00282410       205     3000 SH       SHARED      15            3000
D ABBOTT LABS                    COM              00282410       190     2780 SH       SHARED      20            2730             50
D ABBOTT LABS                    COM              00282410       517     7550 SH       SHR/OTHR    20                           7550
D ABBOTT LABS                    COM              00282410        87     1275 SH       SHARED      21            1275
D ABBOTT LABS                    COM              00282410     14142   206275 SH       SHARED      23          201505           4770
D ABBOTT LABS                    COM              00282410      9676   141143 SH       SHR/OTHR    23                         141143
D ABBOTT LABS                    COM              00282410       548     8000 SH       SHARED      26            8000
D ABBOTT LABS                    COM              00282410      1150    16787 SH       SHARED      27           16787
D ABBOTT LABS                    COM              00282410      1453    21200 SH       SHARED      29           21200
D ABBOTT LABS                    COM              00282410      4182    61000 SH       SHARED      30           61000
D ABBOTT LABS                    COM              00282410     13086   190882 SH       SHARED      31          190882
D ABBOTT LABS                    COM              00282410       684     9989 SH       SHARED      32            9989
D ABERCROMBIE & FITCH CO         CL A             00289620      1356    40000 SH       SHARED                   40000
D ABERCROMBIE & FITCH CO         CL A             00289620      9526   280845 SH       SHARED                  277923           2922
D ABERCROMBIE & FITCH CO         CL A             00289620       793    23380 SH       SHARED      01           23380
D ABERCROMBIE & FITCH CO         CL A             00289620     12083   356233 SH       SHARED      02          356233
D ABERCROMBIE & FITCH CO         CL A             00289620         1    20000 SH CALL  SHARED      02           20000
D ABERCROMBIE & FITCH CO         CL A             00289620       186     5500 SH       SHARED      06            3400           2100
D ABERCROMBIE & FITCH CO         CL A             00289620       648    19117 SH       SHARED      10           19117
D ABERCROMBIE & FITCH CO         CL A             00289620       178     5275 SH       SHARED      21            5275
D ABERDEEN ASIA PACIFIC INCOM    COM              00300910       118    15278 SH       SHARED      02                          15278
D ABIOMED INC                    COM              00365410      1067    50843 SH       SHARED                   50143            700
D ABIOMED INC                    COM              00365410         1       79 SH       SHARED      02               9             70
D ABIOMED INC                    COM              00365410       350    16700 SH       SHARED      04           16700
D ABIOMED INC                    COM              00365410         7      350 SH       SHARED      06             350
D ABRAXAS PETE CORP              COM              00383010        31    13527 SH       SHARED                   13527
D ABRAXAS PETE CORP              COM              00383010         0       23 SH       SHARED      02              23
D ACACIA RESH CORP               ACACIA TCH COM   00388130      6231   227329 SH       SHARED                  227121            208
D ACACIA RESH CORP               ACACIA TCH COM   00388130        24      900 SH       SHARED      01             900
D ACACIA RESH CORP               ACACIA TCH COM   00388130       844    30824 SH       SHARED      02              14          30810
D ACADIA HEALTHCARE COMPANY IN   COM              00404A10        87     3663 SH       SHARED                    3663
D ACADIA HEALTHCARE COMPANY IN   COM              00404A10         1       72 SH       SHARED      02               6             66
D ACADIA PHARMACEUTICALS INC     COM              00422510       117    46553 SH       SHARED                   46553
D ACADIA PHARMACEUTICALS INC     COM              00422510       480   190000 SH       SHARED      02          190000
D ACADIA RLTY TR                 COM SH BEN INT   00423910      3305   133191 SH       SHARED                  133191
D ACADIA RLTY TR                 COM SH BEN INT   00423910         2       91 SH       SHARED      02              91
D ACADIA RLTY TR                 COM SH BEN INT   00423910      2175    87650 SH       SHARED      10           87650
D ACADIA RLTY TR                 COM SH BEN INT   00423910     40078  1614768 SH       SHARED      11         1054350         560418
D ACCELRYS INC                   COM              00430U10        88    10254 SH       SHARED                   10254
D ACCELRYS INC                   COM              00430U10         0       11 SH       SHARED      02              11
D ACCELRYS INC                   COM              00430U10       123    14300 SH       SHARED      32           14300
D ACCELR8 TECHNOLOGY CORP        COM NEW          00430420         1      400 SH       SHARED      02             400
D ACCESS NATL CORP               COM              00433710         3      266 SH       SHARED                     266
D ACCESS NATL CORP               COM              00433710         0        1 SH       SHARED      02               1
D ACCESS MIDSTREAM PARTNERS L    UNIT             00434L10       901    27200 SH       SHARED                   27200
D ACCESS MIDSTREAM PARTNERS L    UNIT             00434L10       842    25435 SH       SHARED      02                          25435
D ACCRETIVE HEALTH INC           COM              00438V10       109     9774 SH       SHARED                    8384           1390
D ACCRETIVE HEALTH INC           COM              00438V10       446    40015 SH       SHARED      02           40015
D ACCRETIVE HEALTH INC           COM              00438V10         0      130 SH PUT   SHARED      02             130
D ACCRETIVE HEALTH INC           COM              00438V10        16     1500 SH       SHARED      10            1500
D ACCURIDE CORP NEW              COM NEW          00439T20       521   111876 SH       SHARED                  111876
D ACCURIDE CORP NEW              COM NEW          00439T20         0        8 SH       SHARED      02               8
D ACCURIDE CORP NEW              COM NEW          00439T20       137    29400 SH       SHARED      10           29400
D ACCURAY INC                    COM              00439710        79    11196 SH       SHARED                   11196
D ACCURAY INC                    COM              00439710         3      480 SH       SHARED      02              19            461
D ACCURAY INC                    COM              00439710       595    84100 SH       SHARED      04           84100
D ACCURAY INC                    COM              00439710       140    19848 SH       SHARED      32           19848
D ACETO CORP                     COM              00444610        38     4082 SH       SHARED                    4082
D ACETO CORP                     COM              00444610         0        5 SH       SHARED      02               5
D ACETO CORP                     COM              00444610       165    17500 SH       SHARED      26           17500
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20      1411   135651 SH       SHARED                  135651
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20         0       16 SH       SHARED      02              16
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20      1335   128387 SH       SHARED      04          128387
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20       702    67547 SH       SHARED      26           67547
D ACHILLION PHARMACEUTICALS IN   COM              00448Q20       176    16927 SH       SHARED      32           16927
D ACI WORLDWIDE INC              COM              00449810      1646    38960 SH       SHARED                   37745           1215
D ACI WORLDWIDE INC              COM              00449810        21      500 SH       SHARED      01             500
D ACI WORLDWIDE INC              COM              00449810       117     2791 SH       SHARED      02             385           2406
D ACME PACKET INC                COM              00476410      3899   228034 SH       SHARED                  226374           1660
D ACME PACKET INC                COM              00476410        80     4700 SH       SHARED      01            4700
D ACME PACKET INC                COM              00476410        12      714 SH       SHARED      02               4            710
D ACME PACKET INC                COM              00476410        25     1500 SH       SHARED      10            1500
D ACORDA THERAPEUTICS INC        COM              00484M10      1093    42707 SH       SHARED                   41291           1416
D ACORDA THERAPEUTICS INC        COM              00484M10       112     4375 SH       SHARED      01            4375
D ACORDA THERAPEUTICS INC        COM              00484M10         0       12 SH       SHARED      02              12
D ACORDA THERAPEUTICS INC        COM              00484M10      1574    61494 SH       SHARED      04           61494
D ACORDA THERAPEUTICS INC        COM              00484M10       240     9400 SH       SHARED      32            9400
D ACORN ENERGY INC               COM              00484810         6      759 SH       SHARED                     759
D ACORN ENERGY INC               COM              00484810         0        5 SH       SHARED      02               5
D ACTIVE POWER INC               COM              00504W10       430   537600 SH       SHARED      01           42600         495000
D ACTIVE POWER INC               COM              00504W10        64    80000 SH       SHR/OTHR    01                          80000
D ACTIVE NETWORK INC             COM              00506D10        78     6234 SH       SHARED                    6234
D ACTIVE NETWORK INC             COM              00506D10         0       11 SH       SHARED      02              11
D ACTIVISION BLIZZARD INC        COM              00507V10     43439  3852753 SH       SHARED                 3849156           3597
D ACTIVISION BLIZZARD INC        COM              00507V10      1317   116875 SH       SHARED      01          116875
D ACTIVISION BLIZZARD INC        COM              00507V10        42     3800 SH       SHR/OTHR    01                           3800
D ACTIVISION BLIZZARD INC        COM              00507V10     18323  1625116 SH       SHARED      02         1624116           1000
D ACTIVISION BLIZZARD INC        COM              00507V10         3      300 SH       SHARED      05             300
D ACTIVISION BLIZZARD INC        COM              00507V10       735    65200 SH       SHARED      06           65200
D ACTIVISION BLIZZARD INC        COM              00507V10       166    14800 SH       SHARED      10           14800
D ACTIVISION BLIZZARD INC        COM              00507V10       237    21100 SH       SHARED      15           21100
D ACTIVISION BLIZZARD INC        COM              00507V10       418    37154 SH       SHARED      26           37154
D ACTUATE CORP                   COM              00508B10        76    10923 SH       SHARED                   10923
D ACTUATE CORP                   COM              00508B10        10     1534 SH       SHARED      02            1534
D ACTUANT CORP                   CL A NEW         00508X20      4611   161121 SH       SHARED                  141021          20100
D ACTUANT CORP                   CL A NEW         00508X20         3      135 SH       SHARED      02             135
D ACTUANT CORP                   CL A NEW         00508X20       228     8000 SH       SHARED      10            8000
D ACTUANT CORP                   CL A NEW         00508X20        24      840 SH       SHARED      21             840
D ACUITY BRANDS INC              COM              00508Y10      5311    83917 SH       SHARED                   82889           1028
D ACUITY BRANDS INC              COM              00508Y10         0       11 SH       SHARED      02              11
D ACUITY BRANDS INC              COM              00508Y10       202     3200 SH       SHARED      10            3200
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         1      610 SH       SHARED                     610
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         0      103 SH       SHARED      02             103
D ACXIOM CORP                    COM              00512510      2056   112584 SH       SHARED                  112584
D ACXIOM CORP                    COM              00512510        71     3900 SH       SHARED      01                           3900
D ACXIOM CORP                    COM              00512510         0       33 SH       SHARED      02              33
D ACXIOM CORP                    COM              00512510       440    24100 SH       SHARED      10           24100
D ADA ES INC                     COM              00520810         9      382 SH       SHARED                     382
D ADA ES INC                     COM              00520810         0        3 SH       SHARED      02               3
D ADAMS RES & ENERGY INC         COM NEW          00635130         2       78 SH       SHARED                      78
D ADAMS RES & ENERGY INC         COM NEW          00635130         0        1 SH       SHARED      02               1
D ADCARE HEALTH SYSTEMS INC      COM NEW          00650W30        23     4900 SH       SHARED                    4900
D ADDUS HOMECARE CORP            COM              00673910        60    11400 SH       SHARED      26           11400
D ADDVANTAGE TECHNOLOGIES GP I   COM NEW          00674330         0      100 SH       SHARED      02             100
D ADMINISTRADORA FONDOS PENSIO   SPONSORED ADR    00709P10       251     2750 SH       SHARED                    2750
D ADOBE SYS INC                  COM              00724F10        58     1793 SH       SHARED                    1793
D ADOBE SYS INC                  COM              00724F10     53664  1654524 SH       SHARED                 1654124            400
D ADOBE SYS INC                  COM              00724F10         1      200 SH PUT   SHARED                     200
D ADOBE SYS INC                  COM              00724F10      5088   156884 SH       SHARED      01          156884
D ADOBE SYS INC                  COM              00724F10        63     1950 SH       SHR/OTHR    01                           1950
D ADOBE SYS INC                  COM              00724F10       211     6514 SH       SHARED      02            2584           3930
D ADOBE SYS INC                  COM              00724F10         1      584 SH PUT   SHARED      02             584
D ADOBE SYS INC                  COM              00724F10        32     1000 SH       SHARED      04            1000
D ADOBE SYS INC                  COM              00724F10      2515    77553 SH       SHARED      04           77553
D ADOBE SYS INC                  COM              00724F10        18      557 SH       SHARED      05             557
D ADOBE SYS INC                  COM              00724F10        51     1590 SH       SHARED      05            1590
D ADOBE SYS INC                  COM              00724F10      3335   102840 SH       SHARED      06           55360          47480
D ADOBE SYS INC                  COM              00724F10      4895   150925 SH       SHARED      10          150925
D ADOBE SYS INC                  COM              00724F10        97     3000 SH       SHARED      20            3000
D ADOBE SYS INC                  COM              00724F10         1       60 SH       SHARED      23              60
D ADTRAN INC                     COM              00738A10       959    55515 SH       SHARED                   54139           1376
D ADTRAN INC                     COM              00738A10        22     1300 SH       SHARED      01            1300
D ADTRAN INC                     COM              00738A10         0       18 SH       SHARED      02              18
D ADTRAN INC                     COM              00738A10       198    11500 SH       SHARED      10           11500
D ADVANCE AUTO PARTS INC         COM              00751Y10      4223    61709 SH       SHARED                   61709
D ADVANCE AUTO PARTS INC         COM              00751Y10      1184    17300 SH       SHARED      01           17300
D ADVANCE AUTO PARTS INC         COM              00751Y10        61      902 SH       SHARED      02             902
D ADVANCE AUTO PARTS INC         COM              00751Y10         3       50 SH       SHARED      05              50
D ADVANCE AUTO PARTS INC         COM              00751Y10       136     2000 SH       SHARED      10            2000
D ADVANCE AUTO PARTS INC         COM              00751Y10         6       90 SH       SHARED      21                             90
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40      3688   988968 SH       SHARED                  988968
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40         0       11 SH       SHARED      02              11
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40       498   133594 SH       SHARED      04          133594
D ADVOCAT INC                    COM              00758610         1      200 SH       SHARED      02             200
D AEHR TEST SYSTEMS              COM              00760J10         0      200 SH       SHARED      02             200
D ADVISORY BRD CO                COM              00762W10      2133    44616 SH       SHARED                   44616
D ADVISORY BRD CO                COM              00762W10        14      310 SH       SHARED      02             310
D ADVISORY BRD CO                COM              00762W10       153     3200 SH       SHARED      10            3200
D ADVISORY BRD CO                COM              00762W10         4       96 SH       SHARED      21                             96
D ADVENT CLAY CONV SEC INC FD    COM              00763910         7     1044 SH       SHARED      02                           1044
D ADVENT CLAYMORE CV SECS & IN   COM              00764C10        29     1776 SH       SHARED      02                           1776
D ADVENT CLAYMORE ENH GRW & IN   COM              00765E10         4      500 SH       SHARED      02                            500
D ADVANTAGE OIL & GAS LTD        COM              00765F10       197    52798 SH       SHARED                   52798
D ADVANTAGE OIL & GAS LTD        COM              00765F10         2      700 SH       SHARED      02             700
D ADVANTAGE OIL & GAS LTD        COM              00765F10       517   138000 SH       SHARED      05          138000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10      2992   141420 SH       SHARED                  141420
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10        13      625 SH       SHARED      01             625
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10        59     2802 SH       SHARED      02               2           2800
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10      1121    53000 SH       SHARED      04           53000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10      1692    80000 SH       SHARED      06                          80000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       207     9815 SH       SHARED      21            9815
D AEGERION PHARMACEUTICALS INC   COM              00767E10        46     3168 SH       SHARED                    3168
D AEGERION PHARMACEUTICALS INC   COM              00767E10         0        7 SH       SHARED      02               7
D AEGERION PHARMACEUTICALS INC   COM              00767E10      1051    70958 SH       SHARED      04           70958
D AEGION CORP                    COM              00770F10       634    33124 SH       SHARED                   33124
D AEGION CORP                    COM              00770F10        16      872 SH       SHARED      02             872
D AEGION CORP                    COM              00770F10       218    11400 SH       SHARED      10           11400
D AEROCENTURY CORP               COM              00773710         2      200 SH       SHARED      02             200
D AEROFLEX HLDG CORP             COM              00776710      1141   172149 SH       SHARED                  172149
D AEROFLEX HLDG CORP             COM              00776710        17     2700 SH       SHARED      01            2700
D AEROFLEX HLDG CORP             COM              00776710         2      303 SH       SHARED      02             303
D AEROFLEX HLDG CORP             COM              00776710        59     8900 SH       SHARED      10            8900
D AEROPOSTALE                    COM              00786510      3298   243816 SH       SHARED                  243816
D AEROPOSTALE                    COM              00786510         7      569 SH       SHARED      01             569
D AEROPOSTALE                    COM              00786510         0       23 SH       SHARED      02              23
D AEROPOSTALE                    COM              00786510       165    12200 SH       SHARED      29           12200
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL      3149  3100000 PRN      SHARED      02         3100000
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL      1016  1000000 PRN      SHARED      04                        1000000
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL      1879  1850000 PRN      SHARED      06          400000        1450000
D ADVANCED MICRO DEVICES INC     COM              00790310        19     5672 SH       SHARED                    5672
D ADVANCED MICRO DEVICES INC     COM              00790310     12052  3576427 SH       SHARED                 3576227            200
D ADVANCED MICRO DEVICES INC     COM              00790310       523   155357 SH       SHARED      01          155357
D ADVANCED MICRO DEVICES INC     COM              00790310       156    46474 SH       SHARED      02           46474
D ADVANCED MICRO DEVICES INC     COM              00790310        43    12875 SH       SHARED      04           12875
D ADVANCED MICRO DEVICES INC     COM              00790310         7     2242 SH       SHARED      05            2242
D ADVANCED MICRO DEVICES INC     COM              00790310         0      261 SH       SHARED      05             261
D ADVANCED MICRO DEVICES INC     COM              00790310        99    29400 SH       SHARED      06           15600          13800
D ADVANCED MICRO DEVICES INC     COM              00790310       587   174345 SH       SHARED      10          174345
D ADVANCED ENERGY INDS           COM              00797310       476    38650 SH       SHARED                   35293           3357
D ADVANCED ENERGY INDS           COM              00797310         1      132 SH       SHARED      02             132
D ADVANCED ENERGY INDS           COM              00797310       182    14800 SH       SHARED      10           14800
D ADVENT SOFTWARE INC            COM              00797410       659    26829 SH       SHARED                   26829
D ADVENT SOFTWARE INC            COM              00797410         0        7 SH       SHARED      02               7
D AETERNA ZENTARIS INC           COM              00797520         0     1300 SH       SHARED                    1300
D AETERNA ZENTARIS INC           COM              00797520         1     2000 SH       SHARED      02            2000
D AEROSONIC CORP DEL             COM PAR $0.40    00801530         0      300 SH       SHARED      02             300
D AEROVIRONMENT INC              COM              00807310      4143   176648 SH       SHARED                  175948            700
D AEROVIRONMENT INC              COM              00807310         1       53 SH       SHARED      02              53
D AES TR III                     PFD CV 6.75%     00808N20        64     1296 SH       SHARED      02                           1296
D AETNA INC NEW                  COM              00817Y10        66     1679 SH       SHARED                    1679
D AETNA INC NEW                  COM              00817Y10    104567  2640602 SH       SHARED                 2640602
D AETNA INC NEW                  COM              00817Y10      4464   112750 SH       SHARED      01          112750
D AETNA INC NEW                  COM              00817Y10      6096   153953 SH       SHARED      02          137293          16660
D AETNA INC NEW                  COM              00817Y10       150     3810 SH       SHARED      04            3810
D AETNA INC NEW                  COM              00817Y10      5336   134752 SH       SHARED      04          134752
D AETNA INC NEW                  COM              00817Y10       137     3460 SH       SHARED      05            3460
D AETNA INC NEW                  COM              00817Y10      1974    49850 SH       SHARED      06           35220          14630
D AETNA INC NEW                  COM              00817Y10      7944   200620 SH       SHARED      10          200620
D AETNA INC NEW                  COM              00817Y10       308     7800 SH       SHARED      15            7800
D AETNA INC NEW                  COM              00817Y10       118     3000 SH       SHARED      23            3000
D AETNA INC NEW                  COM              00817Y10       170     4300 SH       SHARED      26            4300
D AETNA INC NEW                  COM              00817Y10       123     3113 SH       SHARED      27            3113
D AETNA INC NEW                  COM              00817Y10      5397   136301 SH       SHARED      31          136301
D AETNA INC NEW                  COM              00817Y10       122     3100 SH       SHARED      32            3100
D AFFILIATED MANAGERS GROUP      NOTE  3.950% 8/1 008252AL      1036   930000 PRN      SHARED      04                         930000
D AFFILIATED MANAGERS GROUP      NOTE  3.950% 8/1 008252AL      2568  2306000 PRN      SHARED      06         2306000
D AFFILIATED MANAGERS GROUP      COM              00825210     21169   172111 SH       SHARED                  172111
D AFFILIATED MANAGERS GROUP      COM              00825210      3129    25440 SH       SHARED      01           25440
D AFFILIATED MANAGERS GROUP      COM              00825210       396     3221 SH       SHARED      02            3221
D AFFILIATED MANAGERS GROUP      COM              00825210       615     5000 SH       SHARED      04            5000
D AFFILIATED MANAGERS GROUP      COM              00825210        50      410 SH       SHARED      06             410
D AFFILIATED MANAGERS GROUP      COM              00825210       110      900 SH       SHARED      10             900
D AFFILIATED MANAGERS GROUP      COM              00825210        22      186 SH       SHARED      21             186
D AFFYMAX INC                    COM              00826A10       125     5953 SH       SHARED                    5953
D AFFYMAX INC                    COM              00826A10         1       64 SH       SHARED      02              10             54
D AFFYMAX INC                    COM              00826A10         2     2737 SH PUT   SHARED      02            2737
D AFFYMAX INC                    COM              00826A10      6374   302700 SH       SHARED      04          302700
D AFFYMAX INC                    COM              00826A10        21     1000 SH       SHARED      06            1000
D AFFYMAX INC                    COM              00826A10       328    15600 SH       SHARED      10           15600
D AFFYMETRIX INC                 COM              00826T10       231    53329 SH       SHARED                   53329
D AFFYMETRIX INC                 COM              00826T10         0      127 SH       SHARED      02             127
D AFFYMETRIX INC                 COM              00826T10        59    13600 SH       SHARED      10           13600
D AFFORDABLE RESIDENTIAL CMNTY   NOTE  7.500% 8/1 00828UAB       360   300000 PRN      SHARED                  300000
D AGILENT TECHNOLOGIES INC       COM              00846U10        86     2242 SH       SHARED                    2242
D AGILENT TECHNOLOGIES INC       COM              00846U10     29312   762350 SH       SHARED                  762350
D AGILENT TECHNOLOGIES INC       COM              00846U10      4076   106029 SH       SHARED      01          104834           1195
D AGILENT TECHNOLOGIES INC       COM              00846U10      4622   120229 SH       SHARED      02            4058         116171
D AGILENT TECHNOLOGIES INC       COM              00846U10     38646  1005100 SH       SHARED      04         1005100
D AGILENT TECHNOLOGIES INC       COM              00846U10       147     3825 SH       SHARED      05            3825
D AGILENT TECHNOLOGIES INC       COM              00846U10      6746   175470 SH       SHARED      06           82220          93250
D AGILENT TECHNOLOGIES INC       COM              00846U10      7547   196294 SH       SHARED      10          196294
D AGILENT TECHNOLOGIES INC       COM              00846U10       188     4910 SH       SHARED      21            4910
D AGILENT TECHNOLOGIES INC       COM              00846U10         3       85 SH       SHR/OTHR    21                             85
D AGILENT TECHNOLOGIES INC       COM              00846U10       125     3253 SH       SHR/OTHR    23                           3253
D AGILENT TECHNOLOGIES INC       COM              00846U10       390    10160 SH       SHARED      26           10160
D AGILENT TECHNOLOGIES INC       COM              00846U10       169     4400 SH       SHARED      32            4400
D AGENUS INC                     COM NEW          00847G70       123    26883 SH       SHARED                   26816             67
D AGENUS INC                     COM NEW          00847G70         0        6 SH       SHARED      02               6
D AGILYSYS INC                   COM              00847J10       122    14241 SH       SHARED                   14241
D AGILYSYS INC                   COM              00847J10         4      575 SH       SHARED      01             575
D AGILYSYS INC                   COM              00847J10         0        6 SH       SHARED      02               6
D AGILYSYS INC                   COM              00847J10       184    21500 SH       SHARED      10           21500
D AGNICO EAGLE MINES LTD         COM              00847410        10      200 SH       SHARED                     200
D AGNICO EAGLE MINES LTD         COM              00847410     46131   889188 SH       SHARED                  889188
D AGNICO EAGLE MINES LTD         COM              00847410      5919   114092 SH       SHARED      02          113792            300
D AGNICO EAGLE MINES LTD         COM              00847410        14     3008 SH CALL  SHARED      02            3008
D AGNICO EAGLE MINES LTD         COM              00847410     15383   296522 SH       SHARED      04          296522
D AGNICO EAGLE MINES LTD         COM              00847410        88     1700 SH       SHARED      05            1700
D AGNICO EAGLE MINES LTD         COM              00847410      3111    59980 SH       SHARED      06             950          59030
D AGNICO EAGLE MINES LTD         COM              00847410      1363    26290 SH       SHARED      29           26290
D AGNICO EAGLE MINES LTD         COM              00847410      5203   100300 SH       SHARED      30          100300
D AGREE REALTY CORP              COM              00849210       176     6914 SH       SHARED                    6914
D AGREE REALTY CORP              COM              00849210         0        2 SH       SHARED      02               2
D AGRIUM INC                     COM              00891610       103     1000 SH       SHARED                    1000
D AGRIUM INC                     COM              00891610     15944   154111 SH       SHARED                  154111
D AGRIUM INC                     COM              00891610      1344    13000 SH       SHARED      02           13000
D AGRIUM INC                     COM              00891610         0      350 SH PUT   SHARED      02             350
D AGRIUM INC                     COM              00891610      6714    64900 SH       SHARED      04           64900
D AGRIUM INC                     COM              00891610       134     1300 SH       SHARED      05            1300
D AGRIUM INC                     COM              00891610      4256    41143 SH       SHARED      06           28270          12873
D AGRIUM INC                     COM              00891610      3832    37048 SH       SHARED      10           37048
D AGRIUM INC                     COM              00891610         9       89 SH       SHARED      21              89
D AGRIUM INC                     COM              00891610        15      150 SH       SHARED      23             150
D AGRIUM INC                     COM              00891610        72      700 SH       SHARED      29             700
D AGRIUM INC                     COM              00891610      3796    36700 SH       SHARED      30           36700
D AIR LEASE CORP                 CL A             00912X30       641    31424 SH       SHARED                   31424
D AIR LEASE CORP                 CL A             00912X30       807    39603 SH       SHARED      02            1303          38300
D AIR METHODS CORP               COM PAR $.06     00912830      1091     9142 SH       SHARED                    9142
D AIR METHODS CORP               COM PAR $.06     00912830        40      337 SH       SHARED      02              23            314
D AIR METHODS CORP               COM PAR $.06     00912830       541     4540 SH       SHARED      26            4540
D AIR PRODS & CHEMS INC          COM              00915810       117     1416 SH       SHARED                    1416
D AIR PRODS & CHEMS INC          COM              00915810     50301   608244 SH       SHARED                  391488         216756
D AIR PRODS & CHEMS INC          COM              00915810      5390    65182 SH       SHARED      01           60482           4700
D AIR PRODS & CHEMS INC          COM              00915810       233     2825 SH       SHR/OTHR    01                           2825
D AIR PRODS & CHEMS INC          COM              00915810      9897   119674 SH       SHARED      02            3634         116040
D AIR PRODS & CHEMS INC          COM              00915810         0      312 SH CALL  SHARED      02             312
D AIR PRODS & CHEMS INC          COM              00915810    164102  1984307 SH       SHARED      04         1978707           5600
D AIR PRODS & CHEMS INC          COM              00915810       761     9210 SH       SHARED      05            9210
D AIR PRODS & CHEMS INC          COM              00915810      4058    49070 SH       SHARED      06           20990          28080
D AIR PRODS & CHEMS INC          COM              00915810      8296   100322 SH       SHARED      10          100322
D AIR PRODS & CHEMS INC          COM              00915810       853    10320 SH       SHR/OTHR    20                          10320
D AIR PRODS & CHEMS INC          COM              00915810       453     5484 SH       SHARED      23            5484
D AIR PRODS & CHEMS INC          COM              00915810       755     9135 SH       SHR/OTHR    23                           9135
D AIR PRODS & CHEMS INC          COM              00915810       332     4025 SH       SHARED      29            4025
D AIR PRODS & CHEMS INC          COM              00915810     11091   134118 SH       SHARED      31          134118
D AIR TRANSPORT SERVICES GRP I   COM              00922R10        17     3858 SH       SHARED                    3858
D AIR TRANSPORT SERVICES GRP I   COM              00922R10         0        9 SH       SHARED      02               9
D AIR TRANSPORT SERVICES GRP I   COM              00922R10        22     5100 SH       SHARED      10            5100
D AIR TRANSPORT SERVICES GRP I   COM              00922R10        35     8100 SH       SHARED      26            8100
D AIRGAS INC                     COM              00936310        71      872 SH       SHARED                     872
D AIRGAS INC                     COM              00936310     17528   212980 SH       SHARED                  212864            116
D AIRGAS INC                     COM              00936310      1267    15400 SH       SHARED      01           15400
D AIRGAS INC                     COM              00936310       178     2171 SH       SHARED      02              58           2113
D AIRGAS INC                     COM              00936310        69      850 SH       SHARED      05             850
D AIRGAS INC                     COM              00936310       358     4350 SH       SHARED      06            2300           2050
D AIRGAS INC                     COM              00936310      1412    17158 SH       SHARED      10           17158
D AIRGAS INC                     COM              00936310      4257    51727 SH       SHARED      31           51727
D AIRMEDIA GROUP INC             SPONSORED ADR    00941110       302   160000 SH       SHARED      04          160000
D AIRTRAN HLDGS INC              NOTE  5.250%11/0 00949PAD      1252  1000000 PRN      SHARED      02         1000000
D AIXTRON SE                     SPONSORED ADR    00960610         3      300 SH       SHARED      02             300
D AKAMAI TECHNOLOGIES INC        COM              00971T10        32      838 SH       SHARED                     838
D AKAMAI TECHNOLOGIES INC        COM              00971T10     26626   695937 SH       SHARED                  695937
D AKAMAI TECHNOLOGIES INC        COM              00971T10         0        8 SH CALL  SHARED                       8
D AKAMAI TECHNOLOGIES INC        COM              00971T10      2512    65663 SH       SHARED      01           63050           2613
D AKAMAI TECHNOLOGIES INC        COM              00971T10         1       50 SH       SHR/OTHR    01                             50
D AKAMAI TECHNOLOGIES INC        COM              00971T10      7183   187747 SH       SHARED      02          187558            189
D AKAMAI TECHNOLOGIES INC        COM              00971T10         1      125 SH PUT   SHARED      02             125
D AKAMAI TECHNOLOGIES INC        COM              00971T10         3       90 SH       SHARED      05              90
D AKAMAI TECHNOLOGIES INC        COM              00971T10       403    10550 SH       SHARED      06            6650           3900
D AKAMAI TECHNOLOGIES INC        COM              00971T10      1760    46006 SH       SHARED      10           46006
D AKAMAI TECHNOLOGIES INC        COM              00971T10         2       65 SH       SHARED      20              65
D AKAMAI TECHNOLOGIES INC        COM              00971T10         4      130 SH       SHARED      23             130
D AKAMAI TECHNOLOGIES INC        COM              00971T10        19      500 SH       SHR/OTHR    23                            500
D AKAMAI TECHNOLOGIES INC        COM              00971T10      1278    33425 SH       SHARED      27           33425
D AKORN INC                      NOTE  3.500% 6/0 009728AB      8048  4840000 PRN      SHARED      02         4840000
D AKORN INC                      COM              00972810       729    55195 SH       SHARED                   52198           2997
D AKORN INC                      COM              00972810      1956   148027 SH       SHARED      02          148027
D AKORN INC                      COM              00972810      1388   105000 SH       SHARED      04          105000
D ALAMO GROUP INC                COM              01131110        37     1114 SH       SHARED                    1114
D ALAMO GROUP INC                COM              01131110       564    16712 SH       SHARED      01           13612           3100
D ALAMO GROUP INC                COM              01131110      1162    34400 SH       SHR/OTHR    01                          34400
D ALAMO GROUP INC                COM              01131110         0        1 SH       SHARED      02               1
D ALAMO GROUP INC                COM              01131110        50     1500 SH       SHARED      10            1500
D ALAMO GROUP INC                COM              01131110       185     5500 SH       SHARED      26            5500
D ALASKA AIR GROUP INC           COM              01165910     15701   447855 SH       SHARED                  447855
D ALASKA AIR GROUP INC           COM              01165910       248     7100 SH       SHARED      01            7100
D ALASKA AIR GROUP INC           COM              01165910         7      217 SH       SHARED      02             217
D ALASKA AIR GROUP INC           COM              01165910        17      500 SH       SHARED      10             500
D ALASKA AIR GROUP INC           COM              01165910         6      173 SH       SHARED      21             173
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10       177    78716 SH       SHARED                   73896           4820
D ALBANY INTL CORP               CL A             01234810       494    22528 SH       SHARED                   22528
D ALBANY INTL CORP               CL A             01234810         3      152 SH       SHARED      02             152
D ALBANY INTL CORP               CL A             01234810       193     8800 SH       SHARED      10            8800
D ALBANY MOLECULAR RESH INC      COM              01242310       104    30227 SH       SHARED                   30227
D ALBEMARLE CORP                 COM              01265310      5298   100583 SH       SHARED                  100291            292
D ALBEMARLE CORP                 COM              01265310      1186    22520 SH       SHARED      01           22520
D ALBEMARLE CORP                 COM              01265310        21      401 SH       SHARED      02             401
D ALBEMARLE CORP                 COM              01265310        73     1400 SH       SHARED      05            1400
D ALBEMARLE CORP                 COM              01265310        68     1300 SH       SHARED      10            1300
D ALCOA INC                      NOTE  5.250% 3/1 013817AT      3751  2526000 PRN      SHARED                                2526000
D ALCOA INC                      NOTE  5.250% 3/1 013817AT     11773  7928000 PRN      SHARED      02         7928000
D ALCOA INC                      COM              01381710        49     5539 SH       SHARED                    5539
D ALCOA INC                      COM              01381710     33694  3805135 SH       SHARED                 3080885         724250
D ALCOA INC                      COM              01381710         1      500 SH PUT   SHARED                     500
D ALCOA INC                      COM              01381710      2536   286399 SH       SHARED      01          282799           3600
D ALCOA INC                      COM              01381710         4      480 SH       SHR/OTHR    01                            480
D ALCOA INC                      COM              01381710       855    96622 SH       SHARED      02           75919          20703
D ALCOA INC                      COM              01381710         5    24682 SH CALL  SHARED      02           24682
D ALCOA INC                      COM              01381710         0      772 SH PUT   SHARED      02             772
D ALCOA INC                      COM              01381710      1042   117729 SH       SHARED      04                         117729
D ALCOA INC                      COM              01381710     91393 10321170 SH       SHARED      04        10304670          16500
D ALCOA INC                      COM              01381710       264    29830 SH       SHARED      05           29830
D ALCOA INC                      COM              01381710      1161   131200 SH       SHARED      06           91300          39900
D ALCOA INC                      COM              01381710      2286   258190 SH       SHARED      10          258190
D ALCOA INC                      COM              01381710        53     6000 SH       SHARED      21            6000
D ALCOA INC                      COM              01381710        62     7080 SH       SHR/OTHR    23                           7080
D ALCOA INC                      COM              01381710      1005   113500 SH       SHARED      26          113500
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         0       26 SH       SHARED                                     26
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      2272  2065524 SH       SHARED                                2065524
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         1     1068 SH       SHARED      01             483            585
D ALCATEL-LUCENT                 SPONSORED ADR    01390430       519   471943 SH       SHARED      02          384392          87551
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         9     8585 SH       SHARED      21            8585
D ALDERON IRON ORE CORP          COM              01434T10        22    11200 SH       SHARED                   11200
D ALERE INC                      COM              01449J10       265    13632 SH       SHARED                   11692           1940
D ALERE INC                      COM              01449J10        20     1075 SH       SHARED      01            1075
D ALERE INC                      COM              01449J10        76     3925 SH       SHARED      02            3925
D ALERE INC                      COM              01449J10         0       36 SH CALL  SHARED      02              36
D ALERE INC                      PERP PFD CONV SE 01449J20     33345   164368 SH       SHARED                  164368
D ALEXANDER & BALDWIN INC NEW    COM              01449110      1397    47331 SH       SHARED                   47331
D ALEXANDER & BALDWIN INC NEW    COM              01449110        20      700 SH       SHARED      01             700
D ALEXANDER & BALDWIN INC NEW    COM              01449110         6      237 SH       SHARED      02             237
D ALEXANDER & BALDWIN INC NEW    COM              01449110         2      100 SH       SHARED      10             100
D ALEXANDERS INC                 COM              01475210      1778     4161 SH       SHARED                    4161
D ALEXANDERS INC                 COM              01475210       470     1100 SH       SHARED      01            1100
D ALEXANDERS INC                 COM              01475210       170      400 SH       SHARED      02             400
D ALEXANDERS INC                 COM              01475210      1385     3240 SH       SHARED      10            3240
D ALEXANDERS INC                 COM              01475210     53353   124807 SH       SHARED      11           78190          46617
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110      8689   118199 SH       SHARED                  118199
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       176     2394 SH       SHARED      02            2394
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110        14      200 SH       SHARED      10             200
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       607     8257 SH       SHARED      26            8257
D ALEXCO RESOURCE CORP           COM              01535P10        78    18030 SH       SHARED                   18030
D ALEXION PHARMACEUTICALS INC    COM              01535110     53078   463971 SH       SHARED                  463971
D ALEXION PHARMACEUTICALS INC    COM              01535110      6733    58855 SH       SHARED      01           57660           1195
D ALEXION PHARMACEUTICALS INC    COM              01535110        44      389 SH       SHARED      02               8            381
D ALEXION PHARMACEUTICALS INC    COM              01535110         3      200 SH CALL  SHARED      02             200
D ALEXION PHARMACEUTICALS INC    COM              01535110      1601    14000 SH       SHARED      04           14000
D ALEXION PHARMACEUTICALS INC    COM              01535110     41939   366600 SH       SHARED      04          364100           2500
D ALEXION PHARMACEUTICALS INC    COM              01535110       173     1520 SH       SHARED      05            1520
D ALEXION PHARMACEUTICALS INC    COM              01535110      2408    21050 SH       SHARED      06           15280           5770
D ALEXION PHARMACEUTICALS INC    COM              01535110      5884    51437 SH       SHARED      10           51437
D ALEXION PHARMACEUTICALS INC    COM              01535110         8       78 SH       SHR/OTHR    21                             78
D ALEXION PHARMACEUTICALS INC    COM              01535110       475     4159 SH       SHARED      27            4159
D ALEXION PHARMACEUTICALS INC    COM              01535110      1796    15700 SH       SHARED      29           15700
D ALEXION PHARMACEUTICALS INC    COM              01535110      2070    18100 SH       SHARED      30           18100
D ALEXZA PHARMACEUTICALS INC     COM NEW          01538420       149    33891 SH       SHARED                   33891
D ALICO INC                      COM              01623010        24      785 SH       SHARED                     785
D ALIGN TECHNOLOGY INC           COM              01625510      2447    66206 SH       SHARED                   66206
D ALIGN TECHNOLOGY INC           COM              01625510       816    22097 SH       SHARED      01           19247           2850
D ALIGN TECHNOLOGY INC           COM              01625510      1171    31700 SH       SHR/OTHR    01                          31700
D ALIGN TECHNOLOGY INC           COM              01625510      7220   195301 SH       SHARED      02          191009           4292
D ALIGN TECHNOLOGY INC           COM              01625510        16      452 SH       SHARED      21             452
D ALIGN TECHNOLOGY INC           COM              01625510       681    18430 SH       SHARED      32           18430
D ALLEGHANY CORP DEL             COM              01717510      6430    18641 SH       SHARED                   18641
D ALLEGHANY CORP DEL             COM              01717510      1034     3000 SH       SHARED      01            3000
D ALLEGHANY CORP DEL             COM              01717510        21       63 SH       SHARED      02              33             30
D ALLEGHANY CORP DEL             COM              01717510      2794     8100 SH       SHARED      04            8100
D ALLEGHENY TECHNOLOGIES INC     NOTE  4.250% 6/0 01741RAD       746   650000 PRN      SHARED                                 650000
D ALLEGHENY TECHNOLOGIES INC     NOTE  4.250% 6/0 01741RAD       631   550000 PRN      SHARED      04                         550000
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10     12966   406458 SH       SHARED                  406458
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       763    23925 SH       SHARED      01           23925
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      6995   219291 SH       SHARED      02          218792            499
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         0      500 SH CALL  SHARED      02             500
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      3703   116110 SH       SHARED      04          116110
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10        64     2030 SH       SHARED      05            2030
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      3217   100850 SH       SHARED      06            3450          97400
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       867    27184 SH       SHARED      10           27184
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       287     9000 SH       SHARED      15            9000
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         3      100 SH       SHARED      23             100
D ALLEGIANT TRAVEL CO            COM              01748X10       684    10806 SH       SHARED                   10415            391
D ALLEGIANT TRAVEL CO            COM              01748X10       101     1600 SH       SHARED      01            1600
D ALLEGIANT TRAVEL CO            COM              01748X10         5       93 SH       SHARED      02              29             64
D ALLERGAN INC                   COM              01849010        17      192 SH       SHARED                     192
D ALLERGAN INC                   COM              01849010     36169   394946 SH       SHARED                  394946
D ALLERGAN INC                   COM              01849010      7727    84377 SH       SHARED      01           84377
D ALLERGAN INC                   COM              01849010       374     4088 SH       SHARED      02             206           3882
D ALLERGAN INC                   COM              01849010     30101   328690 SH       SHARED      04          328690
D ALLERGAN INC                   COM              01849010       202     2210 SH       SHARED      05            2210
D ALLERGAN INC                   COM              01849010      2873    31380 SH       SHARED      06           20470          10910
D ALLERGAN INC                   COM              01849010      7650    83542 SH       SHARED      10           83542
D ALLERGAN INC                   COM              01849010       450     4918 SH       SHARED      21            4918
D ALLERGAN INC                   COM              01849010       989    10802 SH       SHARED      27           10802
D ALLERGAN INC                   COM              01849010       600     6555 SH       SHARED      29            6555
D ALLETE INC                     COM NEW          01852230      1124    26944 SH       SHARED                   26480            464
D ALLETE INC                     COM NEW          01852230       481    11532 SH       SHARED      01           11532
D ALLETE INC                     COM NEW          01852230        24      596 SH       SHARED      02              63            533
D ALLETE INC                     COM NEW          01852230       375     9000 SH       SHARED      10            9000
D ALLIANCE BANKSHARES CORP       COM              01853510         0      200 SH       SHARED      02             200
D ALLIANCE DATA SYSTEMS CORP     NOTE  4.750% 5/1 018581AC      8888  2949000 PRN      SHARED      02         2949000
D ALLIANCE DATA SYSTEMS CORP     NOTE  1.750% 8/0 018581AD         9     5000 PRN      SHARED      02            5000
D ALLIANCE DATA SYSTEMS CORP     COM              01858110     23980   168934 SH       SHARED                  168914             20
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      1783    12566 SH       SHARED      01           12566
D ALLIANCE DATA SYSTEMS CORP     COM              01858110     58807   414283 SH       SHARED      02          414283
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       322     2270 SH       SHARED      06            2000            270
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       184     1300 SH       SHARED      10            1300
D ALLIANCE DATA SYSTEMS CORP     COM              01858110        16      116 SH       SHARED      21             116
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620         0      300 SH       SHARED      02             300
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10         8      181 SH       SHARED                     181
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10        71     1500 SH       SHARED      02                           1500
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10      2562    42744 SH       SHARED                   42744
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10        61     1020 SH       SHARED      02                           1020
D ALLIANCE ONE INTL INC          NOTE  5.500% 7/1 018772AQ       481   500000 PRN      SHARED                  500000
D ALLIANCE ONE INTL INC          COM              01877210      1566   484853 SH       SHARED                  484853
D ALLIANCE ONE INTL INC          COM              01877210         0      222 SH       SHARED      02             222
D ALLIANCEBERNSTEIN GBL HGH IN   COM              01879R10         4      303 SH       SHARED      01             303
D ALLIANT ENERGY CORP            COM              01880210      6074   139990 SH       SHARED                  138690           1300
D ALLIANT ENERGY CORP            COM              01880210      1136    26200 SH       SHARED      01           26200
D ALLIANT ENERGY CORP            COM              01880210        60     1402 SH       SHARED      02               2           1400
D ALLIANT ENERGY CORP            COM              01880210        60     1400 SH       SHARED      04            1400
D ALLIANT ENERGY CORP            COM              01880210       164     3800 SH       SHARED      05            3800
D ALLIANT ENERGY CORP            COM              01880210       147     3400 SH       SHARED      06            3000            400
D ALLIANT TECHSYSTEMS INC        COM              01880410      6501   129747 SH       SHARED                  129530            217
D ALLIANT TECHSYSTEMS INC        COM              01880410       147     2950 SH       SHARED      01            2950
D ALLIANT TECHSYSTEMS INC        COM              01880410        12      250 SH       SHR/OTHR    01                            250
D ALLIANT TECHSYSTEMS INC        COM              01880410         1       23 SH       SHARED      02              23
D ALLIANT TECHSYSTEMS INC        COM              01880410     21495   428976 SH       SHARED      10          428976
D ALLIANT TECHSYSTEMS INC        COM              01880410        75     1509 SH       SHARED      20            1509
D ALLIANCEBERNSTEIN INCOME FUN   COM              01881E10        47     5500 SH       SHARED      02            4000           1500
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10       835    54187 SH       SHARED                   54187
D ALLIANCE FINANCIAL CORP NY     COM              01920510         6      172 SH       SHARED                     172
D ALLIANCE FINANCIAL CORP NY     COM              01920510         0        1 SH       SHARED      02               1
D ALLIED MOTION TECHNOLOGIES I   COM              01933010         0      100 SH       SHARED      02             100
D ALLIED NEVADA GOLD CORP        COM              01934410      9033   231282 SH       SHARED                  231282
D ALLIED NEVADA GOLD CORP        COM              01934410       287     7350 SH       SHARED      01            7350
D ALLIED NEVADA GOLD CORP        COM              01934410        40     1042 SH       SHARED      02            1003             39
D ALLIED NEVADA GOLD CORP        COM              01934410         3     1500 SH CALL  SHARED      02            1500
D ALLIED NEVADA GOLD CORP        COM              01934410      1672    42813 SH       SHARED      04           42813
D ALLIED NEVADA GOLD CORP        COM              01934410       148     3800 SH       SHARED      10            3800
D ALLIED NEVADA GOLD CORP        COM              01934410       278     7120 SH       SHARED      29            7120
D ALLISON TRANSMISSION HLDGS I   COM              01973R10        32     1608 SH       SHARED                    1608
D ALLISON TRANSMISSION HLDGS I   COM              01973R10        32     1602 SH       SHARED      02            1602
D ALLISON TRANSMISSION HLDGS I   COM              01973R10        12      600 SH       SHARED      10             600
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10       194    15680 SH       SHARED                   15680
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10      7833   630755 SH       SHARED                  607056          23699
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10       179    14450 SH       SHARED      01           14450
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10        86     7004 SH       SHARED      02               4           7000
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10       372    30000 SH       SHARED      04           30000
D ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P10       224    18100 SH       SHARED      32           18100
D ALLSTATE CORP                  COM              02000210        99     2505 SH       SHARED                    2505
D ALLSTATE CORP                  COM              02000210     73766  1862316 SH       SHARED                 1862316
D ALLSTATE CORP                  COM              02000210      5929   149699 SH       SHARED      01          144728           4971
D ALLSTATE CORP                  COM              02000210      2486    62773 SH       SHARED      02           60607           2166
D ALLSTATE CORP                  COM              02000210         0       96 SH CALL  SHARED      02              96
D ALLSTATE CORP                  COM              02000210         0     1300 SH PUT   SHARED      02            1300
D ALLSTATE CORP                  COM              02000210       622    15723 SH       SHARED      04           15723
D ALLSTATE CORP                  COM              02000210       792    20000 SH       SHARED      04           20000
D ALLSTATE CORP                  COM              02000210       117     2970 SH       SHARED      05            2970
D ALLSTATE CORP                  COM              02000210      3369    85070 SH       SHARED      06           68250          16820
D ALLSTATE CORP                  COM              02000210      7921   199992 SH       SHARED      10          199992
D ALLSTATE CORP                  COM              02000210       374     9450 SH       SHARED      15            9450
D ALLSTATE CORP                  COM              02000210         5      136 SH       SHARED      21                            136
D ALLSTATE CORP                  COM              02000210       113     2872 SH       SHR/OTHR    23                           2872
D ALLSTATE CORP                  COM              02000210        95     2400 SH       SHARED      30            2400
D ALLSTATE CORP                  COM              02000210      8273   208878 SH       SHARED      31          208878
D ALMADEN MINERALS LTD           COM              02028310         0      300 SH       SHARED                     300
D ALMADEN MINERALS LTD           COM              02028310         0      100 SH       SHARED      02             100
D ALMOST FAMILY INC              COM              02040910       694    32648 SH       SHARED                   32648
D ALMOST FAMILY INC              COM              02040910         0       15 SH       SHARED      02              15
D ALMOST FAMILY INC              COM              02040910        21     1000 SH       SHARED      10            1000
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       149     7961 SH       SHARED                    7961
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10         1       77 SH       SHARED      02              13             64
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       343    18263 SH       SHARED      04           18263
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10        75     4000 SH       SHARED      10            4000
D ALON USA ENERGY INC            COM              02052010       724    52859 SH       SHARED                   52859
D ALON USA ENERGY INC            COM              02052010         0        2 SH       SHARED      02               2
D ALON USA ENERGY INC            COM              02052010       158    11600 SH       SHARED      10           11600
D ALPHA NATURAL RESOURCES INC    NOTE  2.375% 4/1 02076XAA      1498  1713000 PRN      SHARED                 1713000
D ALPHA NATURAL RESOURCES INC    COM              02076X10       136    20752 SH       SHARED                   20752
D ALPHA NATURAL RESOURCES INC    COM              02076X10     38210  5815841 SH       SHARED                 5814841           1000
D ALPHA NATURAL RESOURCES INC    COM              02076X10        95    14564 SH       SHARED      01           11021           3543
D ALPHA NATURAL RESOURCES INC    COM              02076X10     10327  1571894 SH       SHARED      02         1556899          14995
D ALPHA NATURAL RESOURCES INC    COM              02076X10         1     1318 SH CALL  SHARED      02            1318
D ALPHA NATURAL RESOURCES INC    COM              02076X10         6     1758 SH PUT   SHARED      02            1758
D ALPHA NATURAL RESOURCES INC    COM              02076X10       190    29000 SH       SHARED      04           29000
D ALPHA NATURAL RESOURCES INC    COM              02076X10       295    45026 SH       SHARED      10           45026
D ALPHA NATURAL RESOURCES INC    COM              02076X10         0      125 SH       SHARED      23             125
D ALPHA NATURAL RESOURCES INC    COM              02076X10         1      225 SH       SHR/OTHR    23                            225
D ALPHA NATURAL RESOURCES INC    COM              02076X10       262    40000 SH       SHARED      26           40000
D ALPHATEC HOLDINGS INC          COM              02081G10        14     9003 SH       SHARED                    9003
D ALPHATEC HOLDINGS INC          COM              02081G10         2     1258 SH       SHARED      02            1258
D ALPHATEC HOLDINGS INC          COM              02081G10        27    16400 SH       SHARED      10           16400
D ALPHATEC HOLDINGS INC          COM              02081G10       106    64800 SH       SHARED      32           64800
D ALTAIR NANOTECHNOLOGIES INC    COM NEW          02137320         1     1400 SH       SHARED                    1400
D ALTERA CORP                    COM              02144110        61     1823 SH       SHARED                    1823
D ALTERA CORP                    COM              02144110     13266   390199 SH       SHARED                  390199
D ALTERA CORP                    COM              02144110      3199    94105 SH       SHARED      01           88740           5365
D ALTERA CORP                    COM              02144110        40     1200 SH       SHR/OTHR    01                           1200
D ALTERA CORP                    COM              02144110         8      255 SH       SHARED      02              32            223
D ALTERA CORP                    COM              02144110      3284    96600 SH       SHARED      04           96600
D ALTERA CORP                    COM              02144110         5      160 SH       SHARED      05             160
D ALTERA CORP                    COM              02144110      1255    36920 SH       SHARED      06           24690          12230
D ALTERA CORP                    COM              02144110      2867    84345 SH       SHARED      10           84345
D ALTERA CORP                    COM              02144110        12      375 SH       SHR/OTHR    21                            375
D ALTRA HOLDINGS INC             COM              02208R10       114     6315 SH       SHARED                    5715            600
D ALTRA HOLDINGS INC             COM              02208R10        74     4067 SH       SHARED      02            4067
D ALTRA HOLDINGS INC             COM              02208R10       211    11600 SH       SHARED      10           11600
D ALTRIA GROUP INC               COM              02209S10       139     4171 SH       SHARED                    3721            450
D ALTRIA GROUP INC               COM              02209S10    134843  4038426 SH       SHARED                 4034526           3900
D ALTRIA GROUP INC               COM              02209S10     23414   701250 SH       SHARED      01          595450         105800
D ALTRIA GROUP INC               COM              02209S10     72342  2166581 SH       SHR/OTHR    01                        2166581
D ALTRIA GROUP INC               COM              02209S10     17335   519192 SH       SHARED      02          446512          72680
D ALTRIA GROUP INC               COM              02209S10         3      600 SH CALL  SHARED      02             600
D ALTRIA GROUP INC               COM              02209S10         1      600 SH PUT   SHARED      02             600
D ALTRIA GROUP INC               COM              02209S10       491    14707 SH       SHARED      04           14707
D ALTRIA GROUP INC               COM              02209S10      3479   104200 SH       SHARED      04          104200
D ALTRIA GROUP INC               COM              02209S10      3799   113790 SH       SHARED      05          113790
D ALTRIA GROUP INC               COM              02209S10      7073   211856 SH       SHARED      06          143220          68636
D ALTRIA GROUP INC               COM              02209S10     24698   739693 SH       SHARED      10          739693
D ALTRIA GROUP INC               COM              02209S10        35     1050 SH       SHARED      20            1000             50
D ALTRIA GROUP INC               COM              02209S10       432    12950 SH       SHR/OTHR    20                          12950
D ALTRIA GROUP INC               COM              02209S10        50     1500 SH       SHARED      21            1500
D ALTRIA GROUP INC               COM              02209S10      1335    40003 SH       SHARED      23           39603            400
D ALTRIA GROUP INC               COM              02209S10       811    24300 SH       SHR/OTHR    23                          24300
D ALTRIA GROUP INC               COM              02209S10      2539    76056 SH       SHARED      27           76056
D ALTRIA GROUP INC               COM              02209S10      4307   129000 SH       SHARED      29          129000
D ALTRIA GROUP INC               COM              02209S10      4804   143900 SH       SHARED      30          143900
D ALTRIA GROUP INC               COM              02209S10      9499   284489 SH       SHARED      31          284489
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610      1259   124361 SH       SHARED                  124361
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610         6      644 SH       SHARED      02             644
D AMARIN CORP PLC                SPONS ADR NEW    02311120        10      823 SH       SHARED                     823
D AMARIN CORP PLC                SPONS ADR NEW    02311120      3782   300800 SH       SHARED      02          300800
D AMARIN CORP PLC                SPONS ADR NEW    02311120         0      200 SH CALL  SHARED      02             200
D AMARIN CORP PLC                SPONS ADR NEW    02311120      3940   313359 SH       SHARED      04          313359
D AMARIN CORP PLC                SPONS ADR NEW    02311120        11      900 SH       SHARED      06             900
D AMARIN CORP PLC                SPONS ADR NEW    02311120       391    31118 SH       SHARED      26           31118
D AMARIN CORP PLC                SPONS ADR NEW    02311120       275    21891 SH       SHARED      32           21891
D AMAZON COM INC                 COM              02313510      5338    20990 SH       SHARED                    1350          19640
D AMAZON COM INC                 COM              02313510    253361   996230 SH       SHARED                  996155             75
D AMAZON COM INC                 COM              02313510         1       49 SH CALL  SHARED                      49
D AMAZON COM INC                 COM              02313510         0      450 SH PUT   SHARED                     450
D AMAZON COM INC                 COM              02313510     26801   105385 SH       SHARED      01          102465           2920
D AMAZON COM INC                 COM              02313510       417     1641 SH       SHR/OTHR    01                           1641
D AMAZON COM INC                 COM              02313510     13342    52465 SH       SHARED      02            7226          45239
D AMAZON COM INC                 COM              02313510        32     2307 SH CALL  SHARED      02            2307
D AMAZON COM INC                 COM              02313510         0      550 SH PUT   SHARED      02             550
D AMAZON COM INC                 COM              02313510     10198    40100 SH       SHARED      04           40100
D AMAZON COM INC                 COM              02313510       940     3700 SH       SHARED      05            3700
D AMAZON COM INC                 COM              02313510     29105   114445 SH       SHARED      06          101960          12485
D AMAZON COM INC                 COM              02313510     25351    99684 SH       SHARED      10           99684
D AMAZON COM INC                 COM              02313510       104      411 SH       SHARED      20             342             69
D AMAZON COM INC                 COM              02313510        18       74 SH       SHARED      21              74
D AMAZON COM INC                 COM              02313510       270     1065 SH       SHARED      23             825            240
D AMAZON COM INC                 COM              02313510       481     1893 SH       SHR/OTHR    23                           1893
D AMAZON COM INC                 COM              02313510       254     1000 SH       SHARED      29            1000
D AMAZON COM INC                 COM              02313510       244      960 SH       SHARED      30             960
D AMAZON COM INC                 COM              02313510     12437    48903 SH       SHARED      31           48903
D AMBASSADORS GROUP INC          COM              02317710        69    12871 SH       SHARED                   12771            100
D AMBIENT CORP                   COM NEW          02318N20         0      142 SH       SHARED                     142
D AMBIENT CORP                   COM NEW          02318N20         0        1 SH       SHARED      02               1
D AMCOL INTL CORP                COM              02341W10       659    19469 SH       SHARED                   19469
D AMCOL INTL CORP                COM              02341W10         1       48 SH       SHARED      02              48
D AMCOL INTL CORP                COM              02341W10      8898   262650 SH       SHARED      10          262650
D AMEDISYS INC                   COM              02343610       354    25623 SH       SHARED                   23250           2373
D AMEDISYS INC                   COM              02343610        37     2700 SH       SHARED      01            2700
D AMEDISYS INC                   COM              02343610         0       56 SH       SHARED      02              56
D AMEDISYS INC                   COM              02343610       229    16600 SH       SHARED      10           16600
D AMERCO                         COM              02358610      2264    21290 SH       SHARED                   21290
D AMERCO                         COM              02358610        10      102 SH       SHARED      02             102
D AMERCO                         COM              02358610      3430    32250 SH       SHARED      10           32250
D AMEREN CORP                    COM              02360810       238     7314 SH       SHARED                    7314
D AMEREN CORP                    COM              02360810     31109   952243 SH       SHARED                  950557           1686
D AMEREN CORP                    COM              02360810      1963    60100 SH       SHARED      01           60100
D AMEREN CORP                    COM              02360810        85     2628 SH       SHARED      02             209           2419
D AMEREN CORP                    COM              02360810       107     3300 SH       SHARED      04            3300
D AMEREN CORP                    COM              02360810       195     5970 SH       SHARED      05            5970
D AMEREN CORP                    COM              02360810       667    20420 SH       SHARED      06           12860           7560
D AMEREN CORP                    COM              02360810      6461   197767 SH       SHARED      10          197767
D AMERESCO INC                   CL A             02361E10        34     2903 SH       SHARED                    2903
D AMERESCO INC                   CL A             02361E10         0        5 SH       SHARED      02               5
D AMERIANA BANCORP               COM              02361310         1      200 SH       SHARED      02             200
D AMERICA FIRST TAX EX IVS L P   BEN UNIT CTF     02364V10      1413   235500 SH       SHARED                  235500
D AMERICA FIRST TAX EX IVS L P   BEN UNIT CTF     02364V10      1852   308749 SH       SHARED      02                         308749
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      3509   137999 SH       SHARED                  137999
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10        30     1200 SH       SHARED      02             200           1000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      1296    51000 SH       SHARED      04           51000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       190     7500 SH       SHARED      05            7500
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      8638   339700 SH       SHARED      31          339700
D AMERICAN APPAREL INC           COM              02385010        78    51200 SH       SHARED      02            1200          50000
D AMERICAN ASSETS TR INC         COM              02401310       848    31666 SH       SHARED                   31666
D AMERICAN ASSETS TR INC         COM              02401310         0        5 SH       SHARED      02               5
D AMERICAN ASSETS TR INC         COM              02401310       195     7297 SH       SHARED      26            7297
D AMERICAN ASSETS TR INC         COM              02401310       267    10000 SH       SHARED      29           10000
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110      2643   234527 SH       SHARED                  234527
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110        69     6200 SH       SHARED      01            6200
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110         3      310 SH       SHARED      02              10            300
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110         1      800 SH CALL  SHARED      02             800
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110     23260  2063916 SH       SHARED      10         2063916
D AMERICAN CAMPUS CMNTYS INC     COM              02483510      9026   205704 SH       SHARED                  205704
D AMERICAN CAMPUS CMNTYS INC     COM              02483510        17      400 SH       SHARED      01             400
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       222     5082 SH       SHARED      02              82           5000
D AMERICAN CAMPUS CMNTYS INC     COM              02483510        87     2000 SH       SHARED      10            2000
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10      8547   247041 SH       SHARED                  247041
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10      3055    88300 SH       SHARED      01           85600           2700
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10       702    20301 SH       SHARED      02             307          19994
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10         3      100 SH       SHARED      05             100
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10       342     9900 SH       SHARED      06            9900
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10      7041   203500 SH       SHARED      10          203500
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10        41     1200 SH       SHR/OTHR    23                           1200
D AMERICAN CAP LTD               COM              02503Y10     21589  1902158 SH       SHARED                 1901358            800
D AMERICAN CAP LTD               COM              02503Y10       688    60658 SH       SHARED      01           51508           9150
D AMERICAN CAP LTD               COM              02503Y10        39     3485 SH       SHARED      02             299           3186
D AMERICAN CAP LTD               COM              02503Y10       132    11700 SH       SHARED      10           11700
D AMERICAN CAP MTG INVT CORP     COM              02504A10       132     5276 SH       SHARED                    5276
D AMERICAN CAP MTG INVT CORP     COM              02504A10       182     7266 SH       SHARED      02               6           7260
D AMERICAN CAP MTG INVT CORP     COM              02504A10       753    30000 SH       SHARED      10           30000
D AMERICAN DG ENERGY INC         COM              02539810         3     1378 SH       SHARED                    1378
D AMERICAN DG ENERGY INC         COM              02539810         0        7 SH       SHARED      02               7
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10     13595   644956 SH       SHARED                  644956
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10        44     2100 SH       SHARED      01            2100
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10        97     4611 SH       SHARED      02            4611
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10        10     1250 SH CALL  SHARED      02            1250
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       400    19000 SH       SHARED      06           19000
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10        80     3800 SH       SHARED      10            3800
D AMERICAN ELEC PWR INC          COM              02553710       204     4645 SH       SHARED                    4645
D AMERICAN ELEC PWR INC          COM              02553710     31134   708576 SH       SHARED                  708576
D AMERICAN ELEC PWR INC          COM              02553710      7048   160415 SH       SHARED      01          138167          22248
D AMERICAN ELEC PWR INC          COM              02553710       491    11192 SH       SHR/OTHR    01                          11192
D AMERICAN ELEC PWR INC          COM              02553710       477    10869 SH       SHARED      02             347          10522
D AMERICAN ELEC PWR INC          COM              02553710        14     3500 SH CALL  SHARED      02            3500
D AMERICAN ELEC PWR INC          COM              02553710      1003    22835 SH       SHARED      04            8714          14121
D AMERICAN ELEC PWR INC          COM              02553710       268     6100 SH       SHARED      04            6100
D AMERICAN ELEC PWR INC          COM              02553710       511    11630 SH       SHARED      05           11630
D AMERICAN ELEC PWR INC          COM              02553710      2189    49840 SH       SHARED      06           30810          19030
D AMERICAN ELEC PWR INC          COM              02553710      9171   208722 SH       SHARED      10          208722
D AMERICAN ELEC PWR INC          COM              02553710        49     1125 SH       SHARED      20            1050             75
D AMERICAN ELEC PWR INC          COM              02553710        43      989 SH       SHR/OTHR    20                            989
D AMERICAN ELEC PWR INC          COM              02553710        33      765 SH       SHARED      21             765
D AMERICAN ELEC PWR INC          COM              02553710      1349    30705 SH       SHARED      23           28505           2200
D AMERICAN ELEC PWR INC          COM              02553710       929    21165 SH       SHR/OTHR    23                          21165
D AMERICAN ELEC PWR INC          COM              02553710       197     4500 SH       SHARED      26            4500
D AMERICAN ELEC PWR INC          COM              02553710        67     1529 SH       SHARED      27            1529
D AMERICAN ELEC PWR INC          COM              02553710       215     4900 SH       SHARED      30            4900
D AMERICAN ELECTRIC TECH INC     COM              02557610         1      300 SH       SHARED      02             300
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AE         0  2000000 PRN      SHARED                 2000000
D AMERICAN EQTY INVT LIFE HLD    COM              02567620     11996  1031514 SH       SHARED                 1030683            831
D AMERICAN EQTY INVT LIFE HLD    COM              02567620       293    25226 SH       SHARED      01           19926           5300
D AMERICAN EQTY INVT LIFE HLD    COM              02567620       689    59250 SH       SHR/OTHR    01                          59250
D AMERICAN EQTY INVT LIFE HLD    COM              02567620         0        9 SH       SHARED      02               9
D AMERICAN EXPRESS CO            COM              02581610       140     2476 SH       SHARED                    2476
D AMERICAN EXPRESS CO            COM              02581610     99754  1754379 SH       SHARED                 1752879           1500
D AMERICAN EXPRESS CO            COM              02581610         0       51 SH CALL  SHARED                      51
D AMERICAN EXPRESS CO            COM              02581610     18558   326392 SH       SHARED      01          308381          18011
D AMERICAN EXPRESS CO            COM              02581610       748    13170 SH       SHR/OTHR    01                          13170
D AMERICAN EXPRESS CO            COM              02581610      2125    37377 SH       SHARED      02           23987          13390
D AMERICAN EXPRESS CO            COM              02581610         0       48 SH CALL  SHARED      02              48
D AMERICAN EXPRESS CO            COM              02581610         0      653 SH PUT   SHARED      02             653
D AMERICAN EXPRESS CO            COM              02581610       749    13180 SH       SHARED      04            8180           5000
D AMERICAN EXPRESS CO            COM              02581610      6904   121429 SH       SHARED      04          121429
D AMERICAN EXPRESS CO            COM              02581610       263     4640 SH       SHARED      05            4640
D AMERICAN EXPRESS CO            COM              02581610      6479   113960 SH       SHARED      06           78010          35950
D AMERICAN EXPRESS CO            COM              02581610     15857   278878 SH       SHARED      10          278878
D AMERICAN EXPRESS CO            COM              02581610        22      400 SH       SHARED      20             300            100
D AMERICAN EXPRESS CO            COM              02581610       500     8800 SH       SHR/OTHR    20                           8800
D AMERICAN EXPRESS CO            COM              02581610         8      155 SH       SHR/OTHR    21                            155
D AMERICAN EXPRESS CO            COM              02581610       525     9250 SH       SHARED      23            6250           3000
D AMERICAN EXPRESS CO            COM              02581610      2994    52671 SH       SHR/OTHR    23                          52671
D AMERICAN EXPRESS CO            COM              02581610       568    10000 SH       SHARED      26           10000
D AMERICAN EXPRESS CO            COM              02581610      2232    39269 SH       SHARED      27           39269
D AMERICAN EXPRESS CO            COM              02581610     11170   196463 SH       SHARED      31          196463
D AMERICAN FINL GROUP INC OHIO   COM              02593210      3663    96666 SH       SHARED                   96462            204
D AMERICAN FINL GROUP INC OHIO   COM              02593210      4099   108176 SH       SHARED      02          108176
D AMERICAN FINL GROUP INC OHIO   COM              02593210       477    12600 SH       SHARED      06           12600
D AMERICAN GREETINGS CORP        CL A             02637510       454    27058 SH       SHARED                   24718           2340
D AMERICAN GREETINGS CORP        CL A             02637510         7      476 SH       SHARED      02             476
D AMERICAN GREETINGS CORP        CL A             02637510       357    21300 SH       SHARED      10           21300
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       108     8047 SH       SHARED                    8047
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415        40     3021 SH       SHARED      01            3021
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415         4      315 SH       SHARED      02             136            179
D AMERICAN INTL GROUP INC        *W EXP 01/19/202 02687415         9      706 SH       SHARED      26             706
D AMERICAN INTL GROUP INC        COM NEW          02687478        55     1703 SH       SHARED                    1703
D AMERICAN INTL GROUP INC        COM NEW          02687478     52127  1589734 SH       SHARED                 1589634            100
D AMERICAN INTL GROUP INC        COM NEW          02687478      5763   175776 SH       SHARED      01          174948            828
D AMERICAN INTL GROUP INC        COM NEW          02687478       360    11000 SH       SHR/OTHR    01                          11000
D AMERICAN INTL GROUP INC        COM NEW          02687478     72578  2213428 SH       SHARED      02         2156008          57420
D AMERICAN INTL GROUP INC        COM NEW          02687478        18    21150 SH CALL  SHARED      02           21150
D AMERICAN INTL GROUP INC        COM NEW          02687478        15    15250 SH PUT   SHARED      02           15250
D AMERICAN INTL GROUP INC        COM NEW          02687478       426    13000 SH       SHARED      04           13000
D AMERICAN INTL GROUP INC        COM NEW          02687478      2557    78000 SH       SHARED      04           78000
D AMERICAN INTL GROUP INC        COM NEW          02687478        69     2115 SH       SHARED      05            2115
D AMERICAN INTL GROUP INC        COM NEW          02687478      4605   140465 SH       SHARED      06           65950          74515
D AMERICAN INTL GROUP INC        COM NEW          02687478     11318   345181 SH       SHARED      10          345181
D AMERICAN INTL GROUP INC        COM NEW          02687478       229     7000 SH       SHARED      15            7000
D AMERICAN INTL GROUP INC        COM NEW          02687478         2       84 SH       SHR/OTHR    20                             84
D AMERICAN INTL GROUP INC        COM NEW          02687478        35     1078 SH       SHR/OTHR    23                           1078
D AMERICAN INTL GROUP INC        COM NEW          02687478       961    29325 SH       SHARED      26           29325
D AMERICAN MIDSTREAM PARTNERS    COM UNITS        02752P10        15      800 SH       SHARED                     800
D AMERICAN MIDSTREAM PARTNERS    COM UNITS        02752P10        26     1400 SH       SHARED      02                           1400
D AMERICAN NATL BANKSHARES INC   COM              02774510        98     4382 SH       SHARED                    4382
D AMERICAN NATL BANKSHARES INC   COM              02774510         0        3 SH       SHARED      02               3
D AMERICAN NATL INS CO           COM              02859110       641     8936 SH       SHARED                    8936
D AMERICAN NATL INS CO           COM              02859110         1       25 SH       SHARED      01              25
D AMERICAN NATL INS CO           COM              02859110        14      206 SH       SHARED      02               6            200
D AMERICAN PAC CORP              COM              02874010         1      100 SH       SHARED      02             100
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10       506    13894 SH       SHARED                   13894
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10         1       35 SH       SHARED      02              35
D AMERICAN RAILCAR INDS INC      COM              02916P10        42     1502 SH       SHARED                    1502
D AMERICAN RAILCAR INDS INC      COM              02916P10         0        1 SH       SHARED      02               1
D AMERICAN RLTY CAP TR INC       COM              02917L10     11593   987516 SH       SHARED                  987516
D AMERICAN RLTY CAP TR INC       COM              02917L10       184    15700 SH       SHARED      01           15700
D AMERICAN RLTY CAP TR INC       COM              02917L10      1227   104559 SH       SHARED      02          104559
D AMERICAN RLTY CAP PPTYS INC    COM              02917T10      1303   104304 SH       SHARED                  104304
D AMERICAN REPROGRAPHICS CO      COM              02926310        26     6101 SH       SHARED                    6101
D AMERICAN REPROGRAPHICS CO      COM              02926310         0        6 SH       SHARED      02               6
D AMERICAN REPROGRAPHICS CO      COM              02926310        73    17200 SH       SHARED      10           17200
D AMERICAN SCIENCE & ENGR INC    COM              02942910      1228    18729 SH       SHARED                   18729
D AMERICAN SCIENCE & ENGR INC    COM              02942910         4       75 SH       SHARED      01              75
D AMERICAN SCIENCE & ENGR INC    COM              02942910         1       26 SH       SHARED      02              26
D AMERICAN SCIENCE & ENGR INC    COM              02942910        45      700 SH       SHARED      10             700
D AMERICAN SHARED HOSPITAL SVC   COM              02959510         0      100 SH       SHARED      02             100
D AMERICAN SOFTWARE INC          CL A             02968310         8     1081 SH       SHARED                    1081
D AMERICAN SOFTWARE INC          CL A             02968310         0        6 SH       SHARED      02               6
D AMERICAN SOFTWARE INC          CL A             02968310       110    13600 SH       SHARED      10           13600
D AMERICAN STS WTR CO            COM              02989910       730    16450 SH       SHARED                   16401             49
D AMERICAN STS WTR CO            COM              02989910       112     2525 SH       SHARED      01            2525
D AMERICAN STS WTR CO            COM              02989910         2       57 SH       SHARED      02              35             22
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       100    24146 SH       SHARED                   24146
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        75    18275 SH       SHARED      01           18275
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110         6     1500 SH       SHR/OTHR    01                           1500
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110         1      280 SH       SHARED      02               6            274
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       139    33500 SH       SHARED      10           33500
D AMERICAN TOWER CORP NEW        COM              03027X10       142     2000 SH       SHARED                    1500            500
D AMERICAN TOWER CORP NEW        COM              03027X10     88530  1240099 SH       SHARED                 1235867           4232
D AMERICAN TOWER CORP NEW        COM              03027X10     29619   414892 SH       SHARED      01          296123   500   118269
D AMERICAN TOWER CORP NEW        COM              03027X10      4882    68393 SH       SHR/OTHR    01                          68393
D AMERICAN TOWER CORP NEW        COM              03027X10      2870    40208 SH       SHARED      02            1668          38540
D AMERICAN TOWER CORP NEW        COM              03027X10     11303   158335 SH       SHARED      04          158335
D AMERICAN TOWER CORP NEW        COM              03027X10       116     1630 SH       SHARED      05            1630
D AMERICAN TOWER CORP NEW        COM              03027X10      2776    38890 SH       SHARED      06           25570          13320
D AMERICAN TOWER CORP NEW        COM              03027X10      7292   102150 SH       SHARED      10           99575           2575
D AMERICAN TOWER CORP NEW        COM              03027X10      2494    34945 SH       SHARED      20           28850   220     5875
D AMERICAN TOWER CORP NEW        COM              03027X10       462     6472 SH       SHR/OTHR    20                           6472
D AMERICAN TOWER CORP NEW        COM              03027X10      1084    15185 SH       SHARED      21           15185
D AMERICAN TOWER CORP NEW        COM              03027X10       135     1905 SH       SHR/OTHR    21                           1905
D AMERICAN TOWER CORP NEW        COM              03027X10      7929   111074 SH       SHARED      23           96659          14415
D AMERICAN TOWER CORP NEW        COM              03027X10      6468    90609 SH       SHR/OTHR    23                          90609
D AMERICAN TOWER CORP NEW        COM              03027X10      2584    36200 SH       SHARED      26           36200
D AMERICAN TOWER CORP NEW        COM              03027X10       942    13200 SH       SHARED      29           13200
D AMERICAN TOWER CORP NEW        COM              03027X10     10527   147462 SH       SHARED      31          147462
D AMERICAN VANGUARD CORP         COM              03037110      2741    78790 SH       SHARED                   78790
D AMERICAN VANGUARD CORP         COM              03037110       630    18120 SH       SHARED      01           14570           3550
D AMERICAN VANGUARD CORP         COM              03037110      1378    39600 SH       SHR/OTHR    01                          39600
D AMERICAN VANGUARD CORP         COM              03037110         1       48 SH       SHARED      02              48
D AMERICAN WTR WKS CO INC NEW    COM              03042010         7      215 SH       SHARED                                    215
D AMERICAN WTR WKS CO INC NEW    COM              03042010     23844   643408 SH       SHARED                  632853          10555
D AMERICAN WTR WKS CO INC NEW    COM              03042010      9089   245271 SH       SHARED      01          191164          54107
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1632    44052 SH       SHR/OTHR    01                          44052
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1430    38613 SH       SHARED      02           29337           9276
D AMERICAN WTR WKS CO INC NEW    COM              03042010       296     8000 SH       SHARED      04            8000
D AMERICAN WTR WKS CO INC NEW    COM              03042010       177     4800 SH       SHARED      05            4800
D AMERICAN WTR WKS CO INC NEW    COM              03042010       233     6300 SH       SHARED      06            6300
D AMERICAN WTR WKS CO INC NEW    COM              03042010        43     1182 SH       SHARED      10                           1182
D AMERICAN WTR WKS CO INC NEW    COM              03042010       820    22148 SH       SHARED      20           17683    95     4370
D AMERICAN WTR WKS CO INC NEW    COM              03042010       165     4465 SH       SHR/OTHR    20                           4465
D AMERICAN WTR WKS CO INC NEW    COM              03042010       101     2740 SH       SHARED      21            2440            300
D AMERICAN WTR WKS CO INC NEW    COM              03042010       129     3500 SH       SHR/OTHR    21                           3500
D AMERICAN WTR WKS CO INC NEW    COM              03042010      2362    63752 SH       SHARED      23           56167           7585
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1685    45490 SH       SHR/OTHR    23                          45490
D AMERICAN WTR WKS CO INC NEW    COM              03042010       559    15100 SH       SHARED      26           15100
D AMERICAN WTR WKS CO INC NEW    COM              03042010      1109    29929 SH       SHARED      27           29929
D AMERICAN WTR WKS CO INC NEW    COM              03042010       174     4700 SH       SHARED      30            4700
D AMERICAN WOODMARK CORP         COM              03050610       115     5760 SH       SHARED                    5760
D AMERICAN WOODMARK CORP         COM              03050610         0        1 SH       SHARED      02               1
D AMERICAN WOODMARK CORP         COM              03050610        47     2400 SH       SHARED      10            2400
D AMERICAS CAR MART INC          COM              03062T10        72     1604 SH       SHARED                    1358            246
D AMERICAS CAR MART INC          COM              03062T10         0        2 SH       SHARED      02               2
D AMERICAS CAR MART INC          COM              03062T10        72     1600 SH       SHARED      10            1600
D AMERISTAR CASINOS INC          COM              03070Q10      1239    69653 SH       SHARED                   68054           1599
D AMERISTAR CASINOS INC          COM              03070Q10         0        8 SH       SHARED      02               8
D AMERISAFE INC                  COM              03071H10      1870    68908 SH       SHARED                   68908
D AMERISAFE INC                  COM              03071H10         0       33 SH       SHARED      02              33
D AMERISAFE INC                  COM              03071H10       132     4900 SH       SHARED      10            4900
D AMERISOURCEBERGEN CORP         COM              03073E10       156     4044 SH       SHARED                    4044
D AMERISOURCEBERGEN CORP         COM              03073E10     10135   261820 SH       SHARED                  261820
D AMERISOURCEBERGEN CORP         COM              03073E10      2430    62777 SH       SHARED      01           62652            125
D AMERISOURCEBERGEN CORP         COM              03073E10        23      600 SH       SHR/OTHR    01                            600
D AMERISOURCEBERGEN CORP         COM              03073E10        58     1513 SH       SHARED      02            1513
D AMERISOURCEBERGEN CORP         COM              03073E10      2385    61626 SH       SHARED      04           61626
D AMERISOURCEBERGEN CORP         COM              03073E10        99     2560 SH       SHARED      05            2560
D AMERISOURCEBERGEN CORP         COM              03073E10       888    22960 SH       SHARED      06           14150           8810
D AMERISOURCEBERGEN CORP         COM              03073E10      4062   104938 SH       SHARED      10          104938
D AMERISOURCEBERGEN CORP         COM              03073E10         7      190 SH       SHARED      21                            190
D AMERISOURCEBERGEN CORP         COM              03073E10      2084    53861 SH       SHARED      27           53861
D AMERIGROUP CORP                COM              03073T10     14532   158942 SH       SHARED                  158942
D AMERIGROUP CORP                COM              03073T10         4     2234 SH CALL  SHARED                    2234
D AMERIGROUP CORP                COM              03073T10       210     2300 SH       SHARED      01            2300
D AMERIGROUP CORP                COM              03073T10       136     1495 SH       SHARED      02            1495
D AMERIGROUP CORP                COM              03073T10         0       20 SH CALL  SHARED      02              20
D AMERIGROUP CORP                COM              03073T10         1     1766 SH PUT   SHARED      02            1766
D AMERIGROUP CORP                COM              03073T10       438     4800 SH       SHARED      10            4800
D AMERIGROUP CORP                COM              03073T10        91     1000 SH       SHARED      23                           1000
D AMERIGROUP CORP                COM              03073T10       379     4150 SH       SHARED      26            4150
D AMERISERV FINL INC             COM              03074A10         0      300 SH       SHARED      02             300
D AMERIPRISE FINL INC            COM              03076C10       104     1850 SH       SHARED                    1320            530
D AMERIPRISE FINL INC            COM              03076C10     13819   243773 SH       SHARED                  241987           1786
D AMERIPRISE FINL INC            COM              03076C10     18601   328124 SH       SHARED      01          267576          60548
D AMERIPRISE FINL INC            COM              03076C10      3238    57122 SH       SHR/OTHR    01                          57122
D AMERIPRISE FINL INC            COM              03076C10      3177    56056 SH       SHARED      02           44474          11582
D AMERIPRISE FINL INC            COM              03076C10       419     7402 SH       SHARED      04            7402
D AMERIPRISE FINL INC            COM              03076C10       249     4400 SH       SHARED      04            4400
D AMERIPRISE FINL INC            COM              03076C10      6588   116220 SH       SHARED      05          116220
D AMERIPRISE FINL INC            COM              03076C10      1616    28511 SH       SHARED      06           20020           8491
D AMERIPRISE FINL INC            COM              03076C10     11285   199076 SH       SHARED      10          196371           2705
D AMERIPRISE FINL INC            COM              03076C10      1900    33527 SH       SHARED      20           27237   230     6060
D AMERIPRISE FINL INC            COM              03076C10       406     7165 SH       SHR/OTHR    20                           7165
D AMERIPRISE FINL INC            COM              03076C10       283     5000 SH       SHARED      21            4770            230
D AMERIPRISE FINL INC            COM              03076C10        73     1300 SH       SHR/OTHR    21                           1300
D AMERIPRISE FINL INC            COM              03076C10      5873   103608 SH       SHARED      23           92698          10910
D AMERIPRISE FINL INC            COM              03076C10      3605    63608 SH       SHR/OTHR    23                          63608
D AMERIPRISE FINL INC            COM              03076C10      2358    41600 SH       SHARED      26           41600
D AMERIS BANCORP                 COM              03076K10        10      860 SH       SHARED                     860
D AMERIS BANCORP                 COM              03076K10         1      105 SH       SHARED      02             105
D AMERIS BANCORP                 COM              03076K10       101     8100 SH       SHARED      10            8100
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510        43      999 SH       SHARED      02                            999
D AMES NATL CORP                 COM              03100110        12      612 SH       SHARED                     612
D AMES NATL CORP                 COM              03100110         0        1 SH       SHARED      02               1
D AMETEK INC NEW                 COM              03110010        25      728 SH       SHARED                       1            727
D AMETEK INC NEW                 COM              03110010      9438   266245 SH       SHARED                  258657           7588
D AMETEK INC NEW                 COM              03110010     20756   585504 SH       SHARED      01          334410   675   250419
D AMETEK INC NEW                 COM              03110010      5679   160213 SH       SHR/OTHR    01                         160213
D AMETEK INC NEW                 COM              03110010       544    15368 SH       SHARED      02             259          15109
D AMETEK INC NEW                 COM              03110010       572    16137 SH       SHARED      04           16137
D AMETEK INC NEW                 COM              03110010        66     1875 SH       SHARED      05            1875
D AMETEK INC NEW                 COM              03110010       818    23100 SH       SHARED      06           21015           2085
D AMETEK INC NEW                 COM              03110010       338     9545 SH       SHARED      10            6000           3545
D AMETEK INC NEW                 COM              03110010      1809    51034 SH       SHARED      20           40870   280     9884
D AMETEK INC NEW                 COM              03110010       336     9504 SH       SHR/OTHR    20                           9504
D AMETEK INC NEW                 COM              03110010       248     7018 SH       SHARED      21            7018
D AMETEK INC NEW                 COM              03110010       311     8785 SH       SHR/OTHR    21                           8785
D AMETEK INC NEW                 COM              03110010      8403   237059 SH       SHARED      23          217973          19086
D AMETEK INC NEW                 COM              03110010      8767   247319 SH       SHR/OTHR    23                         247319
D AMETEK INC NEW                 COM              03110010      1659    46813 SH       SHARED      26           46813
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ      1663  1496000 PRN      SHARED      04                        1496000
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ     38964 35040000 PRN      SHARED      06        26270000        8770000
D AMGEN INC                      COM              03116210       256     3038 SH       SHARED                    3038
D AMGEN INC                      COM              03116210    160590  1905219 SH       SHARED                 1893515          11704
D AMGEN INC                      COM              03116210     21572   255933 SH       SHARED      01          234126          21807
D AMGEN INC                      COM              03116210      1075    12760 SH       SHR/OTHR    01                          12760
D AMGEN INC                      COM              03116210     28663   340058 SH       SHARED      02          333169           6889
D AMGEN INC                      COM              03116210        44     4523 SH CALL  SHARED      02            4523
D AMGEN INC                      COM              03116210         0       33 SH PUT   SHARED      02              33
D AMGEN INC                      COM              03116210        67      800 SH       SHARED      04                            800
D AMGEN INC                      COM              03116210     43637   517710 SH       SHARED      04          517710
D AMGEN INC                      COM              03116210       486     5770 SH       SHARED      05            5770
D AMGEN INC                      COM              03116210      8532   101232 SH       SHARED      06           73902          27330
D AMGEN INC                      COM              03116210     24312   288440 SH       SHARED      10          288440
D AMGEN INC                      COM              03116210       241     2860 SH       SHARED      15            2860
D AMGEN INC                      COM              03116210       394     4685 SH       SHARED      20             635           4050
D AMGEN INC                      COM              03116210       281     3345 SH       SHR/OTHR    20                           3345
D AMGEN INC                      COM              03116210       154     1830 SH       SHARED      21            1830
D AMGEN INC                      COM              03116210      1456    17285 SH       SHARED      23           16985            300
D AMGEN INC                      COM              03116210      2044    24252 SH       SHR/OTHR    23                          24252
D AMGEN INC                      COM              03116210       497     5900 SH       SHARED      26            5900
D AMGEN INC                      COM              03116210      8594   101962 SH       SHARED      27          101962
D AMGEN INC                      COM              03116210       177     2100 SH       SHARED      30            2100
D AMGEN INC                      COM              03116210      9138   108413 SH       SHARED      31          108413
D AMGEN INC                      COM              03116210      1059    12567 SH       SHARED      32           12567
D AMICUS THERAPEUTICS INC        COM              03152W10         8     1585 SH       SHARED                    1585
D AMICUS THERAPEUTICS INC        COM              03152W10         0        8 SH       SHARED      02               8
D AMKOR TECHNOLOGY INC           COM              03165210        68    15548 SH       SHARED                   15548
D AMKOR TECHNOLOGY INC           COM              03165210        19     4500 SH       SHARED      01            4500
D AMKOR TECHNOLOGY INC           COM              03165210        11     2712 SH       SHARED      02            1312           1400
D AMKOR TECHNOLOGY INC           COM              03165210      9020  2043088 SH       SHARED      10         2043088
D AMPCO-PITTSBURGH CORP          COM              03203710       168     9124 SH       SHARED                    9124
D AMPCO-PITTSBURGH CORP          COM              03203710       169     9200 SH       SHARED      10            9200
D AMPIO PHARMACEUTICALS INC      COM              03209T10         4     1087 SH       SHARED                    1087
D AMPIO PHARMACEUTICALS INC      COM              03209T10         4     1154 SH       SHARED      02            1154
D AMPHENOL CORP NEW              CL A             03209510        41      700 SH       SHARED                     700
D AMPHENOL CORP NEW              CL A             03209510      9898   168114 SH       SHARED                  167816            298
D AMPHENOL CORP NEW              CL A             03209510      2649    45000 SH       SHARED      01           45000
D AMPHENOL CORP NEW              CL A             03209510         9      167 SH       SHARED      02             167
D AMPHENOL CORP NEW              CL A             03209510      3179    54000 SH       SHARED      04           54000
D AMPHENOL CORP NEW              CL A             03209510         5       90 SH       SHARED      05              90
D AMPHENOL CORP NEW              CL A             03209510       776    13180 SH       SHARED      06            7960           5220
D AMPHENOL CORP NEW              CL A             03209510      2364    40150 SH       SHARED      10           40150
D AMPHENOL CORP NEW              CL A             03209510       150     2550 SH       SHARED      23            2550
D AMPHENOL CORP NEW              CL A             03209510       322     5480 SH       SHARED      26            5480
D AMREIT INC NEW                 CL B             03216B20       896    60506 SH       SHARED                   60506
D AMSURG CORP                    COM              03232P40      1045    36842 SH       SHARED                   34451           2391
D AMSURG CORP                    COM              03232P40       278     9820 SH       SHARED      01            8070           1750
D AMSURG CORP                    COM              03232P40       553    19500 SH       SHR/OTHR    01                          19500
D AMSURG CORP                    COM              03232P40         1       59 SH       SHARED      02              59
D AMTRUST FINANCIAL SERVICES I   COM              03235930       267    10450 SH       SHARED                    8510           1940
D AMTRUST FINANCIAL SERVICES I   COM              03235930         0        5 SH       SHARED      02               5
D AMYRIS INC                     COM              03236M10        16     4831 SH       SHARED                    4831
D AMYRIS INC                     COM              03236M10         0        5 SH       SHARED      02               5
D AMYRIS INC                     COM              03236M10       199    58000 SH       SHARED      04           58000
D ANACOR PHARMACEUTICALS INC     COM              03242010         3      607 SH       SHARED                     607
D ANACOR PHARMACEUTICALS INC     COM              03242010         0        5 SH       SHARED      02               5
D ANADARKO PETE CORP             COM              03251110        42      610 SH       SHARED                     150            460
D ANADARKO PETE CORP             COM              03251110     59204   846750 SH       SHARED                  842655           4095
D ANADARKO PETE CORP             COM              03251110         1      507 SH CALL  SHARED                     507
D ANADARKO PETE CORP             COM              03251110     25846   369665 SH       SHARED      01          303942   200    65523
D ANADARKO PETE CORP             COM              03251110      5190    74238 SH       SHR/OTHR    01                          74238
D ANADARKO PETE CORP             COM              03251110     17853   255337 SH       SHARED      02          234862          20475
D ANADARKO PETE CORP             COM              03251110        61    36952 SH CALL  SHARED      02           36952
D ANADARKO PETE CORP             COM              03251110        18    12115 SH PUT   SHARED      02           12115
D ANADARKO PETE CORP             COM              03251110        36      515 SH       SHARED      04             515
D ANADARKO PETE CORP             COM              03251110    193679  2770021 SH       SHARED      04         2759451          10570
D ANADARKO PETE CORP             COM              03251110       228     3270 SH       SHARED      05            3270
D ANADARKO PETE CORP             COM              03251110      5275    75450 SH       SHARED      06           33490          41960
D ANADARKO PETE CORP             COM              03251110      8519   121842 SH       SHARED      10          119788           2054
D ANADARKO PETE CORP             COM              03251110      2095    29970 SH       SHARED      20           24115   190     5665
D ANADARKO PETE CORP             COM              03251110       130     1869 SH       SHR/OTHR    20                           1869
D ANADARKO PETE CORP             COM              03251110       261     3740 SH       SHARED      21            3740
D ANADARKO PETE CORP             COM              03251110        93     1340 SH       SHR/OTHR    21                           1340
D ANADARKO PETE CORP             COM              03251110      6758    96663 SH       SHARED      23           86743           9920
D ANADARKO PETE CORP             COM              03251110      5795    82881 SH       SHR/OTHR    23                          82881
D ANADARKO PETE CORP             COM              03251110      1789    25600 SH       SHARED      26           25600
D ANADARKO PETE CORP             COM              03251110       244     3500 SH       SHARED      29            3500
D ANADARKO PETE CORP             COM              03251110      7593   108601 SH       SHARED      31          108601
D ANADIGICS INC                  COM              03251510       169   122145 SH       SHARED                  122145
D ANADIGICS INC                  COM              03251510         0       11 SH       SHARED      02              11
D ANALOG DEVICES INC             COM              03265410        69     1785 SH       SHARED                    1785
D ANALOG DEVICES INC             COM              03265410     15258   389490 SH       SHARED                  389490
D ANALOG DEVICES INC             COM              03265410      3900    99573 SH       SHARED      01           99573
D ANALOG DEVICES INC             COM              03265410       227     5819 SH       SHARED      02            5529            290
D ANALOG DEVICES INC             COM              03265410         1      174 SH CALL  SHARED      02             174
D ANALOG DEVICES INC             COM              03265410      1175    30000 SH       SHARED      04           30000
D ANALOG DEVICES INC             COM              03265410         6      160 SH       SHARED      05             160
D ANALOG DEVICES INC             COM              03265410      1386    35390 SH       SHARED      06           25150          10240
D ANALOG DEVICES INC             COM              03265410      8130   207533 SH       SHARED      10          207533
D ANALOG DEVICES INC             COM              03265410      1389    35460 SH       SHARED      27           35460
D ANALOGIC CORP                  COM PAR $0.05    03265720      2171    27824 SH       SHARED                   23624           4200
D ANALOGIC CORP                  COM PAR $0.05    03265720         3       50 SH       SHARED      01              50
D ANALOGIC CORP                  COM PAR $0.05    03265720         3       41 SH       SHARED      02              24             17
D ANAREN INC                     COM              03274410        40     2035 SH       SHARED                    2035
D ANAREN INC                     COM              03274410        19     1000 SH       SHARED      01            1000
D ANAREN INC                     COM              03274410         0        2 SH       SHARED      02               2
D ANCESTRY COM INC               COM              03280310       167     5579 SH       SHARED                    4950            629
D ANCESTRY COM INC               COM              03280310         0        8 SH       SHARED      02               8
D ANDERSONS INC                  COM              03416410       532    14143 SH       SHARED                   13640            503
D ANDERSONS INC                  COM              03416410         1       47 SH       SHARED      02              47
D ANDERSONS INC                  COM              03416410       237     6300 SH       SHARED      10            6300
D ANGIODYNAMICS INC              COM              03475V10       301    24706 SH       SHARED                   24705              1
D ANGIES LIST INC                COM              03475410      1523   143974 SH       SHARED                  143974
D ANGIES LIST INC                COM              03475410         0       10 SH       SHARED      02              10
D ANGLOGOLD ASHANTI HLDGS FIN    MAND BD CV 13    03512Q20       124     2985 SH       SHARED                    2985
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820     36939  1053916 SH       SHARED                 1053916
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       210     6000 SH       SHARED      01                           6000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820      8307   237014 SH       SHARED      02          236414            600
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820         8     3137 SH CALL  SHARED      02            3137
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820         0      400 SH PUT   SHARED      02             400
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820      7219   205972 SH       SHARED      04                         205972
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820        35     1000 SH       SHARED      05            1000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       378    10800 SH       SHARED      23           10800
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       245     7000 SH       SHR/OTHR    23                           7000
D ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A10     15495   180372 SH       SHARED                  180372
D ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A10        44      523 SH       SHARED      21             523
D ANIKA THERAPEUTICS INC         COM              03525510         7      500 SH       SHARED                     500
D ANIKA THERAPEUTICS INC         COM              03525510         0        3 SH       SHARED      02               3
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ       217   200000 PRN      SHARED                  200000
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ      5445  5000000 PRN      SHARED      02         5000000
D ANIXTER INTL INC               COM              03529010      1222    21279 SH       SHARED                   21279
D ANIXTER INTL INC               COM              03529010      4378    76199 SH       SHARED      02           76199
D ANIXTER INTL INC               COM              03529010       494     8600 SH       SHARED      10            8600
D ANN INC                        COM              03562310     13469   357003 SH       SHARED                  351803           5200
D ANN INC                        COM              03562310       249     6604 SH       SHARED      02            6604
D ANN INC                        COM              03562310       365     9700 SH       SHARED      10            9700
D ANN INC                        COM              03562310        21      577 SH       SHARED      21             577
D ANNALY CAP MGMT INC            NOTE  4.000% 2/1 035710AA      5045  3973000 PRN      SHARED      02         3973000
D ANNALY CAP MGMT INC            NOTE  5.000% 5/1 035710AB       255   250000 PRN      SHARED                                 250000
D ANNALY CAP MGMT INC            NOTE  5.000% 5/1 035710AB      6636  6500000 PRN      SHARED      02         6500000
D ANNALY CAP MGMT INC            NOTE  5.000% 5/1 035710AB      1086  1064000 PRN      SHARED      06         1064000
D ANNALY CAP MGMT INC            COM              03571040        31     1841 SH       SHARED                    1841
D ANNALY CAP MGMT INC            COM              03571040     34484  2047769 SH       SHARED                 2047769
D ANNALY CAP MGMT INC            COM              03571040      4526   268820 SH       SHARED      01          251070          17750
D ANNALY CAP MGMT INC            COM              03571040       106     6300 SH       SHR/OTHR    01                           6300
D ANNALY CAP MGMT INC            COM              03571040      3667   217788 SH       SHARED      02            9758         208030
D ANNALY CAP MGMT INC            COM              03571040         1     3319 SH PUT   SHARED      02            3319
D ANNALY CAP MGMT INC            COM              03571040        72     4290 SH       SHARED      05            4290
D ANNALY CAP MGMT INC            COM              03571040      1047    62200 SH       SHARED      06           59700           2500
D ANNALY CAP MGMT INC            COM              03571040      5377   319300 SH       SHARED      10          319300
D ANNALY CAP MGMT INC            COM              03571040       238    14161 SH       SHARED      21           14000            161
D ANNALY CAP MGMT INC            COM              03571040        43     2600 SH       SHR/OTHR    23                           2600
D ANNALY CAP MGMT INC            COM              03571040       148     8800 SH       SHARED      26            8800
D ANNALY CAP MGMT INC            COM              03571040      1090    64780 SH       SHARED      27           64780
D ANNALY CAP MGMT INC            COM              03571040        28     1700 SH       SHARED      30            1700
D ANNIES INC                     COM              03600T10       145     3235 SH       SHARED                    3235
D ANNIES INC                     COM              03600T10         0        1 SH       SHARED      02               1
D ANSYS INC                      COM              03662Q10      7134    97205 SH       SHARED                   97205
D ANSYS INC                      COM              03662Q10      1893    25800 SH       SHARED      01           25800
D ANSYS INC                      COM              03662Q10        55      753 SH       SHARED      02               3            750
D ANSYS INC                      COM              03662Q10       176     2400 SH       SHARED      06            2400
D ANSYS INC                      COM              03662Q10       183     2500 SH       SHARED      10            2500
D ANSYS INC                      COM              03662Q10        24      334 SH       SHARED      21                            334
D ANSYS INC                      COM              03662Q10      2435    33188 SH       SHARED      31           33188
D ANTARES PHARMA INC             COM              03664210        66    15193 SH       SHARED                   15193
D ANTARES PHARMA INC             COM              03664210         0       25 SH       SHARED      02              25
D ANTHERA PHARMACEUTICALS INC    COM              03674U10       495   498000 SH       SHARED      26          498000
D ANTHERA PHARMACEUTICALS INC    COM              03674U10       119   120000 SH       SHARED      32          120000
D ANWORTH MORTGAGE ASSET CP      COM              03734710      3784   556523 SH       SHARED                  556523
D ANWORTH MORTGAGE ASSET CP      COM              03734710        21     3175 SH       SHARED      01            3175
D ANWORTH MORTGAGE ASSET CP      COM              03734710       311    45822 SH       SHARED      02              22          45800
D ANWORTH MORTGAGE ASSET CP      COM              03734710       837   123100 SH       SHARED      10          123100
D A123 SYS INC                   NOTE  3.750% 4/1 03739TAA       162   465000 PRN      SHARED                  465000
D A123 SYS INC                   COM              03739T10       264  1056121 SH       SHARED                 1056121
D A123 SYS INC                   COM              03739T10        22    89500 SH       SHARED      01           89500
D A123 SYS INC                   COM              03739T10         0     2218 SH       SHARED      02            2218
D A123 SYS INC                   COM              03739T10         2     9340 SH       SHARED      04                           9340
D APACHE CORP                    COM              03741110       102     1182 SH       SHARED                    1182
D APACHE CORP                    COM              03741110     67495   780563 SH       SHARED                  780088            475
D APACHE CORP                    COM              03741110         2      214 SH PUT   SHARED                     214
D APACHE CORP                    COM              03741110      8933   103313 SH       SHARED      01          100523           2790
D APACHE CORP                    COM              03741110       397     4600 SH       SHR/OTHR    01                           4600
D APACHE CORP                    COM              03741110     13870   160407 SH       SHARED      02          153885           6522
D APACHE CORP                    COM              03741110         1      628 SH CALL  SHARED      02             628
D APACHE CORP                    COM              03741110         1      500 SH PUT   SHARED      02             500
D APACHE CORP                    COM              03741110    108602  1255956 SH       SHARED      04         1253928           2028
D APACHE CORP                    COM              03741110       275     3190 SH       SHARED      05            3190
D APACHE CORP                    COM              03741110      7282    84220 SH       SHARED      06           25720          58500
D APACHE CORP                    COM              03741110      8468    97939 SH       SHARED      10           97939
D APACHE CORP                    COM              03741110       172     2000 SH       SHARED      15            2000
D APACHE CORP                    COM              03741110       194     2250 SH       SHARED      20            2250
D APACHE CORP                    COM              03741110         4       50 SH       SHR/OTHR    20                             50
D APACHE CORP                    COM              03741110        10      123 SH       SHARED      21              60             63
D APACHE CORP                    COM              03741110       121     1400 SH       SHR/OTHR    21                           1400
D APACHE CORP                    COM              03741110       877    10148 SH       SHARED      23           10148
D APACHE CORP                    COM              03741110       821     9500 SH       SHR/OTHR    23                           9500
D APACHE CORP                    COM              03741110       161     1864 SH       SHARED      27            1864
D APACHE CORP                    COM              03741110      1218    14090 SH       SHARED      29           14090
D APACHE CORP                    COM              03741110      9638   111463 SH       SHARED      31          111463
D APACHE CORP                    PFD CONV SER D   03741180      1146    23500 SH       SHARED                   23500
D APACHE CORP                    PFD CONV SER D   03741180       226     4650 SH       SHARED                    4650
D APACHE CORP                    PFD CONV SER D   03741180     20979   430000 SH       SHARED      04          430000
D APARTMENT INVT & MGMT CO       CL A             03748R10     10091   388287 SH       SHARED                  388287
D APARTMENT INVT & MGMT CO       CL A             03748R10        17      672 SH       SHARED      01             672
D APARTMENT INVT & MGMT CO       CL A             03748R10       571    21995 SH       SHARED      02             932          21063
D APARTMENT INVT & MGMT CO       CL A             03748R10        93     3600 SH       SHARED      06                           3600
D APARTMENT INVT & MGMT CO       CL A             03748R10      1258    48428 SH       SHARED      10           48428
D APARTMENT INVT & MGMT CO       CL A             03748R10       542    20865 SH       SHARED      26           20865
D APOGEE ENTERPRISES INC         COM              03759810        41     2100 SH       SHARED                    2100
D APOGEE ENTERPRISES INC         COM              03759810       484    24642 SH       SHARED                   24642
D APOGEE ENTERPRISES INC         COM              03759810         1       52 SH       SHARED      02              52
D APOGEE ENTERPRISES INC         COM              03759810       257    13100 SH       SHARED      10           13100
D APOLLO GROUP INC               CL A             03760410       104     3603 SH       SHARED                    3603
D APOLLO GROUP INC               CL A             03760410     24721   851006 SH       SHARED                  833915          17091
D APOLLO GROUP INC               CL A             03760410       953    32814 SH       SHARED      01           32814
D APOLLO GROUP INC               CL A             03760410         2      100 SH       SHR/OTHR    01                            100
D APOLLO GROUP INC               CL A             03760410         2       83 SH       SHARED      02              83
D APOLLO GROUP INC               CL A             03760410       683    23538 SH       SHARED      04           23538
D APOLLO GROUP INC               CL A             03760410         2      100 SH       SHARED      05             100
D APOLLO GROUP INC               CL A             03760410      1399    48160 SH       SHARED      06           44710           3450
D APOLLO GROUP INC               CL A             03760410       706    24330 SH       SHARED      10           24330
D APOLLO GROUP INC               CL A             03760410        61     2120 SH       SHARED      27            2120
D APOLLO INVT CORP               COM              03761U10      9020  1144709 SH       SHARED                 1143609           1100
D APOLLO INVT CORP               COM              03761U10        18     2375 SH       SHARED      01            2375
D APOLLO INVT CORP               COM              03761U10         8     1028 SH       SHARED      02              28           1000
D APOLLO GLOBAL MGMT LLC         CL A SHS         03761230       601    41000 SH       SHARED                   41000
D APOLLO GLOBAL MGMT LLC         CL A SHS         03761230       733    50000 SH       SHARED      06                          50000
D APOLLO COML REAL EST FIN INC   COM              03762U10       344    19894 SH       SHARED                   19894
D APOLLO COML REAL EST FIN INC   COM              03762U10       106     6150 SH       SHARED      01                           6150
D APOLLO COML REAL EST FIN INC   COM              03762U10        86     5003 SH       SHARED      02               3           5000
D APOLLO COML REAL EST FIN INC   COM              03762U10        36     2100 SH       SHARED      10            2100
D APOLLO RESIDENTIAL MTG INC     COM              03763V10      1721    78124 SH       SHARED                   78124
D APOLLO RESIDENTIAL MTG INC     COM              03763V10         0        3 SH       SHARED      02               3
D APOLLO SR FLOATING RATE FD I   COM              03763610       475    24060 SH       SHARED      02                          24060
D APPLE INC                      COM              03783310     13380    20058 SH       SHARED                   18765           1293
D APPLE INC                      COM              03783310   1386729  2078726 SH       SHARED                 2028647          50079
D APPLE INC                      COM              03783310       118     2340 SH CALL  SHARED                    2340
D APPLE INC                      COM              03783310       188     4556 SH PUT   SHARED                    4556
D APPLE INC                      COM              03783310    272843   408997 SH       SHARED      01          353590   130    55277
D APPLE INC                      COM              03783310     30454    45652 SH       SHR/OTHR    01                          45652
D APPLE INC                      COM              03783310    142760   214000 SH       SHARED      02          181229          32771
D APPLE INC                      COM              03783310       306     7618 SH CALL  SHARED      02            7618
D APPLE INC                      COM              03783310        18      704 SH PUT   SHARED      02             704
D APPLE INC                      COM              03783310      5570     8351 SH       SHARED      04            6186           2165
D APPLE INC                      COM              03783310    421543   631900 SH       SHARED      04          630275           1625
D APPLE INC                      COM              03783310      5415     8118 SH       SHARED      05            8118
D APPLE INC                      COM              03783310    118061   176976 SH       SHARED      06          121286          55690
D APPLE INC                      COM              03783310    200343   300317 SH       SHARED      10          299393            924
D APPLE INC                      COM              03783310       900     1350 SH       SHARED      15            1350
D APPLE INC                      COM              03783310     12498    18735 SH       SHARED      20           15517    95     3123
D APPLE INC                      COM              03783310      3129     4691 SH       SHR/OTHR    20                           4691
D APPLE INC                      COM              03783310      4004     6003 SH       SHARED      21            6003
D APPLE INC                      COM              03783310       692     1038 SH       SHR/OTHR    21                           1038
D APPLE INC                      COM              03783310     45355    67989 SH       SHARED      23           62136           5853
D APPLE INC                      COM              03783310     47134    70655 SH       SHR/OTHR    23                          70655
D APPLE INC                      COM              03783310      8338    12500 SH       SHARED      26           12500
D APPLE INC                      COM              03783310     15580    23356 SH       SHARED      27           23356
D APPLE INC                      COM              03783310      8001    11995 SH       SHARED      29           11995
D APPLE INC                      COM              03783310     14346    21505 SH       SHARED      30           21505
D APPLE INC                      COM              03783310     86239   129274 SH       SHARED      31          129274
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10      4414   106550 SH       SHARED                  105634            916
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       535    12931 SH       SHARED      01           10531           2400
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10      1102    26600 SH       SHR/OTHR    01                          26600
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10         4      103 SH       SHARED      02              81             22
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       553    13350 SH       SHARED      10           13350
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40       643   127165 SH       SHARED                  127165
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40         4      885 SH       SHARED      02              10            875
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40       122    24125 SH       SHARED      10           24125
D APPLIED MATLS INC              COM              03822210       161    14473 SH       SHARED                   13973            500
D APPLIED MATLS INC              COM              03822210     55653  4984634 SH       SHARED                 4984634
D APPLIED MATLS INC              COM              03822210      3651   327050 SH       SHARED      01          310950          16100
D APPLIED MATLS INC              COM              03822210      2082   186513 SH       SHARED      02          152813          33700
D APPLIED MATLS INC              COM              03822210         6    37274 SH CALL  SHARED      02           37274
D APPLIED MATLS INC              COM              03822210       624    55902 SH       SHARED      04                          55902
D APPLIED MATLS INC              COM              03822210      1608   144096 SH       SHARED      04          144096
D APPLIED MATLS INC              COM              03822210        37     3400 SH       SHARED      05            3400
D APPLIED MATLS INC              COM              03822210      2507   224620 SH       SHARED      06          173850          50770
D APPLIED MATLS INC              COM              03822210      8439   755906 SH       SHARED      10          755906
D APPLIED MATLS INC              COM              03822210        13     1200 SH       SHARED      20                           1200
D APPLIED MATLS INC              COM              03822210       183    16400 SH       SHR/OTHR    23                          16400
D APPLIED MATLS INC              COM              03822210       462    41467 SH       SHARED      27           41467
D APPLIED MATLS INC              COM              03822210      7845   702691 SH       SHARED      31          702691
D APRICUS BIOSCIENCES INC        COM              03832V10        55    17000 SH       SHARED      02               3          16997
D APTARGROUP INC                 COM              03833610      4328    83705 SH       SHARED                   83389            316
D APTARGROUP INC                 COM              03833610        31      602 SH       SHARED      02             602
D APTARGROUP INC                 COM              03833610       305     5900 SH       SHARED      10            5900
D APTARGROUP INC                 COM              03833610         6      131 SH       SHARED      21                            131
D APPROACH RESOURCES INC         COM              03834A10       586    19456 SH       SHARED                   19456
D APPROACH RESOURCES INC         COM              03834A10       192     6400 SH       SHARED      01            6400
D APPROACH RESOURCES INC         COM              03834A10         1       64 SH       SHARED      02              64
D APPROACH RESOURCES INC         COM              03834A10        87     2900 SH       SHARED      10            2900
D AQUA AMERICA INC               COM              03836W10     60917  2460337 SH       SHARED                 2458575           1762
D AQUA AMERICA INC               COM              03836W10       140     5690 SH       SHARED      01            2690           3000
D AQUA AMERICA INC               COM              03836W10        14      600 SH       SHR/OTHR    01                            600
D AQUA AMERICA INC               COM              03836W10       283    11465 SH       SHARED      02             801          10664
D AQUA AMERICA INC               COM              03836W10     12501   504900 SH       SHARED      04          504900
D AQUA AMERICA INC               COM              03836W10      8716   352030 SH       SHARED      05          352030
D AQUA AMERICA INC               COM              03836W10         9      400 SH       SHARED      10             400
D ARABIAN AMERN DEV CO           COM              03846510         8      846 SH       SHARED                     846
D ARABIAN AMERN DEV CO           COM              03846510         0        5 SH       SHARED      02               5
D ARBITRON INC                   COM              03875Q10       881    23260 SH       SHARED                   23260
D ARBITRON INC                   COM              03875Q10        35      939 SH       SHARED      01             939
D ARBITRON INC                   COM              03875Q10         5      151 SH       SHARED      02             151
D ARBOR RLTY TR INC              COM              03892310        39     6641 SH       SHARED                    6641
D ARBOR RLTY TR INC              COM              03892310        16     2700 SH       SHARED      01            2700
D ARCELORMITTAL SA LUXEMBOURG    NOTE  5.000% 5/1 03938LAK    116417 14135008 PRN      SHARED               113635008         500000
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10     62219  4308828 SH       SHARED                 4308828
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10       529    36700 SH       SHARED      02           34500           2200
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10         1     6950 SH CALL  SHARED      02            6950
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10         2      750 SH PUT   SHARED      02             750
D ARCH COAL INC                  COM              03938010      3102   490062 SH       SHARED                  483743           6319
D ARCH COAL INC                  COM              03938010        41     6600 SH       SHARED      01            6600
D ARCH COAL INC                  COM              03938010      1716   271102 SH       SHARED      02          223633          47469
D ARCH COAL INC                  COM              03938010       565    89379 SH       SHARED      06                          89379
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW       375   375000 PRN      SHARED                                 375000
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW     13400 13400000 PRN      SHARED      04        13000000         400000
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW     23890 23890000 PRN      SHARED      06        18900000        4990000
D ARCHER DANIELS MIDLAND CO      COM              03948310       165     6077 SH       SHARED                    6077
D ARCHER DANIELS MIDLAND CO      COM              03948310     26213   964438 SH       SHARED                  963492            946
D ARCHER DANIELS MIDLAND CO      COM              03948310      5278   194207 SH       SHARED      01          184801           9406
D ARCHER DANIELS MIDLAND CO      COM              03948310        44     1650 SH       SHR/OTHR    01                           1650
D ARCHER DANIELS MIDLAND CO      COM              03948310      4200   154558 SH       SHARED      02          151681           2877
D ARCHER DANIELS MIDLAND CO      COM              03948310         0     2210 SH CALL  SHARED      02            2210
D ARCHER DANIELS MIDLAND CO      COM              03948310        30     1120 SH       SHARED      04            1120
D ARCHER DANIELS MIDLAND CO      COM              03948310      2221    81716 SH       SHARED      04           81716
D ARCHER DANIELS MIDLAND CO      COM              03948310       155     5704 SH       SHARED      05            5704
D ARCHER DANIELS MIDLAND CO      COM              03948310      5361   197252 SH       SHARED      06           72890         124362
D ARCHER DANIELS MIDLAND CO      COM              03948310      6468   237981 SH       SHARED      10          237981
D ARCHER DANIELS MIDLAND CO      COM              03948310       190     7000 SH       SHARED      15            7000
D ARCHER DANIELS MIDLAND CO      COM              03948310        22      840 SH       SHARED      20             840
D ARCHER DANIELS MIDLAND CO      COM              03948310       175     6440 SH       SHARED      21            6440
D ARCHER DANIELS MIDLAND CO      COM              03948310        86     3192 SH       SHARED      23            1792           1400
D ARCHER DANIELS MIDLAND CO      COM              03948310       171     6300 SH       SHARED      26            6300
D ARCHER DANIELS MIDLAND CO      COM              03948310       863    31780 SH       SHARED      29           31780
D ARCHER DANIELS MIDLAND CO      COM              03948310       462    17000 SH       SHARED      30           17000
D ARCHER DANIELS MIDLAND CO      COM              03948310      8693   319835 SH       SHARED      31          319835
D ARCTIC CAT INC                 COM              03967010      1457    35152 SH       SHARED                   34841            311
D ARCTIC CAT INC                 COM              03967010         1       27 SH       SHARED      02              27
D ARDEN GROUP INC                CL A             03976210         4       46 SH       SHARED                      46
D ARDEN GROUP INC                CL A             03976210        16      175 SH       SHARED      02             175
D ARENA PHARMACEUTICALS INC      COM              04004710       332    39953 SH       SHARED                   39953
D ARENA PHARMACEUTICALS INC      COM              04004710       100    12100 SH       SHARED      01           12100
D ARENA PHARMACEUTICALS INC      COM              04004710      3059   367733 SH       SHARED      02          366133           1600
D ARENA PHARMACEUTICALS INC      COM              04004710         1     2000 SH CALL  SHARED      02            2000
D ARENA PHARMACEUTICALS INC      COM              04004710      1331   160000 SH       SHARED      04          160000
D ARENA PHARMACEUTICALS INC      COM              04004710       168    20200 SH       SHARED      10           20200
D ARENA PHARMACEUTICALS INC      COM              04004710       832   100000 SH       SHARED      26          100000
D ARGAN INC                      COM              04010E10        30     1769 SH       SHARED                    1769
D ARGAN INC                      COM              04010E10         0        1 SH       SHARED      02               1
D ARES CAP CORP                  COM              04010L10     17901  1044403 SH       SHARED                 1044403
D ARES CAP CORP                  COM              04010L10       225    13154 SH       SHARED      01            1350          11804
D ARES CAP CORP                  COM              04010L10       148     8689 SH       SHARED      02             224           8465
D ARES CAP CORP                  COM              04010L10      1658    96760 SH       SHARED      10           96760
D ARES COML REAL ESTATE CORP     COM              04013V10         4      278 SH       SHARED                     278
D ARES COML REAL ESTATE CORP     COM              04013V10         0        2 SH       SHARED      02               2
D ARIAD PHARMACEUTICALS INC      COM              04033A10       762    31478 SH       SHARED                   31478
D ARIAD PHARMACEUTICALS INC      COM              04033A10       137     5700 SH       SHARED      01            5700
D ARIAD PHARMACEUTICALS INC      COM              04033A10      4827   199383 SH       SHARED      02          199304             79
D ARIAD PHARMACEUTICALS INC      COM              04033A10      7630   315194 SH       SHARED      04          315194
D ARIAD PHARMACEUTICALS INC      COM              04033A10        24     1000 SH       SHARED      06            1000
D ARIAD PHARMACEUTICALS INC      COM              04033A10       162     6700 SH       SHARED      10            6700
D ARIAD PHARMACEUTICALS INC      COM              04033A10       999    41300 SH       SHARED      26           41300
D ARIAD PHARMACEUTICALS INC      COM              04033A10       314    13000 SH       SHARED      30           13000
D ARIAD PHARMACEUTICALS INC      COM              04033A10       618    25556 SH       SHARED      32           25556
D ARIBA INC                      COM NEW          04033V20      2053    45834 SH       SHARED                   45834
D ARIBA INC                      COM NEW          04033V20       286     6400 SH       SHARED      01            6400
D ARIBA INC                      COM NEW          04033V20         0        1 SH       SHARED      02               1
D ARIBA INC                      COM NEW          04033V20       107     2400 SH       SHARED      10            2400
D ARIBA INC                      COM NEW          04033V20        44     1000 SH       SHARED      23                           1000
D ARIBA INC                      COM NEW          04033V20       913    20400 SH       SHARED      26           20400
D ARKANSAS BEST CORP DEL         COM              04079010      1149   144914 SH       SHARED                  144914
D ARKANSAS BEST CORP DEL         COM              04079010       137    17385 SH       SHARED      01           14185           3200
D ARKANSAS BEST CORP DEL         COM              04079010       281    35500 SH       SHR/OTHR    01                          35500
D ARKANSAS BEST CORP DEL         COM              04079010         0       67 SH       SHARED      02              67
D ARLINGTON ASSET INVT CORP      CL A NEW         04135620      1055    44233 SH       SHARED                   44233
D ARLINGTON ASSET INVT CORP      CL A NEW         04135620         0        2 SH       SHARED      02               2
D ARLINGTON ASSET INVT CORP      CL A NEW         04135620       193     8100 SH       SHARED      10            8100
D ARM HLDGS PLC                  SPONSORED ADR    04206810        15      550 SH       SHARED      02                            550
D ARMOUR RESIDENTIAL REIT INC    COM              04231510      4328   565061 SH       SHARED                  565061
D ARMOUR RESIDENTIAL REIT INC    COM              04231510       182    23800 SH       SHARED      01           23800
D ARMOUR RESIDENTIAL REIT INC    COM              04231510      1241   162140 SH       SHARED      02              47         162093
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10       358     7725 SH       SHARED                    7725
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10         0        2 SH       SHARED      02               2
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10        23      500 SH       SHARED      10             500
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10        15      340 SH       SHARED      21             340
D ARQULE INC                     COM              04269E10       375    73547 SH       SHARED                   73547
D ARQULE INC                     COM              04269E10       186    36560 SH       SHARED      01           29860           6700
D ARQULE INC                     COM              04269E10       383    75000 SH       SHR/OTHR    01                          75000
D ARQULE INC                     COM              04269E10         5     1165 SH       SHARED      02             165           1000
D ARQULE INC                     COM              04269E10       304    59580 SH       SHARED      04           59580
D ARQULE INC                     COM              04269E10       240    47000 SH       SHARED      26           47000
D ARQULE INC                     COM              04269E10        48     9500 SH       SHARED      32            9500
D ARRIS GROUP INC                NOTE  2.000%11/1 04269QAC      1198  1150000 PRN      SHARED      02         1150000
D ARRIS GROUP INC                NOTE  2.000%11/1 04269QAC       312   300000 PRN      SHARED      06          300000
D ARRIS GROUP INC                COM              04269Q10      1464   114478 SH       SHARED                  109478           5000
D ARRIS GROUP INC                COM              04269Q10        56     4450 SH       SHARED      01            4450
D ARRIS GROUP INC                COM              04269Q10         4      349 SH       SHARED      02             208            141
D ARRIS GROUP INC                COM              04269Q10       302    23677 SH       SHARED      06           23677
D ARRIS GROUP INC                COM              04269Q10     23596  1844912 SH       SHARED      10         1844912
D ARRAY BIOPHARMA INC            COM              04269X10      1268   217048 SH       SHARED                  217048
D ARRAY BIOPHARMA INC            COM              04269X10         0       24 SH       SHARED      02              24
D ARRAY BIOPHARMA INC            COM              04269X10      2457   420399 SH       SHARED      04          420399
D ARRAY BIOPHARMA INC            COM              04269X10        47     8100 SH       SHARED      10            8100
D ARRAY BIOPHARMA INC            COM              04269X10      1442   246718 SH       SHARED      26          246718
D ARRAY BIOPHARMA INC            COM              04269X10       297    50903 SH       SHARED      32           50903
D ARRHYTHMIA RESH TECHNOLOGY I   COM PAR $0.01    04269830         2     1000 SH       SHARED      02                           1000
D ARROW ELECTRS INC              COM              04273510      4737   140547 SH       SHARED                  140547
D ARROW ELECTRS INC              COM              04273510       873    25900 SH       SHARED      01           25900
D ARROW ELECTRS INC              COM              04273510        57     1693 SH       SHARED      02            1693
D ARROW ELECTRS INC              COM              04273510         3      100 SH       SHARED      05             100
D ARROW ELECTRS INC              COM              04273510       388    11520 SH       SHARED      06           11520
D ARROW ELECTRS INC              COM              04273510      5033   149325 SH       SHARED      10          149325
D ARROW FINL CORP                COM              04274410        45     1824 SH       SHARED                    1824
D ARROW FINL CORP                COM              04274410         0        3 SH       SHARED      02               3
D ARROW FINL CORP                COM              04274410        66     2672 SH       SHARED      10            2672
D ARTESIAN RESOURCES CORP        CL A             04311320       573    24669 SH       SHARED                   24669
D ARTESIAN RESOURCES CORP        CL A             04311320         0        1 SH       SHARED      02               1
D ARTHROCARE CORP                COM              04313610       146     4523 SH       SHARED                    4480             43
D ARTHROCARE CORP                COM              04313610         0        7 SH       SHARED      02               7
D ARTIO GLOBAL INVS INC          COM CL A         04315B10        40    13614 SH       SHARED                   13614
D ARTIO GLOBAL INVS INC          COM CL A         04315B10         0        5 SH       SHARED      02               5
D ARUBA NETWORKS INC             COM              04317610     15097   671465 SH       SHARED                  671465
D ARUBA NETWORKS INC             COM              04317610         1      517 SH CALL  SHARED                     517
D ARUBA NETWORKS INC             COM              04317610         0      163 SH PUT   SHARED                     163
D ARUBA NETWORKS INC             COM              04317610      7899   351307 SH       SHARED      02          350035           1272
D ARVINMERITOR INC               FRNT  4.625% 3/0 043353AF      1788  2000000 PRN      SHARED      10         2000000
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610       209     7500 SH       SHARED                    7500
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610        12      450 SH       SHARED      01             450
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610         1       52 SH       SHARED      02               8             44
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610       352    12600 SH       SHARED      10           12600
D ASCENA RETAIL GROUP INC        COM              04351G10      9917   462348 SH       SHARED                  462348
D ASCENA RETAIL GROUP INC        COM              04351G10      2755   128472 SH       SHARED      01          128472
D ASCENA RETAIL GROUP INC        COM              04351G10        60     2825 SH       SHARED      02            2825
D ASCENA RETAIL GROUP INC        COM              04351G10     11921   555778 SH       SHARED      10          555778
D ASCENA RETAIL GROUP INC        COM              04351G10        15      733 SH       SHARED      21             733
D ASCENT CAP GROUP INC           COM SER A        04363210       426     7894 SH       SHARED                    7894
D ASCENT CAP GROUP INC           COM SER A        04363210        17      323 SH       SHARED      01             321              2
D ASCENT CAP GROUP INC           COM SER A        04363210         0        2 SH       SHARED      02               2
D ASCENT CAP GROUP INC           COM SER A        04363210        14      275 SH       SHARED      23                            275
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310       480    57153 SH       SHARED                   57153
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310       125    14900 SH       SHARED      01           14900
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310        48     5800 SH       SHARED      10            5800
D ASHFORD HOSPITALITY TR INC     9% CUM PFD SER E 04410350        22      840 SH       SHARED                     840
D ASHFORD HOSPITALITY TR INC     9% CUM PFD SER E 04410350        40     1500 SH       SHARED      02                           1500
D ASHLAND INC NEW                COM              04420910      5550    77517 SH       SHARED                   77517
D ASHLAND INC NEW                COM              04420910       106     1489 SH       SHARED      02             189           1300
D ASHLAND INC NEW                COM              04420910      8592   120000 SH       SHARED      04          120000
D ASHLAND INC NEW                COM              04420910      3293    46000 SH       SHARED      05           46000
D ASHLAND INC NEW                COM              04420910       505     7062 SH       SHARED      10            7062
D ASHLAND INC NEW                COM              04420910         9      130 SH       SHARED      21                            130
D ASHLAND INC NEW                COM              04420910      3040    42460 SH       SHARED      31           42460
D ASIA PAC FD INC                COM              04490110       154    15000 SH       SHR/OTHR    23                          15000
D ASIA TIGERS FD INC             COM              04516T10        17     1242 SH       SHARED      02                           1242
D ASIAINFO-LINKAGE INC           COM              04518A10         1      100 SH       SHARED      01             100
D ASPEN TECHNOLOGY INC           COM              04532710       502    19457 SH       SHARED                   19386             71
D ASPEN TECHNOLOGY INC           COM              04532710        54     2100 SH       SHARED      01            2100
D ASPEN TECHNOLOGY INC           COM              04532710         8      317 SH       SHARED      02             217            100
D ASSET ACCEP CAP CORP           COM              04543P10         4      572 SH       SHARED                     572
D ASSET ACCEP CAP CORP           COM              04543P10         5      702 SH       SHARED      02               2            700
D ASSISTED LIVING CONCPT NEV N   CL A NEW         04544X30        23     3120 SH       SHARED                    3120
D ASSISTED LIVING CONCPT NEV N   CL A NEW         04544X30         0        2 SH       SHARED      02               2
D ASSISTED LIVING CONCPT NEV N   CL A NEW         04544X30        38     5040 SH       SHARED      10            5040
D ASSOCIATED BANC CORP           COM              04548710      4511   342840 SH       SHARED                  341902            938
D ASSOCIATED BANC CORP           COM              04548710         2      154 SH       SHARED      02             154
D ASSOCIATED BANC CORP           COM              04548710     29332  2228925 SH       SHARED      10         2228925
D ASSOCIATED BANC CORP           COM              04548710        13     1000 SH       SHARED      20                           1000
D ASSOCIATED ESTATES RLTY CORP   COM              04560410       623    41144 SH       SHARED                   41144
D ASSOCIATED ESTATES RLTY CORP   COM              04560410         6      400 SH       SHARED      02                            400
D ASSOCIATED ESTATES RLTY CORP   COM              04560410       293    19357 SH       SHARED      26           19357
D ASSURANT INC                   COM              04621X10        89     2409 SH       SHARED                    2409
D ASSURANT INC                   COM              04621X10      3533    94745 SH       SHARED                   94745
D ASSURANT INC                   COM              04621X10       951    25500 SH       SHARED      01           25500
D ASSURANT INC                   COM              04621X10        42     1140 SH       SHARED      02            1140
D ASSURANT INC                   COM              04621X10       634    17000 SH       SHARED      04           17000
D ASSURANT INC                   COM              04621X10       809    21700 SH       SHARED      06           18300           3400
D ASSURANT INC                   COM              04621X10       665    17845 SH       SHARED      10           17845
D ASTEA INTL INC                 COM NEW          04622E20         0      100 SH       SHARED      02             100
D ASTA FDG INC                   COM              04622010         3      354 SH       SHARED                     354
D ASTA FDG INC                   COM              04622010         0        1 SH       SHARED      02               1
D ASTEC INDS INC                 COM              04622410       497    15734 SH       SHARED                   15734
D ASTEC INDS INC                 COM              04622410         1       38 SH       SHARED      02              38
D ASTEC INDS INC                 COM              04622410        25      800 SH       SHARED      10             800
D ASTEX PHARMACEUTICALS INC      COM              04624B10        59    19341 SH       SHARED                   19341
D ASTEX PHARMACEUTICALS INC      COM              04624B10         0       15 SH       SHARED      02              15
D ASTORIA FINL CORP              COM              04626510      3720   376591 SH       SHARED                  375091           1500
D ASTORIA FINL CORP              COM              04626510        17     1738 SH       SHARED      02            1738
D ASTORIA FINL CORP              COM              04626510       243    24600 SH       SHARED      10           24600
D ASTRAZENECA PLC                SPONSORED ADR    04635310      9672   202100 SH       SHARED                  202100
D ASTRAZENECA PLC                SPONSORED ADR    04635310       203     4242 SH       SHARED      02                           4242
D ASTRAZENECA PLC                SPONSORED ADR    04635310        64     1347 SH       SHARED      21            1290             57
D ASTRO-MED INC NEW              COM              04638F10        75     8700 SH       SHARED      02             200           8500
D ASTRONICS CORP                 COM              04643310        46     1500 SH       SHARED                    1500
D ASTRONICS CORP                 COM              04643310       257     8347 SH       SHARED      02               2           8345
D ASURE SOFTWARE INC             COM              04649U10         1      150 SH       SHARED      02             150
D ATHENAHEALTH INC               COM              04685W10      2165    23599 SH       SHARED                   23599
D ATHENAHEALTH INC               COM              04685W10         2       25 SH       SHARED      01              25
D ATHENAHEALTH INC               COM              04685W10       267     2913 SH       SHARED      02             113           2800
D ATLANTIC PWR CORP              COM NEW          04878Q86      4446   297247 SH       SHARED                  297247
D ATLANTIC PWR CORP              COM NEW          04878Q86        26     1800 SH       SHARED      01            1800
D ATLANTIC PWR CORP              COM NEW          04878Q86       354    23719 SH       SHARED      02              19          23700
D ATLANTIC PWR CORP              COM NEW          04878Q86       133     8900 SH       SHARED      10            8900
D ATLANTIC TELE NETWORK INC      COM NEW          04907920       312     7269 SH       SHARED                    7269
D ATLANTIC TELE NETWORK INC      COM NEW          04907920        11      275 SH       SHARED      01             275
D ATLANTIC TELE NETWORK INC      COM NEW          04907920         0       17 SH       SHARED      02              17
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       106     2060 SH       SHARED                    1750            310
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        24      475 SH       SHARED      01             475
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420         0        4 SH       SHARED      02               4
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       232     4500 SH       SHARED      10            4500
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       166     3230 SH       SHARED      21            3230
D ATLAS ENERGY LP                COM UNITS LP     04930A10     53370  1545177 SH       SHARED                 1545177
D ATLAS ENERGY LP                COM UNITS LP     04930A10        34     1000 SH       SHARED      02                           1000
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210       219     6450 SH       SHARED      02                           6450
D ATLAS RESOURCE PARTNERS LP     COM UNT LTD PR   04941A10      5016   196563 SH       SHARED                  196563
D ATLAS RESOURCE PARTNERS LP     COM UNT LTD PR   04941A10         2      102 SH       SHARED      02                            102
D ATMEL CORP                     COM              04951310      6554  1246138 SH       SHARED                 1246038            100
D ATMEL CORP                     COM              04951310         0      125 SH       SHARED      01             125
D ATMEL CORP                     COM              04951310        48     9178 SH       SHARED      02            8676            502
D ATMEL CORP                     COM              04951310         4      900 SH       SHARED      10             900
D ATMEL CORP                     COM              04951310       157    30000 SH       SHARED      26           30000
D ATMOS ENERGY CORP              COM              04956010     38782  1083626 SH       SHARED                 1083133            493
D ATMOS ENERGY CORP              COM              04956010        57     1600 SH       SHARED      01            1600
D ATMOS ENERGY CORP              COM              04956010       100     2802 SH       SHARED      02            2402            400
D ATMOS ENERGY CORP              COM              04956010        64     1800 SH       SHARED      10            1800
D ATRICURE INC                   COM              04963C20         4      617 SH       SHARED                     617
D ATRICURE INC                   COM              04963C20         0        5 SH       SHARED      02               5
D ATRICURE INC                   COM              04963C20       402    54149 SH       SHARED      04           54149
D ATRICURE INC                   COM              04963C20        20     2700 SH       SHARED      10            2700
D ATRICURE INC                   COM              04963C20      2216   297982 SH       SHARED      26          297982
D ATRICURE INC                   COM              04963C20       572    76909 SH       SHARED      32           76909
D ATRION CORP                    COM              04990410        17       81 SH       SHARED                      81
D ATWOOD OCEANICS INC            COM              05009510      6829   150271 SH       SHARED                  149820            451
D ATWOOD OCEANICS INC            COM              05009510       298     6575 SH       SHARED      01            6575
D ATWOOD OCEANICS INC            COM              05009510      8562   188400 SH       SHARED      02          188400
D ATWOOD OCEANICS INC            COM              05009510       206     4535 SH       SHARED      04            4535
D ATWOOD OCEANICS INC            COM              05009510     24609   541468 SH       SHARED      10          541468
D AUDIENCE INC                   COM              05070J10         1      225 SH       SHARED                     225
D AUGUSTA RES CORP               COM NEW          05091220        96    35681 SH       SHARED                   35681
D AUGUSTA RES CORP               COM NEW          05091220      4596  1702295 SH       SHARED      02         1702295
D AURICO GOLD INC                COM              05155C10      2539   363370 SH       SHARED                  363370
D AURICO GOLD INC                COM              05155C10        16     2396 SH       SHARED      01            2396
D AURICO GOLD INC                COM              05155C10      4234   605857 SH       SHARED      04                         605857
D AURICO GOLD INC                COM              05155C10      2628   376084 SH       SHARED      06                         376084
D AURICO GOLD INC                COM              05155C10     16664  2384037 SH       SHARED      10         2384037
D AURICO GOLD INC                COM              05155C10         8     1255 SH       SHARED      21            1255
D AURIZON MINES LTD              COM              05155P10      2627   499568 SH       SHARED                  499568
D AURIZON MINES LTD              COM              05155P10         1      200 SH       SHARED      02             200
D AURIZON MINES LTD              COM              05155P10      3095   588494 SH       SHARED      04                         588494
D AUTHENTEC INC                  COM              05266010       470    58759 SH       SHARED                   47644          11115
D AUTHENTEC INC                  COM              05266010         0       11 SH       SHARED      02              11
D AUTHENTIDATE HLDG CORP         COM NEW          05266620       266   208500 SH       SHARED      01          208500
D AUTODESK INC                   COM              05276910        39     1176 SH       SHARED                    1176
D AUTODESK INC                   COM              05276910     18602   557799 SH       SHARED                  557799
D AUTODESK INC                   COM              05276910      2097    62899 SH       SHARED      01           62899
D AUTODESK INC                   COM              05276910       132     3982 SH       SHARED      02            2577           1405
D AUTODESK INC                   COM              05276910      1490    44695 SH       SHARED      04           44695
D AUTODESK INC                   COM              05276910         3      100 SH       SHARED      05             100
D AUTODESK INC                   COM              05276910       563    16890 SH       SHARED      06            8670           8220
D AUTODESK INC                   COM              05276910      2169    65047 SH       SHARED      10           65047
D AUTOLIV INC                    COM              05280010      1294    20892 SH       SHARED                   20892
D AUTOLIV INC                    COM              05280010      1502    24240 SH       SHARED      01           24240
D AUTOLIV INC                    COM              05280010        16      260 SH       SHR/OTHR    01                            260
D AUTOLIV INC                    COM              05280010         6      100 SH       SHARED      02             100
D AUTOLIV INC                    COM              05280010         1       17 SH       SHARED      05              17
D AUTOLIV INC                    COM              05280010       582     9400 SH       SHARED      06            8800            600
D AUTOLIV INC                    COM              05280010         9      151 SH       SHARED      21             151
D AUTOLIV INC                    COM              05280010        39      645 SH       SHARED      23              45            600
D AUTOLIV INC                    COM              05280010        43      710 SH       SHR/OTHR    23                            710
D AUTOLIV INC                    COM              05280010       632    10200 SH       SHARED      30           10200
D AUTOMATIC DATA PROCESSING IN   COM              05301510        74     1268 SH       SHARED                    1268
D AUTOMATIC DATA PROCESSING IN   COM              05301510     74532  1270585 SH       SHARED                  971382         299203
D AUTOMATIC DATA PROCESSING IN   COM              05301510      9899   168759 SH       SHARED      01          164539           4220
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1101    18778 SH       SHR/OTHR    01                          18778
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1254    21380 SH       SHARED      02              35          21345
D AUTOMATIC DATA PROCESSING IN   COM              05301510    119234  2032633 SH       SHARED      04         2032633
D AUTOMATIC DATA PROCESSING IN   COM              05301510       191     3270 SH       SHARED      05            3270
D AUTOMATIC DATA PROCESSING IN   COM              05301510      3345    57030 SH       SHARED      06           39870          17160
D AUTOMATIC DATA PROCESSING IN   COM              05301510     18392   313549 SH       SHARED      10          313549
D AUTOMATIC DATA PROCESSING IN   COM              05301510       105     1802 SH       SHARED      20            1202            600
D AUTOMATIC DATA PROCESSING IN   COM              05301510       143     2450 SH       SHR/OTHR    20                           2450
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1216    20735 SH       SHARED      23           20660             75
D AUTOMATIC DATA PROCESSING IN   COM              05301510       884    15083 SH       SHR/OTHR    23                          15083
D AUTOMATIC DATA PROCESSING IN   COM              05301510       789    13465 SH       SHARED      29           13465
D AUTOMATIC DATA PROCESSING IN   COM              05301510       938    16000 SH       SHARED      30           16000
D AUTONATION INC                 COM              05329W10        17      402 SH       SHARED                     402
D AUTONATION INC                 COM              05329W10      6232   142720 SH       SHARED                  142297            423
D AUTONATION INC                 COM              05329W10        70     1621 SH       SHARED      01            1621
D AUTONATION INC                 COM              05329W10       406     9310 SH       SHARED      02            9310
D AUTONATION INC                 COM              05329W10       406     9311 SH       SHARED      10            9311
D AUTONAVI HLDGS LTD             SPONSORED ADR    05330F10       337    29404 SH       SHARED                   29404
D AUTONAVI HLDGS LTD             SPONSORED ADR    05330F10         3      266 SH       SHARED      02             266
D AUTOZONE INC                   COM              05333210        78      212 SH       SHARED                     212
D AUTOZONE INC                   COM              05333210     36907    99840 SH       SHARED                   99840
D AUTOZONE INC                   COM              05333210      3582     9690 SH       SHARED      01            9690
D AUTOZONE INC                   COM              05333210       380     1030 SH       SHARED      02            1030
D AUTOZONE INC                   COM              05333210        81      220 SH       SHARED      05             220
D AUTOZONE INC                   COM              05333210       798     2160 SH       SHARED      06            1510            650
D AUTOZONE INC                   COM              05333210      3578     9680 SH       SHARED      10            9680
D AUTOZONE INC                   COM              05333210        18       50 SH       SHR/OTHR    23                             50
D AUTOZONE INC                   COM              05333210       372     1008 SH       SHARED      27            1008
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      3308   135244 SH       SHARED                  132804           2440
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10         0       25 SH       SHARED      01              25
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10       100     4113 SH       SHARED      02              13           4100
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      1310    53587 SH       SHARED      04           53587
D AVALON RARE METALS INC         COM              05347010       148    76194 SH       SHARED                   76194
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40        68    21298 SH       SHARED                   21298
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40         0       37 SH       SHARED      02              37
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40        55    17300 SH       SHARED      10           17300
D AVANIR PHARMACEUTICALS INC     CL A NEW         05348P40       400   125000 SH       SHARED      26          125000
D AVALONBAY CMNTYS INC           COM              05348410        50      370 SH       SHARED                     370
D AVALONBAY CMNTYS INC           COM              05348410     37000   272083 SH       SHARED                  272083
D AVALONBAY CMNTYS INC           COM              05348410      3264    24007 SH       SHARED      01           24007
D AVALONBAY CMNTYS INC           COM              05348410        30      225 SH       SHR/OTHR    01                            225
D AVALONBAY CMNTYS INC           COM              05348410       452     3327 SH       SHARED      02            1750           1577
D AVALONBAY CMNTYS INC           COM              05348410         1     3412 SH CALL  SHARED      02            3412
D AVALONBAY CMNTYS INC           COM              05348410        62      461 SH       SHARED      05             461
D AVALONBAY CMNTYS INC           COM              05348410       837     6161 SH       SHARED      06            3650           2511
D AVALONBAY CMNTYS INC           COM              05348410     11253    82750 SH       SHARED      10           82750
D AVALONBAY CMNTYS INC           COM              05348410    200525  1474563 SH       SHARED      11          805060         669503
D AVALONBAY CMNTYS INC           COM              05348410       112      824 SH       SHR/OTHR    23                            824
D AVALONBAY CMNTYS INC           COM              05348410      1073     7891 SH       SHARED      26            7891
D AVATAR HLDGS INC               NOTE  7.500% 2/1 053494AG       202   200000 PRN      SHARED                  200000
D AVENUE INCOME CR STRATEGIES    COM              05358E10       128     7254 SH       SHARED      02                           7254
D AVEO PHARMACEUTICALS INC       COM              05358810        60     5858 SH       SHARED                    5858
D AVEO PHARMACEUTICALS INC       COM              05358810        95     9200 SH       SHARED      01            9200
D AVEO PHARMACEUTICALS INC       COM              05358810         0       12 SH       SHARED      02              12
D AVEO PHARMACEUTICALS INC       COM              05358810       735    70641 SH       SHARED      04           70641
D AVEO PHARMACEUTICALS INC       COM              05358810        75     7300 SH       SHARED      10            7300
D AVEO PHARMACEUTICALS INC       COM              05358810       340    32699 SH       SHARED      26           32699
D AVEO PHARMACEUTICALS INC       COM              05358810        85     8200 SH       SHARED      32            8200
D AVERY DENNISON CORP            COM              05361110       113     3578 SH       SHARED                    3578
D AVERY DENNISON CORP            COM              05361110      3661   115071 SH       SHARED                  115071
D AVERY DENNISON CORP            COM              05361110       932    29299 SH       SHARED      01           29299
D AVERY DENNISON CORP            COM              05361110       142     4484 SH       SHARED      02             384           4100
D AVERY DENNISON CORP            COM              05361110       200     6300 SH       SHARED      06            3200           3100
D AVERY DENNISON CORP            COM              05361110      1775    55806 SH       SHARED      10           55806
D AVERY DENNISON CORP            COM              05361110       218     6880 SH       SHARED      21            6880
D AVERY DENNISON CORP            COM              05361110       184     5800 SH       SHARED      23            5300            500
D AVERY DENNISON CORP            COM              05361110       364    11467 SH       SHR/OTHR    23                          11467
D AVERY DENNISON CORP            COM              05361110       232     7300 SH       SHARED      26            7300
D AVIAT NETWORKS INC             COM              05366Y10       163    68853 SH       SHARED                   68798             55
D AVIAT NETWORKS INC             COM              05366Y10         4     1886 SH       SHARED      01            1514            372
D AVIAT NETWORKS INC             COM              05366Y10         0      210 SH       SHARED      02             210
D AVIAT NETWORKS INC             COM              05366Y10       231    97100 SH       SHARED      10           97100
D AVID TECHNOLOGY INC            COM              05367P10       216    22916 SH       SHARED                   22916
D AVID TECHNOLOGY INC            COM              05367P10        14     1555 SH       SHARED      01            1555
D AVID TECHNOLOGY INC            COM              05367P10         0       54 SH       SHARED      02              54
D AVID TECHNOLOGY INC            COM              05367P10       108    11500 SH       SHARED      10           11500
D AVIS BUDGET GROUP              NOTE  3.500%10/0 053774AB      1708  1400000 PRN      SHARED                                1400000
D AVIS BUDGET GROUP              NOTE  3.500%10/0 053774AB        43    36000 PRN      SHARED      02           36000
D AVIS BUDGET GROUP              COM              05377410      1086    70651 SH       SHARED                   68463           2188
D AVIS BUDGET GROUP              COM              05377410       251    16325 SH       SHARED      01           16325
D AVIS BUDGET GROUP              COM              05377410        61     3995 SH       SHARED      02            3995
D AVIS BUDGET GROUP              COM              05377410       239    15600 SH       SHARED      10           15600
D AVISTA CORP                    COM              05379B10      1599    62143 SH       SHARED                   58712           3431
D AVISTA CORP                    COM              05379B10       458    17800 SH       SHARED      01           15150           2650
D AVISTA CORP                    COM              05379B10       769    29900 SH       SHR/OTHR    01                          29900
D AVISTA CORP                    COM              05379B10        10      409 SH       SHARED      02             107            302
D AVISTA CORP                    COM              05379B10       555    21600 SH       SHARED      10           21600
D AVISTA CORP                    COM              05379B10         2      103 SH       SHARED      21                            103
D AVNET INC                      COM              05380710      5417   186234 SH       SHARED                  184461           1773
D AVNET INC                      COM              05380710       977    33600 SH       SHARED      01           33600
D AVNET INC                      COM              05380710       230     7914 SH       SHARED      02            2534           5380
D AVNET INC                      COM              05380710       125     4301 SH       SHARED      04            4301
D AVNET INC                      COM              05380710         2      100 SH       SHARED      05             100
D AVNET INC                      COM              05380710       285     9800 SH       SHARED      06            9800
D AVINO SILVER & GOLD MINES LT   COM              05390610        28    17200 SH       SHARED                                  17200
D AVON PRODS INC                 COM              05430310        82     5169 SH       SHARED                    5169
D AVON PRODS INC                 COM              05430310     22956  1439258 SH       SHARED                 1438114           1144
D AVON PRODS INC                 COM              05430310      2214   138816 SH       SHARED      01          133916           4900
D AVON PRODS INC                 COM              05430310        70     4450 SH       SHR/OTHR    01                           4450
D AVON PRODS INC                 COM              05430310       650    40812 SH       SHARED      02             432          40380
D AVON PRODS INC                 COM              05430310         3      220 SH       SHARED      05             220
D AVON PRODS INC                 COM              05430310      1878   117790 SH       SHARED      06           16720         101070
D AVON PRODS INC                 COM              05430310      3517   220555 SH       SHARED      10          220555
D AVON PRODS INC                 COM              05430310       191    12000 SH       SHARED      15           12000
D AVON PRODS INC                 COM              05430310        15     1000 SH       SHR/OTHR    20                           1000
D AVON PRODS INC                 COM              05430310        95     6000 SH       SHARED      21            6000
D AVON PRODS INC                 COM              05430310        82     5200 SH       SHR/OTHR    23                           5200
D AWARE INC MASS                 COM              05453N10        67    10786 SH       SHARED                   10786
D AWARE INC MASS                 COM              05453N10         0        2 SH       SHARED      02               2
D AXCELIS TECHNOLOGIES INC       COM              05454010         4     3883 SH       SHARED                    3883
D AXCELIS TECHNOLOGIES INC       COM              05454010         0      517 SH       SHARED      02              17            500
D BB^T CORP                      COM              05493710        45     1380 SH       SHARED                    1380
D BB^T CORP                      COM              05493710     41661  1256368 SH       SHARED                 1256368
D BB^T CORP                      COM              05493710      5707   172125 SH       SHARED      01          172125
D BB^T CORP                      COM              05493710      2028    61160 SH       SHARED      02            9862          51298
D BB^T CORP                      COM              05493710         1      250 SH CALL  SHARED      02             250
D BB^T CORP                      COM              05493710         0      319 SH PUT   SHARED      02             319
D BB^T CORP                      COM              05493710        81     2470 SH       SHARED      05            2470
D BB^T CORP                      COM              05493710      2562    77270 SH       SHARED      06           51370          25900
D BB^T CORP                      COM              05493710      7462   225056 SH       SHARED      10          225056
D BB^T CORP                      COM              05493710        33     1000 SH       SHR/OTHR    23                           1000
D B & G FOODS INC NEW            COM              05508R10      1154    38086 SH       SHARED                   37212            874
D B & G FOODS INC NEW            COM              05508R10       554    18303 SH       SHARED      02              93          18210
D B & G FOODS INC NEW            COM              05508R10       342    11300 SH       SHARED      10           11300
D B & G FOODS INC NEW            COM              05508R10        14      479 SH       SHARED      21             479
D BCE INC                        COM NEW          05534B76       101     2300 SH       SHARED                    2300
D BCE INC                        COM NEW          05534B76     39700   903513 SH       SHARED                  340569         562944
D BCE INC                        COM NEW          05534B76       312     7118 SH       SHARED      02            3200           3918
D BCE INC                        COM NEW          05534B76      1318    30000 SH       SHARED      04           30000
D BCE INC                        COM NEW          05534B76    165883  3775229 SH       SHARED      04         3775229
D BCE INC                        COM NEW          05534B76       487    11101 SH       SHARED      05           11101
D BCE INC                        COM NEW          05534B76      1015    23100 SH       SHARED      06           22300            800
D BCE INC                        COM NEW          05534B76        13      300 SH       SHR/OTHR    23                            300
D BCE INC                        COM NEW          05534B76      2917    66400 SH       SHARED      30           66400
D BBX CAP CORP                   CL A PAR $0.01   05540P10         0        1 SH       SHARED      02               1
D BGC PARTNERS INC               CL A             05541T10      5155  1052190 SH       SHARED                 1052090            100
D BGC PARTNERS INC               CL A             05541T10         1      300 SH       SHARED      01             300
D BGC PARTNERS INC               CL A             05541T10       305    62288 SH       SHARED      02            2339          59949
D BGC PARTNERS INC               CL A             05541T10       117    23900 SH       SHARED      10           23900
D BHP BILLITON PLC               SPONSORED ADR    05545E20        31      500 SH       SHARED      02                            500
D BHP BILLITON PLC               SPONSORED ADR    05545E20        14      230 SH       SHARED      21             230
D BHP BILLITON PLC               SPONSORED ADR    05545E20        95     1525 SH       SHR/OTHR    23                           1525
D BOK FINL CORP                  COM NEW          05561Q20     18681   316108 SH       SHARED                  316108
D BOK FINL CORP                  COM NEW          05561Q20         1       22 SH       SHARED      02              22
D BOK FINL CORP                  COM NEW          05561Q20      3324    56250 SH       SHARED      10           56250
D BOK FINL CORP                  COM NEW          05561Q20         6      110 SH       SHARED      21                            110
D BP PLC                         SPONSORED ADR    05562210        11      270 SH       SHARED                     270
D BP PLC                         SPONSORED ADR    05562210     81997  1935726 SH       SHARED                 1935726
D BP PLC                         SPONSORED ADR    05562210      3626    85613 SH       SHARED      01           30553          55060
D BP PLC                         SPONSORED ADR    05562210       294     6941 SH       SHR/OTHR    01                           6941
D BP PLC                         SPONSORED ADR    05562210     36078   851721 SH       SHARED      02          766828          84893
D BP PLC                         SPONSORED ADR    05562210        37    14449 SH CALL  SHARED      02           14449
D BP PLC                         SPONSORED ADR    05562210         1     1748 SH PUT   SHARED      02            1748
D BP PLC                         SPONSORED ADR    05562210       573    13536 SH       SHARED      20           12766            770
D BP PLC                         SPONSORED ADR    05562210        49     1174 SH       SHR/OTHR    20                           1174
D BP PLC                         SPONSORED ADR    05562210       167     3955 SH       SHARED      21            3955
D BP PLC                         SPONSORED ADR    05562210      1281    30250 SH       SHARED      23           25329           4921
D BP PLC                         SPONSORED ADR    05562210      1825    43101 SH       SHR/OTHR    23                          43101
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       600     6400 SH       SHARED                    6400
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       234     2500 SH       SHARED      01                           2500
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        24      260 SH       SHARED      02                            260
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        56      600 SH       SHR/OTHR    23                            600
D BPZ RESOURCES INC              MTNF  6.500% 3/0 055639AB       701   890000 PRN      SHARED                  890000
D BPZ RESOURCES INC              COM              05563910       166    58349 SH       SHARED                   58349
D BPZ RESOURCES INC              COM              05563910        24     8400 SH       SHARED      01            8400
D BPZ RESOURCES INC              COM              05563910         2      920 SH       SHARED      02              20            900
D BPZ RESOURCES INC              COM              05563910       108    37900 SH       SHARED      10           37900
D BRE PROPERTIES INC             CL A             05564E10     16913   360698 SH       SHARED                  360698
D BRE PROPERTIES INC             CL A             05564E10        12      265 SH       SHARED      02             265
D BRE PROPERTIES INC             CL A             05564E10      7980   170192 SH       SHARED      10          170192
D BRE PROPERTIES INC             CL A             05564E10    195913  4178158 SH       SHARED      11         2318149        1860009
D BRE PROPERTIES INC             CL A             05564E10       660    14091 SH       SHARED      26           14091
D BOFI HLDG INC                  COM              05566U10         9      362 SH       SHARED                     362
D BOFI HLDG INC                  COM              05566U10         0        1 SH       SHARED      02               1
D BOFI HLDG INC                  COM              05566U10       195     7500 SH       SHARED      26            7500
D BSD MED CORP DEL               COM              05566210       178   130607 SH       SHARED      26          130607
D BSD MED CORP DEL               COM              05566210        38    28000 SH       SHARED      32           28000
D BSB BANCORP INC MD             COM              05573H10         3      296 SH       SHARED                     296
D BSB BANCORP INC MD             COM              05573H10         0        1 SH       SHARED      02               1
D BT GROUP PLC                   ADR              05577E10      4461   119937 SH       SHARED                  119937
D BT GROUP PLC                   ADR              05577E10         3      100 SH       SHARED      02             100
D BT GROUP PLC                   ADR              05577E10        25      697 SH       SHARED      21             697
D BMC SOFTWARE INC               COM              05592110       122     2943 SH       SHARED                    2943
D BMC SOFTWARE INC               COM              05592110     17031   410485 SH       SHARED                  410057            428
D BMC SOFTWARE INC               COM              05592110      1846    44500 SH       SHARED      01           44500
D BMC SOFTWARE INC               COM              05592110       297     7172 SH       SHARED      02             722           6450
D BMC SOFTWARE INC               COM              05592110       414    10000 SH       SHARED      04           10000
D BMC SOFTWARE INC               COM              05592110         2       70 SH       SHARED      05              70
D BMC SOFTWARE INC               COM              05592110      1521    36670 SH       SHARED      06           30110           6560
D BMC SOFTWARE INC               COM              05592110      1540    37136 SH       SHARED      10           37136
D BABCOCK & WILCOX CO NEW        COM              05615F10      1123    44120 SH       SHARED                   44120
D BABCOCK & WILCOX CO NEW        COM              05615F10        38     1512 SH       SHARED      01            1512
D BABCOCK & WILCOX CO NEW        COM              05615F10        87     3429 SH       SHARED      02               4           3425
D BABCOCK & WILCOX CO NEW        COM              05615F10        76     3000 SH       SHARED      10            3000
D BABCOCK & WILCOX CO NEW        COM              05615F10         5      220 SH       SHARED      21                            220
D BACTERIN INTL HLDGS INC        COM              05644R10         0      393 SH       SHARED                     393
D BACTERIN INTL HLDGS INC        COM              05644R10       851   549129 SH       SHARED      26          549129
D BACTERIN INTL HLDGS INC        COM              05644R10       214   138290 SH       SHARED      32          138290
D BADGER METER INC               COM              05652510       676    18593 SH       SHARED                   18593
D BADGER METER INC               COM              05652510         1       28 SH       SHARED      02              28
D BAIDU INC                      SPON ADR REP A   05675210       222     1900 SH       SHARED                    1900
D BAIDU INC                      SPON ADR REP A   05675210     34861   298242 SH       SHARED                  297942            300
D BAIDU INC                      SPON ADR REP A   05675210        58      500 SH       SHARED      01             500
D BAIDU INC                      SPON ADR REP A   05675210      7283    62311 SH       SHARED      02           59673           2638
D BAIDU INC                      SPON ADR REP A   05675210     50823   434800 SH       SHARED      04          434800
D BAIDU INC                      SPON ADR REP A   05675210       440     3770 SH       SHARED      05            3770
D BAIDU INC                      SPON ADR REP A   05675210      4091    35000 SH       SHARED      05           35000
D BAIDU INC                      SPON ADR REP A   05675210     13428   114880 SH       SHARED      06           89880          25000
D BAIDU INC                      SPON ADR REP A   05675210       151     1300 SH       SHARED      26            1300
D BAKER MICHAEL CORP             COM              05714910        32     1357 SH       SHARED                    1357
D BAKER MICHAEL CORP             COM              05714910         0        2 SH       SHARED      02               2
D BAKER MICHAEL CORP             COM              05714910        66     2800 SH       SHARED      10            2800
D BAKER MICHAEL CORP             COM              05714910       100     4200 SH       SHARED      26            4200
D BAKER HUGHES INC               COM              05722410      5976   132146 SH       SHARED                     296         131850
D BAKER HUGHES INC               COM              05722410     37842   836659 SH       SHARED                  835459           1200
D BAKER HUGHES INC               COM              05722410         0     2015 SH PUT   SHARED                    2015
D BAKER HUGHES INC               COM              05722410      6060   133983 SH       SHARED      01          132658           1325
D BAKER HUGHES INC               COM              05722410      1909    42216 SH       SHARED      02           31216          11000
D BAKER HUGHES INC               COM              05722410         2     2000 SH CALL  SHARED      02            2000
D BAKER HUGHES INC               COM              05722410      6275   138750 SH       SHARED      04          138750
D BAKER HUGHES INC               COM              05722410       148     3284 SH       SHARED      05            3284
D BAKER HUGHES INC               COM              05722410      2482    54885 SH       SHARED      06           39294          15591
D BAKER HUGHES INC               COM              05722410      4589   101479 SH       SHARED      10          101479
D BAKER HUGHES INC               COM              05722410       203     4500 SH       SHARED      15            4500
D BAKER HUGHES INC               COM              05722410       199     4415 SH       SHARED      21            4415
D BAKER HUGHES INC               COM              05722410        45     1000 SH       SHARED      23            1000
D BAKER HUGHES INC               COM              05722410         6      150 SH       SHR/OTHR    23                            150
D BAKER HUGHES INC               COM              05722410       569    12600 SH       SHARED      29           12600
D BAKER HUGHES INC               COM              05722410      7499   165818 SH       SHARED      31          165818
D BALCHEM CORP                   COM              05766520       840    22876 SH       SHARED                   22481            395
D BALCHEM CORP                   COM              05766520         2       58 SH       SHARED      02              58
D BALDWIN & LYONS INC            CL B             05775520        37     1588 SH       SHARED                    1588
D BALDWIN & LYONS INC            CL B             05775520         4      202 SH       SHARED      02             202
D BALDWIN & LYONS INC            CL B             05775520        81     3400 SH       SHARED      10            3400
D BALL CORP                      COM              05849810        57     1348 SH       SHARED                    1348
D BALL CORP                      COM              05849810      6250   147739 SH       SHARED                  146938            801
D BALL CORP                      COM              05849810      3190    75418 SH       SHARED      01           73121           2297
D BALL CORP                      COM              05849810        73     1737 SH       SHR/OTHR    01                           1737
D BALL CORP                      COM              05849810        93     2220 SH       SHARED      02             807           1413
D BALL CORP                      COM              05849810        46     1100 SH       SHARED      04            1100
D BALL CORP                      COM              05849810        71     1700 SH       SHARED      05            1700
D BALL CORP                      COM              05849810       481    11390 SH       SHARED      06            7990           3400
D BALL CORP                      COM              05849810      1977    46741 SH       SHARED      10           46741
D BALL CORP                      COM              05849810        36      855 SH       SHARED      20             855
D BALL CORP                      COM              05849810        14      346 SH       SHARED      21             346
D BALL CORP                      COM              05849810      2322    54893 SH       SHARED      27           54893
D BALLANTYNE STRONG INC          COM              05851610        58    13969 SH       SHARED      26           13969
D BALLARD PWR SYS INC NEW        COM              05858610        18    25350 SH       SHARED                   25350
D BALLY TECHNOLOGIES INC         COM              05874B10      9685   196099 SH       SHARED                  182399          13700
D BALLY TECHNOLOGIES INC         COM              05874B10       197     4000 SH       SHARED      01            4000
D BALLY TECHNOLOGIES INC         COM              05874B10       386     7822 SH       SHARED      02            7721            101
D BALLY TECHNOLOGIES INC         COM              05874B10        54     1100 SH       SHARED      10            1100
D BANCFIRST CORP                 COM              05945F10        41      964 SH       SHARED                     964
D BANCFIRST CORP                 COM              05945F10         0        2 SH       SHARED      02               2
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10      2696   347902 SH       SHARED                  347902
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10       488    63023 SH       SHARED      02           58034           4989
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      2964   184470 SH       SHARED                  184470
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      7755   482598 SH       SHARED      02          482598
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030         0     3055 SH CALL  SHARED      02            3055
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      3898   242600 SH       SHARED      04          242600
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030       144     9000 SH       SHARED      05            9000
D BANCO DE CHILE                 SPONSORED ADR    05952010      1844    22121 SH       SHARED                   22121
D BANCO DE CHILE                 SPONSORED ADR    05952010         0        1 SH       SHARED      02               1
D BANCO MACRO SA                 SPON ADR B       05961W10      1307    92229 SH       SHARED                   92159             70
D BANCO MACRO SA                 SPON ADR B       05961W10        28     2000 SH       SHARED      04            2000
D BANCO SANTANDER SA             ADR              05964H10      5943   796774 SH       SHARED                  796774
D BANCO SANTANDER SA             ADR              05964H10         0     1000 SH CALL  SHARED                    1000
D BANCO SANTANDER SA             ADR              05964H10         9     7000 SH PUT   SHARED                    7000
D BANCO SANTANDER SA             ADR              05964H10      4686   628197 SH       SHARED      02          619909           8288
D BANCO SANTANDER SA             ADR              05964H10         0      500 SH PUT   SHARED      02             500
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10      1249    17056 SH       SHARED                   17056
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10       270     3700 SH       SHARED      04            3700
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10        11     1540 SH       SHARED                    1540
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10      7444  1010093 SH       SHARED                 1010093
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10       442    60000 SH       SHARED      04           60000
D BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   05967A10      1916   260000 SH       SHARED      06                         260000
D BANCOLOMBIA S A                SPON ADR PREF    05968L10      1804    30227 SH       SHARED                   30227
D BANCOLOMBIA S A                SPON ADR PREF    05968L10       874    14650 SH       SHARED      04           14650
D BANCORP INC DEL                COM              05969A10        49     4838 SH       SHARED                    4838
D BANCORP INC DEL                COM              05969A10         0        5 SH       SHARED      02               5
D BANCORP INC DEL                COM              05969A10        55     5400 SH       SHARED      10            5400
D BANCORPSOUTH INC               COM              05969210      1586   107602 SH       SHARED                  107126            476
D BANCORPSOUTH INC               COM              05969210        50     3425 SH       SHARED      01            3425
D BANCORPSOUTH INC               COM              05969210         0       13 SH       SHARED      02              13
D BANCORPSOUTH INC               COM              05969210     18982  1287807 SH       SHARED      10         1287807
D BANK OF AMERICA CORPORATION    COM              06050510    313172 36252068 SH       SHARED                36196705          82363
D BANK OF AMERICA CORPORATION    COM              06050510         1      784 SH CALL  SHARED                     784
D BANK OF AMERICA CORPORATION    COM              06050510        18     6053 SH PUT   SHARED                    6053
D BANK OF AMERICA CORPORATION    COM              06050510     26995  3057204 SH       SHARED      01         2960004          97200
D BANK OF AMERICA CORPORATION    COM              06050510         0       50 SH       SHR/OTHR    01                             50
D BANK OF AMERICA CORPORATION    COM              06050510     40154  4547529 SH       SHARED      02         4388722         158807
D BANK OF AMERICA CORPORATION    COM              06050510        43   105349 SH CALL  SHARED      02          105349
D BANK OF AMERICA CORPORATION    COM              06050510        24   107940 SH PUT   SHARED      02          107940
D BANK OF AMERICA CORPORATION    COM              06050510    139554 15804576 SH       SHARED      04        15747976          56600
D BANK OF AMERICA CORPORATION    COM              06050510        40     4625 SH       SHARED      05            4625
D BANK OF AMERICA CORPORATION    COM              06050510       491    55667 SH       SHARED      05           55667
D BANK OF AMERICA CORPORATION    COM              06050510     11433  1294848 SH       SHARED      06          813647         481201
D BANK OF AMERICA CORPORATION    COM              06050510     26152  2961762 SH       SHARED      10         2961762
D BANK OF AMERICA CORPORATION    COM              06050510        78     8863 SH       SHARED      20            8863
D BANK OF AMERICA CORPORATION    COM              06050510         6      700 SH       SHR/OTHR    20                            700
D BANK OF AMERICA CORPORATION    COM              06050510       196    22268 SH       SHARED      23           22268
D BANK OF AMERICA CORPORATION    COM              06050510       127    14486 SH       SHR/OTHR    23                          14486
D BANK OF AMERICA CORPORATION    COM              06050510      2362   267500 SH       SHARED      26          267500
D BANK OF AMERICA CORPORATION    COM              06050510         0        2 SH       SHARED      28               2
D BANK OF AMERICA CORPORATION    COM              06050510     13879  1571803 SH       SHARED      31         1571803
D BANK OF AMERICA CORPORATION    *W EXP 01/16/201 06050514        21     6000 SH       SHARED      02                           6000
D BANK OF AMERICA CORPORATION    *W EXP 10/28/201 06050515         8    11308 SH       SHARED      02                          11308
D BANK OF AMERICA CORPORATION    7.25%CNV PFD L   06050568       239      220 SH       SHARED      02                            220
D BANK HAWAII CORP               COM              06254010      4363    95639 SH       SHARED                   95030            609
D BANK HAWAII CORP               COM              06254010        72     1600 SH       SHARED      01            1600
D BANK HAWAII CORP               COM              06254010        51     1139 SH       SHARED      02            1139
D BANK HAWAII CORP               COM              06254010         0      334 SH CALL  SHARED      02             334
D BANK HAWAII CORP               COM              06254010     25017   548380 SH       SHARED      10          548380
D BANK KY FINL CORP              COM              06289610         5      212 SH       SHARED                     212
D BANK KY FINL CORP              COM              06289610         0        1 SH       SHARED      02               1
D BANK KY FINL CORP              COM              06289610       144     5217 SH       SHARED      26            5217
D BANK OF MARIN BANCORP          COM              06342510        29      698 SH       SHARED                     698
D BANK OF MARIN BANCORP          COM              06342510        10      250 SH       SHARED      02             250
D BANK MONTREAL QUE              COM              06367110       173     2935 SH       SHARED                    2935
D BANK MONTREAL QUE              COM              06367110     11516   195066 SH       SHARED                  195066
D BANK MONTREAL QUE              COM              06367110       932    15789 SH       SHARED      01           15789
D BANK MONTREAL QUE              COM              06367110       296     5026 SH       SHARED      02               1           5025
D BANK MONTREAL QUE              COM              06367110       125     2129 SH       SHARED      05            2129
D BANK MONTREAL QUE              COM              06367110      3024    51230 SH       SHARED      06           45250           5980
D BANK MONTREAL QUE              COM              06367110         9      165 SH       SHARED      10             165
D BANK MUTUAL CORP NEW           COM              06375010       605   132974 SH       SHARED                  132974
D BANK MUTUAL CORP NEW           COM              06375010         0      125 SH       SHARED      02             125
D BANK MUTUAL CORP NEW           COM              06375010       165    36400 SH       SHARED      10           36400
D BANK OF THE OZARKS INC         COM              06390410      3468   100630 SH       SHARED                  100630
D BANK OF THE OZARKS INC         COM              06390410       275     8000 SH       SHARED      01            8000
D BANK OF THE OZARKS INC         COM              06390410         8      256 SH       SHARED      02             256
D BANK OF NEW YORK MELLON CORP   COM              06405810        67     2981 SH       SHARED                    2981
D BANK OF NEW YORK MELLON CORP   COM              06405810     34660  1532287 SH       SHARED                 1531487            800
D BANK OF NEW YORK MELLON CORP   COM              06405810      9636   426015 SH       SHARED      01          395345          30670
D BANK OF NEW YORK MELLON CORP   COM              06405810      5747   254075 SH       SHR/OTHR    01                         254075
D BANK OF NEW YORK MELLON CORP   COM              06405810        51     2264 SH       SHARED      02            1130           1134
D BANK OF NEW YORK MELLON CORP   COM              06405810         1      375 SH CALL  SHARED      02             375
D BANK OF NEW YORK MELLON CORP   COM              06405810       904    40000 SH       SHARED      04           40000
D BANK OF NEW YORK MELLON CORP   COM              06405810      2497   110400 SH       SHARED      04          102400           8000
D BANK OF NEW YORK MELLON CORP   COM              06405810       537    23754 SH       SHARED      05           23754
D BANK OF NEW YORK MELLON CORP   COM              06405810      3680   162716 SH       SHARED      06          120309          42407
D BANK OF NEW YORK MELLON CORP   COM              06405810      7087   313328 SH       SHARED      10          313328
D BANK OF NEW YORK MELLON CORP   COM              06405810       160     7088 SH       SHARED      20            4304           2784
D BANK OF NEW YORK MELLON CORP   COM              06405810       206     9135 SH       SHR/OTHR    20                           9135
D BANK OF NEW YORK MELLON CORP   COM              06405810       163     7225 SH       SHARED      21            7225
D BANK OF NEW YORK MELLON CORP   COM              06405810        15      705 SH       SHR/OTHR    21                            705
D BANK OF NEW YORK MELLON CORP   COM              06405810      1889    83532 SH       SHARED      23           80032           3500
D BANK OF NEW YORK MELLON CORP   COM              06405810      4436   196144 SH       SHR/OTHR    23                         196144
D BANK OF NEW YORK MELLON CORP   COM              06405810      9814   433899 SH       SHARED      31          433899
D BANK NOVA SCOTIA HALIFAX       COM              06414910        60     1100 SH       SHARED                    1100
D BANK NOVA SCOTIA HALIFAX       COM              06414910     36705   669558 SH       SHARED                  287528         382030
D BANK NOVA SCOTIA HALIFAX       COM              06414910         5      100 SH       SHARED      01                            100
D BANK NOVA SCOTIA HALIFAX       COM              06414910       923    16855 SH       SHARED      02           16455            400
D BANK NOVA SCOTIA HALIFAX       COM              06414910    140574  2564294 SH       SHARED      04         2564294
D BANK NOVA SCOTIA HALIFAX       COM              06414910       177     3233 SH       SHARED      05            3233
D BANK NOVA SCOTIA HALIFAX       COM              06414910      5081    92690 SH       SHARED      06           83340           9350
D BANK NOVA SCOTIA HALIFAX       COM              06414910      2176    39700 SH       SHARED      10           39700
D BANK NOVA SCOTIA HALIFAX       COM              06414910        29      541 SH       SHARED      21             541
D BANK NOVA SCOTIA HALIFAX       COM              06414910       164     2994 SH       SHARED      27            2994
D BANKFINANCIAL CORP             COM              06643P10       191    21761 SH       SHARED                   21761
D BANKFINANCIAL CORP             COM              06643P10        29     3400 SH       SHARED      01            3400
D BANKRATE INC DEL               COM              06647F10      1300    83495 SH       SHARED                   83245            250
D BANKRATE INC DEL               COM              06647F10         0       12 SH       SHARED      02              12
D BANKUNITED INC                 COM              06652K10      4146   168481 SH       SHARED                  168481
D BANKUNITED INC                 COM              06652K10         0       31 SH       SHARED      02              31
D BANKUNITED INC                 COM              06652K10       408    16600 SH       SHARED      10           16600
D BANNER CORP                    COM NEW          06652V20      2891   106487 SH       SHARED                  106487
D BANNER CORP                    COM NEW          06652V20         3      114 SH       SHARED      01             114
D BANNER CORP                    COM NEW          06652V20        28     1057 SH       SHARED      02            1057
D BANNER CORP                    COM NEW          06652V20       279    10300 SH       SHARED      10           10300
D BANRO CORP                     COM              06680010     10921  2343729 SH       SHARED                 2343729
D BANRO CORP                     COM              06680010        17     3800 SH       SHARED      02            3800
D BANRO CORP                     COM              06680010       326    70000 SH       SHARED      04           70000
D BANRO CORP                     COM              06680010       372    80000 SH       SHARED      05           80000
D BANRO CORP                     COM              06680010      2326   499300 SH       SHARED      05          499300
D BANRO CORP                     COM              06680010      1274   273546 SH       SHARED      06                         273546
D BAR HBR BANKSHARES             COM              06684910        22      641 SH       SHARED                     641
D BAR HBR BANKSHARES             COM              06684910       110     3100 SH       SHARED      26            3100
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77     10074   227882 SH       SHARED      01           99136  2300   126446
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      2503    56623 SH       SHR/OTHR    01                          56623
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      1061    24021 SH       SHARED      02                          24021
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      1388    31403 SH       SHARED      20           23676           7727
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77       512    11593 SH       SHR/OTHR    20                          11593
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77      1790    40495 SH       SHARED      21           40495
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77       484    10953 SH       SHR/OTHR    21                          10953
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77     38665   874588 SH       SHARED      23          829672          44916
D BARCLAYS BK PLC                DJUBS CMDT ETN36 06738C77     24764   560163 SH       SHR/OTHR    23                         560163
D BARCLAYS PLC                   ADR              06738E20      3871   279130 SH       SHARED                  279130
D BARCLAYS PLC                   ADR              06738E20       165    11950 SH       SHARED      02           11950
D BARCLAYS PLC                   ADR              06738E20         0     1306 SH CALL  SHARED      02            1306
D BARCLAYS BK PLC                ETN DJUBS IND MT 06738G40        88     2450 SH       SHARED      01            2450
D BARCLAYS BK PLC                ETN DJUBS IND MT 06738G40        21      600 SH       SHARED      02                            600
D BARD C R INC                   COM              06738310        85      816 SH       SHARED                     816
D BARD C R INC                   COM              06738310     11821   112965 SH       SHARED                  112965
D BARD C R INC                   COM              06738310      2438    23299 SH       SHARED      01           23299
D BARD C R INC                   COM              06738310      4204    40175 SH       SHARED      02           39225            950
D BARD C R INC                   COM              06738310         0       15 SH CALL  SHARED      02              15
D BARD C R INC                   COM              06738310         0       15 SH PUT   SHARED      02              15
D BARD C R INC                   COM              06738310      1245    11900 SH       SHARED      04           11900
D BARD C R INC                   COM              06738310        79      760 SH       SHARED      05             760
D BARD C R INC                   COM              06738310       640     6120 SH       SHARED      06            3670           2450
D BARD C R INC                   COM              06738310      2056    19649 SH       SHARED      10           19649
D BARD C R INC                   COM              06738310        36      350 SH       SHR/OTHR    23                            350
D BARD C R INC                   COM              06738310       209     2006 SH       SHARED      27            2006
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        16      280 SH       SHARED      01             280
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        23      400 SH       SHARED      02                            400
D BARCLAYS BK PLC                ADR 2 PREF 2     06739F39       138     5550 SH       SHARED                    5550
D BARCLAYS BANK PLC              ETN DJUBS AGRI37 06739H20        99     1615 SH       SHARED      02                           1615
D BARCLAYS BANK PLC              ETN DJUBS AGRI37 06739H20       189     3070 SH       SHARED      20            2540            530
D BARCLAYS BANK PLC              ETN DJUBS SGAR38 06739H21       216     2925 SH       SHARED      02                           2925
D BARCLAYS BANK PLC              ETN DJUBS PMET38 06739H24       119     1236 SH       SHARED      02                           1236
D BARCLAYS BANK PLC              ADR PFD SR 5     06739H36       504    19455 SH       SHARED                   19455
D BARCLAYS BANK PLC              ADR PFD SR 5     06739H36       673    26000 SH       SHARED      02                          26000
D BARCLAYS BANK PLC              CARRY ETN 38     06739H41        30      650 SH       SHARED      02                            650
D BARCLAYS BANK PLC              ADS7.75%PFD S4   06739H51       216     8445 SH       SHARED                    8445
D BARCLAYS BANK PLC              ETN DJUBSLVSTK37 06739H74       224     8250 SH       SHARED      02                           8250
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77       253    10095 SH       SHARED                   10095
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        52     2100 SH       SHARED      01            1500            600
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77       168     6700 SH       SHARED      02                           6700
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26      3354   372700 SH       SHARED                  370700           2000
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26        36     4000 SH       SHARED      01            4000
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26       663    73672 SH       SHARED      02             100          73572
D BARCLAYS BK PLC                IPTH S^P VIX NEW 06740C26        22     2500 SH       SHARED      04            2500
D BARCLAYS BK PLC                IPATH S^P MT ETN 06740C51        16      500 SH       SHARED      02                            500
D BARCLAYS BK PLC                10 YR TREAS BEAR 06740L45         3      150 SH       SHARED      02                            150
D BARNES & NOBLE INC             COM              06777410      3062   239634 SH       SHARED                  236577           3057
D BARNES & NOBLE INC             COM              06777410        46     3605 SH       SHARED      02            3504            101
D BARNES & NOBLE INC             COM              06777410       227    17800 SH       SHARED      10           17800
D BARNES GROUP INC               COM              06780610       944    37778 SH       SHARED                   37778
D BARNES GROUP INC               COM              06780610         2       86 SH       SHARED      02              86
D BARNES GROUP INC               COM              06780610     11182   447110 SH       SHARED      10          447110
D BARNES GROUP INC               COM              06780610       238     9525 SH       SHARED      21            9525
D BARRICK GOLD CORP              COM              06790110       643    15400 SH       SHARED                    1100          14300
D BARRICK GOLD CORP              COM              06790110    136735  3274305 SH       SHARED                 2747503         526802
D BARRICK GOLD CORP              COM              06790110       110     2651 SH       SHARED      01            2651
D BARRICK GOLD CORP              COM              06790110     59458  1423823 SH       SHARED      02         1402957          20866
D BARRICK GOLD CORP              COM              06790110         3     1871 SH CALL  SHARED      02            1871
D BARRICK GOLD CORP              COM              06790110         0     2000 SH PUT   SHARED      02            2000
D BARRICK GOLD CORP              COM              06790110      1606    38460 SH       SHARED      04           38460
D BARRICK GOLD CORP              COM              06790110    186018  4454458 SH       SHARED      04         4116873         337585
D BARRICK GOLD CORP              COM              06790110        16      387 SH       SHARED      05             387
D BARRICK GOLD CORP              COM              06790110       392     9407 SH       SHARED      05            9407
D BARRICK GOLD CORP              COM              06790110     12192   291960 SH       SHARED      06          147540         144420
D BARRICK GOLD CORP              COM              06790110       187     4500 SH       SHARED      23            4000            500
D BARRICK GOLD CORP              COM              06790110       440    10555 SH       SHR/OTHR    23                          10555
D BARRICK GOLD CORP              COM              06790110      1252    30000 SH       SHARED      26           30000
D BARRICK GOLD CORP              COM              06790110      2235    53530 SH       SHARED      29           53530
D BARRICK GOLD CORP              COM              06790110     13551   324500 SH       SHARED      30          324500
D BARRICK GOLD CORP              COM              06790110       267     6407 SH       SHARED      31            6407
D BARNWELL INDS INC              COM              06822110         0      200 SH       SHARED      02             200
D BARRETT BILL CORP              COM              06846N10      3279   132382 SH       SHARED                  132382
D BARRETT BILL CORP              COM              06846N10         0        6 SH       SHARED      02               6
D BARRETT BILL CORP              COM              06846N10       136     5500 SH       SHARED      10            5500
D BARRETT BUSINESS SERVICES IN   COM              06846310         8      296 SH       SHARED                     296
D BARRETT BUSINESS SERVICES IN   COM              06846310         0        2 SH       SHARED      02               2
D BARRETT BUSINESS SERVICES IN   COM              06846310        46     1700 SH       SHARED      10            1700
D BARRY R G CORP OHIO            COM              06879810         5      381 SH       SHARED                     381
D BARRY R G CORP OHIO            COM              06879810         0        2 SH       SHARED      02               2
D BASIC ENERGY SVCS INC NEW      COM              06985P10      2053   183017 SH       SHARED                  179982           3035
D BASIC ENERGY SVCS INC NEW      COM              06985P10       477    42570 SH       SHARED      01           36120           6450
D BASIC ENERGY SVCS INC NEW      COM              06985P10       802    71500 SH       SHR/OTHR    01                          71500
D BASIC ENERGY SVCS INC NEW      COM              06985P10        22     1976 SH       SHARED      02              52           1924
D BASIC ENERGY SVCS INC NEW      COM              06985P10        78     7000 SH       SHARED      10            7000
D BASSETT FURNITURE INDS INC     COM              07020310        99     8007 SH       SHARED                    8007
D BASSETT FURNITURE INDS INC     COM              07020310         0        1 SH       SHARED      01               1
D BASSETT FURNITURE INDS INC     COM              07020310         0        1 SH       SHARED      02               1
D BAXTER INTL INC                COM              07181310       103     1723 SH       SHARED                    1723
D BAXTER INTL INC                COM              07181310     31366   520438 SH       SHARED                  519978            460
D BAXTER INTL INC                COM              07181310      9951   165121 SH       SHARED      01          165121
D BAXTER INTL INC                COM              07181310     32743   543283 SH       SHARED      02          498941          44342
D BAXTER INTL INC                COM              07181310        20     9125 SH CALL  SHARED      02            9125
D BAXTER INTL INC                COM              07181310         1     3125 SH PUT   SHARED      02            3125
D BAXTER INTL INC                COM              07181310       425     7058 SH       SHARED      04            7058
D BAXTER INTL INC                COM              07181310     10306   171000 SH       SHARED      04          171000
D BAXTER INTL INC                COM              07181310       419     6960 SH       SHARED      05            6960
D BAXTER INTL INC                COM              07181310      3654    60630 SH       SHARED      06           40210          20420
D BAXTER INTL INC                COM              07181310     10077   167212 SH       SHARED      10          167212
D BAXTER INTL INC                COM              07181310       614    10200 SH       SHARED      20                          10200
D BAXTER INTL INC                COM              07181310      1094    18166 SH       SHARED      23           14000           4166
D BAXTER INTL INC                COM              07181310      1849    30685 SH       SHR/OTHR    23                          30685
D BAXTER INTL INC                COM              07181310      2103    34900 SH       SHARED      26           34900
D BAXTER INTL INC                COM              07181310       940    15603 SH       SHARED      32           15603
D BAYTEX ENERGY CORP             COM              07317Q10      3103    65409 SH       SHARED                   65409
D BAYTEX ENERGY CORP             COM              07317Q10        17      375 SH       SHARED      01                            375
D BAYTEX ENERGY CORP             COM              07317Q10      4772   100600 SH       SHARED      02          100400            200
D BAYTEX ENERGY CORP             COM              07317Q10         4      100 SH       SHARED      05             100
D BAYTEX ENERGY CORP             COM              07317Q10        50     1060 SH       SHARED      06            1060
D BAYTEX ENERGY CORP             COM              07317Q10        47     1000 SH       SHARED      23            1000
D BAZAARVOICE INC                COM              07327110      1236    81613 SH       SHARED                   81613
D BAZAARVOICE INC                COM              07327110       175    11600 SH       SHARED      02                          11600
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10        52    12744 SH       SHARED                   12744
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10         0      113 SH       SHARED      02             113
D BBCN BANCORP INC               COM              07329510      3125   247889 SH       SHARED                  247889
D BBCN BANCORP INC               COM              07329510        20     1642 SH       SHARED      02            1642
D BBCN BANCORP INC               COM              07329510        65     5200 SH       SHARED      10            5200
D B/E AEROSPACE INC              COM              07330210      5501   130636 SH       SHARED                  130636
D B/E AEROSPACE INC              COM              07330210       241     5733 SH       SHARED      02             133           5600
D B/E AEROSPACE INC              COM              07330210       105     2500 SH       SHARED      10            2500
D BEACON FED BANCORP INC         COM              07358210         4      200 SH       SHARED                     200
D BEACON ROOFING SUPPLY INC      COM              07368510       217     7641 SH       SHARED                    7641
D BEACON ROOFING SUPPLY INC      COM              07368510       101     3579 SH       SHARED      02              13           3566
D BEACON ROOFING SUPPLY INC      COM              07368510       222     7800 SH       SHARED      10            7800
D BEAM INC                       COM              07373010        60     1043 SH       SHARED                     893            150
D BEAM INC                       COM              07373010      6047   105093 SH       SHARED                  100001           5092
D BEAM INC                       COM              07373010     10403   180811 SH       SHARED      01          128315          52496
D BEAM INC                       COM              07373010      1030    17905 SH       SHR/OTHR    01                          17905
D BEAM INC                       COM              07373010       498     8669 SH       SHARED      02             317           8352
D BEAM INC                       COM              07373010     48270   838900 SH       SHARED      04          838900
D BEAM INC                       COM              07373010         5       90 SH       SHARED      05              90
D BEAM INC                       COM              07373010      5385    93600 SH       SHARED      06           42500          51100
D BEAM INC                       COM              07373010      2114    36743 SH       SHARED      10           35523           1220
D BEAM INC                       COM              07373010       825    14343 SH       SHARED      20           11388    75     2880
D BEAM INC                       COM              07373010        21      370 SH       SHR/OTHR    20                            370
D BEAM INC                       COM              07373010       146     2545 SH       SHARED      21            2425            120
D BEAM INC                       COM              07373010      1956    33998 SH       SHARED      23           30352           3646
D BEAM INC                       COM              07373010      1440    25035 SH       SHR/OTHR    23                          25035
D BEAM INC                       COM              07373010       874    15200 SH       SHARED      26           15200
D BEASLEY BROADCAST GROUP INC    CL A             07401410         0      167 SH       SHARED                     167
D BEASLEY BROADCAST GROUP INC    CL A             07401410         0        1 SH       SHARED      02               1
D BEAZER HOMES USA INC           COM              07556Q10      4842  1364213 SH       SHARED                 1364213
D BEAZER HOMES USA INC           COM              07556Q10       601   169359 SH       SHARED      02          169359
D BEAZER HOMES USA INC           COM              07556Q10       160    45200 SH       SHARED      10           45200
D BEAZER HOMES USA INC           UNIT 99/99/9999  07556Q70      1202    40000 SH       SHARED      02           40000
D BEBE STORES INC                COM              07557110       594   123770 SH       SHARED                  123770
D BEBE STORES INC                COM              07557110         0        6 SH       SHARED      02               6
D BECTON DICKINSON & CO          COM              07588710       112     1437 SH       SHARED                    1437
D BECTON DICKINSON & CO          COM              07588710     28025   356741 SH       SHARED                  356741
D BECTON DICKINSON & CO          COM              07588710      4980    63395 SH       SHARED      01           61179           2216
D BECTON DICKINSON & CO          COM              07588710        29      380 SH       SHR/OTHR    01                            380
D BECTON DICKINSON & CO          COM              07588710       350     4464 SH       SHARED      02            1614           2850
D BECTON DICKINSON & CO          COM              07588710         0       43 SH CALL  SHARED      02              43
D BECTON DICKINSON & CO          COM              07588710      4847    61710 SH       SHARED      04           61710
D BECTON DICKINSON & CO          COM              07588710       293     3730 SH       SHARED      05            3730
D BECTON DICKINSON & CO          COM              07588710      1995    25400 SH       SHARED      06           17180           8220
D BECTON DICKINSON & CO          COM              07588710      4122    52477 SH       SHARED      10           52477
D BECTON DICKINSON & CO          COM              07588710       333     4250 SH       SHARED      20            3500            750
D BECTON DICKINSON & CO          COM              07588710       329     4200 SH       SHR/OTHR    20                           4200
D BECTON DICKINSON & CO          COM              07588710       502     6400 SH       SHARED      23            4650           1750
D BECTON DICKINSON & CO          COM              07588710      1434    18260 SH       SHR/OTHR    23                          18260
D BECTON DICKINSON & CO          COM              07588710      1036    13195 SH       SHARED      27           13195
D BECTON DICKINSON & CO          COM              07588710       586     7470 SH       SHARED      29            7470
D BECTON DICKINSON & CO          COM              07588710       178     2275 SH       SHARED      32            2275
D BED BATH & BEYOND INC          COM              07589610       102     1633 SH       SHARED                    1413            220
D BED BATH & BEYOND INC          COM              07589610     45113   716091 SH       SHARED                  713214           2877
D BED BATH & BEYOND INC          COM              07589610     10767   170911 SH       SHARED      01          137723          33188
D BED BATH & BEYOND INC          COM              07589610      1663    26402 SH       SHR/OTHR    01                          26402
D BED BATH & BEYOND INC          COM              07589610      1145    18186 SH       SHARED      02           12757           5429
D BED BATH & BEYOND INC          COM              07589610       378     6000 SH       SHARED      04            6000
D BED BATH & BEYOND INC          COM              07589610        88     1400 SH       SHARED      05            1400
D BED BATH & BEYOND INC          COM              07589610      4920    78110 SH       SHARED      06           54370          23740
D BED BATH & BEYOND INC          COM              07589610      5218    82837 SH       SHARED      10           81822           1015
D BED BATH & BEYOND INC          COM              07589610       898    14263 SH       SHARED      20           11026    85     3152
D BED BATH & BEYOND INC          COM              07589610       226     3591 SH       SHR/OTHR    20                           3591
D BED BATH & BEYOND INC          COM              07589610       130     2066 SH       SHARED      21            2066
D BED BATH & BEYOND INC          COM              07589610        59      950 SH       SHR/OTHR    21                            950
D BED BATH & BEYOND INC          COM              07589610      2053    32590 SH       SHARED      23           27650           4940
D BED BATH & BEYOND INC          COM              07589610      1062    16865 SH       SHR/OTHR    23                          16865
D BED BATH & BEYOND INC          COM              07589610       844    13400 SH       SHARED      26           13400
D BED BATH & BEYOND INC          COM              07589610        62      997 SH       SHARED      27             997
D BED BATH & BEYOND INC          COM              07589610       677    10760 SH       SHARED      29           10760
D BEL FUSE INC                   CL B             07734730       147     7917 SH       SHARED                    7917
D BEL FUSE INC                   CL B             07734730         0       20 SH       SHARED      02              20
D BEL FUSE INC                   CL B             07734730       143     7700 SH       SHARED      10            7700
D BELDEN INC                     COM              07745410      1288    34936 SH       SHARED                   34631            305
D BELDEN INC                     COM              07745410        44     1200 SH       SHARED      01            1200
D BELDEN INC                     COM              07745410         3       87 SH       SHARED      02              87
D BELDEN INC                     COM              07745410       427    11600 SH       SHARED      10           11600
D BELO CORP                      COM SER A        08055510       130    16702 SH       SHARED                   16702
D BELO CORP                      COM SER A        08055510        75     9600 SH       SHARED      01            9600
D BELO CORP                      COM SER A        08055510         0       19 SH       SHARED      02              19
D BELO CORP                      COM SER A        08055510       220    28100 SH       SHARED      10           28100
D BELO CORP                      COM SER A        08055510       167    21400 SH       SHARED      26           21400
D BEMIS INC                      COM              08143710       155     4937 SH       SHARED                    4937
D BEMIS INC                      COM              08143710     22258   707298 SH       SHARED                  233850         473448
D BEMIS INC                      COM              08143710       591    18794 SH       SHARED      01           17544           1250
D BEMIS INC                      COM              08143710       149     4748 SH       SHARED      02            1186           3562
D BEMIS INC                      COM              08143710    100455  3192094 SH       SHARED      04         3192094
D BEMIS INC                      COM              08143710        84     2700 SH       SHARED      06                           2700
D BEMIS INC                      COM              08143710      1164    36988 SH       SHARED      10           36988
D BEMIS INC                      COM              08143710         2       85 SH       SHR/OTHR    21                             85
D BENCHMARK ELECTRS INC          COM              08160H10       553    36267 SH       SHARED                   36167            100
D BENCHMARK ELECTRS INC          COM              08160H10        24     1575 SH       SHARED      01            1575
D BENCHMARK ELECTRS INC          COM              08160H10         1      121 SH       SHARED      02             121
D BENCHMARK ELECTRS INC          COM              08160H10       316    20750 SH       SHARED      10           20750
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10        53     5560 SH       SHARED                    5560
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10         0        6 SH       SHARED      02               6
D BERKLEY W R CORP               COM              08442310      4647   123973 SH       SHARED                  122973           1000
D BERKLEY W R CORP               COM              08442310      1066    28450 SH       SHARED      01           28450
D BERKLEY W R CORP               COM              08442310        52     1399 SH       SHARED      02            1399
D BERKLEY W R CORP               COM              08442310         4      130 SH       SHARED      05             130
D BERKLEY W R CORP               COM              08442310        14      400 SH       SHARED      06                            400
D BERKLEY W R CORP               COM              08442310         8      240 SH       SHARED      21                            240
D BERKLEY W R CORP               COM              08442310        18      500 SH       SHARED      23                            500
D BERKSHIRE BANCORP INC DEL      COM NEW          08459720         1      154 SH       SHARED                     154
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0      192 SH       SHARED                     192
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       32 SH       SHARED      01              19     3       10
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        5 SH       SHR/OTHR    01                              5
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        1 SH       SHARED      02                              1
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        2 SH       SHARED      04                              2
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0      136 SH       SHARED      06             136
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       184     2091 SH       SHARED                    2091
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070    103593  1174529 SH       SHARED                 1174529
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         1     1762 SH CALL  SHARED                    1762
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     23834   270228 SH       SHARED      01          266886           3342
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       203     2310 SH       SHR/OTHR    01                           2310
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      7273    82468 SH       SHARED      02           33691          48777
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         3     1105 SH CALL  SHARED      02            1105
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         1     1930 SH PUT   SHARED      02            1930
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      4022    45608 SH       SHARED      04           45608
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       222     2520 SH       SHARED      05            2520
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     10929   123922 SH       SHARED      06           67250          56672
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     38577   437388 SH       SHARED      10          437388
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      1196    13568 SH       SHARED      20           13468            100
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       414     4700 SH       SHR/OTHR    20                           4700
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070         3       35 SH       SHR/OTHR    21                             35
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      1930    21887 SH       SHARED      23           19025           2862
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      3053    34621 SH       SHR/OTHR    23                          34621
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       449     5096 SH       SHARED      26            5096
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070      2722    30864 SH       SHARED      27           30864
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070       949    10770 SH       SHARED      29           10770
D BERKSHIRE HATHAWAY INC DEL     CL B NEW         08467070     19780   224272 SH       SHARED      31          224272
D BERKSHIRE HILLS BANCORP INC    COM              08468010      1654    72302 SH       SHARED                   72302
D BERKSHIRE HILLS BANCORP INC    COM              08468010         0        4 SH       SHARED      02               4
D BERKSHIRE HILLS BANCORP INC    COM              08468010       370    16200 SH       SHARED      10           16200
D BERRY PETE CO                  CL A             08578910      2472    60853 SH       SHARED                   60853
D BERRY PETE CO                  CL A             08578910       187     4625 SH       SHARED      01            4625
D BERRY PETE CO                  CL A             08578910         0       15 SH       SHARED      02              15
D BERRY PETE CO                  CL A             08578910       199     4900 SH       SHARED      10            4900
D BEST BUY INC                   COM              08651610        43     2553 SH       SHARED                    2553
D BEST BUY INC                   COM              08651610     25090  1458750 SH       SHARED                 1457124           1626
D BEST BUY INC                   COM              08651610         9     1500 SH PUT   SHARED                    1500
D BEST BUY INC                   COM              08651610      1364    79343 SH       SHARED      01           79343
D BEST BUY INC                   COM              08651610     14204   825821 SH       SHARED      02          774339          51482
D BEST BUY INC                   COM              08651610         1     9215 SH CALL  SHARED      02            9215
D BEST BUY INC                   COM              08651610        13     6500 SH PUT   SHARED      02            6500
D BEST BUY INC                   COM              08651610       686    39896 SH       SHARED      04           39896
D BEST BUY INC                   COM              08651610         3      230 SH       SHARED      05             230
D BEST BUY INC                   COM              08651610       524    30490 SH       SHARED      06           23340           7150
D BEST BUY INC                   COM              08651610      3655   212531 SH       SHARED      10          212531
D BHP BILLITON LTD               SPONSORED ADR    08860610      1384    20183 SH       SHARED                   20183
D BHP BILLITON LTD               SPONSORED ADR    08860610         1      200 SH PUT   SHARED                     200
D BHP BILLITON LTD               SPONSORED ADR    08860610       394     5750 SH       SHARED      01                   300     5450
D BHP BILLITON LTD               SPONSORED ADR    08860610       401     5850 SH       SHR/OTHR    01                           5850
D BHP BILLITON LTD               SPONSORED ADR    08860610      1513    22060 SH       SHARED      02                          22060
D BHP BILLITON LTD               SPONSORED ADR    08860610         3      675 SH CALL  SHARED      02             675
D BHP BILLITON LTD               SPONSORED ADR    08860610         0      705 SH PUT   SHARED      02             705
D BHP BILLITON LTD               SPONSORED ADR    08860610        72     1055 SH       SHARED      21            1055
D BHP BILLITON LTD               SPONSORED ADR    08860610        27      400 SH       SHR/OTHR    21                            400
D BHP BILLITON LTD               SPONSORED ADR    08860610       355     5175 SH       SHARED      23            3975           1200
D BHP BILLITON LTD               SPONSORED ADR    08860610      1133    16525 SH       SHR/OTHR    23                          16525
D BHP BILLITON LTD               SPONSORED ADR    08860610       343     5000 SH       SHARED      29            5000
D BG MEDICINE INC                COM              08861T10         1      523 SH       SHARED                     523
D BG MEDICINE INC                COM              08861T10         0        3 SH       SHARED      02               3
D BIDZ COM INC                   COM              08883T20         3     4664 SH       SHARED      02            4664
D BIG 5 SPORTING GOODS CORP      COM              08915P10       496    49624 SH       SHARED                   49624
D BIG 5 SPORTING GOODS CORP      COM              08915P10         1      104 SH       SHARED      02             104
D BIG 5 SPORTING GOODS CORP      COM              08915P10       253    25400 SH       SHARED      10           25400
D BIG 5 SPORTING GOODS CORP      COM              08915P10       127    12800 SH       SHARED      26           12800
D BIG LOTS INC                   COM              08930210        71     2403 SH       SHARED                    2403
D BIG LOTS INC                   COM              08930210      8218   277842 SH       SHARED                  276522           1320
D BIG LOTS INC                   COM              08930210       288     9757 SH       SHARED      02            9757
D BIG LOTS INC                   COM              08930210      5285   178697 SH       SHARED      10          178697
D BIG LOTS INC                   COM              08930210        75     2550 SH       SHARED      21            2550
D BIG LOTS INC                   COM              08930210       141     4800 SH       SHARED      26            4800
D BIGLARI HLDGS INC              COM              08986R10      1019     2792 SH       SHARED                    2792
D BIGLARI HLDGS INC              COM              08986R10         2        6 SH       SHARED      02               6
D BIGLARI HLDGS INC              COM              08986R10        89      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       549    19233 SH       SHARED                   18979            254
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60         1       48 SH       SHARED      02              48
D BIO RAD LABS INC               CL A             09057220      2058    19288 SH       SHARED                   19088            200
D BIO RAD LABS INC               CL A             09057220         0        1 SH       SHARED      02               1
D BIO RAD LABS INC               CL A             09057220       213     2000 SH       SHARED      10            2000
D BIOCRYST PHARMACEUTICALS       COM              09058V10       140    33237 SH       SHARED                   33237
D BIOCRYST PHARMACEUTICALS       COM              09058V10         0       13 SH       SHARED      02              13
D BIOCRYST PHARMACEUTICALS       COM              09058V10        50    12000 SH       SHARED      10           12000
D BIOCRYST PHARMACEUTICALS       COM              09058V10       212    50000 SH       SHARED      26           50000
D BIODELIVERY SCIENCES INTL IN   COM              09060J10        45     7258 SH       SHARED                    7258
D BIODELIVERY SCIENCES INTL IN   COM              09060J10         0      106 SH       SHARED      02             106
D BIODELIVERY SCIENCES INTL IN   COM              09060J10       825   130559 SH       SHARED      26          130559
D BIODELIVERY SCIENCES INTL IN   COM              09060J10       197    31280 SH       SHARED      32           31280
D BIOMARIN PHARMACEUTICAL INC    NOTE  2.500% 3/2 09061GAC     21225  8749000 PRN      SHARED      02         8749000
D BIOMARIN PHARMACEUTICAL INC    NOTE  1.875% 4/2 09061GAD     14368  6898000 PRN      SHARED                 6898000
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10     10583   262873 SH       SHARED                  262873
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       193     4800 SH       SHARED      01            4800
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10     21756   540400 SH       SHARED      02          538800           1600
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        13     4225 SH PUT   SHARED      02            4225
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10     13905   345385 SH       SHARED      04          345385
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        56     1400 SH       SHARED      06            1400
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       124     3100 SH       SHARED      10            3100
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       575    14300 SH       SHARED      26           14300
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10       483    12000 SH       SHARED      30           12000
D BIOGEN IDEC INC                COM              09062X10        73      490 SH       SHARED                     490
D BIOGEN IDEC INC                COM              09062X10    108335   726063 SH       SHARED                  726063
D BIOGEN IDEC INC                COM              09062X10      8811    59055 SH       SHARED      01           58930            125
D BIOGEN IDEC INC                COM              09062X10      4582    30714 SH       SHARED      02           25193           5521
D BIOGEN IDEC INC                COM              09062X10         4     1750 SH PUT   SHARED      02            1750
D BIOGEN IDEC INC                COM              09062X10     26498   177590 SH       SHARED      04          177590
D BIOGEN IDEC INC                COM              09062X10       243     1630 SH       SHARED      05            1630
D BIOGEN IDEC INC                COM              09062X10      3479    23320 SH       SHARED      06           14450           8870
D BIOGEN IDEC INC                COM              09062X10      9232    61876 SH       SHARED      10           61876
D BIOGEN IDEC INC                COM              09062X10       432     2900 SH       SHR/OTHR    23                           2900
D BIOGEN IDEC INC                COM              09062X10       417     2800 SH       SHARED      29            2800
D BIOGEN IDEC INC                COM              09062X10       483     3240 SH       SHARED      30            3240
D BIOGEN IDEC INC                COM              09062X10      1155     7744 SH       SHARED      32            7744
D BIOMED REALTY TRUST INC        COM              09063H10         1      100 SH       SHARED                     100
D BIOMED REALTY TRUST INC        COM              09063H10      5269   281480 SH       SHARED                  281480
D BIOMED REALTY TRUST INC        COM              09063H10         1       61 SH       SHARED      02              61
D BIOMED REALTY TRUST INC        COM              09063H10       170     9100 SH       SHARED      10            9100
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10         6     1562 SH       SHARED                    1562
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10       100    24500 SH       SHARED      02                          24500
D BIOSANTE PHARMACEUTICALS INC   COM PAR $0.0001  09065V30       268   141927 SH       SHARED                  141927
D BIOTIME INC                    COM              09066L10        19     4634 SH       SHARED                    4634
D BIOTIME INC                    COM              09066L10         0        9 SH       SHARED      02               9
D BIOSCRIP INC                   COM              09069N10       560    61497 SH       SHARED                   61497
D BIOSCRIP INC                   COM              09069N10         0        8 SH       SHARED      02               8
D BIOSCRIP INC                   COM              09069N10        66     7300 SH       SHARED      10            7300
D BIOLASE INC                    COM              09091110         1      598 SH       SHARED                     598
D BIOLASE INC                    COM              09091110        12     7588 SH       SHARED      01            7588
D BIOLASE INC                    COM              09091110         0        3 SH       SHARED      02               3
D BIOSPECIFICS TECHNOLOGIES CO   COM              09093110         4      210 SH       SHARED                     210
D BIOSPECIFICS TECHNOLOGIES CO   COM              09093110         0        2 SH       SHARED      02               2
D BJS RESTAURANTS INC            COM              09180C10       688    15176 SH       SHARED                   15176
D BJS RESTAURANTS INC            COM              09180C10         3       75 SH       SHARED      02              47             28
D BLACK BOX CORP DEL             COM              09182610       561    21994 SH       SHARED                   21897             97
D BLACK BOX CORP DEL             COM              09182610         0       38 SH       SHARED      02              38
D BLACK BOX CORP DEL             COM              09182610        66     2600 SH       SHARED      10            2600
D BLACK DIAMOND INC              COM              09202G10         6      758 SH       SHARED                     758
D BLACK DIAMOND INC              COM              09202G10         0        3 SH       SHARED      02               3
D BLACK HILLS CORP               COM              09211310      3046    85634 SH       SHARED                   85634
D BLACK HILLS CORP               COM              09211310         3      105 SH       SHARED      02             105
D BLACK HILLS CORP               COM              09211310       487    13700 SH       SHARED      10           13700
D BLACKBAUD INC                  COM              09227Q10      1389    58108 SH       SHARED                   57189            919
D BLACKBAUD INC                  COM              09227Q10        52     2212 SH       SHARED      02              88           2124
D BLACKBAUD INC                  COM              09227Q10         5      213 SH       SHARED      21                            213
D BLACKROCK INC                  COM              09247X10        46      263 SH       SHARED                     263
D BLACKROCK INC                  COM              09247X10     25974   145680 SH       SHARED                  145680
D BLACKROCK INC                  COM              09247X10      6657    37340 SH       SHARED      01           36430            910
D BLACKROCK INC                  COM              09247X10       362     2034 SH       SHR/OTHR    01                           2034
D BLACKROCK INC                  COM              09247X10       343     1929 SH       SHARED      02             236           1693
D BLACKROCK INC                  COM              09247X10      5871    32930 SH       SHARED      04           32930
D BLACKROCK INC                  COM              09247X10       190     1070 SH       SHARED      05            1070
D BLACKROCK INC                  COM              09247X10      4655    26110 SH       SHARED      06            7820          18290
D BLACKROCK INC                  COM              09247X10     11100    62260 SH       SHARED      10           62260
D BLACKROCK INC                  COM              09247X10       178     1000 SH       SHARED      15            1000
D BLACKROCK INC                  COM              09247X10        45      255 SH       SHARED      20             255
D BLACKROCK INC                  COM              09247X10       210     1180 SH       SHARED      23            1160             20
D BLACKROCK INC                  COM              09247X10        72      405 SH       SHR/OTHR    23                            405
D BLACKROCK INC                  COM              09247X10      3470    19462 SH       SHARED      27           19462
D BLACKROCK INCOME OPP TRUST I   COM              09247510        11     1000 SH       SHARED      01            1000
D BLACKROCK CALIF MUN INCOME T   SH BEN INT       09248E10        50     3036 SH       SHARED      02                           3036
D BLACKROCK STRATEGIC MUN TR     COM              09248T10         7      500 SH       SHARED      02                            500
D BLACKROCK BUILD AMER BD TR     SHS              09248X10        28     1215 SH       SHARED      02                           1215
D BLACKROCK VA MUNICIPAL BOND    COM              09248110        16      800 SH       SHARED      02                            800
D BLACKROCK CORE BD TR           SHS BEN INT      09249E10        23     1500 SH       SHARED      02                           1500
D BLACKROCK MD MUNICIPAL BOND    COM              09249L10        24     1383 SH       SHARED      02                           1383
D BLACKROCK LTD DURATION INC T   COM SHS          09249W10       278    14990 SH       SHARED      02                          14990
D BLACKROCK HIGH INCOME SHS      SHS BEN INT      09250E10        12     5225 SH       SHARED      02                           5225
D BLACKROCK FLA MUN 2020 TERM    COM SHS          09250M10        21     1360 SH       SHARED      23            1360
D BLACKROCK ENERGY & RES TR      COM              09250U10         9      391 SH       SHARED      01                            391
D BLACKROCK ENERGY & RES TR      COM              09250U10        90     3545 SH       SHARED      02                           3545
D BLACKROCK GLOBAL OPP EQTY TR   COM              09250110        11      828 SH       SHARED      02                            828
D BLACKROCK CREDIT ALL INC TR    COM              09250810        92     6500 SH       SHARED      02                           6500
D BLACKROCK INTL GRWTH & INC T   COM BENE INTER   09252410        13     1862 SH       SHARED      02                           1862
D BLACKROCK MUNIVEST FD INC      COM              09253R10        36     3136 SH       SHARED      01            3136
D BLACKROCK MUNIVEST FD INC      COM              09253R10        83     7236 SH       SHARED      23            7236
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10    214307 15007546 SH       SHARED                15007546
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10      9315   652360 SH       SHARED      02          619860          32500
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10        17    27716 SH CALL  SHARED      02           27716
D BLACKROCK MUNIENHANCED FD IN   COM              09253Y10        13     1000 SH       SHARED      02                           1000
D BLACKROCK KELSO CAPITAL CORP   COM              09253310       155    16017 SH       SHARED                   16017
D BLACKROCK KELSO CAPITAL CORP   COM              09253310        16     1712 SH       SHARED      02              12           1700
D BLACKROCK KELSO CAPITAL CORP   COM              09253310      1420   146100 SH       SHARED      10          146100
D BLACKROCK REAL ASSET EQUITY    COM              09254B10       488    45400 SH       SHARED      02                          45400
D BLACKROCK MUNIY QUALITY FD I   COM              09254G10        21     1400 SH       SHARED      01            1400
D BLACKROCK MUNIHLDS INVSTM QL   COM              09254P10        66     4098 SH       SHARED      23            4098
D BLACKROCK MUNIHLDGS NY QLTY    COM              09255C10       365    22217 SH       SHARED      01           22217
D BLACKROCK MUNIHLDGS NY QLTY    COM              09255C10        12      772 SH       SHARED      23             772
D BLACKROCK MUNIYIELD NY QLTY    COM              09255E10       198    13114 SH       SHARED      01           13114
D BLACKROCK MUNIYIELD NY QLTY    COM              09255E10        28     1900 SH       SHARED      23            1900
D BLACKROCK FLOAT RATE OME STR   COM              09255X10        15     1000 SH       SHARED      02                           1000
D BLACKROCK FL RATE OME STRA I   COM SHS          09255Y10       167    12227 SH       SHARED      02                          12227
D BLACKSTONE GSO FLTING RTE FU   COM              09256U10        70     3500 SH       SHARED      02                           3500
D BLACKSTONE GSO LNG SHRT CR I   COM SHS BN INT   09257D10      1297    67865 SH       SHARED      02                          67865
D BLDRS INDEX FDS TR             DEV MK 100 ADR   09348R20         7      370 SH       SHARED      02                            370
D BLOCK H & R INC                COM              09367110        78     4534 SH       SHARED                    4534
D BLOCK H & R INC                COM              09367110     18503  1067736 SH       SHARED                 1067736
D BLOCK H & R INC                COM              09367110      1471    84899 SH       SHARED      01           84899
D BLOCK H & R INC                COM              09367110      3381   195113 SH       SHARED      02          193113           2000
D BLOCK H & R INC                COM              09367110         2     3802 SH PUT   SHARED      02            3802
D BLOCK H & R INC                COM              09367110       374    21614 SH       SHARED      04           21614
D BLOCK H & R INC                COM              09367110     12131   700000 SH       SHARED      04          700000
D BLOCK H & R INC                COM              09367110         3      200 SH       SHARED      05             200
D BLOCK H & R INC                COM              09367110       425    24580 SH       SHARED      06           16380           8200
D BLOCK H & R INC                COM              09367110      4684   270300 SH       SHARED      10          270300
D BLOCK H & R INC                COM              09367110        76     4400 SH       SHARED      23            4400
D BLONDER TONGUE LABS INC        COM              09369810         0      200 SH       SHARED      02             200
D BLOOMIN BRANDS INC             COM              09423510      1021    62115 SH       SHARED                   62115
D BLOOMIN BRANDS INC             COM              09423510         1       90 SH       SHARED      02                             90
D BLOUNT INTL INC NEW            COM              09518010       129     9860 SH       SHARED                    7686           2174
D BLOUNT INTL INC NEW            COM              09518010         0       14 SH       SHARED      02              14
D BLOUNT INTL INC NEW            COM              09518010       230    17500 SH       SHARED      10           17500
D BLUCORA INC                    COM              09522910      1844   103544 SH       SHARED                  103544
D BLUCORA INC                    COM              09522910         1       74 SH       SHARED      02              74
D BLUCORA INC                    COM              09522910       179    10100 SH       SHARED      10           10100
D BLUE NILE INC                  COM              09578R10       745    20107 SH       SHARED                   18441           1666
D BLUE NILE INC                  COM              09578R10         4      125 SH       SHARED      02             125
D BLUEGREEN CORP                 COM              09623110         3      517 SH       SHARED                     517
D BLUEGREEN CORP                 COM              09623110         0        3 SH       SHARED      02               3
D BLUELINX HLDGS INC             COM              09624H10         2      995 SH       SHARED                     995
D BLUELINX HLDGS INC             COM              09624H10         2     1056 SH       SHARED      02               6           1050
D BLUELINX HLDGS INC             COM              09624H10        45    19400 SH       SHARED      10           19400
D BLYTH INC                      COM NEW          09643P20       223     8615 SH       SHARED                    8615
D BLYTH INC                      COM NEW          09643P20         1       72 SH       SHARED      02              72
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710      7189   257700 SH       SHARED                  257700
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710      1877    67300 SH       SHARED      02                          67300
D BOB EVANS FARMS INC            COM              09676110      1734    44334 SH       SHARED                   43278           1056
D BOB EVANS FARMS INC            COM              09676110        45     1175 SH       SHARED      01            1175
D BOB EVANS FARMS INC            COM              09676110         0       20 SH       SHARED      02              20
D BOB EVANS FARMS INC            COM              09676110       461    11800 SH       SHARED      10           11800
D BODY CENT CORP                 COM              09689U10       834    79860 SH       SHARED                   77600           2260
D BODY CENT CORP                 COM              09689U10         0        5 SH       SHARED      02               5
D BOEING CO                      COM              09702310        53      775 SH       SHARED                     775
D BOEING CO                      COM              09702310     80925  1162806 SH       SHARED                 1161370           1436
D BOEING CO                      COM              09702310         3      451 SH PUT   SHARED                     451
D BOEING CO                      COM              09702310     14052   201918 SH       SHARED      01          200918           1000
D BOEING CO                      COM              09702310       180     2600 SH       SHR/OTHR    01                           2600
D BOEING CO                      COM              09702310      4338    62335 SH       SHARED      02           28147          34188
D BOEING CO                      COM              09702310         3     1203 SH CALL  SHARED      02            1203
D BOEING CO                      COM              09702310         3     1464 SH PUT   SHARED      02            1464
D BOEING CO                      COM              09702310        17      250 SH       SHARED      04                            250
D BOEING CO                      COM              09702310      3792    54493 SH       SHARED      04           54493
D BOEING CO                      COM              09702310       209     3010 SH       SHARED      05            3010
D BOEING CO                      COM              09702310      5128    73690 SH       SHARED      06           47010          26680
D BOEING CO                      COM              09702310     12561   180491 SH       SHARED      10          180491
D BOEING CO                      COM              09702310        55      800 SH       SHR/OTHR    20                            800
D BOEING CO                      COM              09702310       391     5629 SH       SHARED      21            5629
D BOEING CO                      COM              09702310       278     4000 SH       SHARED      23            4000
D BOEING CO                      COM              09702310       963    13850 SH       SHR/OTHR    23                          13850
D BOEING CO                      COM              09702310       583     8383 SH       SHARED      26            8383
D BOEING CO                      COM              09702310        76     1100 SH       SHARED      30            1100
D BOEING CO                      COM              09702310      9281   133371 SH       SHARED      31          133371
D BOINGO WIRELESS INC            COM              09739C10        18     2345 SH       SHARED                    2345
D BOINGO WIRELESS INC            COM              09739C10        77     9755 SH       SHARED      02               5           9750
D BOINGO WIRELESS INC            COM              09739C10        26     3400 SH       SHARED      10            3400
D BOISE INC                      COM              09746Y10       209    23961 SH       SHARED                   23961
D BOISE INC                      COM              09746Y10        32     3700 SH       SHARED      01            3700
D BOISE INC                      COM              09746Y10         0       16 SH       SHARED      02              16
D BOISE INC                      COM              09746Y10        89    10200 SH       SHARED      10           10200
D BOISE INC                      COM              09746Y10       217    24800 SH       SHARED      26           24800
D BOLT TECHNOLOGY CORP           COM              09769810         4      309 SH       SHARED                     309
D BOLT TECHNOLOGY CORP           COM              09769810         0        1 SH       SHARED      02               1
D BON-TON STORES INC             COM              09776J10         4      456 SH       SHARED                     456
D BON-TON STORES INC             COM              09776J10         0      103 SH       SHARED      02             103
D BONANZA CREEK ENERGY INC       COM              09779310       218     9262 SH       SHARED                    9262
D BONANZA CREEK ENERGY INC       COM              09779310         0        1 SH       SHARED      02               1
D BOOZ ALLEN HAMILTON HLDG COR   CL A             09950210      1211    87450 SH       SHARED                   87450
D BOOZ ALLEN HAMILTON HLDG COR   CL A             09950210         2      200 SH       SHARED      02                            200
D BORGWARNER INC                 COM              09972410        52      763 SH       SHARED                     493            270
D BORGWARNER INC                 COM              09972410      8842   127947 SH       SHARED                  125494           2453
D BORGWARNER INC                 COM              09972410      9201   133148 SH       SHARED      01           95540          37608
D BORGWARNER INC                 COM              09972410      1729    25021 SH       SHR/OTHR    01                          25021
D BORGWARNER INC                 COM              09972410       506     7330 SH       SHARED      02            1559           5771
D BORGWARNER INC                 COM              09972410       364     5270 SH       SHARED      04            4450            820
D BORGWARNER INC                 COM              09972410         6      100 SH       SHARED      05             100
D BORGWARNER INC                 COM              09972410       547     7920 SH       SHARED      06            4870           3050
D BORGWARNER INC                 COM              09972410      2044    29586 SH       SHARED      10           28427           1159
D BORGWARNER INC                 COM              09972410      1092    15812 SH       SHARED      20           12427   100     3285
D BORGWARNER INC                 COM              09972410       206     2994 SH       SHR/OTHR    20                           2994
D BORGWARNER INC                 COM              09972410       411     5960 SH       SHARED      21            5960
D BORGWARNER INC                 COM              09972410        44      650 SH       SHR/OTHR    21                            650
D BORGWARNER INC                 COM              09972410      3188    46136 SH       SHARED      23           40991           5145
D BORGWARNER INC                 COM              09972410      2358    34125 SH       SHR/OTHR    23                          34125
D BORGWARNER INC                 COM              09972410      1036    15000 SH       SHARED      26           15000
D BORGWARNER INC                 COM              09972410       714    10335 SH       SHARED      29           10335
D BOSTON BEER INC                CL A             10055710       728     6509 SH       SHARED                    6509
D BOSTON BEER INC                CL A             10055710         1       16 SH       SHARED      02              16
D BOSTON BEER INC                CL A             10055710       134     1200 SH       SHARED      26            1200
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910       573    59752 SH       SHARED                   59519            233
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910         1      144 SH       SHARED      02             144
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910       279    29100 SH       SHARED      10           29100
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  3.750% 5/1 10112RAG       458   400000 PRN      SHARED                                 400000
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  3.750% 5/1 10112RAG      2776  2425000 PRN      SHARED      02         2425000
D BOSTON PPTYS LTD PARTNERSHIP   NOTE  3.750% 5/1 10112RAG       572   500000 PRN      SHARED      04                         500000
D BOSTON PROPERTIES INC          COM              10112110        36      328 SH       SHARED                     328
D BOSTON PROPERTIES INC          COM              10112110     58928   532761 SH       SHARED                  532761
D BOSTON PROPERTIES INC          COM              10112110      4230    38250 SH       SHARED      01           36800           1450
D BOSTON PROPERTIES INC          COM              10112110      1111    10045 SH       SHARED      02            9796            249
D BOSTON PROPERTIES INC          COM              10112110       142     1290 SH       SHARED      05            1290
D BOSTON PROPERTIES INC          COM              10112110      1837    16610 SH       SHARED      06           11150           5460
D BOSTON PROPERTIES INC          COM              10112110     15089   136419 SH       SHARED      10          136419
D BOSTON PROPERTIES INC          COM              10112110    268254  2425230 SH       SHARED      11         1319350        1105880
D BOSTON PROPERTIES INC          COM              10112110      1426    12900 SH       SHARED      20                          12900
D BOSTON PROPERTIES INC          COM              10112110        49      450 SH       SHARED      23             450
D BOSTON PROPERTIES INC          COM              10112110        94      850 SH       SHR/OTHR    23                            850
D BOSTON PROPERTIES INC          COM              10112110       806     7289 SH       SHARED      26            7289
D BOSTON SCIENTIFIC CORP         COM              10113710        63    11110 SH       SHARED                   11110
D BOSTON SCIENTIFIC CORP         COM              10113710     10216  1779811 SH       SHARED                 1779811
D BOSTON SCIENTIFIC CORP         COM              10113710      2428   423142 SH       SHARED      01          416802           6340
D BOSTON SCIENTIFIC CORP         COM              10113710         6     1049 SH       SHARED      02              55            994
D BOSTON SCIENTIFIC CORP         COM              10113710      1145   199600 SH       SHARED      04          199600
D BOSTON SCIENTIFIC CORP         COM              10113710        76    13355 SH       SHARED      05           13355
D BOSTON SCIENTIFIC CORP         COM              10113710       655   114237 SH       SHARED      06           64108          50129
D BOSTON SCIENTIFIC CORP         COM              10113710      2062   359286 SH       SHARED      10          359286
D BOSTON SCIENTIFIC CORP         COM              10113710         2      430 SH       SHR/OTHR    21                            430
D BOSTON SCIENTIFIC CORP         COM              10113710       815   142000 SH       SHARED      32          142000
D BOTTOMLINE TECH DEL INC        COM              10138810      1167    47289 SH       SHARED                   47289
D BOTTOMLINE TECH DEL INC        COM              10138810         1       68 SH       SHARED      02              68
D BOTTOMLINE TECH DEL INC        COM              10138810       103     4200 SH       SHARED      10            4200
D BOYD GAMING CORP               COM              10330410       331    46940 SH       SHARED                   46940
D BOYD GAMING CORP               COM              10330410         0       60 SH       SHARED      02              60
D BOYD GAMING CORP               COM              10330410        17     2500 SH       SHARED      23                           2500
D BOYD GAMING CORP               COM              10330410       353    50000 SH       SHARED      26           50000
D BRADY CORP                     CL A             10467410      3228   110250 SH       SHARED                  110250
D BRADY CORP                     CL A             10467410         4      164 SH       SHARED      02             164
D BRADY CORP                     CL A             10467410     10634   363185 SH       SHARED      10          363185
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820      7265   596010 SH       SHARED                  596010
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820       127    10500 SH       SHARED      01           10500
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        27     2228 SH       SHARED      02            2228
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820     22964  1883920 SH       SHARED      10         1883920
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10      2889   167029 SH       SHARED                  167029
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10        17     1004 SH       SHARED      02               4           1000
D BRF-BRASIL FOODS S A           SPONSORED ADR    10552T10      1038    60000 SH       SHARED      04           60000
D BRASKEM S A                    SP ADR PFD A     10553210     44096  3125208 SH       SHARED                 3125208
D BRASKEM S A                    SP ADR PFD A     10553210       180    12766 SH       SHARED      04           12766
D BRASKEM S A                    SP ADR PFD A     10553210        31     2224 SH       SHARED      05            2224
D BRASKEM S A                    SP ADR PFD A     10553210      1269    90000 SH       SHARED      06                          90000
D BRAVO BRIO RESTAURANT GROUP    COM              10567B10        91     6301 SH       SHARED                    6301
D BRAVO BRIO RESTAURANT GROUP    COM              10567B10         0        5 SH       SHARED      02               5
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610      5465   281300 SH       SHARED                  281300
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610       172     8900 SH       SHARED      02                           8900
D BRIDGE CAP HLDGS               COM              10803010       128     8340 SH       SHARED                    8340
D BRIDGE CAP HLDGS               COM              10803010         0        3 SH       SHARED      02               3
D BRIDGE BANCORP INC             COM              10803510         9      411 SH       SHARED                     411
D BRIDGE BANCORP INC             COM              10803510       221     9502 SH       SHARED      02            3002           6500
D BRIDGEPOINT ED INC             COM              10807M10       422    41608 SH       SHARED                   41608
D BRIDGEPOINT ED INC             COM              10807M10         7      705 SH       SHARED      02             705
D BRIDGELINE DIGITAL INC         COM              10807Q20         1      900 SH       SHARED      02             900
D BRIGGS & STRATTON CORP         COM              10904310      2560   137164 SH       SHARED                  124902          12262
D BRIGGS & STRATTON CORP         COM              10904310       248    13307 SH       SHARED      01           11257           2050
D BRIGGS & STRATTON CORP         COM              10904310       435    23300 SH       SHR/OTHR    01                          23300
D BRIGGS & STRATTON CORP         COM              10904310         1       87 SH       SHARED      02              87
D BRIGGS & STRATTON CORP         COM              10904310     21026  1126221 SH       SHARED      10         1126221
D BRIGHTCOVE INC                 COM              10921T10      1362   116614 SH       SHARED                  116614
D BRIGHTCOVE INC                 COM              10921T10        87     7455 SH       SHARED      02               5           7450
D BRIGHTPOINT INC                COM NEW          10947340      1438   160402 SH       SHARED                  160402
D BRIGHTPOINT INC                COM NEW          10947340        50     5650 SH       SHARED      01            5650
D BRIGHTPOINT INC                COM NEW          10947340         1      125 SH       SHARED      02             125
D BRIGUS GOLD CORP               COM              10949010        42    42700 SH       SHARED                   42700
D BRIGUS GOLD CORP               COM              10949010         2     2200 SH       SHARED      02            2200
D BRINKER INTL INC               COM              10964110     28502   807428 SH       SHARED                  807128            300
D BRINKER INTL INC               COM              10964110      1409    39930 SH       SHARED      01           37305           2625
D BRINKER INTL INC               COM              10964110        83     2355 SH       SHR/OTHR    01                           2355
D BRINKER INTL INC               COM              10964110        20      570 SH       SHARED      02             302            268
D BRINKER INTL INC               COM              10964110       123     3500 SH       SHARED      06            3500
D BRINKER INTL INC               COM              10964110     24751   701185 SH       SHARED      10          701185
D BRINKER INTL INC               COM              10964110         6      175 SH       SHARED      20             175
D BRINKS CO                      COM              10969610      1173    45663 SH       SHARED                   45663
D BRINKS CO                      COM              10969610        23      900 SH       SHARED      01             900
D BRINKS CO                      COM              10969610         0       13 SH       SHARED      02              13
D BRINKS CO                      COM              10969610     23884   929715 SH       SHARED      10          929715
D BRINKS CO                      COM              10969610        25     1000 SH       SHARED      23                           1000
D BRINKS CO                      COM              10969610       130     5078 SH       SHARED      26            5078
D BRISTOL MYERS SQUIBB CO        COM              11012210       528    15659 SH       SHARED                   15659
D BRISTOL MYERS SQUIBB CO        COM              11012210     57765  1711562 SH       SHARED                 1690917          20645
D BRISTOL MYERS SQUIBB CO        COM              11012210     17400   515574 SH       SHARED      01          468142          47432
D BRISTOL MYERS SQUIBB CO        COM              11012210      1288    38168 SH       SHR/OTHR    01                          38168
D BRISTOL MYERS SQUIBB CO        COM              11012210     10206   302416 SH       SHARED      02           92841         209575
D BRISTOL MYERS SQUIBB CO        COM              11012210         3     5027 SH CALL  SHARED      02            5027
D BRISTOL MYERS SQUIBB CO        COM              11012210         0     1924 SH PUT   SHARED      02            1924
D BRISTOL MYERS SQUIBB CO        COM              11012210       691    20481 SH       SHARED      04                          20481
D BRISTOL MYERS SQUIBB CO        COM              11012210      8403   249000 SH       SHARED      04          249000
D BRISTOL MYERS SQUIBB CO        COM              11012210       419    12430 SH       SHARED      05           12430
D BRISTOL MYERS SQUIBB CO        COM              11012210      8745   259128 SH       SHARED      06          125410         133718
D BRISTOL MYERS SQUIBB CO        COM              11012210     24384   722502 SH       SHARED      10          722502
D BRISTOL MYERS SQUIBB CO        COM              11012210       189     5606 SH       SHARED      20            4278           1328
D BRISTOL MYERS SQUIBB CO        COM              11012210       330     9788 SH       SHR/OTHR    20                           9788
D BRISTOL MYERS SQUIBB CO        COM              11012210      2143    63505 SH       SHARED      23           63505
D BRISTOL MYERS SQUIBB CO        COM              11012210      7489   221903 SH       SHR/OTHR    23                         221903
D BRISTOL MYERS SQUIBB CO        COM              11012210       397    11790 SH       SHARED      26           11790
D BRISTOL MYERS SQUIBB CO        COM              11012210       341    10104 SH       SHARED      27           10104
D BRISTOL MYERS SQUIBB CO        COM              11012210       100     2990 SH       SHARED      29            2990
D BRISTOL MYERS SQUIBB CO        COM              11012210     10299   305169 SH       SHARED      31          305169
D BRISTOL MYERS SQUIBB CO        COM              11012210      1072    31781 SH       SHARED      32           31781
D BRISTOW GROUP INC              NOTE  3.000% 6/1 110394AC      5773  5600000 PRN      SHARED                 5600000
D BRISTOW GROUP INC              COM              11039410      1411    27915 SH       SHARED                   27915
D BRISTOW GROUP INC              COM              11039410         8      166 SH       SHARED      02             166
D BRISTOW GROUP INC              COM              11039410       439     8700 SH       SHARED      10            8700
D BRISTOW GROUP INC              COM              11039410       126     2500 SH       SHARED      23                           2500
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        35      350 SH       SHARED                     350
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810      7367    71783 SH       SHARED                   71783
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        13      130 SH       SHARED      02                            130
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        45      444 SH       SHARED      21             444
D BROADCOM CORP                  CL A             11132010        70     2042 SH       SHARED                    2042
D BROADCOM CORP                  CL A             11132010     45664  1320919 SH       SHARED                 1319685           1234
D BROADCOM CORP                  CL A             11132010         0      300 SH CALL  SHARED                     300
D BROADCOM CORP                  CL A             11132010      6775   195989 SH       SHARED      01          183820          12169
D BROADCOM CORP                  CL A             11132010       267     7735 SH       SHR/OTHR    01                           7735
D BROADCOM CORP                  CL A             11132010      3562   103059 SH       SHARED      02           96033           7026
D BROADCOM CORP                  CL A             11132010         1      300 SH CALL  SHARED      02             300
D BROADCOM CORP                  CL A             11132010         0      552 SH PUT   SHARED      02             552
D BROADCOM CORP                  CL A             11132010      3560   103000 SH       SHARED      04          103000
D BROADCOM CORP                  CL A             11132010        11      325 SH       SHARED      05             325
D BROADCOM CORP                  CL A             11132010      2521    72930 SH       SHARED      06           54725          18205
D BROADCOM CORP                  CL A             11132010      4673   135181 SH       SHARED      10          135181
D BROADCOM CORP                  CL A             11132010        59     1717 SH       SHARED      20            1352            365
D BROADCOM CORP                  CL A             11132010        13      400 SH       SHR/OTHR    20                            400
D BROADCOM CORP                  CL A             11132010         9      285 SH       SHARED      21             285
D BROADCOM CORP                  CL A             11132010       534    15460 SH       SHARED      23           13295           2165
D BROADCOM CORP                  CL A             11132010       196     5680 SH       SHR/OTHR    23                           5680
D BROADCOM CORP                  CL A             11132010       367    10626 SH       SHARED      26           10626
D BROADSOFT INC                  COM              11133B40       156     3817 SH       SHARED                    3817
D BROADSOFT INC                  COM              11133B40        16      400 SH       SHARED      01             400
D BROADSOFT INC                  COM              11133B40         0        8 SH       SHARED      02               8
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10     18983   813683 SH       SHARED                  808250           5433
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       130     5599 SH       SHARED      01            5599
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       185     7955 SH       SHARED      02             110           7845
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       139     6000 SH       SHARED      10            6000
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10         6      300 SH       SHARED      21                            300
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        11      500 SH       SHR/OTHR    23                            500
D BROADVISION INC                COM PAR $.001    11141270       191    20450 SH       SHARED                   20450
D BROADWIND ENERGY INC           COM NEW          11161T20         1      687 SH       SHARED                     687
D BROADWIND ENERGY INC           COM NEW          11161T20        10     4890 SH       SHARED      01            4890
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130     13345  2256131 SH       SHARED                 2256131
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130        18     3139 SH       SHARED      01            3139
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130         4      794 SH       SHARED      02              15            779
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130         0     2650 SH CALL  SHARED      02            2650
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130     22858  3864449 SH       SHARED      10         3864449
D BROOKDALE SR LIVING INC        COM              11246310        72     3137 SH       SHARED                    3137
D BROOKDALE SR LIVING INC        COM              11246310     10904   469614 SH       SHARED                  468935            679
D BROOKDALE SR LIVING INC        COM              11246310        11      500 SH       SHARED      01                            500
D BROOKDALE SR LIVING INC        COM              11246310        75     3271 SH       SHARED      02            3271
D BROOKDALE SR LIVING INC        COM              11246310       171     7400 SH       SHARED      10            7400
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        58     1700 SH       SHARED                    1700
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      2863    82970 SH       SHARED                   82970
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        62     1821 SH       SHARED      02              16           1805
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510     38478  1115000 SH       SHARED      04         1115000
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       117     3400 SH       SHARED      05            3400
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      5962   172765 SH       SHARED      06           62100         110665
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        30      889 SH       SHARED      21             889
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       207     6000 SH       SHARED      23                           6000
D BROOKFIELD RESIDENTIAL PPTYS   COM              11283W10       275    19731 SH       SHARED                   19731
D BROOKFIELD OFFICE PPTYS INC    COM              11290010     11101   670381 SH       SHARED                  666981           3400
D BROOKFIELD OFFICE PPTYS INC    COM              11290010       197    11900 SH       SHARED      02           11900
D BROOKFIELD OFFICE PPTYS INC    COM              11290010         3      200 SH       SHARED      05             200
D BROOKFIELD OFFICE PPTYS INC    COM              11290010        53     3225 SH       SHARED      06            1800           1425
D BROOKLINE BANCORP INC DEL      COM              11373M10       995   112835 SH       SHARED                  112245            590
D BROOKLINE BANCORP INC DEL      COM              11373M10         1      128 SH       SHARED      02             128
D BROOKS AUTOMATION INC          COM              11434010      1329   165483 SH       SHARED                  165483
D BROOKS AUTOMATION INC          COM              11434010         0      120 SH       SHARED      02             120
D BROOKS AUTOMATION INC          COM              11434010       327    40800 SH       SHARED      10           40800
D BROWN & BROWN INC              COM              11523610     10839   415782 SH       SHARED                  414824            958
D BROWN & BROWN INC              COM              11523610        35     1350 SH       SHARED      01            1350
D BROWN & BROWN INC              COM              11523610        13      502 SH       SHARED      02             502
D BROWN & BROWN INC              COM              11523610       782    30000 SH       SHARED      04           30000
D BROWN & BROWN INC              COM              11523610        65     2500 SH       SHARED      10            2500
D BROWN & BROWN INC              COM              11523610        12      494 SH       SHARED      21                            494
D BROWN FORMAN CORP              CL A             11563710       271     4350 SH       SHARED                    4350
D BROWN FORMAN CORP              CL B             11563720       102     1571 SH       SHARED                    1571
D BROWN FORMAN CORP              CL B             11563720     10639   163056 SH       SHARED                  163056
D BROWN FORMAN CORP              CL B             11563720      2378    36450 SH       SHARED      01           36450
D BROWN FORMAN CORP              CL B             11563720        44      680 SH       SHARED      02             446            234
D BROWN FORMAN CORP              CL B             11563720         0       20 SH CALL  SHARED      02              20
D BROWN FORMAN CORP              CL B             11563720         0       20 SH PUT   SHARED      02              20
D BROWN FORMAN CORP              CL B             11563720        46      712 SH       SHARED      04             712
D BROWN FORMAN CORP              CL B             11563720        72     1110 SH       SHARED      05            1110
D BROWN FORMAN CORP              CL B             11563720       512     7849 SH       SHARED      06            4424           3425
D BROWN FORMAN CORP              CL B             11563720      2733    41890 SH       SHARED      10           41890
D BROWN FORMAN CORP              CL B             11563720      1682    25779 SH       SHARED      27           25779
D BROWN SHOE INC NEW             COM              11573610       477    29775 SH       SHARED                   29775
D BROWN SHOE INC NEW             COM              11573610         1       74 SH       SHARED      02              74
D BROWN SHOE INC NEW             COM              11573610         0      135 SH CALL  SHARED      02             135
D BROWN SHOE INC NEW             COM              11573610       251    15700 SH       SHARED      10           15700
D BROWN SHOE INC NEW             COM              11573610       206    12900 SH       SHARED      26           12900
D BRUKER CORP                    COM              11679410       380    29070 SH       SHARED                   29070
D BRUKER CORP                    COM              11679410        71     5500 SH       SHARED      01            5500
D BRUKER CORP                    COM              11679410         0        4 SH       SHARED      02               4
D BRUKER CORP                    COM              11679410         6     3400 SH CALL  SHARED      02            3400
D BRUKER CORP                    COM              11679410       850    65000 SH       SHARED      04           65000
D BRUKER CORP                    COM              11679410        30     2300 SH       SHARED      10            2300
D BRUKER CORP                    COM              11679410         9      750 SH       SHARED      21             750
D BRUNSWICK CORP                 COM              11704310      1616    71413 SH       SHARED                   68837           2576
D BRUNSWICK CORP                 COM              11704310        64     2869 SH       SHARED      02            2869
D BRUNSWICK CORP                 COM              11704310       303    13400 SH       SHARED      10           13400
D BRUNSWICK CORP                 COM              11704310        14      620 SH       SHARED      21             620
D BRUNSWICK CORP                 COM              11704310      1674    74005 SH       SHARED      31           74005
D BRYN MAWR BK CORP              COM              11766510        45     2044 SH       SHARED                    2044
D BRYN MAWR BK CORP              COM              11766510         0        1 SH       SHARED      02               1
D BSQUARE CORP                   COM NEW          11776U30         0      296 SH       SHARED      02             296
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010      4889   101934 SH       SHARED                  101934
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010         0      600 SH CALL  SHARED                     600
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010      1456    30356 SH       SHARED      02               1          30355
D BUCKEYE TECHNOLOGIES INC       COM              11825510      4001   124825 SH       SHARED                  124725            100
D BUCKEYE TECHNOLOGIES INC       COM              11825510         2       75 SH       SHARED      02              75
D BUCKEYE TECHNOLOGIES INC       COM              11825510       330    10300 SH       SHARED      10           10300
D BUCKLE INC                     COM              11844010       931    20515 SH       SHARED                   20379            136
D BUCKLE INC                     COM              11844010       570    12554 SH       SHARED      02           12554
D BUFFALO WILD WINGS INC         COM              11984810      8340    97280 SH       SHARED                   97280
D BUFFALO WILD WINGS INC         COM              11984810       261     3051 SH       SHARED      02              36           3015
D BUFFALO WILD WINGS INC         COM              11984810        18      217 SH       SHARED      04             217
D BUFFALO WILD WINGS INC         COM              11984810         3       39 SH       SHARED      05              39
D BUILD A BEAR WORKSHOP          COM              12007610        93    23865 SH       SHARED                   23865
D BUILDERS FIRSTSOURCE INC       COM              12008R10       192    37011 SH       SHARED                   37011
D BUILDERS FIRSTSOURCE INC       COM              12008R10       116    22514 SH       SHARED      02              14          22500
D BUILDERS FIRSTSOURCE INC       COM              12008R10       188    36400 SH       SHARED      10           36400
D BURCON NUTRASCIENCE CORP       COM              12083110       754   165900 SH       SHARED      04          165900
D BURCON NUTRASCIENCE CORP       COM              12083110       819   180000 SH       SHARED      29          180000
D BURGER KING WORLDWIDE INC      COM              12122010      2454   176099 SH       SHARED                  176099
D BURGER KING WORLDWIDE INC      COM              12122010        48     3515 SH       SHARED                    3515
D C & F FINL CORP                COM              12466Q10        47     1216 SH       SHARED                    1216
D C^J ENERGY SVCS INC            COM              12467B30       136     6844 SH       SHARED                    6844
D C^J ENERGY SVCS INC            COM              12467B30         0        8 SH       SHARED      02               8
D CAE INC                        COM              12476510         3      315 SH       SHARED                     315
D CAE INC                        COM              12476510        78     7313 SH       SHARED                    7313
D CAE INC                        COM              12476510         2      200 SH       SHARED      02             200
D CAE INC                        COM              12476510        26     2460 SH       SHARED      05            2460
D CAI INTERNATIONAL INC          COM              12477X10        38     1893 SH       SHARED                    1893
D CAI INTERNATIONAL INC          COM              12477X10         0        2 SH       SHARED      02               2
D CBIZ INC                       COM              12480510        39     6492 SH       SHARED                    6492
D CBIZ INC                       COM              12480510         0        5 SH       SHARED      02               5
D CBL & ASSOC PPTYS INC          COM              12483010     24836  1163833 SH       SHARED                 1163833
D CBL & ASSOC PPTYS INC          COM              12483010      1037    48637 SH       SHARED      01           44237           4400
D CBL & ASSOC PPTYS INC          COM              12483010      1049    49200 SH       SHR/OTHR    01                          49200
D CBL & ASSOC PPTYS INC          COM              12483010       100     4694 SH       SHARED      02            4694
D CBL & ASSOC PPTYS INC          COM              12483010         0      472 SH CALL  SHARED      02             472
D CBL & ASSOC PPTYS INC          COM              12483010     25797  1208860 SH       SHARED      10         1208860
D CBL & ASSOC PPTYS INC          COM              12483010      3351   157050 SH       SHARED      11                         157050
D CBS CORP NEW                   CL A             12485710        10      300 SH       SHARED                     300
D CBS CORP NEW                   CL A             12485710         4      135 SH       SHARED      01             135
D CBS CORP NEW                   CL A             12485710        13      375 SH       SHARED      02                            375
D CBS CORP NEW                   CL B             12485720        61     1700 SH       SHARED                    1700
D CBS CORP NEW                   CL B             12485720     65394  1800027 SH       SHARED                 1798927           1100
D CBS CORP NEW                   CL B             12485720      5720   157459 SH       SHARED      01          157459
D CBS CORP NEW                   CL B             12485720       139     3850 SH       SHR/OTHR    01                           3850
D CBS CORP NEW                   CL B             12485720      1400    38562 SH       SHARED      02           10964          27598
D CBS CORP NEW                   CL B             12485720      3712   102200 SH       SHARED      04          102200
D CBS CORP NEW                   CL B             12485720       160     4415 SH       SHARED      05            4415
D CBS CORP NEW                   CL B             12485720      2346    64600 SH       SHARED      06           41800          22800
D CBS CORP NEW                   CL B             12485720      9575   263571 SH       SHARED      10          263571
D CBS CORP NEW                   CL B             12485720         2       75 SH       SHARED      21                             75
D CBS CORP NEW                   CL B             12485720       108     3000 SH       SHARED      23                           3000
D CBS CORP NEW                   CL B             12485720        59     1627 SH       SHR/OTHR    23                           1627
D CBS CORP NEW                   CL B             12485720       447    12330 SH       SHARED      29           12330
D CBS CORP NEW                   CL B             12485720      2477    68200 SH       SHARED      30           68200
D CBOE HLDGS INC                 COM              12503M10      2728    92820 SH       SHARED                   90882           1938
D CBOE HLDGS INC                 COM              12503M10      2366    80510 SH       SHARED      02           80510
D CBOE HLDGS INC                 COM              12503M10        55     1900 SH       SHARED      10            1900
D CBRE CLARION GLOBAL REAL EST   COM              12504G10       123    13910 SH       SHARED      02                          13910
D CBRE GROUP INC                 CL A             12504L10         8      450 SH       SHARED                     450
D CBRE GROUP INC                 CL A             12504L10      6205   337058 SH       SHARED                  337058
D CBRE GROUP INC                 CL A             12504L10      1474    80100 SH       SHARED      01           80100
D CBRE GROUP INC                 CL A             12504L10       190    10332 SH       SHARED      02            4832           5500
D CBRE GROUP INC                 CL A             12504L10        14     3550 SH CALL  SHARED      02            3550
D CBRE GROUP INC                 CL A             12504L10      6995   380000 SH       SHARED      04          380000
D CBRE GROUP INC                 CL A             12504L10         3      187 SH       SHARED      05             187
D CBRE GROUP INC                 CL A             12504L10      3291   178800 SH       SHARED      06           46000         132800
D CBRE GROUP INC                 CL A             12504L10      1390    75510 SH       SHARED      10           75510
D CBRE GROUP INC                 CL A             12504L10       407    22115 SH       SHARED      29           22115
D C D I CORP                     COM              12507110       180    10571 SH       SHARED                   10571
D C D I CORP                     COM              12507110         0       24 SH       SHARED      02              24
D C D I CORP                     COM              12507110       439    25800 SH       SHARED      10           25800
D CEC ENTMT INC                  COM              12513710      1797    59694 SH       SHARED                   59401            293
D CEC ENTMT INC                  COM              12513710         0       21 SH       SHARED      02              21
D CEC ENTMT INC                  COM              12513710      5335   177128 SH       SHARED      10          177128
D CECO ENVIRONMENTAL CORP        COM              12514110       114    11686 SH       SHARED                   11686
D CECO ENVIRONMENTAL CORP        COM              12514110         0        2 SH       SHARED      02               2
D CF INDS HLDGS INC              COM              12526910       155      700 SH       SHARED                     700
D CF INDS HLDGS INC              COM              12526910    171254   770583 SH       SHARED                  770583
D CF INDS HLDGS INC              COM              12526910      3847    17311 SH       SHARED      01           17311
D CF INDS HLDGS INC              COM              12526910      2384    10731 SH       SHARED      02           10219            512
D CF INDS HLDGS INC              COM              12526910     77822   350171 SH       SHARED      04          350171
D CF INDS HLDGS INC              COM              12526910      3141    14136 SH       SHARED      05           14136
D CF INDS HLDGS INC              COM              12526910       273     1230 SH       SHARED      05            1230
D CF INDS HLDGS INC              COM              12526910      4949    22270 SH       SHARED      06           20280           1990
D CF INDS HLDGS INC              COM              12526910      5942    26738 SH       SHARED      10           26738
D CF INDS HLDGS INC              COM              12526910       333     1500 SH       SHARED      15            1500
D CF INDS HLDGS INC              COM              12526910       311     1400 SH       SHARED      26            1400
D CF INDS HLDGS INC              COM              12526910        66      300 SH       SHARED      29             300
D CF INDS HLDGS INC              COM              12526910      7356    33100 SH       SHARED      30           33100
D CH ENERGY GROUP INC            COM              12541M10      1957    30026 SH       SHARED                   30026
D CH ENERGY GROUP INC            COM              12541M10       228     3500 SH       SHARED      01            3500
D CH ENERGY GROUP INC            COM              12541M10         0        3 SH       SHARED      02               3
D CH ENERGY GROUP INC            COM              12541M10       554     8500 SH       SHARED      10            8500
D CH ENERGY GROUP INC            COM              12541M10        65     1000 SH       SHARED      23                           1000
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20        31      546 SH       SHARED                     546
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20     22376   381989 SH       SHARED                  381989
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      3763    64245 SH       SHARED      01           64245
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20        12      208 SH       SHARED      02               8            200
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20         1     1250 SH PUT   SHARED      02            1250
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20        59     1020 SH       SHARED      05            1020
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1103    18840 SH       SHARED      06           13840           5000
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      2485    42426 SH       SHARED      10           42426
D CIFC CORP                      COM              12547R10         1      231 SH       SHARED                     231
D CIFC CORP                      COM              12547R10         0        1 SH       SHARED      02               1
D CIGNA CORPORATION              COM              12550910        47     1000 SH       SHARED                    1000
D CIGNA CORPORATION              COM              12550910     80789  1712733 SH       SHARED                 1712733
D CIGNA CORPORATION              COM              12550910      4507    95549 SH       SHARED      01           94397           1152
D CIGNA CORPORATION              COM              12550910       100     2128 SH       SHARED      02              13           2115
D CIGNA CORPORATION              COM              12550910        20     5144 SH CALL  SHARED      02            5144
D CIGNA CORPORATION              COM              12550910      6040   128050 SH       SHARED      04          128050
D CIGNA CORPORATION              COM              12550910       176     3750 SH       SHARED      05            3750
D CIGNA CORPORATION              COM              12550910      1557    33010 SH       SHARED      06           22480          10530
D CIGNA CORPORATION              COM              12550910      9835   208517 SH       SHARED      10          208517
D CIGNA CORPORATION              COM              12550910         5      117 SH       SHARED      21                            117
D CIGNA CORPORATION              COM              12550910       664    14094 SH       SHARED      23           14094
D CIGNA CORPORATION              COM              12550910       316     6700 SH       SHARED      32            6700
D CIT GROUP INC                  COM NEW          12558180     18679   474212 SH       SHARED                  471652           2560
D CIT GROUP INC                  COM NEW          12558180      1851    47000 SH       SHARED      01           47000
D CIT GROUP INC                  COM NEW          12558180       518    13155 SH       SHARED      02           13041            114
D CIT GROUP INC                  COM NEW          12558180        13    13114 SH CALL  SHARED      02           13114
D CIT GROUP INC                  COM NEW          12558180         4      120 SH       SHARED      05             120
D CIT GROUP INC                  COM NEW          12558180      1179    29937 SH       SHARED      06           28967            970
D CIT GROUP INC                  COM NEW          12558180       275     7000 SH       SHARED      15            7000
D CIT GROUP INC                  COM NEW          12558180        10      260 SH       SHARED      21                            260
D CLECO CORP NEW                 COM              12561W10      2928    69770 SH       SHARED                   68667           1103
D CLECO CORP NEW                 COM              12561W10         0        8 SH       SHARED      02               8
D CLECO CORP NEW                 COM              12561W10       847    20200 SH       SHARED      10           20200
D CLECO CORP NEW                 COM              12561W10       136     3240 SH       SHR/OTHR    23                           3240
D CME GROUP INC                  COM              12572Q10        79     1390 SH       SHARED                    1390
D CME GROUP INC                  COM              12572Q10     46266   807583 SH       SHARED                  807583
D CME GROUP INC                  COM              12572Q10      4607    80425 SH       SHARED      01           80425
D CME GROUP INC                  COM              12572Q10       255     4455 SH       SHARED      02            3005           1450
D CME GROUP INC                  COM              12572Q10     30936   540000 SH       SHARED      04          540000
D CME GROUP INC                  COM              12572Q10        91     1600 SH       SHARED      05            1600
D CME GROUP INC                  COM              12572Q10      2651    46275 SH       SHARED      06           34000          12275
D CME GROUP INC                  COM              12572Q10     10525   183718 SH       SHARED      10          183718
D CME GROUP INC                  COM              12572Q10        34      600 SH       SHR/OTHR    23                            600
D CME GROUP INC                  COM              12572Q10        65     1140 SH       SHARED      27            1140
D CMS ENERGY CORP                COM              12589610       155     6617 SH       SHARED                    6617
D CMS ENERGY CORP                COM              12589610     10253   435397 SH       SHARED                  434597            800
D CMS ENERGY CORP                COM              12589610      1776    75450 SH       SHARED      01           75450
D CMS ENERGY CORP                COM              12589610       372    15825 SH       SHARED      02               9          15816
D CMS ENERGY CORP                COM              12589610       249    10600 SH       SHARED      04           10600
D CMS ENERGY CORP                COM              12589610       219     9300 SH       SHARED      05            9300
D CMS ENERGY CORP                COM              12589610       313    13300 SH       SHARED      06            7000           6300
D CMS ENERGY CORP                COM              12589610      1374    58379 SH       SHARED      10           58379
D CMS ENERGY CORP                COM              12589610       117     5000 SH       SHR/OTHR    23                           5000
D CMS ENERGY CORP                COM              12589610      5354   227380 SH       SHARED      31          227380
D CSS INDS INC                   COM              12590610        88     4299 SH       SHARED                    4299
D CSS INDS INC                   COM              12590610       321    15661 SH       SHARED      01           15661
D CSS INDS INC                   COM              12590610         0        1 SH       SHARED      02               1
D CSS INDS INC                   COM              12590610       102     5000 SH       SHARED      26            5000
D CPI AEROSTRUCTURES INC         COM NEW          12591930         3      281 SH       SHARED                     281
D CPI AEROSTRUCTURES INC         COM NEW          12591930         0        2 SH       SHARED      02               2
D CTI INDUSTRIES CORP            COM NEW          12596130         0      200 SH       SHARED      02             200
D CNA FINL CORP                  COM              12611710      1551    57883 SH       SHARED                   57683            200
D CNA FINL CORP                  COM              12611710        35     1333 SH       SHARED      01            1333
D CNA FINL CORP                  COM              12611710         0       24 SH       SHARED      02              24
D CNB FINL CORP PA               COM              12612810        23     1329 SH       SHARED                    1329
D CNB FINL CORP PA               COM              12612810         0        3 SH       SHARED      02               3
D CNOOC LTD                      SPONSORED ADR    12613210     10097    49807 SH       SHARED                   46607           3200
D CNOOC LTD                      SPONSORED ADR    12613210        25      128 SH       SHARED      02             128
D CNOOC LTD                      SPONSORED ADR    12613210       221     1094 SH       SHARED      04                           1094
D CNOOC LTD                      SPONSORED ADR    12613210        10       52 SH       SHARED      21              52
D CPFL ENERGIA S A               SPONSORED ADR    12615310      3443   157147 SH       SHARED                  157147
D CPFL ENERGIA S A               SPONSORED ADR    12615310       339    15473 SH       SHARED      02            1200          16673
D CRA INTL INC                   COM              12618T10       153     8864 SH       SHARED                    8864
D CRA INTL INC                   COM              12618T10         0        2 SH       SHARED      02               2
D CNO FINL GROUP INC             DBCV  7.000%12/3 12621EAC       600   330000 PRN      SHARED                  330000
D CNO FINL GROUP INC             COM              12621E10      8949   927400 SH       SHARED                  926132           1268
D CNO FINL GROUP INC             COM              12621E10      1185   122799 SH       SHARED      01          107299          15500
D CNO FINL GROUP INC             COM              12621E10      1659   172000 SH       SHR/OTHR    01                         172000
D CNO FINL GROUP INC             COM              12621E10        53     5527 SH       SHARED      02            5527
D CNO FINL GROUP INC             COM              12621E10       508    52700 SH       SHARED      10           52700
D CRH PLC                        ADR              12626K20      1271    66224 SH       SHARED                   66224
D CSG SYS INTL INC               COM              12634910       626    27857 SH       SHARED                   27857
D CSG SYS INTL INC               COM              12634910         1       63 SH       SHARED      02              63
D CSG SYS INTL INC               COM              12634910       213     9500 SH       SHARED      10            9500
D CSG SYS INTL INC               COM              12634910       431    19200 SH       SHARED      26           19200
D CSX CORP                       COM              12640810        36     1766 SH       SHARED                    1766
D CSX CORP                       COM              12640810     76270  3675674 SH       SHARED                 3673911           1763
D CSX CORP                       COM              12640810      7438   358498 SH       SHARED      01          322198          36300
D CSX CORP                       COM              12640810        16      800 SH       SHR/OTHR    01                            800
D CSX CORP                       COM              12640810      1477    71216 SH       SHARED      02           25314          45902
D CSX CORP                       COM              12640810         0        3 SH CALL  SHARED      02               3
D CSX CORP                       COM              12640810         0        3 SH PUT   SHARED      02               3
D CSX CORP                       COM              12640810      4836   233105 SH       SHARED      04          233105
D CSX CORP                       COM              12640810        38     1854 SH       SHARED      05            1854
D CSX CORP                       COM              12640810      3035   146290 SH       SHARED      05          146290
D CSX CORP                       COM              12640810      2655   127990 SH       SHARED      06           86700          41290
D CSX CORP                       COM              12640810      7927   382069 SH       SHARED      10          382069
D CSX CORP                       COM              12640810        13      655 SH       SHARED      21             655
D CSX CORP                       COM              12640810       509    24550 SH       SHARED      23           24550
D CSX CORP                       COM              12640810       954    46000 SH       SHR/OTHR    23                          46000
D CSX CORP                       COM              12640810       421    20309 SH       SHARED      26           20309
D CSX CORP                       COM              12640810      2230   107493 SH       SHARED      27          107493
D CSX CORP                       COM              12640810       479    23120 SH       SHARED      29           23120
D CSX CORP                       COM              12640810      7120   343169 SH       SHARED      31          343169
D CTC MEDIA INC                  COM              12642X10        57     6299 SH       SHARED                    6299
D CTC MEDIA INC                  COM              12642X10       239    26400 SH       SHARED      01           26400
D CTC MEDIA INC                  COM              12642X10        21     2410 SH       SHARED      02            2410
D CTC MEDIA INC                  COM              12642X10      1811   200000 SH       SHARED      29          200000
D CTS CORP                       COM              12650110       256    25449 SH       SHARED                   25449
D CTS CORP                       COM              12650110         0       62 SH       SHARED      02              62
D CTS CORP                       COM              12650110       199    19800 SH       SHARED      10           19800
D CTS CORP                       COM              12650110        92     9200 SH       SHARED      26            9200
D CVB FINL CORP                  COM              12660010       832    69697 SH       SHARED                   67828           1869
D CVB FINL CORP                  COM              12660010         1      159 SH       SHARED      02             159
D CVB FINL CORP                  COM              12660010       318    26700 SH       SHARED      10           26700
D CVR ENERGY INC                 COM              12662P10     12555   341638 SH       SHARED                  341638
D CVR ENERGY INC                 COM              12662P10        11      303 SH       SHARED      02             303
D CVR ENERGY INC                 COM              12662P10       800    21776 SH       SHARED      04           21776
D CVR PARTNERS LP                COM              12663310       100     3810 SH       SHARED                    3810
D CVR PARTNERS LP                COM              12663310       189     7200 SH       SHARED      02                           7200
D CVR PARTNERS LP                COM              12663310        26     1000 SH       SHR/OTHR    23                           1000
D CVS CAREMARK CORPORATION       COM              12665010       674    13932 SH       SHARED                   13932
D CVS CAREMARK CORPORATION       COM              12665010    113818  2350654 SH       SHARED                 2350654
D CVS CAREMARK CORPORATION       COM              12665010     17413   359643 SH       SHARED      01          341828          17815
D CVS CAREMARK CORPORATION       COM              12665010      4604    95104 SH       SHR/OTHR    01                          95104
D CVS CAREMARK CORPORATION       COM              12665010      1689    34892 SH       SHARED      02             622          34270
D CVS CAREMARK CORPORATION       COM              12665010        31     3196 SH CALL  SHARED      02            3196
D CVS CAREMARK CORPORATION       COM              12665010         0     1968 SH PUT   SHARED      02            1968
D CVS CAREMARK CORPORATION       COM              12665010       731    15100 SH       SHARED      04           13900           1200
D CVS CAREMARK CORPORATION       COM              12665010     18748   387197 SH       SHARED      04          387197
D CVS CAREMARK CORPORATION       COM              12665010      2500    51650 SH       SHARED      05           51650
D CVS CAREMARK CORPORATION       COM              12665010      8243   170241 SH       SHARED      06          125251          44990
D CVS CAREMARK CORPORATION       COM              12665010     25334   523229 SH       SHARED      10          523229
D CVS CAREMARK CORPORATION       COM              12665010      1157    23900 SH       SHARED      15           23900
D CVS CAREMARK CORPORATION       COM              12665010        19      400 SH       SHARED      20             400
D CVS CAREMARK CORPORATION       COM              12665010        15      330 SH       SHR/OTHR    21                            330
D CVS CAREMARK CORPORATION       COM              12665010       232     4793 SH       SHARED      23            4793
D CVS CAREMARK CORPORATION       COM              12665010      4768    98490 SH       SHR/OTHR    23                          98490
D CVS CAREMARK CORPORATION       COM              12665010       872    18011 SH       SHARED      26           18011
D CVS CAREMARK CORPORATION       COM              12665010        30      633 SH       SHARED      27             633
D CVS CAREMARK CORPORATION       COM              12665010     13355   275833 SH       SHARED      31          275833
D CVS CAREMARK CORPORATION       COM              12665010        43      900 SH       SHARED      32             900
D CYS INVTS INC                  COM              12673A10       659    46771 SH       SHARED                   46771
D CYS INVTS INC                  COM              12673A10        22     1600 SH       SHARED      01            1600
D CYS INVTS INC                  COM              12673A10       223    15870 SH       SHARED      02              26          15844
D CYS INVTS INC                  COM              12673A10      3567   253200 SH       SHARED      10          253200
D CA INC                         COM              12673P10        59     2318 SH       SHARED                    2318
D CA INC                         COM              12673P10     30772  1194341 SH       SHARED                 1193841            500
D CA INC                         COM              12673P10      2675   103853 SH       SHARED      01          103853
D CA INC                         COM              12673P10      6496   252135 SH       SHARED      02             160         251975
D CA INC                         COM              12673P10         0      587 SH PUT   SHARED      02             587
D CA INC                         COM              12673P10      1092    42417 SH       SHARED      04           42417
D CA INC                         COM              12673P10         7      300 SH       SHARED      05             300
D CA INC                         COM              12673P10      1246    48370 SH       SHARED      06           37070          11300
D CA INC                         COM              12673P10      9897   384140 SH       SHARED      10          384140
D CA INC                         COM              12673P10         2       99 SH       SHARED      21                             99
D CA INC                         COM              12673P10       774    30060 SH       SHARED      29           30060
D CABELAS INC                    COM              12680430     10796   197456 SH       SHARED                  197456
D CABELAS INC                    COM              12680430        11      215 SH       SHARED      02             215
D CABELAS INC                    COM              12680430       404     7400 SH       SHARED      10            7400
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        24     1574 SH       SHARED                    1574
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10      6911   436085 SH       SHARED                  436085
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       731    46150 SH       SHARED      01           46150
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10         2      129 SH       SHARED      02               9            120
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10         3      200 SH       SHARED      05             200
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       103     6500 SH       SHARED      06             800           5700
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10      1730   109164 SH       SHARED      10          109164
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        79     5000 SH       SHARED      23                           5000
D CABOT CORP                     COM              12705510      7592   207604 SH       SHARED                  206681            923
D CABOT CORP                     COM              12705510         2       68 SH       SHARED      02              68
D CABOT CORP                     COM              12705510       270     7400 SH       SHARED      06            7400
D CABOT CORP                     COM              12705510     16448   449769 SH       SHARED      10          449769
D CABOT CORP                     COM              12705510       124     3400 SH       SHARED      26            3400
D CABOT MICROELECTRONICS CORP    COM              12709P10       812    23117 SH       SHARED                   23117
D CABOT MICROELECTRONICS CORP    COM              12709P10         1       45 SH       SHARED      02              45
D CABOT MICROELECTRONICS CORP    COM              12709P10         3       89 SH       SHARED      21                             89
D CABOT OIL & GAS CORP           COM              12709710        19      425 SH       SHARED                     425
D CABOT OIL & GAS CORP           COM              12709710      5162   114970 SH       SHARED                  114970
D CABOT OIL & GAS CORP           COM              12709710      2500    55700 SH       SHARED      01           55700
D CABOT OIL & GAS CORP           COM              12709710         9      211 SH       SHARED      02               8            203
D CABOT OIL & GAS CORP           COM              12709710         1      450 SH CALL  SHARED      02             450
D CABOT OIL & GAS CORP           COM              12709710         4      100 SH       SHARED      05             100
D CABOT OIL & GAS CORP           COM              12709710       628    14000 SH       SHARED      06            8000           6000
D CABOT OIL & GAS CORP           COM              12709710      2579    57446 SH       SHARED      10           57446
D CACI INTL INC                  NOTE  2.125% 5/0 127190AD      5565  5000000 PRN      SHARED                 5000000
D CACI INTL INC                  NOTE  2.125% 5/0 127190AD      1357  1220000 PRN      SHARED      06         1220000
D CACI INTL INC                  CL A             12719030       988    19078 SH       SHARED                   17409           1669
D CACI INTL INC                  CL A             12719030       452     8741 SH       SHARED      02            8741
D CACI INTL INC                  CL A             12719030     18304   353430 SH       SHARED      10          353430
D CADENCE PHARMACEUTICALS INC    COM              12738T10       180    46033 SH       SHARED                   45941             92
D CADENCE PHARMACEUTICALS INC    COM              12738T10         0       17 SH       SHARED      02              17
D CADENCE PHARMACEUTICALS INC    COM              12738T10       107    27300 SH       SHARED      32           27300
D CADENCE DESIGN SYSTEM INC      NOTE  1.500%12/1 127387AF      2495  2500000 PRN      SHARED      02         2500000
D CADENCE DESIGN SYSTEM INC      NOTE  2.625% 6/0 127387AJ      2529  1425000 PRN      SHARED                                1425000
D CADENCE DESIGN SYSTEM INC      NOTE  2.625% 6/0 127387AJ      5727  3227000 PRN      SHARED      02         3227000
D CADENCE DESIGN SYSTEM INC      COM              12738710     25387  1973412 SH       SHARED                 1971412           2000
D CADENCE DESIGN SYSTEM INC      COM              12738710         3      275 SH       SHARED      01             275
D CADENCE DESIGN SYSTEM INC      COM              12738710      3190   248008 SH       SHARED      02          248008
D CADENCE DESIGN SYSTEM INC      COM              12738710        88     6900 SH       SHARED      10            6900
D CADENCE DESIGN SYSTEM INC      COM              12738710        23     1826 SH       SHARED      21            1826
D CADENCE DESIGN SYSTEM INC      COM              12738710       509    39568 SH       SHARED      26           39568
D CADIZ INC                      COM NEW          12753720         5      544 SH       SHARED                     544
D CADIZ INC                      COM NEW          12753720        31     3200 SH       SHARED      01            3200
D CADIZ INC                      COM NEW          12753720         0        4 SH       SHARED      02               4
D CADIZ INC                      COM NEW          12753720        90     9300 SH       SHARED      10            9300
D CAESARS ENTMT CORP             COM              12768610        44     6565 SH       SHARED                    6565
D CAESARS ENTMT CORP             COM              12768610         0        7 SH       SHARED      02               7
D CAFEPRESS INC                  COM              12769A10         1      195 SH       SHARED                     195
D CAFEPRESS INC                  COM              12769A10         0        1 SH       SHARED      02               1
D CAL DIVE INTL INC              NOTE  3.250%12/1 127914AB      2006  2000000 PRN      SHARED      02         2000000
D CAL DIVE INTL INC DEL          COM              12802T10       142    92926 SH       SHARED                   92854             72
D CAL DIVE INTL INC DEL          COM              12802T10         0       15 SH       SHARED      02              15
D CAL DIVE INTL INC DEL          COM              12802T10        76    49900 SH       SHARED      10           49900
D CAL MAINE FOODS INC            COM NEW          12803020      2556    56885 SH       SHARED                   56885
D CAL MAINE FOODS INC            COM NEW          12803020         1       32 SH       SHARED      02              32
D CALAMOS CONV & HIGH INCOME F   COM SHS          12811P10       195    15420 SH       SHARED      02                          15420
D CALAMOS ASSET MGMT INC         CL A             12811R10       223    19188 SH       SHARED                   19188
D CALAMOS ASSET MGMT INC         CL A             12811R10       324    27892 SH       SHARED      01           22942           4950
D CALAMOS ASSET MGMT INC         CL A             12811R10       641    55100 SH       SHR/OTHR    01                          55100
D CALAMOS ASSET MGMT INC         CL A             12811R10         0       37 SH       SHARED      02              37
D CALAMOS ASSET MGMT INC         CL A             12811R10       117    10100 SH       SHARED      10           10100
D CALAMOS CONV OPP AND INC FD    SH BEN INT       12811710       545    42789 SH       SHARED      02                          42789
D CALAMOS STRATEGIC TOTL RETN    COM SH BEN INT   12812510        57     5650 SH       SHARED      02                           5650
D CALAMP CORP                    COM              12812610       140    17155 SH       SHARED                   17155
D CALAMP CORP                    COM              12812610        46     5700 SH       SHARED      01                           5700
D CALAMP CORP                    COM              12812610         0        7 SH       SHARED      02               7
D CALAVO GROWERS INC             COM              12824610       242     9686 SH       SHARED                    9686
D CALAVO GROWERS INC             COM              12824610         0       24 SH       SHARED      02              24
D CALGON CARBON CORP             COM              12960310       633    44270 SH       SHARED                   44270
D CALGON CARBON CORP             COM              12960310         5      350 SH       SHARED      01             350
D CALGON CARBON CORP             COM              12960310         1      110 SH       SHARED      02             110
D CALIFORNIA FIRST NTNL BANCOR   COM              13022210         1      102 SH       SHARED                     102
D CALIFORNIA FIRST NTNL BANCOR   COM              13022210       247    13400 SH       SHARED      10           13400
D CALIFORNIA WTR SVC GROUP       COM              13078810      1160    62215 SH       SHARED                   60945           1270
D CALIFORNIA WTR SVC GROUP       COM              13078810        37     2007 SH       SHARED      02               9           1998
D CALIX INC                      COM              13100M50      1090   170355 SH       SHARED                  170355
D CALIX INC                      COM              13100M50        44     6900 SH       SHARED      01            6900
D CALIX INC                      COM              13100M50         0        6 SH       SHARED      02               6
D CALIX INC                      COM              13100M50        17     2800 SH       SHARED      10            2800
D CALLAWAY GOLF CO               COM              13119310      1356   220916 SH       SHARED                  220916
D CALLAWAY GOLF CO               COM              13119310         0      119 SH       SHARED      02             119
D CALLAWAY GOLF CO               COM              13119310        91    14900 SH       SHARED      10           14900
D CALLIDUS SOFTWARE INC          COM              13123E50        14     2968 SH       SHARED                    2968
D CALLIDUS SOFTWARE INC          COM              13123E50         3      759 SH       SHARED      02               9            750
D CALLON PETE CO DEL             COM              13123X10         8     1423 SH       SHARED                    1423
D CALLON PETE CO DEL             COM              13123X10         0        6 SH       SHARED      02               6
D CALLON PETE CO DEL             COM              13123X10        79    13000 SH       SHARED      10           13000
D CALLON PETE CO DEL             COM              13123X10       290    47200 SH       SHARED      26           47200
D CALPINE CORP                   COM NEW          13134730     76645  4430388 SH       SHARED                 4426351           4037
D CALPINE CORP                   COM NEW          13134730      1694    97925 SH       SHARED      01           97925
D CALPINE CORP                   COM NEW          13134730      1237    71510 SH       SHARED      02           71320            190
D CALPINE CORP                   COM NEW          13134730      8908   514961 SH       SHARED      04          514961
D CALPINE CORP                   COM NEW          13134730        51     2985 SH       SHARED      05            2985
D CALPINE CORP                   COM NEW          13134730      7773   449350 SH       SHARED      05          449350
D CALPINE CORP                   COM NEW          13134730        60     3500 SH       SHARED      06            3500
D CALPINE CORP                   COM NEW          13134730       593    34303 SH       SHARED      26           34303
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610       208     6502 SH       SHARED                    6502
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610      2922    91330 SH       SHARED      02                          91330
D CAMAC ENERGY INC               COM              13174510         0      455 SH       SHARED      02             455
D CAMBREX CORP                   COM              13201110       879    74993 SH       SHARED                   74993
D CAMBREX CORP                   COM              13201110         0       55 SH       SHARED      02              55
D CAMBREX CORP                   COM              13201110       121    10400 SH       SHARED      10           10400
D CAMCO FINL CORP                COM              13261810         0      100 SH       SHARED      02             100
D CAMDEN NATL CORP               COM              13303410        42     1158 SH       SHARED                    1158
D CAMDEN NATL CORP               COM              13303410        13      375 SH       SHARED      01             375
D CAMDEN NATL CORP               COM              13303410         7      203 SH       SHARED      02             203
D CAMDEN NATL CORP               COM              13303410       151     4100 SH       SHARED      10            4100
D CAMDEN PPTY TR                 SH BEN INT       13313110     19910   308738 SH       SHARED                  308738
D CAMDEN PPTY TR                 SH BEN INT       13313110      1509    23400 SH       SHARED      01           23400
D CAMDEN PPTY TR                 SH BEN INT       13313110        28      442 SH       SHARED      02              73            369
D CAMDEN PPTY TR                 SH BEN INT       13313110      9338   144800 SH       SHARED      10          144800
D CAMDEN PPTY TR                 SH BEN INT       13313110    204831  3176176 SH       SHARED      11         1708821        1467355
D CAMDEN PPTY TR                 SH BEN INT       13313110         8      135 SH       SHARED      21             135
D CAMDEN PPTY TR                 SH BEN INT       13313110       568     8819 SH       SHARED      26            8819
D CAMECO CORP                    COM              13321L10        25     1300 SH       SHARED                    1300
D CAMECO CORP                    COM              13321L10      1665    85635 SH       SHARED                   85635
D CAMECO CORP                    COM              13321L10        77     4000 SH       SHARED      01                           4000
D CAMECO CORP                    COM              13321L10        73     3776 SH       SHARED      02             400           3376
D CAMECO CORP                    COM              13321L10      1093    56218 SH       SHARED      04           56218
D CAMECO CORP                    COM              13321L10         3      200 SH       SHARED      05             200
D CAMECO CORP                    COM              13321L10       386    19860 SH       SHARED      06           16080           3780
D CAMECO CORP                    COM              13321L10        48     2500 SH       SHARED      23            2500
D CAMECO CORP                    COM              13321L10       757    38940 SH       SHARED      29           38940
D CAMELOT INFORMATION SYS INC    ADS RP ORD SHS   13322V10        71    40114 SH       SHARED                   40114
D CAMERON INTERNATIONAL CORP     COM              13342B10        20      369 SH       SHARED                     369
D CAMERON INTERNATIONAL CORP     COM              13342B10     12824   228723 SH       SHARED                  228723
D CAMERON INTERNATIONAL CORP     COM              13342B10      3845    68578 SH       SHARED      01           64453           4125
D CAMERON INTERNATIONAL CORP     COM              13342B10        84     1500 SH       SHR/OTHR    01                           1500
D CAMERON INTERNATIONAL CORP     COM              13342B10       223     3982 SH       SHARED      02            1878           2104
D CAMERON INTERNATIONAL CORP     COM              13342B10         2      650 SH CALL  SHARED      02             650
D CAMERON INTERNATIONAL CORP     COM              13342B10       949    16936 SH       SHARED      04           16936
D CAMERON INTERNATIONAL CORP     COM              13342B10       133     2380 SH       SHARED      05            2380
D CAMERON INTERNATIONAL CORP     COM              13342B10      3554    63394 SH       SHARED      06           18210          45184
D CAMERON INTERNATIONAL CORP     COM              13342B10      4041    72086 SH       SHARED      10           72086
D CAMERON INTERNATIONAL CORP     COM              13342B10        36      650 SH       SHARED      23             650
D CAMERON INTERNATIONAL CORP     COM              13342B10       140     2500 SH       SHR/OTHR    23                           2500
D CAMERON INTERNATIONAL CORP     COM              13342B10       700    12493 SH       SHARED      26           12493
D CAMERON INTERNATIONAL CORP     COM              13342B10       859    15335 SH       SHARED      29           15335
D CAMPBELL SOUP CO               COM              13442910       169     4880 SH       SHARED                    4880
D CAMPBELL SOUP CO               COM              13442910     30421   873669 SH       SHARED                  873105            564
D CAMPBELL SOUP CO               COM              13442910      3150    90487 SH       SHARED      01           87962           2525
D CAMPBELL SOUP CO               COM              13442910        73     2107 SH       SHARED      02            2107
D CAMPBELL SOUP CO               COM              13442910         3    13600 SH CALL  SHARED      02           13600
D CAMPBELL SOUP CO               COM              13442910        34     1000 SH       SHARED      04            1000
D CAMPBELL SOUP CO               COM              13442910         4      120 SH       SHARED      05             120
D CAMPBELL SOUP CO               COM              13442910       408    11730 SH       SHARED      06            7330           4400
D CAMPBELL SOUP CO               COM              13442910      5362   153997 SH       SHARED      10          153997
D CAMPBELL SOUP CO               COM              13442910      1058    30389 SH       SHARED      27           30389
D CAMPBELL SOUP CO               COM              13442910      2994    86000 SH       SHARED      30           86000
D CAMPBELL SOUP CO               COM              13442910      7298   209609 SH       SHARED      31          209609
D CAMPUS CREST CMNTYS INC        COM              13466Y10      3989   369375 SH       SHARED                  342775          26600
D CAMPUS CREST CMNTYS INC        COM              13466Y10         0        6 SH       SHARED      02               6
D CAMPUS CREST CMNTYS INC        COM              13466Y10        41     3800 SH       SHARED      10            3800
D CAMPUS CREST CMNTYS INC        COM              13466Y10      3975   368100 SH       SHARED      11                         368100
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       246     3150 SH       SHARED                    3150
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     21821   279077 SH       SHARED                  114497         164580
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       109     1400 SH       SHARED      02            1400
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     85659  1095527 SH       SHARED      04         1095527
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       109     1403 SH       SHARED      05            1403
D CDN IMPERIAL BK OF COMMERCE    COM              13606910      2289    29280 SH       SHARED      06           25350           3930
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       143     1830 SH       SHARED      23            1830
D CDN IMPERIAL BK OF COMMERCE    COM              13606910        87     1125 SH       SHARED      27            1125
D CANADIAN NATL RY CO            COM              13637510         8      100 SH       SHARED                     100
D CANADIAN NATL RY CO            COM              13637510     14500   164349 SH       SHARED                  164349
D CANADIAN NATL RY CO            COM              13637510       247     2800 SH       SHARED      01                           2800
D CANADIAN NATL RY CO            COM              13637510      2594    29410 SH       SHARED      02           15600          13810
D CANADIAN NATL RY CO            COM              13637510      3140    35600 SH       SHARED      04           35600
D CANADIAN NATL RY CO            COM              13637510       339     3853 SH       SHARED      05            3853
D CANADIAN NATL RY CO            COM              13637510      4665    52880 SH       SHARED      06           48720           4160
D CANADIAN NATL RY CO            COM              13637510      2302    26100 SH       SHARED      10           26100
D CANADIAN NATL RY CO            COM              13637510        47      538 SH       SHARED      21             538
D CANADIAN NATL RY CO            COM              13637510       590     6698 SH       SHR/OTHR    23                           6698
D CANADIAN NATL RY CO            COM              13637510       282     3200 SH       SHARED      29            3200
D CANADIAN NAT RES LTD           COM              13638510        33     1100 SH       SHARED                    1100
D CANADIAN NAT RES LTD           COM              13638510     24546   797238 SH       SHARED                  797238
D CANADIAN NAT RES LTD           COM              13638510      2713    88140 SH       SHARED      02           87100           1040
D CANADIAN NAT RES LTD           COM              13638510     45521  1478441 SH       SHARED      04         1473231           5210
D CANADIAN NAT RES LTD           COM              13638510       220     7150 SH       SHARED      05            7150
D CANADIAN NAT RES LTD           COM              13638510      5492   178370 SH       SHARED      06          102800          75570
D CANADIAN NAT RES LTD           COM              13638510      2465    80070 SH       SHARED      10           80070
D CANADIAN NAT RES LTD           COM              13638510        53     1747 SH       SHARED      21            1747
D CANADIAN NAT RES LTD           COM              13638510       461    15000 SH       SHARED      30           15000
D CANADIAN PAC RY LTD            COM              13645T10         2       25 SH       SHARED                                     25
D CANADIAN PAC RY LTD            COM              13645T10     14845   179094 SH       SHARED                  177294           1800
D CANADIAN PAC RY LTD            COM              13645T10        93     1125 SH       SHARED      01                           1125
D CANADIAN PAC RY LTD            COM              13645T10       279     3375 SH       SHARED      02            2900            475
D CANADIAN PAC RY LTD            COM              13645T10       728     8785 SH       SHARED      05            8785
D CANADIAN PAC RY LTD            COM              13645T10      1535    18520 SH       SHARED      06           16630           1890
D CANADIAN PAC RY LTD            COM              13645T10        70      855 SH       SHARED      21             760             95
D CANADIAN SOLAR INC             COM              13663510         2      880 SH       SHARED                     880
D CANADIAN SOLAR INC             COM              13663510         0      300 SH       SHARED      02             300
D CANON INC                      ADR              13800630      3082    96309 SH       SHARED                   96309
D CANON INC                      ADR              13800630        16      500 SH       SHARED      01                            500
D CANON INC                      ADR              13800630      1760    55000 SH       SHARED      02           55000
D CANON INC                      ADR              13800630         9      294 SH       SHARED      21             294
D CANON INC                      ADR              13800630         3      100 SH       SHR/OTHR    23                            100
D CANTEL MEDICAL CORP            COM              13809810      1317    48640 SH       SHARED                   47361           1279
D CANTEL MEDICAL CORP            COM              13809810         1       41 SH       SHARED      02              41
D CANTEL MEDICAL CORP            COM              13809810        77     2850 SH       SHARED      10            2850
D CANTERBURY PARK HOLDING CORP   COM              13811E10         2      200 SH       SHARED      02             200
D CAPE BANCORP INC               COM              13920910         3      407 SH       SHARED                     407
D CAPE BANCORP INC               COM              13920910         0        2 SH       SHARED      02               2
D CAPELLA EDUCATION COMPANY      COM              13959410       323     9235 SH       SHARED                    9235
D CAPELLA EDUCATION COMPANY      COM              13959410         1       48 SH       SHARED      02              48
D CAPITAL CITY BK GROUP INC      COM              13967410         4      421 SH       SHARED                     421
D CAPITAL CITY BK GROUP INC      COM              13967410         0        1 SH       SHARED      02               1
D CAPITAL BK CORP                COM              13979310         9     3856 SH       SHARED                    3856
D CAPITAL BK CORP                COM              13979310         0        3 SH       SHARED      02               3
D CAPLEASE INC                   COM              14028810       286    55435 SH       SHARED                   55435
D CAPLEASE INC                   COM              14028810         7     1500 SH       SHARED      01            1500
D CAPLEASE INC                   COM              14028810         0       10 SH       SHARED      02              10
D CAPLEASE INC                   COM              14028810       110    21300 SH       SHARED      10           21300
D CAPITAL ONE FINL CORP          COM              14040H10        76     1342 SH       SHARED                    1342
D CAPITAL ONE FINL CORP          COM              14040H10     69423  1217746 SH       SHARED                 1217546            200
D CAPITAL ONE FINL CORP          COM              14040H10      9550   167520 SH       SHARED      01          167020            500
D CAPITAL ONE FINL CORP          COM              14040H10       463     8136 SH       SHARED      02            8018            118
D CAPITAL ONE FINL CORP          COM              14040H10         2      250 SH CALL  SHARED      02             250
D CAPITAL ONE FINL CORP          COM              14040H10         1     1190 SH PUT   SHARED      02            1190
D CAPITAL ONE FINL CORP          COM              14040H10       503     8840 SH       SHARED      04            8840
D CAPITAL ONE FINL CORP          COM              14040H10      3574    62706 SH       SHARED      04           62706
D CAPITAL ONE FINL CORP          COM              14040H10       127     2230 SH       SHARED      05            2230
D CAPITAL ONE FINL CORP          COM              14040H10      5650    99110 SH       SHARED      06           29990          69120
D CAPITAL ONE FINL CORP          COM              14040H10     13683   240023 SH       SHARED      10          240023
D CAPITAL ONE FINL CORP          COM              14040H10      5972   104755 SH       SHARED      31          104755
D CAPITAL ONE FINL CORP          *W EXP 11/14/201 14040H13      1424    69232 SH       SHARED      02           69232
D CAPITAL SR LIVING CORP         COM              14047510        66     4568 SH       SHARED                    4568
D CAPITAL SR LIVING CORP         COM              14047510         0        7 SH       SHARED      02               7
D CAPITAL SR LIVING CORP         COM              14047510        50     3500 SH       SHARED      10            3500
D CAPITAL SOUTHWEST CORP         COM              14050110         0        1 SH       SHARED      02               1
D CAPITALSOURCE INC              COM              14055X10       670    88393 SH       SHARED                   88393
D CAPITALSOURCE INC              COM              14055X10       228    30200 SH       SHARED      01           30200
D CAPITALSOURCE INC              COM              14055X10         4      609 SH       SHARED      02             609
D CAPITALSOURCE INC              COM              14055X10         4    10000 SH CALL  SHARED      02           10000
D CAPITALSOURCE INC              COM              14055X10        84    11200 SH       SHARED      10           11200
D CAPITOL FED FINL INC           COM              14057J10      3978   332610 SH       SHARED                  331418           1192
D CAPITOL FED FINL INC           COM              14057J10         2      226 SH       SHARED      01             226
D CAPITOL FED FINL INC           COM              14057J10         1      125 SH       SHARED      02             125
D CAPITOL FED FINL INC           COM              14057J10        65     5463 SH       SHARED      10            5463
D CAPSTONE TURBINE CORP          COM              14067D10        52    52114 SH       SHARED                   52114
D CAPSTONE TURBINE CORP          COM              14067D10         0       84 SH       SHARED      02              84
D CAPSTEAD MTG CORP              PFD B CV $1.26   14067E30        57     3690 SH       SHARED                    3690
D CAPSTEAD MTG CORP              PFD B CV $1.26   14067E30        78     5050 SH       SHARED      23                           5050
D CAPSTEAD MTG CORP              COM NO PAR       14067E50       237    17611 SH       SHARED                   17611
D CAPSTEAD MTG CORP              COM NO PAR       14067E50        35     2616 SH       SHARED      02              16           2600
D CAPSTEAD MTG CORP              COM NO PAR       14067E50      2252   167000 SH       SHARED      10          167000
D CARBO CERAMICS INC             COM              14078110      1251    19883 SH       SHARED                   19585            298
D CARBO CERAMICS INC             COM              14078110        18      300 SH       SHARED      02             300
D CARBO CERAMICS INC             COM              14078110        31      500 SH       SHARED      10             500
D CARBO CERAMICS INC             COM              14078110         2       34 SH       SHARED      21                             34
D CARBONITE INC                  COM              14133710         4      655 SH       SHARED                     655
D CARBONITE INC                  COM              14133710         1      203 SH       SHARED      02             203
D CARBONITE INC                  COM              14133710        17     2500 SH       SHARED      10            2500
D CARDERO RES CORP               COM              14140U10         0        2 SH       SHARED                       2
D CARDERO RES CORP               COM              14140U10       250   343220 SH       SHARED                  343220
D CARDINAL FINL CORP             COM              14149F10        62     4405 SH       SHARED                    4405
D CARDINAL FINL CORP             COM              14149F10         0        6 SH       SHARED      02               6
D CARDINAL HEALTH INC            COM              14149Y10        70     1803 SH       SHARED                    1803
D CARDINAL HEALTH INC            COM              14149Y10     71159  1826006 SH       SHARED                 1823768           2238
D CARDINAL HEALTH INC            COM              14149Y10      5906   151562 SH       SHARED      01          145578           5984
D CARDINAL HEALTH INC            COM              14149Y10       396    10170 SH       SHR/OTHR    01                          10170
D CARDINAL HEALTH INC            COM              14149Y10      4008   102864 SH       SHARED      02           93870           8994
D CARDINAL HEALTH INC            COM              14149Y10         1      695 SH CALL  SHARED      02             695
D CARDINAL HEALTH INC            COM              14149Y10      5833   149700 SH       SHARED      04          149700
D CARDINAL HEALTH INC            COM              14149Y10       174     4490 SH       SHARED      05            4490
D CARDINAL HEALTH INC            COM              14149Y10      1558    39994 SH       SHARED      06           26210          13784
D CARDINAL HEALTH INC            COM              14149Y10      6674   171272 SH       SHARED      10          171272
D CARDINAL HEALTH INC            COM              14149Y10        86     2220 SH       SHARED      20            2220
D CARDINAL HEALTH INC            COM              14149Y10       219     5620 SH       SHARED      23            5540             80
D CARDINAL HEALTH INC            COM              14149Y10       103     2648 SH       SHR/OTHR    23                           2648
D CARDINAL HEALTH INC            COM              14149Y10      2191    56225 SH       SHARED      27           56225
D CARDINAL HEALTH INC            COM              14149Y10       752    19300 SH       SHARED      29           19300
D CARDINAL HEALTH INC            COM              14149Y10      7226   185443 SH       SHARED      31          185443
D CARDINAL HEALTH INC            COM              14149Y10       409    10500 SH       SHARED      32           10500
D CARDIONET INC                  COM              14159L10        62    24750 SH       SHARED                   24750
D CARDIONET INC                  COM              14159L10         1      500 SH       SHARED      02                            500
D CARDIOME PHARMA CORP           COM NEW          14159U20         1     3100 SH       SHARED      02            1100           2000
D CARDTRONICS INC                COM              14161H10      1032    34680 SH       SHARED                   33953            727
D CARDTRONICS INC                COM              14161H10        45     1525 SH       SHARED      01            1525
D CARDTRONICS INC                COM              14161H10         2       86 SH       SHARED      02              86
D CARDIOVASCULAR SYS INC DEL     COM              14161910         8      710 SH       SHARED                     710
D CARDIOVASCULAR SYS INC DEL     COM              14161910         0        4 SH       SHARED      02               4
D CAREER EDUCATION CORP          COM              14166510      1030   274116 SH       SHARED                  267416           6700
D CAREER EDUCATION CORP          COM              14166510        17     4575 SH       SHARED      01            4575
D CAREER EDUCATION CORP          COM              14166510         0       93 SH       SHARED      02              93
D CAREER EDUCATION CORP          COM              14166510        28     7500 SH       SHARED      26            7500
D CAREFUSION CORP                COM              14170T10        96     3399 SH       SHARED                    2574            825
D CAREFUSION CORP                COM              14170T10     27400   965151 SH       SHARED                  958038           7113
D CAREFUSION CORP                COM              14170T10     10659   375476 SH       SHARED      01          282287          93189
D CAREFUSION CORP                COM              14170T10      1702    59976 SH       SHR/OTHR    01                          59976
D CAREFUSION CORP                COM              14170T10       400    14119 SH       SHARED      02             147          13972
D CAREFUSION CORP                COM              14170T10       702    24750 SH       SHARED      04           24750
D CAREFUSION CORP                COM              14170T10        85     2995 SH       SHARED      05            2995
D CAREFUSION CORP                COM              14170T10       278     9810 SH       SHARED      06            4960           4850
D CAREFUSION CORP                COM              14170T10      2152    75814 SH       SHARED      10           71704           4110
D CAREFUSION CORP                COM              14170T10      1449    51040 SH       SHARED      20           40745   335     9960
D CAREFUSION CORP                COM              14170T10        55     1947 SH       SHR/OTHR    20                           1947
D CAREFUSION CORP                COM              14170T10       704    24800 SH       SHARED      21           24800
D CAREFUSION CORP                COM              14170T10        61     2150 SH       SHR/OTHR    21                           2150
D CAREFUSION CORP                COM              14170T10      3717   130947 SH       SHARED      23          114167          16780
D CAREFUSION CORP                COM              14170T10      2582    90971 SH       SHR/OTHR    23                          90971
D CAREFUSION CORP                COM              14170T10      1555    54800 SH       SHARED      26           54800
D CAREFUSION CORP                COM              14170T10       336    11850 SH       SHARED      32           11850
D CARIBOU COFFEE INC             COM              14204220       159    11599 SH       SHARED                   11599
D CARIBOU COFFEE INC             COM              14204220        13     1006 SH       SHARED      02               6           1000
D CARLISLE COS INC               COM              14233910      5090    98041 SH       SHARED                   96496           1545
D CARLISLE COS INC               COM              14233910         0        2 SH       SHARED      02               2
D CARLISLE COS INC               COM              14233910     19158   368994 SH       SHARED      10          368994
D CARLYLE GROUP L P              COM UTS LTD PTN  14309L10       782    29822 SH       SHARED                   29822
D CARMAX INC                     COM              14313010      6127   216533 SH       SHARED                  214692           1841
D CARMAX INC                     COM              14313010      1686    59592 SH       SHARED      01           59592
D CARMAX INC                     COM              14313010        18      640 SH       SHARED      02             640
D CARMAX INC                     COM              14313010         4      150 SH       SHARED      05             150
D CARMAX INC                     COM              14313010       495    17500 SH       SHARED      06           11170           6330
D CARMAX INC                     COM              14313010      1460    51607 SH       SHARED      10           51607
D CARMIKE CINEMAS INC            COM              14343640       732    64928 SH       SHARED                   64928
D CARMIKE CINEMAS INC            COM              14343640         0        4 SH       SHARED      02               4
D CARNIVAL PLC                   ADR              14365C10         3       92 SH       SHARED                      92
D CARNIVAL CORP                  PAIRED CTF       14365830       990    27182 SH       SHARED                   27182
D CARNIVAL CORP                  PAIRED CTF       14365830     23691   650331 SH       SHARED                  650331
D CARNIVAL CORP                  PAIRED CTF       14365830      3921   107650 SH       SHARED      01          107650
D CARNIVAL CORP                  PAIRED CTF       14365830        40     1100 SH       SHARED      02            1100
D CARNIVAL CORP                  PAIRED CTF       14365830         5     8717 SH CALL  SHARED      02            8717
D CARNIVAL CORP                  PAIRED CTF       14365830         0     1250 SH PUT   SHARED      02            1250
D CARNIVAL CORP                  PAIRED CTF       14365830     75806  2080870 SH       SHARED      04         2066570          14300
D CARNIVAL CORP                  PAIRED CTF       14365830        63     1740 SH       SHARED      05            1740
D CARNIVAL CORP                  PAIRED CTF       14365830      2182    59910 SH       SHARED      06           43200          16710
D CARNIVAL CORP                  PAIRED CTF       14365830      5097   139924 SH       SHARED      10          139924
D CARNIVAL CORP                  PAIRED CTF       14365830        20      550 SH       SHARED      23              50            500
D CAROLINA BK HLDGS INC GREENS   COM              14378510         0      100 SH       SHARED      02             100
D CARRIAGE SVCS INC              COM              14390510         5      572 SH       SHARED                     572
D CARRIAGE SVCS INC              COM              14390510         0        2 SH       SHARED      02               2
D CARRIAGE SVCS INC              COM              14390510       214    22200 SH       SHARED      26           22200
D CARPENTER TECHNOLOGY CORP      COM              14428510      4922    94086 SH       SHARED                   94086
D CARPENTER TECHNOLOGY CORP      COM              14428510       130     2500 SH       SHARED      02                           2500
D CARPENTER TECHNOLOGY CORP      COM              14428510       777    14868 SH       SHARED      04           14868
D CARPENTER TECHNOLOGY CORP      COM              14428510         5      100 SH       SHARED      10             100
D CARRIZO OIL & CO INC           NOTE  4.375% 6/0 144577AA       758   750000 PRN      SHARED                  750000
D CARRIZO OIL & CO INC           COM              14457710        69     2765 SH       SHARED                    1165           1600
D CARRIZO OIL & CO INC           COM              14457710        77     3100 SH       SHARED      01            3100
D CARRIZO OIL & CO INC           COM              14457710      1883    75300 SH       SHARED      02           75110            190
D CARROLS RESTAURANT GROUP INC   COM              14574X10         3      617 SH       SHARED                     617
D CARROLS RESTAURANT GROUP INC   COM              14574X10         0        3 SH       SHARED      02               3
D CARTER INC                     COM              14622910      6463   120050 SH       SHARED                  119690            360
D CARTER INC                     COM              14622910        16      300 SH       SHARED      02             300
D CARTER INC                     COM              14622910       231     4300 SH       SHARED      10            4300
D CASCADE BANCORP                COM NEW          14715420         1      239 SH       SHARED                     239
D CASCADE BANCORP                COM NEW          14715420         0      101 SH       SHARED      02             101
D CASCADE BANCORP                COM NEW          14715420        17     3300 SH       SHARED      10            3300
D CASCADE CORP                   COM              14719510       376     6883 SH       SHARED                    6883
D CASCADE CORP                   COM              14719510        54     1000 SH       SHARED      26            1000
D CASELLA WASTE SYS INC          CL A             14744810        32     7546 SH       SHARED                    7546
D CASELLA WASTE SYS INC          CL A             14744810        12     2925 SH       SHARED      01            2925
D CASELLA WASTE SYS INC          CL A             14744810         0        4 SH       SHARED      02               4
D CASEYS GEN STORES INC          COM              14752810      2563    44858 SH       SHARED                   43063           1795
D CASEYS GEN STORES INC          COM              14752810         6      113 SH       SHARED      02              73             40
D CASEYS GEN STORES INC          COM              14752810       599    10500 SH       SHARED      10           10500
D CASH AMER INTL INC             COM              14754D10       932    24170 SH       SHARED                   23348            822
D CASH AMER INTL INC             COM              14754D10       494    12811 SH       SHARED      01           10411           2400
D CASH AMER INTL INC             COM              14754D10      1014    26300 SH       SHR/OTHR    01                          26300
D CASH AMER INTL INC             COM              14754D10         2       55 SH       SHARED      02              55
D CASH AMER INTL INC             COM              14754D10       192     5000 SH       SHARED      10            5000
D CASH STORE FINL SVCS INC       COM              14756F10         7     1400 SH       SHARED      02             400           1000
D CASS INFORMATION SYS INC       COM              14808P10        65     1572 SH       SHARED                    1572
D CASS INFORMATION SYS INC       COM              14808P10         0        3 SH       SHARED      02               3
D CASTLE A M & CO                COM              14841110       199    15959 SH       SHARED                   15959
D CASTLE A M & CO                COM              14841110         4      330 SH       SHARED      02             330
D CASTLE A M & CO                COM              14841110        24     2000 SH       SHARED      10            2000
D CASUAL MALE RETAIL GRP INC     COM NEW          14871130         7     1515 SH       SHARED                    1515
D CASUAL MALE RETAIL GRP INC     COM NEW          14871130         0        6 SH       SHARED      02               6
D CASUAL MALE RETAIL GRP INC     COM NEW          14871130       177    38300 SH       SHARED      26           38300
D CATAMARAN CORP                 COM              14888710      5829    59498 SH       SHARED                   59498
D CATAMARAN CORP                 COM              14888710        35      363 SH       SHARED      01             363
D CATAMARAN CORP                 COM              14888710      6580    67166 SH       SHARED      02           61577           5589
D CATAMARAN CORP                 COM              14888710         0      120 SH PUT   SHARED      02             120
D CATAMARAN CORP                 COM              14888710        48      500 SH       SHARED      04             500
D CATAMARAN CORP                 COM              14888710       529     5400 SH       SHARED      05            5400
D CATAMARAN CORP                 COM              14888710       250     2558 SH       SHARED      10            2558
D CATAMARAN CORP                 COM              14888710        35      361 SH       SHARED      21             361
D CATERPILLAR INC DEL            COM              14912310        39      461 SH       SHARED                     461
D CATERPILLAR INC DEL            COM              14912310    189616  2203820 SH       SHARED                 2186070          17750
D CATERPILLAR INC DEL            COM              14912310         0       73 SH CALL  SHARED                      73
D CATERPILLAR INC DEL            COM              14912310         8     2002 SH PUT   SHARED                    2002
D CATERPILLAR INC DEL            COM              14912310     16663   193675 SH       SHARED      01          187735           5940
D CATERPILLAR INC DEL            COM              14912310       243     2833 SH       SHR/OTHR    01                           2833
D CATERPILLAR INC DEL            COM              14912310     49785   578629 SH       SHARED      02          564484          14145
D CATERPILLAR INC DEL            COM              14912310         5      551 SH CALL  SHARED      02             551
D CATERPILLAR INC DEL            COM              14912310        45     3222 SH PUT   SHARED      02            3222
D CATERPILLAR INC DEL            COM              14912310       870    10119 SH       SHARED      04            4119           6000
D CATERPILLAR INC DEL            COM              14912310     16161   187841 SH       SHARED      04          187841
D CATERPILLAR INC DEL            COM              14912310       262     3050 SH       SHARED      05            3050
D CATERPILLAR INC DEL            COM              14912310      8427    97950 SH       SHARED      06           48900          49050
D CATERPILLAR INC DEL            COM              14912310     20392   237011 SH       SHARED      10          237011
D CATERPILLAR INC DEL            COM              14912310       120     1400 SH       SHR/OTHR    20                           1400
D CATERPILLAR INC DEL            COM              14912310       442     5145 SH       SHARED      21            5145
D CATERPILLAR INC DEL            COM              14912310         9      107 SH       SHR/OTHR    21                            107
D CATERPILLAR INC DEL            COM              14912310       262     3050 SH       SHARED      23            1900           1150
D CATERPILLAR INC DEL            COM              14912310       795     9250 SH       SHR/OTHR    23                           9250
D CATERPILLAR INC DEL            COM              14912310       150     1750 SH       SHARED      26            1750
D CATERPILLAR INC DEL            COM              14912310        79      926 SH       SHARED      27             926
D CATERPILLAR INC DEL            COM              14912310      3378    39270 SH       SHARED      29           39270
D CATERPILLAR INC DEL            COM              14912310       154     1800 SH       SHARED      30            1800
D CATERPILLAR INC DEL            COM              14912310     11657   135490 SH       SHARED      31          135490
D CATHAY GENERAL BANCORP         COM              14915010      1725    99985 SH       SHARED                   99682            303
D CATHAY GENERAL BANCORP         COM              14915010         1      107 SH       SHARED      02             107
D CATHAY GENERAL BANCORP         COM              14915010       167     9700 SH       SHARED      10            9700
D CATO CORP NEW                  CL A             14920510       616    20764 SH       SHARED                   19919            845
D CATO CORP NEW                  CL A             14920510         2       85 SH       SHARED      02              85
D CATO CORP NEW                  CL A             14920510       273     9200 SH       SHARED      10            9200
D CAVCO INDS INC DEL             COM              14956810        93     2035 SH       SHARED                    1935            100
D CAVCO INDS INC DEL             COM              14956810        10      238 SH       SHARED      01             238
D CAVCO INDS INC DEL             COM              14956810         0        2 SH       SHARED      02               2
D CAVIUM INC                     COM              14964U10      5255   157779 SH       SHARED                  157779
D CAVIUM INC                     COM              14964U10        46     1400 SH       SHARED      01            1400
D CAVIUM INC                     COM              14964U10       145     4364 SH       SHARED      02              14           4350
D CAVIUM INC                     COM              14964U10      4663   140000 SH       SHARED      04          140000
D CAVIUM INC                     COM              14964U10       113     3400 SH       SHARED      10            3400
D CBEYOND INC                    COM              14984710       233    23722 SH       SHARED                   23722
D CBEYOND INC                    COM              14984710         0       55 SH       SHARED      02              55
D CBEYOND INC                    COM              14984710       120    12200 SH       SHARED      10           12200
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510     15120   451766 SH       SHARED                  451766
D CEDAR REALTY TRUST INC         COM NEW          15060220       481    91155 SH       SHARED                   91155
D CEDAR REALTY TRUST INC         COM NEW          15060220        43     8200 SH       SHARED      01            8200
D CEDAR REALTY TRUST INC         COM NEW          15060220         0      130 SH       SHARED      02             130
D CEDAR REALTY TRUST INC         COM NEW          15060220        48     9200 SH       SHARED      10            9200
D CELADON GROUP INC              COM              15083810       369    23000 SH       SHARED                   23000
D CELANESE CORP DEL              COM SER A        15087010         0        1 SH       SHARED                       1
D CELANESE CORP DEL              COM SER A        15087010     22444   592056 SH       SHARED                  591111            945
D CELANESE CORP DEL              COM SER A        15087010      2711    71525 SH       SHARED      01           38675          32850
D CELANESE CORP DEL              COM SER A        15087010        19      525 SH       SHR/OTHR    01                            525
D CELANESE CORP DEL              COM SER A        15087010      1777    46891 SH       SHARED      02           37306           9585
D CELANESE CORP DEL              COM SER A        15087010        79     2100 SH       SHARED      05            2100
D CELANESE CORP DEL              COM SER A        15087010       570    15050 SH       SHARED      06           13650           1400
D CELANESE CORP DEL              COM SER A        15087010       238     6300 SH       SHARED      10            6300
D CELANESE CORP DEL              COM SER A        15087010        20      545 SH       SHARED      20             495             50
D CELANESE CORP DEL              COM SER A        15087010         9      260 SH       SHR/OTHR    20                            260
D CELANESE CORP DEL              COM SER A        15087010        22      600 SH       SHARED      23             600
D CELANESE CORP DEL              COM SER A        15087010        36      975 SH       SHR/OTHR    23                            975
D CELANESE CORP DEL              COM SER A        15087010       142     3750 SH       SHARED      29            3750
D CELL THERAPEUTICS INC          COM NPV NEW 2012 15093488        17     7165 SH       SHARED                    7165
D CELESTICA INC                  SUB VTG SHS      15101Q10      2442   342116 SH       SHARED                  342116
D CELESTICA INC                  SUB VTG SHS      15101Q10        50     7100 SH       SHARED      02            1100           6000
D CELESTICA INC                  SUB VTG SHS      15101Q10         1     2500 SH CALL  SHARED      02            2500
D CELESTICA INC                  SUB VTG SHS      15101Q10       732   102564 SH       SHARED      06          102564
D CELESTICA INC                  SUB VTG SHS      15101Q10      4734   663070 SH       SHARED      10          663070
D CELGENE CORP                   COM              15102010       101     1325 SH       SHARED                     725            600
D CELGENE CORP                   COM              15102010    116416  1523771 SH       SHARED                 1514190           9581
D CELGENE CORP                   COM              15102010     39107   511873 SH       SHARED      01          327322   500   184051
D CELGENE CORP                   COM              15102010     13621   178298 SH       SHR/OTHR    01                         178298
D CELGENE CORP                   COM              15102010      3307    43298 SH       SHARED      02           25608          17690
D CELGENE CORP                   COM              15102010        26     2843 SH CALL  SHARED      02            2843
D CELGENE CORP                   COM              15102010         1      250 SH PUT   SHARED      02             250
D CELGENE CORP                   COM              15102010     29269   383108 SH       SHARED      04          383108
D CELGENE CORP                   COM              15102010       255     3340 SH       SHARED      05            3340
D CELGENE CORP                   COM              15102010      4250    55640 SH       SHARED      06           39930          15710
D CELGENE CORP                   COM              15102010      8986   117619 SH       SHARED      10          115024           2595
D CELGENE CORP                   COM              15102010      3437    44996 SH       SHARED      20           33821   265    10910
D CELGENE CORP                   COM              15102010       804    10535 SH       SHR/OTHR    20                          10535
D CELGENE CORP                   COM              15102010      1095    14335 SH       SHARED      21           14335
D CELGENE CORP                   COM              15102010       303     3970 SH       SHR/OTHR    21                           3970
D CELGENE CORP                   COM              15102010     13383   175182 SH       SHARED      23          160413          14769
D CELGENE CORP                   COM              15102010     12522   163903 SH       SHR/OTHR    23                         163903
D CELGENE CORP                   COM              15102010      3098    40550 SH       SHARED      26           40550
D CELGENE CORP                   COM              15102010       464     6081 SH       SHARED      27            6081
D CELGENE CORP                   COM              15102010       916    12000 SH       SHARED      29           12000
D CELGENE CORP                   COM              15102010       221     2900 SH       SHARED      30            2900
D CELGENE CORP                   COM              15102010      8209   107453 SH       SHARED      31          107453
D CELGENE CORP                   RIGHT 12/31/2030 15102011         0      147 SH       SHARED                     147
D CELGENE CORP                   RIGHT 12/31/2030 15102011         0       50 SH       SHARED      01              50
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10        18     2891 SH       SHARED                    2891
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10        39     6217 SH       SHARED      02              17           6200
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10       160    25400 SH       SHARED      10           25400
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10      1020   161922 SH       SHARED      26          161922
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10       257    40908 SH       SHARED      32           40908
D CELSION CORPORATION            COM NEW          15117N30       574   105588 SH       SHARED                  105588
D CELSION CORPORATION            COM NEW          15117N30       211    38900 SH       SHARED      26           38900
D CELSION CORPORATION            COM NEW          15117N30         0   145833 SH CALL  SHARED      26          145833
D CELSION CORPORATION            COM NEW          15117N30         0    41667 SH CALL  SHARED      32           41667
D CEMEX SAB DE CV                NOTE  4.875% 3/1 151290AV      1009  1020000 PRN      SHARED                  520000         500000
D CEMEX SAB DE CV                NOTE  4.875% 3/1 151290AV       612   619000 PRN      SHARED      02          619000
D CEMEX SAB DE CV                NOTE  4.875% 3/1 151290AV       198   200000 PRN      SHARED      26          200000
D CEMEX SAB DE CV                NOTE  3.250% 3/1 151290BB     99733 01150000 PRN      SHARED               101150000
D CEMEX SAB DE CV                NOTE  3.250% 3/1 151290BB      8405  8525000 PRN      SHARED      02         8525000
D CEMEX SAB DE CV                NOTE  3.750% 3/1 151290BC     69020 70000000 PRN      SHARED                70000000
D CEMEX SAB DE CV                NOTE  3.750% 3/1 151290BC       410   416000 PRN      SHARED      02          416000
D CEMEX SAB DE CV                SPON ADR NEW     15129088     24545  2946615 SH       SHARED                 2946615
D CEMEX SAB DE CV                SPON ADR NEW     15129088       241    28960 SH       SHARED      02            6677          22283
D CEMEX SAB DE CV                SPON ADR NEW     15129088         8     9904 SH CALL  SHARED      02            9904
D CEMEX SAB DE CV                SPON ADR NEW     15129088         1     3300 SH PUT   SHARED      02            3300
D CEMEX SAB DE CV                SPON ADR NEW     15129088       499    60000 SH       SHARED      04           60000
D CEMPRA INC                     COM              15130J10         1      227 SH       SHARED                     227
D CEMPRA INC                     COM              15130J10         0        2 SH       SHARED      02               2
D CENCOSUD S A                   SPONSORED ADS    15132H10      2131   116159 SH       SHARED                  116159
D CENCOSUD S A                   SPONSORED ADS    15132H10       379    20690 SH       SHARED      04           20690
D CENTENE CORP DEL               COM              15135B10      1822    48724 SH       SHARED                   47850            874
D CENTENE CORP DEL               COM              15135B10        79     2125 SH       SHARED      01            2125
D CENTENE CORP DEL               COM              15135B10         5      136 SH       SHARED      02             101             35
D CENTENE CORP DEL               COM              15135B10       340     9100 SH       SHARED      10            9100
D CENOVUS ENERGY INC             COM              15135U10        43     1260 SH       SHARED                    1200             60
D CENOVUS ENERGY INC             COM              15135U10      4816   138218 SH       SHARED                  138218
D CENOVUS ENERGY INC             COM              15135U10       142     4078 SH       SHARED      01                           4078
D CENOVUS ENERGY INC             COM              15135U10        17      500 SH       SHR/OTHR    01                            500
D CENOVUS ENERGY INC             COM              15135U10       466    13396 SH       SHARED      02             600          12796
D CENOVUS ENERGY INC             COM              15135U10      2108    60498 SH       SHARED      04           60498
D CENOVUS ENERGY INC             COM              15135U10       146     4200 SH       SHARED      05            4200
D CENOVUS ENERGY INC             COM              15135U10      2723    78150 SH       SHARED      06           71000           7150
D CENOVUS ENERGY INC             COM              15135U10        11      324 SH       SHARED      21             324
D CENOVUS ENERGY INC             COM              15135U10       111     3200 SH       SHARED      23            3200
D CENOVUS ENERGY INC             COM              15135U10       174     5000 SH       SHR/OTHR    23                           5000
D CENOVUS ENERGY INC             COM              15135U10       764    21930 SH       SHARED      29           21930
D CENTER BANCORP INC             COM              15140810        62     5229 SH       SHARED                    5229
D CENTER BANCORP INC             COM              15140810         0        2 SH       SHARED      02               2
D CENTER BANCORP INC             COM              15140810        89     7500 SH       SHARED      26            7500
D CENTERPOINT ENERGY INC         COM              15189T10       156     7336 SH       SHARED                    7336
D CENTERPOINT ENERGY INC         COM              15189T10     11973   562133 SH       SHARED                  562133
D CENTERPOINT ENERGY INC         COM              15189T10      2074    97401 SH       SHARED      01           95501           1900
D CENTERPOINT ENERGY INC         COM              15189T10       257    12096 SH       SHARED      02            2669           9427
D CENTERPOINT ENERGY INC         COM              15189T10       102     4800 SH       SHARED      04            4800
D CENTERPOINT ENERGY INC         COM              15189T10       223    10500 SH       SHARED      05           10500
D CENTERPOINT ENERGY INC         COM              15189T10       609    28630 SH       SHARED      06           18030          10600
D CENTERPOINT ENERGY INC         COM              15189T10      2435   114329 SH       SHARED      10          114329
D CENTERPOINT ENERGY INC         COM              15189T10       106     5000 SH       SHR/OTHR    23                           5000
D CENTERSTATE BANKS INC          COM              15201P10        38     4352 SH       SHARED                    4352
D CENTERSTATE BANKS INC          COM              15201P10         0        4 SH       SHARED      02               4
D CENTERSTATE BANKS INC          COM              15201P10       108    12200 SH       SHARED      10           12200
D CENTRAIS ELETRICAS BRASILEIR   SPON ADR PFD B   15234Q10       465    51500 SH       SHARED                   51500
D CENTRAIS ELETRICAS BRASILEIR   SPONSORED ADR    15234Q20       249    42093 SH       SHARED                   42093
D CENTRAIS ELETRICAS BRASILEIR   SPONSORED ADR    15234Q20         2      375 SH       SHARED      02                            375
D CENTRAL EUROPEAN DIST CORP     NOTE  3.000% 3/1 153435AA       361   390000 PRN      SHARED                  390000
D CENTRAL EUROPEAN DIST CORP     COM              15343510        32    11509 SH       SHARED                   11509
D CENTRAL EUROPEAN DIST CORP     COM              15343510         3     1209 SH       SHARED      02            1209
D CENTRAL FD CDA LTD             CL A             15350110         8      350 SH       SHARED                     350
D CENTRAL FD CDA LTD             CL A             15350110       238    10000 SH       SHARED      01                          10000
D CENTRAL FD CDA LTD             CL A             15350110        85     3600 SH       SHARED      02                           3600
D CENTRAL FD CDA LTD             CL A             15350110        47     2000 SH       SHARED      23            2000
D CENTRAL GARDEN & PET CO        COM              15352710        15     1331 SH       SHARED                    1331
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720       401    33250 SH       SHARED                   33250
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720         9      800 SH       SHARED      01             800
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720         1       94 SH       SHARED      02              94
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720        67     5600 SH       SHARED      10            5600
D CENTRAL GOLDTRUST              TR UNIT          15354610        17      250 SH       SHARED      02                            250
D CENTRAL PAC FINL CORP          COM NEW          15476040        50     3551 SH       SHARED                    3551
D CENTRAL PAC FINL CORP          COM NEW          15476040       413    28946 SH       SHARED      01           24096           4850
D CENTRAL PAC FINL CORP          COM NEW          15476040       786    55000 SH       SHR/OTHR    01                          55000
D CENTRAL PAC FINL CORP          COM NEW          15476040         0        3 SH       SHARED      02               3
D CENTRAL PAC FINL CORP          COM NEW          15476040        87     6100 SH       SHARED      10            6100
D CENTRAL VALLEY CMNTY BANCORP   COM              15568510         0      100 SH       SHARED      02             100
D CENTURY ALUM CO                COM              15643110      3718   519322 SH       SHARED                  519322
D CENTURY ALUM CO                COM              15643110        85    12000 SH       SHARED      01           12000
D CENTURY ALUM CO                COM              15643110         0       94 SH       SHARED      02              94
D CENTURY ALUM CO                COM              15643110       433    60500 SH       SHARED      10           60500
D CENTURY BANCORP INC MASS       CL A NON VTG     15643210         3      125 SH       SHARED                     125
D CEPHEID                        COM              15670R10         3      100 SH       SHARED                                    100
D CEPHEID                        COM              15670R10      3291    95409 SH       SHARED                   90835           4574
D CEPHEID                        COM              15670R10      4158   120533 SH       SHARED      01           89242          31291
D CEPHEID                        COM              15670R10       596    17295 SH       SHR/OTHR    01                          17295
D CEPHEID                        COM              15670R10      1774    51436 SH       SHARED      02              86          51522
D CEPHEID                        COM              15670R10      5494   159250 SH       SHARED      04          159250
D CEPHEID                        COM              15670R10        34     1007 SH       SHARED      10                           1007
D CEPHEID                        COM              15670R10       486    14095 SH       SHARED      20           11190    85     2820
D CEPHEID                        COM              15670R10         6      175 SH       SHR/OTHR    20                            175
D CEPHEID                        COM              15670R10        81     2357 SH       SHARED      21            2357
D CEPHEID                        COM              15670R10         3      100 SH       SHR/OTHR    21                            100
D CEPHEID                        COM              15670R10       783    22715 SH       SHARED      23           19260           3455
D CEPHEID                        COM              15670R10       557    16170 SH       SHR/OTHR    23                          16170
D CEPHEID                        COM              15670R10       434    12600 SH       SHARED      26           12600
D CENVEO INC                     COM              15670S10        20     8837 SH       SHARED                    8837
D CENVEO INC                     COM              15670S10         0       25 SH       SHARED      01              25
D CENVEO INC                     COM              15670S10         0        9 SH       SHARED      02               9
D CENTURYLINK INC                COM              15670010        97     2424 SH       SHARED                    2424
D CENTURYLINK INC                COM              15670010     39005   965493 SH       SHARED                  963939           1554
D CENTURYLINK INC                COM              15670010      7169   177458 SH       SHARED      01          167498           9960
D CENTURYLINK INC                COM              15670010        31      780 SH       SHR/OTHR    01                            780
D CENTURYLINK INC                COM              15670010      1449    35873 SH       SHARED      02           30701           5172
D CENTURYLINK INC                COM              15670010       354     8776 SH       SHARED      04            8776
D CENTURYLINK INC                COM              15670010      7614   188479 SH       SHARED      04          188479
D CENTURYLINK INC                COM              15670010      8873   219646 SH       SHARED      05          219646
D CENTURYLINK INC                COM              15670010      2640    65350 SH       SHARED      06           44304          21046
D CENTURYLINK INC                COM              15670010      8402   207994 SH       SHARED      10          207994
D CENTURYLINK INC                COM              15670010        74     1844 SH       SHR/OTHR    20                           1844
D CENTURYLINK INC                COM              15670010         4      100 SH       SHR/OTHR    21                            100
D CENTURYLINK INC                COM              15670010       193     4785 SH       SHR/OTHR    23                           4785
D CENTURYLINK INC                COM              15670010      1239    30685 SH       SHARED      27           30685
D CENTURYLINK INC                COM              15670010     10862   268883 SH       SHARED      31          268883
D CERADYNE INC                   COM              15671010       426    17474 SH       SHARED                   17474
D CERADYNE INC                   COM              15671010         1       78 SH       SHARED      02              78
D CERADYNE INC                   COM              15671010       151     6200 SH       SHARED      10            6200
D CERES INC                      COM              15677310       107    18886 SH       SHARED                   18886
D CERES INC                      COM              15677310         0        2 SH       SHARED      02               2
D CERNER CORP                    COM              15678210        22      291 SH       SHARED                     291
D CERNER CORP                    COM              15678210     77235   998035 SH       SHARED                  997730            305
D CERNER CORP                    COM              15678210      2992    38675 SH       SHARED      01           38675
D CERNER CORP                    COM              15678210        92     1200 SH       SHR/OTHR    01                           1200
D CERNER CORP                    COM              15678210     79154  1022824 SH       SHARED      02         1022807             17
D CERNER CORP                    COM              15678210      7901   102100 SH       SHARED      04          102100
D CERNER CORP                    COM              15678210       136     1760 SH       SHARED      05            1760
D CERNER CORP                    COM              15678210       592     7650 SH       SHARED      06            4150           3500
D CERNER CORP                    COM              15678210      2817    36413 SH       SHARED      10           36413
D CERNER CORP                    COM              15678210      1104    14272 SH       SHARED      27           14272
D CERNER CORP                    COM              15678210       116     1500 SH       SHARED      30            1500
D CERUS CORP                     COM              15708510         8     2634 SH       SHARED                    2634
D CERUS CORP                     COM              15708510       989   291013 SH       SHARED      02              14         290999
D CERUS CORP                     COM              15708510        30     8900 SH       SHARED      10            8900
D CERUS CORP                     COM              15708510      1229   361655 SH       SHARED      26          361655
D CERUS CORP                     COM              15708510       338    99620 SH       SHARED      32           99620
D CEVA INC                       COM              15721010         0       45 SH       SHARED                      45
D CEVA INC                       COM              15721010      1585   110275 SH       SHARED                  110046            229
D CEVA INC                       COM              15721010         0       51 SH       SHARED      02              51
D CHANGYOU COM LTD               ADS REP CL A     15911M10      3776   143929 SH       SHARED                  143929
D CHANGYOU COM LTD               ADS REP CL A     15911M10       656    25000 SH       SHARED      26           25000
D CHARLES RIV LABS INTL INC      NOTE  2.250% 6/1 159864AB     11977 11800000 PRN      SHARED                11800000
D CHARLES RIV LABS INTL INC      NOTE  2.250% 6/1 159864AB       476   469000 PRN      SHARED      02          469000
D CHARLES RIV LABS INTL INC      COM              15986410      2476    62533 SH       SHARED                   62302            231
D CHARLES RIV LABS INTL INC      COM              15986410         1       28 SH       SHARED      02               2             26
D CHARLES RIV LABS INTL INC      COM              15986410     28381   716715 SH       SHARED      10          716715
D CHART INDS INC                 NOTE  2.000% 8/0 16115QAC      4113  3150000 PRN      SHARED                                3150000
D CHART INDS INC                 COM PAR $0.01    16115Q30       468     6348 SH       SHARED                    6348
D CHART INDS INC                 COM PAR $0.01    16115Q30       642     8700 SH       SHARED      01            8700
D CHART INDS INC                 COM PAR $0.01    16115Q30      5059    68508 SH       SHARED      02           66808           1700
D CHART INDS INC                 COM PAR $0.01    16115Q30        29      400 SH       SHARED      10             400
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30      1337    17819 SH       SHARED                   16225           1594
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30       758    10100 SH       SHARED      01           10100
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30         0        1 SH       SHARED      02               1
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30        90     1200 SH       SHARED      10            1200
D CHARTER COMMUNICATIONS INC D   CL A NEW         16117M30        37      500 SH       SHARED      30             500
D CHARTER FINL CORP WEST PT GA   COM              16122M10         2      243 SH       SHARED                     243
D CHARTER FINL CORP WEST PT GA   COM              16122M10         0        1 SH       SHARED      02               1
D CHASE CORP                     COM              16150R10         4      231 SH       SHARED                     231
D CHASE CORP                     COM              16150R10         0        3 SH       SHARED      02               3
D CHASE CORP                     COM              16150R10        27     1500 SH       SHARED      10            1500
D CHATHAM LODGING TR             COM              16208T10       135     9762 SH       SHARED                    9762
D CHATHAM LODGING TR             COM              16208T10         0        2 SH       SHARED      02               2
D CHECKPOINT SYS INC             COM              16282510       253    30674 SH       SHARED                   30674
D CHECKPOINT SYS INC             COM              16282510         0       50 SH       SHARED      01              50
D CHECKPOINT SYS INC             COM              16282510       581    70239 SH       SHARED      02              73          70166
D CHECKPOINT SYS INC             COM              16282510        24     2900 SH       SHARED      10            2900
D CHEESECAKE FACTORY INC         COM              16307210      2620    73311 SH       SHARED                   73311
D CHEESECAKE FACTORY INC         COM              16307210         0      156 SH CALL  SHARED                     156
D CHEESECAKE FACTORY INC         COM              16307210         0      156 SH PUT   SHARED                     156
D CHEESECAKE FACTORY INC         COM              16307210         4      134 SH       SHARED      02              89             45
D CHEESECAKE FACTORY INC         COM              16307210        17      500 SH       SHR/OTHR    23                            500
D CHEFS WHSE INC                 COM              16308610       416    25453 SH       SHARED                   25453
D CHEFS WHSE INC                 COM              16308610         0       50 SH       SHARED      02               3             47
D CHELSEA THERAPEUTICS INTL LT   COM              16342810         4     3900 SH       SHARED      01            3900
D CHELSEA THERAPEUTICS INTL LT   COM              16342810       180   150000 SH       SHARED      26          150000
D CHEMED CORP NEW                NOTE  1.875% 5/1 16359RAC       263   250000 PRN      SHARED                  250000
D CHEMED CORP NEW                NOTE  1.875% 5/1 16359RAC       624   593000 PRN      SHARED      02          593000
D CHEMED CORP NEW                NOTE  1.875% 5/1 16359RAC       263   250000 PRN      SHARED      06          250000
D CHEMED CORP NEW                COM              16359R10      1017    14678 SH       SHARED                   14678
D CHEMED CORP NEW                COM              16359R10        83     1200 SH       SHARED      01            1200
D CHEMED CORP NEW                COM              16359R10         9      138 SH       SHARED      02             138
D CHEMED CORP NEW                COM              16359R10        41      600 SH       SHARED      10             600
D CHEMED CORP NEW                COM              16359R10        69     1000 SH       SHARED      23                           1000
D CHEMICAL FINL CORP             COM              16373110       346    14309 SH       SHARED                   14309
D CHEMICAL FINL CORP             COM              16373110       142     5900 SH       SHARED      01            5900
D CHEMICAL FINL CORP             COM              16373110      6505   268808 SH       SHARED      10          268808
D CHEMOCENTRYX INC               COM              16383L10         2      229 SH       SHARED                     229
D CHEMOCENTRYX INC               COM              16383L10         0        1 SH       SHARED      02               1
D CHEMTURA CORP                  COM NEW          16389320      3873   224957 SH       SHARED                  209653          15304
D CHEMTURA CORP                  COM NEW          16389320         1       67 SH       SHARED      01                             67
D CHEMTURA CORP                  COM NEW          16389320       110     6436 SH       SHARED      02            4436           2000
D CHEMTURA CORP                  COM NEW          16389320       199    11600 SH       SHARED      10           11600
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10      1580    69100 SH       SHARED                   69100
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10       188     8250 SH       SHARED      02            2900           5350
D CHENIERE ENERGY INC            COM NEW          16411R20     35120  2261439 SH       SHARED                 2256239           5200
D CHENIERE ENERGY INC            COM NEW          16411R20       783    50419 SH       SHARED      01           45219           5200
D CHENIERE ENERGY INC            COM NEW          16411R20       893    57550 SH       SHR/OTHR    01                          57550
D CHENIERE ENERGY INC            COM NEW          16411R20       673    43399 SH       SHARED      02             799          42600
D CHENIERE ENERGY INC            COM NEW          16411R20         1     2025 SH CALL  SHARED      02            2025
D CHENIERE ENERGY INC            COM NEW          16411R20       231    14900 SH       SHARED      10           14900
D CHEROKEE INC DEL NEW           COM              16444H10         5      348 SH       SHARED                     348
D CHEROKEE INC DEL NEW           COM              16444H10         0        3 SH       SHARED      02               3
D CHEROKEE INC DEL NEW           COM              16444H10        64     4400 SH       SHARED      10            4400
D CHESAPEAKE ENERGY CORP         NOTE  2.750%11/1 165167BW       673   783000 PRN      SHARED      02          783000
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 165167CA      2830  3250000 PRN      SHARED                 3250000
D CHESAPEAKE ENERGY CORP         COM              16516710        66     3500 SH       SHARED                    3500
D CHESAPEAKE ENERGY CORP         COM              16516710     70992  3762174 SH       SHARED                 3760477           1697
D CHESAPEAKE ENERGY CORP         COM              16516710         3     1811 SH PUT   SHARED                    1811
D CHESAPEAKE ENERGY CORP         COM              16516710      3232   171295 SH       SHARED      01          171295
D CHESAPEAKE ENERGY CORP         COM              16516710     12576   666486 SH       SHARED      02          653275          13211
D CHESAPEAKE ENERGY CORP         COM              16516710         2    31545 SH CALL  SHARED      02           31545
D CHESAPEAKE ENERGY CORP         COM              16516710        21    12213 SH PUT   SHARED      02           12213
D CHESAPEAKE ENERGY CORP         COM              16516710        30     1600 SH       SHARED      04            1600
D CHESAPEAKE ENERGY CORP         COM              16516710        91     4850 SH       SHARED      05            4850
D CHESAPEAKE ENERGY CORP         COM              16516710      1311    69480 SH       SHARED      06           44630          24850
D CHESAPEAKE ENERGY CORP         COM              16516710      5059   268105 SH       SHARED      10          268105
D CHESAPEAKE ENERGY CORP         COM              16516710       188    10000 SH       SHARED      15           10000
D CHESAPEAKE ENERGY CORP         COM              16516710       168     8952 SH       SHARED      21            8810            142
D CHESAPEAKE ENERGY CORP         COM              16516710       358    19000 SH       SHARED      30           19000
D CHESAPEAKE GRANITE WASH TR     COM SH BEN INT   16518510       283    14000 SH       SHARED      02                          14000
D CHESAPEAKE LODGING TR          SH BEN INT       16524010      2297   115612 SH       SHARED                  115612
D CHESAPEAKE LODGING TR          SH BEN INT       16524010       107     5407 SH       SHARED      02               7           5400
D CHESAPEAKE LODGING TR          SH BEN INT       16524010      1992   100300 SH       SHARED      10          100300
D CHESAPEAKE LODGING TR          SH BEN INT       16524010     55230  2779571 SH       SHARED      11         1143960        1635611
D CHESAPEAKE UTILS CORP          COM              16530310        75     1596 SH       SHARED                    1503             93
D CHESAPEAKE UTILS CORP          COM              16530310         0        1 SH       SHARED      02               1
D CHEVRON CORP NEW               COM              16676410       820     7039 SH       SHARED                    4606           2433
D CHEVRON CORP NEW               COM              16676410    323053  2771562 SH       SHARED                 2525219         246343
D CHEVRON CORP NEW               COM              16676410         0       10 SH CALL  SHARED                      10
D CHEVRON CORP NEW               COM              16676410     87562   751218 SH       SHARED      01          692990   400    57828
D CHEVRON CORP NEW               COM              16676410     11523    98863 SH       SHR/OTHR    01                          98863
D CHEVRON CORP NEW               COM              16676410      4643    39835 SH       SHARED      02            1426          38409
D CHEVRON CORP NEW               COM              16676410         3      619 SH CALL  SHARED      02             619
D CHEVRON CORP NEW               COM              16676410         1     1964 SH PUT   SHARED      02            1964
D CHEVRON CORP NEW               COM              16676410       780     6699 SH       SHARED      04            5999            700
D CHEVRON CORP NEW               COM              16676410     11447    98210 SH       SHARED      04           98210
D CHEVRON CORP NEW               COM              16676410        30      259 SH       SHARED      05             259
D CHEVRON CORP NEW               COM              16676410      1348    11567 SH       SHARED      05           11567
D CHEVRON CORP NEW               COM              16676410     26436   226806 SH       SHARED      06          158400          68406
D CHEVRON CORP NEW               COM              16676410    107409   921497 SH       SHARED      10          920587            910
D CHEVRON CORP NEW               COM              16676410       466     4000 SH       SHARED      15            4000
D CHEVRON CORP NEW               COM              16676410      2492    21383 SH       SHARED      20           14631    75     6677
D CHEVRON CORP NEW               COM              16676410      2341    20085 SH       SHR/OTHR    20                          20085
D CHEVRON CORP NEW               COM              16676410       251     2156 SH       SHARED      21            2110             46
D CHEVRON CORP NEW               COM              16676410       191     1645 SH       SHR/OTHR    21                           1645
D CHEVRON CORP NEW               COM              16676410     15237   130728 SH       SHARED      23          120318          10410
D CHEVRON CORP NEW               COM              16676410     13162   112922 SH       SHR/OTHR    23                         112922
D CHEVRON CORP NEW               COM              16676410      3461    29700 SH       SHARED      26           29700
D CHEVRON CORP NEW               COM              16676410         0     2500 SH PUT   SHARED      26            2500
D CHEVRON CORP NEW               COM              16676410      6095    52294 SH       SHARED      27           52294
D CHEVRON CORP NEW               COM              16676410      2807    24090 SH       SHARED      29           24090
D CHEVRON CORP NEW               COM              16676410     10770    92400 SH       SHARED      30           92400
D CHEVRON CORP NEW               COM              16676410     34018   291853 SH       SHARED      31          291853
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010      3949   103684 SH       SHARED                  103684
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       272     7154 SH       SHARED      02               3           7151
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010      1503    39480 SH       SHARED      04           39480
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010        57     1500 SH       SHARED      10            1500
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       603    15840 SH       SHARED      29           15840
D CHICAGO RIVET & MACH CO        COM              16808810         3      200 SH       SHARED      02             200
D CHICOS FAS INC                 COM              16861510     13753   759467 SH       SHARED                  614523         144944
D CHICOS FAS INC                 COM              16861510         0       25 SH       SHARED      01              25
D CHICOS FAS INC                 COM              16861510        82     4546 SH       SHARED      02            4546
D CHICOS FAS INC                 COM              16861510        52     2900 SH       SHARED      10            2900
D CHINA KANGHUI HLDGS            SPONSORED ADR    16890V10       142     4700 SH       SHARED      26            4700
D CHINA KANGHUI HLDGS            SPONSORED ADR    16890V10       284     9370 SH       SHARED      32            9370
D CHILDRENS PL RETAIL STORES I   COM              16890510       897    14950 SH       SHARED                   14850            100
D CHILDRENS PL RETAIL STORES I   COM              16890510         2       46 SH       SHARED      02              46
D CHILDRENS PL RETAIL STORES I   COM              16890510       150     2500 SH       SHARED      10            2500
D CHILDRENS PL RETAIL STORES I   COM              16890510        20      334 SH       SHARED      21             334
D CHIMERA INVT CORP              COM              16934Q10      5547  2046908 SH       SHARED                 2046908
D CHIMERA INVT CORP              COM              16934Q10       199    73500 SH       SHARED      01           73500
D CHIMERA INVT CORP              COM              16934Q10       216    79848 SH       SHARED      02             925          78923
D CHIMERA INVT CORP              COM              16934Q10      1094   404000 SH       SHARED      10          404000
D CHINA AUTOMOTIVE SYS INC       COM              16936R10         2      575 SH       SHARED                     575
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R10       410    26995 SH       SHARED                   26995
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R10         3      244 SH       SHARED      02             244
D CHINA FD INC                   COM              16937310        26     1200 SH       SHARED      02                           1200
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910         6     5000 SH       SHARED      02                           5000
D CHINA DIGITAL TV HLDG CO LTD   SPONSORED ADR    16938G10         0       63 SH       SHARED                      63
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      8480   195538 SH       SHARED                  195538
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        20      482 SH       SHARED      02             482
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        12      288 SH       SHARED      04             288
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10         2       55 SH       SHARED      05              55
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910       613    27976 SH       SHARED                   27976
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910         4      216 SH       SHARED      02             216
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        16      300 SH       SHARED                                    300
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      6607   119360 SH       SHARED                  119360
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        38      702 SH       SHARED      02             602            100
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        55     1000 SH       SHARED      04                           1000
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      2214    40000 SH       SHARED      04           40000
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        16      290 SH       SHARED      21             290
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10        38      700 SH       SHR/OTHR    23                            700
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       647    11700 SH       SHARED      29           11700
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10     12658   136964 SH       SHARED                  136964
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10        17      194 SH       SHARED      02             194
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10       131     1425 SH       SHR/OTHR    23                           1425
D CHINA SUNERGY CO LTD           SPONSORED ADR NE 16942X30        10     9400 SH       SHARED                    9400
D CHINA SUNERGY CO LTD           SPONSORED ADR NE 16942X30         0        1 SH       SHARED      02               1
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610      1513    26104 SH       SHARED                   26104
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610        13      226 SH       SHARED      02             226
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610       150     2600 SH       SHR/OTHR    23                           2600
D CHINA NEPSTAR CHAIN DRUGSTOR   SPONSORED ADR    16943C10       110    64100 SH       SHARED      26           64100
D CHINA GREEN AGRICULTURE INC    COM              16943W10         3     1029 SH       SHARED      02            1029
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10      8873   544083 SH       SHARED                  544083
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10        12      760 SH       SHARED      02             760
D CHINA TRANSINFO TECHNLGY COR   COM              16945310        22     4000 SH       SHARED                    3100            900
D CHINDEX INTERNATIONAL INC      COM              16946710        18     1834 SH       SHARED                    1834
D CHINDEX INTERNATIONAL INC      COM              16946710         1      100 SH       SHARED      01             100
D CHINDEX INTERNATIONAL INC      COM              16946710         0        1 SH       SHARED      02               1
D CHINDEX INTERNATIONAL INC      COM              16946710        71     6900 SH       SHARED      26            6900
D CHINA XD PLASTICS CO LTD       COM              16948F10        44    11600 SH       SHARED                   11100            500
D CHINA LODGING GROUP LTD        SPONSORED ADR    16949N10       356    21378 SH       SHARED                   21378
D CHINA LODGING GROUP LTD        SPONSORED ADR    16949N10         3      193 SH       SHARED      02             193
D CHINA MING YANG WIND PWR GRO   SPONSORED ADR    16951C10        28    25582 SH       SHARED                   25582
D CHINA MING YANG WIND PWR GRO   SPONSORED ADR    16951C10         0      500 SH       SHARED      02             500
D CHIPOTLE MEXICAN GRILL INC     COM              16965610     52216   164440 SH       SHARED                  164440
D CHIPOTLE MEXICAN GRILL INC     COM              16965610      2394     7540 SH       SHARED      01            7540
D CHIPOTLE MEXICAN GRILL INC     COM              16965610       153      484 SH       SHARED      02              34            450
D CHIPOTLE MEXICAN GRILL INC     COM              16965610         1       50 SH PUT   SHARED      02              50
D CHIPOTLE MEXICAN GRILL INC     COM              16965610        65      205 SH       SHARED      05             205
D CHIPOTLE MEXICAN GRILL INC     COM              16965610       663     2090 SH       SHARED      06             940           1150
D CHIPOTLE MEXICAN GRILL INC     COM              16965610      2478     7806 SH       SHARED      10            7806
D CHIPOTLE MEXICAN GRILL INC     COM              16965610        63      200 SH       SHR/OTHR    23                            200
D CHIPOTLE MEXICAN GRILL INC     COM              16965610       919     2895 SH       SHARED      27            2895
D CHOICE HOTELS INTL INC         COM              16990510       335    10478 SH       SHARED                   10478
D CHOICE HOTELS INTL INC         COM              16990510       166     5201 SH       SHARED      01            5201
D CHOICE HOTELS INTL INC         COM              16990510        35     1100 SH       SHARED      02            1100
D CHIQUITA BRANDS INTL INC       COM              17003280        58     7708 SH       SHARED                    7708
D CHIQUITA BRANDS INTL INC       COM              17003280         2      306 SH       SHARED      02               6            300
D CHIQUITA BRANDS INTL INC       COM              17003280      1910   250000 SH       SHARED      04          250000
D CHIQUITA BRANDS INTL INC       COM              17003280       230    30200 SH       SHARED      10           30200
D CHIQUITA BRANDS INTL INC       COM              17003280        58     7600 SH       SHARED      26            7600
D CHRISTOPHER & BANKS CORP       COM              17104610        83    23856 SH       SHARED                   23856
D CHRISTOPHER & BANKS CORP       COM              17104610         0       61 SH       SHARED      02              61
D CHUBB CORP                     COM              17123210       138     1811 SH       SHARED                    1811
D CHUBB CORP                     COM              17123210     46950   615500 SH       SHARED                  615500
D CHUBB CORP                     COM              17123210     12182   159703 SH       SHARED      01          153653           6050
D CHUBB CORP                     COM              17123210       205     2700 SH       SHR/OTHR    01                           2700
D CHUBB CORP                     COM              17123210       262     3435 SH       SHARED      02             239           3196
D CHUBB CORP                     COM              17123210         2      603 SH CALL  SHARED      02             603
D CHUBB CORP                     COM              17123210         0      403 SH PUT   SHARED      02             403
D CHUBB CORP                     COM              17123210        30      400 SH       SHARED      04             400
D CHUBB CORP                     COM              17123210        99     1300 SH       SHARED      05            1300
D CHUBB CORP                     COM              17123210      2022    26516 SH       SHARED      06           16100          10416
D CHUBB CORP                     COM              17123210     10980   143948 SH       SHARED      10          143948
D CHUBB CORP                     COM              17123210        19      260 SH       SHR/OTHR    20                            260
D CHUBB CORP                     COM              17123210        76     1000 SH       SHARED      21            1000
D CHUBB CORP                     COM              17123210       629     8250 SH       SHARED      23            8000            250
D CHUBB CORP                     COM              17123210       453     5950 SH       SHR/OTHR    23                           5950
D CHUBB CORP                     COM              17123210       396     5200 SH       SHARED      26            5200
D CHUBB CORP                     COM              17123210      1186    15560 SH       SHARED      27           15560
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50        41     1300 SH       SHARED                    1300
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50     23097   727480 SH       SHARED                  225351         502129
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50    109899  3461404 SH       SHARED      04         3461404
D CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   17133Q50      1339    42200 SH       SHARED      10           42200
D CHURCH & DWIGHT INC            COM              17134010        10      200 SH       SHARED                                    200
D CHURCH & DWIGHT INC            COM              17134010     10761   199316 SH       SHARED                  197786           1530
D CHURCH & DWIGHT INC            COM              17134010      2258    41828 SH       SHARED      01           38650           3178
D CHURCH & DWIGHT INC            COM              17134010       854    15831 SH       SHR/OTHR    01                          15831
D CHURCH & DWIGHT INC            COM              17134010       523     9703 SH       SHARED      02               3           9700
D CHURCH & DWIGHT INC            COM              17134010        48      900 SH       SHARED      05             900
D CHURCH & DWIGHT INC            COM              17134010       591    10950 SH       SHARED      06           10950
D CHURCH & DWIGHT INC            COM              17134010       118     2200 SH       SHARED      10            2200
D CHURCH & DWIGHT INC            COM              17134010        10      200 SH       SHARED      20             200
D CHURCH & DWIGHT INC            COM              17134010       107     2000 SH       SHR/OTHR    20                           2000
D CHURCH & DWIGHT INC            COM              17134010         8      160 SH       SHARED      21             160
D CHURCH & DWIGHT INC            COM              17134010         5      100 SH       SHR/OTHR    21                            100
D CHURCH & DWIGHT INC            COM              17134010      1067    19775 SH       SHARED      23           17775           2000
D CHURCH & DWIGHT INC            COM              17134010      1747    32360 SH       SHR/OTHR    23                          32360
D CHURCH & DWIGHT INC            COM              17134010      1036    19190 SH       SHARED      27           19190
D CHURCH & DWIGHT INC            COM              17134010      1171    21700 SH       SHARED      29           21700
D CHURCHILL DOWNS INC            COM              17148410       129     2064 SH       SHARED                    2064
D CHURCHILL DOWNS INC            COM              17148410        37      600 SH       SHARED      01             600
D CHURCHILL DOWNS INC            COM              17148410         0        7 SH       SHARED      02               7
D CHUYS HLDGS INC                COM              17160410        20      848 SH       SHARED                     848
D CHUYS HLDGS INC                COM              17160410         0        1 SH       SHARED      02               1
D CHYRON CORP                    COM PAR $.01     17160530         0      300 SH       SHARED      02             300
D CIBER INC                      COM              17163B10       177    51259 SH       SHARED                   51259
D CIBER INC                      COM              17163B10         0      214 SH       SHARED      02             214
D CIBER INC                      COM              17163B10        80    23100 SH       SHARED      10           23100
D CIENA CORP                     COM NEW          17177930      1567   115315 SH       SHARED                  115315
D CIENA CORP                     COM NEW          17177930        46     3400 SH       SHARED      01            3400
D CIENA CORP                     COM NEW          17177930      2591   190711 SH       SHARED      02          167211          23500
D CIENA CORP                     COM NEW          17177930        24     1800 SH       SHARED      10            1800
D CIENA CORP                     COM NEW          17177930        11      855 SH       SHARED      21             855
D CIMAREX ENERGY CO              COM              17179810      3508    59929 SH       SHARED                   59289            640
D CIMAREX ENERGY CO              COM              17179810      1261    21545 SH       SHARED      01           21545
D CIMAREX ENERGY CO              COM              17179810      2860    48848 SH       SHARED      02             400          48448
D CIMAREX ENERGY CO              COM              17179810       673    11500 SH       SHARED      04           11500
D CIMAREX ENERGY CO              COM              17179810         2       50 SH       SHARED      05              50
D CIMAREX ENERGY CO              COM              17179810       254     4340 SH       SHARED      06            4340
D CIMAREX ENERGY CO              COM              17179810       128     2200 SH       SHARED      10            2200
D CIMAREX ENERGY CO              COM              17179810       252     4310 SH       SHARED      26            4310
D CINCINNATI BELL INC NEW        COM              17187110      3593   630500 SH       SHARED                  630500
D CINCINNATI BELL INC NEW        COM              17187110        75    13200 SH       SHARED      01           13200
D CINCINNATI BELL INC NEW        COM              17187110         2      367 SH       SHARED      02             367
D CINCINNATI BELL INC NEW        COM              17187110       102    18000 SH       SHARED      10           18000
D CINCINNATI BELL INC NEW        COM              17187110        57    10000 SH       SHARED      23                          10000
D CINCINNATI FINL CORP           COM              17206210        78     2082 SH       SHARED                    2082
D CINCINNATI FINL CORP           COM              17206210     16500   435711 SH       SHARED                  434416           1295
D CINCINNATI FINL CORP           COM              17206210      1370    36190 SH       SHARED      01           36190
D CINCINNATI FINL CORP           COM              17206210        14      391 SH       SHARED      02             391
D CINCINNATI FINL CORP           COM              17206210         5      150 SH       SHARED      05             150
D CINCINNATI FINL CORP           COM              17206210       403    10646 SH       SHARED      06            6846           3800
D CINCINNATI FINL CORP           COM              17206210      3116    82301 SH       SHARED      10           82301
D CINCINNATI FINL CORP           COM              17206210      8977   237072 SH       SHARED      31          237072
D CINEDIGM DIGITAL CINEMA CORP   COM              17240710         1      885 SH       SHARED      02             885
D CINEMARK HOLDINGS INC          COM              17243V10      4844   215982 SH       SHARED                  213117           2865
D CINEMARK HOLDINGS INC          COM              17243V10         0        2 SH       SHARED      02               2
D CINEMARK HOLDINGS INC          COM              17243V10       179     8000 SH       SHARED      10            8000
D CIRCOR INTL INC                COM              17273K10       495    13129 SH       SHARED                   13129
D CIRCOR INTL INC                COM              17273K10         1       32 SH       SHARED      02              32
D CIRCOR INTL INC                COM              17273K10       192     5100 SH       SHARED      10            5100
D CISCO SYS INC                  COM              17275R10      4785   250617 SH       SHARED                   18712         231905
D CISCO SYS INC                  COM              17275R10    430761 22558880 SH       SHARED                22180464         378415
D CISCO SYS INC                  COM              17275R10         2     1000 SH PUT   SHARED                    1000
D CISCO SYS INC                  COM              17275R10     33719  1765868 SH       SHARED      01         1601335         164533
D CISCO SYS INC                  COM              17275R10      3153   165146 SH       SHR/OTHR    01                         165146
D CISCO SYS INC                  COM              17275R10     15465   809927 SH       SHARED      02          203187         606740
D CISCO SYS INC                  COM              17275R10        22    43577 SH CALL  SHARED      02           43577
D CISCO SYS INC                  COM              17275R10         2    67696 SH PUT   SHARED      02           67696
D CISCO SYS INC                  COM              17275R10      1189    62277 SH       SHARED      04           24510          37767
D CISCO SYS INC                  COM              17275R10     31682  1659226 SH       SHARED      04         1659226
D CISCO SYS INC                  COM              17275R10        13      699 SH       SHARED      05             699
D CISCO SYS INC                  COM              17275R10      1430    74910 SH       SHARED      05           74910
D CISCO SYS INC                  COM              17275R10     15978   836806 SH       SHARED      06          469490         367316
D CISCO SYS INC                  COM              17275R10     32308  1692013 SH       SHARED      10         1692013
D CISCO SYS INC                  COM              17275R10       334    17500 SH       SHARED      15           17500
D CISCO SYS INC                  COM              17275R10       321    16824 SH       SHARED      20            5484          11340
D CISCO SYS INC                  COM              17275R10       542    28435 SH       SHR/OTHR    20                          28435
D CISCO SYS INC                  COM              17275R10       451    23670 SH       SHARED      21           23670
D CISCO SYS INC                  COM              17275R10       156     8200 SH       SHR/OTHR    21                           8200
D CISCO SYS INC                  COM              17275R10      2005   105008 SH       SHARED      23           99258           5750
D CISCO SYS INC                  COM              17275R10      6842   358316 SH       SHR/OTHR    23                         358316
D CISCO SYS INC                  COM              17275R10       477    25000 SH       SHARED      26           25000
D CISCO SYS INC                  COM              17275R10       164     8621 SH       SHARED      27            8621
D CISCO SYS INC                  COM              17275R10      2531   132600 SH       SHARED      29          132600
D CISCO SYS INC                  COM              17275R10       991    51900 SH       SHARED      30           51900
D CISCO SYS INC                  COM              17275R10     12921   676712 SH       SHARED      31          676712
D CIRRUS LOGIC INC               COM              17275510      8524   222053 SH       SHARED                  220553           1500
D CIRRUS LOGIC INC               COM              17275510        57     1500 SH       SHARED      01            1500
D CIRRUS LOGIC INC               COM              17275510         3      101 SH       SHARED      02             101
D CIRRUS LOGIC INC               COM              17275510       276     7200 SH       SHARED      26            7200
D CINTAS CORP                    COM              17290810        76     1858 SH       SHARED                    1858
D CINTAS CORP                    COM              17290810     15165   366057 SH       SHARED                  366057
D CINTAS CORP                    COM              17290810      1195    28850 SH       SHARED      01           28850
D CINTAS CORP                    COM              17290810         5      129 SH       SHARED      02             129
D CINTAS CORP                    COM              17290810         2      500 SH CALL  SHARED      02             500
D CINTAS CORP                    COM              17290810      3003    72500 SH       SHARED      04           72500
D CINTAS CORP                    COM              17290810         4      100 SH       SHARED      05             100
D CINTAS CORP                    COM              17290810       348     8400 SH       SHARED      06            4900           3500
D CINTAS CORP                    COM              17290810      1111    26821 SH       SHARED      10           26821
D CINTAS CORP                    COM              17290810        20      500 SH       SHARED      20             500
D CINTAS CORP                    COM              17290810         8      200 SH       SHR/OTHR    20                            200
D CITIZENS & NORTHN CORP         COM              17292210         8      441 SH       SHARED                     441
D CITIZENS & NORTHN CORP         COM              17292210        45     2300 SH       SHARED      10            2300
D CITIGROUP INC                  UNIT 99/99/9999  17296741     10568   108972 SH       SHARED                  108972
D CITIGROUP INC                  UNIT 99/99/9999  17296741     10482   108087 SH       SHARED      02          108087
D CITIGROUP INC                  COM NEW          17296742       145     4435 SH       SHARED                    3555            880
D CITIGROUP INC                  COM NEW          17296742    144712  4422764 SH       SHARED                 4422764
D CITIGROUP INC                  COM NEW          17296742         6     2309 SH CALL  SHARED                    2309
D CITIGROUP INC                  COM NEW          17296742         9     6456 SH PUT   SHARED                    6456
D CITIGROUP INC                  COM NEW          17296742     36787  1124313 SH       SHARED      01         1081851          42462
D CITIGROUP INC                  COM NEW          17296742      1435    43880 SH       SHR/OTHR    01                          43880
D CITIGROUP INC                  COM NEW          17296742     45564  1392566 SH       SHARED      02         1361951          30615
D CITIGROUP INC                  COM NEW          17296742       141    69296 SH CALL  SHARED      02           69296
D CITIGROUP INC                  COM NEW          17296742        46    23285 SH PUT   SHARED      02           23285
D CITIGROUP INC                  COM NEW          17296742       421    12897 SH       SHARED      04           12167            730
D CITIGROUP INC                  COM NEW          17296742     32893  1005290 SH       SHARED      04         1005290
D CITIGROUP INC                  COM NEW          17296742       815    24922 SH       SHARED      05           24922
D CITIGROUP INC                  COM NEW          17296742     16342   499454 SH       SHARED      06          319291         180163
D CITIGROUP INC                  COM NEW          17296742     25745   786829 SH       SHARED      10          782897           3932
D CITIGROUP INC                  COM NEW          17296742       212     6500 SH       SHARED      15            6500
D CITIGROUP INC                  COM NEW          17296742      1291    39472 SH       SHARED      20           31711   326     7435
D CITIGROUP INC                  COM NEW          17296742       144     4401 SH       SHR/OTHR    20                           4401
D CITIGROUP INC                  COM NEW          17296742       336    10275 SH       SHARED      21           10275
D CITIGROUP INC                  COM NEW          17296742        11      350 SH       SHR/OTHR    21                            350
D CITIGROUP INC                  COM NEW          17296742      2170    66327 SH       SHARED      23           60527           5800
D CITIGROUP INC                  COM NEW          17296742      1111    33978 SH       SHR/OTHR    23                          33978
D CITIGROUP INC                  COM NEW          17296742      2704    82650 SH       SHARED      26           82650
D CITIGROUP INC                  COM NEW          17296742      1312    40120 SH       SHARED      27           40120
D CITIGROUP INC                  COM NEW          17296742       162     4970 SH       SHARED      29            4970
D CITIGROUP INC                  COM NEW          17296742     13627   416494 SH       SHARED      31          416494
D CITI TRENDS INC                COM              17306X10        30     2427 SH       SHARED                    2427
D CITI TRENDS INC                COM              17306X10       243    19420 SH       SHARED      01           15820           3600
D CITI TRENDS INC                COM              17306X10       499    39800 SH       SHR/OTHR    01                          39800
D CITI TRENDS INC                COM              17306X10         0        3 SH       SHARED      02               3
D CITI TRENDS INC                COM              17306X10        53     4300 SH       SHARED      10            4300
D CITIZENS REPUBLIC BANCORP IN   COM NEW          17442030       116     6034 SH       SHARED                    6034
D CITIZENS REPUBLIC BANCORP IN   COM NEW          17442030         0        7 SH       SHARED      02               7
D CITIZENS REPUBLIC BANCORP IN   COM NEW          17442030       232    12000 SH       SHARED      29           12000
D CITIZENS INC                   CL A             17474010        64     6131 SH       SHARED                    6131
D CITIZENS INC                   CL A             17474010         2      255 SH       SHARED      01             255
D CITIZENS INC                   CL A             17474010         0        7 SH       SHARED      02               7
D CITIZENS CMNTY BANCORP INC M   COM              17490310         1      200 SH       SHARED      02             200
D CITRIX SYS INC                 COM              17737610        17      223 SH       SHARED                      93            130
D CITRIX SYS INC                 COM              17737610     78090  1020403 SH       SHARED                 1017640           2763
D CITRIX SYS INC                 COM              17737610      9807   128153 SH       SHARED      01          107014          21139
D CITRIX SYS INC                 COM              17737610       772    10090 SH       SHR/OTHR    01                          10090
D CITRIX SYS INC                 COM              17737610       694     9069 SH       SHARED      02             926           8143
D CITRIX SYS INC                 COM              17737610         0       39 SH CALL  SHARED      02              39
D CITRIX SYS INC                 COM              17737610      1997    26100 SH       SHARED      04           26100
D CITRIX SYS INC                 COM              17737610         7      100 SH       SHARED      05             100
D CITRIX SYS INC                 COM              17737610      1630    21300 SH       SHARED      06           14620           6680
D CITRIX SYS INC                 COM              17737610      3696    48304 SH       SHARED      10           47536            768
D CITRIX SYS INC                 COM              17737610       641     8386 SH       SHARED      20            7101           1285
D CITRIX SYS INC                 COM              17737610         6       80 SH       SHR/OTHR    20                             80
D CITRIX SYS INC                 COM              17737610       116     1525 SH       SHARED      21            1525
D CITRIX SYS INC                 COM              17737610      1007    13167 SH       SHARED      23           11132           2035
D CITRIX SYS INC                 COM              17737610       809    10582 SH       SHR/OTHR    23                          10582
D CITRIX SYS INC                 COM              17737610       734     9600 SH       SHARED      26            9600
D CITRIX SYS INC                 COM              17737610       107     1400 SH       SHARED      30            1400
D CITRIX SYS INC                 COM              17737610      5382    70329 SH       SHARED      31           70329
D CITY HLDG CO                   COM              17783510       406    11329 SH       SHARED                   11329
D CITY HLDG CO                   COM              17783510         0       26 SH       SHARED      02              26
D CITY HLDG CO                   COM              17783510       129     3600 SH       SHARED      10            3600
D CITY NATL CORP                 COM              17856610      2468    47924 SH       SHARED                   47007            917
D CITY NATL CORP                 COM              17856610        36      700 SH       SHARED      01             700
D CITY NATL CORP                 COM              17856610        58     1141 SH       SHARED      02            1141
D CITY NATL CORP                 COM              17856610      9029   175290 SH       SHARED      10          175290
D CITY TELECOM H K LTD           SPONSORED ADR    17867720         2      506 SH       SHARED                     506
D CLARCOR INC                    COM              17989510      2654    59471 SH       SHARED                   59471
D CLARCOR INC                    COM              17989510         0       13 SH       SHARED      02              13
D CLARCOR INC                    COM              17989510       490    11000 SH       SHARED      10           11000
D CLAUDE RES INC                 COM              18287310         3     3700 SH       SHARED                    3700
D CLAUDE RES INC                 COM              18287310         0      400 SH       SHARED      02             400
D CLAUDE RES INC                 COM              18287310       258   310000 SH       SHARED      04          310000
D CLAYMORE EXCHANGE TRD FD TR    GUGG BULL 2015   18383M42       197     7500 SH       SHARED      02                           7500
D CLAYMORE EXCHANGE TRD FD TR    GUGG BULL 2014   18383M43       276    10475 SH       SHARED      02                          10475
D CLAYMORE EXCHANGE TRD FD TR    GUGG BULL 2013   18383M44       284    10975 SH       SHARED      02                          10975
D CLAYMORE EXCHANGE TRD FD TR    WLSHR US REIT    18383M47        64     1800 SH       SHARED      02                           1800
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        45     2024 SH       SHARED      01            2024
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        69     3105 SH       SHR/OTHR    01                           3105
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50      5715   255845 SH       SHARED      02                         255845
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        72     3225 SH       SHARED      20            3225
D CLAYMORE EXCHANGE TRD FD TR    GUG MULTI ASSET  18383M50        44     1996 SH       SHARED      23            1996
D CLAYMORE EXCHANGE TRD FD TR    GUGG CRP BD 2016 18383M55        44     2000 SH       SHARED      02                           2000
D CLAYMORE EXCHANGE TRD FD TR    GUGG CRP BD 2013 18383M58       150     7194 SH       SHARED      04                           7194
D CLAYMORE EXCHANGE TRD FD TR    GUGG SPINOFF ETF 18383M60       302    10992 SH       SHARED      02                          10992
D CLAYMORE EXCHANGE TRD FD TR    GUG RAYM JAMES S 18383M61        29     1278 SH       SHARED      02                           1278
D CLAYMORE EXCHANGE TRD FD TR    GUG S^PG DIV OPP 18383M86         8      700 SH       SHARED      02                            700
D CLAYMORE EXCHANGE TRD FD TR    GUGGEN DEFN EQTY 18383M87        20      700 SH       SHARED      02                            700
D CLAYMORE EXCHANGE TRD FD TR    GUGGN CHIN ETF   18383Q74      2796   113095 SH       SHARED      02          113095
D CLAYMORE EXCHANGE TRD FD TR    GUGG SHIPPNG ETF 18383Q79       457    30000 SH       SHARED      21           30000
D CLAYMORE EXCHANGE TRD FD TR    GUGG AIRLINE ETF 18383Q81        23      800 SH       SHARED      02                            800
D CLAYMORE EXCHANGE TRD FD TR    GUGG FRNTR MKT   18383Q83         4      200 SH       SHARED      02                            200
D CLAYMORE EXCHANGE TRD FD TR    GUGG CHN RL EST  18383Q86        20     1000 SH       SHARED      02                           1000
D CLAYMORE EXCHANGE TRD FD TR    GUGG TIMBER ETF  18383Q87        25     1400 SH       SHARED      02                           1400
D CLEAN DIESEL TECHNOLOGIES IN   COM PAR $.01     18449C40         0        7 SH       SHARED                       7
D CLEAN DIESEL TECHNOLOGIES IN   COM PAR $.01     18449C40         2      972 SH       SHARED                     972
D CLEAN HARBORS INC              COM              18449610      6916   141589 SH       SHARED                  139676           1913
D CLEAN HARBORS INC              COM              18449610        58     1200 SH       SHARED      10            1200
D CLEAN HARBORS INC              COM              18449610        16      334 SH       SHARED      21             334
D CLEAN ENERGY FUELS CORP        COM              18449910      2218   168418 SH       SHARED                  168418
D CLEAN ENERGY FUELS CORP        COM              18449910        39     3000 SH       SHARED      01            3000
D CLEAN ENERGY FUELS CORP        COM              18449910         0       19 SH       SHARED      02              19
D CLEAN ENERGY FUELS CORP        COM              18449910      1317   100000 SH       SHARED      06                         100000
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10       528    88324 SH       SHARED                   88324
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10       129    21702 SH       SHARED      02           21702
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10       375    62800 SH       SHARED      10           62800
D CLEARBRIDGE ENERGY MLP OPP F   COM              18469P10         0       18 SH       SHARED      02                             18
D CLEARBRIDGE ENERGY MLP FD IN   COM              18469210       710    28975 SH       SHARED      02                          28975
D CLEARONE COMMUNICATIONS INC    COM              18506010         1      300 SH       SHARED      02             300
D CLEARONE COMMUNICATIONS INC    COM              18506010        45    11200 SH       SHARED      26           11200
D CLEARWIRE CORP NEW             CL A             18538Q10      7325  5466431 SH       SHARED                 5466431
D CLEARWIRE CORP NEW             CL A             18538Q10         0      294 SH       SHARED      01             294
D CLEARWIRE CORP NEW             CL A             18538Q10       151   113009 SH       SHARED      02          113009
D CLEARWIRE CORP NEW             CL A             18538Q10        13    10000 SH       SHARED      20           10000
D CLEARWATER PAPER CORP          COM              18538R10       743    17993 SH       SHARED                   17993
D CLEARWATER PAPER CORP          COM              18538R10         1       44 SH       SHARED      02              44
D CLEARWATER PAPER CORP          COM              18538R10       311     7542 SH       SHARED      10            7542
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       263     6730 SH       SHARED                    6730
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      9514   243159 SH       SHARED                  242959            200
D CLIFFS NATURAL RESOURCES INC   COM              18683K10         1      257 SH PUT   SHARED                     257
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      1511    38625 SH       SHARED      01           37740            885
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      7461   190695 SH       SHARED      02           83638         107057
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       695    17785 SH       SHARED      04           17785
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       350     8970 SH       SHARED      05            8970
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       850    21740 SH       SHARED      06           16750           4990
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      2543    65000 SH       SHARED      10           65000
D CLIFFS NATURAL RESOURCES INC   COM              18683K10         2       61 SH       SHR/OTHR    21                             61
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       156     4000 SH       SHARED      26            4000
D CLIFFS NATURAL RESOURCES INC   COM              18683K10        81     2081 SH       SHARED      27            2081
D CLIFTON SVGS BANCORP INC       COM              18712Q10         3      313 SH       SHARED                     313
D CLIFTON SVGS BANCORP INC       COM              18712Q10         0        3 SH       SHARED      02               3
D CLOROX CO DEL                  COM              18905410       235     3270 SH       SHARED                    3270
D CLOROX CO DEL                  COM              18905410     27707   384556 SH       SHARED                  384030            526
D CLOROX CO DEL                  COM              18905410      2705    37549 SH       SHARED      01           37499             50
D CLOROX CO DEL                  COM              18905410      1507    20923 SH       SHARED      02           16204           4719
D CLOROX CO DEL                  COM              18905410         0       88 SH CALL  SHARED      02              88
D CLOROX CO DEL                  COM              18905410        57      800 SH       SHARED      04             800
D CLOROX CO DEL                  COM              18905410        43      600 SH       SHARED      05             600
D CLOROX CO DEL                  COM              18905410       759    10540 SH       SHARED      06            6300           4240
D CLOROX CO DEL                  COM              18905410      3069    42601 SH       SHARED      10           42601
D CLOROX CO DEL                  COM              18905410        15      220 SH       SHARED      21             220
D CLOROX CO DEL                  COM              18905410       648     9000 SH       SHARED      29            9000
D CLOROX CO DEL                  COM              18905410       208     2900 SH       SHARED      30            2900
D CLOUD PEAK ENERGY INC          COM              18911Q10       696    38491 SH       SHARED                   37792            699
D CLOUD PEAK ENERGY INC          COM              18911Q10         2      112 SH       SHARED      02             112
D CLOVIS ONCOLOGY INC            COM              18946410        55     2701 SH       SHARED                    2701
D CLOVIS ONCOLOGY INC            COM              18946410         0        3 SH       SHARED      02               3
D CLOVIS ONCOLOGY INC            COM              18946410      1867    91314 SH       SHARED      04           91314
D CLOVIS ONCOLOGY INC            COM              18946410       245    12000 SH       SHARED      26           12000
D COACH INC                      COM              18975410        39      700 SH       SHARED                     700
D COACH INC                      COM              18975410     21696   387291 SH       SHARED                  383668           3623
D COACH INC                      COM              18975410         2      785 SH PUT   SHARED                     785
D COACH INC                      COM              18975410      9457   168822 SH       SHARED      01          149186          19636
D COACH INC                      COM              18975410       685    12238 SH       SHR/OTHR    01                          12238
D COACH INC                      COM              18975410       416     7435 SH       SHARED      02            1874           5561
D COACH INC                      COM              18975410         1      280 SH CALL  SHARED      02             280
D COACH INC                      COM              18975410         5     1039 SH PUT   SHARED      02            1039
D COACH INC                      COM              18975410       400     7150 SH       SHARED      04            7150
D COACH INC                      COM              18975410       100     1790 SH       SHARED      05            1790
D COACH INC                      COM              18975410      3291    58750 SH       SHARED      06           48240          10510
D COACH INC                      COM              18975410      4611    82319 SH       SHARED      10           82319
D COACH INC                      COM              18975410       199     3555 SH       SHARED      20            2970            585
D COACH INC                      COM              18975410        27      495 SH       SHARED      21             495
D COACH INC                      COM              18975410       323     5780 SH       SHARED      23            3995           1785
D COACH INC                      COM              18975410       884    15795 SH       SHR/OTHR    23                          15795
D COACH INC                      COM              18975410       849    15168 SH       SHARED      27           15168
D COACH INC                      COM              18975410      2813    50230 SH       SHARED      29           50230
D CNINSURE INC                   SPONSORED ADR    18976M10       340    58769 SH       SHARED                   56969           1800
D COBALT INTL ENERGY INC         COM              19075F10         6      300 SH       SHARED                     300
D COBALT INTL ENERGY INC         COM              19075F10     14877   668031 SH       SHARED                  667132            899
D COBALT INTL ENERGY INC         COM              19075F10      1126    50600 SH       SHARED      01           50600
D COBALT INTL ENERGY INC         COM              19075F10        94     4249 SH       SHARED      02            3349            900
D COBALT INTL ENERGY INC         COM              19075F10       416    18722 SH       SHARED      04           18722
D COBALT INTL ENERGY INC         COM              19075F10       211     9500 SH       SHARED      05            9500
D COBALT INTL ENERGY INC         COM              19075F10        95     4300 SH       SHARED      10            4300
D COBALT INTL ENERGY INC         COM              19075F10       452    20310 SH       SHARED      26           20310
D COBIZ FINANCIAL INC            COM              19089710        53     7580 SH       SHARED                    7580
D COBIZ FINANCIAL INC            COM              19089710         0        5 SH       SHARED      02               5
D COBIZ FINANCIAL INC            COM              19089710        87    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        54      800 SH       SHARED                     800
D COCA COLA BOTTLING CO CONS     COM              19109810         0        1 SH       SHARED      02               1
D COCA COLA HELLENIC BTTLG CO    SPONSORED ADR    1912EP10        34     1876 SH       SHARED                    1876
D COCA COLA CO                   COM              19121610       951    25084 SH       SHARED                    9484          15600
D COCA COLA CO                   COM              19121610    772327 20361904 SH       SHARED                19519344         842562
D COCA COLA CO                   COM              19121610        15    18549 SH CALL  SHARED                   18549
D COCA COLA CO                   COM              19121610       386   179636 SH PUT   SHARED                  179636
D COCA COLA CO                   COM              19121610     46079  1214850 SH       SHARED      01         1151688          63162
D COCA COLA CO                   COM              19121610      1995    52610 SH       SHR/OTHR    01                          52610
D COCA COLA CO                   COM              19121610      4983   131375 SH       SHARED      02           53455          77920
D COCA COLA CO                   COM              19121610        22     5430 SH CALL  SHARED      02            5430
D COCA COLA CO                   COM              19121610         0     1456 SH PUT   SHARED      02            1456
D COCA COLA CO                   COM              19121610       523    13800 SH       SHARED      04                          13800
D COCA COLA CO                   COM              19121610    198539  5234356 SH       SHARED      04         5234356
D COCA COLA CO                   COM              19121610      6892   181720 SH       SHARED      05          181720
D COCA COLA CO                   COM              19121610     20137   530910 SH       SHARED      06          294330         236580
D COCA COLA CO                   COM              19121610     51180  1349333 SH       SHARED      10         1349333
D COCA COLA CO                   COM              19121610       899    23722 SH       SHARED      20           18670           5052
D COCA COLA CO                   COM              19121610       181     4772 SH       SHR/OTHR    20                           4772
D COCA COLA CO                   COM              19121610       113     3000 SH       SHARED      21            3000
D COCA COLA CO                   COM              19121610       781    20600 SH       SHR/OTHR    21                          20600
D COCA COLA CO                   COM              19121610      6072   160090 SH       SHARED      23          155270           4820
D COCA COLA CO                   COM              19121610      4104   108205 SH       SHR/OTHR    23                         108205
D COCA COLA CO                   COM              19121610       151     4000 SH       SHARED      26            4000
D COCA COLA CO                   COM              19121610      2871    75702 SH       SHARED      27           75702
D COCA COLA CO                   COM              19121610     14704   387680 SH       SHARED      29          387680
D COCA COLA CO                   COM              19121610      2981    78600 SH       SHARED      30           78600
D COCA COLA CO                   COM              19121610     26745   705132 SH       SHARED      31          705132
D COCA COLA ENTERPRISES INC NE   COM              19122T10        59     1893 SH       SHARED                    1893
D COCA COLA ENTERPRISES INC NE   COM              19122T10     12380   395916 SH       SHARED                  395916
D COCA COLA ENTERPRISES INC NE   COM              19122T10      2354    75300 SH       SHARED      01           75300
D COCA COLA ENTERPRISES INC NE   COM              19122T10        96     3100 SH       SHR/OTHR    01                           3100
D COCA COLA ENTERPRISES INC NE   COM              19122T10       800    25598 SH       SHARED      02           25448            150
D COCA COLA ENTERPRISES INC NE   COM              19122T10      1452    46460 SH       SHARED      05           46460
D COCA COLA ENTERPRISES INC NE   COM              19122T10       740    23690 SH       SHARED      06           14310           9380
D COCA COLA ENTERPRISES INC NE   COM              19122T10      1969    62991 SH       SHARED      10           62991
D COCA COLA ENTERPRISES INC NE   COM              19122T10      1358    43432 SH       SHARED      27           43432
D COCA COLA ENTERPRISES INC NE   COM              19122T10       450    14405 SH       SHARED      29           14405
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110       170     1322 SH       SHARED                    1322
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110       361     2800 SH       SHARED      06            2800
D CODEXIS INC                    COM              19200510         2      944 SH       SHARED                     944
D CODEXIS INC                    COM              19200510         3     1290 SH       SHARED      01            1290
D CODEXIS INC                    COM              19200510         0        5 SH       SHARED      02               5
D CODORUS VY BANCORP INC         COM              19202510         1      100 SH       SHARED      02             100
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850     24104   836097 SH       SHARED                  836097
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       941    32660 SH       SHARED      01           26660           6000
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850      1153    40000 SH       SHR/OTHR    01                          40000
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850      4159   144290 SH       SHARED      02          134570           9720
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850        10     4190 SH CALL  SHARED      02            4190
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850      2061    71490 SH       SHARED      04           71490
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850     31252  1084033 SH       SHARED      10         1084033
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       147     5100 SH       SHARED      23            5100
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       172     6000 SH       SHR/OTHR    23                           6000
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       247     8580 SH       SHARED      29            8580
D COEUR D ALENE MINES CORP IDA   COM NEW          19210850       720    25000 SH       SHARED      30           25000
D COGENT COMM GROUP INC          COM NEW          19239V30      2010    87456 SH       SHARED                   87456
D COGENT COMM GROUP INC          COM NEW          19239V30        87     3800 SH       SHARED      01            3800
D COGENT COMM GROUP INC          COM NEW          19239V30         0       13 SH       SHARED      02              13
D COGNEX CORP                    COM              19242210      1073    31048 SH       SHARED                   31048
D COGNEX CORP                    COM              19242210         4      120 SH       SHARED      02             120
D COGNEX CORP                    COM              19242210        58     1700 SH       SHARED      10            1700
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610     32079   459000 SH       SHARED                  459000
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610         0       19 SH PUT   SHARED                      19
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      5304    75900 SH       SHARED      01           75900
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       312     4476 SH       SHARED      02             285           4191
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610        41      600 SH       SHARED      05             600
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610        68      980 SH       SHARED      05             980
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      2346    33570 SH       SHARED      06           22060          11510
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      5895    84357 SH       SHARED      10           84357
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610         6       94 SH       SHARED      21              94
D COHEN & STEERS INC             COM              19247A10       160     5434 SH       SHARED                    4432           1002
D COHEN & STEERS INC             COM              19247A10         0        5 SH       SHARED      02               5
D COHEN & STEERS INC             COM              19247A10         9      319 SH       SHARED      21                            319
D COHEN & STEERS QUALITY RLTY    COM              19247L10        86     8078 SH       SHARED      02                           8078
D COHEN & STEERS REIT & PFD IN   COM              19247X10        17     1000 SH       SHARED      01            1000
D COHEN & STEERS REIT & PFD IN   COM              19247X10        57     3325 SH       SHARED      02                           3325
D COHERENT INC                   COM              19247910       199     4354 SH       SHARED                    3754            600
D COHERENT INC                   COM              19247910         0        5 SH       SHARED      02               5
D COHEN & STEERS INFRASTRUCTUR   COM              19248A10       624    34293 SH       SHARED      02                          34293
D COHEN & STEERS LTD DUR PFD I   COM              19248C10         1       50 SH       SHARED      02                             50
D COHEN & STEERS GLOBAL INC BL   COM              19248M10         6      576 SH       SHARED      02                            576
D COHEN & STEERS CLOSED END OP   COM              19248P10       554    42631 SH       SHARED      02                          42631
D COHEN & STEERS SLT PFD INCM    COM              19248Y10       194     7085 SH       SHARED      02                           7085
D COHU INC                       COM              19257610       163    17406 SH       SHARED                   17406
D COHU INC                       COM              19257610         0       64 SH       SHARED      02              64
D COHU INC                       COM              19257610       125    13400 SH       SHARED      10           13400
D COINSTAR INC                   NOTE  4.000% 9/0 19259PAF       777   595000 PRN      SHARED      02          595000
D COINSTAR INC                   COM              19259P30       899    20005 SH       SHARED                   19791            214
D COINSTAR INC                   COM              19259P30        27      620 SH       SHARED      01             620
D COINSTAR INC                   COM              19259P30      1729    38458 SH       SHARED      02           30074           8384
D COINSTAR INC                   COM              19259P30         0       60 SH CALL  SHARED      02              60
D COINSTAR INC                   COM              19259P30         8      200 SH       SHARED      10             200
D COLDWATER CREEK INC            COM              19306810       131   158549 SH       SHARED                  158549
D COLDWATER CREEK INC            COM              19306810         0      255 SH       SHARED      02             255
D COLEMAN CABLE INC              COM              19345930         3      368 SH       SHARED                     368
D COLEMAN CABLE INC              COM              19345930         0        2 SH       SHARED      02               2
D COLEMAN CABLE INC              COM              19345930       118    12300 SH       SHARED      26           12300
D COLFAX CORP                    COM              19401410         1       43 SH       SHARED                      43
D COLFAX CORP                    COM              19401410       307     8390 SH       SHARED                    8390
D COLFAX CORP                    COM              19401410         5      150 SH       SHARED      01             150
D COLFAX CORP                    COM              19401410       405    11051 SH       SHARED      02               1          11050
D COLFAX CORP                    COM              19401410     11001   300000 SH       SHARED      04          300000
D COLFAX CORP                    COM              19401410         7      200 SH       SHARED      10             200
D COLFAX CORP                    COM              19401410        18      517 SH       SHARED      21             517
D COLGATE PALMOLIVE CO           COM              19416210       311     2908 SH       SHARED                    2908
D COLGATE PALMOLIVE CO           COM              19416210    143390  1337352 SH       SHARED                 1335352           2000
D COLGATE PALMOLIVE CO           COM              19416210         0      723 SH CALL  SHARED                     723
D COLGATE PALMOLIVE CO           COM              19416210     17923   167167 SH       SHARED      01          149470          17697
D COLGATE PALMOLIVE CO           COM              19416210      1419    13240 SH       SHR/OTHR    01                          13240
D COLGATE PALMOLIVE CO           COM              19416210       792     7396 SH       SHARED      02             749           6647
D COLGATE PALMOLIVE CO           COM              19416210         4      402 SH CALL  SHARED      02             402
D COLGATE PALMOLIVE CO           COM              19416210         0      402 SH PUT   SHARED      02             402
D COLGATE PALMOLIVE CO           COM              19416210      4942    46100 SH       SHARED      04           46100
D COLGATE PALMOLIVE CO           COM              19416210       339     3170 SH       SHARED      05            3170
D COLGATE PALMOLIVE CO           COM              19416210      4824    45000 SH       SHARED      06           29000          16000
D COLGATE PALMOLIVE CO           COM              19416210     13260   123674 SH       SHARED      10          123674
D COLGATE PALMOLIVE CO           COM              19416210       742     6925 SH       SHARED      20            2295           4630
D COLGATE PALMOLIVE CO           COM              19416210       349     3257 SH       SHR/OTHR    20                           3257
D COLGATE PALMOLIVE CO           COM              19416210        52      490 SH       SHARED      21             490
D COLGATE PALMOLIVE CO           COM              19416210       139     1300 SH       SHR/OTHR    21                           1300
D COLGATE PALMOLIVE CO           COM              19416210      7861    73321 SH       SHARED      23           65636           7685
D COLGATE PALMOLIVE CO           COM              19416210      7553    70445 SH       SHR/OTHR    23                          70445
D COLGATE PALMOLIVE CO           COM              19416210       428     4000 SH       SHARED      26            4000
D COLGATE PALMOLIVE CO           COM              19416210      2137    19932 SH       SHARED      27           19932
D COLGATE PALMOLIVE CO           COM              19416210      5227    48755 SH       SHARED      29           48755
D COLGATE PALMOLIVE CO           COM              19416210      2551    23800 SH       SHARED      30           23800
D COLGATE PALMOLIVE CO           COM              19416210      7819    72930 SH       SHARED      31           72930
D COLLECTORS UNIVERSE INC        COM NEW          19421R20        20     1428 SH       SHARED                    1328            100
D COLLECTORS UNIVERSE INC        COM NEW          19421R20         0        1 SH       SHARED      02               1
D COLLECTORS UNIVERSE INC        COM NEW          19421R20       200    14300 SH       SHARED      10           14300
D COLLECTIVE BRANDS INC          COM              19421W10      1775    81788 SH       SHARED                   81788
D COLLECTIVE BRANDS INC          COM              19421W10        74     3423 SH       SHARED      01            3423
D COLLECTIVE BRANDS INC          COM              19421W10        85     3917 SH       SHARED      02            3917
D COLLECTIVE BRANDS INC          COM              19421W10         0       15 SH       SHARED      23              15
D COLONIAL PPTYS TR              COM SH BEN INT   19587210      6503   308932 SH       SHARED                  308932
D COLONIAL PPTYS TR              COM SH BEN INT   19587210         4      222 SH       SHARED      02             222
D COLONIAL PPTYS TR              COM SH BEN INT   19587210      3940   187200 SH       SHARED      10          187200
D COLONIAL PPTYS TR              COM SH BEN INT   19587210     98872  4697032 SH       SHARED      11         2462594        2234438
D COLONY BANKCORP INC            COM              19623P10         1      300 SH       SHARED      02             300
D COLONY FINL INC                COM              19624R10      2073   106419 SH       SHARED                  106419
D COLONY FINL INC                COM              19624R10       331    17006 SH       SHARED      02               6          17000
D COLUMBIA BKG SYS INC           COM              19723610      1517    81862 SH       SHARED                   81105            757
D COLUMBIA BKG SYS INC           COM              19723610        63     3400 SH       SHARED      01            3400
D COLUMBIA BKG SYS INC           COM              19723610         1       72 SH       SHARED      02              72
D COLUMBIA BKG SYS INC           COM              19723610       220    11900 SH       SHARED      10           11900
D COLUMBIA SPORTSWEAR CO         COM              19851610       111     2072 SH       SHARED                    2072
D COLUMBIA SPORTSWEAR CO         COM              19851610        11      207 SH       SHARED      02               2            205
D COLUMBIA SPORTSWEAR CO         COM              19851610       199     3700 SH       SHARED      10            3700
D COLUMBUS MCKINNON CORP N Y     COM              19933310        67     4460 SH       SHARED                    4460
D COLUMBUS MCKINNON CORP N Y     COM              19933310         0        3 SH       SHARED      02               3
D COLUMBUS MCKINNON CORP N Y     COM              19933310        30     2000 SH       SHARED      10            2000
D COMFORT SYS USA INC            COM              19990810       323    29596 SH       SHARED                   28668            928
D COMFORT SYS USA INC            COM              19990810         0       69 SH       SHARED      02              69
D COMFORT SYS USA INC            COM              19990810       120    11000 SH       SHARED      10           11000
D COMCAST CORP NEW               CL A             20030N10        82     2318 SH       SHARED                    2318
D COMCAST CORP NEW               CL A             20030N10    239313  6695007 SH       SHARED                 6688217           6790
D COMCAST CORP NEW               CL A             20030N10         0       54 SH CALL  SHARED                      54
D COMCAST CORP NEW               CL A             20030N10         1     1500 SH PUT   SHARED                    1500
D COMCAST CORP NEW               CL A             20030N10     28614   800523 SH       SHARED      01          742262          58261
D COMCAST CORP NEW               CL A             20030N10      1391    38940 SH       SHR/OTHR    01                          38940
D COMCAST CORP NEW               CL A             20030N10     15989   447327 SH       SHARED      02          348305          99022
D COMCAST CORP NEW               CL A             20030N10         0     1000 SH CALL  SHARED      02            1000
D COMCAST CORP NEW               CL A             20030N10         1     2500 SH PUT   SHARED      02            2500
D COMCAST CORP NEW               CL A             20030N10      2300    64357 SH       SHARED      04           64357
D COMCAST CORP NEW               CL A             20030N10     75343  2107796 SH       SHARED      04         2082346          25450
D COMCAST CORP NEW               CL A             20030N10       604    16920 SH       SHARED      05           16920
D COMCAST CORP NEW               CL A             20030N10     13370   374055 SH       SHARED      06          179991         194064
D COMCAST CORP NEW               CL A             20030N10     33812   945937 SH       SHARED      10          944045           1892
D COMCAST CORP NEW               CL A             20030N10       654    18300 SH       SHARED      15           18300
D COMCAST CORP NEW               CL A             20030N10       657    18393 SH       SHARED      20           16053           2340
D COMCAST CORP NEW               CL A             20030N10         7      200 SH       SHR/OTHR    20                            200
D COMCAST CORP NEW               CL A             20030N10       142     3975 SH       SHARED      21            3975
D COMCAST CORP NEW               CL A             20030N10      1527    42730 SH       SHARED      23           36295           6435
D COMCAST CORP NEW               CL A             20030N10       788    22070 SH       SHR/OTHR    23                          22070
D COMCAST CORP NEW               CL A             20030N10       557    15600 SH       SHARED      30           15600
D COMCAST CORP NEW               CL A             20030N10     16762   468958 SH       SHARED      31          468958
D COMCAST CORP NEW               CL A SPL         20030N20    180583  5187694 SH       SHARED                 5187694
D COMCAST CORP NEW               CL A SPL         20030N20      5666   162772 SH       SHARED      01          159472           3300
D COMCAST CORP NEW               CL A SPL         20030N20     65941  1894335 SH       SHARED      02         1893282           1053
D COMCAST CORP NEW               CL A SPL         20030N20         5     2175 SH CALL  SHARED      02            2175
D COMCAST CORP NEW               CL A SPL         20030N20        76     2200 SH       SHARED      04            2200
D COMCAST CORP NEW               CL A SPL         20030N20       125     3610 SH       SHARED      05            3610
D COMCAST CORP NEW               CL A SPL         20030N20      1145    32895 SH       SHARED      06           32895
D COMCAST CORP NEW               CL A SPL         20030N20       271     7800 SH       SHARED      20            7800
D COMCAST CORP NEW               CL A SPL         20030N20       242     6977 SH       SHARED      23            5500           1477
D COMCAST CORP NEW               CL A SPL         20030N20        89     2565 SH       SHR/OTHR    23                           2565
D COMCAST CORP NEW               CL A SPL         20030N20       289     8324 SH       SHARED      27            8324
D COMCAST CORP NEW               CL A SPL         20030N20       574    16500 SH       SHARED      29           16500
D COMERICA INC                   COM              20034010        44     1420 SH       SHARED                    1420
D COMERICA INC                   COM              20034010     10294   331530 SH       SHARED                  331064            466
D COMERICA INC                   COM              20034010      1772    57073 SH       SHARED      01           57073
D COMERICA INC                   COM              20034010       354    11416 SH       SHARED      02            3735           7681
D COMERICA INC                   COM              20034010         0      273 SH PUT   SHARED      02             273
D COMERICA INC                   COM              20034010         3      100 SH       SHARED      05             100
D COMERICA INC                   COM              20034010       373    12020 SH       SHARED      06            7520           4500
D COMERICA INC                   COM              20034010      4308   138764 SH       SHARED      10          138764
D COMERICA INC                   COM              20034010       423    13640 SH       SHARED      29           13640
D COMERICA INC                   COM              20034010        62     2000 SH       SHARED      30            2000
D COMMERCE BANCSHARES INC        COM              20052510      4281   106168 SH       SHARED                  105231            937
D COMMERCE BANCSHARES INC        COM              20052510       278     6910 SH       SHARED      01            6910
D COMMERCE BANCSHARES INC        COM              20052510         5      143 SH       SHARED      02             143
D COMMERCIAL METALS CO           COM              20172310      3268   247576 SH       SHARED                  244257           3319
D COMMERCIAL METALS CO           COM              20172310         1      100 SH       SHARED      01             100
D COMMERCIAL METALS CO           COM              20172310         6      498 SH       SHARED      02             498
D COMMERCIAL METALS CO           COM              20172310        27     2100 SH       SHARED      10            2100
D COMMERCIAL VEH GROUP INC       COM              20260810        38     5211 SH       SHARED                    4016           1195
D COMMERCIAL VEH GROUP INC       COM              20260810         0        7 SH       SHARED      02               7
D COMMONWEALTH REIT              COM SH BEN INT   20323310      2683   184311 SH       SHARED                  184311
D COMMONWEALTH REIT              COM SH BEN INT   20323310        90     6200 SH       SHARED      01            6200
D COMMONWEALTH REIT              COM SH BEN INT   20323310         1       75 SH       SHARED      02              75
D COMMONWEALTH REIT              COM SH BEN INT   20323310     15247  1047230 SH       SHARED      10         1047230
D COMMONWEALTH REIT              6.50% PFD CUM CO 20323340        76     3270 SH       SHARED                    3270
D COMMONWEALTH REIT              6.50% PFD CUM CO 20323340        51     2200 SH       SHARED      02                           2200
D COMMONWEALTH REIT              CV PFD-E 7.25%   20323360        52     2025 SH       SHARED                    2025
D COMMUNITY BK SYS INC           COM              20360710       905    32118 SH       SHARED                   31920            198
D COMMUNITY BK SYS INC           COM              20360710        13      472 SH       SHARED      02             472
D COMMUNITY BK SYS INC           COM              20360710       295    10500 SH       SHARED      10           10500
D COMMUNITY HEALTH SYS INC NEW   COM              20366810     20733   711526 SH       SHARED                  711326            200
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       446    15331 SH       SHARED      02           13381           1950
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       291    10010 SH       SHARED      21           10010
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       218     7500 SH       SHARED      32            7500
D COMMUNICATIONS SYS INC         COM              20390010       129    11524 SH       SHARED                   11224            300
D COMMUNICATIONS SYS INC         COM              20390010        68     6100 SH       SHARED      26            6100
D COMMUNITY PARTNERS BANCORP     COM              20401810         0      100 SH       SHARED      02             100
D COMMUNITY TR BANCORP INC       COM              20414910       429    12098 SH       SHARED                   12098
D COMMUNITY TR BANCORP INC       COM              20414910         0        2 SH       SHARED      02               2
D COMMUNITY TR BANCORP INC       COM              20414910       223     6300 SH       SHARED      10            6300
D COMMVAULT SYSTEMS INC          COM              20416610      4926    83978 SH       SHARED                   83978
D COMMVAULT SYSTEMS INC          COM              20416610         1      286 SH CALL  SHARED                     286
D COMMVAULT SYSTEMS INC          COM              20416610         7      122 SH       SHARED      02             122
D COMMVAULT SYSTEMS INC          COM              20416610      2346    40000 SH       SHARED      04           40000
D COMMVAULT SYSTEMS INC          COM              20416610        15      256 SH       SHARED      21             256
D CGG VERITAS                    SPONSORED ADR    20438610        55     1700 SH       SHARED      02                           1700
D COMPANHIA BRASILEIRA DE DIST   SPN ADR PFD CL A 20440T20      1287    28548 SH       SHARED                   28548
D COMPANHIA BRASILEIRA DE DIST   SPN ADR PFD CL A 20440T20       902    20000 SH       SHARED      04           20000
D COMPANHIA BRASILEIRA DE DIST   SPN ADR PFD CL A 20440T20      1353    30000 SH       SHARED      05           30000
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      5496   976368 SH       SHARED                  976368
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      4742   391292 SH       SHARED                  391292
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960        22     1829 SH       SHARED      02               3           1826
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      1515   125000 SH       SHARED      04          125000
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10     16789   206742 SH       SHARED                  206742
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10       154     1903 SH       SHARED      02                           1903
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10       638     7862 SH       SHARED      06            7862
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40       538    32795 SH       SHARED                   32795
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40        16     1000 SH       SHARED      02                           1000
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40        41     2500 SH       SHARED      26            2500
D COMPANHIA DE BEBIDAS DAS AME   SPONSORED ADR    20441W10       311     9970 SH       SHARED                    9970
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20     16072   420087 SH       SHARED                  420087
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20       461    12075 SH       SHARED      02                          12075
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      2284    59700 SH       SHARED      04           59700
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20       172     4500 SH       SHARED      05            4500
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      2295    60000 SH       SHARED      05           60000
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20        14      366 SH       SHARED      21             366
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20       765    20000 SH       SHARED      30           20000
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910       656     9200 SH       SHARED                    9200
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910       206     2900 SH       SHARED      04            2900
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810     26498   680150 SH       SHARED                  680150
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      4491   115296 SH       SHARED      04            8000         107296
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      3311    85000 SH       SHARED      06           85000
D COMPASS MINERALS INTL INC      COM              20451N10      6659    89282 SH       SHARED                   89190             92
D COMPASS MINERALS INTL INC      COM              20451N10        29      402 SH       SHARED      02             402
D COMPASS MINERALS INTL INC      COM              20451N10       328     4400 SH       SHARED      10            4400
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10         0       59 SH       SHARED                      59
D COMPLETE GENOMICS INC          COM              20454K10        34    11200 SH       SHARED      01           11200
D COMPUCREDIT HLDGS CORP         NOTE  5.875%11/3 20478NAD       331   850000 PRN      SHARED                  850000
D COMPUCREDIT HLDGS CORP         NOTE  5.875%11/3 20478NAD       778  1995000 PRN      SHARED      02         1995000
D COMPUCREDIT HLDGS CORP         COM              20478T10        15     4104 SH       SHARED      02            4104
D COMPUTER PROGRAMS & SYS INC    COM              20530610      1351    24333 SH       SHARED                   24333
D COMPUTER PROGRAMS & SYS INC    COM              20530610         1       29 SH       SHARED      02              29
D COMPUTER PROGRAMS & SYS INC    COM              20530610       105     1900 SH       SHARED      10            1900
D COMPUTER PROGRAMS & SYS INC    COM              20530610        11      214 SH       SHARED      21                            214
D COMPUTER SCIENCES CORP         COM              20536310        22      713 SH       SHARED                     713
D COMPUTER SCIENCES CORP         COM              20536310     46980  1458584 SH       SHARED                 1449384           9200
D COMPUTER SCIENCES CORP         COM              20536310      1301    40401 SH       SHARED      01           40401
D COMPUTER SCIENCES CORP         COM              20536310      1268    39380 SH       SHARED      02           37080           2300
D COMPUTER SCIENCES CORP         COM              20536310         2     1500 SH CALL  SHARED      02            1500
D COMPUTER SCIENCES CORP         COM              20536310       415    12900 SH       SHARED      04           12900
D COMPUTER SCIENCES CORP         COM              20536310         4      130 SH       SHARED      05             130
D COMPUTER SCIENCES CORP         COM              20536310       254     7900 SH       SHARED      06            3900           4000
D COMPUTER SCIENCES CORP         COM              20536310      3129    97172 SH       SHARED      10           97172
D COMPUTER SCIENCES CORP         COM              20536310       283     8810 SH       SHARED      29            8810
D COMPUTER TASK GROUP INC        COM              20547710        39     2423 SH       SHARED                    2423
D COMPUTER TASK GROUP INC        COM              20547710         0        3 SH       SHARED      02               3
D COMPX INTERNATIONAL INC        CL A             20563P10         0       54 SH       SHARED                      54
D COMPUWARE CORP                 COM              20563810      8252   834467 SH       SHARED                  834467
D COMPUWARE CORP                 COM              20563810         0        4 SH       SHARED      02               4
D COMPUWARE CORP                 COM              20563810         1      200 SH       SHARED      10             200
D COMSCORE INC                   COM              20564W10       376    24705 SH       SHARED                   24705
D COMSCORE INC                   COM              20564W10         2      175 SH       SHARED      01             175
D COMSCORE INC                   COM              20564W10         1      109 SH       SHARED      02             109
D COMSCORE INC                   COM              20564W10       305    20000 SH       SHARED      26           20000
D COMSTOCK MNG INC               COM              20575010       222    67900 SH       SHARED                   67900
D COMSTOCK RES INC               COM NEW          20576820       717    39035 SH       SHARED                   39035
D COMSTOCK RES INC               COM NEW          20576820         1       82 SH       SHARED      02              82
D COMSTOCK RES INC               COM NEW          20576820       982    53440 SH       SHARED      06                          53440
D COMSTOCK RES INC               COM NEW          20576820       226    12300 SH       SHARED      10           12300
D COMTECH TELECOMMUNICATIONS C   NOTE  3.000% 5/0 205826AF        41    39000 PRN      SHARED      02           39000
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620      1345    48673 SH       SHARED                   48408            265
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        77     2800 SH       SHARED      01            2800
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620         0       32 SH       SHARED      02              32
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        46     1700 SH       SHARED      10            1700
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240         0       58 SH       SHARED                      58
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240      2421   393803 SH       SHARED                  393803
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240         0       60 SH       SHARED      02              60
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    20586240         5      974 SH       SHR/OTHR    23                            974
D CONAGRA FOODS INC              COM              20588710       183     6660 SH       SHARED                    6660
D CONAGRA FOODS INC              COM              20588710     51448  1864768 SH       SHARED                 1864768
D CONAGRA FOODS INC              COM              20588710      3224   116872 SH       SHARED      01          115972            900
D CONAGRA FOODS INC              COM              20588710       208     7568 SH       SHARED      02            4318           3250
D CONAGRA FOODS INC              COM              20588710         3     1925 SH CALL  SHARED      02            1925
D CONAGRA FOODS INC              COM              20588710        30     1100 SH       SHARED      04            1100
D CONAGRA FOODS INC              COM              20588710         6      250 SH       SHARED      05             250
D CONAGRA FOODS INC              COM              20588710      2102    76220 SH       SHARED      06           62570          13650
D CONAGRA FOODS INC              COM              20588710      9359   339230 SH       SHARED      10          339230
D CONAGRA FOODS INC              COM              20588710        16      600 SH       SHARED      20                            600
D CONAGRA FOODS INC              COM              20588710        62     2250 SH       SHR/OTHR    20                           2250
D CONAGRA FOODS INC              COM              20588710         4      164 SH       SHR/OTHR    23                            164
D CONAGRA FOODS INC              COM              20588710      1271    46070 SH       SHARED      27           46070
D CONAGRA FOODS INC              COM              20588710       441    16000 SH       SHARED      29           16000
D CONAGRA FOODS INC              COM              20588710       775    28100 SH       SHARED      30           28100
D CONAGRA FOODS INC              COM              20588710      5976   216636 SH       SHARED      31          216636
D CON-WAY INC                    COM              20594410      2685    98129 SH       SHARED                   96687           1442
D CON-WAY INC                    COM              20594410        38     1420 SH       SHARED      01            1420
D CON-WAY INC                    COM              20594410       471    17227 SH       SHARED      02           17189             38
D CON-WAY INC                    COM              20594410        21      800 SH       SHARED      10             800
D CONCEPTUS INC                  COM              20601610       554    27318 SH       SHARED                   26195           1123
D CONCEPTUS INC                  COM              20601610        60     3000 SH       SHARED      01            3000
D CONCEPTUS INC                  COM              20601610         4      208 SH       SHARED      02             208
D CONCHO RES INC                 COM              20605P10         7       80 SH       SHARED                                     80
D CONCHO RES INC                 COM              20605P10     21338   225209 SH       SHARED                  224424            785
D CONCHO RES INC                 COM              20605P10      5746    60651 SH       SHARED      01           52486           8165
D CONCHO RES INC                 COM              20605P10       623     6585 SH       SHR/OTHR    01                           6585
D CONCHO RES INC                 COM              20605P10       160     1692 SH       SHARED      02              83           1609
D CONCHO RES INC                 COM              20605P10       963    10168 SH       SHARED      04           10168
D CONCHO RES INC                 COM              20605P10        59      625 SH       SHARED      05             625
D CONCHO RES INC                 COM              20605P10      1161    12260 SH       SHARED      06           11470            790
D CONCHO RES INC                 COM              20605P10       280     2960 SH       SHARED      10            2600            360
D CONCHO RES INC                 COM              20605P10       427     4514 SH       SHARED      20            3567    30      917
D CONCHO RES INC                 COM              20605P10         6       65 SH       SHR/OTHR    20                             65
D CONCHO RES INC                 COM              20605P10        70      740 SH       SHARED      21             690             50
D CONCHO RES INC                 COM              20605P10         4       50 SH       SHR/OTHR    21                             50
D CONCHO RES INC                 COM              20605P10       689     7275 SH       SHARED      23            6388            887
D CONCHO RES INC                 COM              20605P10       556     5870 SH       SHR/OTHR    23                           5870
D CONCHO RES INC                 COM              20605P10       435     4600 SH       SHARED      26            4600
D CONCUR TECHNOLOGIES INC        COM              20670810      3458    46910 SH       SHARED                   46910
D CONCUR TECHNOLOGIES INC        COM              20670810       214     2907 SH       SHARED      01             150           2757
D CONCUR TECHNOLOGIES INC        COM              20670810      1474    20000 SH       SHR/OTHR    01                          20000
D CONCUR TECHNOLOGIES INC        COM              20670810      3933    53353 SH       SHARED      02           50248           3105
D CONCUR TECHNOLOGIES INC        COM              20670810       737    10000 SH       SHARED      04           10000
D CONCUR TECHNOLOGIES INC        COM              20670810        81     1100 SH       SHARED      10            1100
D CONCUR TECHNOLOGIES INC        COM              20670810        24      330 SH       SHARED      20             330
D CONCUR TECHNOLOGIES INC        COM              20670810        29      400 SH       SHR/OTHR    20                            400
D CONCUR TECHNOLOGIES INC        COM              20670810        18      251 SH       SHARED      21             251
D CONCUR TECHNOLOGIES INC        COM              20670810         5       80 SH       SHARED      23              80
D CONCUR TECHNOLOGIES INC        COM              20670810        18      245 SH       SHR/OTHR    23                            245
D CONCUR TECHNOLOGIES INC        COM              20670810      1348    18290 SH       SHARED      31           18290
D CONMED CORP                    COM              20741010      1665    58453 SH       SHARED                   58451              2
D CONMED CORP                    COM              20741010         1       52 SH       SHARED      02              52
D CONMED CORP                    COM              20741010      1909    67000 SH       SHARED      04           67000
D CONMED CORP                    COM              20741010        39     1400 SH       SHARED      06            1400
D CONMED CORP                    COM              20741010       381    13400 SH       SHARED      10           13400
D CONMED CORP                    COM              20741010       203     7150 SH       SHARED      32            7150
D CONNECTICUT WTR SVC INC        COM              20779710       103     3234 SH       SHARED                    3234
D CONNECTICUT WTR SVC INC        COM              20779710         4      126 SH       SHARED      02             126
D CONNS INC                      COM              20824210        72     3300 SH       SHARED                    3300
D CONNS INC                      COM              20824210         0        4 SH       SHARED      02               4
D CONOCOPHILLIPS                 COM              20825C10       283     4957 SH       SHARED                    4957
D CONOCOPHILLIPS                 COM              20825C10    148333  2594157 SH       SHARED                 2192914         401243
D CONOCOPHILLIPS                 COM              20825C10     22548   394334 SH       SHARED      01          355775          38559
D CONOCOPHILLIPS                 COM              20825C10       679    11881 SH       SHR/OTHR    01                          11881
D CONOCOPHILLIPS                 COM              20825C10     18807   328911 SH       SHARED      02          298857          30054
D CONOCOPHILLIPS                 COM              20825C10         0       19 SH CALL  SHARED      02              19
D CONOCOPHILLIPS                 COM              20825C10         3     5495 SH PUT   SHARED      02            5495
D CONOCOPHILLIPS                 COM              20825C10       436     7627 SH       SHARED      04            7627
D CONOCOPHILLIPS                 COM              20825C10    155982  2727928 SH       SHARED      04         2727928
D CONOCOPHILLIPS                 COM              20825C10       742    12990 SH       SHARED      05           12990
D CONOCOPHILLIPS                 COM              20825C10      8742   152900 SH       SHARED      06          107950          44950
D CONOCOPHILLIPS                 COM              20825C10     32522   568774 SH       SHARED      10          568774
D CONOCOPHILLIPS                 COM              20825C10        68     1190 SH       SHARED      20             890            300
D CONOCOPHILLIPS                 COM              20825C10        48      850 SH       SHR/OTHR    20                            850
D CONOCOPHILLIPS                 COM              20825C10        99     1743 SH       SHARED      21            1650             93
D CONOCOPHILLIPS                 COM              20825C10       449     7868 SH       SHR/OTHR    21                           7868
D CONOCOPHILLIPS                 COM              20825C10      1147    20070 SH       SHARED      23           18374           1696
D CONOCOPHILLIPS                 COM              20825C10      3387    59247 SH       SHR/OTHR    23                          59247
D CONOCOPHILLIPS                 COM              20825C10      1352    23650 SH       SHARED      26           23650
D CONOCOPHILLIPS                 COM              20825C10       650    11380 SH       SHARED      29           11380
D CONOCOPHILLIPS                 COM              20825C10       857    15000 SH       SHARED      30           15000
D CONOCOPHILLIPS                 COM              20825C10      7413   129649 SH       SHARED      31          129649
D CONSOL ENERGY INC              COM              20854P10        23      792 SH       SHARED                     792
D CONSOL ENERGY INC              COM              20854P10     11569   385003 SH       SHARED                  383703           1300
D CONSOL ENERGY INC              COM              20854P10      1730    57575 SH       SHARED      01           57575
D CONSOL ENERGY INC              COM              20854P10     11714   389822 SH       SHARED      02          389822
D CONSOL ENERGY INC              COM              20854P10         4     4953 SH CALL  SHARED      02            4953
D CONSOL ENERGY INC              COM              20854P10       563    18749 SH       SHARED      04           18749
D CONSOL ENERGY INC              COM              20854P10         4      140 SH       SHARED      05             140
D CONSOL ENERGY INC              COM              20854P10       472    15740 SH       SHARED      06            8510           7230
D CONSOL ENERGY INC              COM              20854P10      1644    54724 SH       SHARED      10           54724
D CONSOL ENERGY INC              COM              20854P10       478    15928 SH       SHARED      26           15928
D CONSOLIDATED COMM HLDGS INC    COM              20903410       117     6845 SH       SHARED                    6460            385
D CONSOLIDATED COMM HLDGS INC    COM              20903410         0        9 SH       SHARED      02               9
D CONSOLIDATED COMM HLDGS INC    COM              20903410       212    12389 SH       SHARED      10           12389
D CONSOLIDATED EDISON INC        COM              20911510       332     5545 SH       SHARED                    5545
D CONSOLIDATED EDISON INC        COM              20911510     48966   817608 SH       SHARED                  815986           1622
D CONSOLIDATED EDISON INC        COM              20911510      5436    90779 SH       SHARED      01           80899           9880
D CONSOLIDATED EDISON INC        COM              20911510        23      385 SH       SHR/OTHR    01                            385
D CONSOLIDATED EDISON INC        COM              20911510       214     3587 SH       SHARED      02             305           3282
D CONSOLIDATED EDISON INC        COM              20911510         5      600 SH PUT   SHARED      02             600
D CONSOLIDATED EDISON INC        COM              20911510       970    16200 SH       SHARED      04           10700           5500
D CONSOLIDATED EDISON INC        COM              20911510       502     8390 SH       SHARED      05            8390
D CONSOLIDATED EDISON INC        COM              20911510    102923  1718550 SH       SHARED      06           29100        1689450
D CONSOLIDATED EDISON INC        COM              20911510      6005   100274 SH       SHARED      10          100274
D CONSOLIDATED EDISON INC        COM              20911510        15      255 SH       SHARED      21             255
D CONSOLIDATED EDISON INC        COM              20911510       167     2800 SH       SHARED      23            2800
D CONSOLIDATED EDISON INC        COM              20911510       287     4804 SH       SHR/OTHR    23                           4804
D CONSOLIDATED EDISON INC        COM              20911510      1051    17559 SH       SHARED      27           17559
D CONSOLIDATED EDISON INC        COM              20911510      2491    41600 SH       SHARED      30           41600
D CONSOLIDATED GRAPHICS INC      COM              20934110      1394    53454 SH       SHARED                   52939            515
D CONSOLIDATED GRAPHICS INC      COM              20934110         0       18 SH       SHARED      02              18
D CONSOLIDATED GRAPHICS INC      COM              20934110        41     1600 SH       SHARED      10            1600
D CONSOLIDATED TOMOKA LD CO      COM              21022610        47     1455 SH       SHARED                    1455
D CONSOLIDATED TOMOKA LD CO      COM              21022610         6      201 SH       SHARED      02               1            200
D CONSTANT CONTACT INC           COM              21031310       157     9035 SH       SHARED                    6159           2876
D CONSTANT CONTACT INC           COM              21031310         0        8 SH       SHARED      02               8
D CONSTELLATION BRANDS INC       CL A             21036P10       172     5323 SH       SHARED                    5323
D CONSTELLATION BRANDS INC       CL A             21036P10     18754   579744 SH       SHARED                  579241            503
D CONSTELLATION BRANDS INC       CL A             21036P10      1373    42457 SH       SHARED      01           40807           1650
D CONSTELLATION BRANDS INC       CL A             21036P10        87     2708 SH       SHARED      02             408           2300
D CONSTELLATION BRANDS INC       CL A             21036P10         4     2604 SH CALL  SHARED      02            2604
D CONSTELLATION BRANDS INC       CL A             21036P10         1      650 SH PUT   SHARED      02             650
D CONSTELLATION BRANDS INC       CL A             21036P10       400    12374 SH       SHARED      04           12374
D CONSTELLATION BRANDS INC       CL A             21036P10        19      599 SH       SHARED      05             599
D CONSTELLATION BRANDS INC       CL A             21036P10         3      100 SH       SHARED      05             100
D CONSTELLATION BRANDS INC       CL A             21036P10       789    24410 SH       SHARED      06           20410           4000
D CONSTELLATION BRANDS INC       CL A             21036P10      4670   144365 SH       SHARED      10          144365
D CONSTELLATION BRANDS INC       CL A             21036P10       132     4100 SH       SHARED      30            4100
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20       866    17627 SH       SHARED                   17527            100
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20       119     2435 SH       SHARED      01            2435
D CONTINENTAL RESOURCES INC      COM              21201510      5842    75981 SH       SHARED                   75981
D CONTINENTAL RESOURCES INC      COM              21201510      1647    21420 SH       SHARED      01           17470           3950
D CONTINENTAL RESOURCES INC      COM              21201510        15      200 SH       SHR/OTHR    01                            200
D CONTINENTAL RESOURCES INC      COM              21201510        23      300 SH       SHARED      02             223             77
D CONTINENTAL RESOURCES INC      COM              21201510       146     1900 SH       SHARED      10            1900
D CONTINENTAL RESOURCES INC      COM              21201510         7      100 SH       SHARED      21                            100
D CONTINENTAL RESOURCES INC      COM              21201510        13      175 SH       SHR/OTHR    21                            175
D CONVERGYS CORP                 COM              21248510      3997   255077 SH       SHARED                  255077
D CONVERGYS CORP                 COM              21248510         6      383 SH       SHARED      02              83            300
D CONVERGYS CORP                 COM              21248510         0       28 SH CALL  SHARED      02              28
D CONVERGYS CORP                 COM              21248510         0       28 SH PUT   SHARED      02              28
D CONVERGYS CORP                 COM              21248510       260    16600 SH       SHARED      10           16600
D COOPER COS INC                 COM NEW          21664840      7488    79275 SH       SHARED                   79275
D COOPER COS INC                 COM NEW          21664840      4664    49383 SH       SHARED      01           43697           5686
D COOPER COS INC                 COM NEW          21664840       351     3720 SH       SHR/OTHR    01                           3720
D COOPER COS INC                 COM NEW          21664840       100     1069 SH       SHARED      02                           1069
D COOPER COS INC                 COM NEW          21664840       110     1167 SH       SHARED      10             400            767
D COOPER COS INC                 COM NEW          21664840       377     3994 SH       SHARED      20            3274            720
D COOPER COS INC                 COM NEW          21664840         7       80 SH       SHR/OTHR    20                             80
D COOPER COS INC                 COM NEW          21664840        93      985 SH       SHARED      21             985
D COOPER COS INC                 COM NEW          21664840         4       50 SH       SHR/OTHR    21                             50
D COOPER COS INC                 COM NEW          21664840       739     7833 SH       SHARED      23            7018            815
D COOPER COS INC                 COM NEW          21664840       303     3217 SH       SHR/OTHR    23                           3217
D COOPER TIRE & RUBR CO          COM              21683110      2209   115205 SH       SHARED                  114203           1002
D COOPER TIRE & RUBR CO          COM              21683110      1261    65772 SH       SHARED      02           64517           1255
D COOPER TIRE & RUBR CO          COM              21683110         0      750 SH PUT   SHARED      02             750
D COOPER TIRE & RUBR CO          COM              21683110     23405  1220329 SH       SHARED      10         1220329
D COPANO ENERGY L L C            COM UNITS        21720210        82     2500 SH       SHARED      02                           2500
D COPART INC                     COM              21720410      3018   108873 SH       SHARED                  107605           1268
D COPART INC                     COM              21720410         5      200 SH       SHARED      01                            200
D COPART INC                     COM              21720410        37     1365 SH       SHARED      02            1365
D COPART INC                     COM              21720410        72     2600 SH       SHARED      10            2600
D COPART INC                     COM              21720410        20      728 SH       SHARED      21                            728
D CORCEPT THERAPEUTICS INC       COM              21835210        27    10009 SH       SHARED                   10009
D CORCEPT THERAPEUTICS INC       COM              21835210       114    41014 SH       SHARED      02              14          41000
D CORE MARK HOLDING CO INC       COM              21868110        81     1698 SH       SHARED                    1698
D CORE MARK HOLDING CO INC       COM              21868110         0        1 SH       SHARED      02               1
D CORE MARK HOLDING CO INC       COM              21868110        76     1600 SH       SHARED      10            1600
D CORE MOLDING TECHNOLOGIES IN   COM              21868310         1      200 SH       SHARED      02             200
D CORE MOLDING TECHNOLOGIES IN   COM              21868310        44     6000 SH       SHARED      26            6000
D CORESITE RLTY CORP             COM              21870Q10      2528    93872 SH       SHARED                   93872
D CORESITE RLTY CORP             COM              21870Q10         0        5 SH       SHARED      02               5
D CORESITE RLTY CORP             COM              21870Q10       129     4800 SH       SHARED      10            4800
D CORELOGIC INC                  COM              21871D10     20073   756622 SH       SHARED                  756022            600
D CORELOGIC INC                  COM              21871D10        37     1425 SH       SHARED      01            1425
D CORELOGIC INC                  COM              21871D10         9      345 SH       SHARED      02             345
D CORINTHIAN COLLEGES INC        COM              21886810       506   211864 SH       SHARED                  211864
D CORINTHIAN COLLEGES INC        COM              21886810         9     4025 SH       SHARED      01            4025
D CORINTHIAN COLLEGES INC        COM              21886810         2     1148 SH       SHARED      02            1148
D CORINTHIAN COLLEGES INC        COM              21886810        66    27900 SH       SHARED      10           27900
D CORNERSTONE THERAPEUTICS INC   COM              21924P10         2      399 SH       SHARED                     399
D CORNERSTONE THERAPEUTICS INC   COM              21924P10         0        2 SH       SHARED      02               2
D CORNERSTONE ONDEMAND INC       COM              21925Y10       135     4430 SH       SHARED                    4430
D CORNERSTONE ONDEMAND INC       COM              21925Y10         0        9 SH       SHARED      02               9
D CORNING INC                    COM              21935010        62     4779 SH       SHARED                    4779
D CORNING INC                    COM              21935010     69732  5302865 SH       SHARED                 5302865
D CORNING INC                    COM              21935010      5885   447534 SH       SHARED      01          447534
D CORNING INC                    COM              21935010        19     1500 SH       SHR/OTHR    01                           1500
D CORNING INC                    COM              21935010       232    17697 SH       SHARED      02            1029          16668
D CORNING INC                    COM              21935010        21    43564 SH CALL  SHARED      02           43564
D CORNING INC                    COM              21935010        35    13000 SH PUT   SHARED      02           13000
D CORNING INC                    COM              21935010    117955  8969993 SH       SHARED      04         8930693          39300
D CORNING INC                    COM              21935010        87     6650 SH       SHARED      05            6650
D CORNING INC                    COM              21935010      2584   196510 SH       SHARED      06          139770          56740
D CORNING INC                    COM              21935010      6606   502396 SH       SHARED      10          502396
D CORNING INC                    COM              21935010       210    16000 SH       SHARED      15           16000
D CORNING INC                    COM              21935010         6      500 SH       SHARED      21             500
D CORNING INC                    COM              21935010        41     3150 SH       SHR/OTHR    23                           3150
D CORNING INC                    COM              21935010        35     2669 SH       SHARED      27            2669
D CORNING INC                    COM              21935010       703    53530 SH       SHARED      29           53530
D CORNING INC                    COM              21935010      8077   614227 SH       SHARED      31          614227
D CORONADO BIOSCIENCES INC       COM              21976U10         3      750 SH       SHARED                     750
D CORONADO BIOSCIENCES INC       COM              21976U10        53    10225 SH       SHR/OTHR    01                          10225
D CORONADO BIOSCIENCES INC       COM              21976U10         0        5 SH       SHARED      02               5
D CORPORATE EXECUTIVE BRD CO     COM              21988R10      4837    90194 SH       SHARED                   90194
D CORPORATE EXECUTIVE BRD CO     COM              21988R10         2       48 SH       SHARED      02               8             40
D CORPORATE EXECUTIVE BRD CO     COM              21988R10        32      600 SH       SHARED      10             600
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10      7246   302321 SH       SHARED                  302321
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10        28     1200 SH       SHARED      01            1200
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10         8      364 SH       SHARED      02             364
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10      2673   111550 SH       SHARED      11                         111550
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40      3799   113585 SH       SHARED                  113381            204
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40         0        1 SH       SHARED      02               1
D CORVEL CORP                    COM              22100610       217     4859 SH       SHARED                    4859
D CORVEL CORP                    COM              22100610         0       14 SH       SHARED      02              14
D COSI INC                       COM              22122P10        55    71928 SH       SHARED      02                          71928
D COSTCO WHSL CORP NEW           COM              22160K10       131     1315 SH       SHARED                    1030            285
D COSTCO WHSL CORP NEW           COM              22160K10     97918   977616 SH       SHARED                  973353           4263
D COSTCO WHSL CORP NEW           COM              22160K10     28789   287435 SH       SHARED      01          234362          53073
D COSTCO WHSL CORP NEW           COM              22160K10      2996    29921 SH       SHR/OTHR    01                          29921
D COSTCO WHSL CORP NEW           COM              22160K10      2233    22298 SH       SHARED      02            2204          20094
D COSTCO WHSL CORP NEW           COM              22160K10         4     1002 SH CALL  SHARED      02            1002
D COSTCO WHSL CORP NEW           COM              22160K10         0      302 SH PUT   SHARED      02             302
D COSTCO WHSL CORP NEW           COM              22160K10      1031    10300 SH       SHARED      04           10300
D COSTCO WHSL CORP NEW           COM              22160K10       333     3330 SH       SHARED      05            3330
D COSTCO WHSL CORP NEW           COM              22160K10      4113    41066 SH       SHARED      06           25910          15156
D COSTCO WHSL CORP NEW           COM              22160K10     12317   122976 SH       SHARED      10          121456           1520
D COSTCO WHSL CORP NEW           COM              22160K10      2165    21617 SH       SHARED      20           17602   125     3890
D COSTCO WHSL CORP NEW           COM              22160K10       227     2275 SH       SHR/OTHR    20                           2275
D COSTCO WHSL CORP NEW           COM              22160K10       317     3170 SH       SHARED      21            3170
D COSTCO WHSL CORP NEW           COM              22160K10       104     1045 SH       SHR/OTHR    21                           1045
D COSTCO WHSL CORP NEW           COM              22160K10      4531    45238 SH       SHARED      23           38856           6382
D COSTCO WHSL CORP NEW           COM              22160K10      4665    46582 SH       SHR/OTHR    23                          46582
D COSTCO WHSL CORP NEW           COM              22160K10      1913    19100 SH       SHARED      26           19100
D COSTCO WHSL CORP NEW           COM              22160K10      1121    11194 SH       SHARED      27           11194
D COSTAR GROUP INC               COM              22160N10       364     4468 SH       SHARED                    4428             40
D COSTAR GROUP INC               COM              22160N10        57      700 SH       SHARED      01             700
D COSTAR GROUP INC               COM              22160N10         9      120 SH       SHARED      02             120
D COTT CORP QUE                  COM              22163N10       365    46207 SH       SHARED                   46207
D COTT CORP QUE                  COM              22163N10        18     2400 SH       SHARED      02             400           2000
D COTT CORP QUE                  COM              22163N10         0       50 SH CALL  SHARED      02              50
D COUNTRY STYLE COOKING RESTAU   SPONSORED ADR    22238M10        59     9058 SH       SHARED                    7458           1600
D COURIER CORP                   COM              22266010        10      881 SH       SHARED                     881
D COURIER CORP                   COM              22266010         0        1 SH       SHARED      02               1
D COURIER CORP                   COM              22266010       447    36600 SH       SHARED      10           36600
D COURIER CORP                   COM              22266010       134    11000 SH       SHARED      26           11000
D COUSINS PPTYS INC              COM              22279510      2236   281632 SH       SHARED                  281632
D COUSINS PPTYS INC              COM              22279510        47     6017 SH       SHARED      01            3051           2966
D COUSINS PPTYS INC              COM              22279510         2      266 SH       SHARED      02             266
D COUSINS PPTYS INC              COM              22279510       219    27630 SH       SHARED      26           27630
D COVANCE INC                    COM              22281610      2489    53329 SH       SHARED                   52629            700
D COVANCE INC                    COM              22281610        56     1202 SH       SHARED      01            1202
D COVANCE INC                    COM              22281610        18      400 SH       SHARED      02             400
D COVANCE INC                    COM              22281610        18      400 SH       SHARED      10             400
D COVANCE INC                    COM              22281610         7      150 SH       SHARED      21             150
D COVANTA HLDG CORP              NOTE  3.250% 6/0 22282EAC      5969  5120000 PRN      SHARED                 5120000
D COVANTA HLDG CORP              NOTE  3.250% 6/0 22282EAC       992   851000 PRN      SHARED      02          851000
D COVANTA HLDG CORP              COM              22282E10      3644   212390 SH       SHARED                  206774           5616
D COVANTA HLDG CORP              COM              22282E10       347    20260 SH       SHARED      01           20260
D COVANTA HLDG CORP              COM              22282E10        15      903 SH       SHARED      02             903
D COVANTA HLDG CORP              COM              22282E10        10      600 SH       SHARED      10             600
D COVENANT TRANSN GROUP INC      CL A             22284P10         0      100 SH       SHARED                     100
D COVENTRY HEALTH CARE INC       COM              22286210       134     3236 SH       SHARED                    3236
D COVENTRY HEALTH CARE INC       COM              22286210     34912   837442 SH       SHARED                  837442
D COVENTRY HEALTH CARE INC       COM              22286210      1629    39075 SH       SHARED      01           39075
D COVENTRY HEALTH CARE INC       COM              22286210         0        4 SH       SHARED      02               4
D COVENTRY HEALTH CARE INC       COM              22286210         2     3000 SH PUT   SHARED      02            3000
D COVENTRY HEALTH CARE INC       COM              22286210        54     1300 SH       SHARED      04            1300
D COVENTRY HEALTH CARE INC       COM              22286210        63     1530 SH       SHARED      05            1530
D COVENTRY HEALTH CARE INC       COM              22286210       375     9000 SH       SHARED      06            5400           3600
D COVENTRY HEALTH CARE INC       COM              22286210      2849    68360 SH       SHARED      10           68360
D COVENTRY HEALTH CARE INC       COM              22286210        29      700 SH       SHARED      20             700
D COVENTRY HEALTH CARE INC       COM              22286210        10      260 SH       SHR/OTHR    20                            260
D COVENTRY HEALTH CARE INC       COM              22286210       254     6100 SH       SHARED      26            6100
D COVENTRY HEALTH CARE INC       COM              22286210       754    18100 SH       SHARED      32           18100
D COWEN GROUP INC NEW            CL A             22362210        30    11417 SH       SHARED                   11417
D COWEN GROUP INC NEW            CL A             22362210        73    27211 SH       SHARED      02           27211
D CRACKER BARREL OLD CTRY STOR   COM              22410J10      5956    88752 SH       SHARED                   88652            100
D CRACKER BARREL OLD CTRY STOR   COM              22410J10        13      194 SH       SHARED      02              44            150
D CRACKER BARREL OLD CTRY STOR   COM              22410J10       456     6800 SH       SHARED      10            6800
D CRAFT BREW ALLIANCE INC        COM              22412210         3      403 SH       SHARED                     403
D CRAFT BREW ALLIANCE INC        COM              22412210         0        4 SH       SHARED      02               4
D CRANE CO                       COM              22439910      9563   239498 SH       SHARED                  239498
D CRANE CO                       COM              22439910       107     2700 SH       SHARED      01            2700
D CRANE CO                       COM              22439910         2       57 SH       SHARED      02              18             39
D CRANE CO                       COM              22439910     26339   659651 SH       SHARED      10          659651
D CRAWFORD & CO                  CL B             22463310         4      963 SH       SHARED                     963
D CRAWFORD & CO                  CL B             22463310         0        4 SH       SHARED      02               4
D CRAWFORD & CO                  CL B             22463310        36     7300 SH       SHARED      10            7300
D CRAY INC                       COM NEW          22522330        68     5368 SH       SHARED                    5368
D CRAY INC                       COM NEW          22522330         0       10 SH       SHARED      02              10
D CREDIT ACCEP CORP MICH         COM              22531010       317     3714 SH       SHARED                    3714
D CREDIT ACCEP CORP MICH         COM              22531010        29      349 SH       SHARED      01             349
D CREDIT ACCEP CORP MICH         COM              22531010         0        2 SH       SHARED      02               2
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110     16096   761051 SH       SHARED                  761051
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110      1749    82738 SH       SHARED      02           82738
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110         5      283 SH       SHARED      21             283
D CREDIT SUISSE NASSAU BRH       VIX SHT TRM FT   22542D76         7     5000 SH       SHARED                    5000
D CREDIT SUISSE NASSAU BRH       INVRS VIX STERM  22542D79     32497  1909381 SH       SHARED                 1909381
D CREDIT SUISSE NASSAU BRH       INVRS VIX STERM  22542D79     78201  4594702 SH       SHARED      02         4594702
D CREDIT SUISSE NASSAU BRH       ETN LKD 30 MLP   22542D85        50     2000 SH       SHARED      02                           2000
D CREDO PETE CORP                COM PAR $0.10    22543920         1      100 SH       SHARED                     100
D CREDO PETE CORP                COM PAR $0.10    22543920         1      120 SH       SHARED      02             120
D CREE INC                       COM              22544710     17158   672752 SH       SHARED                  671935            817
D CREE INC                       COM              22544710       717    28150 SH       SHARED      01           28150
D CREE INC                       COM              22544710       888    34854 SH       SHARED      02           24299          10555
D CREE INC                       COM              22544710         1       50 SH       SHARED      05              50
D CRESCENT FINL BANCSHARES INC   COM              22574310         0      130 SH       SHARED                     130
D CRESTWOOD MIDSTREAM PRTNERS    COM UNITS REPSTG 22637210        47     2000 SH       SHARED      01            2000
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      4550   557029 SH       SHARED                  556243            786
D CRESUD S A C I F Y A           SPONSORED ADR    22640610         8     1001 SH       SHARED      02               1           1000
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      2921   357540 SH       SHARED      04          357540
D CRESUD S A C I F Y A           SPONSORED ADR    22640610       130    16007 SH       SHARED      05           16007
D CRESUD S A C I F Y A           SPONSORED ADR    22640610       326    40000 SH       SHARED      30           40000
D CREXENDO INC                   COM              22655210         0      200 SH       SHARED      02             200
D CREXUS INVT CORP               COM              22655310       116    10739 SH       SHARED                   10739
D CREXUS INVT CORP               COM              22655310       810    74940 SH       SHARED      01           61840          13100
D CREXUS INVT CORP               COM              22655310      1567   145000 SH       SHR/OTHR    01                         145000
D CREXUS INVT CORP               COM              22655310      1228   113599 SH       SHARED      02              10         113589
D CREXUS INVT CORP               COM              22655310       138    12800 SH       SHARED      10           12800
D CRIMSON EXPLORATION INC        COM NEW          22662K20         3      766 SH       SHARED                     766
D CRIMSON EXPLORATION INC        COM NEW          22662K20         0        4 SH       SHARED      02               4
D CRIMSON EXPLORATION INC        COM NEW          22662K20        43    10100 SH       SHARED      10           10100
D CROCS INC                      COM              22704610      1407    86804 SH       SHARED                   85304           1500
D CROCS INC                      COM              22704610        17     1050 SH       SHARED      01            1050
D CROCS INC                      COM              22704610         2      175 SH       SHARED      02             175
D CROCS INC                      COM              22704610        63     3900 SH       SHARED      10            3900
D CROCS INC                      COM              22704610       325    20100 SH       SHARED      26           20100
D CROCS INC                      COM              22704610      3242   200000 SH       SHARED      29          200000
D CROSS A T CO                   CL A             22747810        61     6154 SH       SHARED                    6154
D CROSS A T CO                   CL A             22747810         0        2 SH       SHARED      02               2
D CROSS CTRY HEALTHCARE INC      COM              22748310       133    28219 SH       SHARED                   28219
D CROSS CTRY HEALTHCARE INC      COM              22748310         0       56 SH       SHARED      02              56
D CROSS CTRY HEALTHCARE INC      COM              22748310       110    23400 SH       SHARED      10           23400
D CROSS TIMBERS RTY TR           TR UNIT          22757R10       367    11696 SH       SHARED                   11696
D CROSS TIMBERS RTY TR           TR UNIT          22757R10       141     4500 SH       SHARED      02                           4500
D CROSSTEX ENERGY L P            COM              22765U10        77     5000 SH       SHARED      02                           5000
D CROSSTEX ENERGY INC            COM              22765Y10       686    48912 SH       SHARED                   48775            137
D CROSSTEX ENERGY INC            COM              22765Y10         5      400 SH       SHARED      01             400
D CROSSTEX ENERGY INC            COM              22765Y10         0       10 SH       SHARED      02              10
D CROSSTEX ENERGY INC            COM              22765Y10       150    10700 SH       SHARED      10           10700
D CROWN CASTLE INTL CORP         COM              22822710     75749  1181740 SH       SHARED                 1181740
D CROWN CASTLE INTL CORP         COM              22822710      5257    82018 SH       SHARED      01           80823           1195
D CROWN CASTLE INTL CORP         COM              22822710        38      600 SH       SHR/OTHR    01                            600
D CROWN CASTLE INTL CORP         COM              22822710     50647   790129 SH       SHARED      02          781465           8664
D CROWN CASTLE INTL CORP         COM              22822710      7929   123700 SH       SHARED      04          123700
D CROWN CASTLE INTL CORP         COM              22822710       533     8330 SH       SHARED      05            8330
D CROWN CASTLE INTL CORP         COM              22822710      2046    31920 SH       SHARED      06           22450           9470
D CROWN CASTLE INTL CORP         COM              22822710      4957    77333 SH       SHARED      10           77333
D CROWN CASTLE INTL CORP         COM              22822710         5       85 SH       SHR/OTHR    21                             85
D CROWN CASTLE INTL CORP         COM              22822710       198     3100 SH       SHARED      30            3100
D CROWN CRAFTS INC               COM              22830910       553    89366 SH       SHR/OTHR    01                          89366
D CROWN HOLDINGS INC             COM              22836810      2366    64407 SH       SHARED                   63910            497
D CROWN HOLDINGS INC             COM              22836810      1444    39315 SH       SHARED      01           37600           1715
D CROWN HOLDINGS INC             COM              22836810        60     1658 SH       SHARED      02             505           1153
D CROWN HOLDINGS INC             COM              22836810        88     2400 SH       SHARED      05            2400
D CROWN HOLDINGS INC             COM              22836810        69     1900 SH       SHARED      06            1900
D CROWN HOLDINGS INC             COM              22836810        33      900 SH       SHARED      10             900
D CROWN HOLDINGS INC             COM              22836810        14      394 SH       SHARED      21             394
D CROWN HOLDINGS INC             COM              22836810         4      115 SH       SHR/OTHR    21                            115
D CROWN MEDIA HLDGS INC          CL A             22841110         5     3012 SH       SHARED                    3012
D CROWN MEDIA HLDGS INC          CL A             22841110         0        6 SH       SHARED      02               6
D CRUMBS BAKE SHOP INC           COM              22880310       198    82200 SH       SHARED      02           82200
D CRYOLIFE INC                   COM              22890310       110    16494 SH       SHARED                   16494
D CRYOLIFE INC                   COM              22890310         0       82 SH       SHARED      02              82
D CRYOLIFE INC                   COM              22890310       116    17300 SH       SHARED      26           17300
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10     26276  1556682 SH       SHARED                 1556682
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10       276    16354 SH       SHARED      02           16354
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10       151     9000 SH       SHARED      04            9000
D CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F10      1017    60298 SH       SHARED      06           60298
D CUBESMART                      COM              22966310      7983   620282 SH       SHARED                  620282
D CUBESMART                      COM              22966310        42     3300 SH       SHARED      01            3300
D CUBESMART                      COM              22966310        76     5939 SH       SHARED      02            3439           2500
D CUBESMART                      COM              22966310      6207   482350 SH       SHARED      10          482350
D CUBESMART                      COM              22966310     91287  7093005 SH       SHARED      11         4644753        2448252
D CUBESMART                      COM              22966310       498    38696 SH       SHARED      26           38696
D CUBIC CORP                     COM              22966910       616    12317 SH       SHARED                   12317
D CUBIC CORP                     COM              22966910        30      600 SH       SHARED      01             600
D CUBIC CORP                     COM              22966910         1       35 SH       SHARED      02              35
D CUBIC ENERGY INC               COM              22967510         8    21305 SH       SHARED                   21305
D CUBIST PHARMACEUTICALS INC     NOTE  2.250% 6/1 229678AC      6564  4260000 PRN      SHARED      02         4260000
D CUBIST PHARMACEUTICALS INC     COM              22967810      4452    93360 SH       SHARED                   93184            176
D CUBIST PHARMACEUTICALS INC     COM              22967810       309     6500 SH       SHARED      01            6500
D CUBIST PHARMACEUTICALS INC     COM              22967810        17      365 SH       SHARED      02             313             52
D CUBIST PHARMACEUTICALS INC     COM              22967810      5810   121830 SH       SHARED      04          121830
D CUBIST PHARMACEUTICALS INC     COM              22967810         8      172 SH       SHARED      21             172
D CUBIST PHARMACEUTICALS INC     COM              22967810      1046    21950 SH       SHARED      32           21950
D CULLEN FROST BANKERS INC       COM              22989910      7087   123414 SH       SHARED                  123314            100
D CULLEN FROST BANKERS INC       COM              22989910        34      595 SH       SHARED      01             595
D CULLEN FROST BANKERS INC       COM              22989910        65     1137 SH       SHARED      02            1137
D CULLEN FROST BANKERS INC       COM              22989910         1      238 SH CALL  SHARED      02             238
D CULLEN FROST BANKERS INC       COM              22989910      1102    19200 SH       SHARED      10           19200
D CULP INC                       COM              23021510        51     4390 SH       SHARED                    3490            900
D CULP INC                       COM              23021510         3      302 SH       SHARED      02             302
D CUMBERLAND PHARMACEUTICALS I   COM              23077010        20     3110 SH       SHARED                    3110
D CUMBERLAND PHARMACEUTICALS I   COM              23077010        33     5200 SH       SHARED      01            5200
D CUMBERLAND PHARMACEUTICALS I   COM              23077010         4      702 SH       SHARED      02             702
D CUMBERLAND PHARMACEUTICALS I   COM              23077010        99    15400 SH       SHARED      26           15400
D CUMMINS INC                    COM              23102110        86      937 SH       SHARED                     937
D CUMMINS INC                    COM              23102110     15722   170509 SH       SHARED                  169834            675
D CUMMINS INC                    COM              23102110         1      286 SH CALL  SHARED                     286
D CUMMINS INC                    COM              23102110         0      100 SH PUT   SHARED                     100
D CUMMINS INC                    COM              23102110      4573    49600 SH       SHARED      01           48600           1000
D CUMMINS INC                    COM              23102110      1391    15089 SH       SHARED      02           12155           2934
D CUMMINS INC                    COM              23102110         0       25 SH CALL  SHARED      02              25
D CUMMINS INC                    COM              23102110         7     1746 SH PUT   SHARED      02            1746
D CUMMINS INC                    COM              23102110      2300    24946 SH       SHARED      04           24946
D CUMMINS INC                    COM              23102110      1560    16920 SH       SHARED      05           16920
D CUMMINS INC                    COM              23102110      2647    28710 SH       SHARED      06           21370           7340
D CUMMINS INC                    COM              23102110      5858    63529 SH       SHARED      10           63529
D CUMMINS INC                    COM              23102110        73      800 SH       SHARED      23             800
D CUMMINS INC                    COM              23102110        27      300 SH       SHR/OTHR    23                            300
D CUMMINS INC                    COM              23102110       781     8480 SH       SHARED      26            8480
D CUMMINS INC                    COM              23102110       741     8039 SH       SHARED      27            8039
D CUMMINS INC                    COM              23102110      2517    27300 SH       SHARED      30           27300
D CUMMINS INC                    COM              23102110      6106    66220 SH       SHARED      31           66220
D CUMULUS MEDIA INC              CL A             23108210       195    71231 SH       SHARED                   71231
D CUMULUS MEDIA INC              CL A             23108210         0       11 SH       SHARED      02              11
D CURIS INC                      COM              23126910        69    16785 SH       SHARED                   16785
D CURIS INC                      COM              23126910         0       20 SH       SHARED      02              20
D CURIS INC                      COM              23126910       828   200000 SH       SHARED      26          200000
D CURRENCYSHARES AUSTRALIAN DL   AUSTRALIAN DOL   23129U10        93      900 SH       SHARED      02                            900
D CURRENCYSHARES SWISS FRANC T   SWISS FRANC SH   23129V10       230     2200 SH       SHR/OTHR    23                           2200
D CURRENCYSHARES CDN DLR TR      CDN DOLLAR SHS   23129X10        30      300 SH       SHARED      02             300
D CURRENCYSHARES EURO TR         EURO SHS         23130C10         0        1 SH       SHARED                       1
D CURRENCYSHARES EURO TR         EURO SHS         23130C10      1318    10323 SH       SHARED      02           10323
D CURRENCYSHARES EURO TR         EURO SHS         23130C10        68      540 SH       SHR/OTHR    20                            540
D CURTISS WRIGHT CORP            COM              23156110      4353   133128 SH       SHARED                  133128
D CURTISS WRIGHT CORP            COM              23156110        26      800 SH       SHARED      01             800
D CURTISS WRIGHT CORP            COM              23156110         3      100 SH       SHARED      02             100
D CURTISS WRIGHT CORP            COM              23156110     21372   653596 SH       SHARED      10          653596
D CURTISS WRIGHT CORP            COM              23156110       228     7000 SH       SHARED      30            7000
D CUSHING MLP TOTAL RETURN FD    COM SHS          23163110      1938   221491 SH       SHARED      02                         221491
D CUTERA INC                     COM              23210910        94    12616 SH       SHARED                   12616
D CYBERONICS INC                 COM              23251P10      6189   118069 SH       SHARED                  112079           5990
D CYBERONICS INC                 COM              23251P10         2       47 SH       SHARED      02              47
D CYBEROPTICS CORP               COM              23251710        28     3900 SH       SHARED      26            3900
D CYBEX INTL INC                 COM              23252E10         3     2100 SH       SHARED      02            2100
D CYMER INC                      COM              23257210      1248    24448 SH       SHARED                   24166            282
D CYMER INC                      COM              23257210       336     6600 SH       SHARED      10            6600
D CYNOSURE INC                   CL A             23257720       544    20643 SH       SHARED                   20643
D CYNOSURE INC                   CL A             23257720         5      202 SH       SHARED      02               2            200
D CYNOSURE INC                   CL A             23257720        94     3600 SH       SHARED      10            3600
D CYPRESS SEMICONDUCTOR CORP     COM              23280610      6117   571464 SH       SHARED                  562441           9023
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       274    25602 SH       SHARED      01           25602
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       604    56482 SH       SHR/OTHR    01                          56482
D CYPRESS SEMICONDUCTOR CORP     COM              23280610      1414   132105 SH       SHARED      02           90405          41700
D CYPRESS SEMICONDUCTOR CORP     COM              23280610         0      400 SH CALL  SHARED      02             400
D CYPRESS SEMICONDUCTOR CORP     COM              23280610        61     5700 SH       SHARED      10            5700
D CYPRESS SEMICONDUCTOR CORP     COM              23280610        11     1063 SH       SHARED      21            1063
D CYTOKINETICS INC               COM              23282W10       267   320954 SH       SHARED                  320868             86
D CYTOKINETICS INC               COM              23282W10       879  1055532 SH       SHARED      26         1055532
D CYTOKINETICS INC               COM              23282W10       254   305728 SH       SHARED      32          305728
D CYTEC INDS INC                 COM              23282010      3843    58654 SH       SHARED                   58454            200
D CYTEC INDS INC                 COM              23282010        50      768 SH       SHARED      01             768
D CYTEC INDS INC                 COM              23282010        49      756 SH       SHR/OTHR    01                            756
D CYTEC INDS INC                 COM              23282010         0        1 SH       SHARED      02               1
D CYTEC INDS INC                 COM              23282010        16      246 SH       SHARED      21             246
D CYTORI THERAPEUTICS INC        COM              23283K10        11     2625 SH       SHARED                    2625
D CYTORI THERAPEUTICS INC        COM              23283K10         4     1100 SH       SHARED      01            1100
D CYTORI THERAPEUTICS INC        COM              23283K10         1      323 SH       SHARED      02             323
D CYTORI THERAPEUTICS INC        COM              23283K10       153    34700 SH       SHARED      10           34700
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10        13      300 SH       SHARED                     300
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10       116     2500 SH       SHARED      02                           2500
D DCT INDUSTRIAL TRUST INC       COM              23315310      1670   258536 SH       SHARED                  258536
D DCT INDUSTRIAL TRUST INC       COM              23315310        89    13900 SH       SHARED      01           13900
D DCT INDUSTRIAL TRUST INC       COM              23315310         6     1067 SH       SHARED      02            1067
D DCT INDUSTRIAL TRUST INC       COM              23315310        25     4000 SH       SHARED      10            4000
D DCT INDUSTRIAL TRUST INC       COM              23315310        79    12307 SH       SHARED      26           12307
D DDR CORP                       COM              23317H10      5585   363620 SH       SHARED                  363620
D DDR CORP                       COM              23317H10         1    14000 SH PUT   SHARED                   14000
D DDR CORP                       COM              23317H10       628    40926 SH       SHARED      01           40926
D DDR CORP                       COM              23317H10        85     5545 SH       SHARED      02            5245            300
D DDR CORP                       COM              23317H10      8414   547800 SH       SHARED      10          547800
D DDR CORP                       COM              23317H10    136466  8884516 SH       SHARED      11         5254100        3630416
D DDR CORP                       COM              23317H10         0        1 SH       SHARED      28               1
D DFC GLOBAL CORP                COM              23324T10     10250   597682 SH       SHARED                  595104           2578
D DFC GLOBAL CORP                COM              23324T10        49     2910 SH       SHARED      02            2910
D DNP SELECT INCOME FD           COM              23325P10       163    16620 SH       SHARED      02                          16620
D DNP SELECT INCOME FD           COM              23325P10        64     6500 SH       SHARED      23            6500
D DNP SELECT INCOME FD           RIGHT 99/99/9999 23325P11         0    10168 SH       SHARED      02                          10168
D D R HORTON INC                 NOTE  2.000% 5/1 23331ABB      2863  2725000 PRN      SHARED                                2725000
D D R HORTON INC                 COM              23331A10      6060   293830 SH       SHARED                  293698            132
D D R HORTON INC                 COM              23331A10      1530    74225 SH       SHARED      01           73225           1000
D D R HORTON INC                 COM              23331A10      8189   397070 SH       SHARED      02          388470           8600
D D R HORTON INC                 COM              23331A10         0      146 SH CALL  SHARED      02             146
D D R HORTON INC                 COM              23331A10         6     8600 SH PUT   SHARED      02            8600
D D R HORTON INC                 COM              23331A10         4      200 SH       SHARED      05             200
D D R HORTON INC                 COM              23331A10       274    13300 SH       SHARED      06            6000           7300
D D R HORTON INC                 COM              23331A10      2223   107795 SH       SHARED      10          107795
D D R HORTON INC                 COM              23331A10       307    14900 SH       SHARED      30           14900
D DSP GROUP INC                  COM              23332B10        83    14094 SH       SHARED                   14094
D DSP GROUP INC                  COM              23332B10        16     2800 SH       SHARED      10            2800
D DST SYS INC DEL                DBCV         8/1 233326AE      4176  3393000 PRN      SHARED      02         3393000
D DST SYS INC DEL                COM              23332610      1775    31392 SH       SHARED                   31392
D DST SYS INC DEL                COM              23332610         3       64 SH       SHARED      02              64
D DST SYS INC DEL                COM              23332610     26611   470495 SH       SHARED      10          470495
D DTE ENERGY CO                  COM              23333110       141     2368 SH       SHARED                    2368
D DTE ENERGY CO                  COM              23333110     13947   232698 SH       SHARED                  232698
D DTE ENERGY CO                  COM              23333110      3439    57380 SH       SHARED      01           55005           2375
D DTE ENERGY CO                  COM              23333110       136     2280 SH       SHARED      02               6           2274
D DTE ENERGY CO                  COM              23333110       125     2100 SH       SHARED      04            2100
D DTE ENERGY CO                  COM              23333110       319     5330 SH       SHARED      05            5330
D DTE ENERGY CO                  COM              23333110      1610    26870 SH       SHARED      06           21800           5070
D DTE ENERGY CO                  COM              23333110      2816    46981 SH       SHARED      10           46981
D DTE ENERGY CO                  COM              23333110         2       45 SH       SHR/OTHR    21                             45
D DTE ENERGY CO                  COM              23333110        29      500 SH       SHARED      23             500
D DTE ENERGY CO                  COM              23333110       121     2035 SH       SHR/OTHR    23                           2035
D DTE ENERGY CO                  COM              23333110       389     6500 SH       SHARED      30            6500
D DTF TAX-FREE INCOME INC        COM              23334J10        79     4500 SH       SHARED      23            4500
D DSW INC                        CL A             23334L10      1402    21028 SH       SHARED                   21028
D DSW INC                        CL A             23334L10       567     8513 SH       SHARED      02            8513
D DSW INC                        CL A             23334L10         0      250 SH PUT   SHARED      02             250
D DSW INC                        CL A             23334L10       176     2645 SH       SHARED      10            2645
D DTS INC                        COM              23335C10       426    18285 SH       SHARED                   18285
D DTS INC                        COM              23335C10        14      637 SH       SHARED      02             137            500
D DTS INC                        COM              23335C10        30     1300 SH       SHARED      10            1300
D DLH HLDGS CORP                 COM              23335Q10         0        1 SH       SHARED      02               1
D DWS HIGH INCOME TR             SHS NEW          23337C20         5      500 SH       SHARED      01             500
D DXP ENTERPRISES INC NEW        COM NEW          23337740        74     1569 SH       SHARED                    1569
D DXP ENTERPRISES INC NEW        COM NEW          23337740         0        3 SH       SHARED      02               3
D DWS MULTI MKT INCOME TR        SHS              23338L10        11     1000 SH       SHARED      01            1000
D DWS HIGH INCOME OPPORT FD IN   COM NEW          23339M20        33     2107 SH       SHARED      02                           2107
D DAILY JOURNAL CORP             COM              23391210         4       48 SH       SHARED                      48
D DAILY JOURNAL CORP             COM              23391210        18      201 SH       SHARED      02             201
D DAKTRONICS INC                 COM              23426410       355    37399 SH       SHARED                   37399
D DAKTRONICS INC                 COM              23426410         7      800 SH       SHARED      01             800
D DAKTRONICS INC                 COM              23426410         1      167 SH       SHARED      02             167
D DAKTRONICS INC                 COM              23426410       433    45600 SH       SHARED      10           45600
D DANA HLDG CORP                 COM              23582520      2134   173525 SH       SHARED                  171079           2446
D DANA HLDG CORP                 COM              23582520       142    11625 SH       SHARED      01           11625
D DANA HLDG CORP                 COM              23582520       245    19939 SH       SHARED      02           16939           3000
D DANA HLDG CORP                 COM              23582520       289    23500 SH       SHARED      10           23500
D DANA HLDG CORP                 COM              23582520        10      858 SH       SHARED      21             858
D DANA HLDG CORP                 COM              23582520       369    30000 SH       SHARED      26           30000
D DANAHER CORP DEL               NOTE         1/2 235851AF      8896  5550000 PRN      SHARED      04         5000000         550000
D DANAHER CORP DEL               COM              23585110        63     1155 SH       SHARED                    1155
D DANAHER CORP DEL               COM              23585110     28246   512182 SH       SHARED                  512182
D DANAHER CORP DEL               COM              23585110      8322   150900 SH       SHARED      01          150900
D DANAHER CORP DEL               COM              23585110      1362    24705 SH       SHARED      02             206          24499
D DANAHER CORP DEL               COM              23585110         0      585 SH CALL  SHARED      02             585
D DANAHER CORP DEL               COM              23585110     81826  1483714 SH       SHARED      04         1483714
D DANAHER CORP DEL               COM              23585110     16231   294312 SH       SHARED      05          294312
D DANAHER CORP DEL               COM              23585110      7958   144310 SH       SHARED      06           67580          76730
D DANAHER CORP DEL               COM              23585110     11190   202904 SH       SHARED      10          202904
D DANAHER CORP DEL               COM              23585110       275     5000 SH       SHARED      20            5000
D DANAHER CORP DEL               COM              23585110       121     2200 SH       SHR/OTHR    23                           2200
D DANAHER CORP DEL               COM              23585110      5536   100395 SH       SHARED      27          100395
D DANAHER CORP DEL               COM              23585110      1993    36155 SH       SHARED      29           36155
D DANAHER CORP DEL               COM              23585110      5660   102634 SH       SHARED      31          102634
D DARDEN RESTAURANTS INC         COM              23719410        32      590 SH       SHARED                     590
D DARDEN RESTAURANTS INC         COM              23719410     14280   256153 SH       SHARED                  255370            783
D DARDEN RESTAURANTS INC         COM              23719410      3919    70308 SH       SHARED      01           61718           8590
D DARDEN RESTAURANTS INC         COM              23719410       991    17779 SH       SHR/OTHR    01                          17779
D DARDEN RESTAURANTS INC         COM              23719410       103     1854 SH       SHARED      02            1104            750
D DARDEN RESTAURANTS INC         COM              23719410       191     3436 SH       SHARED      04            3436
D DARDEN RESTAURANTS INC         COM              23719410         5      100 SH       SHARED      05             100
D DARDEN RESTAURANTS INC         COM              23719410       956    17160 SH       SHARED      06           12760           4400
D DARDEN RESTAURANTS INC         COM              23719410      9044   162237 SH       SHARED      10          162237
D DARDEN RESTAURANTS INC         COM              23719410        57     1040 SH       SHARED      20             990             50
D DARDEN RESTAURANTS INC         COM              23719410        25      450 SH       SHR/OTHR    20                            450
D DARDEN RESTAURANTS INC         COM              23719410        18      330 SH       SHARED      21             330
D DARDEN RESTAURANTS INC         COM              23719410       301     5400 SH       SHARED      23            5315             85
D DARDEN RESTAURANTS INC         COM              23719410       137     2470 SH       SHR/OTHR    23                           2470
D DARDEN RESTAURANTS INC         COM              23719410       836    15000 SH       SHARED      30           15000
D DARLING INTL INC               COM              23726610     13558   741317 SH       SHARED                  741069            248
D DARLING INTL INC               COM              23726610        59     3246 SH       SHARED      02            3246
D DARLING INTL INC               COM              23726610      9111   498168 SH       SHARED      04          498168
D DARLING INTL INC               COM              23726610       397    21744 SH       SHARED      05           21744
D DARLING INTL INC               COM              23726610       389    21300 SH       SHARED      06           21300
D DATAWATCH CORP                 COM NEW          23791720         6      302 SH       SHARED                     302
D DATALINK CORP                  COM              23793410         9     1110 SH       SHARED                    1110
D DATALINK CORP                  COM              23793410         0        4 SH       SHARED      02               4
D DAVITA INC                     COM              23918K10        50      490 SH       SHARED                     490
D DAVITA INC                     COM              23918K10      9583    92500 SH       SHARED                   92500
D DAVITA INC                     COM              23918K10      2385    23025 SH       SHARED      01           23025
D DAVITA INC                     COM              23918K10      2685    25922 SH       SHARED      02           20644           5278
D DAVITA INC                     COM              23918K10      1968    19000 SH       SHARED      04           19000
D DAVITA INC                     COM              23918K10        77      750 SH       SHARED      05             750
D DAVITA INC                     COM              23918K10       584     5641 SH       SHARED      06            3590           2051
D DAVITA INC                     COM              23918K10      2256    21778 SH       SHARED      10           21778
D DAVITA INC                     COM              23918K10       456     4404 SH       SHARED      27            4404
D DAVITA INC                     COM              23918K10       176     1700 SH       SHARED      32            1700
D DAWSON GEOPHYSICAL CO          COM              23935910       113     4507 SH       SHARED                    4507
D DAWSON GEOPHYSICAL CO          COM              23935910         0        1 SH       SHARED      02               1
D DAYSTAR TECHNOLOGIES INC       COM PAR $0.01    23962Q40         0        1 SH       SHARED      02               1
D DEALERTRACK HLDGS INC          COM              24230910       960    34486 SH       SHARED                   32995           1491
D DEALERTRACK HLDGS INC          COM              24230910       375    13482 SH       SHARED      02              82          13400
D DEALERTRACK HLDGS INC          COM              24230910        14      527 SH       SHARED      21             527
D DEAN FOODS CO NEW              COM              24237010       130     8000 SH       SHARED                    8000
D DEAN FOODS CO NEW              COM              24237010     47571  2909577 SH       SHARED                 2906936           2641
D DEAN FOODS CO NEW              COM              24237010       631    38616 SH       SHARED      01           36466           2150
D DEAN FOODS CO NEW              COM              24237010      1038    63511 SH       SHARED      02           62811            700
D DEAN FOODS CO NEW              COM              24237010         1    10000 SH PUT   SHARED      02           10000
D DEAN FOODS CO NEW              COM              24237010       212    13000 SH       SHARED      06           11800           1200
D DEAN FOODS CO NEW              COM              24237010       772    47245 SH       SHARED      10           47245
D DEAN FOODS CO NEW              COM              24237010        10      660 SH       SHR/OTHR    20                            660
D DECKERS OUTDOOR CORP           COM              24353710      1668    45540 SH       SHARED                   44696            844
D DECKERS OUTDOOR CORP           COM              24353710        11      301 SH       SHARED      02             301
D DECKERS OUTDOOR CORP           COM              24353710         1      450 SH CALL  SHARED      02             450
D DECKERS OUTDOOR CORP           COM              24353710         1      534 SH PUT   SHARED      02             534
D DECKERS OUTDOOR CORP           COM              24353710        21      600 SH       SHARED      10             600
D DECKERS OUTDOOR CORP           COM              24353710       335     9170 SH       SHARED      26            9170
D DEERE & CO                     COM              24419910       263     3191 SH       SHARED                     497           2694
D DEERE & CO                     COM              24419910     63699   772402 SH       SHARED                  447070         325332
D DEERE & CO                     COM              24419910         2      500 SH PUT   SHARED                     500
D DEERE & CO                     COM              24419910     10857   131658 SH       SHARED      01          126258           5400
D DEERE & CO                     COM              24419910       142     1733 SH       SHR/OTHR    01                           1733
D DEERE & CO                     COM              24419910      1682    20407 SH       SHARED      02             341          20066
D DEERE & CO                     COM              24419910         7     1139 SH CALL  SHARED      02            1139
D DEERE & CO                     COM              24419910         0      383 SH PUT   SHARED      02             383
D DEERE & CO                     COM              24419910      6152    74600 SH       SHARED      04           74600
D DEERE & CO                     COM              24419910       475     5760 SH       SHARED      05            5760
D DEERE & CO                     COM              24419910     16297   197615 SH       SHARED      06          133820          63795
D DEERE & CO                     COM              24419910     10342   125409 SH       SHARED      10          125409
D DEERE & CO                     COM              24419910        94     1140 SH       SHARED      20                           1140
D DEERE & CO                     COM              24419910        70      850 SH       SHARED      23             850
D DEERE & CO                     COM              24419910       156     1900 SH       SHR/OTHR    23                           1900
D DEERE & CO                     COM              24419910       404     4900 SH       SHARED      26            4900
D DEERE & CO                     COM              24419910      1476    17900 SH       SHARED      30           17900
D DEERE & CO                     COM              24419910     10832   131354 SH       SHARED      31          131354
D DEL FRISCOS RESTAURANT GROUP   COM              24507710        10      733 SH       SHARED                     733
D DEL FRISCOS RESTAURANT GROUP   COM              24507710         0        2 SH       SHARED      02               2
D DELCATH SYS INC                COM              24661P10       173   107332 SH       SHARED                  107332
D DELEK US HLDGS INC             COM              24664710      9387   368296 SH       SHARED                  362396           5900
D DELEK US HLDGS INC             COM              24664710         0        3 SH       SHARED      02               3
D DELEK US HLDGS INC             COM              24664710        50     2000 SH       SHARED      10            2000
D DELL INC                       COM              24702R10     77264  7840089 SH       SHARED                 7814436          25653
D DELL INC                       COM              24702R10      4640   470882 SH       SHARED      01          470882
D DELL INC                       COM              24702R10        74     7600 SH       SHR/OTHR    01                           7600
D DELL INC                       COM              24702R10      2581   261962 SH       SHARED      02          250523          11439
D DELL INC                       COM              24702R10         0    12002 SH CALL  SHARED      02           12002
D DELL INC                       COM              24702R10       886    90000 SH       SHARED      04           90000
D DELL INC                       COM              24702R10        68     6970 SH       SHARED      05            6970
D DELL INC                       COM              24702R10      2306   234032 SH       SHARED      06          175660          58372
D DELL INC                       COM              24702R10      3389   343972 SH       SHARED      10          343972
D DELL INC                       COM              24702R10        59     6000 SH       SHR/OTHR    23                           6000
D DELL INC                       COM              24702R10       177    18000 SH       SHARED      26           18000
D DELL INC                       COM              24702R10        31     3220 SH       SHARED      29            3220
D DELTA AIR LINES INC DEL        COM NEW          24736170     11388  1243336 SH       SHARED                 1243336
D DELTA AIR LINES INC DEL        COM NEW          24736170         0     1250 SH CALL  SHARED                    1250
D DELTA AIR LINES INC DEL        COM NEW          24736170         0      135 SH PUT   SHARED                     135
D DELTA AIR LINES INC DEL        COM NEW          24736170       709    77450 SH       SHARED      01           77450
D DELTA AIR LINES INC DEL        COM NEW          24736170      3307   361121 SH       SHARED      02          333752          27369
D DELTA AIR LINES INC DEL        COM NEW          24736170         0     1500 SH CALL  SHARED      02            1500
D DELTA AIR LINES INC DEL        COM NEW          24736170         7    16137 SH PUT   SHARED      02           16137
D DELTA AIR LINES INC DEL        COM NEW          24736170       271    29589 SH       SHARED      06           29589
D DELTA AIR LINES INC DEL        COM NEW          24736170       124    13600 SH       SHARED      10           13600
D DELTA AIR LINES INC DEL        COM NEW          24736170       261    28525 SH       SHARED      26           28525
D DELTA APPAREL INC              COM              24736810         3      254 SH       SHARED                     254
D DELTA APPAREL INC              COM              24736810         0        2 SH       SHARED      02               2
D DELTA NAT GAS INC              COM              24774810        11      613 SH       SHARED                     570             43
D DELTA NAT GAS INC              COM              24774810         0        1 SH       SHARED      02               1
D DELTEK INC                     COM              24784L10        52     4009 SH       SHARED                    4009
D DELTEK INC                     COM              24784L10         0        6 SH       SHARED      02               6
D DELTIC TIMBER CORP             COM              24785010       551     8452 SH       SHARED                    8452
D DELTIC TIMBER CORP             COM              24785010      3426    52499 SH       SHARED      01                          52499
D DELTIC TIMBER CORP             COM              24785010      1211    18571 SH       SHR/OTHR    01                          18571
D DELTIC TIMBER CORP             COM              24785010         1       22 SH       SHARED      02              22
D DELTIC TIMBER CORP             COM              24785010       483     7412 SH       SHARED      23            7412
D DENBURY RES INC                COM NEW          24791620        41     2557 SH       SHARED                    2557
D DENBURY RES INC                COM NEW          24791620      4225   261496 SH       SHARED                  255633           5863
D DENBURY RES INC                COM NEW          24791620      1641   101600 SH       SHARED      01          101600
D DENBURY RES INC                COM NEW          24791620       872    53971 SH       SHARED      02           53971
D DENBURY RES INC                COM NEW          24791620         1     1000 SH CALL  SHARED      02            1000
D DENBURY RES INC                COM NEW          24791620       438    27150 SH       SHARED      05           27150
D DENBURY RES INC                COM NEW          24791620       401    24850 SH       SHARED      06           13660          11190
D DENBURY RES INC                COM NEW          24791620      1423    88081 SH       SHARED      10           88081
D DENBURY RES INC                COM NEW          24791620       686    42500 SH       SHARED      26           42500
D DENBURY RES INC                COM NEW          24791620        29     1831 SH       SHARED      27            1831
D DELUXE CORP                    COM              24801910      2024    66238 SH       SHARED                   65450            788
D DELUXE CORP                    COM              24801910       101     3326 SH       SHARED      01            3326
D DELUXE CORP                    COM              24801910         0       14 SH       SHARED      02              14
D DELUXE CORP                    COM              24801910       437    14300 SH       SHARED      10           14300
D DEMAND MEDIA INC               COM              24802N10       261    24078 SH       SHARED                   24078
D DEMAND MEDIA INC               COM              24802N10       151    13900 SH       SHARED      01           13900
D DEMAND MEDIA INC               COM              24802N10        53     4900 SH       SHARED      10            4900
D DEMANDWARE INC                 COM              24802Y10         8      275 SH       SHARED                     275
D DEMANDWARE INC                 COM              24802Y10        85     2695 SH       SHARED      01            2695
D DEMANDWARE INC                 COM              24802Y10       212     6700 SH       SHR/OTHR    01                           6700
D DEMANDWARE INC                 COM              24802Y10        95     3004 SH       SHARED      02               4           3000
D DEMANDWARE INC                 COM              24802Y10       476    15000 SH       SHARED      04           15000
D DENDREON CORP                  NOTE  4.750% 6/1 24823QAB      2919  3000000 PRN      SHARED                 3000000
D DENDREON CORP                  NOTE  2.875% 1/1 24823QAC       133   201000 PRN      SHARED      02                         201000
D DENDREON CORP                  NOTE  2.875% 1/1 24823QAC       166   250000 PRN      SHARED      04                         250000
D DENDREON CORP                  COM              24823Q10      3383   703522 SH       SHARED                  703422            100
D DENDREON CORP                  COM              24823Q10        59    12375 SH       SHARED      01           12375
D DENDREON CORP                  COM              24823Q10        65    13667 SH       SHARED      02           13142            525
D DENISON MINES CORP             COM              24835610         5     4000 SH       SHARED                                   4000
D DENISON MINES CORP             COM              24835610       318   213770 SH       SHARED                  213770
D DENISON MINES CORP             COM              24835610       556   373541 SH       SHARED      04          373541
D DENISON MINES CORP             COM              24835610       447   300000 SH       SHARED      26          300000
D DENNYS CORP                    COM              24869P10        75    15549 SH       SHARED                   15549
D DENNYS CORP                    COM              24869P10         0       25 SH       SHARED      02              25
D DENTSPLY INTL INC NEW          COM              24903010        54     1442 SH       SHARED                    1442
D DENTSPLY INTL INC NEW          COM              24903010     16237   425741 SH       SHARED                  425741
D DENTSPLY INTL INC NEW          COM              24903010      1281    33600 SH       SHARED      01           33600
D DENTSPLY INTL INC NEW          COM              24903010       572    15005 SH       SHARED      02             180          14825
D DENTSPLY INTL INC NEW          COM              24903010        61     1600 SH       SHARED      04            1600
D DENTSPLY INTL INC NEW          COM              24903010        39     1030 SH       SHARED      05            1030
D DENTSPLY INTL INC NEW          COM              24903010       328     8610 SH       SHARED      06            4000           4610
D DENTSPLY INTL INC NEW          COM              24903010      1382    36256 SH       SHARED      10           36256
D DENTSPLY INTL INC NEW          COM              24903010         7      190 SH       SHARED      21                            190
D DENTSPLY INTL INC NEW          COM              24903010        57     1500 SH       SHARED      23                           1500
D DERMA SCIENCES INC             COM PAR $.01     24982750         3      340 SH       SHARED                     340
D DERMA SCIENCES INC             COM PAR $.01     24982750       395    38068 SH       SHARED      02           38068
D DEPOMED INC                    COM              24990810        55     9413 SH       SHARED                    9413
D DEPOMED INC                    COM              24990810         0       16 SH       SHARED      02              16
D DEPOMED INC                    COM              24990810       316    53544 SH       SHARED      04           53544
D DESTINATION MATERNITY CORP     COM              25065D10        15      840 SH       SHARED                     840
D DESTINATION MATERNITY CORP     COM              25065D10         0        4 SH       SHARED      02               4
D DEUTSCHE BK AG LDN BRH         PS CMDT LG ETN   25154H45       687    38086 SH       SHARED      02           38086
D DEUTSCHE BK AG LDN BRH         PS GOLD DL ETN   25154H74       588    10000 SH       SHARED                   10000
D DEUTSCHE BK AG LDN BRH         PS GOLD DL ETN   25154H74     42504   722000 SH       SHARED      02          719900           2100
D DEUTSCHE BK AG LDN BRH         PS GOLD DS ETN   25154H75        10     2600 SH       SHARED      02             100           2500
D DEUTSCHE BK AG LONDON BRH      PS CR OIL LG ETN 25154K86        15     1200 SH       SHARED      02                           1200
D DEUTSCHE BK AG LONDON BRH      DB 3X LONG UST   25154N52     22824   457268 SH       SHARED      02          457268
D DEUTSCHE BK AG LONDON BRH      DB 3X SHRT UST   25154N53       352    49400 SH       SHARED      02           34400          15000
D DEUTSCHE BK AG LONDON BRH      INV JAP GOV BD   25154P17     14402   739781 SH       SHARED      02          739781
D DEUTSCHE BK AG LONDON BRH      3X INV JAP GOV   25154P18     11436   613653 SH       SHARED      02          613653
D DEUTSCHE BK AG LONDON BRH      PWSH 3X JAP GV   25154W20      4593   203422 SH       SHARED      02          203422
D DEUTSCHE BK AG LONDON BRH      US DEFLATION     25154W21     18942   396292 SH       SHARED      02          396292
D DEUTSCHE BK AG LONDON BRH      US INFLATN ETN   25154W22     19700   393700 SH       SHARED      02          393700
D DEUTSCHE BK AG LONDON BRH      PWRSH JAP GOVT   25154W30      5057   245729 SH       SHARED      02          245729
D DEUTSCHE BK AG LONDON BRH      PWRSHR 3X GERM   25154W40     39664  1183654 SH       SHARED      02         1183654
D DEUTSCHE BK AG LONDON BRH      PWRSHR DB GERM   25154W50     29079  1222356 SH       SHARED      02         1222356
D DEUTSCHE BK AG LONDON BRH      PWSH 3X ITL TR   25154W60     39512  1588759 SH       SHARED      02         1588759
D DEUTSCHE BK AG LONDON BRH      PWSH ITAL TRES   25154W70     40478  1820883 SH       SHARED      02         1820883
D DEVELOPERS DIVERSIFIED RLTY    NOTE  1.750%11/1 251591AX      7327  6595000 PRN      SHARED                 3970000        2625000
D DEVELOPERS DIVERSIFIED RLTY    NOTE  1.750%11/1 251591AX      2766  2490000 PRN      SHARED      02         2490000
D DEVELOPERS DIVERSIFIED RLTY    NOTE  1.750%11/1 251591AX       444   400000 PRN      SHARED      06          400000
D DEVON ENERGY CORP NEW          COM              25179M10       150     2492 SH       SHARED                    2492
D DEVON ENERGY CORP NEW          COM              25179M10     65282  1079046 SH       SHARED                 1079046
D DEVON ENERGY CORP NEW          COM              25179M10      5894    97425 SH       SHARED      01           97425
D DEVON ENERGY CORP NEW          COM              25179M10       808    13361 SH       SHARED      02             946          12415
D DEVON ENERGY CORP NEW          COM              25179M10         2     1700 SH PUT   SHARED      02            1700
D DEVON ENERGY CORP NEW          COM              25179M10      1499    24780 SH       SHARED      04           24780
D DEVON ENERGY CORP NEW          COM              25179M10       159     2630 SH       SHARED      05            2630
D DEVON ENERGY CORP NEW          COM              25179M10      2565    42410 SH       SHARED      06           27490          14920
D DEVON ENERGY CORP NEW          COM              25179M10      5349    88419 SH       SHARED      10           88419
D DEVON ENERGY CORP NEW          COM              25179M10       181     3000 SH       SHARED      23            3000
D DEVON ENERGY CORP NEW          COM              25179M10       146     2425 SH       SHR/OTHR    23                           2425
D DEVON ENERGY CORP NEW          COM              25179M10       729    12060 SH       SHARED      29           12060
D DEVON ENERGY CORP NEW          COM              25179M10       484     8000 SH       SHARED      30            8000
D DEVRY INC DEL                  COM              25189310        81     3560 SH       SHARED                    3560
D DEVRY INC DEL                  COM              25189310      5558   244210 SH       SHARED                  244210
D DEVRY INC DEL                  COM              25189310        26     1175 SH       SHARED      01            1175
D DEVRY INC DEL                  COM              25189310      3120   137103 SH       SHARED      02          137103
D DEVRY INC DEL                  COM              25189310       319    14055 SH       SHARED      10           14055
D DEX ONE CORP                   COM              25212W10       657   526299 SH       SHARED                  526299
D DEX ONE CORP                   COM              25212W10         1     1109 SH       SHARED      26            1109
D DEXCOM INC                     COM              25213110       168    11178 SH       SHARED                   11178
D DEXCOM INC                     COM              25213110        75     5000 SH       SHARED      01            5000
D DEXCOM INC                     COM              25213110         0       20 SH       SHARED      02              20
D DEXCOM INC                     COM              25213110       925    61580 SH       SHARED      26           61580
D DEXCOM INC                     COM              25213110       545    36300 SH       SHARED      32           36300
D DIAGEO P L C                   SPON ADR NEW     25243Q20        42      380 SH       SHARED                     280            100
D DIAGEO P L C                   SPON ADR NEW     25243Q20     27951   247951 SH       SHARED                  247951
D DIAGEO P L C                   SPON ADR NEW     25243Q20       112     1000 SH       SHARED      01                           1000
D DIAGEO P L C                   SPON ADR NEW     25243Q20      3001    26629 SH       SHARED      02                          26629
D DIAGEO P L C                   SPON ADR NEW     25243Q20       112     1000 SH       SHARED      20            1000
D DIAGEO P L C                   SPON ADR NEW     25243Q20       113     1010 SH       SHARED      21            1010
D DIAGEO P L C                   SPON ADR NEW     25243Q20       248     2200 SH       SHARED      23            2200
D DIAL GLOBAL INC                COM              25247X10         0      192 SH       SHARED                     192
D DIAL GLOBAL INC                COM              25247X10         0      101 SH       SHARED      02             101
D DIAL GLOBAL INC                COM              25247X10         4     1500 SH       SHARED      10            1500
D DIAMOND FOODS INC              COM              25260310       426    22656 SH       SHARED                   22656
D DIAMOND FOODS INC              COM              25260310        22     1200 SH       SHARED      01            1200
D DIAMOND FOODS INC              COM              25260310        19     1040 SH       SHARED      02              40           1000
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20       238     3113 SH       SHARED                    3113
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20         7      101 SH       SHARED      02             101
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       148     2253 SH       SHARED                    2253
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     23062   350439 SH       SHARED                   94983         255456
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1489    22635 SH       SHARED      01           22635
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1764    26814 SH       SHARED      02           21450           5364
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10         0      300 SH PUT   SHARED      02             300
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10    111255  1690557 SH       SHARED      04         1690557
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       798    12130 SH       SHARED      05           12130
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       210     3200 SH       SHARED      06            1600           1600
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      2968    45108 SH       SHARED      10           45108
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       197     3000 SH       SHARED      26            3000
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       723    10995 SH       SHARED      29           10995
D DIAMONDROCK HOSPITALITY CO     COM              25278430      2977   309161 SH       SHARED                  309161
D DIAMONDROCK HOSPITALITY CO     COM              25278430       206    21400 SH       SHARED      01           21400
D DIAMONDROCK HOSPITALITY CO     COM              25278430        66     6915 SH       SHARED      02            6915
D DIAMONDROCK HOSPITALITY CO     COM              25278430       249    25931 SH       SHARED      10           25931
D DIAMONDROCK HOSPITALITY CO     COM              25278430       341    35449 SH       SHARED      26           35449
D DICE HLDGS INC                 COM              25301710       270    32089 SH       SHARED                   32089
D DICE HLDGS INC                 COM              25301710         1      135 SH       SHARED      02             135
D DICE HLDGS INC                 COM              25301710        69     8200 SH       SHARED      10            8200
D DICKS SPORTING GOODS INC       COM              25339310        24      480 SH       SHARED                                    480
D DICKS SPORTING GOODS INC       COM              25339310      4730    91234 SH       SHARED                   86798           4436
D DICKS SPORTING GOODS INC       COM              25339310     10978   211743 SH       SHARED      01          162329   400    49014
D DICKS SPORTING GOODS INC       COM              25339310      2032    39191 SH       SHR/OTHR    01                          39191
D DICKS SPORTING GOODS INC       COM              25339310      1051    20281 SH       SHARED      02             840          19441
D DICKS SPORTING GOODS INC       COM              25339310       492     9500 SH       SHARED      04            9500
D DICKS SPORTING GOODS INC       COM              25339310       231     4467 SH       SHARED      10            2300           2167
D DICKS SPORTING GOODS INC       COM              25339310      1630    31455 SH       SHARED      20           25740   185     5530
D DICKS SPORTING GOODS INC       COM              25339310       336     6489 SH       SHR/OTHR    20                           6489
D DICKS SPORTING GOODS INC       COM              25339310       221     4270 SH       SHARED      21            4270
D DICKS SPORTING GOODS INC       COM              25339310        93     1800 SH       SHR/OTHR    21                           1800
D DICKS SPORTING GOODS INC       COM              25339310      3497    67455 SH       SHARED      23           57155          10300
D DICKS SPORTING GOODS INC       COM              25339310      2126    41017 SH       SHR/OTHR    23                          41017
D DICKS SPORTING GOODS INC       COM              25339310      1405    27100 SH       SHARED      26           27100
D DIEBOLD INC                    COM              25365110     20149   597721 SH       SHARED                  597721
D DIEBOLD INC                    COM              25365110       151     4502 SH       SHARED      02               2           4500
D DIEBOLD INC                    COM              25365110      2204    65400 SH       SHARED      10           65400
D DIEBOLD INC                    COM              25365110        67     2000 SH       SHARED      23                           2000
D DIGI INTL INC                  COM              25379810       302    29753 SH       SHARED                   29753
D DIGI INTL INC                  COM              25379810         0       46 SH       SHARED      02              46
D DIGIMARC CORP NEW              COM              25381B10         8      385 SH       SHARED                     385
D DIGIMARC CORP NEW              COM              25381B10         0        3 SH       SHARED      02               3
D DIGITAL ALLY INC               COM NEW          25382P20         0      100 SH       SHARED      02             100
D DIGITAL RLTY TR INC            COM              25386810     50312   720290 SH       SHARED                  720290
D DIGITAL RLTY TR INC            COM              25386810      2423    34700 SH       SHARED      01           34700
D DIGITAL RLTY TR INC            COM              25386810      1831    26225 SH       SHARED      02           23010           3215
D DIGITAL RLTY TR INC            COM              25386810         9     2425 SH PUT   SHARED      02            2425
D DIGITAL RLTY TR INC            COM              25386810         6      100 SH       SHARED      05             100
D DIGITAL RLTY TR INC            COM              25386810       565     8100 SH       SHARED      06            8100
D DIGITAL RLTY TR INC            COM              25386810       216     3100 SH       SHARED      10            3100
D DIGITAL RLTY TR INC            COM              25386810      9338   133700 SH       SHARED      11                         133700
D DIGITAL RIV INC                NOTE  1.250% 1/0 25388BAB         0     1000 PRN      SHARED      02                           1000
D DIGITAL RIV INC                NOTE  2.000%11/0 25388BAD        16    17000 PRN      SHARED      02           17000
D DIGITAL RIV INC                COM              25388B10       365    21921 SH       SHARED                   21921
D DIGITAL RIV INC                COM              25388B10       196    11800 SH       SHARED      01           11800
D DIGITAL RIV INC                COM              25388B10         1       81 SH       SHARED      02              81
D DIGITAL RIV INC                COM              25388B10        21     1300 SH       SHARED      10            1300
D DIGITALGLOBE INC               COM NEW          25389M87       137     6732 SH       SHARED                    5963            769
D DIGITALGLOBE INC               COM NEW          25389M87        38     1900 SH       SHARED      01            1900
D DIGITALGLOBE INC               COM NEW          25389M87         0       42 SH       SHARED      02              42
D DIME CMNTY BANCSHARES          COM              25392210       774    53649 SH       SHARED                   52878            771
D DIME CMNTY BANCSHARES          COM              25392210         2      154 SH       SHARED      02             154
D DIME CMNTY BANCSHARES          COM              25392210        72     5000 SH       SHARED      10            5000
D DIGITAL GENERATION INC         COM              25400B10       220    19447 SH       SHARED                   19447
D DIGITAL GENERATION INC         COM              25400B10        36     3200 SH       SHARED      01                           3200
D DIGITAL GENERATION INC         COM              25400B10        77     6800 SH       SHR/OTHR    01                           6800
D DIGITAL GENERATION INC         COM              25400B10        57     5078 SH       SHARED      02              78           5000
D DILLARDS INC                   CL A             25406710     34087   471339 SH       SHARED                  470916            423
D DILLARDS INC                   CL A             25406710       282     3901 SH       SHARED      02            3901
D DILLARDS INC                   CL A             25406710         2      950 SH PUT   SHARED      02             950
D DILLARDS INC                   CL A             25406710       542     7500 SH       SHARED      06            7500
D DINEEQUITY INC                 COM              25442310       531     9484 SH       SHARED                    9484
D DINEEQUITY INC                 COM              25442310       471     8418 SH       SHARED      01            6868           1550
D DINEEQUITY INC                 COM              25442310       971    17350 SH       SHR/OTHR    01                          17350
D DINEEQUITY INC                 COM              25442310         1       31 SH       SHARED      02              31
D DIODES INC                     COM              25454310       554    32587 SH       SHARED                   31730            857
D DIODES INC                     COM              25454310         4      278 SH       SHARED      02             278
D DIRECT MKTS HLDGS CORP         COM              25456U10         0     8000 SH       SHARED      01            8000
D DIREXION SHS ETF TR            DLY SCOND 3XBR   25459W12      8280   230000 SH       SHARED                  230000
D DIREXION SHS ETF TR            DLY MC3X SHS NEW 25459W13      1323    70000 SH       SHARED                   70000
D DIREXION SHS ETF TR            DLY FIN BEAR NEW 25459W14     21135  1160020 SH       SHARED                 1160020
D DIREXION SHS ETF TR            DLY FIN BEAR NEW 25459W14         7      400 SH       SHARED      02             400
D DIREXION SHS ETF TR            DRX S^P500BEAR   25459W15      5154   300000 SH       SHARED                  300000
D DIREXION SHS ETF TR            DLY DEV MKT BEAR 25459W16      1308    59200 SH       SHARED                   59200
D DIREXION SHS ETF TR            DL RUSSIA BEAR   25459W28       890    50000 SH       SHARED                   50000
D DIREXION SHS ETF TR            DLY TECH BEAR 3X 25459W31      1224   150000 SH       SHARED                  150000
D DIREXION SHS ETF TR            DLY ENRGY BEAR3X 25459W34     10251  1340000 SH       SHARED                 1340000
D DIREXION SHS ETF TR            DLY SCOND 3XBU   25459W45      2404    89200 SH       SHARED                   89200
D DIREXION SHS ETF TR            DLY EM BR3X NEW  25459W48         0        1 SH       SHARED                       1
D DIREXION SHS ETF TR            DLY EM BR3X NEW  25459W48      1761   150000 SH       SHARED                  150000
D DIREXION SHS ETF TR            20YR TRES BULL   25459W54      7667   100000 SH       SHARED      02          100000
D DIREXION SHS ETF TR            DLY MIDCAP ETF3X 25459W73      1729    50000 SH       SHARED                   50000
D DIREXION SHS ETF TR            DLY R/E BULL3X   25459W75     14590   200000 SH       SHARED                  200000
D DIREXION SHS ETF TR            CHINA BEAR 3X    25459W76      1334   100000 SH       SHARED                  100000
D DIREXION SHS ETF TR            DLY DEV MKT BULL 25459W78      1803    50000 SH       SHARED                   50000
D DIREXION SHS ETF TR            DLY SMCAP BULL3X 25459W84      7479   121600 SH       SHARED                  121600
D DIREXION SHS ETF TR            DLY SMCAP BULL3X 25459W84         0      550 SH PUT   SHARED      02             550
D DIREXION SHS ETF TR            DRX S^P500BULL   25459W86      4511    50000 SH       SHARED                   50000
D DIREXION SHS ETF TR            7-10YR TR BEAR   25459Y10       985    30183 SH       SHARED      02           30183
D DIREXION SHS ETF TR            TL BD MKT BEAR   25459Y30      5083   143672 SH       SHARED      02          143672
D DIREXION SHS ETF TR            20YR TRES BEAR   25459Y40       451    17011 SH       SHARED      02           17011
D DIREXION SHS ETF TR            BAS MAT BULL3X   25459Y50       248     8900 SH       SHARED      02            8900
D DIREXION SHS ETF TR            DLY R/E BEAR3X   25459Y66     12841   562000 SH       SHARED                  562000
D DIREXION SHS ETF TR            DLY EMRGMKT BULL 25459Y68      1991    22410 SH       SHARED      02           22410
D DIREXION SHS ETF TR            DLY FIN BULL NEW 25459Y69      6036    57528 SH       SHARED                   57528
D DIREXION SHS ETF TR            DLY FIN BULL NEW 25459Y69         1      175 SH CALL  SHARED      02             175
D DIREXION SHS ETF TR            S^P LATAM 40VO   25459Y71      3497    92892 SH       SHARED      02           92892
D DIREXION SHS ETF TR            S^P500 VOL RES   25459Y72       854    19694 SH       SHARED      02           19694
D DIREXION SHS ETF TR            S^P1500 VOL RS   25459Y74      3489    80990 SH       SHARED      02           80990
D DIREXION SHS ETF TR            ALL CP INSIDER   25459Y76      2604    59120 SH       SHARED      02           59120
D DIREXION SHS ETF TR            LRG CP INSIDER   25459Y77      4028    93990 SH       SHARED      02           93990
D DIREXION SHS ETF TR            HEALTHCARE BUL   25459Y87      1052    19593 SH       SHARED      02           19593
D DISCOVERY LABORATORIES INC N   COM NEW          25466840         6     1838 SH       SHARED                    1838
D DISCOVERY LABORATORIES INC N   COM NEW          25466840         0      145 SH       SHARED      02              12            133
D DISCOVERY LABORATORIES INC N   COM NEW          25466840       196    60000 SH       SHARED      26           60000
D DISNEY WALT CO                 COM DISNEY       25468710      9133   174711 SH       SHARED                  164579          10132
D DISNEY WALT CO                 COM DISNEY       25468710    371952  7114614 SH       SHARED                 6266466         848148
D DISNEY WALT CO                 COM DISNEY       25468710         0       10 SH CALL  SHARED                      10
D DISNEY WALT CO                 COM DISNEY       25468710     30303   579638 SH       SHARED      01          500948          78690
D DISNEY WALT CO                 COM DISNEY       25468710       726    13900 SH       SHR/OTHR    01                          13900
D DISNEY WALT CO                 COM DISNEY       25468710     16786   321082 SH       SHARED      02          235127          85955
D DISNEY WALT CO                 COM DISNEY       25468710         1     2561 SH CALL  SHARED      02            2561
D DISNEY WALT CO                 COM DISNEY       25468710         0      703 SH PUT   SHARED      02             703
D DISNEY WALT CO                 COM DISNEY       25468710    220301  4213880 SH       SHARED      04         4201410          12470
D DISNEY WALT CO                 COM DISNEY       25468710      1207    23090 SH       SHARED      05           23090
D DISNEY WALT CO                 COM DISNEY       25468710     11974   229042 SH       SHARED      06          121971         107071
D DISNEY WALT CO                 COM DISNEY       25468710     32946   630185 SH       SHARED      10          630185
D DISNEY WALT CO                 COM DISNEY       25468710       125     2400 SH       SHARED      20            1200           1200
D DISNEY WALT CO                 COM DISNEY       25468710       250     4800 SH       SHR/OTHR    20                           4800
D DISNEY WALT CO                 COM DISNEY       25468710       325     6230 SH       SHARED      21            6230
D DISNEY WALT CO                 COM DISNEY       25468710      1936    37047 SH       SHARED      23           31847           5200
D DISNEY WALT CO                 COM DISNEY       25468710      1408    26946 SH       SHR/OTHR    23                          26946
D DISNEY WALT CO                 COM DISNEY       25468710      7744   148132 SH       SHARED      27          148132
D DISNEY WALT CO                 COM DISNEY       25468710       878    16800 SH       SHARED      29           16800
D DISNEY WALT CO                 COM DISNEY       25468710     14344   274385 SH       SHARED      31          274385
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       175     2948 SH       SHARED                    2948
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10     10005   167871 SH       SHARED                  167871
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      2254    37822 SH       SHARED      01           37822
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       398     6686 SH       SHARED      02             160           6526
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      1230    20650 SH       SHARED      04           20650
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10         5       98 SH       SHARED      05              98
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       947    15905 SH       SHARED      06            8325           7580
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      3690    61916 SH       SHARED      10           61916
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        29      500 SH       SHARED      23                            500
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      7996   134170 SH       SHARED      31          134170
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30      1232    21990 SH       SHARED                   21990
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30      1731    30897 SH       SHARED      01           30897
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30      1120    20000 SH       SHARED      04           20000
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        64     1150 SH       SHARED      06                           1150
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        28      500 SH       SHARED      23                            500
D DISH NETWORK CORP              CL A             25470M10      4778   156120 SH       SHARED                  154244           1876
D DISH NETWORK CORP              CL A             25470M10         0     1911 SH CALL  SHARED                    1911
D DISH NETWORK CORP              CL A             25470M10         0      571 SH PUT   SHARED                     571
D DISH NETWORK CORP              CL A             25470M10      1613    52700 SH       SHARED      01           52700
D DISH NETWORK CORP              CL A             25470M10       542    17707 SH       SHARED      02           15107           2600
D DISH NETWORK CORP              CL A             25470M10         1      548 SH PUT   SHARED      02             548
D DISH NETWORK CORP              CL A             25470M10      3214   105000 SH       SHARED      04          105000
D DISH NETWORK CORP              CL A             25470M10         3      100 SH       SHARED      05             100
D DISH NETWORK CORP              CL A             25470M10        30     1000 SH       SHARED      06            1000
D DISH NETWORK CORP              CL A             25470M10       122     4000 SH       SHARED      10            4000
D DISH NETWORK CORP              CL A             25470M10        91     3000 SH       SHARED      23                           3000
D DISH NETWORK CORP              CL A             25470M10      2611    85326 SH       SHARED      27           85326
D DISCOVER FINL SVCS             COM              25470910       136     3424 SH       SHARED                    2644            780
D DISCOVER FINL SVCS             COM              25470910     66304  1668885 SH       SHARED                 1661060           7825
D DISCOVER FINL SVCS             COM              25470910     22234   559638 SH       SHARED      01          483314          76324
D DISCOVER FINL SVCS             COM              25470910      3425    86208 SH       SHR/OTHR    01                          86208
D DISCOVER FINL SVCS             COM              25470910       535    13485 SH       SHARED      02             904          12581
D DISCOVER FINL SVCS             COM              25470910         1      450 SH CALL  SHARED      02             450
D DISCOVER FINL SVCS             COM              25470910       496    12500 SH       SHARED      04           12500
D DISCOVER FINL SVCS             COM              25470910       122     3075 SH       SHARED      05            3075
D DISCOVER FINL SVCS             COM              25470910      3278    82530 SH       SHARED      06           64295          18235
D DISCOVER FINL SVCS             COM              25470910     10533   265135 SH       SHARED      10          261514           3621
D DISCOVER FINL SVCS             COM              25470910       715    18000 SH       SHARED      15           18000
D DISCOVER FINL SVCS             COM              25470910      1917    48273 SH       SHARED      20           39333   300     8640
D DISCOVER FINL SVCS             COM              25470910       129     3260 SH       SHR/OTHR    20                           3260
D DISCOVER FINL SVCS             COM              25470910       275     6940 SH       SHARED      21            6690            250
D DISCOVER FINL SVCS             COM              25470910       178     4490 SH       SHR/OTHR    21                           4490
D DISCOVER FINL SVCS             COM              25470910      5733   144313 SH       SHARED      23          129618          14695
D DISCOVER FINL SVCS             COM              25470910      3749    94364 SH       SHR/OTHR    23                          94364
D DISCOVER FINL SVCS             COM              25470910      2348    59100 SH       SHARED      26           59100
D DISCOVER FINL SVCS             COM              25470910      3192    80350 SH       SHARED      27           80350
D DISCOVER FINL SVCS             COM              25470910       381     9600 SH       SHARED      29            9600
D DISCOVER FINL SVCS             COM              25470910      3913    98500 SH       SHARED      30           98500
D DIRECTV                        COM              25490A30        52     1000 SH       SHARED                    1000
D DIRECTV                        COM              25490A30     46468   886121 SH       SHARED                  885523            598
D DIRECTV                        COM              25490A30      8567   163373 SH       SHARED      01          163373
D DIRECTV                        COM              25490A30        61     1165 SH       SHR/OTHR    01                           1165
D DIRECTV                        COM              25490A30       224     4277 SH       SHARED      02             639           3638
D DIRECTV                        COM              25490A30         0     1480 SH PUT   SHARED      02            1480
D DIRECTV                        COM              25490A30       412     7867 SH       SHARED      04            7867
D DIRECTV                        COM              25490A30      2202    42000 SH       SHARED      04           42000
D DIRECTV                        COM              25490A30       242     4620 SH       SHARED      05            4620
D DIRECTV                        COM              25490A30      4493    85684 SH       SHARED      06           61639          24045
D DIRECTV                        COM              25490A30      8724   166377 SH       SHARED      10          166377
D DIRECTV                        COM              25490A30       314     6000 SH       SHARED      15            6000
D DIRECTV                        COM              25490A30        18      350 SH       SHARED      20                            350
D DIRECTV                        COM              25490A30        49      950 SH       SHR/OTHR    20                            950
D DIRECTV                        COM              25490A30       272     5196 SH       SHARED      23            3596           1600
D DIRECTV                        COM              25490A30        33      645 SH       SHR/OTHR    23                            645
D DIRECTV                        COM              25490A30       194     3700 SH       SHARED      26            3700
D DR REDDYS LABS LTD             ADR              25613520      3873   125523 SH       SHARED                  123023           2500
D DR REDDYS LABS LTD             ADR              25613520      2416    78300 SH       SHARED      04           78300
D DR REDDYS LABS LTD             ADR              25613520       688    22300 SH       SHARED      26           22300
D DR REDDYS LABS LTD             ADR              25613520       219     7121 SH       SHARED      32            7121
D DOLAN CO                       COM              25659P40       118    22009 SH       SHARED                   22009
D DOLAN CO                       COM              25659P40         1      200 SH       SHARED      01             200
D DOLAN CO                       COM              25659P40         0       77 SH       SHARED      02              77
D DOLBY LABORATORIES INC         COM              25659T10      3291   100495 SH       SHARED                   90637           9858
D DOLBY LABORATORIES INC         COM              25659T10       433    13225 SH       SHARED      01           13225
D DOLBY LABORATORIES INC         COM              25659T10        24      748 SH       SHARED      02             703             45
D DOLBY LABORATORIES INC         COM              25659T10       689    21047 SH       SHARED      04           21047
D DOLBY LABORATORIES INC         COM              25659T10         1       50 SH       SHARED      05              50
D DOLBY LABORATORIES INC         COM              25659T10        36     1100 SH       SHARED      06            1100
D DOLBY LABORATORIES INC         COM              25659T10        22      700 SH       SHARED      10             700
D DOLE FOOD CO INC NEW           COM              25660310         7      539 SH       SHARED                     539
D DOLE FOOD CO INC NEW           COM              25660310      1738   123899 SH       SHARED                  123899
D DOLE FOOD CO INC NEW           COM              25660310         0       14 SH       SHARED      02              14
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB      2230  2185000 PRN      SHARED                 2185000
D DOLLAR FINL CORP               NOTE  3.000% 4/0 256664AC      3324  3000000 PRN      SHARED      02         3000000
D DOLLAR GEN CORP NEW            COM              25667710     33858   656942 SH       SHARED                  656703            239
D DOLLAR GEN CORP NEW            COM              25667710      3838    74480 SH       SHARED      01           74480
D DOLLAR GEN CORP NEW            COM              25667710     17323   336108 SH       SHARED      02          334808           1300
D DOLLAR GEN CORP NEW            COM              25667710         1     1700 SH CALL  SHARED      02            1700
D DOLLAR GEN CORP NEW            COM              25667710         1      978 SH PUT   SHARED      02             978
D DOLLAR GEN CORP NEW            COM              25667710      1340    26000 SH       SHARED      04           26000
D DOLLAR GEN CORP NEW            COM              25667710       206     4000 SH       SHARED      04                           4000
D DOLLAR GEN CORP NEW            COM              25667710        56     1100 SH       SHARED      05            1100
D DOLLAR GEN CORP NEW            COM              25667710       507     9840 SH       SHARED      06            9100            740
D DOLLAR GEN CORP NEW            COM              25667710       237     4600 SH       SHARED      10            4600
D DOLLAR GEN CORP NEW            COM              25667710        51     1000 SH       SHR/OTHR    23                           1000
D DOLLAR GEN CORP NEW            COM              25667710       119     2326 SH       SHARED      27            2326
D DOLLAR GEN CORP NEW            COM              25667710       257     5000 SH       SHARED      29            5000
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       511     5882 SH       SHARED                    5882
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310     73619   846886 SH       SHARED                  846612            274
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       973    11200 SH       SHARED      01           11200
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       869    10001 SH       SHARED      02           10001
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310         0      900 SH CALL  SHARED      02             900
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310         0     2110 SH PUT   SHARED      02            2110
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       191     2200 SH       SHARED      10            2200
D DOLLAR TREE INC                COM              25674610       107     2221 SH       SHARED                    2221
D DOLLAR TREE INC                COM              25674610     24812   513832 SH       SHARED                  512411           1421
D DOLLAR TREE INC                COM              25674610      8111   167980 SH       SHARED      01          167980
D DOLLAR TREE INC                COM              25674610       120     2500 SH       SHR/OTHR    01                           2500
D DOLLAR TREE INC                COM              25674610        11      235 SH       SHARED      02             115            120
D DOLLAR TREE INC                COM              25674610        65     1350 SH       SHARED      05            1350
D DOLLAR TREE INC                COM              25674610       761    15760 SH       SHARED      06            9440           6320
D DOLLAR TREE INC                COM              25674610      2765    57273 SH       SHARED      10           57273
D DOLLAR TREE INC                COM              25674610         8      170 SH       SHARED      21                            170
D DOLLAR TREE INC                COM              25674610       506    10484 SH       SHARED      27           10484
D DOLLAR TREE INC                COM              25674610       760    15745 SH       SHARED      29           15745
D DOLLAR TREE INC                COM              25674610       115     2400 SH       SHARED      30            2400
D DOMINION RES BLACK WARRIOR T   UNITS BEN INT    25746Q10       122    26948 SH       SHARED                   26948
D DOMINION RES INC VA NEW        COM              25746U10       124     2343 SH       SHARED                    2343
D DOMINION RES INC VA NEW        COM              25746U10     38605   729231 SH       SHARED                  728569            662
D DOMINION RES INC VA NEW        COM              25746U10      8779   165839 SH       SHARED      01          157949           7890
D DOMINION RES INC VA NEW        COM              25746U10      1243    23487 SH       SHARED      02             107          23380
D DOMINION RES INC VA NEW        COM              25746U10       958    18100 SH       SHARED      04           18100
D DOMINION RES INC VA NEW        COM              25746U10       584    11032 SH       SHARED      05           11032
D DOMINION RES INC VA NEW        COM              25746U10      3165    59799 SH       SHARED      06           39310          20489
D DOMINION RES INC VA NEW        COM              25746U10      9144   172730 SH       SHARED      10          172730
D DOMINION RES INC VA NEW        COM              25746U10        31      600 SH       SHR/OTHR    20                            600
D DOMINION RES INC VA NEW        COM              25746U10        27      525 SH       SHARED      21             525
D DOMINION RES INC VA NEW        COM              25746U10       116     2200 SH       SHR/OTHR    21                           2200
D DOMINION RES INC VA NEW        COM              25746U10       945    17854 SH       SHARED      23           16454           1400
D DOMINION RES INC VA NEW        COM              25746U10      1398    26417 SH       SHR/OTHR    23                          26417
D DOMINION RES INC VA NEW        COM              25746U10      1056    19962 SH       SHARED      27           19962
D DOMINION RES INC VA NEW        COM              25746U10       989    18700 SH       SHARED      29           18700
D DOMINION RES INC VA NEW        COM              25746U10       111     2100 SH       SHARED      30            2100
D DOMINOS PIZZA INC              COM              25754A20      1639    43480 SH       SHARED                   43480
D DOMINOS PIZZA INC              COM              25754A20         0       17 SH       SHARED      02              17
D DOMINOS PIZZA INC              COM              25754A20       403    10700 SH       SHARED      10           10700
D DOMTAR CORP                    COM NEW          25755920     19865   253742 SH       SHARED                  253742
D DOMTAR CORP                    COM NEW          25755920         0        2 SH       SHARED      02               2
D DOMTAR CORP                    COM NEW          25755920      3693    47171 SH       SHARED      04           47171
D DOMTAR CORP                    COM NEW          25755920       289     3700 SH       SHARED      06            3700
D DOMTAR CORP                    COM NEW          25755920       164     2100 SH       SHARED      10            2100
D DONALDSON INC                  COM              25765110      6401   184439 SH       SHARED                  182339           2100
D DONALDSON INC                  COM              25765110       118     3402 SH       SHARED      02             902           2500
D DONALDSON INC                  COM              25765110       128     3700 SH       SHARED      10            3700
D DONEGAL GROUP INC              CL A             25770120        19     1373 SH       SHARED                    1373
D DONEGAL GROUP INC              CL A             25770120         0        1 SH       SHARED      02               1
D DONNELLEY R R & SONS CO        COM              25786710        65     6175 SH       SHARED                    6175
D DONNELLEY R R & SONS CO        COM              25786710      2797   263910 SH       SHARED                  247023          16887
D DONNELLEY R R & SONS CO        COM              25786710        10     1000 SH       SHARED      01                           1000
D DONNELLEY R R & SONS CO        COM              25786710        10     1014 SH       SHARED      02             614            400
D DONNELLEY R R & SONS CO        COM              25786710        10     4872 SH PUT   SHARED      02            4872
D DONNELLEY R R & SONS CO        COM              25786710        38     3600 SH       SHARED      06                           3600
D DONNELLEY R R & SONS CO        COM              25786710      4508   425344 SH       SHARED      10          425344
D DONNELLEY R R & SONS CO        COM              25786710        14     1366 SH       SHR/OTHR    23                           1366
D DORAL FINL CORP                COM NEW          25811P88       223   237784 SH       SHARED                  237784
D DORAL FINL CORP                COM NEW          25811P88         9    10225 SH       SHARED      01           10225
D DORAL FINL CORP                COM NEW          25811P88         0       20 SH       SHARED      02              20
D DORAL FINL CORP                COM NEW          25811P88        23    24500 SH       SHARED      10           24500
D DORCHESTER MINERALS LP         COM UNIT         25820R10       967    43900 SH       SHARED                   43900
D DORCHESTER MINERALS LP         COM UNIT         25820R10        49     2250 SH       SHARED      02                           2250
D DORMAN PRODUCTS INC            COM              25827810       143     4559 SH       SHARED                    4530             29
D DORMAN PRODUCTS INC            COM              25827810         0        7 SH       SHARED      02               7
D DOT HILL SYS CORP              COM              25848T10         0      592 SH       SHARED                     592
D DOT HILL SYS CORP              COM              25848T10         2     1900 SH       SHARED      02            1900
D DOUBLELINE OPPORTUNISTIC CR    COM              25862310       558    20650 SH       SHARED      02                          20650
D DOUGLAS EMMETT INC             COM              25960P10     23908  1036350 SH       SHARED                 1036350
D DOUGLAS EMMETT INC             COM              25960P10        53     2300 SH       SHARED      01            2300
D DOUGLAS EMMETT INC             COM              25960P10        30     1312 SH       SHARED      02            1312
D DOUGLAS EMMETT INC             COM              25960P10      7915   343100 SH       SHARED      10          343100
D DOUGLAS EMMETT INC             COM              25960P10    177885  7710685 SH       SHARED      11         4435900        3274785
D DOUGLAS EMMETT INC             COM              25960P10       356    15471 SH       SHARED      26           15471
D DOUGLAS DYNAMICS INC           COM              25960R10        51     3470 SH       SHARED                    3470
D DOUGLAS DYNAMICS INC           COM              25960R10         0        3 SH       SHARED      02               3
D DOUGLAS DYNAMICS INC           COM              25960R10       405    27400 SH       SHARED      10           27400
D DOVER CORP                     COM              26000310       113     1903 SH       SHARED                    1903
D DOVER CORP                     COM              26000310     15331   257715 SH       SHARED                  254143           3572
D DOVER CORP                     COM              26000310      7293   122598 SH       SHARED      01          103538          19060
D DOVER CORP                     COM              26000310       791    13308 SH       SHR/OTHR    01                          13308
D DOVER CORP                     COM              26000310       335     5635 SH       SHARED      02             122           5513
D DOVER CORP                     COM              26000310      2391    40200 SH       SHARED      04           40200
D DOVER CORP                     COM              26000310        77     1310 SH       SHARED      05            1310
D DOVER CORP                     COM              26000310      1261    21210 SH       SHARED      06           13860           7350
D DOVER CORP                     COM              26000310      5525    92886 SH       SHARED      10           92886
D DOVER CORP                     COM              26000310       265     4460 SH       SHARED      20            3845            615
D DOVER CORP                     COM              26000310       101     1700 SH       SHR/OTHR    20                           1700
D DOVER CORP                     COM              26000310        39      670 SH       SHARED      21             670
D DOVER CORP                     COM              26000310      1178    19805 SH       SHARED      23           15845           3960
D DOVER CORP                     COM              26000310       436     7330 SH       SHR/OTHR    23                           7330
D DOVER CORP                     COM              26000310       390     6557 SH       SHARED      26            6557
D DOVER DOWNS GAMING & ENTMT I   COM              26009510         3     1300 SH       SHARED      02            1300
D DOW CHEM CO                    COM              26054310        41     1433 SH       SHARED                    1303            130
D DOW CHEM CO                    COM              26054310    134774  4654618 SH       SHARED                 4651942           2676
D DOW CHEM CO                    COM              26054310      9633   332716 SH       SHARED      01          329360           3356
D DOW CHEM CO                    COM              26054310       271     9386 SH       SHR/OTHR    01                           9386
D DOW CHEM CO                    COM              26054310      3053   105446 SH       SHARED      02           22166          83280
D DOW CHEM CO                    COM              26054310         1     1960 SH CALL  SHARED      02            1960
D DOW CHEM CO                    COM              26054310         1     1050 SH PUT   SHARED      02            1050
D DOW CHEM CO                    COM              26054310     11204   386955 SH       SHARED      04          386955
D DOW CHEM CO                    COM              26054310       302    10433 SH       SHARED      05           10433
D DOW CHEM CO                    COM              26054310       507    17520 SH       SHARED      05           17520
D DOW CHEM CO                    COM              26054310      3798   131180 SH       SHARED      06           88690          42490
D DOW CHEM CO                    COM              26054310     11117   383955 SH       SHARED      10          383955
D DOW CHEM CO                    COM              26054310        34     1200 SH       SHARED      20            1200
D DOW CHEM CO                    COM              26054310       269     9300 SH       SHR/OTHR    20                           9300
D DOW CHEM CO                    COM              26054310      1017    35140 SH       SHARED      23           33124           2016
D DOW CHEM CO                    COM              26054310       554    19145 SH       SHR/OTHR    23                          19145
D DOW CHEM CO                    COM              26054310       159     5500 SH       SHARED      26            5500
D DOW CHEM CO                    COM              26054310      1020    35250 SH       SHARED      29           35250
D DOW CHEM CO                    COM              26054310      6942   239759 SH       SHARED      31          239759
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       135     3041 SH       SHARED                    3041
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10     14121   317115 SH       SHARED                  316579            536
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      2460    55255 SH       SHARED      01           53780           1475
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       144     3246 SH       SHARED      02             709           2537
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        35      800 SH       SHARED      04             800
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        28      634 SH       SHARED      05             634
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       934    20980 SH       SHARED      06           14590           6390
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      2355    52904 SH       SHARED      10           52904
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        10      240 SH       SHARED      21             240
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10         3       80 SH       SHR/OTHR    21                             80
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        66     1500 SH       SHARED      23                           1500
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       255     5730 SH       SHARED      27            5730
D DRAGONWAVE INC                 COM              26144M10         5     2400 SH       SHARED      02             400           2000
D DRDGOLD LIMITED                SPON ADR REPSTG  26152H30         3      600 SH       SHARED                     600
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10      1440    74901 SH       SHARED                   74901
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10        48     2547 SH       SHARED      02            2301            246
D DRESSER-RAND GROUP INC         COM              26160810      6023   109305 SH       SHARED                  109305
D DRESSER-RAND GROUP INC         COM              26160810       946    17167 SH       SHARED      02           17130             37
D DRESSER-RAND GROUP INC         COM              26160810       104     1900 SH       SHARED      10            1900
D DREW INDS INC                  COM NEW          26168L20       634    20991 SH       SHARED                   20905             86
D DREW INDS INC                  COM NEW          26168L20         2       73 SH       SHARED      02              40             33
D DREW INDS INC                  COM NEW          26168L20       160     5300 SH       SHARED      10            5300
D DREYFUS STRATEGIC MUNS INC     COM              26193210        67     6762 SH       SHARED      23            6762
D DRIL-QUIP INC                  COM              26203710      3290    45775 SH       SHARED                   45412            363
D DRIL-QUIP INC                  COM              26203710       327     4550 SH       SHARED      01            4550
D DRIL-QUIP INC                  COM              26203710         3       42 SH       SHARED      02               9             33
D DRIL-QUIP INC                  COM              26203710       319     4450 SH       SHARED      04            4450
D DRYSHIPS INC.                  NOTE  5.000%12/0 262498AB     11233 13600000 PRN      SHARED                13600000
D DU PONT E I DE NEMOURS & CO    COM              26353410       119     2375 SH       SHARED                    2375
D DU PONT E I DE NEMOURS & CO    COM              26353410     69760  1387718 SH       SHARED                 1368293          19425
D DU PONT E I DE NEMOURS & CO    COM              26353410     15547   309280 SH       SHARED      01          285474          23806
D DU PONT E I DE NEMOURS & CO    COM              26353410      1430    28449 SH       SHR/OTHR    01                          28449
D DU PONT E I DE NEMOURS & CO    COM              26353410     18405   366132 SH       SHARED      02          171828         194304
D DU PONT E I DE NEMOURS & CO    COM              26353410         2     1025 SH CALL  SHARED      02            1025
D DU PONT E I DE NEMOURS & CO    COM              26353410         0      359 SH PUT   SHARED      02             359
D DU PONT E I DE NEMOURS & CO    COM              26353410       573    11402 SH       SHARED      04                          11402
D DU PONT E I DE NEMOURS & CO    COM              26353410       231     4600 SH       SHARED      04            4600
D DU PONT E I DE NEMOURS & CO    COM              26353410       610    12140 SH       SHARED      05           12140
D DU PONT E I DE NEMOURS & CO    COM              26353410      4967    98820 SH       SHARED      06           65930          32890
D DU PONT E I DE NEMOURS & CO    COM              26353410     21660   430885 SH       SHARED      10          430885
D DU PONT E I DE NEMOURS & CO    COM              26353410       327     6520 SH       SHARED      20            6390            130
D DU PONT E I DE NEMOURS & CO    COM              26353410        70     1400 SH       SHR/OTHR    20                           1400
D DU PONT E I DE NEMOURS & CO    COM              26353410       558    11114 SH       SHARED      21           11060             54
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      5627   111952 SH       SHARED      23          108702           3250
D DU PONT E I DE NEMOURS & CO    COM              26353410      3727    74150 SH       SHR/OTHR    23                          74150
D DU PONT E I DE NEMOURS & CO    COM              26353410       417     8314 SH       SHARED      26            8314
D DU PONT E I DE NEMOURS & CO    COM              26353410       133     2650 SH       SHARED      27            2650
D DU PONT E I DE NEMOURS & CO    COM              26353410       941    18730 SH       SHARED      29           18730
D DUCOMMUN INC DEL               COM              26414710       497    36591 SH       SHARED                   33591           3000
D DUCOMMUN INC DEL               COM              26414710        54     4000 SH       SHARED      02                           4000
D DUFF & PHELPS UTIL CORP BD T   COM              26432K10        19     1500 SH       SHARED      02                           1500
D DUFF & PHELPS CORP NEW         CL A             26433B10       121     8926 SH       SHARED                    8536            390
D DUFF & PHELPS CORP NEW         CL A             26433B10         0       25 SH       SHARED      01              25
D DUFF & PHELPS CORP NEW         CL A             26433B10         0        6 SH       SHARED      02               6
D DUFF & PHELPS GLB UTL INC FD   COM              26433C10        55     3000 SH       SHARED      01            3000
D DUKE ENERGY CORP NEW           COM NEW          26441C20        99     1534 SH       SHARED                    1534
D DUKE ENERGY CORP NEW           COM NEW          26441C20     73179  1129493 SH       SHARED                 1129123            370
D DUKE ENERGY CORP NEW           COM NEW          26441C20     12489   192775 SH       SHARED      01          188331           4444
D DUKE ENERGY CORP NEW           COM NEW          26441C20        33      522 SH       SHR/OTHR    01                            522
D DUKE ENERGY CORP NEW           COM NEW          26441C20      8222   126903 SH       SHARED      02           88906          37997
D DUKE ENERGY CORP NEW           COM NEW          26441C20         1      850 SH CALL  SHARED      02             850
D DUKE ENERGY CORP NEW           COM NEW          26441C20         0       20 SH PUT   SHARED      02              20
D DUKE ENERGY CORP NEW           COM NEW          26441C20       880    13593 SH       SHARED      04           13593
D DUKE ENERGY CORP NEW           COM NEW          26441C20      1083    16725 SH       SHARED      05           16725
D DUKE ENERGY CORP NEW           COM NEW          26441C20      4743    73211 SH       SHARED      06           49450          23761
D DUKE ENERGY CORP NEW           COM NEW          26441C20     19233   296857 SH       SHARED      10          296857
D DUKE ENERGY CORP NEW           COM NEW          26441C20       120     1856 SH       SHARED      20            1740            116
D DUKE ENERGY CORP NEW           COM NEW          26441C20       102     1575 SH       SHARED      21            1575
D DUKE ENERGY CORP NEW           COM NEW          26441C20       127     1975 SH       SHARED      23            1975
D DUKE ENERGY CORP NEW           COM NEW          26441C20       306     4726 SH       SHR/OTHR    23                           4726
D DUKE ENERGY CORP NEW           COM NEW          26441C20      1039    16047 SH       SHARED      27           16047
D DUKE ENERGY CORP NEW           COM NEW          26441C20       537     8299 SH       SHARED      30            8299
D DUKE ENERGY CORP NEW           COM NEW          26441C20      9999   154343 SH       SHARED      31          154343
D DUKE REALTY CORP               COM NEW          26441150     23479  1597236 SH       SHARED                 1597236
D DUKE REALTY CORP               COM NEW          26441150       969    65925 SH       SHARED      01           65925
D DUKE REALTY CORP               COM NEW          26441150       249    16975 SH       SHARED      02             882          16093
D DUKE REALTY CORP               COM NEW          26441150         2      200 SH       SHARED      05             200
D DUKE REALTY CORP               COM NEW          26441150     26508  1803333 SH       SHARED      10         1803333
D DUKE REALTY CORP               COM NEW          26441150    134219  9130586 SH       SHARED      11         5302850        3827736
D DUKE REALTY CORP               COM NEW          26441150       327    22299 SH       SHARED      26           22299
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        12      162 SH       SHARED                     162
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      4548    57129 SH       SHARED                   56797            332
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      2506    31479 SH       SHARED      01           25199           6280
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        45      577 SH       SHARED      02             577
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       300     3780 SH       SHARED      06            2280           1500
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       851    10690 SH       SHARED      10           10690
D DUN & BRADSTREET CORP DEL NE   COM              26483E10        10      130 SH       SHR/OTHR    20                            130
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1174    14750 SH       SHARED      23           14750
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1608    20200 SH       SHR/OTHR    23                          20200
D DUNKIN BRANDS GROUP INC        COM              26550410      4159   142486 SH       SHARED                  142486
D DUNKIN BRANDS GROUP INC        COM              26550410        48     1654 SH       SHARED      02               3           1651
D DUNKIN BRANDS GROUP INC        COM              26550410        55     1900 SH       SHARED      10            1900
D DUNKIN BRANDS GROUP INC        COM              26550410        18      621 SH       SHARED      21             621
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      6983   276557 SH       SHARED                  276557
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10        17      700 SH       SHARED      01             700
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      5918   234400 SH       SHARED      10          234400
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10    120859  4786495 SH       SHARED      11         3013238        1773257
D DURATA THERAPEUTICS INC        COM              26658A10        10     1097 SH       SHARED                    1097
D DURATA THERAPEUTICS INC        COM              26658A10         0        2 SH       SHARED      02               2
D DURECT CORP                    COM              26660510         7     5050 SH       SHARED      01            5050
D DURECT CORP                    COM              26660510       907   630219 SH       SHARED      26          630219
D DURECT CORP                    COM              26660510       201   139588 SH       SHARED      32          139588
D DUSA PHARMACEUTICALS INC       COM              26689810         6      949 SH       SHARED                     949
D DUSA PHARMACEUTICALS INC       COM              26689810         0        6 SH       SHARED      02               6
D DYAX CORP                      COM              26746E10        43    16856 SH       SHARED                   16856
D DYAX CORP                      COM              26746E10         0       28 SH       SHARED      02              28
D DYAX CORP                      COM              26746E10       992   381691 SH       SHARED      26          381691
D DYAX CORP                      COM              26746E10       283   108884 SH       SHARED      32          108884
D DYCOM INDS INC                 COM              26747510       622    43290 SH       SHARED                   43290
D DYCOM INDS INC                 COM              26747510         0       66 SH       SHARED      02              66
D DYNAMIC MATLS CORP             COM              26788810       136     9118 SH       SHARED                    9045             73
D DYNAMIC MATLS CORP             COM              26788810         0        2 SH       SHARED      02               2
D DYNASIL CORP AMER              COM              26810210         0      310 SH       SHARED      02             310
D DYNAVAX TECHNOLOGIES CORP      COM              26815810       129    27215 SH       SHARED                   27215
D DYNAVAX TECHNOLOGIES CORP      COM              26815810         0       46 SH       SHARED      02              46
D DYNAVAX TECHNOLOGIES CORP      COM              26815810      2072   435321 SH       SHARED      04          435321
D DYNAVAX TECHNOLOGIES CORP      COM              26815810        58    12200 SH       SHARED      10           12200
D DYNEX CAP INC                  COM NEW          26817Q50      2901   269918 SH       SHARED                  269918
D DYNEX CAP INC                  COM NEW          26817Q50        48     4500 SH       SHARED      01            4500
D DYNEX CAP INC                  COM NEW          26817Q50      1518   141261 SH       SHARED      02               9         141252
D DYNEX CAP INC                  COM NEW          26817Q50        79     7400 SH       SHARED      10            7400
D DYNEX CAP INC                  COM NEW          26817Q50       189    17600 SH       SHARED      26           17600
D ECA MARCELLUS TR I             COM UNIT         26827L10        11      600 SH       SHARED                     600
D ECA MARCELLUS TR I             COM UNIT         26827L10       215    11100 SH       SHARED      02                          11100
D E-COMMERCE CHINA DANGDANG IN   SPN ADS COM A    26833A10       300    63602 SH       SHARED                   63602
D E-COMMERCE CHINA DANGDANG IN   SPN ADS COM A    26833A10         2      544 SH       SHARED      02             544
D EGA EMERGING GLOBAL SHS TR     LOW VOL EM DIV   26846165        12      680 SH       SHARED      02                            680
D EGA EMERGING GLOBAL SHS TR     EGS EMKTCONS ETF 26846177       283    11660 SH       SHARED      02                          11660
D EGA EMERGING GLOBAL SHS TR     EGS BRAZ INF ETF 26846182        54     2600 SH       SHARED      02                           2600
D EGA EMERGING GLOBAL SHS TR     EGS INDI INF ETF 26846184         7      500 SH       SHARED      02                            500
D EGA EMERGING GLOBAL SHS TR     EGSHARE EM METLS 26846185         5      400 SH       SHARED      02                            400
D EGA EMERGING GLOBAL SHS TR     EGSHARE ENGY GEM 26846186        23     1000 SH       SHARED      02                           1000
D E HOUSE CHINA HLDGS LTD        ADR              26852W10       298    69805 SH       SHARED                   69805
D E HOUSE CHINA HLDGS LTD        ADR              26852W10         2      633 SH       SHARED      02             633
D E M C CORP MASS                NOTE  1.750%12/0 268648AM       267   155526 PRN      SHARED      02          155526
D E M C CORP MASS                NOTE  1.750%12/0 268648AM      1200   699727 PRN      SHARED      04          590880         108847
D E M C CORP MASS                NOTE  1.750%12/0 268648AM       624   363859 PRN      SHARED      06          227023         136836
D E M C CORP MASS                COM              26864810     14790  8619599 SH       SHARED                 8522505          97094
D E M C CORP MASS                COM              26864810         1      500 SH CALL  SHARED                     500
D E M C CORP MASS                COM              26864810         4     5000 SH PUT   SHARED                    5000
D E M C CORP MASS                COM              26864810     34710  1272847 SH       SHARED      01         1044092   300   228455
D E M C CORP MASS                COM              26864810      4849   177834 SH       SHR/OTHR    01                         177834
D E M C CORP MASS                COM              26864810      2825   103611 SH       SHARED      02             469         103142
D E M C CORP MASS                COM              26864810        39    17673 SH CALL  SHARED      02           17673
D E M C CORP MASS                COM              26864810         1     1550 SH PUT   SHARED      02            1550
D E M C CORP MASS                COM              26864810       563    20674 SH       SHARED      04           20674
D E M C CORP MASS                COM              26864810    210840  7731605 SH       SHARED      04         7705605          26000
D E M C CORP MASS                COM              26864810       918    33680 SH       SHARED      05           33680
D E M C CORP MASS                COM              26864810     13352   489630 SH       SHARED      06          277790         211840
D E M C CORP MASS                COM              26864810     18738   687129 SH       SHARED      10          682306           4823
D E M C CORP MASS                COM              26864810      2096    76873 SH       SHARED      20           62898   410    13565
D E M C CORP MASS                COM              26864810       275    10110 SH       SHR/OTHR    20                          10110
D E M C CORP MASS                COM              26864810       834    30615 SH       SHARED      21           30615
D E M C CORP MASS                COM              26864810       134     4920 SH       SHR/OTHR    21                           4920
D E M C CORP MASS                COM              26864810      7438   272790 SH       SHARED      23          247520          25270
D E M C CORP MASS                COM              26864810      7341   269215 SH       SHR/OTHR    23                         269215
D E M C CORP MASS                COM              26864810      2114    77527 SH       SHARED      26           77527
D E M C CORP MASS                COM              26864810      2096    76893 SH       SHARED      27           76893
D E M C CORP MASS                COM              26864810      1424    52245 SH       SHARED      29           52245
D E M C CORP MASS                COM              26864810       218     8000 SH       SHARED      30            8000
D E M C CORP MASS                COM              26864810     11302   414467 SH       SHARED      31          414467
D EMC INS GROUP INC              COM              26866410        34     1632 SH       SHARED                    1598             34
D EMC INS GROUP INC              COM              26866410         0        1 SH       SHARED      02               1
D ENI S P A                      SPONSORED ADR    26874R10      5297   120838 SH       SHARED                  120838
D ENI S P A                      SPONSORED ADR    26874R10         6      138 SH       SHARED      01             138
D ENI S P A                      SPONSORED ADR    26874R10       350     7995 SH       SHARED      02                           7995
D ENI S P A                      SPONSORED ADR    26874R10         7      165 SH       SHARED      23                            165
D ENI S P A                      SPONSORED ADR    26874R10       146     3350 SH       SHR/OTHR    23                           3350
D EOG RES INC                    COM              26875P10        25      225 SH       SHARED                                    225
D EOG RES INC                    COM              26875P10     99679   889594 SH       SHARED                  887363           2231
D EOG RES INC                    COM              26875P10     21629   193031 SH       SHARED      01          155904   200    36927
D EOG RES INC                    COM              26875P10      2753    24575 SH       SHR/OTHR    01                          24575
D EOG RES INC                    COM              26875P10     23750   211959 SH       SHARED      02          204094           7865
D EOG RES INC                    COM              26875P10         9     9345 SH CALL  SHARED      02            9345
D EOG RES INC                    COM              26875P10         3     4948 SH PUT   SHARED      02            4948
D EOG RES INC                    COM              26875P10      3576    31915 SH       SHARED      04           31915
D EOG RES INC                    COM              26875P10       216     1930 SH       SHARED      05            1930
D EOG RES INC                    COM              26875P10      3231    28840 SH       SHARED      06           19220           9620
D EOG RES INC                    COM              26875P10     11208   100033 SH       SHARED      10           99053            980
D EOG RES INC                    COM              26875P10      1561    13936 SH       SHARED      20           10941    90     2905
D EOG RES INC                    COM              26875P10       141     1260 SH       SHR/OTHR    20                           1260
D EOG RES INC                    COM              26875P10       218     1950 SH       SHARED      21            1950
D EOG RES INC                    COM              26875P10       125     1120 SH       SHR/OTHR    21                           1120
D EOG RES INC                    COM              26875P10      3801    33929 SH       SHARED      23           28714           5215
D EOG RES INC                    COM              26875P10      3366    30047 SH       SHR/OTHR    23                          30047
D EOG RES INC                    COM              26875P10      1775    15847 SH       SHARED      26           15847
D EPIQ SYS INC                   COM              26882D10       327    24386 SH       SHARED                   24386
D EPIQ SYS INC                   COM              26882D10         0       59 SH       SHARED      02              59
D EPIQ SYS INC                   COM              26882D10        36     2700 SH       SHARED      10            2700
D EPL OIL & GAS INC              COM              26883D10      1695    83587 SH       SHARED                   83587
D EPL OIL & GAS INC              COM              26883D10         0        4 SH       SHARED      02               4
D ESB FINL CORP                  COM              26884F10         5      374 SH       SHARED                     374
D ESB FINL CORP                  COM              26884F10         0        2 SH       SHARED      02               2
D EQT CORP                       COM              26884L10        43      730 SH       SHARED                     730
D EQT CORP                       COM              26884L10     10494   177878 SH       SHARED                  177878
D EQT CORP                       COM              26884L10      2520    42725 SH       SHARED      01           35725           7000
D EQT CORP                       COM              26884L10        15      255 SH       SHARED      02             103            152
D EQT CORP                       COM              26884L10     17450   295779 SH       SHARED      04          295779
D EQT CORP                       COM              26884L10      9996   169440 SH       SHARED      05          169440
D EQT CORP                       COM              26884L10      1206    20450 SH       SHARED      06            4650          15800
D EQT CORP                       COM              26884L10      2171    36804 SH       SHARED      10           36804
D EQT MIDSTREAM PARTNERS LP      UNIT LTD PARTN   26885B10     11404   396000 SH       SHARED                  396000
D EAGLE BANCORP INC MD           COM              26894810       331    19806 SH       SHARED                   19806
D EAGLE BANCORP INC MD           COM              26894810         0        3 SH       SHARED      02               3
D ETFS PRECIOUS METALS BASKET    PHYS PM BSKT     26922W10       382     3812 SH       SHARED      02                           3812
D ETFS PRECIOUS METALS BASKET    PHYS PM BSKT     26922W10       116     1165 SH       SHARED      21            1165
D ETFS SILVER TR                 SILVER SHS       26922X10        42     1250 SH       SHARED      02                           1250
D ETFS GOLD TR                   SHS              26922Y10     41508   236800 SH       SHARED      06          236800
D ETFS PALLADIUM TR              SH BEN INT       26923A10     37195   591808 SH       SHARED                  591808
D ETFS PALLADIUM TR              SH BEN INT       26923A10       763    12143 SH       SHARED      10           12143
D E TRADE FINANCIAL CORP         COM NEW          26924640        27     3087 SH       SHARED                    3087
D E TRADE FINANCIAL CORP         COM NEW          26924640      7560   859190 SH       SHARED                  857190           2000
D E TRADE FINANCIAL CORP         COM NEW          26924640         1      160 SH       SHARED      01             160
D E TRADE FINANCIAL CORP         COM NEW          26924640      1821   207004 SH       SHARED      02          207004
D E TRADE FINANCIAL CORP         COM NEW          26924640       467    53161 SH       SHARED      10           53161
D EV ENERGY PARTNERS LP          COM UNITS        26926V10     11886   191354 SH       SHARED                  191354
D EV ENERGY PARTNERS LP          COM UNITS        26926V10       136     2200 SH       SHARED      02                           2200
D EXCO RESOURCES INC             COM              26927940      2175   271654 SH       SHARED                  271654
D EXCO RESOURCES INC             COM              26927940        37     4675 SH       SHARED      01            4675
D EXCO RESOURCES INC             COM              26927940        21     2703 SH       SHARED      02             703           2000
D EAGLE MATERIALS INC            COM              26969P10     19650   424774 SH       SHARED                  423553           1221
D EAGLE MATERIALS INC            COM              26969P10        64     1386 SH       SHARED      01            1386
D EAGLE MATERIALS INC            COM              26969P10         5      118 SH       SHARED      02             118
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10      1680   175800 SH       SHARED                  175800
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10        14     1500 SH       SHARED      02                           1500
D EARTHSTONE ENERGY INC          COM NEW          27032D20         3      200 SH       SHARED      02             200
D EARTHLINK INC                  COM              27032110      1312   184034 SH       SHARED                  183534            500
D EARTHLINK INC                  COM              27032110        79    11200 SH       SHARED      01                          11200
D EARTHLINK INC                  COM              27032110         7     1016 SH       SHARED      02              16           1000
D EARTHLINK INC                  COM              27032110       205    28800 SH       SHARED      10           28800
D EAST WEST BANCORP INC          COM              27579R10      2970   140640 SH       SHARED                  138440           2200
D EAST WEST BANCORP INC          COM              27579R10        35     1700 SH       SHARED      01            1700
D EAST WEST BANCORP INC          COM              27579R10        11      527 SH       SHARED      02             527
D EAST WEST BANCORP INC          COM              27579R10     20192   956065 SH       SHARED      10          956065
D EASTERN CO                     COM              27631710         4      224 SH       SHARED                     224
D EASTERN CO                     COM              27631710         0        1 SH       SHARED      02               1
D EASTERN INS HLDGS INC          COM              27653410       540    32227 SH       SHARED                   32227
D EASTERN INS HLDGS INC          COM              27653410         1      101 SH       SHARED      02             101
D EASTGROUP PPTY INC             COM              27727610      2473    46499 SH       SHARED                   46499
D EASTGROUP PPTY INC             COM              27727610        53     1000 SH       SHARED      02                           1000
D EASTGROUP PPTY INC             COM              27727610        74     1400 SH       SHARED      10            1400
D EASTMAN CHEM CO                COM              27743210        45      805 SH       SHARED                     805
D EASTMAN CHEM CO                COM              27743210     12367   216939 SH       SHARED                  216939
D EASTMAN CHEM CO                COM              27743210      2143    37602 SH       SHARED      01           37602
D EASTMAN CHEM CO                COM              27743210        84     1482 SH       SHR/OTHR    01                           1482
D EASTMAN CHEM CO                COM              27743210      4079    71560 SH       SHARED      02           66363           5197
D EASTMAN CHEM CO                COM              27743210         0        1 SH CALL  SHARED      02               1
D EASTMAN CHEM CO                COM              27743210         0        1 SH PUT   SHARED      02               1
D EASTMAN CHEM CO                COM              27743210       732    12852 SH       SHARED      04           12852
D EASTMAN CHEM CO                COM              27743210       199     3500 SH       SHARED      05            3500
D EASTMAN CHEM CO                COM              27743210       889    15600 SH       SHARED      06           11600           4000
D EASTMAN CHEM CO                COM              27743210      5158    90485 SH       SHARED      10           90485
D EASTMAN CHEM CO                COM              27743210       103     1822 SH       SHARED      23            1822
D EASTMAN CHEM CO                COM              27743210         8      150 SH       SHR/OTHR    23                            150
D EATON CORP                     COM              27805810        90     1915 SH       SHARED                    1915
D EATON CORP                     COM              27805810     45583   964315 SH       SHARED                  964315
D EATON CORP                     COM              27805810      4981   105385 SH       SHARED      01           90885          14500
D EATON CORP                     COM              27805810      4090    86542 SH       SHARED      02           78510           8032
D EATON CORP                     COM              27805810         1      803 SH CALL  SHARED      02             803
D EATON CORP                     COM              27805810        98     2080 SH       SHARED      05            2080
D EATON CORP                     COM              27805810      1929    40820 SH       SHARED      06           27660          13160
D EATON CORP                     COM              27805810     11800   249639 SH       SHARED      10          249639
D EATON CORP                     COM              27805810       199     4210 SH       SHARED      21            4210
D EATON CORP                     COM              27805810       378     8000 SH       SHARED      23            8000
D EATON CORP                     COM              27805810      1308    27690 SH       SHARED      29           27690
D EATON CORP                     COM              27805810       278     5900 SH       SHARED      30            5900
D EATON CORP                     COM              27805810      7742   163786 SH       SHARED      31          163786
D EATON VANCE SR INCOME TR       SH BEN INT       27826S10        40     5332 SH       SHARED      01                           5332
D EATON VANCE MUNI INCOME TRUS   SH BEN INT       27826U10        56     4000 SH       SHARED      23            4000
D EATON VANCE CORP               COM NON VTG      27826510      8755   302317 SH       SHARED                  302317
D EATON VANCE CORP               COM NON VTG      27826510       865    29900 SH       SHARED      01           29900
D EATON VANCE CORP               COM NON VTG      27826510       104     3606 SH       SHARED      02            3606
D EATON VANCE CORP               COM NON VTG      27826510         2      100 SH       SHARED      05             100
D EATON VANCE CORP               COM NON VTG      27826510        83     2900 SH       SHARED      10            2900
D EATON VANCE TAX ADVT DIV INC   COM              27828G10        66     3900 SH       SHARED      02                           3900
D EATON VANCE LTD DUR INCOME F   COM              27828H10       147     8699 SH       SHARED      02                           8699
D EATON VANCE TX MGD DIV EQ IN   COM              27828N10       475    50000 SH       SHARED                   50000
D EATON VANCE TX MGD DIV EQ IN   COM              27828N10        71     7500 SH       SHARED      02                           7500
D EATON VANCE SR FLTNG RTE TR    COM              27828Q10       160     9680 SH       SHARED      02                           9680
D EATON VANCE TX ADV GLBL DIV    COM              27828S10        16     1181 SH       SHARED      02                           1181
D EATON VANCE TAX MNGED BUY WR   COM              27828X10        60     4000 SH       SHARED      02                           4000
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10       590    53231 SH       SHARED                   53231
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10       239    21536 SH       SHARED      02                          21536
D EATON VANCE TAX MNGD GBL DV    COM              27829F10        33     3800 SH       SHARED      02                           3800
D EATON VANCE RISK MNGD DIV EQ   COM              27829G10        17     1650 SH       SHARED      02                           1650
D EBAY INC                       COM              27864210        50     1037 SH       SHARED                     517            520
D EBAY INC                       COM              27864210    303534  6275266 SH       SHARED                 6275266
D EBAY INC                       COM              27864210     26617   550293 SH       SHARED      01          515365          34928
D EBAY INC                       COM              27864210      1678    34692 SH       SHR/OTHR    01                          34692
D EBAY INC                       COM              27864210      3400    70301 SH       SHARED      02            1948          68353
D EBAY INC                       COM              27864210         0      275 SH CALL  SHARED      02             275
D EBAY INC                       COM              27864210         0      100 SH PUT   SHARED      02             100
D EBAY INC                       COM              27864210      7613   157400 SH       SHARED      04          157400
D EBAY INC                       COM              27864210       209     4330 SH       SHARED      05            4330
D EBAY INC                       COM              27864210     16607   343351 SH       SHARED      06          250497          92854
D EBAY INC                       COM              27864210     21844   451607 SH       SHARED      10          449179           2428
D EBAY INC                       COM              27864210      1332    27543 SH       SHARED      20           22568   205     4770
D EBAY INC                       COM              27864210       152     3144 SH       SHR/OTHR    20                           3144
D EBAY INC                       COM              27864210       191     3950 SH       SHARED      21            3950
D EBAY INC                       COM              27864210       113     2340 SH       SHR/OTHR    21                           2340
D EBAY INC                       COM              27864210      3367    69621 SH       SHARED      23           61936           7685
D EBAY INC                       COM              27864210      1672    34585 SH       SHR/OTHR    23                          34585
D EBAY INC                       COM              27864210      1480    30600 SH       SHARED      26           30600
D EBAY INC                       COM              27864210      3821    79000 SH       SHARED      29           79000
D EBAY INC                       COM              27864210      1335    27600 SH       SHARED      30           27600
D EBIX INC                       COM NEW          27871520       617    26143 SH       SHARED                   25385            758
D EBIX INC                       COM NEW          27871520        80     3400 SH       SHARED      01                           3400
D EBIX INC                       COM NEW          27871520         1       62 SH       SHARED      02              62
D EBIX INC                       COM NEW          27871520        92     3900 SH       SHARED      10            3900
D ECHELON CORP                   COM              27874N10        59    15614 SH       SHARED                   15614
D ECHELON CORP                   COM              27874N10         0        7 SH       SHARED      02               7
D ECHO GLOBAL LOGISTICS INC      COM              27875T10        38     2274 SH       SHARED                    2274
D ECHO GLOBAL LOGISTICS INC      COM              27875T10        34     2004 SH       SHARED      02               4           2000
D ECHOSTAR CORP                  CL A             27876810      3071   107153 SH       SHARED                  107111             42
D ECHOSTAR CORP                  CL A             27876810        57     2010 SH       SHARED      01            2010
D ECHOSTAR CORP                  CL A             27876810         0        1 SH       SHARED      02               1
D ECHOSTAR CORP                  CL A             27876810        60     2100 SH       SHARED      10            2100
D ECHOSTAR CORP                  CL A             27876810        17      600 SH       SHARED      23                            600
D ECOLAB INC                     COM              27886510        68     1058 SH       SHARED                     748            310
D ECOLAB INC                     COM              27886510     19322   298144 SH       SHARED                  294036           4108
D ECOLAB INC                     COM              27886510     14457   223075 SH       SHARED      01          182724          40351
D ECOLAB INC                     COM              27886510      3021    46622 SH       SHR/OTHR    01                          46622
D ECOLAB INC                     COM              27886510       770    11881 SH       SHARED      02            1650          10231
D ECOLAB INC                     COM              27886510      1757    27125 SH       SHARED      04           27125
D ECOLAB INC                     COM              27886510       302     4660 SH       SHARED      05            4660
D ECOLAB INC                     COM              27886510      5120    79010 SH       SHARED      06           14320          64690
D ECOLAB INC                     COM              27886510      4367    67386 SH       SHARED      10           65769           1617
D ECOLAB INC                     COM              27886510      1483    22891 SH       SHARED      20           18409   130     4352
D ECOLAB INC                     COM              27886510       210     3251 SH       SHR/OTHR    20                           3251
D ECOLAB INC                     COM              27886510       197     3040 SH       SHARED      21            3040
D ECOLAB INC                     COM              27886510        48      750 SH       SHR/OTHR    21                            750
D ECOLAB INC                     COM              27886510      3651    56334 SH       SHARED      23           49754           6580
D ECOLAB INC                     COM              27886510      2930    45214 SH       SHR/OTHR    23                          45214
D ECOLAB INC                     COM              27886510      1354    20900 SH       SHARED      26           20900
D ECOLAB INC                     COM              27886510       762    11767 SH       SHARED      27           11767
D ECOLAB INC                     COM              27886510     10722   165440 SH       SHARED      31          165440
D ECOLOGY & ENVIRONMENT INC      CL A             27887810         2      200 SH       SHARED      02             200
D ECOLOGY & ENVIRONMENT INC      CL A             27887810        37     3000 SH       SHARED      26            3000
D ECOPETROL S A                  SPONSORED ADS    27915810      4748    80584 SH       SHARED                   80550             34
D ECOPETROL S A                  SPONSORED ADS    27915810      2740    46500 SH       SHARED      04           46500
D ECOPETROL S A                  SPONSORED ADS    27915810        14      240 SH       SHARED      21             240
D ECOPETROL S A                  SPONSORED ADS    27915810      2875    48800 SH       SHARED      31           48800
D EDAC TECHNOLOGIES CORP         COM              27928510         0        2 SH       SHARED                       2
D EDAC TECHNOLOGIES CORP         COM              27928510       529    37500 SH       SHARED      01                          37500
D EDAC TECHNOLOGIES CORP         COM              27928510       846    59900 SH       SHR/OTHR    01                          59900
D EDAC TECHNOLOGIES CORP         COM              27928510       370    26226 SH       SHARED      02                          26226
D EDGEN GROUP INC                CL A             28014Q10         4      565 SH       SHARED                     565
D EDGEN GROUP INC                CL A             28014Q10         0        2 SH       SHARED      02               2
D EDISON INTL                    COM              28102010         0        1 SH       SHARED                       1
D EDISON INTL                    COM              28102010     22372   489664 SH       SHARED                  489664
D EDISON INTL                    COM              28102010      6562   143637 SH       SHARED      01          134782           8855
D EDISON INTL                    COM              28102010       185     4058 SH       SHR/OTHR    01                           4058
D EDISON INTL                    COM              28102010       191     4202 SH       SHARED      02             156           4046
D EDISON INTL                    COM              28102010       178     3900 SH       SHARED      04            3900
D EDISON INTL                    COM              28102010       366     8020 SH       SHARED      05            8020
D EDISON INTL                    COM              28102010      1732    37910 SH       SHARED      06           25990          11920
D EDISON INTL                    COM              28102010      3614    79102 SH       SHARED      10           79102
D EDISON INTL                    COM              28102010       147     3230 SH       SHARED      20            2630            600
D EDISON INTL                    COM              28102010        74     1640 SH       SHR/OTHR    20                           1640
D EDISON INTL                    COM              28102010        22      500 SH       SHR/OTHR    21                            500
D EDISON INTL                    COM              28102010       533    11675 SH       SHARED      23           11175            500
D EDISON INTL                    COM              28102010       338     7415 SH       SHR/OTHR    23                           7415
D EDISON INTL                    COM              28102010        51     1131 SH       SHARED      27            1131
D EDUCATION RLTY TR INC          COM              28140H10      4248   389802 SH       SHARED                  389802
D EDUCATION RLTY TR INC          COM              28140H10         0       18 SH       SHARED      02              18
D EDUCATION RLTY TR INC          COM              28140H10      2706   248300 SH       SHARED      10          248300
D EDUCATION RLTY TR INC          COM              28140H10     65752  6032357 SH       SHARED      11         3699815        2332542
D EDUCATION MGMT CORP NEW        COM              28140M10       537   172727 SH       SHARED                  172727
D EDUCATION MGMT CORP NEW        COM              28140M10         0        4 SH       SHARED      02               4
D EDUCATIONAL DEV CORP           COM              28147910         0      100 SH       SHARED      02             100
D EDWARDS GROUP LTD              SPONSORED ADR    28173610       495    71382 SH       SHARED      04           71382
D EDWARDS LIFESCIENCES CORP      COM              28176E10       197     1840 SH       SHARED                    1840
D EDWARDS LIFESCIENCES CORP      COM              28176E10     18091   168501 SH       SHARED                  168501
D EDWARDS LIFESCIENCES CORP      COM              28176E10     13552   126222 SH       SHARED      01           43302   200    82720
D EDWARDS LIFESCIENCES CORP      COM              28176E10      6509    60630 SH       SHR/OTHR    01                          60630
D EDWARDS LIFESCIENCES CORP      COM              28176E10       184     1720 SH       SHARED      02             103           1617
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1578    14700 SH       SHARED      04           14700
D EDWARDS LIFESCIENCES CORP      COM              28176E10       146     1360 SH       SHARED      05            1360
D EDWARDS LIFESCIENCES CORP      COM              28176E10       763     7110 SH       SHARED      06            3900           3210
D EDWARDS LIFESCIENCES CORP      COM              28176E10      3075    28645 SH       SHARED      10           28645
D EDWARDS LIFESCIENCES CORP      COM              28176E10       379     3530 SH       SHARED      20            2900            630
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1433    13350 SH       SHR/OTHR    20                          13350
D EDWARDS LIFESCIENCES CORP      COM              28176E10        85      800 SH       SHR/OTHR    21                            800
D EDWARDS LIFESCIENCES CORP      COM              28176E10      7432    69225 SH       SHARED      23           65995           3230
D EDWARDS LIFESCIENCES CORP      COM              28176E10      6963    64857 SH       SHR/OTHR    23                          64857
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1438    13400 SH       SHARED      30           13400
D EDWARDS LIFESCIENCES CORP      COM              28176E10       888     8272 SH       SHARED      32            8272
D EHEALTH INC                    COM              28238P10       528    28181 SH       SHARED                   28181
D EHEALTH INC                    COM              28238P10         6      325 SH       SHARED      01             325
D EHEALTH INC                    COM              28238P10         0       37 SH       SHARED      02              37
D EINSTEIN NOAH REST GROUP INC   COM              28257U10       441    24965 SH       SHARED                   24965
D EINSTEIN NOAH REST GROUP INC   COM              28257U10         0        1 SH       SHARED      02               1
D 8X8 INC NEW                    COM              28291410       168    25680 SH       SHARED                   25680
D 8X8 INC NEW                    COM              28291410         0       20 SH       SHARED      02              20
D EL PASO ELEC CO                COM NEW          28367785      1043    30475 SH       SHARED                   30475
D EL PASO ELEC CO                COM NEW          28367785       174     5100 SH       SHARED      01            5100
D EL PASO ELEC CO                COM NEW          28367785         2       72 SH       SHARED      02              72
D EL PASO ELEC CO                COM NEW          28367785       787    23000 SH       SHARED      10           23000
D EL PASO ELEC CO                COM NEW          28367785        68     2000 SH       SHARED      23                           2000
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210       949    25500 SH       SHARED                   25500
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210      3258    87550 SH       SHARED      02                          87550
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210     54504  1464400 SH       SHARED      06                        1464400
D ELAN PLC                       ADR              28413120      5780   539190 SH       SHARED                  539190
D ELAN PLC                       ADR              28413120     19037  1775887 SH       SHARED      02         1775887
D ELAN PLC                       ADR              28413120         1    10849 SH CALL  SHARED      02           10849
D ELAN PLC                       ADR              28413120         0       28 SH PUT   SHARED      02              28
D ELAN PLC                       ADR              28413120      1286   120000 SH       SHARED      04          120000
D ELAN PLC                       ADR              28413120        18     1700 SH       SHARED      06            1700
D ELAN PLC                       ADR              28413120       593    55410 SH       SHARED      32           55410
D ELDORADO GOLD CORP NEW         COM              28490210        27     1800 SH       SHARED                    1800
D ELDORADO GOLD CORP NEW         COM              28490210     29402  1929293 SH       SHARED                 1929293
D ELDORADO GOLD CORP NEW         COM              28490210      6484   425517 SH       SHARED      02          425517
D ELDORADO GOLD CORP NEW         COM              28490210     21554  1414323 SH       SHARED      04          404297        1010026
D ELDORADO GOLD CORP NEW         COM              28490210        75     4980 SH       SHARED      05            4980
D ELDORADO GOLD CORP NEW         COM              28490210      4393   288280 SH       SHARED      06           64050         224230
D ELDORADO GOLD CORP NEW         COM              28490210       883    58000 SH       SHARED      26           58000
D ELECTRO RENT CORP              COM              28521810        62     3557 SH       SHARED                    3557
D ELECTRO RENT CORP              COM              28521810         0        3 SH       SHARED      02               3
D ELECTRO RENT CORP              COM              28521810       288    16300 SH       SHARED      10           16300
D ELECTRO RENT CORP              COM              28521810       344    19470 SH       SHARED      26           19470
D ELECTRO SCIENTIFIC INDS        COM              28522910       748    61216 SH       SHARED                   60385            831
D ELECTRO SCIENTIFIC INDS        COM              28522910        58     4800 SH       SHARED      01                           4800
D ELECTRO SCIENTIFIC INDS        COM              28522910         0       45 SH       SHARED      02              45
D ELECTRO SCIENTIFIC INDS        COM              28522910       188    15400 SH       SHARED      10           15400
D ELECTRONIC ARTS INC            NOTE  0.750% 7/1 285512AA       729   800000 PRN      SHARED      06                         800000
D ELECTRONIC ARTS INC            COM              28551210     27328  2153512 SH       SHARED                 2145473           8039
D ELECTRONIC ARTS INC            COM              28551210      1009    79575 SH       SHARED      01           79400            175
D ELECTRONIC ARTS INC            COM              28551210        80     6372 SH       SHARED      02             627           5745
D ELECTRONIC ARTS INC            COM              28551210         2      200 SH       SHARED      05             200
D ELECTRONIC ARTS INC            COM              28551210       198    15650 SH       SHARED      06            7250           8400
D ELECTRONIC ARTS INC            COM              28551210      1019    80316 SH       SHARED      10           80316
D ELECTRONICS FOR IMAGING INC    COM              28608210       605    36405 SH       SHARED                   36405
D ELECTRONICS FOR IMAGING INC    COM              28608210         1      118 SH       SHARED      02             118
D ELECTRONICS FOR IMAGING INC    COM              28608210       337    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       290     6140 SH       SHARED                    6140
D ELIZABETH ARDEN INC            COM              28660G10        16      354 SH       SHARED      02             206            148
D ELIZABETH ARDEN INC            COM              28660G10       113     2400 SH       SHARED      10            2400
D ELLIE MAE INC                  COM              28849P10        94     3465 SH       SHARED                    3465
D ELLIE MAE INC                  COM              28849P10         0        8 SH       SHARED      02               8
D ELLIE MAE INC                  COM              28849P10       119     4400 SH       SHARED      30            4400
D ELLINGTON FINANCIAL LLC        COM              28852230      3544   155343 SH       SHARED                  155343
D ELLINGTON FINANCIAL LLC        COM              28852230       262    11500 SH       SHARED      02                          11500
D ELLIS PERRY INTL INC           COM              28885310       201     9129 SH       SHARED                    9129
D ELLIS PERRY INTL INC           COM              28885310         0       32 SH       SHARED      02              32
D ELLIS PERRY INTL INC           COM              28885310       141     6400 SH       SHARED      26            6400
D ELOQUA INC                     COM              29013910       164     8312 SH       SHARED                    8312
D ELOQUA INC                     COM              29013910         0        3 SH       SHARED      02               3
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P30       343    10004 SH       SHARED                   10004
D EMBRAER S A                    SP ADR REP 4 COM 29082A10      4645   174509 SH       SHARED                  174509
D EMBRAER S A                    SP ADR REP 4 COM 29082A10       314    11800 SH       SHARED      02                          11800
D EMBRAER S A                    SP ADR REP 4 COM 29082A10        18      692 SH       SHARED      04             692
D EMBRAER S A                    SP ADR REP 4 COM 29082A10         3      128 SH       SHARED      05             128
D EMBRAER S A                    SP ADR REP 4 COM 29082A10       212     8000 SH       SHARED      06            8000
D EMBRAER S A                    SP ADR REP 4 COM 29082A10         6      252 SH       SHARED      21             252
D EMBRAER S A                    SP ADR REP 4 COM 29082A10       103     3880 SH       SHR/OTHR    23                           3880
D EMCOR GROUP INC                COM              29084Q10      1473    51613 SH       SHARED                   51066            547
D EMCOR GROUP INC                COM              29084Q10         5      182 SH       SHARED      02             121             61
D EMCOR GROUP INC                COM              29084Q10     10250   359145 SH       SHARED      10          359145
D EMCORE CORP                    COM NEW          29084620         9     1710 SH       SHARED                    1710
D EMCORE CORP                    COM NEW          29084620       310    55000 SH       SHARED      02                          55000
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10       947    66647 SH       SHARED                   64509           2138
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10       329    23195 SH       SHARED      01           18995           4200
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10       680    47900 SH       SHR/OTHR    01                          47900
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10         0       48 SH       SHARED      02              48
D EMERITUS CORP                  COM              29100510       116     5584 SH       SHARED                    4563           1021
D EMERITUS CORP                  COM              29100510        43     2100 SH       SHARED      01            2100
D EMERITUS CORP                  COM              29100510         0       10 SH       SHARED      02              10
D EMERITUS CORP                  COM              29100510       110     5300 SH       SHARED      10            5300
D EMERALD OIL INC                COM              29101U10         3     4063 SH       SHARED                    4063
D EMERALD OIL INC                COM              29101U10         8    10008 SH       SHARED      02               8          10000
D EMERSON ELEC CO                COM              29101110        94     1950 SH       SHARED                    1950
D EMERSON ELEC CO                COM              29101110     52705  1091894 SH       SHARED                 1091339            555
D EMERSON ELEC CO                COM              29101110     12996   269251 SH       SHARED      01          217347          51904
D EMERSON ELEC CO                COM              29101110      1093    22653 SH       SHR/OTHR    01                          22653
D EMERSON ELEC CO                COM              29101110     10109   209430 SH       SHARED      02           34971         174459
D EMERSON ELEC CO                COM              29101110         0       31 SH CALL  SHARED      02              31
D EMERSON ELEC CO                COM              29101110         0     1027 SH PUT   SHARED      02            1027
D EMERSON ELEC CO                COM              29101110        38      800 SH       SHARED      04             800
D EMERSON ELEC CO                COM              29101110       135     2810 SH       SHARED      05            2810
D EMERSON ELEC CO                COM              29101110      3920    81210 SH       SHARED      06           53830          27380
D EMERSON ELEC CO                COM              29101110     15516   321461 SH       SHARED      10          321461
D EMERSON ELEC CO                COM              29101110       189     3925 SH       SHARED      20             725           3200
D EMERSON ELEC CO                COM              29101110       400     8300 SH       SHR/OTHR    20                           8300
D EMERSON ELEC CO                COM              29101110       188     3900 SH       SHARED      21            3900
D EMERSON ELEC CO                COM              29101110      1184    24530 SH       SHR/OTHR    21                          24530
D EMERSON ELEC CO                COM              29101110      5869   121605 SH       SHARED      23          107130          14475
D EMERSON ELEC CO                COM              29101110      5258   108934 SH       SHR/OTHR    23                         108934
D EMERSON ELEC CO                COM              29101110      4780    99030 SH       SHARED      31           99030
D EMPIRE DIST ELEC CO            COM              29164110       153     7126 SH       SHARED                    6610            516
D EMPIRE DIST ELEC CO            COM              29164110       282    13100 SH       SHARED      01           13100
D EMPIRE DIST ELEC CO            COM              29164110         0        6 SH       SHARED      02               6
D EMPIRE DIST ELEC CO            COM              29164110     11916   552958 SH       SHARED      06                         552958
D EMPLOYERS HOLDINGS INC         COM              29221810       622    33945 SH       SHARED                   33945
D EMPLOYERS HOLDINGS INC         COM              29221810       137     7500 SH       SHARED      01            7500
D EMPLOYERS HOLDINGS INC         COM              29221810         1       66 SH       SHARED      02              66
D EMPLOYERS HOLDINGS INC         COM              29221810       329    18000 SH       SHARED      10           18000
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       892    18601 SH       SHARED                   18601
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       340     7100 SH       SHARED      04            7100
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10         8      174 SH       SHARED      21             174
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820      3219   416003 SH       SHARED                  416003
D EMULEX CORP                    COM NEW          29247520      3880   538259 SH       SHARED                  538259
D EMULEX CORP                    COM NEW          29247520         7     1014 SH       SHARED      02              14           1000
D EMULEX CORP                    COM NEW          29247520        93    13000 SH       SHARED      10           13000
D ENBRIDGE INC                   COM              29250N10        78     2000 SH       SHARED                    2000
D ENBRIDGE INC                   COM              29250N10    105103  2692880 SH       SHARED                 2039007         653873
D ENBRIDGE INC                   COM              29250N10       207     5316 SH       SHARED      02            2100           3216
D ENBRIDGE INC                   COM              29250N10         0      300 SH CALL  SHARED      02             300
D ENBRIDGE INC                   COM              29250N10    170241  4361819 SH       SHARED      04         4361819
D ENBRIDGE INC                   COM              29250N10       164     4210 SH       SHARED      05            4210
D ENBRIDGE INC                   COM              29250N10      3776    96770 SH       SHARED      06           88950           7820
D ENBRIDGE INC                   COM              29250N10      2302    59000 SH       SHARED      10           59000
D ENBRIDGE INC                   COM              29250N10        14      383 SH       SHARED      21             383
D ENBRIDGE INC                   COM              29250N10      1405    36000 SH       SHARED      30           36000
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10      4869   165400 SH       SHARED                  165400
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10      3812   129512 SH       SHARED      02                         129512
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10     72301  2455900 SH       SHARED      06                        2455900
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10      1624    51304 SH       SHARED                   51304
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10       111     3516 SH       SHARED      02              10           3506
D ENCANA CORP                    COM              29250510        28     1300 SH       SHARED                    1300
D ENCANA CORP                    COM              29250510       542    24762 SH       SHARED                   24762
D ENCANA CORP                    COM              29250510        67     3078 SH       SHARED      01                           3078
D ENCANA CORP                    COM              29250510        10      500 SH       SHR/OTHR    01                            500
D ENCANA CORP                    COM              29250510     17281   788408 SH       SHARED      02          768312          20096
D ENCANA CORP                    COM              29250510      2376   108400 SH       SHARED      04          108400
D ENCANA CORP                    COM              29250510        87     4000 SH       SHARED      05            4000
D ENCANA CORP                    COM              29250510      1707    77890 SH       SHARED      06           70250           7640
D ENCANA CORP                    COM              29250510       185     8450 SH       SHARED      23            3000           5450
D ENCANA CORP                    COM              29250510       122     5600 SH       SHR/OTHR    23                           5600
D ENCORE CAP GROUP INC           COM              29255410       879    31114 SH       SHARED                   30583            531
D ENCORE CAP GROUP INC           COM              29255410         2       74 SH       SHARED      02              44             30
D ENCORE CAP GROUP INC           COM              29255410        22      800 SH       SHARED      10             800
D ENCORE WIRE CORP               COM              29256210       415    14212 SH       SHARED                   14200             12
D ENCORE WIRE CORP               COM              29256210       135     4639 SH       SHARED      02             134           4505
D ENCORE WIRE CORP               COM              29256210       222     7600 SH       SHARED      10            7600
D ENDEAVOUR SILVER CORP          COM              29258Y10      7892   790829 SH       SHARED                  790829
D ENDEAVOUR SILVER CORP          COM              29258Y10      1198   120050 SH       SHARED      02          120050
D ENDEAVOUR SILVER CORP          COM              29258Y10         0      200 SH CALL  SHARED      02             200
D ENDEAVOUR SILVER CORP          COM              29258Y10      1654   165800 SH       SHARED      04          165800
D ENDEAVOUR SILVER CORP          COM              29258Y10      3300   330700 SH       SHARED      30          330700
D ENDEAVOUR INTL CORP            COM NEW          29259G20         3      357 SH       SHARED                     357
D ENDEAVOUR INTL CORP            COM NEW          29259G20        90     9377 SH       SHARED                    9377
D ENDEAVOUR INTL CORP            COM NEW          29259G20         0       14 SH       SHARED      02              14
D ENDEAVOUR INTL CORP            COM NEW          29259G20        96    10000 SH       SHARED      10           10000
D ENDO HEALTH SOLUTIONS INC      NOTE  1.750% 4/1 29264FAB      2436  2000000 PRN      SHARED                 2000000
D ENDO HEALTH SOLUTIONS INC      COM              29264F20      4899   154461 SH       SHARED                  153034           1427
D ENDO HEALTH SOLUTIONS INC      COM              29264F20        63     2000 SH       SHARED      01                           2000
D ENDO HEALTH SOLUTIONS INC      COM              29264F20       393    12403 SH       SHARED      02           12403
D ENDO HEALTH SOLUTIONS INC      COM              29264F20      4773   150490 SH       SHARED      04          150490
D ENDO HEALTH SOLUTIONS INC      COM              29264F20        25      815 SH       SHARED      06             815
D ENDO HEALTH SOLUTIONS INC      COM              29264F20      2924    92200 SH       SHARED      10           92200
D ENDO HEALTH SOLUTIONS INC      COM              29264F20       203     6400 SH       SHARED      26            6400
D ENERGEN CORP                   COM              29265N10      3663    69904 SH       SHARED                   69742            162
D ENERGEN CORP                   COM              29265N10       941    17955 SH       SHARED      01           17955
D ENERGEN CORP                   COM              29265N10         0        2 SH       SHARED      02               2
D ENERGEN CORP                   COM              29265N10         3       70 SH       SHARED      05              70
D ENERGEN CORP                   COM              29265N10     21671   413490 SH       SHARED      10          413490
D ENERGIZER HLDGS INC            COM              29266R10      9773   130988 SH       SHARED                  130387            601
D ENERGIZER HLDGS INC            COM              29266R10      1888    25314 SH       SHARED      01           22718           2596
D ENERGIZER HLDGS INC            COM              29266R10       102     1375 SH       SHR/OTHR    01                           1375
D ENERGIZER HLDGS INC            COM              29266R10        22      302 SH       SHARED      02             302
D ENERGIZER HLDGS INC            COM              29266R10      6310    84585 SH       SHARED      10           84585
D ENERGIZER HLDGS INC            COM              29266R10         7      100 SH       SHARED      20              50             50
D ENERGIZER HLDGS INC            COM              29266R10       152     2050 SH       SHARED      23            1550            500
D ENERGIZER HLDGS INC            COM              29266R10        67      905 SH       SHR/OTHR    23                            905
D ENDOLOGIX INC                  COM              29266S10       118     8594 SH       SHARED                    8594
D ENDOLOGIX INC                  COM              29266S10         0       16 SH       SHARED      02              16
D ENDOLOGIX INC                  COM              29266S10       691    50000 SH       SHARED      26           50000
D ENDOCYTE INC                   COM              29269A10       335    33610 SH       SHARED                   33610
D ENDOCYTE INC                   COM              29269A10        25     2600 SH       SHARED      01            2600
D ENDOCYTE INC                   COM              29269A10         0        8 SH       SHARED      02               8
D ENDOCYTE INC                   COM              29269A10      1779   178464 SH       SHARED      04          178464
D ENDOCYTE INC                   COM              29269A10       299    30000 SH       SHARED      26           30000
D ENDURO RTY TR                  TR UNIT          29269K10        34     1900 SH       SHARED      02                           1900
D ENERGY RECOVERY INC            COM              29270J10      5472  1855084 SH       SHARED                 1855084
D ENERGY RECOVERY INC            COM              29270J10        18     6200 SH       SHARED      01            6200
D ENERGY RECOVERY INC            COM              29270J10        44    15000 SH       SHR/OTHR    01                          15000
D ENERGY RECOVERY INC            COM              29270J10         0        7 SH       SHARED      02               7
D ENERGY RECOVERY INC            COM              29270J10        51    17400 SH       SHARED      10           17400
D ENERGY SVCS OF AMERICA CORP    COM              29271Q10         0      100 SH       SHARED      02             100
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10     49475  1162206 SH       SHARED                 1162206
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10      8234   193436 SH       SHARED      02            2831         190605
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10       122     2878 SH       SHARED      04            2878
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10        21      508 SH       SHARED      05             508
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10     29079   643348 SH       SHARED                  643348
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10      4250    94037 SH       SHARED      02                          94037
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10        78     1731 SH       SHARED      04            1731
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10        13      309 SH       SHARED      05             309
D ENERSIS S A                    SPONSORED ADR    29274F10      3358   204897 SH       SHARED                  198375           6522
D ENERSIS S A                    SPONSORED ADR    29274F10      3057   186517 SH       SHARED      02          186517
D ENERSIS S A                    SPONSORED ADR    29274F10       263    16100 SH       SHARED      04           16100
D ENERSYS                        NOTE  3.375% 6/0 29275YAA       229   200000 PRN      SHARED      06          200000
D ENERSYS                        COM              29275Y10      5996   169909 SH       SHARED                  168053           1856
D ENERSYS                        COM              29275Y10        56     1600 SH       SHARED      01            1600
D ENERSYS                        COM              29275Y10        54     1546 SH       SHARED      02            1003            543
D ENERSYS                        COM              29275Y10       690    19554 SH       SHARED      04                          19554
D ENERSYS                        COM              29275Y10     19650   556834 SH       SHARED      10          556834
D ENERGYSOLUTIONS INC            COM              29275620       817   299303 SH       SHARED                  299280             23
D ENERGYSOLUTIONS INC            COM              29275620         2     1000 SH       SHARED      01            1000
D ENERGYSOLUTIONS INC            COM              29275620         0       15 SH       SHARED      02              15
D ENERNOC INC                    COM              29276410        87     6707 SH       SHARED                    6707
D ENERNOC INC                    COM              29276410       141    10900 SH       SHARED      01           10900
D ENERNOC INC                    COM              29276410         0        6 SH       SHARED      02               6
D ENERNOC INC                    COM              29276410       123     9500 SH       SHARED      10            9500
D ENERPLUS CORP                  COM              29276610      4435   267060 SH       SHARED                  267060
D ENERPLUS CORP                  COM              29276610       175    10580 SH       SHARED      02            1300           9280
D ENERPLUS CORP                  COM              29276610         1      110 SH       SHARED      05             110
D ENERPLUS CORP                  COM              29276610        23     1400 SH       SHARED      06                           1400
D ENGILITY HLDGS INC             COM              29285W10         1       91 SH       SHARED                      91
D ENGILITY HLDGS INC             COM              29285W10      1057    57290 SH       SHARED                   57290
D ENGILITY HLDGS INC             COM              29285W10         6      365 SH       SHARED      01             166            199
D ENGILITY HLDGS INC             COM              29285W10        11      645 SH       SHARED      02              29            616
D ENGILITY HLDGS INC             COM              29285W10        18     1016 SH       SHARED      10            1016
D ENGILITY HLDGS INC             COM              29285W10         1       66 SH       SHR/OTHR    20                             66
D ENGILITY HLDGS INC             COM              29285W10         0       16 SH       SHR/OTHR    23                             16
D ENGILITY HLDGS INC             COM              29285W10        13      750 SH       SHARED      26             750
D ENGLOBAL CORP                  COM              29330610         0      750 SH       SHARED      01             750
D ENNIS INC                      COM              29338910        67     4099 SH       SHARED                    4099
D ENNIS INC                      COM              29338910         0        5 SH       SHARED      02               5
D ENNIS INC                      COM              29338910       221    13500 SH       SHARED      10           13500
D ENPHASE ENERGY INC             COM              29355A10         1      371 SH       SHARED                     371
D ENPHASE ENERGY INC             COM              29355A10         0        2 SH       SHARED      02               2
D ENPRO INDS INC                 DBCV  3.938%10/1 29355XAB     10279  8303000 PRN      SHARED                 8303000
D ENPRO INDS INC                 COM              29355X10       587    16311 SH       SHARED                   15908            403
D ENPRO INDS INC                 COM              29355X10        47     1327 SH       SHARED      01            1327
D ENPRO INDS INC                 COM              29355X10         1       40 SH       SHARED      02              40
D ENPRO INDS INC                 COM              29355X10       288     8000 SH       SHARED      10            8000
D ENPRO INDS INC                 COM              29355X10       209     5810 SH       SHARED      26            5810
D ENSIGN GROUP INC               COM              29358P10       411    13430 SH       SHARED                   13343             87
D ENSIGN GROUP INC               COM              29358P10         1       33 SH       SHARED      02              33
D ENSIGN GROUP INC               COM              29358P10        97     3200 SH       SHARED      10            3200
D ENTEGRIS INC                   COM              29362U10        24     2970 SH       SHARED                    2970
D ENTEGRIS INC                   COM              29362U10        18     2250 SH       SHARED      01            2250
D ENTEGRIS INC                   COM              29362U10         1      134 SH       SHARED      02              22            112
D ENTEGRIS INC                   COM              29362U10       481    59248 SH       SHARED      10           59248
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910        76    11211 SH       SHARED                   11211
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910       148    21682 SH       SHARED      01           21682
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910         0        4 SH       SHARED      02               4
D ENTERGY CORP NEW               COM              29364G10       107     1545 SH       SHARED                    1545
D ENTERGY CORP NEW               COM              29364G10     34141   492667 SH       SHARED                  239760         252907
D ENTERGY CORP NEW               COM              29364G10      4513    65132 SH       SHARED      01           60807           4325
D ENTERGY CORP NEW               COM              29364G10       669     9660 SH       SHR/OTHR    01                           9660
D ENTERGY CORP NEW               COM              29364G10       269     3885 SH       SHARED      02               8           3877
D ENTERGY CORP NEW               COM              29364G10         0      300 SH CALL  SHARED      02             300
D ENTERGY CORP NEW               COM              29364G10         0      479 SH PUT   SHARED      02             479
D ENTERGY CORP NEW               COM              29364G10       187     2704 SH       SHARED      04            2704
D ENTERGY CORP NEW               COM              29364G10    118097  1704147 SH       SHARED      04         1704147
D ENTERGY CORP NEW               COM              29364G10       346     5000 SH       SHARED      05            5000
D ENTERGY CORP NEW               COM              29364G10      1546    22320 SH       SHARED      06           16040           6280
D ENTERGY CORP NEW               COM              29364G10      3993    57626 SH       SHARED      10           57626
D ENTERGY CORP NEW               COM              29364G10        23      340 SH       SHARED      20             340
D ENTERGY CORP NEW               COM              29364G10        15      230 SH       SHR/OTHR    20                            230
D ENTERGY CORP NEW               COM              29364G10         3       45 SH       SHR/OTHR    21                             45
D ENTERGY CORP NEW               COM              29364G10       424     6128 SH       SHARED      23            5728            400
D ENTERGY CORP NEW               COM              29364G10      2009    28998 SH       SHR/OTHR    23                          28998
D ENTERGY CORP NEW               COM              29364G10       194     2800 SH       SHARED      26            2800
D ENTEROMEDICS INC               COM NEW          29365M20        45    12365 SH       SHARED                   12365
D ENTEROMEDICS INC               COM NEW          29365M20         0        7 SH       SHARED      02               7
D ENTEROMEDICS INC               COM NEW          29365M20      1169   320345 SH       SHARED      26          320345
D ENTEROMEDICS INC               COM NEW          29365M20       291    79836 SH       SHARED      32           79836
D ENTERPRISE BANCORP INC MASS    COM              29366810        77     4549 SH       SHARED                    4549
D ENTERPRISE BANCORP INC MASS    COM              29366810         0        1 SH       SHARED      02               1
D ENTERPRISE FINL SVCS CORP      COM              29371210        33     2473 SH       SHARED                    2473
D ENTERPRISE FINL SVCS CORP      COM              29371210         0        2 SH       SHARED      02               2
D ENTERPRISE PRODS PARTNERS L    COM              29379210     43479   811192 SH       SHARED                  811192
D ENTERPRISE PRODS PARTNERS L    COM              29379210     16214   302500 SH       SHARED      02             150         302350
D ENTERPRISE PRODS PARTNERS L    COM              29379210       632    11797 SH       SHARED      04           11797
D ENTERPRISE PRODS PARTNERS L    COM              29379210    176252  3288300 SH       SHARED      06                        3288300
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10      3846    86568 SH       SHARED                   86568
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10       209     4711 SH       SHARED      02              86           4625
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10      3673    82675 SH       SHARED      10           82675
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10     23223   522695 SH       SHARED      11          104410         418285
D ENTERTAINMENT PPTYS TR         PFD C CNV 5.75%  29380T40      7232   346045 SH       SHARED                  346045
D ENTERTAINMENT PPTYS TR         CONV PFD 9% SR E 29380T60      2851    97322 SH       SHARED                   97322
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10      1380  1030205 SH       SHARED                 1030205
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10         1     1350 SH       SHARED      01            1350
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10         0        8 SH       SHARED      02               8
D ENTROPIC COMMUNICATIONS INC    COM              29384R10       389    66881 SH       SHARED                   66881
D ENTROPIC COMMUNICATIONS INC    COM              29384R10       478    82236 SH       SHARED      02             261          81975
D ENTROPIC COMMUNICATIONS INC    COM              29384R10        26     4600 SH       SHARED      10            4600
D EQUAL ENERGY LTD               COM              29390Q10        52    15236 SH       SHARED                   15236
D EQUAL ENERGY LTD               COM              29390Q10         0        1 SH       SHARED      02               1
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE     16471 16180000 PRN      SHARED                16180000
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE      1624  1596000 PRN      SHARED      02         1596000
D ENZON PHARMACEUTICALS INC      COM              29390410        48     6947 SH       SHARED                    6299            648
D ENZON PHARMACEUTICALS INC      COM              29390410        16     2439 SH       SHARED      02             426           2013
D ENVESTNET INC                  COM              29404K10        35     3018 SH       SHARED                    3018
D ENVESTNET INC                  COM              29404K10         0        6 SH       SHARED      02               6
D ENZO BIOCHEM INC               COM              29410010        43    21112 SH       SHARED                   21112
D ENZO BIOCHEM INC               COM              29410010         0       55 SH       SHARED      02              55
D ENVIVIO INC                    COM              29413T10         0      352 SH       SHARED                     352
D ENVIVIO INC                    COM              29413T10         0        1 SH       SHARED      02               1
D EPAM SYS INC                   COM              29414B10        23     1227 SH       SHARED                    1227
D EPAM SYS INC                   COM              29414B10         3      201 SH       SHARED      02               1            200
D EPLUS INC                      COM              29426810         5      144 SH       SHARED                     144
D EPLUS INC                      COM              29426810         0        1 SH       SHARED      02               1
D EPLUS INC                      COM              29426810       149     3800 SH       SHARED      26            3800
D EPOCH HOLDING CORP             COM              29428R10        69     2989 SH       SHARED                    2989
D EPOCH HOLDING CORP             COM              29428R10         0        5 SH       SHARED      02               5
D EPOCRATES INC                  COM              29429D10        35     3011 SH       SHARED                    3011
D EPOCRATES INC                  COM              29429D10         0        5 SH       SHARED      02               5
D EPOCRATES INC                  COM              29429D10        90     7800 SH       SHARED      10            7800
D EQUIFAX INC                    COM              29442910        69     1490 SH       SHARED                    1490
D EQUIFAX INC                    COM              29442910      5886   126372 SH       SHARED                  125769            603
D EQUIFAX INC                    COM              29442910      1601    34371 SH       SHARED      01           28471           5900
D EQUIFAX INC                    COM              29442910        74     1600 SH       SHR/OTHR    01                           1600
D EQUIFAX INC                    COM              29442910         9      205 SH       SHARED      02             205
D EQUIFAX INC                    COM              29442910         4       90 SH       SHARED      05              90
D EQUIFAX INC                    COM              29442910       419     9000 SH       SHARED      06            6000           3000
D EQUIFAX INC                    COM              29442910      1354    29073 SH       SHARED      10           29073
D EQUIFAX INC                    COM              29442910        27      600 SH       SHARED      20             600
D EQUIFAX INC                    COM              29442910        52     1130 SH       SHR/OTHR    20                           1130
D EQUIFAX INC                    COM              29442910      1157    24850 SH       SHARED      23           24850
D EQUIFAX INC                    COM              29442910      1127    24208 SH       SHR/OTHR    23                          24208
D EQUINIX INC                    NOTE  3.000%10/1 29444UAG      3939  2004000 PRN      SHARED      02         2004000
D EQUINIX INC                    NOTE  3.000%10/1 29444UAG       983   500000 PRN      SHARED      04                         500000
D EQUINIX INC                    NOTE  4.750% 6/1 29444UAH      7172  2825000 PRN      SHARED                                2825000
D EQUINIX INC                    NOTE  4.750% 6/1 29444UAH      2539  1000000 PRN      SHARED      02         1000000
D EQUINIX INC                    COM NEW          29444U50     26235   127326 SH       SHARED                  127326
D EQUINIX INC                    COM NEW          29444U50      3495    16965 SH       SHARED      01           16965
D EQUINIX INC                    COM NEW          29444U50     36451   176908 SH       SHARED      02          176878             30
D EQUINIX INC                    COM NEW          29444U50         0      200 SH PUT   SHARED      02             200
D EQUINIX INC                    COM NEW          29444U50      2060    10000 SH       SHARED      04           10000
D EQUINIX INC                    COM NEW          29444U50         5       27 SH       SHARED      05              27
D EQUINIX INC                    COM NEW          29444U50       267     1300 SH       SHARED      06            1300
D EQUINIX INC                    COM NEW          29444U50       247     1200 SH       SHARED      10            1200
D EQUINIX INC                    COM NEW          29444U50       589     2860 SH       SHARED      26            2860
D EQUINIX INC                    COM NEW          29444U50      1483     7200 SH       SHARED      30            7200
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10      8221   120692 SH       SHARED                  120692
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       160     2350 SH       SHARED      01            2350
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       831    12207 SH       SHARED      02              12          12195
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10      2915    42800 SH       SHARED      10           42800
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10     55666   817180 SH       SHARED      11          497742         319438
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10        12      179 SH       SHARED      21             179
D EQUITY ONE                     COM              29475210      2142   101727 SH       SHARED                  101727
D EQUITY ONE                     COM              29475210        19      907 SH       SHARED      02               7            900
D EQUITY ONE                     COM              29475210       221    10500 SH       SHARED      10           10500
D EQUITY ONE                     COM              29475210      4139   196550 SH       SHARED      11                         196550
D EQUITY ONE                     COM              29475210       210    10000 SH       SHARED      29           10000
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        34      600 SH       SHARED                     600
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     38907   676301 SH       SHARED                  676301
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      4552    79125 SH       SHARED      01           79125
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       120     2100 SH       SHR/OTHR    01                           2100
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       994    17278 SH       SHARED      02           15818           1460
D EQUITY RESIDENTIAL             SH BEN INT       29476L10         0      950 SH PUT   SHARED      02             950
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       112     1960 SH       SHARED      05            1960
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      1874    32580 SH       SHARED      06           20750          11830
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     10727   186464 SH       SHARED      10          186464
D EQUITY RESIDENTIAL             SH BEN INT       29476L10    161831  2812992 SH       SHARED      11         1563634        1249358
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       345     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       600    10440 SH       SHARED      26           10440
D EQUUS TOTAL RETURN INC         COM              29476610         0        1 SH       SHARED      02               1
D ERICSSON                       ADR B SEK 10     29482160        16     1783 SH       SHARED      21            1783
D ERICSSON                       ADR B SEK 10     29482160        29     3200 SH       SHR/OTHR    23                           3200
D ERICSSON                       ADR B SEK 10     29482160        34     3780 SH       SHARED      29            3780
D ERIE INDTY CO                  CL A             29530P10      2292    35663 SH       SHARED                   35624             39
D ERIE INDTY CO                  CL A             29530P10         1       24 SH       SHARED      02              24
D ERIE INDTY CO                  CL A             29530P10        44      700 SH       SHARED      10             700
D ESCO TECHNOLOGIES INC          COM              29631510       974    25083 SH       SHARED                   25083
D ESCO TECHNOLOGIES INC          COM              29631510         1       49 SH       SHARED      02              49
D ESCO TECHNOLOGIES INC          COM              29631510       507    13071 SH       SHARED      05           13071
D ESCO TECHNOLOGIES INC          COM              29631510        54     1400 SH       SHARED      10            1400
D ESSA BANCORP INC               COM              29667D10         9      956 SH       SHARED                     956
D ESSA BANCORP INC               COM              29667D10        92     8900 SH       SHARED      01            8900
D ESSA BANCORP INC               COM              29667D10         0        2 SH       SHARED      02               2
D ESSEX PPTY TR INC              COM              29717810      9815    66216 SH       SHARED                   66216
D ESSEX PPTY TR INC              COM              29717810       168     1137 SH       SHARED      02             437            700
D ESSEX PPTY TR INC              COM              29717810       133      900 SH       SHARED      10             900
D ESSEX PPTY TR INC              COM              29717810       156     1053 SH       SHARED      26            1053
D ESTERLINE TECHNOLOGIES CORP    COM              29742510      2980    53091 SH       SHARED                   52072           1019
D ESTERLINE TECHNOLOGIES CORP    COM              29742510        28      500 SH       SHARED      01             500
D ESTERLINE TECHNOLOGIES CORP    COM              29742510         3       64 SH       SHARED      02              23             41
D ESTERLINE TECHNOLOGIES CORP    COM              29742510     19461   346665 SH       SHARED      10          346665
D ETABLISSEMENTS DELHAIZE FRER   SPONSORED ADR    29759W10       361     9366 SH       SHARED                    9366
D ETHAN ALLEN INTERIORS INC      COM              29760210      1317    60101 SH       SHARED                   58936           1165
D ETHAN ALLEN INTERIORS INC      COM              29760210         9      450 SH       SHARED      02             450
D ETHAN ALLEN INTERIORS INC      COM              29760210        28     1300 SH       SHARED      10            1300
D E2OPEN INC                     COM              29788A10       767    56518 SH       SHARED                   56518
D E2OPEN INC                     COM              29788A10         0        1 SH       SHARED      02               1
D EURONET WORLDWIDE INC          COM              29873610       139     7445 SH       SHARED                    7445
D EURONET WORLDWIDE INC          COM              29873610        91     4858 SH       SHARED      02             108           4750
D EURONET WORLDWIDE INC          COM              29873610       579    30864 SH       SHARED      10           30864
D EUROPEAN EQUITY FUND           COM              29876810         0        2 SH       SHARED      02               2
D EVERCORE PARTNERS INC          CLASS A          29977A10       122     4552 SH       SHARED                    4206            346
D EVERCORE PARTNERS INC          CLASS A          29977A10        16      605 SH       SHARED      02               5            600
D EVERCORE PARTNERS INC          CLASS A          29977A10       492    18252 SH       SHARED      26           18252
D EVERBANK FINL CORP             COM              29977G10        11      806 SH       SHARED                     806
D EVERBANK FINL CORP             COM              29977G10         0        5 SH       SHARED      02               5
D EVOLUTION PETROLEUM CORP       COM              30049A10         5      701 SH       SHARED                     701
D EVOLUTION PETROLEUM CORP       COM              30049A10         0        4 SH       SHARED      02               4
D EXA CORP                       COM              30061450       805    74267 SH       SHARED                   74267
D EXA CORP                       COM              30061450         0        1 SH       SHARED      02               1
D EXACT SCIENCES CORP            COM              30063P10      1047    95249 SH       SHARED                   94449            800
D EXACT SCIENCES CORP            COM              30063P10        17     1606 SH       SHARED      02            1519             87
D EXACT SCIENCES CORP            COM              30063P10         2     1549 SH CALL  SHARED      02            1549
D EXACTECH INC                   COM              30064E10        24     1356 SH       SHARED                    1356
D EXACTECH INC                   COM              30064E10         0        1 SH       SHARED      02               1
D EXACTTARGET INC                COM              30064K10      1315    54320 SH       SHARED                   54320
D EXACTTARGET INC                COM              30064K10        24     1000 SH       SHARED      02            1000
D EXAR CORP                      COM              30064510       550    68822 SH       SHARED                   68822
D EXAR CORP                      COM              30064510         0       83 SH       SHARED      02              83
D EXAMWORKS GROUP INC            COM              30066A10      1070    71759 SH       SHARED                   71159            600
D EXAMWORKS GROUP INC            COM              30066A10        28     1900 SH       SHARED      01            1900
D EXAMWORKS GROUP INC            COM              30066A10         0        4 SH       SHARED      02               4
D EXAMWORKS GROUP INC            COM              30066A10        68     4600 SH       SHARED      10            4600
D EXCEL TR INC                   COM              30068C10       144    12692 SH       SHARED                   12692
D EXCEL TR INC                   COM              30068C10        46     4100 SH       SHARED      01            4100
D EXCEL TR INC                   COM              30068C10         0        5 SH       SHARED      02               5
D EXCEL TR INC                   COM              30068C10      8148   713490 SH       SHARED      11                         713490
D EXELON CORP                    COM              30161N10       119     3363 SH       SHARED                    3363
D EXELON CORP                    COM              30161N10     69248  1946283 SH       SHARED                 1540332         405951
D EXELON CORP                    COM              30161N10         0      759 SH CALL  SHARED                     759
D EXELON CORP                    COM              30161N10      8897   250064 SH       SHARED      01          246339           3725
D EXELON CORP                    COM              30161N10       231     6515 SH       SHR/OTHR    01                           6515
D EXELON CORP                    COM              30161N10     10031   281936 SH       SHARED      02          265845          16091
D EXELON CORP                    COM              30161N10         0      114 SH CALL  SHARED      02             114
D EXELON CORP                    COM              30161N10     94659  2660482 SH       SHARED      04         2660482
D EXELON CORP                    COM              30161N10       730    20542 SH       SHARED      05           20542
D EXELON CORP                    COM              30161N10      3488    98060 SH       SHARED      06           68538          29522
D EXELON CORP                    COM              30161N10     11414   320799 SH       SHARED      10          320799
D EXELON CORP                    COM              30161N10         3      105 SH       SHARED      20             105
D EXELON CORP                    COM              30161N10         1       50 SH       SHARED      23              50
D EXELON CORP                    COM              30161N10       297     8375 SH       SHR/OTHR    23                           8375
D EXELON CORP                    COM              30161N10       281     7901 SH       SHARED      26            7901
D EXELON CORP                    COM              30161N10       932    26218 SH       SHARED      27           26218
D EXELON CORP                    COM              30161N10      2001    56249 SH       SHARED      31           56249
D EXELIXIS INC                   NOTE  4.250% 8/1 30161QAC       218   210000 PRN      SHARED                  210000
D EXELIXIS INC                   COM              30161Q10       427    88557 SH       SHARED                   88557
D EXELIXIS INC                   COM              30161Q10         0       51 SH       SHARED      02              51
D EXELIXIS INC                   COM              30161Q10      1586   328895 SH       SHARED      04          328895
D EXELIXIS INC                   COM              30161Q10       104    21700 SH       SHARED      10           21700
D EXELIXIS INC                   COM              30161Q10       386    80000 SH       SHARED      26           80000
D EXELIS INC                     COM              30162A10      4738   458222 SH       SHARED                  458222
D EXELIS INC                     COM              30162A10       120    11614 SH       SHARED      01            9398           2216
D EXELIS INC                     COM              30162A10        18     1795 SH       SHARED      02              95           1700
D EXELIS INC                     COM              30162A10     51760  5005865 SH       SHARED      04         4999065           6800
D EXELIS INC                     COM              30162A10        14     1446 SH       SHARED      23             846            600
D EXELIS INC                     COM              30162A10        10     1000 SH       SHR/OTHR    23                           1000
D EXELIS INC                     COM              30162A10       461    44632 SH       SHARED      26           44632
D EXETER RES CORP                COM              30183510       247   149274 SH       SHARED                  149274
D EXFO INC                       SUB VTG SHS      30204610        79    16212 SH       SHARED                   16212
D EXIDE TECHNOLOGIES             FRNT         9/1 302051AL        55    60000 PRN      SHARED                   60000
D EXIDE TECHNOLOGIES             COM NEW          30205120        35    11329 SH       SHARED                   11329
D EXIDE TECHNOLOGIES             COM NEW          30205120        11     3600 SH       SHARED      01            3600
D EXIDE TECHNOLOGIES             COM NEW          30205120       104    33812 SH       SHARED      02           33812
D EXLSERVICE HOLDINGS INC        COM              30208110       578    19609 SH       SHARED                   19609
D EXLSERVICE HOLDINGS INC        COM              30208110         3      108 SH       SHARED      02              49             59
D EXPEDIA INC DEL                COM NEW          30212P30       159     2752 SH       SHARED                    2752
D EXPEDIA INC DEL                COM NEW          30212P30     49113   849134 SH       SHARED                  849134
D EXPEDIA INC DEL                COM NEW          30212P30         1      489 SH CALL  SHARED                     489
D EXPEDIA INC DEL                COM NEW          30212P30         3     1870 SH PUT   SHARED                    1870
D EXPEDIA INC DEL                COM NEW          30212P30      1447    25030 SH       SHARED      01           23930           1100
D EXPEDIA INC DEL                COM NEW          30212P30       125     2175 SH       SHARED      02            1175           1000
D EXPEDIA INC DEL                COM NEW          30212P30         4       75 SH       SHARED      05              75
D EXPEDIA INC DEL                COM NEW          30212P30      1284    22200 SH       SHARED      06           19750           2450
D EXPEDIA INC DEL                COM NEW          30212P30      2353    40690 SH       SHARED      10           40690
D EXPEDIA INC DEL                COM NEW          30212P30        11      200 SH       SHR/OTHR    20                            200
D EXPEDIA INC DEL                COM NEW          30212P30       206     3577 SH       SHARED      27            3577
D EXPEDIA INC DEL                COM NEW          30212P30       289     5000 SH       SHARED      29            5000
D EXPEDIA INC DEL                COM NEW          30212P30      2296    39700 SH       SHARED      30           39700
D EXPEDITORS INTL WASH INC       COM              30213010        39     1086 SH       SHARED                    1086
D EXPEDITORS INTL WASH INC       COM              30213010     30071   827266 SH       SHARED                  826803            463
D EXPEDITORS INTL WASH INC       COM              30213010      1889    51975 SH       SHARED      01           51975
D EXPEDITORS INTL WASH INC       COM              30213010        24      678 SH       SHARED      02             678
D EXPEDITORS INTL WASH INC       COM              30213010         3      110 SH       SHARED      05             110
D EXPEDITORS INTL WASH INC       COM              30213010       580    15980 SH       SHARED      06            9950           6030
D EXPEDITORS INTL WASH INC       COM              30213010      1935    53259 SH       SHARED      10           53259
D EXPONENT INC                   COM              30214U10       581    10186 SH       SHARED                   10186
D EXPONENT INC                   COM              30214U10         2       45 SH       SHARED      02              27             18
D EXPONENT INC                   COM              30214U10        16      285 SH       SHARED      21                            285
D EXPRESS INC                    COM              30219E10      4207   283934 SH       SHARED                  276830           7104
D EXPRESS INC                    COM              30219E10         0       25 SH       SHARED      02              25
D EXPRESS SCRIPTS HLDG CO        COM              30219G10        43      690 SH       SHARED                                    690
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     62542   998610 SH       SHARED                  990478           8132
D EXPRESS SCRIPTS HLDG CO        COM              30219G10         0      599 SH PUT   SHARED                     599
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     46780   746928 SH       SHARED      01          504326         242602
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      6742   107661 SH       SHR/OTHR    01                         107661
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      2637    42108 SH       SHARED      02            1026          41082
D EXPRESS SCRIPTS HLDG CO        COM              30219G10        17     1850 SH CALL  SHARED      02            1850
D EXPRESS SCRIPTS HLDG CO        COM              30219G10         2     1832 SH PUT   SHARED      02            1832
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     18472   294941 SH       SHARED      04          294941
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      3074    49091 SH       SHARED      05           49091
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      9045   144427 SH       SHARED      06          115470          28957
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     13645   217877 SH       SHARED      10          214536           3341
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      3142    50180 SH       SHARED      20           41456   305     8419
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      1019    16272 SH       SHR/OTHR    20                          16272
D EXPRESS SCRIPTS HLDG CO        COM              30219G10       811    12965 SH       SHARED      21           12965
D EXPRESS SCRIPTS HLDG CO        COM              30219G10       217     3475 SH       SHR/OTHR    21                           3475
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     13734   219296 SH       SHARED      23          188410          30886
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     12231   195291 SH       SHR/OTHR    23                         195291
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      3995    63798 SH       SHARED      26           63798
D EXPRESS SCRIPTS HLDG CO        COM              30219G10      6315   100832 SH       SHARED      27          100832
D EXPRESS SCRIPTS HLDG CO        COM              30219G10       587     9374 SH       SHARED      29            9374
D EXPRESS SCRIPTS HLDG CO        COM              30219G10     10945   174772 SH       SHARED      31          174772
D EXTERRAN PARTNERS LP           COM UNITS        30225N10       388    18000 SH       SHARED                   18000
D EXTERRAN PARTNERS LP           COM UNITS        30225N10      2891   134128 SH       SHARED      02                         134128
D EXTRA SPACE STORAGE INC        COM              30225T10     14148   425528 SH       SHARED                  425528
D EXTRA SPACE STORAGE INC        COM              30225T10      1010    30399 SH       SHARED      01           28265           2134
D EXTRA SPACE STORAGE INC        COM              30225T10        57     1715 SH       SHR/OTHR    01                           1715
D EXTRA SPACE STORAGE INC        COM              30225T10        31      947 SH       SHARED      02             627            320
D EXTRA SPACE STORAGE INC        COM              30225T10      8091   243350 SH       SHARED      10          243350
D EXTRA SPACE STORAGE INC        COM              30225T10    118949  3577433 SH       SHARED      11         2417050        1160383
D EXTRA SPACE STORAGE INC        COM              30225T10        13      395 SH       SHARED      20             395
D EXTRA SPACE STORAGE INC        COM              30225T10       866    26071 SH       SHARED      26           26071
D EXTERRAN HLDGS INC             NOTE  4.250% 6/1 30225XAA       889   790000 PRN      SHARED                  790000
D EXTERRAN HLDGS INC             COM              30225X10      4871   240191 SH       SHARED                  240191
D EXTERRAN HLDGS INC             COM              30225X10       200     9867 SH       SHARED      02             117           9750
D EXTERRAN HLDGS INC             COM              30225X10         1      437 SH CALL  SHARED      02             437
D EXTERRAN HLDGS INC             COM              30225X10       505    24912 SH       SHARED      10           24912
D EXTREME NETWORKS INC           COM              30226D10       100    30072 SH       SHARED                   30072
D EXTREME NETWORKS INC           COM              30226D10      2576   769187 SH       SHARED      02              25         769162
D EXTREME NETWORKS INC           COM              30226D10       167    49900 SH       SHARED      10           49900
D EZCORP INC                     CL A NON VTG     30230110       872    38044 SH       SHARED                   35539           2505
D EZCORP INC                     CL A NON VTG     30230110         1       86 SH       SHARED      02              86
D EXXON MOBIL CORP               COM              30231G10      7033    76913 SH       SHARED                   21743          55170
D EXXON MOBIL CORP               COM              30231G10    314084  3434492 SH       SHARED                 3373176          61316
D EXXON MOBIL CORP               COM              30231G10        18     2874 SH CALL  SHARED                    2874
D EXXON MOBIL CORP               COM              30231G10         1      899 SH PUT   SHARED                     899
D EXXON MOBIL CORP               COM              30231G10    164820  1802297 SH       SHARED      01         1538314   600   263383
D EXXON MOBIL CORP               COM              30231G10     64159   701578 SH       SHR/OTHR    01                         701578
D EXXON MOBIL CORP               COM              30231G10     11245   122966 SH       SHARED      02           12428         110538
D EXXON MOBIL CORP               COM              30231G10       101    17982 SH CALL  SHARED      02           17982
D EXXON MOBIL CORP               COM              30231G10         7     8210 SH PUT   SHARED      02            8210
D EXXON MOBIL CORP               COM              30231G10      1199    13121 SH       SHARED      04           10000           3121
D EXXON MOBIL CORP               COM              30231G10    140647  1537972 SH       SHARED      04         1534972           3000
D EXXON MOBIL CORP               COM              30231G10      3104    33950 SH       SHARED      05           33950
D EXXON MOBIL CORP               COM              30231G10     54681   597935 SH       SHARED      06          370817         227118
D EXXON MOBIL CORP               COM              30231G10    144759  1582940 SH       SHARED      10         1580772           2168
D EXXON MOBIL CORP               COM              30231G10       522     5710 SH       SHARED      15            5710
D EXXON MOBIL CORP               COM              30231G10      6347    69411 SH       SHARED      20           32592   175    36644
D EXXON MOBIL CORP               COM              30231G10      3482    38081 SH       SHR/OTHR    20                          38081
D EXXON MOBIL CORP               COM              30231G10      5585    61075 SH       SHARED      21           61075
D EXXON MOBIL CORP               COM              30231G10      1750    19147 SH       SHR/OTHR    21                          19147
D EXXON MOBIL CORP               COM              30231G10     63065   689615 SH       SHARED      23          635899          53716
D EXXON MOBIL CORP               COM              30231G10     51179   559649 SH       SHR/OTHR    23                         559649
D EXXON MOBIL CORP               COM              30231G10      3850    42100 SH       SHARED      26           42100
D EXXON MOBIL CORP               COM              30231G10     11747   128462 SH       SHARED      27          128462
D EXXON MOBIL CORP               COM              30231G10      5242    57326 SH       SHARED      29           57326
D EXXON MOBIL CORP               COM              30231G10      2505    27400 SH       SHARED      30           27400
D EXXON MOBIL CORP               COM              30231G10     59078   646020 SH       SHARED      31          646020
D FBL FINL GROUP INC             CL A             30239F10        66     2013 SH       SHARED                    1787            226
D FBL FINL GROUP INC             CL A             30239F10        70     2125 SH       SHARED      01            2125
D FBL FINL GROUP INC             CL A             30239F10         0        1 SH       SHARED      02               1
D FEI CO                         NOTE  2.875% 6/0 30241LAF       459   250000 PRN      SHARED                  250000
D FEI CO                         COM              30241L10      1784    33356 SH       SHARED                   32348           1008
D FEI CO                         COM              30241L10       338     6325 SH       SHARED      01            6325
D FEI CO                         COM              30241L10         3       74 SH       SHARED      02              74
D FEI CO                         COM              30241L10       299     5600 SH       SHARED      10            5600
D FLIR SYS INC                   COM              30244510        32     1642 SH       SHARED                    1642
D FLIR SYS INC                   COM              30244510      7485   374737 SH       SHARED                  366809           7928
D FLIR SYS INC                   COM              30244510       825    41325 SH       SHARED      01           41325
D FLIR SYS INC                   COM              30244510        44     2216 SH       SHARED      02              16           2200
D FLIR SYS INC                   COM              30244510       660    33077 SH       SHARED      04           33077
D FLIR SYS INC                   COM              30244510         1      100 SH       SHARED      05             100
D FLIR SYS INC                   COM              30244510      2480   124177 SH       SHARED      06          121377           2800
D FLIR SYS INC                   COM              30244510       762    38186 SH       SHARED      10           38186
D FBR & CO                       COM              30247C30        49    16042 SH       SHARED                   16042
D FBR & CO                       COM              30247C30         0        6 SH       SHARED      02               6
D FBR & CO                       COM              30247C30        93    30100 SH       SHARED      10           30100
D FMC TECHNOLOGIES INC           COM              30249U10     18659   403014 SH       SHARED                  402542            472
D FMC TECHNOLOGIES INC           COM              30249U10      2885    62312 SH       SHARED      01           62312
D FMC TECHNOLOGIES INC           COM              30249U10        69     1504 SH       SHARED      02            1504
D FMC TECHNOLOGIES INC           COM              30249U10       135     2920 SH       SHARED      05            2920
D FMC TECHNOLOGIES INC           COM              30249U10      1346    29079 SH       SHARED      06           20610           8469
D FMC TECHNOLOGIES INC           COM              30249U10      2877    62141 SH       SHARED      10           62141
D FMC TECHNOLOGIES INC           COM              30249U10         6      150 SH       SHARED      21                            150
D FMC TECHNOLOGIES INC           COM              30249U10      7339   158514 SH       SHARED      31          158514
D F M C CORP                     COM NEW          30249130        44      800 SH       SHARED                     800
D F M C CORP                     COM NEW          30249130      6948   125472 SH       SHARED                  125202            270
D F M C CORP                     COM NEW          30249130      2043    36900 SH       SHARED      01           36900
D F M C CORP                     COM NEW          30249130         9      173 SH       SHARED      02              51            122
D F M C CORP                     COM NEW          30249130       996    18000 SH       SHARED      04           18000
D F M C CORP                     COM NEW          30249130       376     6800 SH       SHARED      04                           6800
D F M C CORP                     COM NEW          30249130        94     1700 SH       SHARED      05            1700
D F M C CORP                     COM NEW          30249130       493     8903 SH       SHARED      06            5520           3383
D F M C CORP                     COM NEW          30249130      2009    36282 SH       SHARED      10           36282
D F M C CORP                     COM NEW          30249130         8      150 SH       SHARED      21                            150
D F M C CORP                     COM NEW          30249130        45      824 SH       SHARED      27             824
D F N B UNITED CORP              COM NEW          30251920        57     4807 SH       SHARED                    3907            900
D F N B UNITED CORP              COM NEW          30251920       134    11300 SH       SHARED      01           11300
D F N B UNITED CORP              COM NEW          30251920         0        5 SH       SHARED      02               5
D FNB CORP PA                    COM              30252010      2684   239474 SH       SHARED                  239474
D FNB CORP PA                    COM              30252010       174    15600 SH       SHARED      01           15600
D FNB CORP PA                    COM              30252010         2      254 SH       SHARED      02             254
D FNB CORP PA                    COM              30252010       624    55700 SH       SHARED      10           55700
D FSI INTL INC                   COM              30263310        48     7814 SH       SHARED                    7814
D FSI INTL INC                   COM              30263310         0        6 SH       SHARED      02               6
D FXCM INC                       COM CL A         30269310         8      851 SH       SHARED                     851
D FXCM INC                       COM CL A         30269310         0        3 SH       SHARED      02               3
D FX ENERGY INC                  COM              30269510        61     8311 SH       SHARED                    8311
D FX ENERGY INC                  COM              30269510       231    31014 SH       SHARED      02              14          31000
D FX ENERGY INC                  COM              30269510       223    30000 SH       SHARED      10           30000
D FTI CONSULTING INC             COM              30294110      1393    52248 SH       SHARED                   52248
D FTI CONSULTING INC             COM              30294110        72     2700 SH       SHARED      01            2700
D FTI CONSULTING INC             COM              30294110         0        6 SH       SHARED      02               6
D FACEBOOK INC                   CL A             30303M10        21     1000 SH       SHARED                    1000
D FACEBOOK INC                   CL A             30303M10      4556   210361 SH       SHARED                  210361
D FACEBOOK INC                   CL A             30303M10         0      144 SH CALL  SHARED                     144
D FACEBOOK INC                   CL A             30303M10        26     2681 SH PUT   SHARED                    2681
D FACEBOOK INC                   CL A             30303M10      2745   126750 SH       SHARED      01          123100           3650
D FACEBOOK INC                   CL A             30303M10        43     2000 SH       SHR/OTHR    01                           2000
D FACEBOOK INC                   CL A             30303M10     20989   969025 SH       SHARED      02          955015          14010
D FACEBOOK INC                   CL A             30303M10        11     3933 SH CALL  SHARED      02            3933
D FACEBOOK INC                   CL A             30303M10        14     2274 SH PUT   SHARED      02            2274
D FACEBOOK INC                   CL A             30303M10         6      300 SH       SHARED      05             300
D FACEBOOK INC                   CL A             30303M10      2823   130377 SH       SHARED      06          130377
D FACEBOOK INC                   CL A             30303M10       229    10600 SH       SHARED      10           10600
D FACEBOOK INC                   CL A             30303M10        83     3843 SH       SHARED      20            3178            665
D FACEBOOK INC                   CL A             30303M10         8      400 SH       SHARED      23             400
D FACEBOOK INC                   CL A             30303M10       511    23635 SH       SHARED      27           23635
D FACEBOOK INC                   CL A             30303M10       186     8595 SH       SHARED      29            8595
D FACTSET RESH SYS INC           COM              30307510      3943    40899 SH       SHARED                   40301            598
D FACTSET RESH SYS INC           COM              30307510        86      900 SH       SHARED      01             900
D FACTSET RESH SYS INC           COM              30307510        61      643 SH       SHARED      02             643
D FACTSET RESH SYS INC           COM              30307510       260     2700 SH       SHARED      10            2700
D FACTSET RESH SYS INC           COM              30307510         9       99 SH       SHARED      21                             99
D FAIR ISAAC CORP                COM              30325010      1454    32872 SH       SHARED                   32872
D FAIR ISAAC CORP                COM              30325010        59     1350 SH       SHARED      01            1350
D FAIR ISAAC CORP                COM              30325010       535    12100 SH       SHARED      10           12100
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610      2388   182051 SH       SHARED                  181015           1036
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       281    21488 SH       SHARED      02            4493          16995
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       101     7700 SH       SHARED      10            7700
D FAIRPOINT COMMUNICATIONS INC   COM NEW          30556030        72     9598 SH       SHARED                    9598
D FAIRPOINT COMMUNICATIONS INC   COM NEW          30556030      1391   184109 SH       SHARED      02          184109
D FAIRPOINT COMMUNICATIONS INC   COM NEW          30556030       127    16800 SH       SHARED      10           16800
D FALCONSTOR SOFTWARE INC        COM              30613710        11     5064 SH       SHARED                    5064
D FALCONSTOR SOFTWARE INC        COM              30613710         0        9 SH       SHARED      02               9
D FAMILY DLR STORES INC          COM              30700010     29440   444056 SH       SHARED                  444056
D FAMILY DLR STORES INC          COM              30700010      3854    58138 SH       SHARED      01           58138
D FAMILY DLR STORES INC          COM              30700010       377     5691 SH       SHARED      02            5385            306
D FAMILY DLR STORES INC          COM              30700010         1     1350 SH CALL  SHARED      02            1350
D FAMILY DLR STORES INC          COM              30700010       287     4338 SH       SHARED      04            4338
D FAMILY DLR STORES INC          COM              30700010         4       70 SH       SHARED      05              70
D FAMILY DLR STORES INC          COM              30700010      2289    34530 SH       SHARED      06            3730          30800
D FAMILY DLR STORES INC          COM              30700010      3034    45776 SH       SHARED      10           45776
D FAMILY DLR STORES INC          COM              30700010        99     1500 SH       SHARED      20            1500
D FAMILY DLR STORES INC          COM              30700010        49      744 SH       SHARED      27             744
D FAMOUS DAVES AMER INC          COM              30706810        53     5575 SH       SHARED                    5575
D FAMOUS DAVES AMER INC          COM              30706810        72     7600 SH       SHARED      26            7600
D FARMER BROS CO                 COM              30767510         2      262 SH       SHARED                     262
D FARMER BROS CO                 COM              30767510         0        1 SH       SHARED      02               1
D FARMERS NATL BANC CORP         COM              30962710         4      686 SH       SHARED                     686
D FARMERS NATL BANC CORP         COM              30962710         0        3 SH       SHARED      02               3
D FARO TECHNOLOGIES INC          COM              31164210       537    13002 SH       SHARED                   13002
D FARO TECHNOLOGIES INC          COM              31164210         1       32 SH       SHARED      02              32
D FASTENAL CO                    COM              31190010     19878   462392 SH       SHARED                  462235            157
D FASTENAL CO                    COM              31190010      3026    70400 SH       SHARED      01           70400
D FASTENAL CO                    COM              31190010        36      857 SH       SHARED      02             857
D FASTENAL CO                    COM              31190010        57     1340 SH       SHARED      05            1340
D FASTENAL CO                    COM              31190010      1459    33940 SH       SHARED      06           22220          11720
D FASTENAL CO                    COM              31190010      2985    69443 SH       SHARED      10           69443
D FASTENAL CO                    COM              31190010      4188    97428 SH       SHARED      27           97428
D FASTENAL CO                    COM              31190010       721    16780 SH       SHARED      29           16780
D FEDERAL AGRIC MTG CORP         CL C             31314830         9      359 SH       SHARED                     359
D FEDERAL AGRIC MTG CORP         CL C             31314830        28     1100 SH       SHARED      01            1100
D FEDERAL AGRIC MTG CORP         CL C             31314830         0        1 SH       SHARED      02               1
D FEDERAL MOGUL CORP             COM              31354940        54     5933 SH       SHARED                    3816           2117
D FEDERAL MOGUL CORP             COM              31354940         2      275 SH       SHARED      01             275
D FEDERAL MOGUL CORP             COM              31354940         0        3 SH       SHARED      02               3
D FEDERAL MOGUL CORP             COM              31354940        96    10500 SH       SHARED      10           10500
D FEDERAL MOGUL CORP             COM              31354940        18     2000 SH       SHARED      23                           2000
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720     20594   195577 SH       SHARED                  195577
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      1611    15300 SH       SHARED      01           15300
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       165     1576 SH       SHARED      02             156           1420
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720         5       50 SH       SHARED      05              50
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      1102    10470 SH       SHARED      06            9900            570
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      8471    80450 SH       SHARED      10           80450
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720    176716  1678223 SH       SHARED      11          984501         693722
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       396     3765 SH       SHARED      26            3765
D FEDERAL SIGNAL CORP            COM              31385510       300    47575 SH       SHARED                   47575
D FEDERAL SIGNAL CORP            COM              31385510         0      113 SH       SHARED      02             113
D FEDERAL SIGNAL CORP            COM              31385510        68    10900 SH       SHARED      10           10900
D FEDERATED INVS INC PA          CL B             31421110      9266   447874 SH       SHARED                  447874
D FEDERATED INVS INC PA          CL B             31421110      1928    93201 SH       SHARED                   91066           2135
D FEDERATED INVS INC PA          CL B             31421110       389    18820 SH       SHARED      01           18820
D FEDERATED INVS INC PA          CL B             31421110       144     6960 SH       SHARED      02            2130           4830
D FEDERATED INVS INC PA          CL B             31421110        41     2000 SH       SHARED      06                           2000
D FEDERATED INVS INC PA          CL B             31421110     19775   955790 SH       SHARED      10          955790
D FEDERATED INVS INC PA          CL B             31421110        11      576 SH       SHARED      21                            576
D FEDERATED NATL HLDG CO         COM              31422T10         5     1000 SH       SHARED      02            1000
D FEDEX CORP                     COM              31428X10       192     2272 SH       SHARED                    2272
D FEDEX CORP                     COM              31428X10     34416   406722 SH       SHARED                  406722
D FEDEX CORP                     COM              31428X10         1      829 SH CALL  SHARED                     829
D FEDEX CORP                     COM              31428X10      7682    90783 SH       SHARED      01           90783
D FEDEX CORP                     COM              31428X10      9693   114556 SH       SHARED      02           64063          50493
D FEDEX CORP                     COM              31428X10         0       11 SH CALL  SHARED      02              11
D FEDEX CORP                     COM              31428X10         3     1864 SH PUT   SHARED      02            1864
D FEDEX CORP                     COM              31428X10       662     7824 SH       SHARED      04            7824
D FEDEX CORP                     COM              31428X10       137     1620 SH       SHARED      05            1620
D FEDEX CORP                     COM              31428X10      2604    30781 SH       SHARED      06           19770          11011
D FEDEX CORP                     COM              31428X10      8108    95818 SH       SHARED      10           95818
D FEDEX CORP                     COM              31428X10        16      200 SH       SHR/OTHR    20                            200
D FEDEX CORP                     COM              31428X10       281     3330 SH       SHR/OTHR    23                           3330
D FEDEX CORP                     COM              31428X10        86     1018 SH       SHARED      27            1018
D FEDEX CORP                     COM              31428X10       964    11400 SH       SHARED      29           11400
D FEDEX CORP                     COM              31428X10      7109    84015 SH       SHARED      31           84015
D FEIHE INTL INC                 COM              31429Y10        26     4389 SH       SHARED                    4389
D FELCOR LODGING TR INC          COM              31430F10      1205   254356 SH       SHARED                  254356
D FELCOR LODGING TR INC          COM              31430F10        51    10970 SH       SHARED      01           10970
D FELCOR LODGING TR INC          COM              31430F10        14     3028 SH       SHARED      02            3028
D FELCOR LODGING TR INC          COM              31430F10       104    22000 SH       SHARED      10           22000
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F20         7      300 SH       SHARED      02                            300
D FEMALE HEALTH CO               COM              31446210         5      810 SH       SHARED                     810
D FEMALE HEALTH CO               COM              31446210         0        7 SH       SHARED      02               7
D FEMALE HEALTH CO               COM              31446210        27     3900 SH       SHARED      10            3900
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310        22     1180 SH       SHARED      02                           1180
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310         0      165 SH PUT   SHARED      02             165
D FERRO CORP                     NOTE  6.500% 8/1 315405AL        24    25000 PRN      SHARED                   25000
D FERRO CORP                     COM              31540510        66    19258 SH       SHARED                   19258
D FERRO CORP                     COM              31540510        14     4250 SH       SHARED      01            4250
D FERRO CORP                     COM              31540510         0       14 SH       SHARED      02              14
D FERRO CORP                     COM              31540510       391   114000 SH       SHARED      05          114000
D FERRO CORP                     COM              31540510        72    21200 SH       SHARED      10           21200
D FERRO CORP                     COM              31540510         6     2000 SH       SHARED      23                           2000
D F5 NETWORKS INC                COM              31561610        20      195 SH       SHARED                     195
D F5 NETWORKS INC                COM              31561610     27920   266823 SH       SHARED                  266823
D F5 NETWORKS INC                COM              31561610      3243    31000 SH       SHARED      01           31000
D F5 NETWORKS INC                COM              31561610       248     2375 SH       SHR/OTHR    01                           2375
D F5 NETWORKS INC                COM              31561610       740     7077 SH       SHARED      02             796           6281
D F5 NETWORKS INC                COM              31561610         0      110 SH CALL  SHARED      02             110
D F5 NETWORKS INC                COM              31561610       523     5000 SH       SHARED      04            5000
D F5 NETWORKS INC                COM              31561610         4       40 SH       SHARED      05              40
D F5 NETWORKS INC                COM              31561610       640     6120 SH       SHARED      06            3620           2500
D F5 NETWORKS INC                COM              31561610      2050    19593 SH       SHARED      10           19593
D F5 NETWORKS INC                COM              31561610        96      920 SH       SHARED      23             920
D F5 NETWORKS INC                COM              31561610       278     2660 SH       SHARED      29            2660
D FIBRIA CELULOSE S A            SP ADR REP COM   31573A10       267    28589 SH       SHARED                   28589
D FIBRIA CELULOSE S A            SP ADR REP COM   31573A10         0        2 SH       SHARED      02               2
D FIDELITY NATL INFORMATION SV   COM              31620M10        61     1980 SH       SHARED                    1980
D FIDELITY NATL INFORMATION SV   COM              31620M10      8470   271305 SH       SHARED                  268935           2370
D FIDELITY NATL INFORMATION SV   COM              31620M10      2491    79809 SH       SHARED      01           79796             13
D FIDELITY NATL INFORMATION SV   COM              31620M10         7      242 SH       SHARED      02             242
D FIDELITY NATL INFORMATION SV   COM              31620M10         5      180 SH       SHARED      05             180
D FIDELITY NATL INFORMATION SV   COM              31620M10       578    18545 SH       SHARED      06           10685           7860
D FIDELITY NATL INFORMATION SV   COM              31620M10      2142    68637 SH       SHARED      10           68637
D FIDELITY NATL INFORMATION SV   COM              31620M10         7      240 SH       SHARED      21                            240
D FIDELITY NATL INFORMATION SV   COM              31620M10       190     6100 SH       SHARED      23            2000           4100
D FIDELITY NATL INFORMATION SV   COM              31620M10       301     9670 SH       SHR/OTHR    23                           9670
D FIDELITY NATIONAL FINANCIAL    NOTE  4.250% 8/1 31620RAE       487   400000 PRN      SHARED      06          400000
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10     24196  1131195 SH       SHARED                 1131195
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      1093    51116 SH       SHARED      01           51116
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        51     2400 SH       SHARED      02             300           2100
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       484    22640 SH       SHARED      06           22640
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        92     4321 SH       SHARED      27            4321
D FIDELITY SOUTHERN CORP NEW     COM              31639410        75     7994 SH       SHARED                    7994
D FIDELITY SOUTHERN CORP NEW     COM              31639410         0        4 SH       SHARED      02               4
D FIDUS INVT CORP                COM              31650010        10      615 SH       SHARED                     615
D FIDUS INVT CORP                COM              31650010         0        2 SH       SHARED      02               2
D FIESTA RESTAURANT GROUP INC    COM              31660B10         0        4 SH       SHARED      02               4
D FIFTH & PAC COS INC            COM              31664510      3989   312172 SH       SHARED                  312172
D FIFTH & PAC COS INC            COM              31664510         2      207 SH       SHARED      02             207
D FIFTH & PAC COS INC            COM              31664510       118     9300 SH       SHARED      10            9300
D FIFTH THIRD BANCORP            COM              31677310        64     4160 SH       SHARED                    4160
D FIFTH THIRD BANCORP            COM              31677310     47301  3050719 SH       SHARED                 3050719
D FIFTH THIRD BANCORP            COM              31677310      3708   239149 SH       SHARED      01          239149
D FIFTH THIRD BANCORP            COM              31677310      1319    85127 SH       SHARED      02           85087             40
D FIFTH THIRD BANCORP            COM              31677310         2     2100 SH CALL  SHARED      02            2100
D FIFTH THIRD BANCORP            COM              31677310         8      530 SH       SHARED      05             530
D FIFTH THIRD BANCORP            COM              31677310      1288    83130 SH       SHARED      06           55490          27640
D FIFTH THIRD BANCORP            COM              31677310      7931   511539 SH       SHARED      10          511539
D FIFTH THIRD BANCORP            COM              31677310         2      175 SH       SHARED      21                            175
D FIFTH THIRD BANCORP            COM              31677310       232    15000 SH       SHARED      26           15000
D FIFTH THIRD BANCORP            COM              31677310        69     4500 SH       SHARED      30            4500
D FIFTH THIRD BANCORP            CNV PFD DEP1/250 31677320       105      750 SH       SHARED                     750
D FIFTH THIRD BANCORP            CNV PFD DEP1/250 31677320     11422    81561 SH       SHARED      02           81561
D FIFTH STREET FINANCE CORP      COM              31678A10      3703   337254 SH       SHARED                  337254
D FIFTH STREET FINANCE CORP      COM              31678A10      1246   113503 SH       SHARED      02              15         113488
D FIFTH STREET FINANCE CORP      COM              31678A10      1252   114100 SH       SHARED      10          114100
D 51JOB INC                      SP ADR REP COM   31682710       858    19162 SH       SHARED                   19162
D 51JOB INC                      SP ADR REP COM   31682710         3       78 SH       SHARED      02              78
D FINANCIAL ENGINES INC          COM              31748510       744    31276 SH       SHARED                   31276
D FINANCIAL ENGINES INC          COM              31748510         1       81 SH       SHARED      02              81
D FINANCIAL INSTNS INC           COM              31758540       155     8323 SH       SHARED                    8323
D FINANCIAL INSTNS INC           COM              31758540         1      102 SH       SHARED      02             102
D FINANCIAL INSTNS INC           COM              31758540       182     9800 SH       SHARED      26            9800
D FINISAR CORP                   COM NEW          31787A50       210    14720 SH       SHARED                   14720
D FINISAR CORP                   COM NEW          31787A50        42     3000 SH       SHARED      01            3000
D FINISAR CORP                   COM NEW          31787A50      1491   104163 SH       SHARED      02           89413          14750
D FINISAR CORP                   COM NEW          31787A50       264    18500 SH       SHARED      10           18500
D FINISAR CORP                   COM NEW          31787A50        10      735 SH       SHARED      21             735
D FINISH LINE INC                CL A             31792310      1040    45792 SH       SHARED                   45094            698
D FINISH LINE INC                CL A             31792310         4      182 SH       SHARED      02              97             85
D FINISH LINE INC                CL A             31792310       337    14837 SH       SHARED      10           14837
D FIRST ACCEPTANCE CORP          COM              31845710         0      100 SH       SHARED      02             100
D FIRST AMERN FINL CORP          COM              31847R10      2214   102198 SH       SHARED                  102198
D FIRST AMERN FINL CORP          COM              31847R10        30     1425 SH       SHARED      01            1425
D FIRST AMERN FINL CORP          COM              31847R10        12      574 SH       SHARED      02             574
D FIRST AMERN FINL CORP          COM              31847R10       461    21300 SH       SHARED      10           21300
D FIRST BANCORP INC ME           COM              31866P10         5      318 SH       SHARED                     318
D FIRST BANCORP INC ME           COM              31866P10         0        2 SH       SHARED      02               2
D FIRST BANCORP P R              COM NEW          31867270       199    45024 SH       SHARED                   45024
D FIRST BANCORP P R              COM NEW          31867270         0      128 SH       SHARED      02             128
D FIRST BANCORP P R              COM NEW          31867270       127    28800 SH       SHARED      10           28800
D FIRST BANCORP N C              COM              31891010        27     2388 SH       SHARED                    2388
D FIRST BANCORP N C              COM              31891010         0        3 SH       SHARED      02               3
D FIRST BANCORP N C              COM              31891010        28     2500 SH       SHARED      10            2500
D FIRST BUSEY CORP               COM              31938310        61    12617 SH       SHARED                   12617
D FIRST BUSEY CORP               COM              31938310         0       11 SH       SHARED      02              11
D FIRST BUSEY CORP               COM              31938310       339    69600 SH       SHARED      10           69600
D FIRST CALIFORNIA FINANCIAL G   COM NEW          31939510       125    18073 SH       SHARED                   18073
D FIRST CALIFORNIA FINANCIAL G   COM NEW          31939510         0        3 SH       SHARED      02               3
D FIRST CASH FINL SVCS INC       COM              31942D10       941    20470 SH       SHARED                   20470
D FIRST CASH FINL SVCS INC       COM              31942D10        46     1000 SH       SHARED      01            1000
D FIRST CASH FINL SVCS INC       COM              31942D10         3       83 SH       SHARED      02              83
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       325     2001 SH       SHARED                    2001
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       136      836 SH       SHR/OTHR    01                            836
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10         0        4 SH       SHARED      02               4
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       114      700 SH       SHARED      10             700
D FIRST CLOVER LEAF FIN CORP     COM              31969M10         0      100 SH       SHARED      02             100
D FIRST COMWLTH FINL CORP PA     COM              31982910       578    82000 SH       SHARED                   80012           1988
D FIRST COMWLTH FINL CORP PA     COM              31982910         2      370 SH       SHARED      02             190            180
D FIRST COMWLTH FINL CORP PA     COM              31982910       221    31400 SH       SHARED      10           31400
D FIRST CMNTY BANCSHARES INC N   COM              31983A10        42     2813 SH       SHARED                    2813
D FIRST CMNTY BANCSHARES INC N   COM              31983A10         0        3 SH       SHARED      02               3
D FIRST CMNTY BANCSHARES INC N   COM              31983A10       253    16624 SH       SHARED      26           16624
D FIRST CONN BANCORP INC MD      COM              31985010        37     2745 SH       SHARED                    2745
D FIRST CONN BANCORP INC MD      COM              31985010         0        2 SH       SHARED      02               2
D FIRST DEFIANCE FINL CORP       COM              32006W10         6      351 SH       SHARED                     351
D FIRST DEFIANCE FINL CORP       COM              32006W10         0        2 SH       SHARED      02               2
D FIRST DEFIANCE FINL CORP       COM              32006W10       131     7600 SH       SHARED      26            7600
D FIRST FED BANCSHARES ARK       COM NEW          32020F30         2      208 SH       SHARED                     208
D FIRST FED BANCSHARES ARK       COM NEW          32020F30         0        1 SH       SHARED      02               1
D FIRST FINL BANKSHARES          COM              32020R10       823    22855 SH       SHARED                   22855
D FIRST FINL BANKSHARES          COM              32020R10        59     1650 SH       SHARED      01            1650
D FIRST FINL BANKSHARES          COM              32020R10        13      374 SH       SHARED      02             374
D FIRST FINL BANKSHARES          COM              32020R10        93     2600 SH       SHARED      10            2600
D FIRST FINL BANCORP OH          COM              32020910       776    45891 SH       SHARED                   44660           1231
D FIRST FINL BANCORP OH          COM              32020910         1      105 SH       SHARED      02             105
D FIRST FINL BANCORP OH          COM              32020910       519    30700 SH       SHARED      10           30700
D FIRST FED NORTHN MICH BANCOR   COM              32021X10        40    10300 SH       SHARED                   10300
D FIRST FINL CORP IND            COM              32021810       172     5491 SH       SHARED                    5491
D FIRST FINL CORP IND            COM              32021810         0        2 SH       SHARED      02               2
D FIRST FINL SVC CORP            COM              32022D10         1      400 SH       SHARED      02             400
D FIRST FINANCIAL NORTHWEST IN   COM              32022K10         6      807 SH       SHARED                     807
D FIRST FINANCIAL NORTHWEST IN   COM              32022K10         0        2 SH       SHARED      02               2
D FIRST FINL HLDGS INC           COM              32023910         7      596 SH       SHARED                     596
D FIRST FINL HLDGS INC           COM              32023910         0        3 SH       SHARED      02               3
D FIRST FINL HLDGS INC           COM              32023910        79     6100 SH       SHARED      10            6100
D FIRST HORIZON NATL CORP        COM              32051710        34     3599 SH       SHARED                    3599
D FIRST HORIZON NATL CORP        COM              32051710      2922   303439 SH       SHARED                  303439
D FIRST HORIZON NATL CORP        COM              32051710       141    14664 SH       SHARED      01           14664
D FIRST HORIZON NATL CORP        COM              32051710        31     3306 SH       SHARED      02            3306
D FIRST HORIZON NATL CORP        COM              32051710        46     4794 SH       SHARED      06                           4794
D FIRST HORIZON NATL CORP        COM              32051710     14623  1518535 SH       SHARED      10         1518535
D FIRST HORIZON NATL CORP        COM              32051710       584    60724 SH       SHARED      26           60724
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10      2750   209326 SH       SHARED                  209326
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       423    32200 SH       SHARED      01           32200
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10        39     3000 SH       SHARED      02                           3000
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       134    10200 SH       SHARED      10           10200
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       228    17370 SH       SHARED      26           17370
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20        47     3208 SH       SHARED                    3208
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20        65     4400 SH       SHARED      01            4400
D FIRST INTST BANCSYSTEM INC     COM CL A         32055Y20       101     6800 SH       SHARED      10            6800
D FIRST LONG IS CORP             COM              32073410       144     4678 SH       SHARED                    4678
D FIRST LONG IS CORP             COM              32073410         0        1 SH       SHARED      02               1
D FIRST M & F CORP               COM              32074410         1      200 SH       SHARED      02             200
D FIRST MAJESTIC SILVER CORP     COM              32076V10      9318   402176 SH       SHARED                  402176
D FIRST MAJESTIC SILVER CORP     COM              32076V10      2582   111459 SH       SHARED      02          109459           2000
D FIRST MAJESTIC SILVER CORP     COM              32076V10      2140    92400 SH       SHARED      04           92400
D FIRST MAJESTIC SILVER CORP     COM              32076V10      4031   174000 SH       SHARED      30          174000
D FIRST MARBLEHEAD CORP          COM              32077110         2     2421 SH       SHARED                    2421
D FIRST MARBLEHEAD CORP          COM              32077110         0      134 SH       SHARED      02               9            125
D FIRST MERCHANTS CORP           COM              32081710        67     4488 SH       SHARED                    4488
D FIRST MERCHANTS CORP           COM              32081710       115     7700 SH       SHARED      10            7700
D FIRST MERCHANTS CORP           COM              32081710       256    17100 SH       SHARED      26           17100
D FIRST MIDWEST BANCORP DEL      COM              32086710      1001    79741 SH       SHARED                   79741
D FIRST MIDWEST BANCORP DEL      COM              32086710       124     9900 SH       SHARED      01            9900
D FIRST MIDWEST BANCORP DEL      COM              32086710         1      136 SH       SHARED      02             136
D FIRST MIDWEST BANCORP DEL      COM              32086710      7434   591940 SH       SHARED      10          591940
D FIRST NIAGARA FINL GP INC      COM              33582V10     11904  1475202 SH       SHARED                 1473431           1771
D FIRST NIAGARA FINL GP INC      COM              33582V10       174    21600 SH       SHARED      01           14900           6700
D FIRST NIAGARA FINL GP INC      COM              33582V10         2      313 SH       SHARED      02             313
D FIRST NIAGARA FINL GP INC      COM              33582V10        14     1800 SH       SHARED      10            1800
D FIRST NIAGARA FINL GP INC      COM              33582V10       256    31762 SH       SHARED      21           31762
D FIRST PACTRUST BANCORP INC     COM              33589V10         4      382 SH       SHARED                     382
D FIRST PACTRUST BANCORP INC     COM              33589V10         0        2 SH       SHARED      02               2
D FIRST POTOMAC RLTY TR          COM              33610F10       565    43924 SH       SHARED                   43924
D FIRST POTOMAC RLTY TR          COM              33610F10         0        9 SH       SHARED      02               9
D FIRST POTOMAC RLTY TR          COM              33610F10       204    15900 SH       SHARED      10           15900
D FIRST REP BK SAN FRANCISCO C   COM              33616C10      3611   104790 SH       SHARED                  104790
D FIRST REP BK SAN FRANCISCO C   COM              33616C10       751    21800 SH       SHARED      01           21800
D FIRST REP BK SAN FRANCISCO C   COM              33616C10         3       92 SH       SHARED      02              92
D FIRST SOLAR INC                COM              33643310      3449   155781 SH       SHARED                  155781
D FIRST SOLAR INC                COM              33643310       164     7450 SH       SHARED      01            7450
D FIRST SOLAR INC                COM              33643310       167     7561 SH       SHARED      02            4061           3500
D FIRST SOLAR INC                COM              33643310         0      200 SH CALL  SHARED      02             200
D FIRST SOLAR INC                COM              33643310       314    14210 SH       SHARED      10           14210
D FIRST SOUTH BANCORP INC VA     COM              33646W10         0      100 SH       SHARED      02             100
D 1ST SOURCE CORP                COM              33690110       202     9104 SH       SHARED                    9104
D 1ST SOURCE CORP                COM              33690110        12      575 SH       SHARED      01             575
D 1ST SOURCE CORP                COM              33690110       174     7820 SH       SHARED      10            7820
D FIRST TR MORNINGSTAR DIV LEA   SHS              33691710        68     3575 SH       SHARED      02                           3575
D FIRST TR US IPO INDEX FD       SHS              33692010         5      200 SH       SHARED      02                            200
D FIRST TR ACTIVE DIVID INCOME   COM              33731L10       193    22900 SH       SHARED                   22900
D FIRST TR ISE WATER INDEX FD    COM              33733B10         5      236 SH       SHARED      01                            236
D FIRST TR ISE WATER INDEX FD    COM              33733B10        75     3103 SH       SHARED      02                           3103
D FIRST TR MULTI CP VAL ALPHA    COM SHS          33733C10        85     2679 SH       SHARED      02                           2679
D FIRST TR EXCHANGE TRADED FD    STRAT VAL IDX FD 33733E10       162     6545 SH       SHARED      02                           6545
D FIRST TR EXCHANGE TRADED FD    NY ARCA BIOTECH  33733E20       325     7020 SH       SHARED      02                           7020
D FIRST TR EXCHANGE TRADED FD    DJ INTERNT IDX   33733E30         5      145 SH       SHARED      01                            145
D FIRST TR EXCHANGE TRADED FD    DJ INTERNT IDX   33733E30      1840    48512 SH       SHARED      02                          48512
D FIRST TR EXCHANGE TRADED FD    NASDAQ 100 EX    33733E40        41     1700 SH       SHARED      02                           1700
D FIRST TR MULTI CAP VALUE ALP   COM SHS          33733F10        80     2485 SH       SHARED      02                           2485
D FIRST TR ISE GLOBL COPPR IND   COM              33733J10        89     3150 SH       SHARED      02                           3150
D FIRST TR SR FLG RTE INCM FD    COM              33733U10       491    31178 SH       SHARED      02                          31178
D FIRST TR S^P REIT INDEX FD     COM              33734G10         5      316 SH       SHARED      01                            316
D FIRST TR S^P REIT INDEX FD     COM              33734G10      1333    76259 SH       SHARED      02                          76259
D FIRST TR VALUE LINE DIVID IN   SHS              33734H10       208    12002 SH       SHARED                   12002
D FIRST TR VALUE LINE DIVID IN   SHS              33734H10       124     7180 SH       SHARED      02                           7180
D FIRST TR ISE REVERE NAT GAS    COM              33734J10        52     3000 SH       SHARED      01            3000
D FIRST TR ISE REVERE NAT GAS    COM              33734J10        55     3183 SH       SHARED      02                           3183
D FIRST TR EXCHANGE TRADED FD    CONSUMR DISCRE   33734X10         5      235 SH       SHARED      01                            235
D FIRST TR EXCHANGE TRADED FD    CONSUMR DISCRE   33734X10      1197    54340 SH       SHARED      02                          54340
D FIRST TR EXCHANGE TRADED FD    CONSUMR STAPLE   33734X11         4      202 SH       SHARED      01                            202
D FIRST TR EXCHANGE TRADED FD    CONSUMR STAPLE   33734X11       752    30949 SH       SHARED      02                          30949
D FIRST TR EXCHANGE TRADED FD    FINLS ALPHADEX   33734X13         5      373 SH       SHARED      01                            373
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14         5      179 SH       SHARED      01                            179
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14      1631    49702 SH       SHARED      02                          49702
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14        75     2295 SH       SHARED      21            2295
D FIRST TR EXCHANGE TRADED FD    INDLS PROD DUR   33734X15         5      288 SH       SHARED      01                            288
D FIRST TR EXCHANGE TRADED FD    MATERIALS ALPH   33734X16         5      237 SH       SHARED      01                            237
D FIRST TR EXCHANGE TRADED FD    MATERIALS ALPH   33734X16        80     3300 SH       SHARED      02                           3300
D FIRST TR EXCHANGE TRADED FD    TECH ALPHADEX    33734X17         5      235 SH       SHARED      01                            235
D FIRST TR EXCHANGE TRADED FD    TECH ALPHADEX    33734X17         4      202 SH       SHARED      02                            202
D FIRST TR EXCHANGE TRADED FD    UTILITIES ALPH   33734X18        12      650 SH       SHARED      02                            650
D FIRST TR EXCHANGE TRADED FD    ISE CLOUD COMP   33734X19      2707   136189 SH       SHARED      02          132289           3900
D FIRST TR EXCHANGE TRADED FD    DJ GLBL DIVID    33734X20       407    17252 SH       SHARED      02                          17252
D FIRST TR SML CP CORE ALPHA F   COM SHS          33734Y10      1353    40332 SH       SHARED      02                          40332
D FIRST TR NASDAQ100 TECH INDE   SHS              33734510         5      194 SH       SHARED      01                            194
D FIRST TR MID CAP CORE ALPHAD   COM SHS          33735B10        97     2710 SH       SHARED      02                           2710
D FIRST TR LRG CP GRWTH ALPHAD   COM SHS          33735K10        11      403 SH       SHARED      02                            403
D FIRST TR FTSE EPRA/NAREIT DE   COM              33736N10         5      148 SH       SHARED      01                            148
D FIRST TR EXCH TRD ALPHA FD I   CANADA ALPHA     33737J20      1403    46350 SH       SHARED      02           46350
D FIRST TR EXCH TRD ALPHA FD I   EX US SML CP     33737J40       454    15900 SH       SHARED      02           15900
D FIRST TR NASDAQ SMART PHONE    COM SHS          33737K10        16      700 SH       SHARED      02                            700
D FIRST TR EXCHANGE-TRADED FD    NO AMER ENERGY   33738D10       138     6500 SH       SHARED      02                           6500
D FIRST TR HIGH INCOME L/S FD    COM              33738E10      1047    55882 SH       SHARED      02                          55882
D FIRST TR EXCHANGE TRADED FD    NASD TECH DIV    33738R11        63     3200 SH       SHARED      02                           3200
D 1ST UNITED BANCORP INC FLA     COM              33740N10         6     1078 SH       SHARED                    1078
D 1ST UNITED BANCORP INC FLA     COM              33740N10        53     8300 SH       SHARED      01            8300
D 1ST UNITED BANCORP INC FLA     COM              33740N10        23     3704 SH       SHARED      02            3704
D FIRST UTD CORP                 COM              33741H10         0      100 SH       SHARED      02             100
D FIRSTSERVICE CORP              SUB VTG SH       33761N10       249     8913 SH       SHARED                    8913
D FIRSTSERVICE CORP              SUB VTG SH       33761N10         5      200 SH       SHARED      02             200
D FIRSTCITY FINL CORP            COM              33761X10         3      400 SH       SHARED      02             400
D FIRSTHAND TECH VALUE FD INC    COM              33766Y10         5      309 SH       SHARED                     309
D FIRSTHAND TECH VALUE FD INC    COM              33766Y10         0       19 SH       SHARED      02              19
D FISERV INC                     COM              33773810        84     1144 SH       SHARED                    1144
D FISERV INC                     COM              33773810     25609   345938 SH       SHARED                  345938
D FISERV INC                     COM              33773810      2835    38300 SH       SHARED      01           38300
D FISERV INC                     COM              33773810       548     7404 SH       SHARED      02             829           6575
D FISERV INC                     COM              33773810       370     5000 SH       SHARED      04            5000
D FISERV INC                     COM              33773810         5       77 SH       SHARED      05              77
D FISERV INC                     COM              33773810      1008    13627 SH       SHARED      06            8980           4647
D FISERV INC                     COM              33773810      4298    58065 SH       SHARED      10           58065
D FISERV INC                     COM              33773810     10533   142282 SH       SHARED      31          142282
D FISHER COMMUNICATIONS INC      COM              33775620        41     1135 SH       SHARED                    1135
D FIRSTMERIT CORP                COM              33791510      4845   329413 SH       SHARED                  329065            348
D FIRSTMERIT CORP                COM              33791510         3      252 SH       SHARED      01             252
D FIRSTMERIT CORP                COM              33791510         0       18 SH       SHARED      02              18
D FIRSTMERIT CORP                COM              33791510     19837  1348555 SH       SHARED      10         1348555
D FLAGSTAR BANCORP INC           COM NEW          33793050       524   477227 SH       SHARED                  477185             42
D FLAGSTAR BANCORP INC           COM NEW          33793050        12    11100 SH       SHARED      01           11100
D FLAGSTAR BANCORP INC           COM NEW          33793050         1     1100 SH       SHARED      02            1100
D FIRSTENERGY CORP               COM              33793210        72     1652 SH       SHARED                    1652
D FIRSTENERGY CORP               COM              33793210     59953  1359482 SH       SHARED                  914261         445221
D FIRSTENERGY CORP               COM              33793210      5474   124139 SH       SHARED      01          113994          10145
D FIRSTENERGY CORP               COM              33793210        47     1075 SH       SHR/OTHR    01                           1075
D FIRSTENERGY CORP               COM              33793210       258     5851 SH       SHARED      02             850           5001
D FIRSTENERGY CORP               COM              33793210         1      500 SH PUT   SHARED      02             500
D FIRSTENERGY CORP               COM              33793210       187     4259 SH       SHARED      04            4259
D FIRSTENERGY CORP               COM              33793210    144245  3270861 SH       SHARED      04         3270861
D FIRSTENERGY CORP               COM              33793210       448    10160 SH       SHARED      05           10160
D FIRSTENERGY CORP               COM              33793210      2807    63651 SH       SHARED      06           26077          37574
D FIRSTENERGY CORP               COM              33793210      9149   207471 SH       SHARED      10          207471
D FIRSTENERGY CORP               COM              33793210         5      115 SH       SHR/OTHR    21                            115
D FIRSTENERGY CORP               COM              33793210        51     1169 SH       SHARED      23            1169
D FIRSTENERGY CORP               COM              33793210       380     8638 SH       SHR/OTHR    23                           8638
D FIVE BELOW INC                 COM              33829M10        54     1383 SH       SHARED                    1383
D FIVE STAR QUALITY CARE INC     COM              33832D10       336    65875 SH       SHARED                   65791             84
D FIVE STAR QUALITY CARE INC     COM              33832D10         0        7 SH       SHARED      02               7
D FIVE STAR QUALITY CARE INC     COM              33832D10        34     6800 SH       SHARED      10            6800
D FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          33847810         2      117 SH       SHARED      02                            117
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810         4     1100 SH       SHARED                    1100
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810       457   111816 SH       SHARED      26          111816
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810       115    28316 SH       SHARED      32           28316
D FLEETCOR TECHNOLOGIES INC      COM              33904110      1456    32500 SH       SHARED                   32500
D FLEETCOR TECHNOLOGIES INC      COM              33904110         1       43 SH       SHARED      02              43
D FLEETCOR TECHNOLOGIES INC      COM              33904110        53     1200 SH       SHARED      10            1200
D FLEXSTEEL INDS INC             COM              33938210        29     1427 SH       SHARED                    1427
D FLEXSTEEL INDS INC             COM              33938210         0        1 SH       SHARED      02               1
D FLEXSHARES TR                  IBOXX 3R TARGT   33939L50      1243    48735 SH       SHARED      02           48735
D FLOTEK INDS INC DEL            NOTE  5.250% 2/1 343389AA       259   250000 PRN      SHARED                  250000
D FLOTEK INDS INC DEL            COM              34338910        98     7767 SH       SHARED                    7767
D FLOTEK INDS INC DEL            COM              34338910       307    24267 SH       SHARED      01           21017           3250
D FLOTEK INDS INC DEL            COM              34338910       456    36000 SH       SHR/OTHR    01                          36000
D FLOTEK INDS INC DEL            COM              34338910        60     4764 SH       SHARED      02              14           4750
D FLOTEK INDS INC DEL            COM              34338910         1      500 SH CALL  SHARED      02             500
D FLUOR CORP NEW                 COM              34341210      1413    25122 SH       SHARED                   25122
D FLUOR CORP NEW                 COM              34341210     24142   428978 SH       SHARED                  428873            105
D FLUOR CORP NEW                 COM              34341210      3315    58903 SH       SHARED      01           58278            625
D FLUOR CORP NEW                 COM              34341210        16      300 SH       SHR/OTHR    01                            300
D FLUOR CORP NEW                 COM              34341210       272     4843 SH       SHARED      02            3647           1196
D FLUOR CORP NEW                 COM              34341210         0        1 SH CALL  SHARED      02               1
D FLUOR CORP NEW                 COM              34341210         0      644 SH PUT   SHARED      02             644
D FLUOR CORP NEW                 COM              34341210    107314  1906795 SH       SHARED      04         1900035           6760
D FLUOR CORP NEW                 COM              34341210         6      120 SH       SHARED      05             120
D FLUOR CORP NEW                 COM              34341210      2879    51172 SH       SHARED      06           13210          37962
D FLUOR CORP NEW                 COM              34341210      2414    42901 SH       SHARED      10           42901
D FLUOR CORP NEW                 COM              34341210         2       45 SH       SHR/OTHR    21                             45
D FLUOR CORP NEW                 COM              34341210       115     2050 SH       SHARED      23             300           1750
D FLUOR CORP NEW                 COM              34341210        28      500 SH       SHR/OTHR    23                            500
D FLOW INTL CORP                 COM              34346810        25     6989 SH       SHARED                    6989
D FLOW INTL CORP                 COM              34346810         0        8 SH       SHARED      02               8
D FLOW INTL CORP                 COM              34346810       130    35200 SH       SHARED      10           35200
D FLOWERS FOODS INC              COM              34349810      3315   164306 SH       SHARED                  161576           2730
D FLOWERS FOODS INC              COM              34349810        18      903 SH       SHARED      02             903
D FLOWERS FOODS INC              COM              34349810       928    46000 SH       SHARED      10           46000
D FLOWERS FOODS INC              COM              34349810       227    11250 SH       SHARED      20           11250
D FLOWERS FOODS INC              COM              34349810        20     1000 SH       SHARED      23                           1000
D FLOWSERVE CORP                 COM              34354P10        37      293 SH       SHARED                     293
D FLOWSERVE CORP                 COM              34354P10      5188    40618 SH       SHARED                   40518            100
D FLOWSERVE CORP                 COM              34354P10      1660    13000 SH       SHARED      01           13000
D FLOWSERVE CORP                 COM              34354P10         5       42 SH       SHARED      02              42
D FLOWSERVE CORP                 COM              34354P10     25073   196284 SH       SHARED      04          196284
D FLOWSERVE CORP                 COM              34354P10     16880   132150 SH       SHARED      05          132150
D FLOWSERVE CORP                 COM              34354P10       525     4110 SH       SHARED      06            2100           2010
D FLOWSERVE CORP                 COM              34354P10      1730    13549 SH       SHARED      10           13549
D FLOWSERVE CORP                 COM              34354P10       408     3200 SH       SHARED      23            2200           1000
D FLOWSERVE CORP                 COM              34354P10      1086     8506 SH       SHARED      31            8506
D FLUIDIGM CORP DEL              COM              34385P10       788    46378 SH       SHARED                   46378
D FLUIDIGM CORP DEL              COM              34385P10        32     1907 SH       SHARED      02               7           1900
D FLUSHING FINL CORP             COM              34387310       145     9189 SH       SHARED                    9189
D FLUSHING FINL CORP             COM              34387310         0        5 SH       SHARED      02               5
D FLUSHING FINL CORP             COM              34387310        72     4600 SH       SHARED      10            4600
D FLUSHING FINL CORP             COM              34387310       158    10000 SH       SHARED      26           10000
D FLY LEASING LTD                SPONSORED ADR    34407D10       151    11238 SH       SHARED                    9250           1988
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10        93     4000 SH       SHARED                    4000
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10     23534  1005746 SH       SHARED                 1005746
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10         7      320 SH       SHARED      02             320
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910     11036   119993 SH       SHARED                  119993
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      4913    53416 SH       SHARED      02           53416
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910     30270   329100 SH       SHARED      04          329100
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910       367     4000 SH       SHARED      05            4000
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910       827     9000 SH       SHARED      06            9000
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910        13      147 SH       SHARED      21             147
D FONAR CORP                     COM NEW          34443740       124    33325 SH       SHARED                   33325
D FOOT LOCKER INC                COM              34484910     21683   610811 SH       SHARED                  609793           1018
D FOOT LOCKER INC                COM              34484910        32      925 SH       SHARED      01             925
D FOOT LOCKER INC                COM              34484910        15      450 SH       SHR/OTHR    01                            450
D FOOT LOCKER INC                COM              34484910       564    15903 SH       SHARED      02             703          15200
D FOOT LOCKER INC                COM              34484910         0      676 SH CALL  SHARED      02             676
D FOOT LOCKER INC                COM              34484910        24      700 SH       SHARED      10             700
D FOOT LOCKER INC                COM              34484910       659    18590 SH       SHARED      26           18590
D FORBES ENERGY SVCS LTD         COM              34514310         2      727 SH       SHARED                     727
D FORBES ENERGY SVCS LTD         COM              34514310         0        3 SH       SHARED      02               3
D FORD MTR CO DEL                *W EXP 01/01/201 34537013     16517 16036739 SH       SHARED      02        16032739           4000
D FORD MTR CO DEL                COM PAR $0.01    34537086        48     4929 SH       SHARED                    4929
D FORD MTR CO DEL                COM PAR $0.01    34537086     66230  6717095 SH       SHARED                 6717095
D FORD MTR CO DEL                COM PAR $0.01    34537086         4     5057 SH CALL  SHARED                    5057
D FORD MTR CO DEL                COM PAR $0.01    34537086         3     3900 SH PUT   SHARED                    3900
D FORD MTR CO DEL                COM PAR $0.01    34537086      9794   993404 SH       SHARED      01          945047          48357
D FORD MTR CO DEL                COM PAR $0.01    34537086     19775  2005590 SH       SHARED      02         1703721         301869
D FORD MTR CO DEL                COM PAR $0.01    34537086        11    37052 SH CALL  SHARED      02           37052
D FORD MTR CO DEL                COM PAR $0.01    34537086         5     3759 SH PUT   SHARED      02            3759
D FORD MTR CO DEL                COM PAR $0.01    34537086        48     4911 SH       SHARED      04            4911
D FORD MTR CO DEL                COM PAR $0.01    34537086       279    28310 SH       SHARED      05           28310
D FORD MTR CO DEL                COM PAR $0.01    34537086      3675   372770 SH       SHARED      06          244860         127910
D FORD MTR CO DEL                COM PAR $0.01    34537086      9239   937095 SH       SHARED      10          937095
D FORD MTR CO DEL                COM PAR $0.01    34537086        49     5000 SH       SHARED      20            5000
D FORD MTR CO DEL                COM PAR $0.01    34537086        10     1100 SH       SHARED      23            1100
D FORD MTR CO DEL                COM PAR $0.01    34537086        79     8020 SH       SHR/OTHR    23                           8020
D FORD MTR CO DEL                COM PAR $0.01    34537086       715    72600 SH       SHARED      26           72600
D FORD MTR CO DEL                COM PAR $0.01    34537086        70     7120 SH       SHARED      29            7120
D FORD MTR CO DEL                COM PAR $0.01    34537086      5966   605078 SH       SHARED      31          605078
D FOREST CITY ENTERPRISES INC    CL A             34555010      8253   520754 SH       SHARED                  520754
D FOREST CITY ENTERPRISES INC    CL A             34555010         5      375 SH       SHARED      01             375
D FOREST CITY ENTERPRISES INC    CL A             34555010        97     6165 SH       SHARED      02            5826            339
D FOREST CITY ENTERPRISES INC    CL A             34555010        44     2800 SH       SHARED      10            2800
D FOREST LABS INC                COM              34583810       220     6180 SH       SHARED                    6180
D FOREST LABS INC                COM              34583810     10454   293578 SH       SHARED                  292896            682
D FOREST LABS INC                COM              34583810      2628    73825 SH       SHARED      01           70495           3330
D FOREST LABS INC                COM              34583810        81     2300 SH       SHR/OTHR    01                           2300
D FOREST LABS INC                COM              34583810       177     4996 SH       SHARED      02            4751            245
D FOREST LABS INC                COM              34583810         1      500 SH CALL  SHARED      02             500
D FOREST LABS INC                COM              34583810        39     1100 SH       SHARED      04            1100
D FOREST LABS INC                COM              34583810        55     1560 SH       SHARED      05            1560
D FOREST LABS INC                COM              34583810      1893    53177 SH       SHARED      06           43637           9540
D FOREST LABS INC                COM              34583810      2674    75093 SH       SHARED      10           75093
D FOREST LABS INC                COM              34583810         9      260 SH       SHR/OTHR    20                            260
D FOREST LABS INC                COM              34583810        35     1000 SH       SHARED      21            1000
D FOREST LABS INC                COM              34583810         8      230 SH       SHR/OTHR    21                            230
D FOREST LABS INC                COM              34583810      2376    66746 SH       SHARED      27           66746
D FOREST LABS INC                COM              34583810      8125   228181 SH       SHARED      31          228181
D FOREST LABS INC                COM              34583810      1356    38106 SH       SHARED      32           38106
D FOREST OIL CORP                COM PAR $0.01    34609170      2530   299523 SH       SHARED                  299523
D FOREST OIL CORP                COM PAR $0.01    34609170        22     2700 SH       SHARED      01            2700
D FOREST OIL CORP                COM PAR $0.01    34609170         1      218 SH       SHARED      02              18            200
D FOREST OIL CORP                COM PAR $0.01    34609170      1478   175000 SH       SHARED      04          175000
D FORESTAR GROUP INC             COM              34623310      1504    90334 SH       SHARED                   90334
D FORESTAR GROUP INC             COM              34623310        35     2118 SH       SHARED      01             799           1319
D FORESTAR GROUP INC             COM              34623310         1       62 SH       SHARED      02              62
D FORESTAR GROUP INC             COM              34623310       143     8600 SH       SHARED      10            8600
D FORMFACTOR INC                 COM              34637510       298    53340 SH       SHARED                   53140            200
D FORMFACTOR INC                 COM              34637510         0        8 SH       SHARED      02               8
D FORMFACTOR INC                 COM              34637510       306    54800 SH       SHARED      10           54800
D FORRESTER RESH INC             COM              34656310       412    14326 SH       SHARED                   13646            680
D FORRESTER RESH INC             COM              34656310         0       29 SH       SHARED      02              29
D FORRESTER RESH INC             COM              34656310        20      700 SH       SHARED      10             700
D FORTEGRA FINL CORP             COM              34954W10         2      346 SH       SHARED                     346
D FORTEGRA FINL CORP             COM              34954W10         0        1 SH       SHARED      02               1
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10      2287   517432 SH       SHARED                  517432
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10       141    32000 SH       SHARED      02                          32000
D FORTINET INC                   COM              34959E10      3902   161790 SH       SHARED                  161790
D FORTINET INC                   COM              34959E10       582    24156 SH       SHARED      02             106          24050
D FORTINET INC                   COM              34959E10       101     4200 SH       SHARED      10            4200
D FORTINET INC                   COM              34959E10        16      696 SH       SHARED      21             696
D FORTINET INC                   COM              34959E10        89     3700 SH       SHARED      23            3700
D FORTINET INC                   COM              34959E10       209     8700 SH       SHARED      30            8700
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10     12848   475680 SH       SHARED                  475680
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10       211     7824 SH       SHARED      01            7699            125
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10        27     1016 SH       SHARED      02             504            512
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10        18      700 SH       SHARED      10             700
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10        21      800 SH       SHARED      20                            800
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10         4      180 SH       SHR/OTHR    20                            180
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10         5      220 SH       SHARED      21                            220
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10        16      600 SH       SHARED      23             600
D FORTUNE BRANDS HOME & SEC IN   COM              34964C10       195     7250 SH       SHR/OTHR    23                           7250
D FORUM ENERGY TECHNOLOGIES IN   COM              34984V10       625    25740 SH       SHARED                   25740
D FORUM ENERGY TECHNOLOGIES IN   COM              34984V10         0        6 SH       SHARED      02               6
D FORWARD AIR CORP               COM              34985310       682    22457 SH       SHARED                   22457
D FORWARD AIR CORP               COM              34985310         6      204 SH       SHARED      02             157             47
D FORWARD AIR CORP               COM              34985310       139     4600 SH       SHARED      10            4600
D FOSSIL INC                     COM              34988210        22      263 SH       SHARED                     263
D FOSSIL INC                     COM              34988210     26238   309787 SH       SHARED                  308899            888
D FOSSIL INC                     COM              34988210      1471    17375 SH       SHARED      01           17375
D FOSSIL INC                     COM              34988210        60      720 SH       SHARED      02             720
D FOSSIL INC                     COM              34988210         2       27 SH       SHARED      05              27
D FOSSIL INC                     COM              34988210       127     1500 SH       SHARED      06             300           1200
D FOSSIL INC                     COM              34988210      1169    13804 SH       SHARED      10           13804
D FOSSIL INC                     COM              34988210       254     3000 SH       SHARED      26            3000
D FORTUNA SILVER MINES INC       COM              34991510         9     1800 SH       SHR/OTHR    23                           1800
D FOSTER L B CO                  COM              35006010        57     1787 SH       SHARED                    1787
D FOSTER L B CO                  COM              35006010         0        2 SH       SHARED      02               2
D FOSTER L B CO                  COM              35006010        16      500 SH       SHARED      10             500
D FOSTER L B CO                  COM              35006010       181     5600 SH       SHARED      26            5600
D FOX CHASE BANCORP INC NEW      COM              35137T10         7      458 SH       SHARED                     458
D FOX CHASE BANCORP INC NEW      COM              35137T10         0        2 SH       SHARED      02               2
D FQF TR                         QUANT NEUT VAL   35168020      1808    77272 SH       SHARED      02           77272
D FQF TR                         QUANT NET HG BET 35168030      2415   100000 SH       SHARED      02          100000
D FQF TR                         QUANTSHARE SIZ   35168040      2212    90053 SH       SHARED      02           90053
D FQF TR                         QUANTSHAR QUAL   35168050      1311    57662 SH       SHARED      02           57662
D FQF TR                         QUANT NEUT ANT   35168070     15182   658843 SH       SHARED      02          658843
D FRANCE TELECOM                 SPONSORED ADR    35177Q10        57     4706 SH       SHARED                    4706
D FRANCE TELECOM                 SPONSORED ADR    35177Q10       219    18000 SH       SHARED      02           10000           8000
D FRANCESCAS HLDGS CORP          COM              35179310       174     5688 SH       SHARED                    5688
D FRANCESCAS HLDGS CORP          COM              35179310         0       10 SH       SHARED      02              10
D FRANCO NEVADA CORP             COM              35185810     41778   708945 SH       SHARED                  349397         359548
D FRANCO NEVADA CORP             COM              35185810        18      315 SH       SHARED      02             100            215
D FRANCO NEVADA CORP             COM              35185810         4      600 SH CALL  SHARED      02             600
D FRANCO NEVADA CORP             COM              35185810         0      950 SH PUT   SHARED      02             950
D FRANCO NEVADA CORP             COM              35185810    138346  2347644 SH       SHARED      04         2347644
D FRANCO NEVADA CORP             COM              35185810        65     1110 SH       SHARED      05            1110
D FRANCO NEVADA CORP             COM              35185810        49      840 SH       SHARED      06             840
D FRANCO NEVADA CORP             COM              35185810      3889    66000 SH       SHARED      10           66000
D FRANKLIN COVEY CO              COM              35346910         7      663 SH       SHARED                     663
D FRANKLIN COVEY CO              COM              35346910         0        5 SH       SHARED      02               5
D FRANKLIN COVEY CO              COM              35346910        13     1100 SH       SHARED      10            1100
D FRANKLIN ELEC INC              COM              35351410      1227    20292 SH       SHARED                   20292
D FRANKLIN ELEC INC              COM              35351410        48      800 SH       SHARED      01             800
D FRANKLIN ELEC INC              COM              35351410         2       38 SH       SHARED      02              38
D FRANKLIN ELEC INC              COM              35351410       320     5300 SH       SHARED      10            5300
D FRANKLIN FINL CORP VA          COM              35353C10         8      517 SH       SHARED                     517
D FRANKLIN FINL CORP VA          COM              35353C10         0        2 SH       SHARED      02               2
D FRANKLIN RES INC               COM              35461310        54      436 SH       SHARED                     436
D FRANKLIN RES INC               COM              35461310     24201   193504 SH       SHARED                  193504
D FRANKLIN RES INC               COM              35461310      6191    49501 SH       SHARED      01           47876           1625
D FRANKLIN RES INC               COM              35461310        18      150 SH       SHR/OTHR    01                            150
D FRANKLIN RES INC               COM              35461310       524     4196 SH       SHARED      02            4175             21
D FRANKLIN RES INC               COM              35461310       747     5979 SH       SHARED      04            5979
D FRANKLIN RES INC               COM              35461310       125     1000 SH       SHARED      05            1000
D FRANKLIN RES INC               COM              35461310      2463    19700 SH       SHARED      06           15060           4640
D FRANKLIN RES INC               COM              35461310      7279    58207 SH       SHARED      10           58207
D FRANKLIN RES INC               COM              35461310         5       45 SH       SHR/OTHR    21                             45
D FRANKLIN RES INC               COM              35461310        37      300 SH       SHARED      23             300
D FRANKLIN RES INC               COM              35461310       225     1800 SH       SHR/OTHR    23                           1800
D FRANKLIN RES INC               COM              35461310      3300    26387 SH       SHARED      27           26387
D FRANKLIN RES INC               COM              35461310      7182    57429 SH       SHARED      31           57429
D FRANKLIN STREET PPTYS CORP     COM              35471R10      1353   122246 SH       SHARED                  122246
D FRANKLIN STREET PPTYS CORP     COM              35471R10       877    79227 SH       SHARED      02             130          79097
D FREDS INC                      CL A             35610810       349    24543 SH       SHARED                   24543
D FREDS INC                      CL A             35610810         1      104 SH       SHARED      02             104
D FREDS INC                      CL A             35610810       210    14800 SH       SHARED      10           14800
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1938    48969 SH       SHARED                    3829          45140
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85    273571  6911862 SH       SHARED                 6909502           2360
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85         2     1350 SH CALL  SHARED                    1350
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     19795   500137 SH       SHARED      01          377844         122293
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      2870    72520 SH       SHR/OTHR    01                          72520
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     67026  1693442 SH       SHARED      02         1510140         183302
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85         8     3436 SH CALL  SHARED      02            3436
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        37    15314 SH PUT   SHARED      02           15314
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85    105488  2665204 SH       SHARED      04         2601987          63217
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1809    45720 SH       SHARED      05           45720
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      5596   141398 SH       SHARED      06           83020          58378
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     12318   311234 SH       SHARED      10          309801           1433
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       197     5000 SH       SHARED      15            5000
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       928    23453 SH       SHARED      20           18223   170     5060
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       457    11558 SH       SHR/OTHR    20                          11558
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       391     9898 SH       SHARED      21            9898
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        58     1470 SH       SHR/OTHR    21                           1470
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      3656    92372 SH       SHARED      23           83517           8855
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      4124   104202 SH       SHR/OTHR    23                         104202
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1306    33000 SH       SHARED      26           33000
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       208     5270 SH       SHARED      27            5270
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1153    29145 SH       SHARED      29           29145
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1777    44900 SH       SHARED      30           44900
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      7335   185328 SH       SHARED      31          185328
D FREIGHTCAR AMER INC            COM              35702310       565    31776 SH       SHARED                   31776
D FREIGHTCAR AMER INC            COM              35702310         3      202 SH       SHARED      02             202
D FREQUENCY ELECTRS INC          COM              35801010         0      100 SH       SHARED      02             100
D FRESENIUS MED CARE AG^CO KGA   SPONSORED ADR    35802910       236     3227 SH       SHARED                    3227
D FRESENIUS MED CARE AG^CO KGA   SPONSORED ADR    35802910        86     1184 SH       SHARED      01             712            472
D FRESENIUS MED CARE AG^CO KGA   SPONSORED ADR    35802910        25      353 SH       SHARED      21             353
D FRESH MKT INC                  COM              35804H10      4972    82967 SH       SHARED                   82967
D FRESH MKT INC                  COM              35804H10       119     2002 SH       SHARED      02               2           2000
D FRESH MKT INC                  COM              35804H10      5506    91888 SH       SHARED      04           91888
D FRESH MKT INC                  COM              35804H10        74     1235 SH       SHARED      05            1235
D FRESH MKT INC                  COM              35804H10       898    15000 SH       SHARED      06                          15000
D FRESH MKT INC                  COM              35804H10        35      600 SH       SHARED      10             600
D FRIEDMAN INDS INC              COM              35843510        93     9100 SH       SHARED                    9100
D FRIEDMAN INDS INC              COM              35843510        76     7500 SH       SHARED      26            7500
D FRIENDFINDER NETWORKS INC      COM IPO          35845330         0       12 SH       SHARED                      12
D FRISCHS RESTAURANTS INC        COM              35874810        10      513 SH       SHARED                     513
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        49    10033 SH       SHARED                   10033
D FRONTIER COMMUNICATIONS CORP   COM              35906A10     11410  2321490 SH       SHARED                 2320490           1000
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      1644   334589 SH       SHARED      01          308859          25730
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        18     3851 SH       SHR/OTHR    01                           3851
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       466    94894 SH       SHARED      02           76742          18152
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       592   120625 SH       SHARED      04          120625
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         6     1353 SH       SHARED      05            1353
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       130    26567 SH       SHARED      05           26567
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       328    66869 SH       SHARED      06           37442          29427
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      4573   930538 SH       SHARED      10          930538
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         4      865 SH       SHR/OTHR    21                            865
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         0      144 SH       SHARED      23             120             24
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        16     3458 SH       SHR/OTHR    23                           3458
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      2457   500000 SH       SHARED      30          500000
D FUELCELL ENERGY INC            COM              35952H10       428   487005 SH       SHARED                  487005
D FUELCELL ENERGY INC            COM              35952H10         9    11000 SH       SHARED      01           11000
D FUELCELL ENERGY INC            COM              35952H10         3     3818 SH       SHARED      02            3818
D FUELCELL ENERGY INC            COM              35952H10        39    45200 SH       SHARED      10           45200
D FUEL SYS SOLUTIONS INC         COM              35952W10        40     2362 SH       SHARED                    2362
D FUEL SYS SOLUTIONS INC         COM              35952W10         5      302 SH       SHARED      02               2            300
D FUEL SYS SOLUTIONS INC         COM              35952W10        29     1700 SH       SHARED      10            1700
D FUEL TECH INC                  COM              35952310       133    32053 SH       SHARED                   32053
D FULLER H B CO                  COM              35969410      3579   116666 SH       SHARED                  116666
D FULLER H B CO                  COM              35969410         5      195 SH       SHARED      02             195
D FULLER H B CO                  COM              35969410       506    16500 SH       SHARED      10           16500
D FULTON FINL CORP PA            COM              36027110      2884   292830 SH       SHARED                  292087            743
D FULTON FINL CORP PA            COM              36027110        19     1979 SH       SHARED      02            1979
D FULTON FINL CORP PA            COM              36027110     26989  2740040 SH       SHARED      10         2740040
D FURNITURE BRANDS INTL INC      COM              36092110       276   190476 SH       SHARED                  190476
D FURIEX PHARMACEUTICALS INC     COM              36106P10         5      312 SH       SHARED                     312
D FURIEX PHARMACEUTICALS INC     COM              36106P10         6      366 SH       SHARED      01             366
D FURIEX PHARMACEUTICALS INC     COM              36106P10         0        2 SH       SHARED      02               2
D FURIEX PHARMACEUTICALS INC     COM              36106P10      3888   203782 SH       SHARED      26          203782
D FURIEX PHARMACEUTICALS INC     COM              36106P10       918    48122 SH       SHARED      32           48122
D FURMANITE CORPORATION          COM              36108610        33     5840 SH       SHARED                    5840
D FURMANITE CORPORATION          COM              36108610         0        6 SH       SHARED      02               6
D FURMANITE CORPORATION          COM              36108610        30     5300 SH       SHARED      10            5300
D FUSION-IO INC                  COM              36112J10      9888   326666 SH       SHARED                  326666
D FUSION-IO INC                  COM              36112J10      1280    42300 SH       SHARED      02           42300
D FUSION-IO INC                  COM              36112J10      2028    67000 SH       SHARED      04           67000
D FUSION-IO INC                  COM              36112J10        51     1700 SH       SHARED      10            1700
D FUSHI COPPERWELD INC           COM              36113E10         1      200 SH       SHARED      01             200
D FUTUREFUEL CORPORATION         COM              36116M10         8      697 SH       SHARED                     697
D FUTUREFUEL CORPORATION         COM              36116M10         0        3 SH       SHARED      02               3
D FUTUREFUEL CORPORATION         COM              36116M10        33     2800 SH       SHARED      10            2800
D G & K SVCS INC                 CL A             36126810       594    18975 SH       SHARED                   18877             98
D G & K SVCS INC                 CL A             36126810        39     1250 SH       SHARED      02                           1250
D GAMCO INVESTORS INC            COM              36143810        74     1489 SH       SHARED                    1489
D GAMCO INVESTORS INC            COM              36143810         0        2 SH       SHARED      02               2
D GATX CORP                      COM              36144810      5981   140932 SH       SHARED                  140283            649
D GATX CORP                      COM              36144810        21      501 SH       SHARED      02             501
D GATX CORP                      COM              36144810       127     3000 SH       SHARED      10            3000
D GATX CORP                      COM              36144810        84     2000 SH       SHARED      23                           2000
D GDL FUND                       COM SH BEN IT    36157010      1651   139800 SH       SHARED      02                         139800
D GEO GROUP INC                  COM              36159R10      4559   164789 SH       SHARED                  164789
D GEO GROUP INC                  COM              36159R10         3      113 SH       SHARED      02             113
D GEO GROUP INC                  COM              36159R10      7568   273525 SH       SHARED      10          273525
D GFI GROUP INC                  COM              36165220       944   297056 SH       SHARED                  297056
D GFI GROUP INC                  COM              36165220        46    14500 SH       SHARED      01           14500
D GFI GROUP INC                  COM              36165220        39    12367 SH       SHARED      02           12367
D GFI GROUP INC                  COM              36165220       191    60100 SH       SHARED      10           60100
D GSI GROUP INC CDA NEW          COM NEW          36191C20        38     4309 SH       SHARED                    4309
D GSI GROUP INC CDA NEW          COM NEW          36191C20         0        4 SH       SHARED      02               4
D GSI GROUP INC CDA NEW          COM NEW          36191C20        17     2000 SH       SHARED      10            2000
D GNC HLDGS INC                  COM CL A         36191G10       337     8648 SH       SHARED                    8098            550
D GNC HLDGS INC                  COM CL A         36191G10      1867    47926 SH       SHARED      01           33721          14205
D GNC HLDGS INC                  COM CL A         36191G10       263     6753 SH       SHR/OTHR    01                           6753
D GNC HLDGS INC                  COM CL A         36191G10      1122    28814 SH       SHARED      02           24937           3877
D GNC HLDGS INC                  COM CL A         36191G10       214     5500 SH       SHARED      04            5500
D GNC HLDGS INC                  COM CL A         36191G10        66     1700 SH       SHARED      10            1700
D GNC HLDGS INC                  COM CL A         36191G10       110     2840 SH       SHARED      20            2365            475
D GNC HLDGS INC                  COM CL A         36191G10        39     1008 SH       SHARED      21            1008
D GNC HLDGS INC                  COM CL A         36191G10       170     4365 SH       SHARED      23            3180           1185
D GNC HLDGS INC                  COM CL A         36191G10       210     5390 SH       SHR/OTHR    23                           5390
D GSV CAP CORP                   COM              36191J10         6      698 SH       SHARED                     698
D GSV CAP CORP                   COM              36191J10        16     1903 SH       SHARED      02               3           1900
D GT ADVANCED TECHNOLOGIES INC   COM              36191U10       552   101434 SH       SHARED                  101434
D GT ADVANCED TECHNOLOGIES INC   COM              36191U10        20     3700 SH       SHARED      01            3700
D GT ADVANCED TECHNOLOGIES INC   COM              36191U10      3162   580835 SH       SHARED      02          576328           4507
D GSE HLDG INC                   COM              36191X10         2      341 SH       SHARED                     341
D GSE HLDG INC                   COM              36191X10         0        2 SH       SHARED      02               2
D GP STRATEGIES CORP             COM              36225V10        19     1018 SH       SHARED                    1018
D GP STRATEGIES CORP             COM              36225V10         0        3 SH       SHARED      02               3
D GSE SYS INC                    COM              36227K10         0      100 SH       SHARED      02             100
D G-III APPAREL GROUP LTD        COM              36237H10        95     2661 SH       SHARED                    2661
D G-III APPAREL GROUP LTD        COM              36237H10      1615    45002 SH       SHARED      02           45002
D G-III APPAREL GROUP LTD        COM              36237H10       132     3700 SH       SHARED      26            3700
D GABELLI MULTIMEDIA TR INC      COM              36239Q10         7      898 SH       SHR/OTHR    23                            898
D GABELLI EQUITY TR INC          COM              36239710        64    11389 SH       SHR/OTHR    23                          11389
D GABELLI UTIL TR                COM              36240A10         7      866 SH       SHR/OTHR    23                            866
D GSI TECHNOLOGY                 COM              36241U10         3      743 SH       SHARED                     743
D GSI TECHNOLOGY                 COM              36241U10         0        4 SH       SHARED      02               4
D GABELLI HLTHCARE & WELLNESS    SHS              36246K10         2      320 SH       SHR/OTHR    23                            320
D GAFISA S A                     SPONS ADR        36260730      4124   943816 SH       SHARED                  943816
D GAIAM INC                      CL A             36268Q10         0      100 SH       SHARED      02             100
D GAIN CAP HLDGS INC             COM              36268W10         2      535 SH       SHARED                     535
D GAIN CAP HLDGS INC             COM              36268W10         0        3 SH       SHARED      02               3
D GALLAGHER ARTHUR J & CO        COM              36357610     24431   682050 SH       SHARED                  680816           1234
D GALLAGHER ARTHUR J & CO        COM              36357610       652    18209 SH       SHARED      02             105          18104
D GALLAGHER ARTHUR J & CO        COM              36357610      1350    37700 SH       SHARED      10           37700
D GALLAGHER ARTHUR J & CO        COM              36357610         8      230 SH       SHARED      21                            230
D GAMCO GLOBAL GOLD NAT RES &    COM SH BEN INT   36465A10        80     5600 SH       SHARED      02                           5600
D GAMING PARTNERS INTL CORP      COM              36467A10         1      200 SH       SHARED      02             200
D GAMESTOP CORP NEW              CL A             36467W10       130     6225 SH       SHARED                    6225
D GAMESTOP CORP NEW              CL A             36467W10      6433   306354 SH       SHARED                  306310             44
D GAMESTOP CORP NEW              CL A             36467W10      1091    51966 SH       SHARED      01           51966
D GAMESTOP CORP NEW              CL A             36467W10       176     8400 SH       SHARED      02            8400
D GAMESTOP CORP NEW              CL A             36467W10       731    34845 SH       SHARED      04           34845
D GAMESTOP CORP NEW              CL A             36467W10         2      100 SH       SHARED      05             100
D GAMESTOP CORP NEW              CL A             36467W10      1776    84581 SH       SHARED      06           80281           4300
D GAMESTOP CORP NEW              CL A             36467W10      1447    68906 SH       SHARED      10           68906
D GAMESTOP CORP NEW              CL A             36467W10       390    18587 SH       SHARED      26           18587
D GANNETT INC                    COM              36473010       124     6994 SH       SHARED                    6994
D GANNETT INC                    COM              36473010     26465  1491014 SH       SHARED                 1491014
D GANNETT INC                    COM              36473010       294    16570 SH       SHARED      01           16570
D GANNETT INC                    COM              36473010        66     3746 SH       SHARED      02            3746
D GANNETT INC                    COM              36473010       442    24910 SH       SHARED      06           18310           6600
D GANNETT INC                    COM              36473010      3531   198980 SH       SHARED      10          198980
D GAP INC DEL                    COM              36476010        84     2366 SH       SHARED                    2366
D GAP INC DEL                    COM              36476010     58767  1642479 SH       SHARED                 1641348           1131
D GAP INC DEL                    COM              36476010      3885   108601 SH       SHARED      01          108601
D GAP INC DEL                    COM              36476010       290     8109 SH       SHARED      02            6709           1400
D GAP INC DEL                    COM              36476010         5      800 SH CALL  SHARED      02             800
D GAP INC DEL                    COM              36476010         5      155 SH       SHARED      05             155
D GAP INC DEL                    COM              36476010      1944    54340 SH       SHARED      06           45140           9200
D GAP INC DEL                    COM              36476010      8255   230740 SH       SHARED      10          230740
D GAP INC DEL                    COM              36476010      1824    50980 SH       SHARED      27           50980
D GAP INC DEL                    COM              36476010      2100    58700 SH       SHARED      30           58700
D GARDNER DENVER INC             COM              36555810     15090   249794 SH       SHARED                  249549            245
D GARDNER DENVER INC             COM              36555810      1455    24096 SH       SHARED      01             978          23118
D GARDNER DENVER INC             COM              36555810        10      177 SH       SHARED      02             113             64
D GARDNER DENVER INC             COM              36555810         6      110 SH       SHARED      21                            110
D GARTNER INC                    COM              36665110      4615   100138 SH       SHARED                   96232           3906
D GARTNER INC                    COM              36665110        91     1978 SH       SHARED      01            1312            666
D GARTNER INC                    COM              36665110        60     1302 SH       SHARED      02             102           1200
D GARTNER INC                    COM              36665110       106     2300 SH       SHARED      10            2300
D GARTNER INC                    COM              36665110        19      423 SH       SHARED      21             423
D GARTNER INC                    COM              36665110       903    19600 SH       SHARED      23           19600
D GARTNER INC                    COM              36665110       760    16500 SH       SHR/OTHR    23                          16500
D GAS NAT INC                    COM              36720410         3      400 SH       SHARED                     400
D GASTAR EXPL LTD                COM NEW          36729920        18    11076 SH       SHARED                   11076
D GASTAR EXPL LTD                COM NEW          36729920       194   117239 SH       SHARED      02          117239
D GASTAR EXPL LTD                COM NEW          36729920        82    49600 SH       SHARED      10           49600
D GAYLORD ENTMT CO NEW           COM              36790510       706    17873 SH       SHARED                   17673            200
D GAYLORD ENTMT CO NEW           COM              36790510        61     1558 SH       SHARED      02            1558
D GAYLORD ENTMT CO NEW           COM              36790510       442    11200 SH       SHARED      10           11200
D GAYLORD ENTMT CO NEW           COM              36790510        14      372 SH       SHARED      21             372
D GAYLORD ENTMT CO NEW           COM              36790510       118     3000 SH       SHARED      23                           3000
D GEEKNET INC                    COM NEW          36846Q20         3      188 SH       SHARED                     188
D GEEKNET INC                    COM NEW          36846Q20         0        1 SH       SHARED      02               1
D GENCORP INC                    SDCV  4.062%12/3 368682AN       734   585000 PRN      SHARED                  585000
D GENCORP INC                    SDCV  4.062%12/3 368682AN      3514  2800000 PRN      SHARED      02         2800000
D GENCORP INC                    COM              36868210       424    44746 SH       SHARED                   44746
D GENCORP INC                    COM              36868210       569    59970 SH       SHARED      01           48870          11100
D GENCORP INC                    COM              36868210      1172   123500 SH       SHR/OTHR    01                         123500
D GENCORP INC                    COM              36868210         0       65 SH       SHARED      02              65
D GENCO SHIPPING & TRADING LTD   NOTE  5.000% 8/1 36869MAA       157   350000 PRN      SHARED                  350000
D GENERAC HLDGS INC              COM              36873610      1062    46410 SH       SHARED                   46410
D GENERAC HLDGS INC              COM              36873610         0        5 SH       SHARED      02               5
D GENERAC HLDGS INC              COM              36873610       135     5900 SH       SHARED      10            5900
D GENERAL CABLE CORP DEL NEW     NOTE  0.875%11/1 369300AD     15098 15159000 PRN      SHARED                15159000
D GENERAL CABLE CORP DEL NEW     NOTE  0.875%11/1 369300AD      1762  1770000 PRN      SHARED      02         1770000
D GENERAL CABLE CORP DEL NEW     FRNT  4.500%11/1 369300AL      3798  3550000 PRN      SHARED                                3550000
D GENERAL CABLE CORP DEL NEW     COM              36930010     11447   389636 SH       SHARED                  389636
D GENERAL CABLE CORP DEL NEW     COM              36930010       118     4050 SH       SHARED      01            4050
D GENERAL CABLE CORP DEL NEW     COM              36930010        47     1600 SH       SHARED      02            1600
D GENERAL CABLE CORP DEL NEW     COM              36930010       205     7000 SH       SHARED      04            7000
D GENERAL CABLE CORP DEL NEW     COM              36930010     25634   872531 SH       SHARED      10          872531
D GENERAL COMMUNICATION INC      CL A             36938510       271    27746 SH       SHARED                   25103           2643
D GENERAL COMMUNICATION INC      CL A             36938510         0       65 SH       SHARED      02              65
D GENERAL DYNAMICS CORP          COM              36955010       161     2447 SH       SHARED                    2447
D GENERAL DYNAMICS CORP          COM              36955010     48415   732235 SH       SHARED                  732235
D GENERAL DYNAMICS CORP          COM              36955010      5624    85064 SH       SHARED      01           83564           1500
D GENERAL DYNAMICS CORP          COM              36955010      5389    81518 SH       SHARED      02           79700           1818
D GENERAL DYNAMICS CORP          COM              36955010        33      500 SH       SHARED      04                            500
D GENERAL DYNAMICS CORP          COM              36955010        33      500 SH       SHARED      04             500
D GENERAL DYNAMICS CORP          COM              36955010        90     1370 SH       SHARED      05            1370
D GENERAL DYNAMICS CORP          COM              36955010       732    11080 SH       SHARED      06           11080
D GENERAL DYNAMICS CORP          COM              36955010      7526   113828 SH       SHARED      10          113828
D GENERAL DYNAMICS CORP          COM              36955010        74     1130 SH       SHARED      21            1130
D GENERAL DYNAMICS CORP          COM              36955010       290     4400 SH       SHARED      23            4400
D GENERAL DYNAMICS CORP          COM              36955010      1409    21318 SH       SHR/OTHR    23                          21318
D GENERAL DYNAMICS CORP          COM              36955010      8764   132556 SH       SHARED      31          132556
D GENERAL ELECTRIC CO            COM              36960410      1307    57569 SH       SHARED                   54969           2600
D GENERAL ELECTRIC CO            COM              36960410    210102  9251534 SH       SHARED                 9141654         109880
D GENERAL ELECTRIC CO            COM              36960410         9     4665 SH CALL  SHARED                    4665
D GENERAL ELECTRIC CO            COM              36960410         0     1649 SH PUT   SHARED                    1649
D GENERAL ELECTRIC CO            COM              36960410    121653  5356836 SH       SHARED      01         4185972        1170864
D GENERAL ELECTRIC CO            COM              36960410     12231   538609 SH       SHR/OTHR    01                         538609
D GENERAL ELECTRIC CO            COM              36960410     60314  2655864 SH       SHARED      02         2224607         431257
D GENERAL ELECTRIC CO            COM              36960410        36    15305 SH CALL  SHARED      02           15305
D GENERAL ELECTRIC CO            COM              36960410         1     9177 SH PUT   SHARED      02            9177
D GENERAL ELECTRIC CO            COM              36960410       989    43590 SH       SHARED      04           39916           3674
D GENERAL ELECTRIC CO            COM              36960410     72452  3190340 SH       SHARED      04         3190340
D GENERAL ELECTRIC CO            COM              36960410      2355   103723 SH       SHARED      05          103723
D GENERAL ELECTRIC CO            COM              36960410     30721  1352791 SH       SHARED      06          766850         585941
D GENERAL ELECTRIC CO            COM              36960410     88397  3892439 SH       SHARED      10         3877957          14482
D GENERAL ELECTRIC CO            COM              36960410       459    20230 SH       SHARED      15           20230
D GENERAL ELECTRIC CO            COM              36960410      5563   244997 SH       SHARED      20          175205  1180    68612
D GENERAL ELECTRIC CO            COM              36960410      1977    87083 SH       SHR/OTHR    20                          87083
D GENERAL ELECTRIC CO            COM              36960410      1650    72695 SH       SHARED      21           72452            243
D GENERAL ELECTRIC CO            COM              36960410       558    24596 SH       SHR/OTHR    21                          24596
D GENERAL ELECTRIC CO            COM              36960410     33840  1490127 SH       SHARED      23         1399423          90704
D GENERAL ELECTRIC CO            COM              36960410     30665  1350307 SH       SHR/OTHR    23                        1350307
D GENERAL ELECTRIC CO            COM              36960410      4160   183200 SH       SHARED      26          183200
D GENERAL ELECTRIC CO            COM              36960410      4074   179410 SH       SHARED      29          179410
D GENERAL ELECTRIC CO            COM              36960410        47     2100 SH       SHARED      30            2100
D GENERAL ELECTRIC CO            COM              36960410     33800  1488347 SH       SHARED      31         1488347
D GENERAL GROWTH PPTYS INC NEW   COM              37002310     22441  1152044 SH       SHARED                 1152044
D GENERAL GROWTH PPTYS INC NEW   COM              37002310      5624   288722 SH       SHARED      01          288722
D GENERAL GROWTH PPTYS INC NEW   COM              37002310      2136   109699 SH       SHARED      02          105199           4500
D GENERAL GROWTH PPTYS INC NEW   COM              37002310         4     5623 SH CALL  SHARED      02            5623
D GENERAL GROWTH PPTYS INC NEW   COM              37002310        83     4264 SH       SHARED      06            4264
D GENERAL GROWTH PPTYS INC NEW   COM              37002310      3867   198550 SH       SHARED      10          198550
D GENERAL GROWTH PPTYS INC NEW   COM              37002310     34024  1746661 SH       SHARED      11         1218961         527700
D GENERAL GROWTH PPTYS INC NEW   COM              37002310         7      370 SH       SHARED      20             370
D GENERAL GROWTH PPTYS INC NEW   COM              37002310       612    31455 SH       SHARED      26           31455
D GENERAL MLS INC                COM              37033410       298     7479 SH       SHARED                    7479
D GENERAL MLS INC                COM              37033410     31908   800705 SH       SHARED                  799579           1126
D GENERAL MLS INC                COM              37033410      7860   197254 SH       SHARED      01          185354          11900
D GENERAL MLS INC                COM              37033410       942    23640 SH       SHR/OTHR    01                          23640
D GENERAL MLS INC                COM              37033410      3726    93520 SH       SHARED      02           41911          51609
D GENERAL MLS INC                COM              37033410         6     6253 SH CALL  SHARED      02            6253
D GENERAL MLS INC                COM              37033410         0      655 SH PUT   SHARED      02             655
D GENERAL MLS INC                COM              37033410      9978   250400 SH       SHARED      04          250400
D GENERAL MLS INC                COM              37033410      3991   100160 SH       SHARED      05          100160
D GENERAL MLS INC                COM              37033410      3131    78580 SH       SHARED      06           54420          24160
D GENERAL MLS INC                COM              37033410      8278   207734 SH       SHARED      10          207734
D GENERAL MLS INC                COM              37033410        27      700 SH       SHARED      20             700
D GENERAL MLS INC                COM              37033410       494    12418 SH       SHARED      23           10228           2190
D GENERAL MLS INC                COM              37033410      1400    35150 SH       SHR/OTHR    23                          35150
D GENERAL MLS INC                COM              37033410      1136    28512 SH       SHARED      27           28512
D GENERAL MLS INC                COM              37033410      2737    68700 SH       SHARED      30           68700
D GENERAL MOLY INC               COM              37037310        30     9740 SH       SHARED                    9740
D GENERAL MOLY INC               COM              37037310         3      975 SH       SHARED      01             975
D GENERAL MOLY INC               COM              37037310         0       12 SH       SHARED      02              12
D GENERAL MOLY INC               COM              37037310        34    10800 SH       SHARED      10           10800
D GENERAL MTRS CO                COM              37045V10     16448   723009 SH       SHARED                  722145            864
D GENERAL MTRS CO                COM              37045V10        10     2000 SH CALL  SHARED                    2000
D GENERAL MTRS CO                COM              37045V10         0     1000 SH PUT   SHARED                    1000
D GENERAL MTRS CO                COM              37045V10      5735   252102 SH       SHARED      01          248593           3509
D GENERAL MTRS CO                COM              37045V10        65     2889 SH       SHR/OTHR    01                           2889
D GENERAL MTRS CO                COM              37045V10     66596  2927307 SH       SHARED      02         2919307           8000
D GENERAL MTRS CO                COM              37045V10         1     8792 SH CALL  SHARED      02            8792
D GENERAL MTRS CO                COM              37045V10         3     1000 SH PUT   SHARED      02            1000
D GENERAL MTRS CO                COM              37045V10     14232   625600 SH       SHARED      04          615900           9700
D GENERAL MTRS CO                COM              37045V10      8334   366344 SH       SHARED      05          366344
D GENERAL MTRS CO                COM              37045V10      2087    91770 SH       SHARED      06           84640           7130
D GENERAL MTRS CO                COM              37045V10        68     3000 SH       SHARED      10            3000
D GENERAL MTRS CO                COM              37045V10       250    11000 SH       SHARED      15           11000
D GENERAL MTRS CO                COM              37045V10        18      795 SH       SHARED      20             795
D GENERAL MTRS CO                COM              37045V10         4      200 SH       SHARED      23             200
D GENERAL MTRS CO                COM              37045V10       295    13000 SH       SHARED      26           13000
D GENERAL MTRS CO                *W EXP 07/10/201 37045V11      2591   188069 SH       SHARED                  188069
D GENERAL MTRS CO                *W EXP 07/10/201 37045V11     85863  6231043 SH       SHARED      02         6228691           2352
D GENERAL MTRS CO                *W EXP 07/10/201 37045V12        52     6330 SH       SHARED                    6330
D GENERAL MTRS CO                *W EXP 07/10/201 37045V12     26942  3261852 SH       SHARED      02         3259500           2352
D GENERAL MTRS CO                JR PFD CNV SRB   37045V20       692    18570 SH       SHARED                   18570
D GENERAL MTRS CO                JR PFD CNV SRB   37045V20       819    21980 SH       SHARED      02                          21980
D GENESCO INC                    COM              37153210      1284    19246 SH       SHARED                   18831            415
D GENESCO INC                    COM              37153210         3       48 SH       SHARED      02              48
D GENESCO INC                    COM              37153210       433     6500 SH       SHARED      10            6500
D GENESEE & WYO INC              CL A             37155910      1312    19626 SH       SHARED                   19626
D GENESEE & WYO INC              CL A             37155910        31      464 SH       SHARED      02               4            460
D GENESEE & WYO INC              CL A             37155910        22      331 SH       SHARED      21             331
D GENTEX CORP                    COM              37190110      6588   387797 SH       SHARED                  386747           1050
D GENTEX CORP                    COM              37190110       134     7891 SH       SHARED      02            2691           5200
D GENTEX CORP                    COM              37190110       419    24700 SH       SHARED      10           24700
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710      2199    65400 SH       SHARED                   65400
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710      1835    54590 SH       SHARED      02                          54590
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710       671    19953 SH       SHARED      04           19953
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710     11821   351515 SH       SHARED      06                         351515
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710       245     7300 SH       SHARED      26            7300
D GENIE ENERGY LTD               CL B             37228420       126    17579 SH       SHARED                   17579
D GENIE ENERGY LTD               CL B             37228420         4      650 SH       SHARED      01             650
D GENIE ENERGY LTD               CL B             37228420         0      103 SH       SHARED      02               3            100
D GENMARK DIAGNOSTICS INC        COM              37230910         0        4 SH       SHARED                       4
D GENMARK DIAGNOSTICS INC        COM              37230910      2788   302775 SH       SHARED                  302775
D GENOMIC HEALTH INC             COM              37244C10      1887    54403 SH       SHARED                   53770            633
D GENOMIC HEALTH INC             COM              37244C10         3      105 SH       SHARED      02               5            100
D GENOMIC HEALTH INC             COM              37244C10       748    21582 SH       SHARED      04           21582
D GENOMIC HEALTH INC             COM              37244C10       693    20000 SH       SHARED      26           20000
D GENON ENERGY INC               COM              37244E10      4348  1718941 SH       SHARED                 1718941
D GENON ENERGY INC               COM              37244E10       202    79920 SH       SHARED      01           79920
D GENON ENERGY INC               COM              37244E10      2787  1101738 SH       SHARED      02         1101738
D GENON ENERGY INC               COM              37244E10         3     4500 SH CALL  SHARED      02            4500
D GENON ENERGY INC               COM              37244E10       664   262800 SH       SHARED      10          262800
D GENON ENERGY INC               COM              37244E10         7     3000 SH       SHARED      23                           3000
D GENON ENERGY INC               COM              37244E10         3     1389 SH       SHARED      26            1389
D GENUINE PARTS CO               COM              37246010       115     1892 SH       SHARED                    1892
D GENUINE PARTS CO               COM              37246010     56912   932539 SH       SHARED                  554292         378247
D GENUINE PARTS CO               COM              37246010      2493    40862 SH       SHARED      01           40862
D GENUINE PARTS CO               COM              37246010        81     1333 SH       SHARED      02            1107            226
D GENUINE PARTS CO               COM              37246010         0      156 SH CALL  SHARED      02             156
D GENUINE PARTS CO               COM              37246010    151204  2477545 SH       SHARED      04         2477545
D GENUINE PARTS CO               COM              37246010         6      100 SH       SHARED      05             100
D GENUINE PARTS CO               COM              37246010      1233    20210 SH       SHARED      06           14760           5450
D GENUINE PARTS CO               COM              37246010      6846   112187 SH       SHARED      10          112187
D GENUINE PARTS CO               COM              37246010       122     2000 SH       SHR/OTHR    20                           2000
D GENUINE PARTS CO               COM              37246010        54      885 SH       SHARED      21             885
D GENUINE PARTS CO               COM              37246010       109     1800 SH       SHARED      23                           1800
D GENTIVA HEALTH SERVICES INC    COM              37247A10       964    85190 SH       SHARED                   84579            611
D GENTIVA HEALTH SERVICES INC    COM              37247A10        11     1000 SH       SHARED      01            1000
D GENTIVA HEALTH SERVICES INC    COM              37247A10         0       79 SH       SHARED      02              79
D GENTIVA HEALTH SERVICES INC    COM              37247A10       112     9900 SH       SHARED      10            9900
D GENWORTH FINL INC              COM CL A         37247D10        18     3521 SH       SHARED                    3521
D GENWORTH FINL INC              COM CL A         37247D10     30502  5832227 SH       SHARED                 5831127           1100
D GENWORTH FINL INC              COM CL A         37247D10       849   162475 SH       SHARED      01          162475
D GENWORTH FINL INC              COM CL A         37247D10       122    23477 SH       SHARED      02           21277           2200
D GENWORTH FINL INC              COM CL A         37247D10         1      300 SH       SHARED      05             300
D GENWORTH FINL INC              COM CL A         37247D10       167    32100 SH       SHARED      06           21000          11100
D GENWORTH FINL INC              COM CL A         37247D10       572   109523 SH       SHARED      10          109523
D GENWORTH FINL INC              COM CL A         37247D10       261    50000 SH       SHARED      26           50000
D GEOPETRO RESOURCES CO          COM              37248H30        12   120800 SH       SHARED      02          120800
D GEOEYE INC                     COM              37250W10        99     3756 SH       SHARED                    3756
D GEOEYE INC                     COM              37250W10         0       23 SH       SHARED      02              23
D GEOEYE INC                     COM              37250W10        15      600 SH       SHARED      10             600
D GENTHERM INC                   COM              37253A10       319    25722 SH       SHARED                   25722
D GENTHERM INC                   COM              37253A10       424    34120 SH       SHARED      01           27820           6300
D GENTHERM INC                   COM              37253A10       877    70500 SH       SHR/OTHR    01                          70500
D GENTHERM INC                   COM              37253A10         0        8 SH       SHARED      02               8
D GEOKINETICS INC                COM PAR $0.01    37291030         0      100 SH       SHARED      02             100
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030     11321   312575 SH       SHARED                  312575
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030         0        8 SH       SHARED      02               8
D GEORGIA GULF CORP              COM PAR$0.01 NEW 37320030       380    10500 SH       SHARED      10           10500
D GERDAU S A                     SPONSORED ADR    37373710      4477   470803 SH       SHARED                  470803
D GERDAU S A                     SPONSORED ADR    37373710        28     2972 SH       SHARED      02            2972
D GERDAU S A                     SPONSORED ADR    37373710       760    80000 SH       SHARED      04           80000
D GERDAU S A                     SPONSORED ADR    37373710      1426   150000 SH       SHARED      06                         150000
D GERDAU S A                     SPONSORED ADR    37373710       485    51000 SH       SHARED      30           51000
D GERMAN AMERN BANCORP INC       COM              37386510        10      456 SH       SHARED                     456
D GERMAN AMERN BANCORP INC       COM              37386510         0        2 SH       SHARED      02               2
D GERON CORP                     COM              37416310       105    61493 SH       SHARED                   61493
D GERON CORP                     COM              37416310        18    10700 SH       SHARED      01           10700
D GERON CORP                     COM              37416310         1      716 SH       SHARED      02             716
D GETTY RLTY CORP NEW            COM              37429710       686    38232 SH       SHARED                   38232
D GETTY RLTY CORP NEW            COM              37429710         8      500 SH       SHARED      01             500
D GETTY RLTY CORP NEW            COM              37429710         2      148 SH       SHARED      02             148
D GETTY RLTY CORP NEW            COM              37429710       628    35000 SH       SHARED      26           35000
D GEVO INC                       COM              37439610       407   190591 SH       SHARED                  190591
D GEVO INC                       COM              37439610         8     4200 SH       SHARED      01            4200
D GEVO INC                       COM              37439610         7     3406 SH       SHARED      02            3406
D GIANT INTERACTIVE GROUP INC    ADR              37451110      3019   581818 SH       SHARED                  581818
D GIANT INTERACTIVE GROUP INC    ADR              37451110         3      752 SH       SHARED      02             752
D GIBRALTAR INDS INC             COM              37468910       304    23764 SH       SHARED                   23764
D GIBRALTAR INDS INC             COM              37468910         0       71 SH       SHARED      02              71
D GIBRALTAR INDS INC             COM              37468910       226    17700 SH       SHARED      10           17700
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH      5223  3000000 PRN      SHARED                 3000000
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH     23224 13340000 PRN      SHARED      02        13340000
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH      1413   812000 PRN      SHARED      06          812000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN      3350  2226000 PRN      SHARED                 2226000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN      3777  2510000 PRN      SHARED      02         2510000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN      2624  1744000 PRN      SHARED      04                        1744000
D GILEAD SCIENCES INC            NOTE  1.000% 5/0 375558AN     43088 28630000 PRN      SHARED      06        19180000        9450000
D GILEAD SCIENCES INC            NOTE  1.625% 5/0 375558AP      1994  1275000 PRN      SHARED                  250000        1025000
D GILEAD SCIENCES INC            NOTE  1.625% 5/0 375558AP      1166   746000 PRN      SHARED      02          746000
D GILEAD SCIENCES INC            NOTE  1.625% 5/0 375558AP      2346  1500000 PRN      SHARED      06         1500000
D GILEAD SCIENCES INC            COM              37555810        83     1266 SH       SHARED                     776            490
D GILEAD SCIENCES INC            COM              37555810    121991  1839158 SH       SHARED                 1819228          19930
D GILEAD SCIENCES INC            COM              37555810     33894   511002 SH       SHARED      01          375108   500   135394
D GILEAD SCIENCES INC            COM              37555810      6963   104990 SH       SHR/OTHR    01                         104990
D GILEAD SCIENCES INC            COM              37555810     20540   309670 SH       SHARED      02          266408          43262
D GILEAD SCIENCES INC            COM              37555810        54     5164 SH CALL  SHARED      02            5164
D GILEAD SCIENCES INC            COM              37555810         0      850 SH PUT   SHARED      02             850
D GILEAD SCIENCES INC            COM              37555810      1797    27100 SH       SHARED      04           27100
D GILEAD SCIENCES INC            COM              37555810     53260   802958 SH       SHARED      04          794758           8200
D GILEAD SCIENCES INC            COM              37555810       636     9600 SH       SHARED      05            9600
D GILEAD SCIENCES INC            COM              37555810     16840   253892 SH       SHARED      06           82402         171490
D GILEAD SCIENCES INC            COM              37555810     13158   198379 SH       SHARED      10          195984           2395
D GILEAD SCIENCES INC            COM              37555810      2658    40075 SH       SHARED      20           29930   190     9955
D GILEAD SCIENCES INC            COM              37555810       312     4717 SH       SHR/OTHR    20                           4717
D GILEAD SCIENCES INC            COM              37555810       736    11103 SH       SHARED      21           11103
D GILEAD SCIENCES INC            COM              37555810       301     4550 SH       SHR/OTHR    21                           4550
D GILEAD SCIENCES INC            COM              37555810      7529   113518 SH       SHARED      23          101883          11635
D GILEAD SCIENCES INC            COM              37555810      7366   111052 SH       SHR/OTHR    23                         111052
D GILEAD SCIENCES INC            COM              37555810      1996    30100 SH       SHARED      26           30100
D GILEAD SCIENCES INC            COM              37555810       331     5000 SH       SHARED      29            5000
D GILEAD SCIENCES INC            COM              37555810       378     5700 SH       SHARED      30            5700
D GILEAD SCIENCES INC            COM              37555810      1528    23037 SH       SHARED      32           23037
D GILDAN ACTIVEWEAR INC          COM              37591610      2795    88231 SH       SHARED                   71831          16400
D GILDAN ACTIVEWEAR INC          COM              37591610       167     5300 SH       SHARED      02            5300
D GILDAN ACTIVEWEAR INC          COM              37591610      2376    75000 SH       SHARED      04           75000
D GILDAN ACTIVEWEAR INC          COM              37591610        61     1950 SH       SHARED      05            1950
D GLACIER BANCORP INC NEW        COM              37637Q10      1035    66414 SH       SHARED                   66219            195
D GLACIER BANCORP INC NEW        COM              37637Q10         2      131 SH       SHARED      02             131
D GLACIER BANCORP INC NEW        COM              37637Q10      5413   347247 SH       SHARED      10          347247
D GLADSTONE CAPITAL CORP         COM              37653510        17     2003 SH       SHARED      02               3           2000
D GLADSTONE CAPITAL CORP         COM              37653510       433    49500 SH       SHARED      10           49500
D GLADSTONE COML CORP            COM              37653610        41     2268 SH       SHARED                    2268
D GLADSTONE COML CORP            COM              37653610        23     1300 SH       SHARED      01            1300
D GLADSTONE COML CORP            COM              37653610         1      102 SH       SHARED      02             102
D GLADSTONE INVT CORP            COM              37654610         0        3 SH       SHARED      02               3
D GLADSTONE INVT CORP            COM              37654610       122    15700 SH       SHARED      10           15700
D GLATFELTER                     COM              37731610       186    10488 SH       SHARED                   10450             38
D GLATFELTER                     COM              37731610       613    34459 SH       SHARED      02               9          34450
D GLATFELTER                     COM              37731610       277    15600 SH       SHARED      10           15600
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        44      967 SH       SHARED                     967
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10      6307   136417 SH       SHARED                  136417
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       160     3467 SH       SHARED      01            1767           1700
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       170     3685 SH       SHARED      02                           3685
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        46     1005 SH       SHARED      20             550            455
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       404     8748 SH       SHR/OTHR    20                           8748
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       410     8884 SH       SHARED      21            8884
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        69     1500 SH       SHARED      23            1500
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       293     6345 SH       SHR/OTHR    23                           6345
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       841    18200 SH       SHARED      32           18200
D GLEACHER & CO INC              COM              37734110        21    28828 SH       SHARED                   28828
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710       138    17181 SH       SHARED                   17181
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710         0       18 SH       SHARED      02              18
D GLOBALSTAR INC                 NOTE  5.750% 4/0 378973AA       147   320000 PRN      SHARED                  320000
D GLOBALSTAR INC                 COM              37897340       130   282701 SH       SHARED                  282701
D GLOBALSTAR INC                 COM              37897340         2     5300 SH       SHARED      02            5300
D GLIMCHER RLTY TR               SH BEN INT       37930210      7003   662565 SH       SHARED                  662565
D GLIMCHER RLTY TR               SH BEN INT       37930210         0       37 SH       SHARED      02              37
D GLIMCHER RLTY TR               SH BEN INT       37930210      5259   497550 SH       SHARED      10          497550
D GLIMCHER RLTY TR               SH BEN INT       37930210    143288 13556177 SH       SHARED      11         7211050        6345127
D GLIMCHER RLTY TR               SH BEN INT       37930210       339    32110 SH       SHARED      26           32110
D GLOBAL PMTS INC                COM              37940X10     13256   316918 SH       SHARED                  316918
D GLOBAL PMTS INC                COM              37940X10        98     2360 SH       SHARED      01            2360
D GLOBAL PMTS INC                COM              37940X10      2705    64667 SH       SHARED      02           64367            300
D GLOBAL PMTS INC                COM              37940X10        83     2000 SH       SHARED      10            2000
D GLOBAL POWER EQUIPMENT GRP I   COM PAR $0.01    37941P30       192    10434 SH       SHARED                    9234           1200
D GLOBAL POWER EQUIPMENT GRP I   COM PAR $0.01    37941P30         0        3 SH       SHARED      02               3
D GLOBAL POWER EQUIPMENT GRP I   COM PAR $0.01    37941P30        20     1100 SH       SHARED      10            1100
D GLOBAL PARTNERS LP             COM UNITS        37946R10       340    13055 SH       SHARED      02                          13055
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10        18     3286 SH       SHARED                    3286
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10         8     1600 SH       SHARED      01            1600
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10         0        5 SH       SHARED      02               5
D GLOBAL GEOPHYSICAL SVCS INC    COM              37946S10        16     3000 SH       SHARED      10            3000
D GLOBAL X FDS                   FTSE COLOMBIA20  37950E20         4      200 SH       SHARED                     200
D GLOBAL X FDS                   GLB X SUPERDIV   37950E54       119     5400 SH       SHARED      02                           5400
D GLOBAL X FDS                   GLB X ASEAN 40   37950E64        43     2600 SH       SHARED      02                           2600
D GLOBAL X FDS                   GLB X ARGENT20   37950E69        83     9380 SH       SHARED      02            7880           1500
D GLOBAL X FDS                   GLB X URANIUM    37950E75        25     3300 SH       SHARED      02                           3300
D GLOBAL X FDS                   GLB X LITHIUM    37950E76         2      155 SH       SHARED                     155
D GLOBAL X FDS                   SILVER MNR ETF   37950E85       333    13400 SH       SHARED                   13400
D GLOBAL X FDS                   SILVER MNR ETF   37950E85        12      500 SH       SHARED      02                            500
D GLOBAL EAGLE ACQUISITION COR   COM              37951D10      5493   558845 SH       SHARED      02          558845
D GLOBAL EAGLE ACQUISITION COR   COM              37951D10      2457   250000 SH       SHARED      04          250000
D GLOBAL EAGLE ACQUISITION COR   *W EXP 05/13/201 37951D11       201   806150 SH       SHARED      02          806150
D GLOBAL EAGLE ACQUISITION COR   *W EXP 05/13/201 37951D11        62   250000 SH       SHARED      04          250000
D GLOBAL EAGLE ACQUISITION COR   UNIT 99/99/9999  37951D20      8648   862271 SH       SHARED      02          862271
D GLOBE SPECIALTY METALS INC     COM              37954N20       829    54484 SH       SHARED                   54484
D GLOBE SPECIALTY METALS INC     COM              37954N20     15220  1000000 SH       SHARED      01                        1000000
D GLOBE SPECIALTY METALS INC     COM              37954N20        83     5517 SH       SHARED      02            5517
D GLOBE SPECIALTY METALS INC     COM              37954N20       350    23000 SH       SHARED      10           23000
D GLOBE SPECIALTY METALS INC     COM              37954N20         5      339 SH       SHARED      21             339
D GLOBECOMM SYSTEMS INC          COM              37956X10       214    19212 SH       SHARED                   19212
D GLOBECOMM SYSTEMS INC          COM              37956X10         0        5 SH       SHARED      02               5
D GLOBUS MED INC                 CL A             37957720        21     1211 SH       SHARED                    1211
D GLOBUS MED INC                 CL A             37957720         0        3 SH       SHARED      02               3
D GLOBUS MED INC                 CL A             37957720        74     4131 SH       SHARED      32            4131
D GLU MOBILE INC                 COM              37989010        37     8107 SH       SHARED                    8107
D GLU MOBILE INC                 COM              37989010         0       15 SH       SHARED      02              15
D GLU MOBILE INC                 COM              37989010        94    20400 SH       SHARED      10           20400
D GMX RES INC                    COM              38011M10        69    86400 SH       SHARED      02                          86400
D GMX RES INC                    COM              38011M10         0      200 SH PUT   SHARED      02             200
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10     14250  2482606 SH       SHARED                 2482606
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        56     9772 SH       SHARED      04            9772
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10         9     1691 SH       SHARED      05            1691
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10     23736  1847200 SH       SHARED                 1847200
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       192    15000 SH       SHARED      01                          15000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      8878   690915 SH       SHARED      02          690704            211
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10         1     4230 SH CALL  SHARED      02            4230
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      6964   542009 SH       SHARED      04          185000         357009
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       164    12800 SH       SHARED      23           12800
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       308    24000 SH       SHR/OTHR    23                          24000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       154    12000 SH       SHARED      29           12000
D GOLD RESV INC                  CL A             38068N10        27     8430 SH       SHARED                    8430
D GOLD RESV INC                  CL A             38068N10         0        9 SH       SHARED      02               9
D GOLD RESOURCE CORP             COM              38068T10       119     5557 SH       SHARED                    5557
D GOLD RESOURCE CORP             COM              38068T10       295    13796 SH       SHARED      02           13796
D GOLDCORP INC NEW               NOTE  2.000% 8/0 380956AB     21964 18228000 PRN      SHARED      04        17500000         728000
D GOLDCORP INC NEW               NOTE  2.000% 8/0 380956AB     21140 17544000 PRN      SHARED      06        13674000        3870000
D GOLDCORP INC NEW               COM              38095640        36      800 SH       SHARED                     600            200
D GOLDCORP INC NEW               COM              38095640    127237  2775086 SH       SHARED                 2774986            100
D GOLDCORP INC NEW               COM              38095640       142     3100 SH       SHARED      01            3100
D GOLDCORP INC NEW               COM              38095640     27227   593840 SH       SHARED      02          590612           3228
D GOLDCORP INC NEW               COM              38095640        11     5227 SH CALL  SHARED      02            5227
D GOLDCORP INC NEW               COM              38095640      1035    22584 SH       SHARED      04           22584
D GOLDCORP INC NEW               COM              38095640     29181   636462 SH       SHARED      04          342460         294002
D GOLDCORP INC NEW               COM              38095640        13      289 SH       SHARED      05             289
D GOLDCORP INC NEW               COM              38095640       359     7850 SH       SHARED      05            7850
D GOLDCORP INC NEW               COM              38095640      4054    88435 SH       SHARED      06           80820           7615
D GOLDCORP INC NEW               COM              38095640        54     1187 SH       SHARED      21            1187
D GOLDCORP INC NEW               COM              38095640       458    10000 SH       SHR/OTHR    23                          10000
D GOLDCORP INC NEW               COM              38095640      1077    23500 SH       SHARED      26           23500
D GOLDCORP INC NEW               COM              38095640      1280    27925 SH       SHARED      29           27925
D GOLDCORP INC NEW               COM              38095640      5662   123500 SH       SHARED      30          123500
D GOLDCORP INC NEW               COM              38095640       307     6713 SH       SHARED      31            6713
D GOLDEN ENTERPRISES INC         COM              38101010         0      100 SH       SHARED      02             100
D GOLDEN MINERALS CO             COM              38111910        25     4915 SH       SHARED                    4915
D GOLDEN MINERALS CO             COM              38111910         0        5 SH       SHARED      02               5
D GOLDEN STAR RES LTD CDA        DEBT  5.000% 6/0 38119TAE       327   240000 PRN      SHARED                  240000
D GOLDEN STAR RES LTD CDA        COM              38119T10       411   209082 SH       SHARED                  209082
D GOLDEN STAR RES LTD CDA        COM              38119T10         0       42 SH       SHARED      02              42
D GOLDEN STAR RES LTD CDA        COM              38119T10       278   141300 SH       SHARED      04          141300
D GOLDEN STAR RES LTD CDA        COM              38119T10       591   300000 SH       SHARED      06                         300000
D GOLDEN STAR RES LTD CDA        COM              38119T10        97    49400 SH       SHARED      10           49400
D GOLDFIELD CORP                 COM              38137010         3     1700 SH       SHARED                    1700
D GOLDMAN SACHS GROUP INC        COM              38141G10      1428    12565 SH       SHARED                    6565           6000
D GOLDMAN SACHS GROUP INC        COM              38141G10     64197   564717 SH       SHARED                  562717           2000
D GOLDMAN SACHS GROUP INC        COM              38141G10     15812   139097 SH       SHARED      01          137202           1895
D GOLDMAN SACHS GROUP INC        COM              38141G10        31      275 SH       SHR/OTHR    01                            275
D GOLDMAN SACHS GROUP INC        COM              38141G10     10466    92074 SH       SHARED      02           88730           3344
D GOLDMAN SACHS GROUP INC        COM              38141G10         2      383 SH CALL  SHARED      02             383
D GOLDMAN SACHS GROUP INC        COM              38141G10         3     3500 SH PUT   SHARED      02            3500
D GOLDMAN SACHS GROUP INC        COM              38141G10       510     4494 SH       SHARED      04            3516            978
D GOLDMAN SACHS GROUP INC        COM              38141G10      6487    57070 SH       SHARED      04           57070
D GOLDMAN SACHS GROUP INC        COM              38141G10       685     6030 SH       SHARED      05            6030
D GOLDMAN SACHS GROUP INC        COM              38141G10      6847    60238 SH       SHARED      06           42916          17322
D GOLDMAN SACHS GROUP INC        COM              38141G10     15462   136015 SH       SHARED      10          136015
D GOLDMAN SACHS GROUP INC        COM              38141G10       227     2000 SH       SHARED      15            2000
D GOLDMAN SACHS GROUP INC        COM              38141G10        90      800 SH       SHR/OTHR    21                            800
D GOLDMAN SACHS GROUP INC        COM              38141G10       545     4797 SH       SHARED      23            4597            200
D GOLDMAN SACHS GROUP INC        COM              38141G10       993     8743 SH       SHR/OTHR    23                           8743
D GOLDMAN SACHS GROUP INC        COM              38141G10      1883    16572 SH       SHARED      26           16572
D GOLDMAN SACHS GROUP INC        COM              38141G10       114     1011 SH       SHARED      27            1011
D GOLDMAN SACHS GROUP INC        COM              38141G10       111      980 SH       SHARED      29             980
D GOLDMAN SACHS GROUP INC        COM              38141G10      7116    62600 SH       SHARED      30           62600
D GOLDMAN SACHS GROUP INC        COM              38141G10      9568    84170 SH       SHARED      31           84170
D GOLUB CAP BDC INC              COM              38173M10       129     8173 SH       SHR/OTHR    01                           8173
D GOLUB CAP BDC INC              COM              38173M10         0        2 SH       SHARED      02               2
D GOLUB CAP BDC INC              COM              38173M10        98     6200 SH       SHARED      10            6200
D GOOD TIMES RESTAURANTS INC     COM PAR $.001NEW 38214087         0      200 SH       SHARED      02             200
D GOODRICH PETE CORP             NOTE  5.000%10/0 382410AC      2297  2455000 PRN      SHARED                 2455000
D GOODRICH PETE CORP             NOTE  5.000%10/0 382410AC        23    25000 PRN      SHARED      02                          25000
D GOODRICH PETE CORP             COM NEW          38241040       639    50589 SH       SHARED                   49501           1088
D GOODRICH PETE CORP             COM NEW          38241040        18     1495 SH       SHARED      01            1495
D GOODRICH PETE CORP             COM NEW          38241040       131    10407 SH       SHARED      02               7          10400
D GOODYEAR TIRE & RUBR CO        COM              38255010      8311   681837 SH       SHARED                  681837
D GOODYEAR TIRE & RUBR CO        COM              38255010       756    62082 SH       SHARED      01           61222            860
D GOODYEAR TIRE & RUBR CO        COM              38255010       772    63387 SH       SHARED      02            8789          54598
D GOODYEAR TIRE & RUBR CO        COM              38255010         1     4498 SH PUT   SHARED      02            4498
D GOODYEAR TIRE & RUBR CO        COM              38255010         1      100 SH       SHARED      05             100
D GOODYEAR TIRE & RUBR CO        COM              38255010        68     5600 SH       SHARED      06                           5600
D GOODYEAR TIRE & RUBR CO        COM              38255010       734    60220 SH       SHARED      10           60220
D GOODYEAR TIRE & RUBR CO        PFD CONV         38255030        83     1890 SH       SHARED                    1890
D GOODYEAR TIRE & RUBR CO        PFD CONV         38255030        72     1643 SH       SHARED      02            1643
D GOOGLE INC                     CL A             38259P50       272      361 SH       SHARED                     313             48
D GOOGLE INC                     CL A             38259P50    589145   780842 SH       SHARED                  774391           6451
D GOOGLE INC                     CL A             38259P50        15      422 SH CALL  SHARED                     422
D GOOGLE INC                     CL A             38259P50     69542    92170 SH       SHARED      01           86045           6125
D GOOGLE INC                     CL A             38259P50      2879     3816 SH       SHR/OTHR    01                           3816
D GOOGLE INC                     CL A             38259P50     68086    90240 SH       SHARED      02           85246           4994
D GOOGLE INC                     CL A             38259P50       159     3606 SH CALL  SHARED      02            3606
D GOOGLE INC                     CL A             38259P50         4      200 SH PUT   SHARED      02             200
D GOOGLE INC                     CL A             38259P50       835     1107 SH       SHARED      04            1007            100
D GOOGLE INC                     CL A             38259P50    383181   507862 SH       SHARED      04          506607           1255
D GOOGLE INC                     CL A             38259P50      1237     1640 SH       SHARED      05            1640
D GOOGLE INC                     CL A             38259P50     68356    90599 SH       SHARED      06           62297          28302
D GOOGLE INC                     CL A             38259P50     65993    87466 SH       SHARED      10           87374             92
D GOOGLE INC                     CL A             38259P50      1331     1765 SH       SHARED      20            1378     5      382
D GOOGLE INC                     CL A             38259P50        26       35 SH       SHR/OTHR    20                             35
D GOOGLE INC                     CL A             38259P50       184      245 SH       SHARED      21             245
D GOOGLE INC                     CL A             38259P50       167      222 SH       SHR/OTHR    21                            222
D GOOGLE INC                     CL A             38259P50      3424     4539 SH       SHARED      23            3959            580
D GOOGLE INC                     CL A             38259P50      3116     4130 SH       SHR/OTHR    23                           4130
D GOOGLE INC                     CL A             38259P50      4750     6296 SH       SHARED      26            6296
D GOOGLE INC                     CL A             38259P50      4674     6195 SH       SHARED      27            6195
D GOOGLE INC                     CL A             38259P50      2686     3561 SH       SHARED      29            3561
D GOOGLE INC                     CL A             38259P50     19288    25565 SH       SHARED      30           25565
D GOOGLE INC                     CL A             38259P50     23159    30695 SH       SHARED      31           30695
D GORDMANS STORES INC            COM              38269P10         0        2 SH       SHARED                       2
D GORDMANS STORES INC            COM              38269P10         0        2 SH       SHARED      02               2
D GORMAN RUPP CO                 COM              38308210        92     3435 SH       SHARED                    2418           1017
D GORMAN RUPP CO                 COM              38308210        26      980 SH       SHARED      02               4            976
D GOVERNMENT PPTYS INCOME TR     COM SHS BEN INT  38376A10      1072    45815 SH       SHARED                   45815
D GOVERNMENT PPTYS INCOME TR     COM SHS BEN INT  38376A10        72     3100 SH       SHARED      01            3100
D GOVERNMENT PPTYS INCOME TR     COM SHS BEN INT  38376A10         0        6 SH       SHARED      02               6
D GRACE W R & CO DEL NEW         COM              38388F10      2705    45796 SH       SHARED                   45696            100
D GRACE W R & CO DEL NEW         COM              38388F10        29      503 SH       SHARED      02               3            500
D GRACE W R & CO DEL NEW         COM              38388F10       100     1700 SH       SHARED      10            1700
D GRACE W R & CO DEL NEW         COM              38388F10         8      150 SH       SHARED      21                            150
D GRACO INC                      COM              38410910      2997    59609 SH       SHARED                   59609
D GRACO INC                      COM              38410910         9      185 SH       SHARED      02             185
D GRACO INC                      COM              38410910        75     1500 SH       SHARED      10            1500
D GRAFTECH INTL LTD              COM              38431310      2617   291143 SH       SHARED                  288191           2952
D GRAFTECH INTL LTD              COM              38431310        99    11115 SH       SHARED      01           11115
D GRAFTECH INTL LTD              COM              38431310        81     9023 SH       SHARED      02            9023
D GRAFTECH INTL LTD              COM              38431310       414    46117 SH       SHARED      04           46117
D GRAFTECH INTL LTD              COM              38431310       113    12600 SH       SHARED      10           12600
D GRAFTECH INTL LTD              COM              38431310        17     2000 SH       SHARED      23                           2000
D GRAHAM CORP                    COM              38455610       202    11221 SH       SHARED                   11221
D GRAHAM CORP                    COM              38455610         0        3 SH       SHARED      02               3
D GRAINGER W W INC               COM              38480210        58      280 SH       SHARED                     280
D GRAINGER W W INC               COM              38480210     12656    60741 SH       SHARED                   60741
D GRAINGER W W INC               COM              38480210      3740    17949 SH       SHARED      01           17899             50
D GRAINGER W W INC               COM              38480210       135      650 SH       SHR/OTHR    01                            650
D GRAINGER W W INC               COM              38480210       890     4272 SH       SHARED      02             212           4060
D GRAINGER W W INC               COM              38480210        68      330 SH       SHARED      05             330
D GRAINGER W W INC               COM              38480210      1471     7062 SH       SHARED      06            4950           2112
D GRAINGER W W INC               COM              38480210      7369    35369 SH       SHARED      10           35369
D GRAINGER W W INC               COM              38480210        83      400 SH       SHARED      20                            400
D GRAINGER W W INC               COM              38480210        83      400 SH       SHR/OTHR    23                            400
D GRAINGER W W INC               COM              38480210       583     2800 SH       SHARED      29            2800
D GRAMERCY CAP CORP              COM              38487110        22     7577 SH       SHARED                    7577
D GRAMERCY CAP CORP              COM              38487110        92    30700 SH       SHARED      01           30700
D GRAMERCY CAP CORP              COM              38487110         8     2928 SH       SHARED      02               7           2921
D GRAN TIERRA ENERGY INC         COM              38500T10        33     6532 SH       SHARED                    6532
D GRAN TIERRA ENERGY INC         COM              38500T10        16     3100 SH       SHARED      01            3100
D GRAND CANYON ED INC            COM              38526M10       222     9441 SH       SHARED                    9441
D GRAND CANYON ED INC            COM              38526M10         0       11 SH       SHARED      02              11
D GRANITE CONSTR INC             COM              38732810       980    34127 SH       SHARED                   34127
D GRANITE CONSTR INC             COM              38732810         0        7 SH       SHARED      02               7
D GRANITE CONSTR INC             COM              38732810       189     6600 SH       SHARED      10            6600
D GRANITE REAL ESTATE INC        COM              38743110      5226   145594 SH       SHARED                  145594
D GRANITE REAL ESTATE INC        COM              38743110        14      400 SH       SHARED      02             400
D GRAPHIC PACKAGING HLDG CO      COM              38868910       202    34901 SH       SHARED                   34901
D GRAPHIC PACKAGING HLDG CO      COM              38868910         0       26 SH       SHARED      02              26
D GREAT BASIN GOLD LTD           COM              39012410         0     4000 SH       SHARED                                   4000
D GREAT BASIN GOLD LTD           COM              39012410        52   618306 SH       SHARED                  611406           6900
D GREAT LAKES DREDGE & DOCK CO   COM              39060710        68     8950 SH       SHARED                    8950
D GREAT LAKES DREDGE & DOCK CO   COM              39060710         6      825 SH       SHARED      01             825
D GREAT LAKES DREDGE & DOCK CO   COM              39060710         0       11 SH       SHARED      02              11
D GREAT LAKES DREDGE & DOCK CO   COM              39060710       120    15700 SH       SHARED      10           15700
D GREAT SOUTHN BANCORP INC       COM              39090510       111     3608 SH       SHARED                    3564             44
D GREAT SOUTHN BANCORP INC       COM              39090510         0        2 SH       SHARED      02               2
D GREAT SOUTHN BANCORP INC       COM              39090510       123     4000 SH       SHARED      10            4000
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     39106410       218     2713 SH       SHARED                    2713
D GREAT PLAINS ENERGY INC        COM              39116410      7048   316627 SH       SHARED                  315926            701
D GREAT PLAINS ENERGY INC        COM              39116410       781    35100 SH       SHARED      01           35100
D GREAT PLAINS ENERGY INC        COM              39116410       107     4847 SH       SHARED      02            2647           2200
D GREATBATCH INC                 SDCV  2.250% 6/1 39153LAB       224   225000 PRN      SHARED      02          225000
D GREATBATCH INC                 COM              39153L10       609    25041 SH       SHARED                   24526            515
D GREATBATCH INC                 COM              39153L10       543    22342 SH       SHARED      01           18142           4200
D GREATBATCH INC                 COM              39153L10      1115    45850 SH       SHR/OTHR    01                          45850
D GREATBATCH INC                 COM              39153L10         1       42 SH       SHARED      02              42
D GREATBATCH INC                 COM              39153L10       243    10000 SH       SHARED      26           10000
D GREATER CHINA FD INC           COM              39167B10        22     2000 SH       SHARED      02                           2000
D GREEN DOT CORP                 CL A             39304D10       185    15175 SH       SHARED                   15175
D GREEN DOT CORP                 CL A             39304D10        73     6000 SH       SHARED      01            6000
D GREEN DOT CORP                 CL A             39304D10       107     8808 SH       SHARED      02               8           8800
D GREEN MTN COFFEE ROASTERS IN   COM              39312210     10338   435485 SH       SHARED                  431496           3989
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       792    33400 SH       SHARED      01           33400
D GREEN MTN COFFEE ROASTERS IN   COM              39312210         9      403 SH       SHARED      02               3            400
D GREEN MTN COFFEE ROASTERS IN   COM              39312210         2      462 SH CALL  SHARED      02             462
D GREEN MTN COFFEE ROASTERS IN   COM              39312210        25     6566 SH PUT   SHARED      02            6566
D GREEN MTN COFFEE ROASTERS IN   COM              39312210         1       69 SH       SHARED      05              69
D GREEN MTN COFFEE ROASTERS IN   COM              39312210        16      700 SH       SHARED      06             350            350
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       100     4250 SH       SHARED      10            4250
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       474    20000 SH       SHARED      26           20000
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       140     5900 SH       SHARED      32            5900
D GREEN PLAINS RENEWABLE ENERG   COM              39322210        23     3934 SH       SHARED                    3934
D GREEN PLAINS RENEWABLE ENERG   COM              39322210         0        5 SH       SHARED      02               5
D GREEN PLAINS RENEWABLE ENERG   COM              39322210        62    10600 SH       SHARED      26           10600
D GREENBRIER COS INC             COM              39365710       903    55996 SH       SHARED                   52437           3559
D GREENBRIER COS INC             COM              39365710        40     2504 SH       SHARED      02               4           2500
D GREEN BANKSHARES INC           COM NEW          39436120         2     1120 SH       SHARED                    1120
D GREEN BANKSHARES INC           COM NEW          39436120         4     2496 SH       SHARED      02            2496
D GREENHAVEN CONT CMDTY INDEX    UNIT BEN INT     39525810        99     3275 SH       SHARED      21            3275
D GREENHILL & CO INC             COM              39525910      2874    55550 SH       SHARED                   55550
D GREENHILL & CO INC             COM              39525910        15      300 SH       SHARED      01             300
D GREENHILL & CO INC             COM              39525910         2       49 SH       SHARED      02              49
D GREENHUNTER ENERGY INC         COM              39530A10         0       25 SH       SHARED      01              25
D GREENWAY MED TECHNOLOGIES IN   COM              39679B10        23     1377 SH       SHARED                    1377
D GREENWAY MED TECHNOLOGIES IN   COM              39679B10         0        2 SH       SHARED      02               2
D GREIF INC                      CL A             39762410      1148    25992 SH       SHARED                   25992
D GREIF INC                      CL A             39762410         0        1 SH       SHARED      02               1
D GREIF INC                      CL A             39762410        88     2000 SH       SHARED      10            2000
D GRIFFIN LD & NURSERIES INC     CL A             39823110         3      101 SH       SHARED                     101
D GRIFFON CORP                   COM              39843310       370    36007 SH       SHARED                   36007
D GRIFFON CORP                   COM              39843310         6      635 SH       SHARED      01             635
D GRIFFON CORP                   COM              39843310         0       84 SH       SHARED      02              84
D GRIFFON CORP                   COM              39843310       161    15700 SH       SHARED      10           15700
D GRIFFON CORP                   COM              39843310        51     5000 SH       SHARED      23                           5000
D GRIFOLS S A                    SP ADR REP B NVT 39843840     10978   480864 SH       SHARED                  480864
D GRIFOLS S A                    SP ADR REP B NVT 39843840      1586    69510 SH       SHARED      04           69510
D GROUP 1 AUTOMOTIVE INC         FRNT  2.250% 6/1 398905AE      7770  6670000 PRN      SHARED      02         6670000
D GROUP 1 AUTOMOTIVE INC         FRNT  2.250% 6/1 398905AE       699   600000 PRN      SHARED      06          600000
D GROUP 1 AUTOMOTIVE INC         COM              39890510      4530    75225 SH       SHARED                   75225
D GROUP 1 AUTOMOTIVE INC         COM              39890510      1218    20235 SH       SHARED      02              35          20200
D GROUP 1 AUTOMOTIVE INC         COM              39890510       445     7400 SH       SHARED      10            7400
D GROUPE CGI INC                 CL A SUB VTG     39945C10      1479    55069 SH       SHARED                   55069
D GROUPE CGI INC                 CL A SUB VTG     39945C10        34     1300 SH       SHARED      02            1300
D GROUPE CGI INC                 CL A SUB VTG     39945C10         3      130 SH       SHARED      05             130
D GROUPE CGI INC                 CL A SUB VTG     39945C10        42     1600 SH       SHARED      06            1600
D GROUPON INC                    COM CL A         39947310      5539  1162488 SH       SHARED                 1162488
D GROUPON INC                    COM CL A         39947310         1     3173 SH PUT   SHARED                    3173
D GROUPON INC                    COM CL A         39947310        13     2801 SH       SHARED      02               1           2800
D GROUPON INC                    COM CL A         39947310         5     1100 SH       SHARED      10            1100
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910      3363   581000 SH       SHARED                  581000
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910       513    88733 SH       SHARED                   88733
D GRUPO TELEVISA SA              SPON ADR REP ORD 40049J20      4942   210242 SH       SHARED                  210242
D GRUPO TELEVISA SA              SPON ADR REP ORD 40049J20        94     4000 SH       SHARED      23                           4000
D GRUPO SIMEC S A B DE C V       ADR              40049110        48     4000 SH       SHARED                    4000
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       558    12887 SH       SHARED                   12887
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20      5473    61782 SH       SHARED                   61782
D GTX INC DEL                    COM              40052B10         6     1527 SH       SHARED                    1527
D GTX INC DEL                    COM              40052B10         0        8 SH       SHARED      02               8
D GTX INC DEL                    COM              40052B10       397    86828 SH       SHARED      04           86828
D GTX INC DEL                    COM              40052B10        61    13400 SH       SHARED      10           13400
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10       489    30971 SH       SHARED                   30924             47
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10         3      239 SH       SHARED      02             239
D GUARANTY BANCORP DEL           COM              40075T10         5     2748 SH       SHARED                    2748
D GUARANTY BANCORP DEL           COM              40075T10         0       12 SH       SHARED      02              12
D GUESS INC                      COM              40161710      4305   169382 SH       SHARED                  168653            729
D GUESS INC                      COM              40161710      8595   338157 SH       SHARED      02          338157
D GUESS INC                      COM              40161710       177     7000 SH       SHARED      04            7000
D GUGGENHEIM BLD AMR BDS MNG D   COM              40166410        59     2500 SH       SHARED      23            2500
D GUGGENHEIM ENHANCED EQUITY S   COM              40167K10         1      100 SH       SHARED      02                            100
D GUIDANCE SOFTWARE INC          COM              40169210        27     2405 SH       SHARED                    2405
D GUIDANCE SOFTWARE INC          COM              40169210         0        4 SH       SHARED      02               4
D GUIDEWIRE SOFTWARE INC         COM              40171V10       104     3354 SH       SHARED                    3354
D GUIDEWIRE SOFTWARE INC         COM              40171V10        99     3195 SH       SHARED      02            2109           1086
D GUIDEWIRE SOFTWARE INC         COM              40171V10       621    20000 SH       SHARED      04           20000
D GUIDEWIRE SOFTWARE INC         COM              40171V10       116     3747 SH       SHARED      10            3747
D GULF ISLAND FABRICATION INC    COM              40230710       305    10978 SH       SHARED                   10808            170
D GULF ISLAND FABRICATION INC    COM              40230710         0       25 SH       SHARED      02              25
D GULF ISLAND FABRICATION INC    COM              40230710       214     7700 SH       SHARED      10            7700
D GULFMARK OFFSHORE INC          CL A NEW         40262920       169     5144 SH       SHARED                    4076           1068
D GULFMARK OFFSHORE INC          CL A NEW         40262920         0        5 SH       SHARED      02               5
D GULFMARK OFFSHORE INC          CL A NEW         40262920       188     5700 SH       SHARED      10            5700
D GULFPORT ENERGY CORP           COM NEW          40263530      1034    33098 SH       SHARED                   33098
D GULFPORT ENERGY CORP           COM NEW          40263530       128     4100 SH       SHARED      01            4100
D GULFPORT ENERGY CORP           COM NEW          40263530         5      173 SH       SHARED      02              94             79
D GULFPORT ENERGY CORP           COM NEW          40263530       296     9500 SH       SHARED      10            9500
D GUSHAN ENVIRONMENTAL ENRGY L   SPNSRD ADR NEW   40330W20         0        1 SH       SHARED      02               1
D GYRODYNE CO AMER INC           COM              40382010         5       49 SH       SHARED                      49
D H & E EQUIPMENT SERVICES INC   COM              40403010       121     9989 SH       SHARED                    7843           2146
D H & E EQUIPMENT SERVICES INC   COM              40403010         0        7 SH       SHARED      02               7
D H & E EQUIPMENT SERVICES INC   COM              40403010       110     9100 SH       SHARED      10            9100
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        1 SH       SHARED      02               1
D HCA HOLDINGS INC               COM              40412C10     13767   414063 SH       SHARED                  414063
D HCA HOLDINGS INC               COM              40412C10      1512    45492 SH       SHARED      01           44842            650
D HCA HOLDINGS INC               COM              40412C10      5745   172808 SH       SHARED      02          172808
D HCA HOLDINGS INC               COM              40412C10       701    21100 SH       SHARED      04           21100
D HCA HOLDINGS INC               COM              40412C10       186     5600 SH       SHARED      05            5600
D HCA HOLDINGS INC               COM              40412C10       106     3200 SH       SHARED      06            3200
D HCA HOLDINGS INC               COM              40412C10        86     2600 SH       SHARED      10            2600
D HCA HOLDINGS INC               COM              40412C10       149     4500 SH       SHARED      32            4500
D HCC INS HLDGS INC              COM              40413210      3494   103103 SH       SHARED                  102803            300
D HCC INS HLDGS INC              COM              40413210        92     2725 SH       SHARED      01            2725
D HCC INS HLDGS INC              COM              40413210        13      390 SH       SHARED      02             390
D HCC INS HLDGS INC              COM              40413210         6      180 SH       SHARED      21                            180
D HCP INC                        COM              40414L10        51     1159 SH       SHARED                    1159
D HCP INC                        COM              40414L10     39451   886955 SH       SHARED                  886955
D HCP INC                        COM              40414L10      4668   104950 SH       SHARED      01          104950
D HCP INC                        COM              40414L10      1828    41108 SH       SHARED      02             725          40383
D HCP INC                        COM              40414L10        31      700 SH       SHARED      04             700
D HCP INC                        COM              40414L10        69     1570 SH       SHARED      05            1570
D HCP INC                        COM              40414L10      1852    41650 SH       SHARED      06           27560          14090
D HCP INC                        COM              40414L10      6147   138206 SH       SHARED      10          138206
D HCP INC                        COM              40414L10         8      200 SH       SHARED      20             200
D HCP INC                        COM              40414L10        48     1100 SH       SHARED      21            1100
D HCP INC                        COM              40414L10       124     2800 SH       SHARED      26            2800
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      5822   154945 SH       SHARED                  154945
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10       324     8625 SH       SHARED      02                           8625
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      2217    59000 SH       SHARED      04           59000
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      3844   102300 SH       SHARED      31          102300
D HF FINL CORP                   COM              40417210         1      100 SH       SHARED      02             100
D HFF INC                        CL A             40418F10       373    25092 SH       SHARED                   25092
D HFF INC                        CL A             40418F10         0       64 SH       SHARED      02              64
D HKN INC                        COM              40420K10         0        1 SH       SHARED      02               1
D HMN FINL INC                   COM              40424G10         0      200 SH       SHARED      02             200
D HMS HLDGS CORP                 COM              40425J10      4615   138242 SH       SHARED                  136593           1649
D HMS HLDGS CORP                 COM              40425J10       140     4200 SH       SHARED      01            4200
D HMS HLDGS CORP                 COM              40425J10         2       79 SH       SHARED      02              22             57
D HMS HLDGS CORP                 COM              40425J10      1001    30000 SH       SHARED      04           30000
D HMS HLDGS CORP                 COM              40425J10         9      287 SH       SHARED      21             287
D HMS HLDGS CORP                 COM              40425J10        60     1800 SH       SHR/OTHR    23                           1800
D HNI CORP                       COM              40425110      1104    43312 SH       SHARED                   43312
D HNI CORP                       COM              40425110         0       12 SH       SHARED      02              12
D HNI CORP                       COM              40425110       244     9600 SH       SHARED      10            9600
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        49     1062 SH       SHARED                    1062
D HSBC HLDGS PLC                 SPON ADR NEW     40428040       266     5746 SH       SHARED                    5746
D HSBC HLDGS PLC                 SPON ADR NEW     40428040       648    13964 SH       SHARED      01           13825            139
D HSBC HLDGS PLC                 SPON ADR NEW     40428040       223     4807 SH       SHARED      02               5           4802
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        36     4150 SH CALL  SHARED      02            4150
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        63     1374 SH       SHARED      21            1374
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        49     1058 SH       SHR/OTHR    23                           1058
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060       269    10650 SH       SHARED                   10650
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060        35     1400 SH       SHARED      02                           1400
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060       116     4600 SH       SHARED      20            4600
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060       151     6000 SH       SHARED      21            6000
D HSN INC                        COM              40430310      2263    46144 SH       SHARED                   46144
D HSN INC                        COM              40430310         6      125 SH       SHARED      01             125
D HSN INC                        COM              40430310        38      786 SH       SHARED      02             316            470
D HACKETT GROUP INC              COM              40460910       170    40882 SH       SHARED                   40882
D HACKETT GROUP INC              COM              40460910         0        7 SH       SHARED      02               7
D HAEMONETICS CORP               COM              40502410      2360    29429 SH       SHARED                   29429
D HAEMONETICS CORP               COM              40502410       224     2800 SH       SHARED      01            2800
D HAEMONETICS CORP               COM              40502410         3       49 SH       SHARED      02              49
D HAEMONETICS CORP               COM              40502410       104     1300 SH       SHARED      10            1300
D HAEMONETICS CORP               COM              40502410        16      209 SH       SHARED      21                            209
D HAIN CELESTIAL GROUP INC       COM              40521710     24005   381038 SH       SHARED                  362108          18930
D HAIN CELESTIAL GROUP INC       COM              40521710         5       84 SH       SHARED      02              84
D HAIN CELESTIAL GROUP INC       COM              40521710       699    11100 SH       SHARED      10           11100
D HAIN CELESTIAL GROUP INC       COM              40521710        20      327 SH       SHARED      21             327
D HAIN CELESTIAL GROUP INC       COM              40521710       315     5000 SH       SHARED      26            5000
D HALCON RES CORP                COM NEW          40537Q20      3871   528224 SH       SHARED                  528224
D HALCON RES CORP                COM NEW          40537Q20         2      338 SH       SHARED      01             338
D HALCON RES CORP                COM NEW          40537Q20         0       29 SH       SHARED      02              29
D HALLADOR ENERGY COMPANY        COM              40609P10         1      239 SH       SHARED                     239
D HALLADOR ENERGY COMPANY        COM              40609P10         0        3 SH       SHARED      02               3
D HALLADOR ENERGY COMPANY        COM              40609P10        55     6700 SH       SHARED      26            6700
D HALLIBURTON CO                 COM              40621610       132     3940 SH       SHARED                    3690            250
D HALLIBURTON CO                 COM              40621610    173351  5145482 SH       SHARED                 5125436          20046
D HALLIBURTON CO                 COM              40621610         0      600 SH CALL  SHARED                     600
D HALLIBURTON CO                 COM              40621610         5     3400 SH PUT   SHARED                    3400
D HALLIBURTON CO                 COM              40621610      8389   249014 SH       SHARED      01          245724           3290
D HALLIBURTON CO                 COM              40621610        26      775 SH       SHR/OTHR    01                            775
D HALLIBURTON CO                 COM              40621610     16717   496202 SH       SHARED      02          444407          51795
D HALLIBURTON CO                 COM              40621610         2     2976 SH CALL  SHARED      02            2976
D HALLIBURTON CO                 COM              40621610        12     9334 SH PUT   SHARED      02            9334
D HALLIBURTON CO                 COM              40621610       383    11389 SH       SHARED      04           11389
D HALLIBURTON CO                 COM              40621610      2880    85488 SH       SHARED      04           85488
D HALLIBURTON CO                 COM              40621610       205     6112 SH       SHARED      05            6112
D HALLIBURTON CO                 COM              40621610      4536   134640 SH       SHARED      06           60020          74620
D HALLIBURTON CO                 COM              40621610      7874   233738 SH       SHARED      10          233738
D HALLIBURTON CO                 COM              40621610       202     6000 SH       SHARED      15            6000
D HALLIBURTON CO                 COM              40621610        19      571 SH       SHARED      20             571
D HALLIBURTON CO                 COM              40621610         3      100 SH       SHR/OTHR    20                            100
D HALLIBURTON CO                 COM              40621610        14      430 SH       SHARED      21             430
D HALLIBURTON CO                 COM              40621610        30      905 SH       SHR/OTHR    21                            905
D HALLIBURTON CO                 COM              40621610      1151    34180 SH       SHARED      23           34180
D HALLIBURTON CO                 COM              40621610       333     9885 SH       SHR/OTHR    23                           9885
D HALLIBURTON CO                 COM              40621610       235     7000 SH       SHARED      26            7000
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20        19     2350 SH       SHARED                    2350
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20         0      103 SH       SHARED      02             103
D HALOZYME THERAPEUTICS INC      COM              40637H10      1979   262501 SH       SHARED                  262501
D HALOZYME THERAPEUTICS INC      COM              40637H10         0       25 SH       SHARED      02              25
D HALOZYME THERAPEUTICS INC      COM              40637H10      1067   141588 SH       SHARED      04          141588
D HALOZYME THERAPEUTICS INC      COM              40637H10        36     4800 SH       SHARED      10            4800
D HALOZYME THERAPEUTICS INC      COM              40637H10      1282   170134 SH       SHARED      26          170134
D HALOZYME THERAPEUTICS INC      COM              40637H10       146    19400 SH       SHARED      32           19400
D HAMPDEN BANCORP INC            COM              40867E10         1      100 SH       SHARED      02             100
D HAMPTON ROADS BANKSHARES INC   COM NEW          40932150        19    12976 SH       SHARED      01           12976
D JOHN HANCOCK BK &THRIFT; OPP    SH BEN INT NEW   40973520         4      248 SH       SHARED      02                            248
D HANCOCK HLDG CO                COM              41012010      2580    83307 SH       SHARED                   81258           2049
D HANCOCK HLDG CO                COM              41012010        74     2400 SH       SHARED      01            2400
D HANCOCK HLDG CO                COM              41012010         0       12 SH       SHARED      02              12
D HANCOCK HLDG CO                COM              41012010     21715   700940 SH       SHARED      10          700940
D HANCOCK JOHN TAX-ADV DIV INC   COM              41013V10       201    10375 SH       SHARED      02                          10375
D HANDY & HARMAN LTD             COM              41031510        53     3631 SH       SHARED                    3631
D HANDY & HARMAN LTD             COM              41031510         0        1 SH       SHARED      02               1
D HANESBRANDS INC                COM              41034510      5870   184131 SH       SHARED                  182775           1356
D HANESBRANDS INC                COM              41034510       652    20482 SH       SHARED      01           20482
D HANESBRANDS INC                COM              41034510        43     1361 SH       SHARED      02            1361
D HANESBRANDS INC                COM              41034510     27624   866515 SH       SHARED      10          866515
D HANESBRANDS INC                COM              41034510        41     1300 SH       SHARED      20                           1300
D HANESBRANDS INC                COM              41034510         9      310 SH       SHARED      21                            310
D HANGER INC                     COM NEW          41043F20       739    25930 SH       SHARED                   25930
D HANGER INC                     COM NEW          41043F20       864    30300 SH       SHARED      01           30300
D HANGER INC                     COM NEW          41043F20        11      412 SH       SHARED      02              62            350
D HANGER INC                     COM NEW          41043F20       288    10100 SH       SHARED      10           10100
D HANMI FINL CORP                COM NEW          41049520       665    51960 SH       SHARED                   51960
D HANMI FINL CORP                COM NEW          41049520       331    25870 SH       SHARED      01           20970           4900
D HANMI FINL CORP                COM NEW          41049520       691    54000 SH       SHR/OTHR    01                          54000
D HANMI FINL CORP                COM NEW          41049520         0       57 SH       SHARED      02              57
D HANMI FINL CORP                COM NEW          41049520        26     2088 SH       SHARED      10            2088
D HANMI FINL CORP                COM NEW          41049520       210    16400 SH       SHARED      26           16400
D HANOVER INS GROUP INC          COM              41086710      6170   165612 SH       SHARED                  165612
D HANOVER INS GROUP INC          COM              41086710       543    14600 SH       SHARED      01           14600
D HANOVER INS GROUP INC          COM              41086710         5      141 SH       SHARED      02              41            100
D HANOVER INS GROUP INC          COM              41086710     20075   538790 SH       SHARED      10          538790
D HANSEN MEDICAL INC             COM              41130710         4     2324 SH       SHARED                    2324
D HANSEN MEDICAL INC             COM              41130710         0       16 SH       SHARED      02              16
D HANWHA SOLARONE CO LTD         SPONSORED ADR    41135V10       465   427428 SH       SHARED                  427428
D HARBINGER GROUP INC            COM              41146A10        12     1486 SH       SHARED                    1486
D HARBINGER GROUP INC            COM              41146A10         0        6 SH       SHARED      02               6
D HARDINGE INC                   COM              41232430         5      546 SH       SHARED                     546
D HARDINGE INC                   COM              41232430         0        2 SH       SHARED      02               2
D HARDINGE INC                   COM              41232430        99     9700 SH       SHARED      26            9700
D HARLEY DAVIDSON INC            COM              41282210        36      867 SH       SHARED                     867
D HARLEY DAVIDSON INC            COM              41282210     15160   357821 SH       SHARED                  356078           1743
D HARLEY DAVIDSON INC            COM              41282210      2351    55500 SH       SHARED      01           55500
D HARLEY DAVIDSON INC            COM              41282210        29      700 SH       SHR/OTHR    01                            700
D HARLEY DAVIDSON INC            COM              41282210       132     3139 SH       SHARED      02            1523           1616
D HARLEY DAVIDSON INC            COM              41282210         0      117 SH PUT   SHARED      02             117
D HARLEY DAVIDSON INC            COM              41282210       881    20805 SH       SHARED      04           20805
D HARLEY DAVIDSON INC            COM              41282210         6      146 SH       SHARED      05             146
D HARLEY DAVIDSON INC            COM              41282210        52     1230 SH       SHARED      05            1230
D HARLEY DAVIDSON INC            COM              41282210       792    18705 SH       SHARED      06           10660           8045
D HARLEY DAVIDSON INC            COM              41282210      2651    62585 SH       SHARED      10           62585
D HARLEY DAVIDSON INC            COM              41282210      4159    98160 SH       SHARED      27           98160
D HARLEY DAVIDSON INC            COM              41282210       317     7500 SH       SHARED      30            7500
D HARLEY DAVIDSON INC            COM              41282210      5528   130489 SH       SHARED      31          130489
D HARMAN INTL INDS INC           COM              41308610        39      845 SH       SHARED                     845
D HARMAN INTL INDS INC           COM              41308610      9965   215897 SH       SHARED                  214770           1127
D HARMAN INTL INDS INC           COM              41308610        57     1236 SH       SHARED      02            1236
D HARMAN INTL INDS INC           COM              41308610        87     1900 SH       SHARED      06                           1900
D HARMAN INTL INDS INC           COM              41308610       781    16923 SH       SHARED      10           16923
D HARMONIC INC                   COM              41316010       412    90920 SH       SHARED                   90920
D HARMONIC INC                   COM              41316010         2      463 SH       SHARED      02             213            250
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630     12872  1530575 SH       SHARED                 1530498             77
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630      1723   204958 SH       SHARED      02          204958
D HARRIS & HARRIS GROUP INC      COM              41383310         0        5 SH       SHARED      02               5
D HARRIS CORP DEL                COM              41387510        83     1627 SH       SHARED                    1627
D HARRIS CORP DEL                COM              41387510     14184   276934 SH       SHARED                  276934
D HARRIS CORP DEL                COM              41387510      1761    34400 SH       SHARED      01           32900           1500
D HARRIS CORP DEL                COM              41387510        82     1606 SH       SHARED      02             339           1267
D HARRIS CORP DEL                COM              41387510         1      180 SH CALL  SHARED      02             180
D HARRIS CORP DEL                COM              41387510      1488    29070 SH       SHARED      04           29070
D HARRIS CORP DEL                COM              41387510         3       70 SH       SHARED      05              70
D HARRIS CORP DEL                COM              41387510      1501    29310 SH       SHARED      06           26110           3200
D HARRIS CORP DEL                COM              41387510      6304   123083 SH       SHARED      10          123083
D HARRIS CORP DEL                COM              41387510       220     4300 SH       SHARED      20            4300
D HARRIS CORP DEL                COM              41387510       291     5700 SH       SHARED      26            5700
D HARRIS CORP DEL                COM              41387510      1001    19550 SH       SHARED      29           19550
D HARRIS TEETER SUPERMARKETS I   COM              41458510      2009    51730 SH       SHARED                   50623           1107
D HARRIS TEETER SUPERMARKETS I   COM              41458510         1       48 SH       SHARED      02               6             42
D HARRIS TEETER SUPERMARKETS I   COM              41458510       213     5500 SH       SHARED      10            5500
D HARSCO CORP                    COM              41586410      1585    77211 SH       SHARED                   76862            349
D HARSCO CORP                    COM              41586410        70     3458 SH       SHARED      02            3458
D HARSCO CORP                    COM              41586410       213    10400 SH       SHARED      10           10400
D HARRY WINSTON DIAMOND CORP     COM              41587B10       954    80600 SH       SHARED                   80600
D HARRY WINSTON DIAMOND CORP     COM              41587B10        58     4900 SH       SHARED      02            2900           2000
D HARTE-HANKS INC                COM              41619610       230    33261 SH       SHARED                   33235             26
D HARTE-HANKS INC                COM              41619610         0       79 SH       SHARED      02              79
D HARTE-HANKS INC                COM              41619610       282    40800 SH       SHARED      10           40800
D HARTFORD FINL SVCS GROUP INC   COM              41651510        35     1821 SH       SHARED                    1821
D HARTFORD FINL SVCS GROUP INC   COM              41651510     23502  1208968 SH       SHARED                 1208968
D HARTFORD FINL SVCS GROUP INC   COM              41651510         0      200 SH PUT   SHARED                     200
D HARTFORD FINL SVCS GROUP INC   COM              41651510      2339   120340 SH       SHARED      01          116774           3566
D HARTFORD FINL SVCS GROUP INC   COM              41651510      1168    60086 SH       SHARED      02           60086
D HARTFORD FINL SVCS GROUP INC   COM              41651510         0      600 SH PUT   SHARED      02             600
D HARTFORD FINL SVCS GROUP INC   COM              41651510     26999  1388850 SH       SHARED      04         1374910          13940
D HARTFORD FINL SVCS GROUP INC   COM              41651510         3      200 SH       SHARED      05             200
D HARTFORD FINL SVCS GROUP INC   COM              41651510      3412   175540 SH       SHARED      06           42840         132700
D HARTFORD FINL SVCS GROUP INC   COM              41651510      8574   441069 SH       SHARED      10          441069
D HARTFORD FINL SVCS GROUP INC   COM              41651510      1918    98685 SH       SHARED      27           98685
D HARTFORD FINL SVCS GROUP INC   *W EXP 06/26/201 41651512     35710  3199881 SH       SHARED      02         3199881
D HARTFORD FINL SVCS GROUP INC   DEP CONV PFD     41651570        81     4245 SH       SHARED                    4245
D HARVARD BIOSCIENCE INC         COM              41690610         3      904 SH       SHARED                     904
D HARVARD BIOSCIENCE INC         COM              41690610         0        4 SH       SHARED      02               4
D HARVEST NATURAL RESOURCES IN   COM              41754V10        50     5645 SH       SHARED                    5645
D HARVEST NATURAL RESOURCES IN   COM              41754V10        17     2006 SH       SHARED      02               6           2000
D HARVEST NATURAL RESOURCES IN   COM              41754V10       268    30100 SH       SHARED      10           30100
D HASBRO INC                     COM              41805610        87     2280 SH       SHARED                    2280
D HASBRO INC                     COM              41805610      5848   153236 SH       SHARED                  153236
D HASBRO INC                     COM              41805610      1406    36849 SH       SHARED      01           36849
D HASBRO INC                     COM              41805610        48     1275 SH       SHR/OTHR    01                           1275
D HASBRO INC                     COM              41805610       100     2645 SH       SHARED      02             895           1750
D HASBRO INC                     COM              41805610         2       60 SH       SHARED      05              60
D HASBRO INC                     COM              41805610       270     7100 SH       SHARED      06            3900           3200
D HASBRO INC                     COM              41805610      2103    55109 SH       SHARED      10           55109
D HASBRO INC                     COM              41805610         5      150 SH       SHR/OTHR    23                            150
D HASTINGS ENTMT INC             COM              41836510         0      200 SH       SHARED      02             200
D HATTERAS FINL CORP             COM              41902R10      1660    58904 SH       SHARED                   58904
D HATTERAS FINL CORP             COM              41902R10       152     5400 SH       SHARED      01                           5400
D HATTERAS FINL CORP             COM              41902R10       370    13141 SH       SHARED      02            4687           8454
D HATTERAS FINL CORP             COM              41902R10      3264   115800 SH       SHARED      10          115800
D HATTERAS FINL CORP             COM              41902R10        11      419 SH       SHARED      21             419
D HATTERAS FINL CORP             COM              41902R10        69     2450 SH       SHR/OTHR    23                           2450
D HAVERTY FURNITURE INC          COM              41959610      1022    73660 SH       SHARED                   73660
D HAVERTY FURNITURE INC          COM              41959610         0       35 SH       SHARED      02              35
D HAVERTY FURNITURE INC          COM              41959610        15     1100 SH       SHARED      10            1100
D HAWAIIAN ELEC INDUSTRIES       COM              41987010      2598    98746 SH       SHARED                   94269           4477
D HAWAIIAN ELEC INDUSTRIES       COM              41987010         3      125 SH       SHARED      01             125
D HAWAIIAN ELEC INDUSTRIES       COM              41987010        86     3301 SH       SHARED      02             301           3000
D HAWAIIAN HOLDINGS INC          NOTE  5.000% 3/1 419879AD       103   100000 PRN      SHARED                  100000
D HAWAIIAN HOLDINGS INC          NOTE  5.000% 3/1 419879AD       227   220000 PRN      SHARED      02          220000
D HAWAIIAN HOLDINGS INC          COM              41987910       104    18743 SH       SHARED                   18743
D HAWAIIAN HOLDINGS INC          COM              41987910         0       12 SH       SHARED      02              12
D HAWAIIAN HOLDINGS INC          COM              41987910       122    22000 SH       SHARED      26           22000
D HAWAIIAN TELCOM HOLDCO INC     COM              42003110        77     4369 SH       SHARED                    4322             47
D HAWAIIAN TELCOM HOLDCO INC     COM              42003110         0        3 SH       SHARED      02               3
D HAWKINS INC                    COM              42026110       294     7096 SH       SHARED                    7096
D HAWKINS INC                    COM              42026110         0       19 SH       SHARED      02              19
D HAYNES INTERNATIONAL INC       COM NEW          42087720       466     8940 SH       SHARED                    8940
D HAYNES INTERNATIONAL INC       COM NEW          42087720         2       49 SH       SHARED      02              24             25
D HAYNES INTERNATIONAL INC       COM NEW          42087720       125     2400 SH       SHARED      10            2400
D HEALTHCARE SVCS GRP INC        COM              42190610      1173    51328 SH       SHARED                   51328
D HEALTHCARE SVCS GRP INC        COM              42190610      8272   361882 SH       SHARED      02             130         361752
D HEALTHCARE SVCS GRP INC        COM              42190610        82     3600 SH       SHARED      10            3600
D HEALTHCARE SVCS GRP INC        COM              42190610       914    40000 SH       SHARED      30           40000
D HEALTHSOUTH CORP               COM NEW          42192430      3833   159312 SH       SHARED                  157935           1377
D HEALTHSOUTH CORP               COM NEW          42192430      1042    43315 SH       SHARED      02           43310              5
D HEALTHSOUTH CORP               COM NEW          42192430       430    17900 SH       SHARED      10           17900
D HEALTHSOUTH CORP               COM NEW          42192430         9      381 SH       SHARED      21             381
D HEALTHSOUTH CORP               COM NEW          42192430        89     3700 SH       SHARED      32            3700
D HEALTH MGMT ASSOC INC NEW      CL A             42193310      2141   255251 SH       SHARED                  255251
D HEALTH MGMT ASSOC INC NEW      CL A             42193310        74     8900 SH       SHARED      01            8900
D HEALTH MGMT ASSOC INC NEW      CL A             42193310        53     6407 SH       SHARED      02            6107            300
D HEALTH MGMT ASSOC INC NEW      CL A             42193310         1     1450 SH CALL  SHARED      02            1450
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       213    25500 SH       SHARED      32           25500
D HEALTHCARE RLTY TR             COM              42194610      8959   388679 SH       SHARED                  388679
D HEALTHCARE RLTY TR             COM              42194610      5344   231862 SH       SHARED      10          231862
D HEALTHCARE RLTY TR             COM              42194610    130125  5645365 SH       SHARED      11         3309493        2335872
D HEALTHCARE RLTY TR             COM              42194610       100     4356 SH       SHARED      26            4356
D HEADWATERS INC                 NOTE  8.750% 2/0 42210PAR      8685  8490000 PRN      SHARED                 8490000
D HEADWATERS INC                 COM              42210P10      3190   484944 SH       SHARED                  484944
D HEADWATERS INC                 COM              42210P10         0      119 SH       SHARED      02             119
D HEADWATERS INC                 COM              42210P10       254    38700 SH       SHARED      10           38700
D HEALTH CARE REIT INC           NOTE  3.000%12/0 42217KAR      1363  1150000 PRN      SHARED                                1150000
D HEALTH CARE REIT INC           NOTE  3.000%12/0 42217KAR      9369  7900000 PRN      SHARED      06         6050000        1850000
D HEALTH CARE REIT INC           COM              42217K10        52      906 SH       SHARED                     906
D HEALTH CARE REIT INC           COM              42217K10     47566   823810 SH       SHARED                  823810
D HEALTH CARE REIT INC           COM              42217K10      3256    56400 SH       SHARED      01           56400
D HEALTH CARE REIT INC           COM              42217K10      2736    47395 SH       SHARED      02           16054          31341
D HEALTH CARE REIT INC           COM              42217K10         3       60 SH       SHARED      05              60
D HEALTH CARE REIT INC           COM              42217K10      1291    22360 SH       SHARED      06           16500           5860
D HEALTH CARE REIT INC           COM              42217K10     20811   360437 SH       SHARED      10          360437
D HEALTH CARE REIT INC           COM              42217K10    406009  7031683 SH       SHARED      11         3744301        3287382
D HEALTH CARE REIT INC           COM              42217K10        43      760 SH       SHARED      21             760
D HEALTH CARE REIT INC           COM              42217K10      1059    18345 SH       SHARED      26           18345
D HEALTH NET INC                 COM              42222G10     10416   462761 SH       SHARED                  461097           1664
D HEALTH NET INC                 COM              42222G10         7      325 SH       SHARED      01             325
D HEALTH NET INC                 COM              42222G10        60     2703 SH       SHARED      02            1975            728
D HEALTH NET INC                 COM              42222G10      1238    55000 SH       SHARED      04           55000
D HEALTH NET INC                 COM              42222G10        24     1100 SH       SHARED      06            1100
D HEALTH NET INC                 COM              42222G10       213     9500 SH       SHARED      32            9500
D HEALTHSTREAM INC               COM              42222N10       428    15067 SH       SHARED                   15067
D HEALTHSTREAM INC               COM              42222N10         1       37 SH       SHARED      02              37
D HEALTHSTREAM INC               COM              42222N10      1203    42300 SH       SHARED      04           42300
D HEALTHSTREAM INC               COM              42222N10        36     1300 SH       SHARED      10            1300
D HEALTHWAYS INC                 COM              42224510       299    25576 SH       SHARED                   25576
D HEALTHWAYS INC                 COM              42224510        74     6325 SH       SHARED      01            6325
D HEALTHWAYS INC                 COM              42224510         0       61 SH       SHARED      02              61
D HEALTHWAYS INC                 COM              42224510       416    35600 SH       SHARED      10           35600
D HEALTHCARE TR AMER INC         CL A             42225P10      3263   333651 SH       SHARED      11                         333651
D HEARTLAND FINL USA INC         COM              42234Q10        52     1919 SH       SHARED                    1919
D HEARTLAND FINL USA INC         COM              42234Q10       199     7300 SH       SHARED      26            7300
D HEARTLAND EXPRESS INC          COM              42234710      1119    83794 SH       SHARED                   83794
D HEARTLAND EXPRESS INC          COM              42234710         2      154 SH       SHARED      02             154
D HEARTLAND PMT SYS INC          COM              42235N10      3961   125055 SH       SHARED                  124719            336
D HEARTLAND PMT SYS INC          COM              42235N10        79     2500 SH       SHARED      01            2500
D HEARTLAND PMT SYS INC          COM              42235N10         2       75 SH       SHARED      02              75
D HEARTWARE INTL INC             COM              42236810       303     3208 SH       SHARED                    3208
D HEARTWARE INTL INC             COM              42236810        28      300 SH       SHARED      01             300
D HEARTWARE INTL INC             COM              42236810       104     1104 SH       SHARED      02            1104
D HEARTWARE INTL INC             COM              42236810       512     5422 SH       SHARED      32            5422
D HECKMANN CORP                  COM              42268010        98    23433 SH       SHARED                   23433
D HECKMANN CORP                  COM              42268010        42    10000 SH       SHARED      01           10000
D HECKMANN CORP                  COM              42268010       100    23823 SH       SHARED      02           17623           6200
D HECKMANN CORP                  COM              42268010         0      300 SH CALL  SHARED      02             300
D HECKMANN CORP                  COM              42268010       214    51000 SH       SHARED      10           51000
D HECLA MNG CO                   COM              42270410      1952   298021 SH       SHARED                  298021
D HECLA MNG CO                   COM              42270410       109    16750 SH       SHARED      01           16750
D HECLA MNG CO                   COM              42270410      1296   198004 SH       SHARED      02          198004
D HECLA MNG CO                   COM              42270410      4825   736712 SH       SHARED      04          383680         353032
D HECLA MNG CO                   COM              42270410       282    43200 SH       SHARED      10           43200
D HECLA MNG CO                   COM              42270410       773   118070 SH       SHARED      29          118070
D HEICO CORP NEW                 COM              42280610      5328   137729 SH       SHARED                  137729
D HEICO CORP NEW                 COM              42280610       151     3906 SH       SHARED      01                           3906
D HEICO CORP NEW                 COM              42280610         1       29 SH       SHARED      02              29
D HEICO CORP NEW                 CL A             42280620       458    15017 SH       SHARED                   15017
D HEICO CORP NEW                 CL A             42280620        39     1291 SH       SHARED      01                           1291
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       162    12739 SH       SHARED                   12739
D HEIDRICK & STRUGGLES INTL IN   COM              42281910         0       52 SH       SHARED      02              52
D HEIDRICK & STRUGGLES INTL IN   COM              42281910        87     6900 SH       SHARED      10            6900
D HEINZ H J CO                   COM              42307410       475     8505 SH       SHARED                    6905           1600
D HEINZ H J CO                   COM              42307410     23576   421379 SH       SHARED                  420412            967
D HEINZ H J CO                   COM              42307410      6294   112499 SH       SHARED      01           87749          24750
D HEINZ H J CO                   COM              42307410       255     4575 SH       SHR/OTHR    01                           4575
D HEINZ H J CO                   COM              42307410      2703    48316 SH       SHARED      02            1114          47202
D HEINZ H J CO                   COM              42307410         0       55 SH CALL  SHARED      02              55
D HEINZ H J CO                   COM              42307410      8568   153150 SH       SHARED      04          153150
D HEINZ H J CO                   COM              42307410      4760    85090 SH       SHARED      05           85090
D HEINZ H J CO                   COM              42307410      1863    33300 SH       SHARED      06           21450          11850
D HEINZ H J CO                   COM              42307410      6884   123045 SH       SHARED      10          123045
D HEINZ H J CO                   COM              42307410       460     8230 SH       SHARED      20            5230           3000
D HEINZ H J CO                   COM              42307410        65     1170 SH       SHR/OTHR    20                           1170
D HEINZ H J CO                   COM              42307410        48      870 SH       SHARED      21             870
D HEINZ H J CO                   COM              42307410       293     5250 SH       SHR/OTHR    21                           5250
D HEINZ H J CO                   COM              42307410      1190    21275 SH       SHARED      23           12975           8300
D HEINZ H J CO                   COM              42307410       586    10474 SH       SHR/OTHR    23                          10474
D HEINZ H J CO                   COM              42307410       495     8850 SH       SHARED      29            8850
D HEINZ H J CO                   COM              42307410      2987    53400 SH       SHARED      30           53400
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10     10063   550805 SH       SHARED                  549680           1125
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       223    12250 SH       SHARED      01           12250
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10        46     2519 SH       SHARED      02            2519
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10      2185   119641 SH       SHARED      06                         119641
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       272    14900 SH       SHARED      10           14900
D HELMERICH & PAYNE INC          COM              42345210        45      964 SH       SHARED                     964
D HELMERICH & PAYNE INC          COM              42345210      5044   105961 SH       SHARED                  105961
D HELMERICH & PAYNE INC          COM              42345210      1504    31600 SH       SHARED      01           31600
D HELMERICH & PAYNE INC          COM              42345210      2594    54501 SH       SHARED      02           54501
D HELMERICH & PAYNE INC          COM              42345210       634    13334 SH       SHARED      04           13334
D HELMERICH & PAYNE INC          COM              42345210         2       50 SH       SHARED      05              50
D HELMERICH & PAYNE INC          COM              42345210       693    14576 SH       SHARED      06           12376           2200
D HELMERICH & PAYNE INC          COM              42345210      1176    24713 SH       SHARED      10           24713
D HELMERICH & PAYNE INC          COM              42345210       414     8703 SH       SHARED      27            8703
D HEMISPHERX BIOPHARMA INC       COM              42366C10         0      350 SH       SHARED                                    350
D HENRY JACK & ASSOC INC         COM              42628110      3390    89565 SH       SHARED                   89565
D HENRY JACK & ASSOC INC         COM              42628110       514    13588 SH       SHARED      01           11988           1600
D HENRY JACK & ASSOC INC         COM              42628110        12      328 SH       SHARED      02              78            250
D HENRY JACK & ASSOC INC         COM              42628110       340     9000 SH       SHARED      10            9000
D HENRY JACK & ASSOC INC         COM              42628110        20      542 SH       SHARED      21                            542
D HENRY JACK & ASSOC INC         COM              42628110        30      800 SH       SHR/OTHR    23                            800
D HERITAGE COMMERCE CORP         COM              42692710       100    14483 SH       SHARED                   14390             93
D HERITAGE COMMERCE CORP         COM              42692710         0        3 SH       SHARED      02               3
D HERCULES OFFSHORE INC          COM              42709310       276    56736 SH       SHARED                   56736
D HERCULES OFFSHORE INC          COM              42709310       222    45620 SH       SHARED      01           45620
D HERCULES OFFSHORE INC          COM              42709310         0       24 SH       SHARED      02              24
D HERCULES OFFSHORE INC          COM              42709310      2297   471342 SH       SHARED      06                         471342
D HERCULES OFFSHORE INC          COM              42709310       537   110200 SH       SHARED      10          110200
D HERCULES OFFSHORE INC          COM              42709310       609   125000 SH       SHARED      29          125000
D HERCULES TECH GROWTH CAP INC   COM              42709650      2221   201746 SH       SHARED                  201746
D HERCULES TECH GROWTH CAP INC   COM              42709650        53     4821 SH       SHARED      02               9           4812
D HERCULES TECH GROWTH CAP INC   COM              42709650       624    56700 SH       SHARED      10           56700
D HERCULES TECH GROWTH CAP INC   COM              42709650       166    15147 SH       SHARED      26           15147
D HERITAGE FINL CORP WASH        COM              42722X10         8      559 SH       SHARED                     559
D HERITAGE FINL CORP WASH        COM              42722X10         0        2 SH       SHARED      02               2
D HERITAGE OAKS BANCORP          COM              42724R10        87    15154 SH       SHARED                   13554           1600
D HERITAGE OAKS BANCORP          COM              42724R10         0        3 SH       SHARED      02               3
D HERITAGE CRYSTAL CLEAN INC     COM              42726M10         6      325 SH       SHARED                     325
D HERITAGE CRYSTAL CLEAN INC     COM              42726M10         0        2 SH       SHARED      02               2
D HERITAGE FINL GROUP INC        COM              42726X10        85     6531 SH       SHARED                    6531
D HERITAGE FINL GROUP INC        COM              42726X10         0        2 SH       SHARED      02               2
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       775   158357 SH       SHARED                  158357
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       28 SH       SHARED      02              28
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       171    35000 SH       SHARED      10           35000
D HERSHEY CO                     COM              42786610     22667   319755 SH       SHARED                  318859            896
D HERSHEY CO                     COM              42786610      3844    54229 SH       SHARED      01           52054           2175
D HERSHEY CO                     COM              42786610       638     9000 SH       SHR/OTHR    01                           9000
D HERSHEY CO                     COM              42786610        43      616 SH       SHARED      02               6            610
D HERSHEY CO                     COM              42786610         0      478 SH PUT   SHARED      02             478
D HERSHEY CO                     COM              42786610        49      700 SH       SHARED      04             700
D HERSHEY CO                     COM              42786610       144     2040 SH       SHARED      05            2040
D HERSHEY CO                     COM              42786610       976    13770 SH       SHARED      06            9300           4470
D HERSHEY CO                     COM              42786610      3330    46986 SH       SHARED      10           46986
D HERSHEY CO                     COM              42786610        24      350 SH       SHARED      20             350
D HERSHEY CO                     COM              42786610        15      215 SH       SHR/OTHR    20                            215
D HERSHEY CO                     COM              42786610         9      130 SH       SHR/OTHR    21                            130
D HERSHEY CO                     COM              42786610      1177    16614 SH       SHARED      27           16614
D HERSHEY CO                     COM              42786610       698     9855 SH       SHARED      29            9855
D HERSHEY CO                     COM              42786610      2814    39700 SH       SHARED      30           39700
D HESKA CORP                     COM RESTRC NEW   42805E30       109    12186 SH       SHARED                   12186
D HERTZ GLOBAL HOLDINGS INC      NOTE  5.250% 6/0 42805TAA     15043  8475000 PRN      SHARED                 6000000        2475000
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10       161    11731 SH       SHARED                   11731
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10     21729  1582612 SH       SHARED                 1580513           2099
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10      1034    75325 SH       SHARED      01           75325
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10      3882   282797 SH       SHARED      02          282348            449
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10         5    11929 SH CALL  SHARED      02           11929
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10         1      134 SH       SHARED      05             134
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10        74     5400 SH       SHARED      10            5400
D HESS CORP                      COM              42809H10       252     4707 SH       SHARED                    4707
D HESS CORP                      COM              42809H10     56775  1056881 SH       SHARED                 1056881
D HESS CORP                      COM              42809H10      5394   100418 SH       SHARED      01           95373           5045
D HESS CORP                      COM              42809H10        83     1557 SH       SHARED      02               7           1550
D HESS CORP                      COM              42809H10         6     1236 SH CALL  SHARED      02            1236
D HESS CORP                      COM              42809H10        30     7565 SH PUT   SHARED      02            7565
D HESS CORP                      COM              42809H10       102     1900 SH       SHARED      04            1900
D HESS CORP                      COM              42809H10    121177  2255715 SH       SHARED      04         2246945           8770
D HESS CORP                      COM              42809H10       402     7490 SH       SHARED      05            7490
D HESS CORP                      COM              42809H10      4534    84410 SH       SHARED      06           38160          46250
D HESS CORP                      COM              42809H10      3759    69978 SH       SHARED      10           69978
D HESS CORP                      COM              42809H10       236     4400 SH       SHARED      26            4400
D HEWLETT PACKARD CO             COM              42823610        50     2954 SH       SHARED                    2954
D HEWLETT PACKARD CO             COM              42823610    125992  7385270 SH       SHARED                 7355270          30000
D HEWLETT PACKARD CO             COM              42823610         6     2500 SH CALL  SHARED                    2500
D HEWLETT PACKARD CO             COM              42823610         4     4022 SH PUT   SHARED                    4022
D HEWLETT PACKARD CO             COM              42823610     10280   602628 SH       SHARED      01          594978           7650
D HEWLETT PACKARD CO             COM              42823610       225    13200 SH       SHR/OTHR    01                          13200
D HEWLETT PACKARD CO             COM              42823610      7430   435530 SH       SHARED      02          419930          15600
D HEWLETT PACKARD CO             COM              42823610         0    15850 SH CALL  SHARED      02           15850
D HEWLETT PACKARD CO             COM              42823610         8     9444 SH PUT   SHARED      02            9444
D HEWLETT PACKARD CO             COM              42823610        20     1209 SH       SHARED      04             845            364
D HEWLETT PACKARD CO             COM              42823610      2598   152323 SH       SHARED      04          152323
D HEWLETT PACKARD CO             COM              42823610        14      860 SH       SHARED      05             860
D HEWLETT PACKARD CO             COM              42823610       119     7000 SH       SHARED      05            7000
D HEWLETT PACKARD CO             COM              42823610      6476   379633 SH       SHARED      06          225733         153900
D HEWLETT PACKARD CO             COM              42823610      7930   464864 SH       SHARED      10          464864
D HEWLETT PACKARD CO             COM              42823610       129     7610 SH       SHARED      20            7310            300
D HEWLETT PACKARD CO             COM              42823610        30     1800 SH       SHR/OTHR    20                           1800
D HEWLETT PACKARD CO             COM              42823610       102     6000 SH       SHR/OTHR    21                           6000
D HEWLETT PACKARD CO             COM              42823610       420    24625 SH       SHARED      23           24625
D HEWLETT PACKARD CO             COM              42823610      1075    63055 SH       SHR/OTHR    23                          63055
D HEWLETT PACKARD CO             COM              42823610      1601    93900 SH       SHARED      26           93900
D HEWLETT PACKARD CO             COM              42823610         0    20000 SH PUT   SHARED      26           20000
D HEWLETT PACKARD CO             COM              42823610       205    12030 SH       SHARED      29           12030
D HEWLETT PACKARD CO             COM              42823610      6769   396782 SH       SHARED      31          396782
D HEXCEL CORP NEW                COM              42829110       404    16844 SH       SHARED                   16844
D HEXCEL CORP NEW                COM              42829110       992    41317 SH       SHARED      02            1080          40237
D HEXCEL CORP NEW                COM              42829110       816    34000 SH       SHARED      04           34000
D HEXCEL CORP NEW                COM              42829110        60     2500 SH       SHARED      10            2500
D HEXCEL CORP NEW                COM              42829110      2963   123367 SH       SHARED      31          123367
D HHGREGG INC                    COM              42833L10        19     2765 SH       SHARED                    2765
D HHGREGG INC                    COM              42833L10         0        3 SH       SHARED      02               3
D HI-TECH PHARMACAL INC          COM              42840B10       476    14393 SH       SHARED                   14200            193
D HI-TECH PHARMACAL INC          COM              42840B10         0       20 SH       SHARED      02              20
D HI-TECH PHARMACAL INC          COM              42840B10       109     3300 SH       SHARED      26            3300
D HIBBETT SPORTS INC             COM              42856710      1086    18270 SH       SHARED                   18270
D HIBBETT SPORTS INC             COM              42856710        11      194 SH       SHARED      02             194
D HICKORY TECH CORP              COM              42906010        11     1096 SH       SHARED                    1096
D HICKORY TECH CORP              COM              42906010         0        3 SH       SHARED      02               3
D HIGHER ONE HLDGS INC           COM              42983D10       337    25039 SH       SHARED                   25039
D HIGHER ONE HLDGS INC           COM              42983D10         0       64 SH       SHARED      02              64
D HIGHWOODS PPTYS INC            COM              43128410     10712   328404 SH       SHARED                  328404
D HIGHWOODS PPTYS INC            COM              43128410       214     6574 SH       SHARED      02             164           6410
D HIGHWOODS PPTYS INC            COM              43128410       127     3900 SH       SHARED      10            3900
D HILL INTERNATIONAL INC         COM              43146610         3      829 SH       SHARED                     829
D HILL INTERNATIONAL INC         COM              43146610         0        6 SH       SHARED      02               6
D HILL ROM HLDGS INC             COM              43147510      1764    60708 SH       SHARED                   60708
D HILL ROM HLDGS INC             COM              43147510         0        1 SH       SHARED      02               1
D HILL ROM HLDGS INC             COM              43147510     14893   512511 SH       SHARED      10          512511
D HILLENBRAND INC                COM              43157110       911    50110 SH       SHARED                   48258           1852
D HILLENBRAND INC                COM              43157110         2      118 SH       SHARED      02             118
D HILLENBRAND INC                COM              43157110      6279   345192 SH       SHARED      10          345192
D HILLSHIRE BRANDS CO            COM              43258910     23541   879056 SH       SHARED                  877376           1680
D HILLSHIRE BRANDS CO            COM              43258910      1860    69490 SH       SHARED      01           49135          20355
D HILLSHIRE BRANDS CO            COM              43258910       248     9292 SH       SHR/OTHR    01                           9292
D HILLSHIRE BRANDS CO            COM              43258910       156     5840 SH       SHARED      02             251           5589
D HILLSHIRE BRANDS CO            COM              43258910       187     7000 SH       SHARED      04            7000
D HILLSHIRE BRANDS CO            COM              43258910       176     6600 SH       SHARED      10            6600
D HILLSHIRE BRANDS CO            COM              43258910       167     6245 SH       SHARED      20            3255           2990
D HILLSHIRE BRANDS CO            COM              43258910         8      300 SH       SHR/OTHR    20                            300
D HILLSHIRE BRANDS CO            COM              43258910        18      690 SH       SHARED      21             690
D HILLSHIRE BRANDS CO            COM              43258910       143     5360 SH       SHARED      23            3000           2360
D HILLSHIRE BRANDS CO            COM              43258910       198     7405 SH       SHR/OTHR    23                           7405
D HILLSHIRE BRANDS CO            COM              43258910       133     5000 SH       SHARED      26            5000
D HILLTOP HOLDINGS INC           COM              43274810       660    51930 SH       SHARED                   51930
D HILLTOP HOLDINGS INC           COM              43274810         0        6 SH       SHARED      02               6
D HILLTOP HOLDINGS INC           COM              43274810        66     5200 SH       SHARED      10            5200
D HINGHAM INSTN SVGS MASS        COM              43332310         3       61 SH       SHARED                      61
D HISOFT TECHNOLOGY INTL LTD     SPONSORED ADR    43358R10       309    30001 SH       SHARED                   30001
D HISOFT TECHNOLOGY INTL LTD     SPONSORED ADR    43358R10         2      272 SH       SHARED      02             272
D HITTITE MICROWAVE CORP         COM              43365Y10      1090    19657 SH       SHARED                   19657
D HITTITE MICROWAVE CORP         COM              43365Y10         3       65 SH       SHARED      02              65
D HITTITE MICROWAVE CORP         COM              43365Y10        17      314 SH       SHARED      21                            314
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310      1853    27900 SH       SHARED                   27900
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310        66     1000 SH       SHARED      02                           1000
D HOLLYFRONTIER CORP             COM              43610610     55224  1338138 SH       SHARED                 1338138
D HOLLYFRONTIER CORP             COM              43610610      1988    48176 SH       SHARED      01           48176
D HOLLYFRONTIER CORP             COM              43610610      1330    32246 SH       SHARED      02           18567          13679
D HOLLYFRONTIER CORP             COM              43610610      1606    38927 SH       SHARED      04           38927
D HOLLYFRONTIER CORP             COM              43610610         4      100 SH       SHARED      05             100
D HOLLYFRONTIER CORP             COM              43610610       189     4600 SH       SHARED      06            4600
D HOLLYFRONTIER CORP             COM              43610610        33      800 SH       SHARED      10             800
D HOLLYFRONTIER CORP             COM              43610610      2960    71724 SH       SHARED      27           71724
D HOLLYFRONTIER CORP             COM              43610610      2546    61700 SH       SHARED      30           61700
D HOLLYWOOD MEDIA CORP           COM              43623310         0      300 SH       SHARED      02             300
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA       601   607000 PRN      SHARED      02          607000
D HOLOGIC INC                    DEBT  2.000% 3/0 436440AC      1153  1185000 PRN      SHARED      02         1185000
D HOLOGIC INC                    DEBT  2.000% 3/0 436440AC       243   250000 PRN      SHARED      06          250000
D HOLOGIC INC                    COM              43644010      6157   304548 SH       SHARED                  303701            847
D HOLOGIC INC                    COM              43644010      1408    69680 SH       SHARED      01           69680
D HOLOGIC INC                    COM              43644010       118     5872 SH       SHARED      02            5028            844
D HOLOGIC INC                    COM              43644010      1049    51900 SH       SHARED      04           51900
D HOLOGIC INC                    COM              43644010        50     2500 SH       SHARED      05            2500
D HOLOGIC INC                    COM              43644010        66     3300 SH       SHARED      10            3300
D HOLOGIC INC                    COM              43644010       716    35417 SH       SHARED      26           35417
D HOLOGIC INC                    COM              43644010       507    25082 SH       SHARED      32           25082
D HOME BANCORP INC               COM              43689E10        27     1546 SH       SHARED                    1546
D HOME BANCORP INC               COM              43689E10         0        1 SH       SHARED      02               1
D HOME BANCSHARES INC            COM              43689320       598    17542 SH       SHARED                   17542
D HOME BANCSHARES INC            COM              43689320         1       42 SH       SHARED      02              42
D HOME DEPOT INC                 COM              43707610       147     2442 SH       SHARED                    2442
D HOME DEPOT INC                 COM              43707610     92019  1524261 SH       SHARED                 1524261
D HOME DEPOT INC                 COM              43707610         0       50 SH CALL  SHARED                      50
D HOME DEPOT INC                 COM              43707610     32124   532129 SH       SHARED      01          516815          15314
D HOME DEPOT INC                 COM              43707610       787    13041 SH       SHR/OTHR    01                          13041
D HOME DEPOT INC                 COM              43707610      8751   144963 SH       SHARED      02          127779          17184
D HOME DEPOT INC                 COM              43707610        15     2075 SH CALL  SHARED      02            2075
D HOME DEPOT INC                 COM              43707610         0       60 SH PUT   SHARED      02              60
D HOME DEPOT INC                 COM              43707610      1207    20000 SH       SHARED      04           20000
D HOME DEPOT INC                 COM              43707610       813    13470 SH       SHARED      05           13470
D HOME DEPOT INC                 COM              43707610      9338   154689 SH       SHARED      06          101070          53619
D HOME DEPOT INC                 COM              43707610     36371   602471 SH       SHARED      10          602471
D HOME DEPOT INC                 COM              43707610      1238    20515 SH       SHARED      20            3945          16570
D HOME DEPOT INC                 COM              43707610        97     1622 SH       SHR/OTHR    20                           1622
D HOME DEPOT INC                 COM              43707610       304     5050 SH       SHARED      21            5050
D HOME DEPOT INC                 COM              43707610        39      650 SH       SHR/OTHR    21                            650
D HOME DEPOT INC                 COM              43707610       987    16365 SH       SHARED      23           11395           4970
D HOME DEPOT INC                 COM              43707610      1499    24835 SH       SHR/OTHR    23                          24835
D HOME DEPOT INC                 COM              43707610      6682   110693 SH       SHARED      27          110693
D HOME DEPOT INC                 COM              43707610      3679    60950 SH       SHARED      29           60950
D HOME DEPOT INC                 COM              43707610     14456   239466 SH       SHARED      31          239466
D HOME FED BANCORP INC MD        COM              43710G10       212    18773 SH       SHARED                   18773
D HOME FED BANCORP INC MD        COM              43710G10         0        2 SH       SHARED      02               2
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10     20014   807021 SH       SHARED                  807021
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10        32     1300 SH       SHARED      02                           1300
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10        69     2803 SH       SHARED      04            2803
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10        12      496 SH       SHARED      05             496
D HOME PROPERTIES INC            COM              43730610     10717   174918 SH       SHARED                  174918
D HOME PROPERTIES INC            COM              43730610        15      253 SH       SHARED      02             253
D HOME PROPERTIES INC            COM              43730610      4304    70250 SH       SHARED      10           70250
D HOME PROPERTIES INC            COM              43730610    102119  1666708 SH       SHARED      11          815500         851208
D HOMEAWAY INC                   COM              43739Q10       136     5837 SH       SHARED                    5837
D HOMEAWAY INC                   COM              43739Q10       224     9602 SH       SHARED      02               2           9600
D HOMEAWAY INC                   COM              43739Q10        70     3000 SH       SHARED      10            3000
D HOMEOWNERS CHOICE INC          COM              43741E10         6      287 SH       SHARED                     287
D HOMEOWNERS CHOICE INC          COM              43741E10         0        1 SH       SHARED      02               1
D HOMEOWNERS CHOICE INC          COM              43741E10       157     6700 SH       SHARED      26            6700
D HOMESTREET INC                 COM              43785V10         5      157 SH       SHARED                     157
D HOMESTREET INC                 COM              43785V10         0        1 SH       SHARED      02               1
D HOMETRUST BANCSHARES INC       COM              43787210        34     2577 SH       SHARED                    2577
D HOMETRUST BANCSHARES INC       COM              43787210         0        4 SH       SHARED      02               4
D HONDA MOTOR LTD                AMERN SHS        43812830      3411   110407 SH       SHARED                  108725           1682
D HONDA MOTOR LTD                AMERN SHS        43812830       453    14679 SH       SHARED      02           13800            879
D HONDA MOTOR LTD                AMERN SHS        43812830        16      540 SH       SHARED      21             540
D HONDA MOTOR LTD                AMERN SHS        43812830        92     3000 SH       SHR/OTHR    23                           3000
D HONEYWELL INTL INC             COM              43851610        87     1457 SH       SHARED                    1217            240
D HONEYWELL INTL INC             COM              43851610    119222  1995354 SH       SHARED                 1982632          12722
D HONEYWELL INTL INC             COM              43851610         2      150 SH CALL  SHARED                     150
D HONEYWELL INTL INC             COM              43851610         1      200 SH PUT   SHARED                     200
D HONEYWELL INTL INC             COM              43851610     14077   235604 SH       SHARED      01          210374          25230
D HONEYWELL INTL INC             COM              43851610        95     1600 SH       SHR/OTHR    01                           1600
D HONEYWELL INTL INC             COM              43851610      1589    26606 SH       SHARED      02             219          26387
D HONEYWELL INTL INC             COM              43851610         5     1800 SH CALL  SHARED      02            1800
D HONEYWELL INTL INC             COM              43851610         0      118 SH PUT   SHARED      02             118
D HONEYWELL INTL INC             COM              43851610     25722   430510 SH       SHARED      04          430510
D HONEYWELL INTL INC             COM              43851610     12742   213260 SH       SHARED      05          213260
D HONEYWELL INTL INC             COM              43851610      8072   135100 SH       SHARED      06           66360          68740
D HONEYWELL INTL INC             COM              43851610     17255   288790 SH       SHARED      10          288790
D HONEYWELL INTL INC             COM              43851610      4333    72520 SH       SHARED      20           68270           4250
D HONEYWELL INTL INC             COM              43851610      2452    41038 SH       SHR/OTHR    20                          41038
D HONEYWELL INTL INC             COM              43851610       304     5090 SH       SHARED      21            5090
D HONEYWELL INTL INC             COM              43851610      1029    17225 SH       SHARED      23           14225           3000
D HONEYWELL INTL INC             COM              43851610       624    10457 SH       SHR/OTHR    23                          10457
D HOOKER FURNITURE CORP          COM              43903810         5      389 SH       SHARED                     389
D HOOKER FURNITURE CORP          COM              43903810         0        2 SH       SHARED      02               2
D HOPFED BANCORP INC             COM              43973410         1      200 SH       SHARED      02             200
D HORACE MANN EDUCATORS CORP N   COM              44032710      2062   113899 SH       SHARED                  113853             46
D HORACE MANN EDUCATORS CORP N   COM              44032710        13      772 SH       SHARED      02             772
D HORACE MANN EDUCATORS CORP N   COM              44032710       306    16900 SH       SHARED      10           16900
D HORIZON BANCORP IND            COM              44040710       124     4356 SH       SHARED                    4356
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        78     2693 SH       SHARED                    2693
D HORMEL FOODS CORP              COM              44045210      5051   172751 SH       SHARED                  172751
D HORMEL FOODS CORP              COM              44045210      1099    37600 SH       SHARED      01           34600           3000
D HORMEL FOODS CORP              COM              44045210        21      750 SH       SHARED      02             750
D HORMEL FOODS CORP              COM              44045210       116     4000 SH       SHARED      06                           4000
D HORMEL FOODS CORP              COM              44045210      1198    40999 SH       SHARED      10           40999
D HORMEL FOODS CORP              COM              44045210      5421   185402 SH       SHARED      27          185402
D HORIZON PHARMA INC             COM              44047T10      1709   488342 SH       SHARED                  488342
D HORIZON PHARMA INC             COM              44047T10         0        8 SH       SHARED      02               8
D HORIZON PHARMA INC             COM              44047T10        18     5200 SH       SHARED      10            5200
D HORNBECK OFFSHORE SVCS INC N   COM              44054310      1102    30093 SH       SHARED                   28109           1984
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       252     6900 SH       SHARED      01            6900
D HORNBECK OFFSHORE SVCS INC N   COM              44054310      3808   103910 SH       SHARED      02          103910
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       153     4200 SH       SHARED      10            4200
D HORSEHEAD HLDG CORP            COM              44069430       996   106455 SH       SHARED                  102399           4056
D HORSEHEAD HLDG CORP            COM              44069430         0        7 SH       SHARED      02               7
D HORSEHEAD HLDG CORP            COM              44069430       168    18000 SH       SHARED      10           18000
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     10146   426702 SH       SHARED                  426702
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10        19      800 SH       SHARED      01                            800
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       361    15209 SH       SHARED      02             109          15100
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     30551  1284751 SH       SHARED      10         1284751
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     87685  3687352 SH       SHARED      11         1585450        2101902
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10         5      226 SH       SHARED      21                            226
D HOSPIRA INC                    COM              44106010         6      200 SH       SHARED                     200
D HOSPIRA INC                    COM              44106010      6785   206736 SH       SHARED                  204091           2645
D HOSPIRA INC                    COM              44106010      1636    49856 SH       SHARED      01           48036           1820
D HOSPIRA INC                    COM              44106010       389    11870 SH       SHR/OTHR    01                          11870
D HOSPIRA INC                    COM              44106010       361    11017 SH       SHARED      02           10907            110
D HOSPIRA INC                    COM              44106010        26      820 SH       SHARED      05             820
D HOSPIRA INC                    COM              44106010       287     8770 SH       SHARED      06            4370           4400
D HOSPIRA INC                    COM              44106010      1185    36108 SH       SHARED      10           36108
D HOSPIRA INC                    COM              44106010         9      300 SH       SHR/OTHR    20                            300
D HOSPIRA INC                    COM              44106010       164     5005 SH       SHARED      21            5005
D HOSPIRA INC                    COM              44106010       236     7210 SH       SHARED      23            7210
D HOSPIRA INC                    COM              44106010        57     1755 SH       SHR/OTHR    23                           1755
D HOSPIRA INC                    COM              44106010        73     2240 SH       SHARED      32            2240
D HOST HOTELS & RESORTS INC      COM              44107P10        20     1300 SH       SHARED                    1300
D HOST HOTELS & RESORTS INC      COM              44107P10     21318  1328228 SH       SHARED                 1328228
D HOST HOTELS & RESORTS INC      COM              44107P10      5034   313689 SH       SHARED      01          192538         121151
D HOST HOTELS & RESORTS INC      COM              44107P10     10540   656734 SH       SHR/OTHR    01                         656734
D HOST HOTELS & RESORTS INC      COM              44107P10      3277   204212 SH       SHARED      02          203999            213
D HOST HOTELS & RESORTS INC      COM              44107P10         6      386 SH       SHARED      05             386
D HOST HOTELS & RESORTS INC      COM              44107P10      1346    83890 SH       SHARED      06           55865          28025
D HOST HOTELS & RESORTS INC      COM              44107P10      2633   164089 SH       SHARED      10          164089
D HOST HOTELS & RESORTS INC      COM              44107P10       510    31814 SH       SHARED      11           22550           9264
D HOST HOTELS & RESORTS INC      COM              44107P10         3      249 SH       SHR/OTHR    23                            249
D HOST HOTELS & RESORTS INC      COM              44107P10       871    54269 SH       SHARED      26           54269
D HOST HOTELS & RESORTS INC      COM              44107P10      5769   359454 SH       SHARED      31          359454
D HOT TOPIC INC                  COM              44133910       502    57796 SH       SHARED                   54482           3314
D HOT TOPIC INC                  COM              44133910         0       82 SH       SHARED      02              82
D HOT TOPIC INC                  COM              44133910        55     6400 SH       SHARED      10            6400
D HOUSTON AMERN ENERGY CORP      COM              44183U10         1     1600 SH       SHARED      01            1600
D HOUSTON WIRE & CABLE CO        COM              44244K10       100     9328 SH       SHARED                    9328
D HOUSTON WIRE & CABLE CO        COM              44244K10         0        3 SH       SHARED      02               3
D HOUSTON WIRE & CABLE CO        COM              44244K10        26     2500 SH       SHARED      10            2500
D HOVNANIAN ENTERPRISES INC      CL A             44248720      2246   649399 SH       SHARED                  649399
D HOVNANIAN ENTERPRISES INC      CL A             44248720         1      313 SH       SHARED      02             313
D HOVNANIAN ENTERPRISES INC      CL A             44248720         3     6200 SH CALL  SHARED      02            6200
D HOVNANIAN ENTERPRISES INC      CL A             44248720        46    13500 SH       SHARED      10           13500
D HOWARD HUGHES CORP             COM              44267D10      1792    25223 SH       SHARED                   25223
D HOWARD HUGHES CORP             COM              44267D10      1212    17070 SH       SHARED      01           17070
D HOWARD HUGHES CORP             COM              44267D10        23      325 SH       SHARED      02             325
D HOWARD HUGHES CORP             COM              44267D10        35      500 SH       SHARED      10             500
D HOWARD HUGHES CORP             COM              44267D10         2       35 SH       SHARED      20              35
D HOWARD HUGHES CORP             COM              44267D10       426     6000 SH       SHARED      26            6000
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410      1308    43707 SH       SHARED                   43707
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410        79     2664 SH       SHARED      02             269           2395
D HUB GROUP INC                  CL A             44332010       885    29825 SH       SHARED                   29338            487
D HUB GROUP INC                  CL A             44332010       139     4700 SH       SHARED      01            4700
D HUB GROUP INC                  CL A             44332010       181     6100 SH       SHARED      02             700           5400
D HUB GROUP INC                  CL A             44332010       145     4900 SH       SHARED      10            4900
D HUB GROUP INC                  CL A             44332010       697    23500 SH       SHR/OTHR    23                          23500
D HUBBELL INC                    CL B             44351020     32243   399344 SH       SHARED                  399344
D HUBBELL INC                    CL B             44351020        16      210 SH       SHARED      02             210
D HUBBELL INC                    CL B             44351020      3740    46325 SH       SHARED      10           46325
D HUDBAY MINERALS INC            COM              44362810       539    54734 SH       SHARED                   54734
D HUDBAY MINERALS INC            COM              44362810        38     3900 SH       SHARED      02            3900
D HUDSON CITY BANCORP            COM              44368310        28     3600 SH       SHARED                    3600
D HUDSON CITY BANCORP            COM              44368310     16413  2065919 SH       SHARED                 2065470            449
D HUDSON CITY BANCORP            COM              44368310       920   115885 SH       SHARED      01          115885
D HUDSON CITY BANCORP            COM              44368310        15     1923 SH       SHR/OTHR    01                           1923
D HUDSON CITY BANCORP            COM              44368310        18     2330 SH       SHARED      02            2330
D HUDSON CITY BANCORP            COM              44368310         2      320 SH       SHARED      05             320
D HUDSON CITY BANCORP            COM              44368310       208    26300 SH       SHARED      06           14500          11800
D HUDSON CITY BANCORP            COM              44368310      4089   514777 SH       SHARED      10          514777
D HUDSON CITY BANCORP            COM              44368310        10     1282 SH       SHR/OTHR    23                           1282
D HUDSON CITY BANCORP            COM              44368310       556    70000 SH       SHARED      26           70000
D HUDSON GLOBAL INC              COM              44378710         5     1200 SH       SHARED                    1200
D HUDSON GLOBAL INC              COM              44378710         2      450 SH       SHARED      01             450
D HUDSON GLOBAL INC              COM              44378710         0        5 SH       SHARED      02               5
D HUDSON GLOBAL INC              COM              44378710       115    25900 SH       SHARED      10           25900
D HUDSON PAC PPTYS INC           COM              44409710       396    21457 SH       SHARED                   21457
D HUDSON PAC PPTYS INC           COM              44409710        25     1400 SH       SHARED      01            1400
D HUDSON PAC PPTYS INC           COM              44409710         1       86 SH       SHARED      02               5             81
D HUDSON PAC PPTYS INC           COM              44409710       204    11077 SH       SHARED      26           11077
D HUDSON VALLEY HOLDING CORP     COM              44417210         9      559 SH       SHARED                     559
D HUDSON VALLEY HOLDING CORP     COM              44417210        65     3815 SH       SHARED      02            3815
D HUDSON VALLEY HOLDING CORP     COM              44417210       314    18460 SH       SHARED      10           18460
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710       849   128850 SH       SHARED                  128850
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710        44     6780 SH       SHARED      02                           6780
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710        32     5000 SH       SHARED      26            5000
D HUMANA INC                     COM              44485910       141     2017 SH       SHARED                    2017
D HUMANA INC                     COM              44485910     28708   409243 SH       SHARED                  409243
D HUMANA INC                     COM              44485910      2879    41050 SH       SHARED      01           41050
D HUMANA INC                     COM              44485910      6650    94807 SH       SHARED      02           94807
D HUMANA INC                     COM              44485910         2      500 SH PUT   SHARED      02             500
D HUMANA INC                     COM              44485910      5664    80745 SH       SHARED      04           80745
D HUMANA INC                     COM              44485910       154     2200 SH       SHARED      05            2200
D HUMANA INC                     COM              44485910      1849    26360 SH       SHARED      06           20580           5780
D HUMANA INC                     COM              44485910      4809    68557 SH       SHARED      10           68557
D HUMANA INC                     COM              44485910       146     2094 SH       SHARED      27            2094
D HUMANA INC                     COM              44485910        70     1000 SH       SHARED      32            1000
D HUNT J B TRANS SVCS INC        COM              44565810      7051   135494 SH       SHARED                  135182            312
D HUNT J B TRANS SVCS INC        COM              44565810      1150    22100 SH       SHARED      01           22100
D HUNT J B TRANS SVCS INC        COM              44565810        12      233 SH       SHARED      02             233
D HUNT J B TRANS SVCS INC        COM              44565810       156     3000 SH       SHARED      06            3000
D HUNT J B TRANS SVCS INC        COM              44565810       114     2200 SH       SHARED      10            2200
D HUNT J B TRANS SVCS INC        COM              44565810      3350    64376 SH       SHARED      31           64376
D HUNTINGTON BANCSHARES INC      COM              44615010        54     7900 SH       SHARED                    7900
D HUNTINGTON BANCSHARES INC      COM              44615010      6719   974542 SH       SHARED                  974542
D HUNTINGTON BANCSHARES INC      COM              44615010       473    68621 SH       SHARED      01           68621
D HUNTINGTON BANCSHARES INC      COM              44615010        77    11201 SH       SHARED      02           11201
D HUNTINGTON BANCSHARES INC      COM              44615010       137    19900 SH       SHARED      06                          19900
D HUNTINGTON BANCSHARES INC      COM              44615010      1702   246848 SH       SHARED      10          246848
D HUNTINGTON BANCSHARES INC      COM              44615010       235    34200 SH       SHARED      26           34200
D HUNTINGTON INGALLS INDS INC    COM              44641310     11522   274020 SH       SHARED                  274020
D HUNTINGTON INGALLS INDS INC    COM              44641310       584    13907 SH       SHARED      01           12208           1699
D HUNTINGTON INGALLS INDS INC    COM              44641310       769    18300 SH       SHR/OTHR    01                          18300
D HUNTINGTON INGALLS INDS INC    COM              44641310        26      627 SH       SHARED      02             117            510
D HUNTINGTON INGALLS INDS INC    COM              44641310        35      833 SH       SHARED      10             833
D HUNTINGTON INGALLS INDS INC    COM              44641310        28      666 SH       SHR/OTHR    23                            666
D HUNTSMAN CORP                  COM              44701110     10888   729283 SH       SHARED                  729283
D HUNTSMAN CORP                  COM              44701110       482    32290 SH       SHARED      01           28090           4200
D HUNTSMAN CORP                  COM              44701110         1      125 SH       SHR/OTHR    01                            125
D HUNTSMAN CORP                  COM              44701110       138     9272 SH       SHARED      02            3672           5600
D HUNTSMAN CORP                  COM              44701110     21084  1412238 SH       SHARED      10         1412238
D HUNTSMAN CORP                  COM              44701110         0       55 SH       SHARED      20              55
D HUNTSMAN CORP                  COM              44701110         5      350 SH       SHARED      23             350
D HUNTSMAN CORP                  COM              44701110       122     8175 SH       SHR/OTHR    23                           8175
D HUNTSMAN CORP                  COM              44701110       176    11800 SH       SHARED      26           11800
D HURCO COMPANIES INC            COM              44732410        94     4133 SH       SHARED                    4033            100
D HURCO COMPANIES INC            COM              44732410         0        1 SH       SHARED      02               1
D HURCO COMPANIES INC            COM              44732410        70     3100 SH       SHARED      26            3100
D HURON CONSULTING GROUP INC     COM              44746210       146     4197 SH       SHARED                    3738            459
D HURON CONSULTING GROUP INC     COM              44746210         0        6 SH       SHARED      02               6
D HUTCHINSON TECHNOLOGY INC      NOTE  3.250% 1/1 448407AF       306   330000 PRN      SHARED                  330000
D HUTCHINSON TECHNOLOGY INC      NOTE  8.500% 1/1 448407AG        31    55000 PRN      SHARED                   55000
D HUTCHINSON TECHNOLOGY INC      COM              44840710        91    52243 SH       SHARED                   52243
D HUTCHINSON TECHNOLOGY INC      COM              44840710         1      900 SH       SHARED      02             900
D HYATT HOTELS CORP              COM CL A         44857910      4805   119684 SH       SHARED                  119684
D HYATT HOTELS CORP              COM CL A         44857910       210     5248 SH       SHARED      02            1798           3450
D HYATT HOTELS CORP              COM CL A         44857910       554    13817 SH       SHARED      26           13817
D HYDE PK ACQUISITION CORP II    COM              44864010       421    41952 SH       SHARED      02           41952
D IDT CORP                       CL B NEW         44894750       351    34237 SH       SHARED                   34237
D IDT CORP                       CL B NEW         44894750         6      650 SH       SHARED      01             650
D IDT CORP                       CL B NEW         44894750         2      271 SH       SHARED      02             171            100
D IDT CORP                       CL B NEW         44894750        92     9000 SH       SHARED      10            9000
D HYPERDYNAMICS CORP             COM              44895410        16    22973 SH       SHARED                   22973
D HYPERDYNAMICS CORP             COM              44895410        21    29000 SH       SHARED      01           29000
D HYPERION THERAPEUTICS INC      COM              44915N10       323    30450 SH       SHARED                   30450
D HYPERION THERAPEUTICS INC      COM              44915N10         0        1 SH       SHARED      02               1
D IAC INTERACTIVECORP            COM PAR $.001    44919P50     41088   789258 SH       SHARED                  788592            666
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        77     1493 SH       SHARED      01            1493
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        51      993 SH       SHARED      02             685            308
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       885    17000 SH       SHARED      04           17000
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       744    14300 SH       SHARED      06           14300
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       465     8950 SH       SHARED      10            8950
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        11      219 SH       SHARED      21             219
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       114     2200 SH       SHARED      23            2200
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       411     7900 SH       SHARED      26            7900
D ICF INTL INC                   COM              44925C10       166     8308 SH       SHARED                    5821           2487
D ICF INTL INC                   COM              44925C10         0        3 SH       SHARED      02               3
D ICG GROUP INC                  COM              44928D10        59     5857 SH       SHARED                    5857
D ICG GROUP INC                  COM              44928D10         0        7 SH       SHARED      02               7
D ICG GROUP INC                  COM              44928D10       145    14300 SH       SHARED      10           14300
D ICU MED INC                    COM              44930G10       937    15505 SH       SHARED                   15505
D ICU MED INC                    COM              44930G10       163     2700 SH       SHARED      01            2700
D ICU MED INC                    COM              44930G10         1       24 SH       SHARED      02              24
D IF BANCORP INC                 COM              44951J10         3      300 SH       SHARED      02             300
D ING PRIME RATE TR              SH BEN INT       44977W10        47     7632 SH       SHARED                    7632
D IPG PHOTONICS CORP             COM              44980X10      3557    62079 SH       SHARED                   50669          11410
D IPG PHOTONICS CORP             COM              44980X10        45      800 SH       SHARED      01             800
D IPG PHOTONICS CORP             COM              44980X10      4226    73767 SH       SHARED      02           73767
D IPG PHOTONICS CORP             COM              44980X10        45      800 SH       SHARED      10             800
D IPG PHOTONICS CORP             COM              44980X10        12      226 SH       SHARED      21             226
D ING RISK MANAGED NAT RES FD    COM              44981010        71     5850 SH       SHARED      02                           5850
D IPC THE HOSPITALIST CO INC     COM              44984A10       601    13164 SH       SHARED                   12860            304
D IPC THE HOSPITALIST CO INC     COM              44984A10        97     2125 SH       SHARED      01            2125
D IPC THE HOSPITALIST CO INC     COM              44984A10         1       31 SH       SHARED      02              31
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720      1444   206700 SH       SHARED                  206700
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720       194    27873 SH       SHARED                   26758           1115
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720         2      400 SH       SHARED      02                            400
D ISTAR FINL INC                 FRNT        10/0 45031UBF     18327 18475008 PRN      SHARED                18475008
D ISTAR FINL INC                 FRNT        10/0 45031UBF         3     4000 PRN      SHARED      02            4000
D ISTAR FINL INC                 COM              45031U10        98    11882 SH       SHARED                   11882
D ISTAR FINL INC                 COM              45031U10       505    61100 SH       SHARED      01           61100
D ISTAR FINL INC                 COM              45031U10         3      414 SH       SHARED      02              14            400
D ISTAR FINL INC                 COM              45031U10        13    20743 SH PUT   SHARED      02           20743
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       695    21591 SH       SHARED                   18489           3102
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       148     4600 SH       SHARED      01            4600
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        20      650 SH       SHARED      02             450            200
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        19      600 SH       SHARED      10             600
D IXIA                           COM              45071R10       521    32440 SH       SHARED                   32440
D IXIA                           COM              45071R10       625    38951 SH       SHARED      02           30151           8800
D IBERIABANK CORP                COM              45082810       273     5961 SH       SHARED                    5119            842
D IBERIABANK CORP                COM              45082810       375     8200 SH       SHARED      01            8200
D IBERIABANK CORP                COM              45082810         0        6 SH       SHARED      02               6
D IBERIABANK CORP                COM              45082810       185     4050 SH       SHARED      10            4050
D ITT CORP NEW                   COM NEW          45091120     13447   667358 SH       SHARED                  666801            557
D ITT CORP NEW                   COM NEW          45091120       117     5807 SH       SHARED      01            4699           1108
D ITT CORP NEW                   COM NEW          45091120        82     4104 SH       SHARED      02            3004           1100
D ITT CORP NEW                   COM NEW          45091120     20311  1008005 SH       SHARED      10         1008005
D ITT CORP NEW                   COM NEW          45091120         5      285 SH       SHARED      21                            285
D ITT CORP NEW                   COM NEW          45091120        14      723 SH       SHARED      23             423            300
D ITT CORP NEW                   COM NEW          45091120        10      500 SH       SHR/OTHR    23                            500
D IAMGOLD CORP                   COM              45091310        31     2000 SH       SHARED                    2000
D IAMGOLD CORP                   COM              45091310     32209  2037287 SH       SHARED                 2037287
D IAMGOLD CORP                   COM              45091310         1      100 SH       SHARED      02             100
D IAMGOLD CORP                   COM              45091310        62    83885 SH CALL  SHARED      02           83885
D IAMGOLD CORP                   COM              45091310      6556   414688 SH       SHARED      04          140582         274106
D IAMGOLD CORP                   COM              45091310         2      180 SH       SHARED      05             180
D IAMGOLD CORP                   COM              45091310        59     3750 SH       SHARED      06            2750           1000
D IAMGOLD CORP                   COM              45091310      2582   163375 SH       SHARED      10          163375
D IAMGOLD CORP                   COM              45091310       790    50000 SH       SHARED      26           50000
D IAMGOLD CORP                   COM              45091310       687    43500 SH       SHARED      29           43500
D ICON PUB LTD CO                SPONSORED ADR    45103T10        40     1645 SH       SHARED                    1645
D ICON PUB LTD CO                SPONSORED ADR    45103T10      2088    85717 SH       SHARED                   85717
D ICICI BK LTD                   ADR              45104G10        23      575 SH       SHARED                     575
D ICICI BK LTD                   ADR              45104G10     67859  1690568 SH       SHARED                 1690568
D ICICI BK LTD                   ADR              45104G10         8     1245 SH CALL  SHARED      02            1245
D ICICI BK LTD                   ADR              45104G10     22463   559634 SH       SHARED      04          559634
D ICICI BK LTD                   ADR              45104G10       403    10062 SH       SHARED      05           10062
D ICICI BK LTD                   ADR              45104G10      3090    77000 SH       SHARED      06                          77000
D ICONIX BRAND GROUP INC         COM              45105510      1249    68480 SH       SHARED                   68480
D ICONIX BRAND GROUP INC         COM              45105510       367    20157 SH       SHARED      01           16407           3750
D ICONIX BRAND GROUP INC         COM              45105510       755    41400 SH       SHR/OTHR    01                          41400
D ICONIX BRAND GROUP INC         COM              45105510         2      160 SH       SHARED      02             160
D ICAHN ENTERPRISES LP           DEPOSITARY UNIT  45110010       235     5784 SH       SHARED                    5784
D ICAHN ENTERPRISES LP           DEPOSITARY UNIT  45110010         0        1 SH       SHARED      02               1
D IDACORP INC                    COM              45110710      2064    47713 SH       SHARED                   47713
D IDACORP INC                    COM              45110710        36      852 SH       SHARED      02               6            846
D IDACORP INC                    COM              45110710     21491   496686 SH       SHARED      10          496686
D IDENIX PHARMACEUTICALS INC     COM              45166R20       117    25746 SH       SHARED                   25646            100
D IDENIX PHARMACEUTICALS INC     COM              45166R20         0       23 SH       SHARED      02              23
D IDENIX PHARMACEUTICALS INC     COM              45166R20       723   158598 SH       SHARED      04          158598
D IDEX CORP                      COM              45167R10      3348    80169 SH       SHARED                   80169
D IDEX CORP                      COM              45167R10      2871    68744 SH       SHARED      01           62433           6311
D IDEX CORP                      COM              45167R10       339     8133 SH       SHR/OTHR    01                           8133
D IDEX CORP                      COM              45167R10        33      798 SH       SHARED      02             401            397
D IDEX CORP                      COM              45167R10      4887   117000 SH       SHARED      04          117000
D IDEX CORP                      COM              45167R10      2710    64900 SH       SHARED      05           64900
D IDEX CORP                      COM              45167R10        16      400 SH       SHARED      10             400
D IDEX CORP                      COM              45167R10        78     1885 SH       SHARED      20            1885
D IDEX CORP                      COM              45167R10        88     2115 SH       SHARED      23            2075             40
D IDEX CORP                      COM              45167R10        27      650 SH       SHR/OTHR    23                            650
D IDEXX LABS INC                 COM              45168D10      6821    68663 SH       SHARED                   68663
D IDEXX LABS INC                 COM              45168D10     19906   200365 SH       SHARED      02          200365
D IDEXX LABS INC                 COM              45168D10        17      180 SH       SHARED      06             180
D IDEXX LABS INC                 COM              45168D10       238     2400 SH       SHARED      10            2400
D IGATE CORP                     COM              45169U10       426    23494 SH       SHARED                   23494
D IGATE CORP                     COM              45169U10         1       59 SH       SHARED      02              59
D IGNITE RESTAURANT GROUP INC    COM              45173010         3      281 SH       SHARED                     281
D IGNITE RESTAURANT GROUP INC    COM              45173010         0        2 SH       SHARED      02               2
D IHS INC                        CL A             45173410      1284    13193 SH       SHARED                   13093            100
D IHS INC                        CL A             45173410      1382    14200 SH       SHARED      01           14200
D IHS INC                        CL A             45173410     21757   223501 SH       SHARED      02          223501
D IHS INC                        CL A             45173410       126     1300 SH       SHARED      10            1300
D IHS INC                        CL A             45173410       311     3200 SH       SHARED      29            3200
D ILLINOIS TOOL WKS INC          COM              45230810       477     8022 SH       SHARED                    8022
D ILLINOIS TOOL WKS INC          COM              45230810     23112   388643 SH       SHARED                  388643
D ILLINOIS TOOL WKS INC          COM              45230810      7490   125950 SH       SHARED      01          125950
D ILLINOIS TOOL WKS INC          COM              45230810        35      600 SH       SHR/OTHR    01                            600
D ILLINOIS TOOL WKS INC          COM              45230810       771    12966 SH       SHARED      02            1813          11153
D ILLINOIS TOOL WKS INC          COM              45230810         7     1530 SH CALL  SHARED      02            1530
D ILLINOIS TOOL WKS INC          COM              45230810       698    11746 SH       SHARED      04           11746
D ILLINOIS TOOL WKS INC          COM              45230810        99     1670 SH       SHARED      05            1670
D ILLINOIS TOOL WKS INC          COM              45230810      3238    54460 SH       SHARED      06           37030          17430
D ILLINOIS TOOL WKS INC          COM              45230810     13039   219270 SH       SHARED      10          219270
D ILLINOIS TOOL WKS INC          COM              45230810       118     2000 SH       SHARED      20            2000
D ILLINOIS TOOL WKS INC          COM              45230810       513     8640 SH       SHARED      21            8640
D ILLINOIS TOOL WKS INC          COM              45230810       309     5200 SH       SHR/OTHR    23                           5200
D ILLUMINA INC                   COM              45232710      9526   197691 SH       SHARED                  197691
D ILLUMINA INC                   COM              45232710      1742    36150 SH       SHARED      01           36150
D ILLUMINA INC                   COM              45232710     64070  1329546 SH       SHARED      02         1329004            542
D ILLUMINA INC                   COM              45232710         1      875 SH CALL  SHARED      02             875
D ILLUMINA INC                   COM              45232710      6166   127972 SH       SHARED      04          127972
D ILLUMINA INC                   COM              45232710         4      100 SH       SHARED      05             100
D ILLUMINA INC                   COM              45232710      4677    97054 SH       SHARED      06           97054
D ILLUMINA INC                   COM              45232710       149     3100 SH       SHARED      10            3100
D ILLUMINA INC                   COM              45232710      3199    66400 SH       SHARED      30           66400
D IMAGE SENSING SYS INC          COM              45244C10         0      200 SH       SHARED      02             200
D IMATION CORP                   COM              45245A10        27     4836 SH       SHARED                    4836
D IMATION CORP                   COM              45245A10         0       75 SH       SHARED      01              75
D IMATION CORP                   COM              45245A10         0        5 SH       SHARED      02               5
D IMATION CORP                   COM              45245A10        40     7300 SH       SHARED      10            7300
D IMAX CORP                      COM              45245E10        19     1000 SH       SHARED      01            1000
D IMMERSION CORP                 COM              45252110         6     1179 SH       SHARED                    1179
D IMMERSION CORP                 COM              45252110         0        7 SH       SHARED      02               7
D IMMERSION CORP                 COM              45252110        43     7900 SH       SHARED      10            7900
D IMMUCELL CORP                  COM PAR $0.10    45252530         1      200 SH       SHARED      02             200
D IMMUNOGEN INC                  COM              45253H10       211    14477 SH       SHARED                   13917            560
D IMMUNOGEN INC                  COM              45253H10        30     2124 SH       SHARED      02              21           2103
D IMMUNOGEN INC                  COM              45253H10      1094    75000 SH       SHARED      04           75000
D IMMUNOGEN INC                  COM              45253H10       229    15700 SH       SHARED      10           15700
D IMMUNOGEN INC                  COM              45253H10      5669   388617 SH       SHARED      26          388617
D IMMUNOGEN INC                  COM              45253H10       204    14000 SH       SHARED      30           14000
D IMMUNOGEN INC                  COM              45253H10      1224    83900 SH       SHARED      32           83900
D IMMUNOCELLULAR THERAPEUTICS    COM              45253610         4     1687 SH       SHARED                    1687
D IMMUNOCELLULAR THERAPEUTICS    COM              45253610         0       15 SH       SHARED      02              15
D IMPAX LABORATORIES INC         COM              45256B10       306    11817 SH       SHARED                   11102            715
D IMPAX LABORATORIES INC         COM              45256B10        52     2033 SH       SHARED      02              18           2015
D IMPAX LABORATORIES INC         COM              45256B10      2276    87695 SH       SHARED      04           87695
D IMPAX LABORATORIES INC         COM              45256B10       482    18583 SH       SHARED      26           18583
D IMMUNOMEDICS INC               COM              45290710        42    11982 SH       SHARED                   11982
D IMMUNOMEDICS INC               COM              45290710         0       19 SH       SHARED      02              19
D IMMUNOMEDICS INC               COM              45290710       469   133854 SH       SHARED      04          133854
D IMPERIAL OIL LTD               COM NEW          45303840        64     1400 SH       SHARED                    1400
D IMPERIAL OIL LTD               COM NEW          45303840      2974    64618 SH       SHARED                   63118           1500
D IMPERIAL OIL LTD               COM NEW          45303840      1657    36000 SH       SHR/OTHR    01                          36000
D IMPERIAL OIL LTD               COM NEW          45303840        87     1900 SH       SHARED      02            1900
D IMPERIAL OIL LTD               COM NEW          45303840      5394   117200 SH       SHARED      04          117200
D IMPERIAL OIL LTD               COM NEW          45303840        92     2000 SH       SHARED      05            2000
D IMPERIAL OIL LTD               COM NEW          45303840      1302    28300 SH       SHARED      06           25690           2610
D IMPERIAL OIL LTD               COM NEW          45303840        92     2000 SH       SHARED      20                           2000
D IMPERIAL OIL LTD               COM NEW          45303840       115     2500 SH       SHR/OTHR    20                           2500
D IMPERVA INC                    COM              45321L10        40     1107 SH       SHARED                    1107
D IMPERVA INC                    COM              45321L10        18      503 SH       SHARED      02               3            500
D INCONTACT INC                  COM              45336E10        11     1740 SH       SHARED                    1740
D INCONTACT INC                  COM              45336E10        38     5900 SH       SHARED      01            5900
D INCONTACT INC                  COM              45336E10         0       10 SH       SHARED      02              10
D INCYTE CORP                    NOTE  4.750%10/0 45337CAJ     18735  8694000 PRN      SHARED      02         8694000
D INCYTE CORP                    COM              45337C10      2045   113335 SH       SHARED                  110295           3040
D INCYTE CORP                    COM              45337C10        52     2892 SH       SHARED      02            1104           1788
D INCYTE CORP                    COM              45337C10         4     2230 SH PUT   SHARED      02            2230
D INCYTE CORP                    COM              45337C10      5643   312637 SH       SHARED      04          312637
D INCYTE CORP                    COM              45337C10        51     2850 SH       SHARED      06            2850
D INCYTE CORP                    COM              45337C10        43     2400 SH       SHARED      10            2400
D INCYTE CORP                    COM              45337C10        11      635 SH       SHARED      21             635
D INCYTE CORP                    COM              45337C10      3357   186000 SH       SHARED      26          186000
D INCYTE CORP                    COM              45337C10      1094    60612 SH       SHARED      32           60612
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030       433    43065 SH       SHARED                   43065
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030         0        6 SH       SHARED      02               6
D INDEPENDENT BANK CORP MASS     COM              45383610       501    16663 SH       SHARED                   16442            221
D INDEPENDENT BANK CORP MASS     COM              45383610         1       39 SH       SHARED      02              39
D INDEPENDENT BANK CORP MASS     COM              45383610      4689   155860 SH       SHARED      10          155860
D INDEXIQ ETF TR                 HDG MACTRK ETF   45409B20         1       50 SH       SHARED      02                             50
D INDEXIQ ETF TR                 IQ REAL RTN ETF  45409B60      5422   203874 SH       SHARED      02          203874
D INDEXIQ ETF TR                 CAN SML CP ETF   45409B86        12      500 SH       SHARED      02                            500
D INDEXIQ ETF TR                 IQ GLB RES ETF   45409B88        42     1500 SH       SHARED      02                           1500
D INDUSTRIAS BACHOCO S A B DE    SPON ADR B       45646310         1       72 SH       SHARED                      72
D INERGY L P                     UNIT LTD PTNR    45661510      1000    52554 SH       SHARED                   52554
D INERGY L P                     UNIT LTD PTNR    45661510        26     1401 SH       SHARED      02             201           1200
D INFINITY PHARMACEUTICALS INC   COM              45665G30       105     4477 SH       SHARED                    4477
D INFINITY PHARMACEUTICALS INC   COM              45665G30         0        7 SH       SHARED      02               7
D INFINITY PHARMACEUTICALS INC   COM              45665G30        82     3500 SH       SHARED      10            3500
D INFINITY PPTY & CAS CORP       COM              45665Q10       542     8982 SH       SHARED                    8982
D INFINITY PPTY & CAS CORP       COM              45665Q10         1       21 SH       SHARED      02              21
D INFINITY PPTY & CAS CORP       COM              45665Q10       380     6300 SH       SHARED      10            6300
D INFINITY PPTY & CAS CORP       COM              45665Q10       177     2940 SH       SHARED      26            2940
D INFORMATICA CORP               COM              45666Q10      5541   159010 SH       SHARED                  159010
D INFORMATICA CORP               COM              45666Q10         0      114 SH CALL  SHARED                     114
D INFORMATICA CORP               COM              45666Q10         3      102 SH       SHARED      02               3             99
D INFORMATICA CORP               COM              45666Q10       348    10000 SH       SHARED      04           10000
D INFORMATICA CORP               COM              45666Q10        21      630 SH       SHARED      06             630
D INFORMATICA CORP               COM              45666Q10        94     2700 SH       SHARED      10            2700
D INFORMATICA CORP               COM              45666Q10        11      330 SH       SHARED      21             330
D INFINERA CORPORATION           COM              45667G10      2212   403765 SH       SHARED                  403765
D INFINERA CORPORATION           COM              45667G10        62    11400 SH       SHARED      01           11400
D INFINERA CORPORATION           COM              45667G10         6     1230 SH       SHARED      02            1230
D INFINERA CORPORATION           COM              45667G10         0      200 SH CALL  SHARED      02             200
D INFINERA CORPORATION           COM              45667G10       113    20800 SH       SHARED      10           20800
D INFOBLOX INC                   COM              45672H10         7      328 SH       SHARED                     328
D INFOBLOX INC                   COM              45672H10         0        2 SH       SHARED      02               2
D INFORMATION SERVICES GROUP I   COM              45675Y10        24    20000 SH       SHARED      02                          20000
D INFOSONICS CORP                COM              45678410         3     3000 SH       SHARED      02            3000
D INFOSYS LTD                    SPONSORED ADR    45678810        24      500 SH       SHARED                     500
D INFOSYS LTD                    SPONSORED ADR    45678810     22192   457202 SH       SHARED                  457202
D INFOSYS LTD                    SPONSORED ADR    45678810      1618    33340 SH       SHARED      02           33040            300
D INFOSYS LTD                    SPONSORED ADR    45678810         1     1000 SH CALL  SHARED      02            1000
D INFOSYS LTD                    SPONSORED ADR    45678810     16969   349600 SH       SHARED      04          349600
D INFOSYS LTD                    SPONSORED ADR    45678810      4076    83981 SH       SHARED      31           83981
D ING GROEP N V                  SPONSORED ADR    45683710       162    20575 SH       SHARED                   20575
D INGLES MKTS INC                CL A             45703010        67     4110 SH       SHARED                    4110
D INGLES MKTS INC                CL A             45703010         0        2 SH       SHARED      02               2
D INGLES MKTS INC                CL A             45703010        24     1500 SH       SHARED      10            1500
D INGRAM MICRO INC               CL A             45715310      1917   125899 SH       SHARED                  124860           1039
D INGRAM MICRO INC               CL A             45715310       220    14464 SH       SHARED      01           14464
D INGRAM MICRO INC               CL A             45715310         0        2 SH       SHARED      02               2
D INGRAM MICRO INC               CL A             45715310       704    46242 SH       SHARED      04           46242
D INGRAM MICRO INC               CL A             45715310     17646  1158669 SH       SHARED      10         1158669
D INGREDION INC                  COM              45718710        17      325 SH       SHARED                                    325
D INGREDION INC                  COM              45718710      5866   106356 SH       SHARED                  106356
D INGREDION INC                  COM              45718710      7124   129156 SH       SHARED      01          109073          20083
D INGREDION INC                  COM              45718710      2292    41553 SH       SHR/OTHR    01                          41553
D INGREDION INC                  COM              45718710       168     3047 SH       SHARED      02               1           3046
D INGREDION INC                  COM              45718710      1573    28526 SH       SHARED      04           28526
D INGREDION INC                  COM              45718710        38      694 SH       SHARED      05             694
D INGREDION INC                  COM              45718710     21036   381370 SH       SHARED      10          379744           1626
D INGREDION INC                  COM              45718710      1069    19383 SH       SHARED      20           12883   140     6360
D INGREDION INC                  COM              45718710        82     1497 SH       SHR/OTHR    20                           1497
D INGREDION INC                  COM              45718710       149     2709 SH       SHARED      21            2610             99
D INGREDION INC                  COM              45718710        68     1250 SH       SHR/OTHR    21                           1250
D INGREDION INC                  COM              45718710      2455    44509 SH       SHARED      23           38954           5555
D INGREDION INC                  COM              45718710      1322    23970 SH       SHR/OTHR    23                          23970
D INGREDION INC                  COM              45718710      1373    24900 SH       SHARED      26           24900
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      1433   173770 SH       SHARED                  173770
D INLAND REAL ESTATE CORP        COM NEW          45746120        96    11700 SH       SHARED      01           11700
D INLAND REAL ESTATE CORP        COM NEW          45746120         1      145 SH       SHARED      02             145
D INLAND REAL ESTATE CORP        COM NEW          45746120      6351   769894 SH       SHARED      11                         769894
D INNODATA INC                   COM NEW          45764220         3      940 SH       SHARED                     940
D INNODATA INC                   COM NEW          45764220         0        6 SH       SHARED      02               6
D INSIGHT ENTERPRISES INC        COM              45765U10      1046    59918 SH       SHARED                   58618           1300
D INSIGHT ENTERPRISES INC        COM              45765U10        83     4800 SH       SHARED      01                           4800
D INSIGHT ENTERPRISES INC        COM              45765U10         1       82 SH       SHARED      02              82
D INSIGHT ENTERPRISES INC        COM              45765U10       269    15400 SH       SHARED      10           15400
D INSMED INC                     COM PAR $.01     45766930         3      702 SH       SHARED                     622             80
D INNOSPEC INC                   COM              45768S10       142     4206 SH       SHARED                    4206
D INNOSPEC INC                   COM              45768S10         0        4 SH       SHARED      02               4
D INPHI CORP                     COM              45772F10        33     3124 SH       SHARED                    3124
D INPHI CORP                     COM              45772F10         0        5 SH       SHARED      02               5
D INPHI CORP                     COM              45772F10       730    68500 SH       SHARED      05           68500
D INPHI CORP                     COM              45772F10       237    22300 SH       SHARED      10           22300
D INOVIO PHARMACEUTICALS INC     COM              45773H10         0      500 SH       SHARED      02                            500
D INNERWORKINGS INC              COM              45773Y10        74     5713 SH       SHARED                    5713
D INNERWORKINGS INC              COM              45773Y10         0        8 SH       SHARED      02               8
D INNOPHOS HOLDINGS INC          COM              45774N10       817    16864 SH       SHARED                   16864
D INNOPHOS HOLDINGS INC          COM              45774N10        40      834 SH       SHARED      01                            834
D INNOPHOS HOLDINGS INC          COM              45774N10         3       68 SH       SHARED      02              43             25
D INNOPHOS HOLDINGS INC          COM              45774N10       324     6700 SH       SHARED      10            6700
D INSTEEL INDUSTRIES INC         COM              45774W10        31     2673 SH       SHARED                    2673
D INSTEEL INDUSTRIES INC         COM              45774W10         0        5 SH       SHARED      02               5
D INSPERITY INC                  COM              45778Q10       596    23655 SH       SHARED                   23448            207
D INSPERITY INC                  COM              45778Q10         3      148 SH       SHARED      02             148
D INSPERITY INC                  COM              45778Q10        22      900 SH       SHARED      10             900
D INSTITUTIONAL FINL MKTS INC    COM              45779L10         0      100 SH       SHARED      02             100
D INSULET CORP                   COM              45784P10       176     8173 SH       SHARED                    7790            383
D INSULET CORP                   COM              45784P10       213     9914 SH       SHARED      02            9914
D INSULET CORP                   COM              45784P10       964    44700 SH       SHARED      04           44700
D INSULET CORP                   COM              45784P10        19      900 SH       SHARED      06             900
D INSULET CORP                   COM              45784P10       799    37031 SH       SHARED      26           37031
D INSULET CORP                   COM              45784P10       199     9225 SH       SHARED      32            9225
D INTEGRA LIFESCIENCES HLDGS C   NOTE  1.625%12/1 457985AK       458   450000 PRN      SHARED      06          450000
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520      3507    85330 SH       SHARED                   84691            639
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520       116     2842 SH       SHARED      02            2842
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520       131     3200 SH       SHARED      32            3200
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810      2585   440470 SH       SHARED                  440470
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810         0       15 SH       SHARED      02              15
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810        82    14010 SH       SHARED      10           14010
D INTEGRATED SILICON SOLUTION    COM              45812P10        38     4119 SH       SHARED                    4119
D INTEGRATED SILICON SOLUTION    COM              45812P10         0        4 SH       SHARED      02               4
D INTEGRATED SILICON SOLUTION    COM              45812P10       132    14300 SH       SHARED      26           14300
D INTEL CORP                     SDCV  2.950%12/1 458140AD     31027 28544000 PRN      SHARED      04        26000000        2544000
D INTEL CORP                     SDCV  2.950%12/1 458140AD     26892 24740000 PRN      SHARED      06        18590000        6150000
D INTEL CORP                     SDCV  3.250% 8/0 458140AF      4224  3429000 PRN      SHARED                 3429000
D INTEL CORP                     SDCV  3.250% 8/0 458140AF      1740  1413000 PRN      SHARED      02         1413000
D INTEL CORP                     SDCV  3.250% 8/0 458140AF     19268 15640000 PRN      SHARED      06        11500000        4140000
D INTEL CORP                     COM              45814010       920    40619 SH       SHARED                   23439          17180
D INTEL CORP                     COM              45814010    362917 16019303 SH       SHARED                15419868         599435
D INTEL CORP                     COM              45814010         1     4700 SH CALL  SHARED                    4700
D INTEL CORP                     COM              45814010         6     1250 SH PUT   SHARED                    1250
D INTEL CORP                     COM              45814010     41653  1838598 SH       SHARED      01         1731442   800   106356
D INTEL CORP                     COM              45814010      2759   121812 SH       SHR/OTHR    01                         121812
D INTEL CORP                     COM              45814010     25837  1140495 SH       SHARED      02          538116         602379
D INTEL CORP                     COM              45814010        14    11870 SH CALL  SHARED      02           11870
D INTEL CORP                     COM              45814010         1      513 SH PUT   SHARED      02             513
D INTEL CORP                     COM              45814010       580    25643 SH       SHARED      04           14167          11476
D INTEL CORP                     COM              45814010     96123  4242909 SH       SHARED      04         4242909
D INTEL CORP                     COM              45814010      3368   148670 SH       SHARED      05          148670
D INTEL CORP                     COM              45814010     23289  1028023 SH       SHARED      06          574920         453103
D INTEL CORP                     COM              45814010     59572  2629563 SH       SHARED      10         2628121           1442
D INTEL CORP                     COM              45814010       845    37300 SH       SHARED      15           37300
D INTEL CORP                     COM              45814010      1894    83603 SH       SHARED      20           31894   110    51599
D INTEL CORP                     COM              45814010      1470    64900 SH       SHR/OTHR    20                          64900
D INTEL CORP                     COM              45814010      1096    48415 SH       SHARED      21           48178            237
D INTEL CORP                     COM              45814010       310    13710 SH       SHR/OTHR    21                          13710
D INTEL CORP                     COM              45814010      6637   292960 SH       SHARED      23          263911          29049
D INTEL CORP                     COM              45814010      7395   326444 SH       SHR/OTHR    23                         326444
D INTEL CORP                     COM              45814010      1280    56500 SH       SHARED      26           56500
D INTEL CORP                     COM              45814010      4331   191209 SH       SHARED      27          191209
D INTEL CORP                     COM              45814010      3240   143050 SH       SHARED      29          143050
D INTEL CORP                     COM              45814010      1832    80900 SH       SHARED      30           80900
D INTEL CORP                     COM              45814010     16301   719556 SH       SHARED      31          719556
D INTELLIPHARMACEUTICS INTL IN   COM              45817310       646   221250 SH       SHARED      26          221250
D INTELLIPHARMACEUTICS INTL IN   COM              45817310       132    45250 SH       SHARED      32           45250
D INTEGRYS ENERGY GROUP INC      COM              45822P10       144     2776 SH       SHARED                    2776
D INTEGRYS ENERGY GROUP INC      COM              45822P10      6345   121552 SH       SHARED                  120048           1504
D INTEGRYS ENERGY GROUP INC      COM              45822P10      1243    23820 SH       SHARED      01           19150           4670
D INTEGRYS ENERGY GROUP INC      COM              45822P10       260     4983 SH       SHARED      02            3363           1620
D INTEGRYS ENERGY GROUP INC      COM              45822P10       138     2646 SH       SHARED      04            2646
D INTEGRYS ENERGY GROUP INC      COM              45822P10       172     3300 SH       SHARED      05            3300
D INTEGRYS ENERGY GROUP INC      COM              45822P10       261     5000 SH       SHARED      06            3200           1800
D INTEGRYS ENERGY GROUP INC      COM              45822P10      2666    51077 SH       SHARED      10           51077
D INTEGRYS ENERGY GROUP INC      COM              45822P10       104     2000 SH       SHARED      21            2000
D INTER PARFUMS INC              COM              45833410       228    12483 SH       SHARED                   12483
D INTER PARFUMS INC              COM              45833410        35     1920 SH       SHARED      02              30           1890
D INTERACTIVE BROKERS GROUP IN   COM              45841N10      2137   152480 SH       SHARED                  152480
D INTERACTIVE BROKERS GROUP IN   COM              45841N10       135     9643 SH       SHARED      02            9643
D INTERACTIVE BROKERS GROUP IN   COM              45841N10      8985   640921 SH       SHARED      10          640921
D INTERACTIVE INTELLIGENCE GRO   COM              45841V10       344    11472 SH       SHARED                   11472
D INTERACTIVE INTELLIGENCE GRO   COM              45841V10         0       28 SH       SHARED      02              28
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30       781    29788 SH       SHARED                   29713             75
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30        17      667 SH       SHARED      21             667
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        31      233 SH       SHARED                     233
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      9116    68335 SH       SHARED                   68335
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2897    21720 SH       SHARED      01           21020            700
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       252     1895 SH       SHR/OTHR    01                           1895
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       662     4967 SH       SHARED      02            4967
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1467    11000 SH       SHARED      04           11000
D INTERCONTINENTALEXCHANGE INC   COM              45865V10         4       30 SH       SHARED      05              30
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       684     5130 SH       SHARED      06            3030           2100
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2558    19178 SH       SHARED      10           19178
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        19      145 SH       SHARED      20             120             25
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       282     2115 SH       SHR/OTHR    20                           2115
D INTERCONTINENTALEXCHANGE INC   COM              45865V10        63      475 SH       SHARED      23             475
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       178     1338 SH       SHR/OTHR    23                           1338
D INTERFACE INC                  COM              45866530       696    52730 SH       SHARED                   49078           3652
D INTERFACE INC                  COM              45866530         1      110 SH       SHARED      02             110
D INTERDIGITAL INC               COM              45867G10      1438    38601 SH       SHARED                   38601
D INTERDIGITAL INC               COM              45867G10       454    12200 SH       SHARED      01           12200
D INTERDIGITAL INC               COM              45867G10       119     3211 SH       SHARED      02            3211
D INTERMEC INC                   COM              45878610       274    44135 SH       SHARED                   44135
D INTERMEC INC                   COM              45878610         0      103 SH       SHARED      02             103
D INTERMEC INC                   COM              45878610        93    15000 SH       SHARED      10           15000
D INTERMEC INC                   COM              45878610         6     1000 SH       SHARED      23                           1000
D INTERMOLECULAR INC             COM              45882D10         4      586 SH       SHARED                     586
D INTERMOLECULAR INC             COM              45882D10         0        4 SH       SHARED      02               4
D INTERMOLECULAR INC             COM              45882D10       710   100000 SH       SHARED      04          100000
D INTERMUNE INC                  NOTE  5.000% 3/0 45884XAD       246   250000 PRN      SHARED                  250000
D INTERMUNE INC                  COM              45884X10       496    55400 SH       SHARED                   52991           2409
D INTERMUNE INC                  COM              45884X10        33     3700 SH       SHARED      01            3700
D INTERMUNE INC                  COM              45884X10       541    60386 SH       SHARED      02           60386
D INTERMUNE INC                  COM              45884X10         0      999 SH CALL  SHARED      02             999
D INTERMUNE INC                  COM              45884X10      1416   158046 SH       SHARED      04          158046
D INTERMUNE INC                  COM              45884X10       332    37140 SH       SHARED      32           37140
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30       243    34504 SH       SHARED                   34504
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30        14     2011 SH       SHARED      02              11           2000
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30       170    24200 SH       SHARED      10           24200
D INTERNATIONAL BANCSHARES COR   COM              45904410      1005    52746 SH       SHARED                   52487            259
D INTERNATIONAL BANCSHARES COR   COM              45904410         0        7 SH       SHARED      02               7
D INTERNATIONAL BANCSHARES COR   COM              45904410      5510   288957 SH       SHARED      10          288957
D INTERNATIONAL BUSINESS MACHS   COM              45920010       604     2916 SH       SHARED                    2049            867
D INTERNATIONAL BUSINESS MACHS   COM              45920010    213069  1027086 SH       SHARED                  962350          64736
D INTERNATIONAL BUSINESS MACHS   COM              45920010         1      232 SH CALL  SHARED                     232
D INTERNATIONAL BUSINESS MACHS   COM              45920010     80681   388920 SH       SHARED      01          349543   175    39202
D INTERNATIONAL BUSINESS MACHS   COM              45920010     16159    77898 SH       SHR/OTHR    01                          77898
D INTERNATIONAL BUSINESS MACHS   COM              45920010     11358    54751 SH       SHARED      02            5195          49556
D INTERNATIONAL BUSINESS MACHS   COM              45920010        32     2898 SH CALL  SHARED      02            2898
D INTERNATIONAL BUSINESS MACHS   COM              45920010         0       54 SH PUT   SHARED      02              54
D INTERNATIONAL BUSINESS MACHS   COM              45920010       652     3145 SH       SHARED      04            3145
D INTERNATIONAL BUSINESS MACHS   COM              45920010     53172   256314 SH       SHARED      04          256314
D INTERNATIONAL BUSINESS MACHS   COM              45920010      4171    20110 SH       SHARED      05           20110
D INTERNATIONAL BUSINESS MACHS   COM              45920010     24984   120434 SH       SHARED      06           82072          38362
D INTERNATIONAL BUSINESS MACHS   COM              45920010     78985   380743 SH       SHARED      10          380743
D INTERNATIONAL BUSINESS MACHS   COM              45920010      2114    10191 SH       SHARED      20            4145           6046
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1585     7642 SH       SHR/OTHR    20                           7642
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1110     5351 SH       SHARED      21            5351
D INTERNATIONAL BUSINESS MACHS   COM              45920010       834     4025 SH       SHR/OTHR    21                           4025
D INTERNATIONAL BUSINESS MACHS   COM              45920010     20722    99893 SH       SHARED      23           87701          12192
D INTERNATIONAL BUSINESS MACHS   COM              45920010     28646   138090 SH       SHR/OTHR    23                         138090
D INTERNATIONAL BUSINESS MACHS   COM              45920010      2759    13300 SH       SHARED      27           13300
D INTERNATIONAL BUSINESS MACHS   COM              45920010      7028    33880 SH       SHARED      29           33880
D INTERNATIONAL BUSINESS MACHS   COM              45920010        41      200 SH       SHARED      30             200
D INTERNATIONAL BUSINESS MACHS   COM              45920010     32469   156515 SH       SHARED      31          156515
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610        61     1030 SH       SHARED                    1030
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610      9625   161548 SH       SHARED                  155998           5550
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610      2884    48415 SH       SHARED      01           34856          13559
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610       173     2907 SH       SHR/OTHR    01                           2907
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610         3       66 SH       SHARED      02              66
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610       125     2100 SH       SHARED      05            2100
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610       262     4400 SH       SHARED      06            2600           1800
D INTERNATIONAL FLAVORS^FRAGRA   COM              45950610      1486    24953 SH       SHARED      10           24953
D INTERNATIONAL GAME TECHNOLOG   NOTE  3.250% 5/0 459902AQ     13407 12842000 PRN      SHARED      02        12842000
D INTERNATIONAL GAME TECHNOLOG   NOTE  3.250% 5/0 459902AQ       965   925000 PRN      SHARED      04                         925000
D INTERNATIONAL GAME TECHNOLOG   NOTE  3.250% 5/0 459902AQ      8542  8182000 PRN      SHARED      06         6732000        1450000
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        32     2472 SH       SHARED                    2472
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      4373   334120 SH       SHARED                  334120
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       937    71656 SH       SHARED      01           71656
D INTERNATIONAL GAME TECHNOLOG   COM              45990210     13647  1042616 SH       SHARED      02         1039315           3301
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         8    10000 SH PUT   SHARED      02           10000
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         3      270 SH       SHARED      05             270
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       215    16500 SH       SHARED      06            8500           8000
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       971    74212 SH       SHARED      10           74212
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         2      200 SH       SHARED      23             200
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       534    40795 SH       SHARED      26           40795
D INTL PAPER CO                  COM              46014610        64     1769 SH       SHARED                    1769
D INTL PAPER CO                  COM              46014610     18287   503501 SH       SHARED                  503501
D INTL PAPER CO                  COM              46014610         0      500 SH PUT   SHARED                     500
D INTL PAPER CO                  COM              46014610      4206   115826 SH       SHARED      01          102975          12851
D INTL PAPER CO                  COM              46014610        18      500 SH       SHR/OTHR    01                            500
D INTL PAPER CO                  COM              46014610      4958   136536 SH       SHARED      02          132445           4091
D INTL PAPER CO                  COM              46014610         0     3118 SH PUT   SHARED      02            3118
D INTL PAPER CO                  COM              46014610        72     2000 SH       SHARED      04                           2000
D INTL PAPER CO                  COM              46014610        43     1200 SH       SHARED      04            1200
D INTL PAPER CO                  COM              46014610       270     7448 SH       SHARED      05            7448
D INTL PAPER CO                  COM              46014610      2106    57990 SH       SHARED      06           41670          16320
D INTL PAPER CO                  COM              46014610      7512   206839 SH       SHARED      10          206839
D INTL PAPER CO                  COM              46014610       256     7068 SH       SHARED      21            6915            153
D INTL PAPER CO                  COM              46014610         5      140 SH       SHR/OTHR    21                            140
D INTL PAPER CO                  COM              46014610       146     4044 SH       SHARED      23            4044
D INTL PAPER CO                  COM              46014610       169     4662 SH       SHR/OTHR    23                           4662
D INTERNATIONAL RECTIFIER CORP   COM              46025410      1231    73785 SH       SHARED                   72825            960
D INTERNATIONAL RECTIFIER CORP   COM              46025410        63     3777 SH       SHARED      02            3777
D INTERNATIONAL RECTIFIER CORP   COM              46025410       136     8200 SH       SHARED      10            8200
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120        15      892 SH       SHARED                     892
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120         0        1 SH       SHARED      02               1
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       692    24396 SH       SHARED                   24396
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520         1       43 SH       SHARED      02              43
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520     25712   906310 SH       SHARED      10          906310
D INTERNATIONAL TOWER HILL MIN   COM              46050R10       371   130242 SH       SHARED                  130242
D INTERPHASE CORP                COM              46059310         0      200 SH       SHARED      02             200
D INTERSIL CORP                  CL A             46069S10      8838  1011219 SH       SHARED                 1011219
D INTERSIL CORP                  CL A             46069S10         0       18 SH       SHARED      02              18
D INTERSIL CORP                  CL A             46069S10       127    14600 SH       SHARED      10           14600
D INTERPUBLIC GROUP COS INC      COM              46069010        31     2841 SH       SHARED                    2841
D INTERPUBLIC GROUP COS INC      COM              46069010      6855   616496 SH       SHARED                  616396            100
D INTERPUBLIC GROUP COS INC      COM              46069010      1964   176675 SH       SHARED      01          176675
D INTERPUBLIC GROUP COS INC      COM              46069010        95     8618 SH       SHARED      02            8048            570
D INTERPUBLIC GROUP COS INC      COM              46069010         3      300 SH       SHARED      05             300
D INTERPUBLIC GROUP COS INC      COM              46069010       285    25700 SH       SHARED      06           14500          11200
D INTERPUBLIC GROUP COS INC      COM              46069010      1535   138052 SH       SHARED      10          138052
D INTERPUBLIC GROUP COS INC      COM              46069010         2      247 SH       SHARED      23                            247
D INTERPUBLIC GROUP COS INC      COM              46069010      1151   103573 SH       SHARED      27          103573
D INTERVEST BANCSHARES CORP      COM              46092710        15     4000 SH       SHARED      02                           4000
D INTEROIL CORP                  NOTE  2.750%11/1 460951AC        86    90000 PRN      SHARED                   90000
D INTEROIL CORP                  COM              46095110       741     9600 SH       SHARED      02            8200           1400
D INTEROIL CORP                  COM              46095110      2086    27000 SH       SHARED      26           27000
D INTERSECTIONS INC              COM              46098130       175    16665 SH       SHARED                   16665
D INTERSECTIONS INC              COM              46098130         0        3 SH       SHARED      02               3
D INTERSECTIONS INC              COM              46098130        86     8200 SH       SHARED      10            8200
D INTERVAL LEISURE GROUP INC     COM              46113M10       727    38494 SH       SHARED                   37697            797
D INTERVAL LEISURE GROUP INC     COM              46113M10         8      428 SH       SHARED      02             368             60
D INTERVAL LEISURE GROUP INC     COM              46113M10        26     1400 SH       SHARED      10            1400
D INTEST CORP                    COM              46114710         1      400 SH       SHARED      02             400
D INTEVAC INC                    COM              46114810       109    17908 SH       SHARED                   17908
D INTEVAC INC                    COM              46114810         0       44 SH       SHARED      02              44
D INTEVAC INC                    COM              46114810        73    12000 SH       SHARED      10           12000
D INTL FCSTONE INC               COM              46116V10        42     2228 SH       SHARED                    2228
D INTL FCSTONE INC               COM              46116V10        85     4470 SH       SHARED      01            4470
D INTL FCSTONE INC               COM              46116V10         0        3 SH       SHARED      02               3
D INTRALINKS HLDGS INC           COM              46118H10       180    27610 SH       SHARED                   27610
D INTRALINKS HLDGS INC           COM              46118H10        88    13600 SH       SHARED      01           13600
D INTRALINKS HLDGS INC           COM              46118H10       112    17255 SH       SHARED      02               5          17250
D INTRALINKS HLDGS INC           COM              46118H10       362    55400 SH       SHARED      10           55400
D INTUITIVE SURGICAL INC         COM NEW          46120E60       200      405 SH       SHARED                     405
D INTUITIVE SURGICAL INC         COM NEW          46120E60     41965    84672 SH       SHARED                   84672
D INTUITIVE SURGICAL INC         COM NEW          46120E60      5253    10600 SH       SHARED      01           10600
D INTUITIVE SURGICAL INC         COM NEW          46120E60      1391     2808 SH       SHARED      02            1641           1167
D INTUITIVE SURGICAL INC         COM NEW          46120E60         9      313 SH CALL  SHARED      02             313
D INTUITIVE SURGICAL INC         COM NEW          46120E60      1139     2300 SH       SHARED      04            2300
D INTUITIVE SURGICAL INC         COM NEW          46120E60       208      420 SH       SHARED      05             420
D INTUITIVE SURGICAL INC         COM NEW          46120E60      8730    17614 SH       SHARED      06           16214           1400
D INTUITIVE SURGICAL INC         COM NEW          46120E60      5224    10541 SH       SHARED      10           10541
D INTUITIVE SURGICAL INC         COM NEW          46120E60       297      600 SH       SHARED      20             600
D INTUITIVE SURGICAL INC         COM NEW          46120E60      6127    12363 SH       SHARED      31           12363
D INTUIT                         COM              46120210        52      890 SH       SHARED                     890
D INTUIT                         COM              46120210     37439   635867 SH       SHARED                  635867
D INTUIT                         COM              46120210      4102    69675 SH       SHARED      01           69675
D INTUIT                         COM              46120210      2231    37905 SH       SHARED      02             767          37138
D INTUIT                         COM              46120210         0      239 SH CALL  SHARED      02             239
D INTUIT                         COM              46120210        35      600 SH       SHARED      05             600
D INTUIT                         COM              46120210      1998    33940 SH       SHARED      06           23300          10640
D INTUIT                         COM              46120210      6767   114931 SH       SHARED      10          114931
D INTUIT                         COM              46120210       175     2982 SH       SHARED      27            2982
D INVACARE CORP                  SDCV  4.125% 2/0 461203AD      8686  9350000 PRN      SHARED                 9350000
D INVACARE CORP                  COM              46120310       350    24818 SH       SHARED                   22260           2558
D INVACARE CORP                  COM              46120310         1       93 SH       SHARED      02              93
D INVACARE CORP                  COM              46120310       139     9900 SH       SHARED      10            9900
D INVACARE CORP                  COM              46120310       117     8300 SH       SHARED      32            8300
D INTREPID POTASH INC            COM              46121Y10      1196    55717 SH       SHARED                   52421           3296
D INTREPID POTASH INC            COM              46121Y10         2      125 SH       SHARED      01             125
D INTREPID POTASH INC            COM              46121Y10        10      502 SH       SHARED      02             502
D INTREPID POTASH INC            COM              46121Y10        12      600 SH       SHARED      10             600
D INVENTURE FOODS INC            COM              46121210         3      554 SH       SHARED                     554
D INVENTURE FOODS INC            COM              46121210         0        4 SH       SHARED      02               4
D INVENSENSE INC                 COM              46123D20       879    73574 SH       SHARED                   73574
D INVENSENSE INC                 COM              46123D20        29     2500 SH       SHARED      01            2500
D INVENSENSE INC                 COM              46123D20       597    50010 SH       SHARED      02           50010
D INVENSENSE INC                 COM              46123D20      1314   110000 SH       SHARED      04          110000
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10     11432   567951 SH       SHARED                  567951
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10       281    14000 SH       SHARED      01           14000
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10       394    19618 SH       SHARED      02              18          19600
D INVESCO MORTGAGE CAPITAL INC   COM              46131B10        14      720 SH       SHR/OTHR    23                            720
D INVESCO VAN KAMPEN SR INC TR   COM              46131H10       104    20950 SH       SHARED      02                          20950
D INVESCO VAN KAMPEN TR INV MU   COM              46131M10        15      962 SH       SHARED      02                            962
D INVESCO VAN KAMPEN TR INV MU   COM              46131M10        15      922 SH       SHARED      23             922
D INVESCO VAN KAMPEN ADVANTAGE   SH BEN INT       46132E10        20     1430 SH       SHARED      02                           1430
D INVESCO VAN KAMPEN ADVANTAGE   SH BEN INT       46132E10        99     7116 SH       SHARED      23            7116
D INVESCO VAN KAMPEN SELECT MU   SH BEN INT       46132G10        40     3004 SH       SHARED      23            3004
D INVESCO VALUE MUN INCOME TR    COM              46132P10       250    15000 SH       SHARED      02                          15000
D INVESCO VAN KAMP DYN CRDT OP   COM              46132R10       239    18888 SH       SHARED      02                          18888
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       826    94990 SH       SHARED                   94990
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10        75     8693 SH       SHARED      02            8693
D INVESTORS BANCORP INC          COM              46146P10       128     7044 SH       SHARED                    7044
D INVESTORS BANCORP INC          COM              46146P10         0       10 SH       SHARED      02              10
D INVESTORS BANCORP INC          COM              46146P10       226    12400 SH       SHARED      10           12400
D INVESTORS CAP HLDGS LTD        COM              46147M10         0      100 SH       SHARED      02             100
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010       618    74721 SH       SHARED                   74721
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010        57     6987 SH       SHARED      02            6987
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010       642    77600 SH       SHARED      11                          77600
D INVESTORS TITLE CO             COM              46180410         3       52 SH       SHARED                      52
D INVESTORS TITLE CO             COM              46180410        26      400 SH       SHARED      02             400
D ION GEOPHYSICAL CORP           COM              46204410       658    94830 SH       SHARED                   93430           1400
D ION GEOPHYSICAL CORP           COM              46204410       139    20100 SH       SHARED      01           20100
D ION GEOPHYSICAL CORP           COM              46204410        64     9342 SH       SHARED      02             342           9000
D ION GEOPHYSICAL CORP           COM              46204410       557    80378 SH       SHARED      06                          80378
D ION GEOPHYSICAL CORP           COM              46204410       154    22200 SH       SHARED      10           22200
D IPASS INC                      COM              46261V10         4     2176 SH       SHARED                    2176
D IPASS INC                      COM              46261V10         0       14 SH       SHARED      02              14
D IRELAND BK                     SPNSRD ADR NEW   46267Q20       375    68006 SH       SHARED                   61006           7000
D IRIDIUM COMMUNICATIONS INC     COM              46269C10        58     8022 SH       SHARED                    8022
D IRIDIUM COMMUNICATIONS INC     COM              46269C10         2      309 SH       SHARED      02             309
D IRIS INTL INC                  COM              46270W10        53     2739 SH       SHARED                    2739
D IRIS INTL INC                  COM              46270W10         0        5 SH       SHARED      02               5
D IROBOT CORP                    COM              46272610      8715   382931 SH       SHARED                  380641           2290
D IROBOT CORP                    COM              46272610         1       72 SH       SHARED      02              72
D IROBOT CORP                    COM              46272610        34     1525 SH       SHARED      04            1525
D IROBOT CORP                    COM              46272610         6      284 SH       SHARED      05             284
D IRON MTN INC                   COM              46284610        55     1633 SH       SHARED                    1633
D IRON MTN INC                   COM              46284610     11725   343755 SH       SHARED                  343755
D IRON MTN INC                   COM              46284610      1160    34025 SH       SHARED      01           34025
D IRON MTN INC                   COM              46284610        64     1883 SH       SHARED      02            1001            882
D IRON MTN INC                   COM              46284610         9     3771 SH CALL  SHARED      02            3771
D IRON MTN INC                   COM              46284610         0     1000 SH PUT   SHARED      02            1000
D IRON MTN INC                   COM              46284610         2       80 SH       SHARED      05              80
D IRON MTN INC                   COM              46284610       426    12500 SH       SHARED      06            7300           5200
D IRON MTN INC                   COM              46284610      2364    69323 SH       SHARED      10           69323
D IRON MTN INC                   COM              46284610         9      270 SH       SHARED      21                            270
D IRON MTN INC                   COM              46284610        86     2550 SH       SHR/OTHR    23                           2550
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10       210    16464 SH       SHARED                   12772           3692
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10         0       21 SH       SHARED      02              21
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10       590    46233 SH       SHARED      04           46233
D IRONWOOD PHARMACEUTICALS INC   COM CL A         46333X10       217    17017 SH       SHARED      32           17017
D ISHARES SILVER TRUST           ISHARES          46428Q10     13036   389368 SH       SHARED                  389068            300
D ISHARES SILVER TRUST           ISHARES          46428Q10        19    10000 SH PUT   SHARED                   10000
D ISHARES SILVER TRUST           ISHARES          46428Q10       109     3285 SH       SHARED      01            3285
D ISHARES SILVER TRUST           ISHARES          46428Q10      6444   192494 SH       SHARED      02          130850          61644
D ISHARES SILVER TRUST           ISHARES          46428Q10        45    18913 SH CALL  SHARED      02           18913
D ISHARES SILVER TRUST           ISHARES          46428Q10         2     6397 SH PUT   SHARED      02            6397
D ISHARES SILVER TRUST           ISHARES          46428Q10       200     6000 SH       SHARED      20            6000
D ISHARES SILVER TRUST           ISHARES          46428Q10       592    17700 SH       SHARED      26           17700
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10        30      905 SH       SHARED      01             905
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10        37     1100 SH       SHR/OTHR    01                           1100
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10      2393    70810 SH       SHARED      02           65800           5010
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10         0      130 SH CALL  SHARED      02             130
D ISHARES S^P GSCI COMMODITY I   UNIT BEN INT     46428R10       113     3350 SH       SHR/OTHR    21                           3350
D ISHARES GOLD TRUST             ISHARES          46428510         8      500 SH       SHARED                                    500
D ISHARES GOLD TRUST             ISHARES          46428510      3215   186217 SH       SHARED      01           90223          95994
D ISHARES GOLD TRUST             ISHARES          46428510       856    49583 SH       SHR/OTHR    01                          49583
D ISHARES GOLD TRUST             ISHARES          46428510      1582    91618 SH       SHARED      02                          91618
D ISHARES GOLD TRUST             ISHARES          46428510         0     9517 SH CALL  SHARED      02            9517
D ISHARES GOLD TRUST             ISHARES          46428510      7140   413472 SH       SHARED      04          188397         225075
D ISHARES GOLD TRUST             ISHARES          46428510       532    30831 SH       SHARED      20           24226           6605
D ISHARES GOLD TRUST             ISHARES          46428510         8      470 SH       SHR/OTHR    20                            470
D ISHARES GOLD TRUST             ISHARES          46428510       206    11960 SH       SHARED      21           11960
D ISHARES GOLD TRUST             ISHARES          46428510        29     1735 SH       SHR/OTHR    21                           1735
D ISHARES GOLD TRUST             ISHARES          46428510      3790   219506 SH       SHARED      23          199757          19749
D ISHARES GOLD TRUST             ISHARES          46428510      1902   110191 SH       SHR/OTHR    23                         110191
D ISHARES INC                    MSCI AUSTRALIA   46428610    122168  5135267 SH       SHARED                 5135267
D ISHARES INC                    MSCI AUSTRALIA   46428610        17      750 SH       SHARED      01                            750
D ISHARES INC                    MSCI AUSTRALIA   46428610        77     3247 SH       SHR/OTHR    01                           3247
D ISHARES INC                    MSCI AUSTRALIA   46428610       168     7078 SH       SHARED      02            6678            400
D ISHARES INC                    MSCI AUSTRALIA   46428610         2     2500 SH PUT   SHARED      02            2500
D ISHARES INC                    MSCI AUSTRALIA   46428610        52     2200 SH       SHARED      23            2200
D ISHARES INC                    MSCI AUSTRIA INV 46428620        67     4377 SH       SHARED      02            4377
D ISHARES INC                    MSCI BRAZIL      46428640        66     1221 SH       SHARED                    1221
D ISHARES INC                    MSCI BRAZIL      46428640    208985  3865814 SH       SHARED                 3865814
D ISHARES INC                    MSCI BRAZIL      46428640         0     6550 SH CALL  SHARED                    6550
D ISHARES INC                    MSCI BRAZIL      46428640        37     2314 SH PUT   SHARED                    2314
D ISHARES INC                    MSCI BRAZIL      46428640        37      695 SH       SHARED      01             695
D ISHARES INC                    MSCI BRAZIL      46428640       509     9430 SH       SHARED      02                           9430
D ISHARES INC                    MSCI BRAZIL      46428640       139    35523 SH CALL  SHARED      02           35523
D ISHARES INC                    MSCI BRAZIL      46428640       334    51803 SH PUT   SHARED      02           51803
D ISHARES INC                    MSCI BRAZIL      46428640      1811    33500 SH       SHARED      04           33500
D ISHARES INC                    MSCI CDA INDEX   46428650      6063   212843 SH       SHARED                  212843
D ISHARES INC                    MSCI CDA INDEX   46428650        42     1500 SH       SHARED      02                           1500
D ISHARES INC                    MSCI CDA INDEX   46428650      4358   153000 SH       SHARED      15          153000
D ISHARES INC                    EMRG MRK LC BD   46428651       135     2582 SH       SHARED      02            2087            495
D ISHARES INC                    MSCI EMU INDEX   46428660         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI EMU INDEX   46428660       931    31010 SH       SHARED      01           31010
D ISHARES INC                    MSCI THAILAND    46428662       162     2141 SH       SHARED      02            1868            273
D ISHARES INC                    MSCI ISRAEL FD   46428663        20      509 SH       SHARED      02             509
D ISHARES INC                    MSCI CHILE INVES 46428664        24      402 SH       SHARED                     402
D ISHARES INC                    MSCI CHILE INVES 46428664       208     3356 SH       SHARED      02            2704            652
D ISHARES INC                    MSCI BRIC INDX   46428665        83     2200 SH       SHARED      01            2200
D ISHARES INC                    MSCI PAC J IDX   46428666         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI PAC J IDX   46428666     62039  1391330 SH       SHARED      01          855936  1000   534394
D ISHARES INC                    MSCI PAC J IDX   46428666     10788   241956 SH       SHR/OTHR    01                         241956
D ISHARES INC                    MSCI PAC J IDX   46428666      5118   114795 SH       SHARED      02                         114795
D ISHARES INC                    MSCI PAC J IDX   46428666      6443   144500 SH       SHARED      15          144500
D ISHARES INC                    MSCI PAC J IDX   46428666      5150   115508 SH       SHARED      20           90088   500    24920
D ISHARES INC                    MSCI PAC J IDX   46428666       632    14195 SH       SHR/OTHR    20                          14195
D ISHARES INC                    MSCI PAC J IDX   46428666       951    21334 SH       SHARED      21           21334
D ISHARES INC                    MSCI PAC J IDX   46428666       360     8095 SH       SHR/OTHR    21                           8095
D ISHARES INC                    MSCI PAC J IDX   46428666     12871   288672 SH       SHARED      23          251203          37469
D ISHARES INC                    MSCI PAC J IDX   46428666     17956   402708 SH       SHR/OTHR    23                         402708
D ISHARES INC                    MSCI SINGAPORE   46428667         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI SINGAPORE   46428667       207    15446 SH       SHARED      02             542          14904
D ISHARES INC                    MSCI USA IDX     46428668        31     1025 SH       SHARED      02            1025
D ISHARES INC                    MSCI UTD KINGD   46428669     10633   611277 SH       SHARED                  611277
D ISHARES INC                    MSCI UTD KINGD   46428669      7253   416935 SH       SHARED      01          416935
D ISHARES INC                    MSCI UTD KINGD   46428669       130     7480 SH       SHR/OTHR    01                           7480
D ISHARES INC                    MSCI UTD KINGD   46428669        70     4036 SH       SHARED      02            4036
D ISHARES INC                    MSCI TURKEY FD   46428671         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI TAIWAN      46428673      2136   159645 SH       SHARED                  159645
D ISHARES INC                    MSCI TAIWAN      46428673        13     1000 SH       SHARED      02                           1000
D ISHARES INC                    MSCI TAIWAN      46428673         6     3950 SH CALL  SHARED      02            3950
D ISHARES INC                    MSCI TAIWAN      46428673         1     1581 SH PUT   SHARED      02            1581
D ISHARES INC                    MSCI SWITZERLD   46428674        29     1220 SH       SHARED      01            1220
D ISHARES INC                    MSCI SWITZERLD   46428674       541    22015 SH       SHARED      02           17765           4250
D ISHARES INC                    MSCI SWITZERLD   46428674       106     4350 SH       SHR/OTHR    23                           4350
D ISHARES INC                    MSCI SWEDEN      46428675        99     3533 SH       SHARED      02            3533
D ISHARES INC                    MSCI SPAIN       46428676       116     4207 SH       SHARED                    4207
D ISHARES INC                    MSCI S KOREA     46428677      2051    34695 SH       SHARED                   34695
D ISHARES INC                    MSCI S KOREA     46428677       138     2335 SH       SHARED      02            1473            862
D ISHARES INC                    MSCI S KOREA     46428677         4     5000 SH PUT   SHARED      02            5000
D ISHARES INC                    MSCI S KOREA     46428677         5      100 SH       SHARED      23             100
D ISHARES INC                    MSCI STH AFRCA   46428678        13      200 SH       SHARED      02                            200
D ISHARES INC                    MSCI GERMAN      46428680         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI GERMAN      46428680      2386   105753 SH       SHARED                  105753
D ISHARES INC                    MSCI GERMAN      46428680     16418   727427 SH       SHARED      01          727427
D ISHARES INC                    MSCI GERMAN      46428680       904    40075 SH       SHR/OTHR    01                          40075
D ISHARES INC                    MSCI GERMAN      46428680        59     2628 SH       SHARED      02            1528           1100
D ISHARES INC                    MSCI GERMAN      46428680         3     5574 SH PUT   SHARED      02            5574
D ISHARES INC                    MSCI GERMAN      46428680       240    10675 SH       SHARED      20           10675
D ISHARES INC                    MSCI GERMAN      46428680        45     2000 SH       SHR/OTHR    23                           2000
D ISHARES INC                    MSCI MEX INVEST  46428682    141097  2157778 SH       SHARED                 2157778
D ISHARES INC                    MSCI MEX INVEST  46428682      2726    41695 SH       SHARED      02           28923          12772
D ISHARES INC                    MSCI MEX INVEST  46428682         6      100 SH       SHARED      23             100
D ISHARES INC                    MSCI MALAYSIA    46428683       730    50101 SH       SHARED                   50101
D ISHARES INC                    MSCI MALAYSIA    46428683       502    34465 SH       SHARED      02           10253          24212
D ISHARES INC                    MSCI JAPAN       46428684         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI JAPAN       46428684     13089  1427408 SH       SHARED                 1427408
D ISHARES INC                    MSCI JAPAN       46428684         0     9000 SH CALL  SHARED                    9000
D ISHARES INC                    MSCI JAPAN       46428684     18540  2021848 SH       SHARED      01         1832499         189349
D ISHARES INC                    MSCI JAPAN       46428684      1062   115887 SH       SHR/OTHR    01                         115887
D ISHARES INC                    MSCI JAPAN       46428684       154    16795 SH       SHARED      02           13885           2910
D ISHARES INC                    MSCI JAPAN       46428684         4    14858 SH CALL  SHARED      02           14858
D ISHARES INC                    MSCI JAPAN       46428684         3    10574 SH PUT   SHARED      02           10574
D ISHARES INC                    MSCI JAPAN       46428684        73     8050 SH       SHARED      23            4650           3400
D ISHARES INC                    MSCI JAPAN       46428684       153    16725 SH       SHR/OTHR    23                          16725
D ISHARES INC                    MSCI ITALY       46428685      2842   236286 SH       SHARED                  236286
D ISHARES INC                    MSCI ITALY       46428685         0      450 SH PUT   SHARED      02             450
D ISHARES INC                    MSCI HONG KONG   46428687         0        1 SH       SHARED                       1
D ISHARES INC                    MSCI HONG KONG   46428687      1216    66822 SH       SHARED                   66822
D ISHARES INC                    MSCI HONG KONG   46428687        28     1575 SH       SHARED      01                           1575
D ISHARES INC                    MSCI HONG KONG   46428687      3229   177462 SH       SHARED      02          177462
D ISHARES INC                    MSCI HONG KONG   46428687         1     5000 SH PUT   SHARED      02            5000
D ISHARES TR                     S^P 100 IDX FD   46428710         0        1 SH       SHARED                       1
D ISHARES TR                     S^P 100 IDX FD   46428710       179     2700 SH       SHARED      02                           2700
D ISHARES TR                     DJ SEL DIV INX   46428716        13      230 SH       SHARED                     230
D ISHARES TR                     DJ SEL DIV INX   46428716      9968   172823 SH       SHARED                  172823
D ISHARES TR                     DJ SEL DIV INX   46428716        82     1429 SH       SHARED      01            1429
D ISHARES TR                     DJ SEL DIV INX   46428716        52      915 SH       SHR/OTHR    01                            915
D ISHARES TR                     DJ SEL DIV INX   46428716      4925    85392 SH       SHARED      02           10515          74877
D ISHARES TR                     DJ SEL DIV INX   46428716        46      800 SH       SHARED      20             800
D ISHARES TR                     DJ SEL DIV INX   46428716        28      496 SH       SHARED      23             496
D ISHARES TR                     DJ SEL DIV INX   46428716       196     3400 SH       SHR/OTHR    23                           3400
D ISHARES TR                     BARCLYS TIPS BD  46428717     10706    87930 SH       SHARED                   87930
D ISHARES TR                     BARCLYS TIPS BD  46428717      3091    25391 SH       SHARED      01           13212          12179
D ISHARES TR                     BARCLYS TIPS BD  46428717       665     5465 SH       SHR/OTHR    01                           5465
D ISHARES TR                     BARCLYS TIPS BD  46428717      2711    22266 SH       SHARED      02            8250          14016
D ISHARES TR                     BARCLYS TIPS BD  46428717       295     2430 SH       SHARED      04                           2430
D ISHARES TR                     BARCLYS TIPS BD  46428717       138     1140 SH       SHARED      20             665            475
D ISHARES TR                     BARCLYS TIPS BD  46428717       138     1140 SH       SHR/OTHR    20                           1140
D ISHARES TR                     BARCLYS TIPS BD  46428717      1229    10100 SH       SHARED      21           10100
D ISHARES TR                     BARCLYS TIPS BD  46428717      4070    33427 SH       SHARED      23           32432            995
D ISHARES TR                     BARCLYS TIPS BD  46428717      4876    40050 SH       SHR/OTHR    23                          40050
D ISHARES TR                     FTSE CHINA25 IDX 46428718     11592   335051 SH       SHARED                  335051
D ISHARES TR                     FTSE CHINA25 IDX 46428718         0      170 SH CALL  SHARED                     170
D ISHARES TR                     FTSE CHINA25 IDX 46428718        18     2500 SH PUT   SHARED                    2500
D ISHARES TR                     FTSE CHINA25 IDX 46428718      1103    31895 SH       SHARED      01           31234            661
D ISHARES TR                     FTSE CHINA25 IDX 46428718     13521   390793 SH       SHARED      02          381197           9596
D ISHARES TR                     FTSE CHINA25 IDX 46428718         0      867 SH CALL  SHARED      02             867
D ISHARES TR                     FTSE CHINA25 IDX 46428718        19    30441 SH PUT   SHARED      02           30441
D ISHARES TR                     TRANSP AVE IDX   46428719         8      100 SH       SHARED      02                            100
D ISHARES TR                     TRANSP AVE IDX   46428719        43      500 SH       SHARED      04                            500
D ISHARES TR                     S^P 500 INDEX    46428720      4477    31007 SH       SHARED                   27459           3548
D ISHARES TR                     S^P 500 INDEX    46428720       582     4035 SH       SHARED      01            4035
D ISHARES TR                     S^P 500 INDEX    46428720       290     2010 SH       SHR/OTHR    01                           2010
D ISHARES TR                     S^P 500 INDEX    46428720     12854    89018 SH       SHARED      02             800          88218
D ISHARES TR                     S^P 500 INDEX    46428720       114      791 SH       SHARED      04                            791
D ISHARES TR                     S^P 500 INDEX    46428720       707     4900 SH       SHARED      04            4900
D ISHARES TR                     S^P 500 INDEX    46428720      3699    25620 SH       SHARED      10           25620
D ISHARES TR                     S^P 500 INDEX    46428720       384     2662 SH       SHARED      20            1162           1500
D ISHARES TR                     S^P 500 INDEX    46428720       162     1126 SH       SHARED      23             721            405
D ISHARES TR                     S^P 500 INDEX    46428720      4043    28000 SH       SHR/OTHR    23                          28000
D ISHARES TR                     BARCLY USAGG B   46428722     33464   297600 SH       SHARED                  297600
D ISHARES TR                     BARCLY USAGG B   46428722     10326    91830 SH       SHARED      02           86425           5405
D ISHARES TR                     BARCLY USAGG B   46428722       225     2005 SH       SHARED      23                           2005
D ISHARES TR                     MSCI EMERG MKT   46428723        56     1376 SH       SHARED                    1376
D ISHARES TR                     MSCI EMERG MKT   46428723    180972  4379238 SH       SHARED                 4379238
D ISHARES TR                     MSCI EMERG MKT   46428723        44    22146 SH CALL  SHARED                   22146
D ISHARES TR                     MSCI EMERG MKT   46428723       114    29358 SH PUT   SHARED                   29358
D ISHARES TR                     MSCI EMERG MKT   46428723     33621   813571 SH       SHARED      01                         813571
D ISHARES TR                     MSCI EMERG MKT   46428723     53989   306450 SH       SHR/OTHR    01                         306450
D ISHARES TR                     MSCI EMERG MKT   46428723     22503   544531 SH       SHARED      02           52721         491810
D ISHARES TR                     MSCI EMERG MKT   46428723        75    69200 SH CALL  SHARED      02           69200
D ISHARES TR                     MSCI EMERG MKT   46428723        48    45236 SH PUT   SHARED      02           45236
D ISHARES TR                     MSCI EMERG MKT   46428723     29299   708984 SH       SHARED      04          688000          20984
D ISHARES TR                     MSCI EMERG MKT   46428723     21937   530847 SH       SHARED      20          356742 15480   158625
D ISHARES TR                     MSCI EMERG MKT   46428723     12794   309600 SH       SHR/OTHR    20                         309600
D ISHARES TR                     MSCI EMERG MKT   46428723       873    21122 SH       SHARED      21           21122
D ISHARES TR                     MSCI EMERG MKT   46428723     10370   250948 SH       SHR/OTHR    21                         250948
D ISHARES TR                     MSCI EMERG MKT   46428723    135473   278231 SH       SHARED      23                         278231
D ISHARES TR                     MSCI EMERG MKT   46428723      3513    85005 SH       SHR/OTHR    23                          85005
D ISHARES TR                     IBOXX INV CPBD   46428724      3226    26499 SH       SHARED                   26499
D ISHARES TR                     IBOXX INV CPBD   46428724      2576    21161 SH       SHARED      01           21161
D ISHARES TR                     IBOXX INV CPBD   46428724       964     7917 SH       SHARED      02                           7917
D ISHARES TR                     IBOXX INV CPBD   46428724      2085    17130 SH       SHARED      04                          17130
D ISHARES TR                     IBOXX INV CPBD   46428724     10715    88000 SH       SHARED      06           88000
D ISHARES TR                     IBOXX INV CPBD   46428724       109      900 SH       SHR/OTHR    21                            900
D ISHARES TR                     IBOXX INV CPBD   46428724      8141    66858 SH       SHARED      26           66858
D ISHARES TR                     S^P GBL TELCM    46428727         8      136 SH       SHARED                     136
D ISHARES TR                     S^P GBL INF      46428729        34      500 SH       SHARED      02                            500
D ISHARES TR                     S^P500 GRW       46428730      3332    42812 SH       SHARED      02            1426          41386
D ISHARES TR                     S^P500 GRW       46428730       530     6810 SH       SHARED      23                           6810
D ISHARES TR                     S^P500 GRW       46428730        73      950 SH       SHR/OTHR    23                            950
D ISHARES TR                     S^P GBL HLTHCR   46428732        66     1031 SH       SHARED                    1031
D ISHARES TR                     S^P GBL HLTHCR   46428732        30      480 SH       SHARED                     480
D ISHARES TR                     S^P GBL ENER     46428734        38      991 SH       SHARED      01             991
D ISHARES TR                     S^P GBL ENER     46428734        69     1775 SH       SHR/OTHR    01                           1775
D ISHARES TR                     S^P GBL ENER     46428734      5318   135232 SH       SHARED      02                         135232
D ISHARES TR                     S^P GBL ENER     46428734        63     1606 SH       SHARED      20            1606
D ISHARES TR                     S^P GBL ENER     46428734        41     1052 SH       SHARED      23            1052
D ISHARES TR                     S^P NA NAT RES   46428737      1448    36673 SH       SHARED      01           10788          25885
D ISHARES TR                     S^P NA NAT RES   46428737       305     7730 SH       SHR/OTHR    01                           7730
D ISHARES TR                     S^P NA NAT RES   46428737       316     8001 SH       SHARED      02                           8001
D ISHARES TR                     S^P NA NAT RES   46428737       595    15065 SH       SHARED      20           15065
D ISHARES TR                     S^P NA NAT RES   46428737       371     9400 SH       SHR/OTHR    20                           9400
D ISHARES TR                     S^P NA NAT RES   46428737       280     7100 SH       SHR/OTHR    21                           7100
D ISHARES TR                     S^P NA NAT RES   46428737      6854   173488 SH       SHARED      23          144728          28760
D ISHARES TR                     S^P NA NAT RES   46428737      5951   150625 SH       SHR/OTHR    23                         150625
D ISHARES TR                     S^P/TOPIX 150    46428738        15      400 SH       SHARED      02                            400
D ISHARES TR                     S^P LTN AM 40    46428739     40013   939723 SH       SHARED                  939723
D ISHARES TR                     S^P LTN AM 40    46428739       223     5255 SH       SHARED      02                           5255
D ISHARES TR                     S^P 500 VALUE    46428740       148     2250 SH       SHARED      01            2250
D ISHARES TR                     S^P 500 VALUE    46428740      3120    47428 SH       SHARED      02            1510          45918
D ISHARES TR                     S^P 500 VALUE    46428740       322     4900 SH       SHARED      23                           4900
D ISHARES TR                     S^P 500 VALUE    46428740        92     1400 SH       SHR/OTHR    23                           1400
D ISHARES TR                     BARCLYS 20+ YR   46428743      7506    60426 SH       SHARED      01           56553           3873
D ISHARES TR                     BARCLYS 20+ YR   46428743    264272  2127455 SH       SHARED      02         2126501            954
D ISHARES TR                     BARCLYS 20+ YR   46428743         3      657 SH CALL  SHARED      02             657
D ISHARES TR                     BARCLYS 20+ YR   46428743         0      181 SH PUT   SHARED      02             181
D ISHARES TR                     BARCLYS 20+ YR   46428743        80      650 SH       SHARED      23             650
D ISHARES TR                     BARCLYS 20+ YR   46428743        93      750 SH       SHR/OTHR    23                            750
D ISHARES TR                     BARCLYS 7-10 YR  46428744       588     5425 SH       SHARED                    5425
D ISHARES TR                     BARCLYS 7-10 YR  46428744       629     5800 SH       SHARED      01            5800
D ISHARES TR                     BARCLYS 7-10 YR  46428744     95546   880933 SH       SHARED      02          880933
D ISHARES TR                     BARCLYS 7-10 YR  46428744         0      250 SH PUT   SHARED      02             250
D ISHARES TR                     BARCLYS 7-10 YR  46428744       588     5425 SH       SHARED      04                           5425
D ISHARES TR                     BARCLYS 1-3 YR   46428745       552     6542 SH       SHARED                    6542
D ISHARES TR                     BARCLYS 1-3 YR   46428745       694     8220 SH       SHARED                    8220
D ISHARES TR                     BARCLYS 1-3 YR   46428745      3169    37507 SH       SHARED      01           37507
D ISHARES TR                     BARCLYS 1-3 YR   46428745        55      660 SH       SHARED      02             295            365
D ISHARES TR                     BARCLYS 1-3 YR   46428745       584     6920 SH       SHARED      04                           6920
D ISHARES TR                     BARCLYS 1-3 YR   46428745       100     1185 SH       SHARED      23            1185
D ISHARES TR                     MSCI EAFE INDEX  46428746     47523   896677 SH       SHARED                  896677
D ISHARES TR                     MSCI EAFE INDEX  46428746         0     2503 SH CALL  SHARED                    2503
D ISHARES TR                     MSCI EAFE INDEX  46428746        33     3633 SH PUT   SHARED                    3633
D ISHARES TR                     MSCI EAFE INDEX  46428746      3895    73492 SH       SHARED      01           11554  7500    54438
D ISHARES TR                     MSCI EAFE INDEX  46428746      4459    84135 SH       SHR/OTHR    01                          84135
D ISHARES TR                     MSCI EAFE INDEX  46428746     34477   650526 SH       SHARED      02          543503         107023
D ISHARES TR                     MSCI EAFE INDEX  46428746         5     5619 SH CALL  SHARED      02            5619
D ISHARES TR                     MSCI EAFE INDEX  46428746        55    52378 SH PUT   SHARED      02           52378
D ISHARES TR                     MSCI EAFE INDEX  46428746      3151    59470 SH       SHARED      20           30604  1200    27666
D ISHARES TR                     MSCI EAFE INDEX  46428746      2324    43855 SH       SHR/OTHR    20                          43855
D ISHARES TR                     MSCI EAFE INDEX  46428746       159     3000 SH       SHARED      21            3000
D ISHARES TR                     MSCI EAFE INDEX  46428746     12500   235866 SH       SHARED      23          200121          35745
D ISHARES TR                     MSCI EAFE INDEX  46428746     14765   278589 SH       SHR/OTHR    23                         278589
D ISHARES TR                     RUSSELL MCP VL   46428747      1265    25973 SH       SHARED      02                          25973
D ISHARES TR                     RUSSELL MCP GR   46428748      1181    19005 SH       SHARED      02                          19005
D ISHARES TR                     RUSSELL MCP GR   46428748         1      363 SH CALL  SHARED      02             363
D ISHARES TR                     RUSSELL MCP GR   46428748         0      363 SH PUT   SHARED      02             363
D ISHARES TR                     RUSSELL MCP GR   46428748        10      173 SH       SHARED      23             173
D ISHARES TR                     RUSSELL MIDCAP   46428749       210     1903 SH       SHARED      02                           1903
D ISHARES TR                     S^P MIDCAP 400   46428750      9986   101200 SH       SHARED      02          100000           1200
D ISHARES TR                     S^P MIDCAP 400   46428750        86      875 SH       SHARED      20             875
D ISHARES TR                     S^P MIDCAP 400   46428750         9      100 SH       SHARED      23             100
D ISHARES TR                     S^P MIDCAP 400   46428750       118     1200 SH       SHR/OTHR    23                           1200
D ISHARES TR                     S^P NA TECH FD   46428754     13850   200000 SH       SHARED                  200000
D ISHARES TR                     S^P NA TECH FD   46428754        27      400 SH       SHARED      02                            400
D ISHARES TR                     S^P NA TECH FD   46428754       815    11770 SH       SHARED      23           11770
D ISHARES TR                     NASDQ BIO INDX   46428755         7       50 SH       SHARED                      50
D ISHARES TR                     NASDQ BIO INDX   46428755       194     1363 SH       SHARED      02              88           1275
D ISHARES TR                     NASDQ BIO INDX   46428755        71      500 SH       SHR/OTHR    21                            500
D ISHARES TR                     NASDQ BIO INDX   46428755        53      375 SH       SHR/OTHR    23                            375
D ISHARES TR                     COHEN^ST RLTY    46428756        42      550 SH       SHARED      01             400            150
D ISHARES TR                     COHEN^ST RLTY    46428756       116     1492 SH       SHARED      02                           1492
D ISHARES TR                     COHEN^ST RLTY    46428756        17      225 SH       SHR/OTHR    20                            225
D ISHARES TR                     COHEN^ST RLTY    46428756       304     3912 SH       SHARED      23            2912           1000
D ISHARES TR                     COHEN^ST RLTY    46428756       158     2034 SH       SHR/OTHR    23                           2034
D ISHARES TR                     S^P GLB100INDX   46428757       302     4847 SH       SHARED                    4847
D ISHARES TR                     CONS SRVC IDX    46428758        82      950 SH       SHARED      02                            950
D ISHARES TR                     RUSSELL1000VAL   46428759       149     2066 SH       SHARED                    2066
D ISHARES TR                     RUSSELL1000VAL   46428759        57      800 SH       SHARED      01             800
D ISHARES TR                     RUSSELL1000VAL   46428759     27074   375103 SH       SHARED      02            4675         370428
D ISHARES TR                     RUSSELL1000VAL   46428759       147     2040 SH       SHARED      04                           2040
D ISHARES TR                     S^P MC 400 GRW   46428760     24448   218372 SH       SHARED      02                         218372
D ISHARES TR                     RUSSELL1000GRW   46428761         5       89 SH       SHARED                      89
D ISHARES TR                     RUSSELL1000GRW   46428761       270     4050 SH       SHARED      01            4050
D ISHARES TR                     RUSSELL1000GRW   46428761     26644   399465 SH       SHARED      02                         399465
D ISHARES TR                     RUSSELL1000GRW   46428761        68     1034 SH       SHARED      20                           1034
D ISHARES TR                     RUSSELL1000GRW   46428761       917    13763 SH       SHARED      23           10888           2875
D ISHARES TR                     RUSSELL1000GRW   46428761       814    12215 SH       SHR/OTHR    23                          12215
D ISHARES TR                     RUSSELL 1000     46428762       375     4730 SH       SHARED      02                           4730
D ISHARES TR                     RUSL 2000 VALU   46428763         3       45 SH       SHARED                      45
D ISHARES TR                     RUSL 2000 VALU   46428763      1211    16389 SH       SHARED      02                          16389
D ISHARES TR                     RUSL 2000 VALU   46428763        19      260 SH       SHARED      23                            260
D ISHARES TR                     RUSL 2000 GROW   46428764     15964   166976 SH       SHARED      02            8150         158826
D ISHARES TR                     RUSL 2000 GROW   46428764        21      230 SH       SHARED      23             230
D ISHARES TR                     RUSSELL 2000     46428765      5662    67861 SH       SHARED                   67861
D ISHARES TR                     RUSSELL 2000     46428765       141    79964 SH CALL  SHARED                   79964
D ISHARES TR                     RUSSELL 2000     46428765       228    85556 SH PUT   SHARED                   85556
D ISHARES TR                     RUSSELL 2000     46428765      3897    46707 SH       SHARED      01           12145   900    33662
D ISHARES TR                     RUSSELL 2000     46428765      2434    29173 SH       SHR/OTHR    01                          29173
D ISHARES TR                     RUSSELL 2000     46428765    412046  4938234 SH       SHARED      02         4930160           8074
D ISHARES TR                     RUSSELL 2000     46428765       159    32633 SH CALL  SHARED      02           32633
D ISHARES TR                     RUSSELL 2000     46428765       117    97939 SH PUT   SHARED      02           97939
D ISHARES TR                     RUSSELL 2000     46428765       116     1400 SH       SHARED      04                           1400
D ISHARES TR                     RUSSELL 2000     46428765       677     8124 SH       SHARED      20            5258   550     2316
D ISHARES TR                     RUSSELL 2000     46428765       170     2042 SH       SHR/OTHR    20                           2042
D ISHARES TR                     RUSSELL 2000     46428765      1225    14684 SH       SHARED      21           14684
D ISHARES TR                     RUSSELL 2000     46428765       181     2170 SH       SHR/OTHR    21                           2170
D ISHARES TR                     RUSSELL 2000     46428765      4018    48162 SH       SHARED      23           45592           2570
D ISHARES TR                     RUSSELL 2000     46428765      6723    80584 SH       SHR/OTHR    23                          80584
D ISHARES TR                     DJ US UTILS      46428769       107     1200 SH       SHARED      02                           1200
D ISHARES TR                     S^P MIDCP VALU   46428770      5372    63201 SH       SHARED      02                          63201
D ISHARES TR                     DJ US TELECOMM   46428771     24023   941006 SH       SHARED      02          941006
D ISHARES TR                     DJ US TECH SEC   46428772       260     3440 SH       SHARED      21            3440
D ISHARES TR                     DJ US TECH SEC   46428772        45      600 SH       SHR/OTHR    23                            600
D ISHARES TR                     DJ US REAL EST   46428773    113630  1764992 SH       SHARED                 1764992
D ISHARES TR                     DJ US REAL EST   46428773         5     1500 SH PUT   SHARED                    1500
D ISHARES TR                     DJ US REAL EST   46428773         3       55 SH       SHARED      01              55
D ISHARES TR                     DJ US REAL EST   46428773      9043   140474 SH       SHARED      02          134731           5743
D ISHARES TR                     DJ US REAL EST   46428773         2     8950 SH CALL  SHARED      02            8950
D ISHARES TR                     DJ US REAL EST   46428773         5     7798 SH PUT   SHARED      02            7798
D ISHARES TR                     DJ US REAL EST   46428773       115     1800 SH       SHR/OTHR    23                           1800
D ISHARES TR                     DJ US INDUSTRL   46428775       230     3265 SH       SHARED      21            3265
D ISHARES TR                     DJ US HEALTHCR   46428776     33836   400000 SH       SHARED                  400000
D ISHARES TR                     DJ US HEALTHCR   46428776        33      400 SH       SHARED      01                            400
D ISHARES TR                     DJ US HEALTHCR   46428776       166     1971 SH       SHARED      02                           1971
D ISHARES TR                     DJ US FINL SVC   46428777        52      935 SH       SHARED      01             935
D ISHARES TR                     DJ US ENERGY     46428779       224     5320 SH       SHARED      21            5320
D ISHARES TR                     S^P SMLCAP 600   46428780     54022   700960 SH       SHARED                  700960
D ISHARES TR                     S^P SMLCAP 600   46428780       305     3962 SH       SHARED      02                           3962
D ISHARES TR                     S^P SMLCAP 600   46428780        73      960 SH       SHARED      04                            960
D ISHARES TR                     S^P SMLCAP 600   46428780       154     2000 SH       SHR/OTHR    23                           2000
D ISHARES TR                     S^P EURO PLUS    46428786         0        1 SH       SHARED                       1
D ISHARES TR                     S^P EURO PLUS    46428786         4      126 SH       SHARED      02                            126
D ISHARES TR                     S^P EURO PLUS    46428786       146     4000 SH       SHARED      20            4000
D ISHARES TR                     S^P SMLCP VALU   46428787        24      315 SH       SHARED      02                            315
D ISHARES TR                     S^P SH NTL AMTFR 46428815       160     1500 SH       SHARED      02                           1500
D ISHARES TR                     S^P GTFIDX ETF   46428817      6465   159484 SH       SHARED                  159484
D ISHARES TR                     S^P GTFIDX ETF   46428817       325     8024 SH       SHARED      10            8024
D ISHARES TR                     MSCI ACJPN IDX   46428818       233     4150 SH       SHARED                    4150
D ISHARES TR                     MSCI ACJPN IDX   46428818      4402    78245 SH       SHARED      01           78245
D ISHARES TR                     MSCI ACJPN IDX   46428818        94     1685 SH       SHR/OTHR    01                           1685
D ISHARES TR                     MSCI ACJPN IDX   46428818      7049   125300 SH       SHARED      02                         125300
D ISHARES TR                     MSCI ACJPN IDX   46428818       149     2650 SH       SHARED      04                           2650
D ISHARES TR                     MSCI ACJPN IDX   46428818        85     1512 SH       SHARED      20            1512
D ISHARES TR                     MSCI ACJPN IDX   46428818        52      931 SH       SHARED      23             931
D ISHARES TR                     MSCI ACJPN IDX   46428818        39      700 SH       SHR/OTHR    23                            700
D ISHARES TR                     MSCI ACJPN IDX   46428818      1406    25000 SH       SHARED      26           25000
D ISHARES TR                     MSCI ACWI EX     46428824       272     6930 SH       SHARED      02                           6930
D ISHARES TR                     MSCI ACWI INDX   46428825       115     2482 SH       SHARED      01            2482
D ISHARES TR                     MSCI ACWI INDX   46428825       186     4005 SH       SHR/OTHR    01                           4005
D ISHARES TR                     MSCI ACWI INDX   46428825     14092   301840 SH       SHARED      02                         301840
D ISHARES TR                     MSCI ACWI INDX   46428825       182     3906 SH       SHARED      20            3906
D ISHARES TR                     MSCI ACWI INDX   46428825       111     2396 SH       SHARED      23            2396
D ISHARES TR                     MSCI SMALL CAP   46428827      4479   115742 SH       SHARED      10          115742
D ISHARES TR                     JPMORGAN USD     46428828      1555    12830 SH       SHARED                   12830
D ISHARES TR                     JPMORGAN USD     46428828        51      421 SH       SHARED      01                            421
D ISHARES TR                     JPMORGAN USD     46428828       673     5554 SH       SHARED      02              88           5466
D ISHARES TR                     JPMORGAN USD     46428828       888     7330 SH       SHARED      04                           7330
D ISHARES TR                     JPMORGAN USD     46428828     10719    88400 SH       SHARED      06           88400
D ISHARES TR                     JPMORGAN USD     46428828       185     1533 SH       SHARED      20            1533
D ISHARES TR                     MID GRWTH INDX   46428830        10      100 SH       SHARED      02                            100
D ISHARES TR                     S^P AMTFREE MUNI 46428832       281     2500 SH       SHARED      01            2500
D ISHARES TR                     S^P CAL AMTFR MN 46428835       485     4172 SH       SHARED      02                           4172
D ISHARES TR                     S^P GLO INFRAS   46428837        14      400 SH       SHARED      02                            400
D ISHARES TR                     S^P NTL AMTFREE  46428841       241     2159 SH       SHARED      01            2159
D ISHARES TR                     S^P DEV EX-US    46428842        13      397 SH       SHARED      02                            397
D ISHARES TR                     DJ INTL SEL DIVD 46428844         0        2 SH       SHARED                       2
D ISHARES TR                     DJ INTL SEL DIVD 46428844       145     4605 SH       SHARED      02                           4605
D ISHARES TR                     EPRA/NAR DEV R/E 46428848       161     5202 SH       SHARED                    5202
D ISHARES TR                     DEV SM CP EX-N   46428849         9      291 SH       SHARED      02                            291
D ISHARES TR                     HIGH YLD CORP    46428851       184     2002 SH       SHARED                    2002
D ISHARES TR                     HIGH YLD CORP    46428851      3724    40351 SH       SHARED                   40351
D ISHARES TR                     HIGH YLD CORP    46428851      2600    28178 SH       SHARED      01           23303           4875
D ISHARES TR                     HIGH YLD CORP    46428851      5408    58598 SH       SHR/OTHR    01                          58598
D ISHARES TR                     HIGH YLD CORP    46428851     43083   466782 SH       SHARED      02          336617         130165
D ISHARES TR                     HIGH YLD CORP    46428851       258     2800 SH       SHARED      04                           2800
D ISHARES TR                     HIGH YLD CORP    46428851       809     8770 SH       SHARED      04                           8770
D ISHARES TR                     HIGH YLD CORP    46428851      4042    43800 SH       SHARED      06           43800
D ISHARES TR                     HIGH YLD CORP    46428851       162     1756 SH       SHARED      20            1456            300
D ISHARES TR                     HIGH YLD CORP    46428851       106     1150 SH       SHR/OTHR    21                           1150
D ISHARES TR                     HIGH YLD CORP    46428851       142     1541 SH       SHARED      23            1541
D ISHARES TR                     HIGH YLD CORP    46428851       245     2655 SH       SHR/OTHR    23                           2655
D ISHARES TR                     HIGH YLD CORP    46428851       385     4179 SH       SHARED      26            4179
D ISHARES TR                     MRTG PLS CAP IDX 46428853       288    19200 SH       SHARED                   19200
D ISHARES TR                     MRTG PLS CAP IDX 46428853       192    12786 SH       SHARED      02                          12786
D ISHARES TR                     MRTG PLS CAP IDX 46428853       288    19200 SH       SHARED      04                          19200
D ISHARES TR                     RETAIL CAP IDX   46428854        48     1400 SH       SHARED      02                           1400
D ISHARES TR                     RESIDENT PLS CAP 46428856        35      750 SH       SHARED      02                            750
D ISHARES TR                     MSCI KLD400 SOC  46428857       370     7109 SH       SHR/OTHR    23                           7109
D ISHARES TR                     BARCLYS MBS BD   46428858       172     1578 SH       SHARED      01             936            642
D ISHARES TR                     BARCLYS MBS BD   46428858        70      646 SH       SHR/OTHR    01                            646
D ISHARES TR                     BARCLYS MBS BD   46428858      5363    49135 SH       SHARED      02             862          48273
D ISHARES TR                     BARCLYS MBS BD   46428858        69      635 SH       SHARED      20             635
D ISHARES TR                     BARCLYS MBS BD   46428858        42      390 SH       SHARED      23             390
D ISHARES TR                     BARCLYS INTER GV 46428861       260     2302 SH       SHARED                    2302
D ISHARES TR                     BARCLYS INTER GV 46428861      1305    11545 SH       SHARED      01           11545
D ISHARES TR                     BARCLYS INTER GV 46428861       135     1200 SH       SHR/OTHR    23                           1200
D ISHARES TR                     BARCLYS CR BD    46428862        34      300 SH       SHARED      02             300
D ISHARES TR                     BARCLYS CR BD    46428862      1822    16000 SH       SHARED      15           16000
D ISHARES TR                     BARCLYS INTER CR 46428863       174     1563 SH       SHARED      01            1563
D ISHARES TR                     BARCLYS INTER CR 46428863        69      626 SH       SHR/OTHR    01                            626
D ISHARES TR                     BARCLYS INTER CR 46428863      5348    47995 SH       SHARED      02                          47995
D ISHARES TR                     BARCLYS INTER CR 46428863        66      599 SH       SHARED      20             599
D ISHARES TR                     BARCLYS INTER CR 46428863        40      362 SH       SHARED      23             362
D ISHARES TR                     BARCLYS 1-3YR CR 46428864       581     5500 SH       SHARED      01            5500
D ISHARES TR                     BARCLYS 1-3YR CR 46428864      1924    18196 SH       SHARED      02              97          18099
D ISHARES TR                     BARCLYS 1-3YR CR 46428864        52      495 SH       SHARED      20                            495
D ISHARES TR                     BARCLYS 1-3YR CR 46428864        44      425 SH       SHR/OTHR    23                            425
D ISHARES TR                     BARCLYS 10-20YR  46428865      3212    23494 SH       SHARED      02           23494
D ISHARES TR                     BARCLYS 3-7 YR   46428866       810     6550 SH       SHARED                    6550
D ISHARES TR                     BARCLYS 3-7 YR   46428866       494     3999 SH       SHARED      01            3999
D ISHARES TR                     BARCLYS 3-7 YR   46428866        88      718 SH       SHARED      02             300            418
D ISHARES TR                     BARCLYS 3-7 YR   46428866       810     6550 SH       SHARED      04                           6550
D ISHARES TR                     BARCLYS SH TREA  46428867      2275    20641 SH       SHARED      02           20641
D ISHARES TR                     US PFD STK IDX   46428868     51994  1304426 SH       SHARED                 1304426
D ISHARES TR                     US PFD STK IDX   46428868       835    20950 SH       SHARED      01            3900          17050
D ISHARES TR                     US PFD STK IDX   46428868       385     9670 SH       SHR/OTHR    01                           9670
D ISHARES TR                     US PFD STK IDX   46428868      1648    41357 SH       SHARED      02                          41357
D ISHARES TR                     US PFD STK IDX   46428868      2498    62686 SH       SHARED      10           62686
D ISHARES TR                     US PFD STK IDX   46428868        36      925 SH       SHR/OTHR    23                            925
D ISHARES TR                     S^P GLB MTRLS    46428869        53      895 SH       SHARED      02                            895
D ISHARES TR                     S^P GL UTILITI   46428871        59     1400 SH       SHARED      02                           1400
D ISHARES TR                     S^P GL INDUSTR   46428872        10      200 SH       SHARED      02                            200
D ISHARES TR                     S^P GL C STAPL   46428873        50      689 SH       SHARED                     689
D ISHARES TR                     S^P GL C STAPL   46428873        29      400 SH       SHARED                     400
D ISHARES TR                     DJ HOME CONSTN   46428875         0        1 SH       SHARED                       1
D ISHARES TR                     DJ HOME CONSTN   46428875       164     8500 SH       SHARED      02                           8500
D ISHARES TR                     DJ BROKER-DEAL   46428879      6089   274200 SH       SHARED      02          274200
D ISHARES TR                     DJ MED DEVICES   46428881        20      300 SH       SHARED      02                            300
D ISHARES TR                     DJ HEALTH CARE   46428882       269     3933 SH       SHARED      02                           3933
D ISHARES TR                     DJ PHARMA INDX   46428883       152     1700 SH       SHARED      02                           1700
D ISHARES TR                     DJ PHARMA INDX   46428883       367     4100 SH       SHARED      26            4100
D ISHARES TR                     DJ OIL^GAS EXP   46428885        25      400 SH       SHARED      20             400
D ISHARES TR                     MSCI VAL IDX     46428887        34      765 SH       SHARED      02                            765
D ISHARES TR                     ZEALAND INVST    46428912       219     6544 SH       SHARED      02            6044            500
D ISHARES TR                     10+ YR CR BD     46428951       106     1687 SH       SHARED      02              87           1600
D ISHARES TR                     MSCI PERU CAP    46428984         8      200 SH       SHARED                     200
D ISHARES TR                     MSCI PERU CAP    46428984      4260    96143 SH       SHARED      02            1197          94946
D ISHARES TR                     UTILITIES SECT   46429B18      1994    38180 SH       SHARED      02           38180
D ISHARES TR                     INDUSTRIAL SCT   46429B22      5477   105334 SH       SHARED      02          105334
D ISHARES TR                     FINANCIALS SEC   46429B25      9199   174229 SH       SHARED      02          174229
D ISHARES TR                     US TREASURY BD   46429B26      2487    98253 SH       SHARED      02           98253
D ISHARES TR                     AAA A RATED CP   46429B29      5403   103225 SH       SHARED      02          103225
D ISHARES TR                     INDONE INVS MRKT 46429B30         1       45 SH       SHARED                      45
D ISHARES TR                     INDONE INVS MRKT 46429B30        42     1412 SH       SHARED      02             190           1222
D ISHARES TR                     GNMA BD FD       46429B33         0        4 SH       SHARED      02               4
D ISHARES TR                     BARCLAYS CMBS    46429B36       280     5393 SH       SHARED      02            5393
D ISHARES TR                     PHILL INVSTMRK   46429B40        52     1700 SH       SHARED      02                           1700
D ISHARES TR                     POLND INVT MKT   46429B60        33     1275 SH       SHARED      02            1275
D ISHARES TR                     HGH DIV EQT FD   46429B66       336     5525 SH       SHARED      02                           5525
D ISHARES TR                     MSCI CHINA IDX   46429B67       282     6719 SH       SHARED      02            6719
D ISHARES TR                     MSCI RUSS INDX   46429B70       184     8188 SH       SHARED      02            8188
D ISIS PHARMACEUTICALS INC       COM              46433010       264    18776 SH       SHARED                   16493           2283
D ISIS PHARMACEUTICALS INC       COM              46433010       409    29137 SH       SHARED      02           28082           1055
D ISIS PHARMACEUTICALS INC       COM              46433010         1      584 SH CALL  SHARED      02             584
D ISIS PHARMACEUTICALS INC       COM              46433010         1     1168 SH PUT   SHARED      02            1168
D ISIS PHARMACEUTICALS INC       COM              46433010      1596   113473 SH       SHARED      04          113473
D ISLE OF CAPRI CASINOS INC      COM              46459210        23     3343 SH       SHARED                    3343
D ISLE OF CAPRI CASINOS INC      COM              46459210         0        3 SH       SHARED      02               3
D ISOFTSTONE HLDGS LTD           SPONSORED ADS    46489B10        70    13230 SH       SHARED                   13200             30
D ISORAY INC                     COM              46489V10         7    10000 SH       SHR/OTHR    23                          10000
D ISRAMCO INC                    COM NEW          46514140         5       44 SH       SHARED                      44
D ISRAMCO INC                    COM NEW          46514140        23      201 SH       SHARED      02             201
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210     19104  1250302 SH       SHARED                 1250302
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210         5      500 SH PUT   SHARED                     500
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210        19     1300 SH       SHARED      01                           1300
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210     10410   681287 SH       SHARED      02          681195             92
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210      4912   321469 SH       SHARED      04          321469
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210       258    16913 SH       SHARED      05           16913
D ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 46556210      1528   100000 SH       SHARED      05          100000
D ITC HLDGS CORP                 COM              46568510       887    11743 SH       SHARED                   11743
D ITC HLDGS CORP                 COM              46568510       219     2900 SH       SHARED      01            2900
D ITC HLDGS CORP                 COM              46568510        96     1282 SH       SHARED      02            1022            260
D ITC HLDGS CORP                 COM              46568510        98     1300 SH       SHARED      10            1300
D ITC HLDGS CORP                 COM              46568510        19      254 SH       SHARED      21             254
D ITRON INC                      COM              46574110      4584   106291 SH       SHARED                  105440            851
D ITRON INC                      COM              46574110       103     2400 SH       SHARED      01            2400
D ITRON INC                      COM              46574110       659    15300 SH       SHARED      04            7000           8300
D ITRON INC                      COM              46574110       862    20000 SH       SHARED      06                          20000
D IXYS CORP                      COM              46600W10        38     3902 SH       SHARED                    3902
D IXYS CORP                      COM              46600W10         0        4 SH       SHARED      02               4
D IXYS CORP                      COM              46600W10        72     7300 SH       SHARED      26            7300
D J & J SNACK FOODS CORP         COM              46603210       661    11547 SH       SHARED                   11547
D J & J SNACK FOODS CORP         COM              46603210         1       30 SH       SHARED      02              30
D J & J SNACK FOODS CORP         COM              46603210       235     4100 SH       SHARED      10            4100
D JA SOLAR HOLDINGS CO LTD       NOTE  4.500% 5/1 466090AA       285   300000 PRN      SHARED      02                         300000
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010       957  1116305 SH       SHARED                 1116305
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010         0      900 SH       SHARED      02             900
D J ALEXANDERS CORP              COM              46609610       208    14400 SH       SHARED                   13900            500
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50      8134   657100 SH       SHARED                  657100
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       222    18000 SH       SHARED      01           18000
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       107     8643 SH       SHARED      02            4894           3749
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50         1     5745 SH CALL  SHARED      02            5745
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        61     5000 SH       SHARED      06                           5000
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       676    54655 SH       SHARED      10           54655
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        10      860 SH       SHARED      21             860
D JDA SOFTWARE GROUP INC         COM              46612K10      1047    32969 SH       SHARED                   32969
D JDA SOFTWARE GROUP INC         COM              46612K10         0        6 SH       SHARED      02               6
D JDA SOFTWARE GROUP INC         COM              46612K10     21389   673049 SH       SHARED      10          673049
D JPMORGAN CHASE & CO            COM              46625H10      5445   134534 SH       SHARED                    2393         132141
D JPMORGAN CHASE & CO            COM              46625H10    271750  6713215 SH       SHARED                 6681915          31300
D JPMORGAN CHASE & CO            COM              46625H10        14     5031 SH CALL  SHARED                    5031
D JPMORGAN CHASE & CO            COM              46625H10         6     4000 SH PUT   SHARED                    4000
D JPMORGAN CHASE & CO            COM              46625H10     64091  1583292 SH       SHARED      01         1341676   500   241116
D JPMORGAN CHASE & CO            COM              46625H10      5123   126559 SH       SHR/OTHR    01                         126559
D JPMORGAN CHASE & CO            COM              46625H10      4450   109939 SH       SHARED      02           20115          89824
D JPMORGAN CHASE & CO            COM              46625H10        84    38575 SH CALL  SHARED      02           38575
D JPMORGAN CHASE & CO            COM              46625H10         2     1900 SH PUT   SHARED      02            1900
D JPMORGAN CHASE & CO            COM              46625H10       716    17698 SH       SHARED      04           13428           4270
D JPMORGAN CHASE & CO            COM              46625H10    190947  4717090 SH       SHARED      04         4717090
D JPMORGAN CHASE & CO            COM              46625H10      1235    30530 SH       SHARED      05           30530
D JPMORGAN CHASE & CO            COM              46625H10     30625   756562 SH       SHARED      06          474550         282012
D JPMORGAN CHASE & CO            COM              46625H10     59857  1478690 SH       SHARED      10         1475476           3214
D JPMORGAN CHASE & CO            COM              46625H10       520    12850 SH       SHARED      15           12850
D JPMORGAN CHASE & CO            COM              46625H10      3588    88637 SH       SHARED      20           34045   270    54322
D JPMORGAN CHASE & CO            COM              46625H10      1571    38813 SH       SHR/OTHR    20                          38813
D JPMORGAN CHASE & CO            COM              46625H10       777    19210 SH       SHARED      21           19077            133
D JPMORGAN CHASE & CO            COM              46625H10       566    13995 SH       SHR/OTHR    21                          13995
D JPMORGAN CHASE & CO            COM              46625H10     12225   302002 SH       SHARED      23          279583          22419
D JPMORGAN CHASE & CO            COM              46625H10     14440   356722 SH       SHR/OTHR    23                         356722
D JPMORGAN CHASE & CO            COM              46625H10      4311   106509 SH       SHARED      26          106509
D JPMORGAN CHASE & CO            COM              46625H10       594    14688 SH       SHARED      27           14688
D JPMORGAN CHASE & CO            COM              46625H10      1204    29760 SH       SHARED      29           29760
D JPMORGAN CHASE & CO            COM              46625H10      3177    78500 SH       SHARED      30           78500
D JPMORGAN CHASE & CO            COM              46625H10     20998   518733 SH       SHARED      31          518733
D JPMORGAN CHASE & CO            ALERIAN ML ETN   46625H36        16      410 SH       SHARED                     410
D JPMORGAN CHASE & CO            ALERIAN ML ETN   46625H36     51116  1263847 SH       SHARED                 1263847
D JPMORGAN CHASE & CO            ALERIAN ML ETN   46625H36        60     1500 SH       SHARED      01            1500
D JPMORGAN CHASE & CO            ALERIAN ML ETN   46625H36     16634   411286 SH       SHARED      02          352621          58665
D JMP GROUP INC                  COM              46629U10         4      731 SH       SHARED                     704             27
D JMP GROUP INC                  COM              46629U10         0        2 SH       SHARED      02               2
D JABIL CIRCUIT INC              COM              46631310      7680   410287 SH       SHARED                  409487            800
D JABIL CIRCUIT INC              COM              46631310       297    15917 SH       SHARED      01           15917
D JABIL CIRCUIT INC              COM              46631310        54     2893 SH       SHARED      02            2893
D JABIL CIRCUIT INC              COM              46631310        86     4600 SH       SHARED      06                           4600
D JABIL CIRCUIT INC              COM              46631310      4136   220959 SH       SHARED      10          220959
D JACK IN THE BOX INC            COM              46636710      4043   143856 SH       SHARED                  143856
D JACK IN THE BOX INC            COM              46636710         2       86 SH       SHARED      02              86
D JACKSONVILLE BANCORP INC FLA   COM              46924910         0      400 SH       SHARED      02             400
D JACOBS ENGR GROUP INC DEL      COM              46981410        18      453 SH       SHARED                     453
D JACOBS ENGR GROUP INC DEL      COM              46981410      4838   119673 SH       SHARED                  119060            613
D JACOBS ENGR GROUP INC DEL      COM              46981410      1495    37000 SH       SHARED      01           37000
D JACOBS ENGR GROUP INC DEL      COM              46981410         0        5 SH       SHARED      02               5
D JACOBS ENGR GROUP INC DEL      COM              46981410         1       40 SH       SHARED      05              40
D JACOBS ENGR GROUP INC DEL      COM              46981410      2065    51100 SH       SHARED      06            4300          46800
D JACOBS ENGR GROUP INC DEL      COM              46981410      1160    28704 SH       SHARED      10           28704
D JACOBS ENGR GROUP INC DEL      COM              46981410      2369    58608 SH       SHARED      27           58608
D JAGUAR MNG INC                 NOTE  5.500% 3/3 47009MAJ       251   450000 PRN      SHARED                  450000
D JAGUAR MNG INC                 COM              47009M10       177   147577 SH       SHARED                  147577
D JAGUAR MNG INC                 COM              47009M10        12    10200 SH       SHARED      01           10200
D JAGUAR MNG INC                 COM              47009M10         1     1000 SH       SHARED      02                           1000
D JAKKS PAC INC                  NOTE  4.500%11/0 47012EAD       114   100000 PRN      SHARED                  100000
D JAKKS PAC INC                  COM              47012E10      2005   137660 SH       SHARED                  137660
D JAKKS PAC INC                  COM              47012E10         0       57 SH       SHARED      02              57
D JAKKS PAC INC                  COM              47012E10        21     1500 SH       SHARED      10            1500
D JAMBA INC                      COM              47023A10        38    17369 SH       SHARED                   17369
D JAMBA INC                      COM              47023A10         0       19 SH       SHARED      02              19
D JAMBA INC                      COM              47023A10        14     6400 SH       SHARED      10            6400
D JAMES RIVER COAL CO            NOTE  4.500%12/0 470355AF        76   200000 PRN      SHARED                  200000
D JAMES RIVER COAL CO            NOTE  3.125% 3/1 470355AH       363  1100000 PRN      SHARED      02         1100000
D JAMES RIVER COAL CO            COM NEW          47035520       204    70889 SH       SHARED                   70889
D JAMES RIVER COAL CO            COM NEW          47035520         4     1675 SH       SHARED      01            1675
D JANUS CAP GROUP INC            COM              47102X10      1996   211524 SH       SHARED                  211524
D JANUS CAP GROUP INC            COM              47102X10        59     6300 SH       SHARED      01            6300
D JANUS CAP GROUP INC            COM              47102X10        15     1650 SH       SHARED      02            1650
D JANUS CAP GROUP INC            COM              47102X10      1010   107000 SH       SHARED      04          107000
D JANUS CAP GROUP INC            COM              47102X10        18     2000 SH       SHARED      23            2000
D JANUS CAP GROUP INC            COM              47102X10      3134   332000 SH       SHARED      30          332000
D JAPAN EQUITY FD INC            COM              47105710         6     1225 SH       SHARED      02                           1225
D JARDEN CORP                    COM              47110910      5635   106656 SH       SHARED                  106656
D JARDEN CORP                    COM              47110910        17      325 SH       SHARED      01             325
D JARDEN CORP                    COM              47110910       122     2317 SH       SHARED      02            1950            367
D JARDEN CORP                    COM              47110910     22676   429146 SH       SHARED      10          429146
D JARDEN CORP                    COM              47110910        22      434 SH       SHARED      21             314            120
D JEFFERIES GROUP INC NEW        COM              47231910      2362   172584 SH       SHARED                  170294           2290
D JEFFERIES GROUP INC NEW        COM              47231910         8      600 SH       SHARED      01             600
D JEFFERIES GROUP INC NEW        COM              47231910       789    57664 SH       SHARED      02           56232           1432
D JEFFERIES GROUP INC NEW        COM              47231910         1      900 SH PUT   SHARED      02             900
D JEFFERIES GROUP INC NEW        COM              47231910       616    45000 SH       SHARED      04           45000
D JETBLUE AIRWAYS CORP           DBCV  5.500%10/1 477143AD      2992  2479000 PRN      SHARED      02         2479000
D JETBLUE AIRWAYS CORP           DBCV  6.750%10/1 477143AF      3989  3241000 PRN      SHARED                 3241000
D JETBLUE AIRWAYS CORP           DBCV  6.750%10/1 477143AG      1952  1530000 PRN      SHARED                 1530000
D JETBLUE AIRWAYS CORP           DBCV  6.750%10/1 477143AG      3186  2497000 PRN      SHARED      02         2497000
D JETBLUE AIRWAYS CORP           COM              47714310      1070   223306 SH       SHARED                  223306
D JETBLUE AIRWAYS CORP           COM              47714310        93    19500 SH       SHARED      01           19500
D JETBLUE AIRWAYS CORP           COM              47714310         2      450 SH       SHR/OTHR    01                            450
D JETBLUE AIRWAYS CORP           COM              47714310       120    25215 SH       SHARED      02           25020            195
D JINKOSOLAR HLDG CO LTD         SPONSORED ADR    47759T10       519   137157 SH       SHARED                  137157
D JIVE SOFTWARE INC              COM              47760A10         2      182 SH       SHARED      02               5            177
D JIVE SOFTWARE INC              COM              47760A10         0      375 SH CALL  SHARED      02             375
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       374    22956 SH       SHARED                   22306            650
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         8      526 SH       SHARED      01             526
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         3      185 SH       SHARED      02             185
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910        86     5318 SH       SHARED      10            5318
D JOHN HANCOCK HDG EQ & INC FD   COM              47804L10        60     3670 SH       SHARED      02                           3670
D JOHNSON & JOHNSON              COM              47816010      1876    27225 SH       SHARED                   20375           6850
D JOHNSON & JOHNSON              COM              47816010    306136  4442561 SH       SHARED                 3933875         508686
D JOHNSON & JOHNSON              COM              47816010         3     3568 SH CALL  SHARED                    3568
D JOHNSON & JOHNSON              COM              47816010         1     1050 SH PUT   SHARED                    1050
D JOHNSON & JOHNSON              COM              47816010     64298   933079 SH       SHARED      01          835116          97963
D JOHNSON & JOHNSON              COM              47816010      5650    81994 SH       SHR/OTHR    01                          81994
D JOHNSON & JOHNSON              COM              47816010     21158   307052 SH       SHARED      02          184026         123026
D JOHNSON & JOHNSON              COM              47816010        36    20850 SH CALL  SHARED      02           20850
D JOHNSON & JOHNSON              COM              47816010         1     3342 SH PUT   SHARED      02            3342
D JOHNSON & JOHNSON              COM              47816010       668     9696 SH       SHARED      04            8196           1500
D JOHNSON & JOHNSON              COM              47816010    237732  3449900 SH       SHARED      04         3449900
D JOHNSON & JOHNSON              COM              47816010      1289    18712 SH       SHARED      05           18712
D JOHNSON & JOHNSON              COM              47816010     25221   366010 SH       SHARED      06          210940         155070
D JOHNSON & JOHNSON              COM              47816010     68713   997150 SH       SHARED      10          997150
D JOHNSON & JOHNSON              COM              47816010      2851    41375 SH       SHARED      20           19885          21490
D JOHNSON & JOHNSON              COM              47816010       902    13102 SH       SHR/OTHR    20                          13102
D JOHNSON & JOHNSON              COM              47816010       410     5952 SH       SHARED      21            5952
D JOHNSON & JOHNSON              COM              47816010       106     1551 SH       SHR/OTHR    21                           1551
D JOHNSON & JOHNSON              COM              47816010     22627   328367 SH       SHARED      23          309517          18850
D JOHNSON & JOHNSON              COM              47816010     31279   453916 SH       SHR/OTHR    23                         453916
D JOHNSON & JOHNSON              COM              47816010      2131    30929 SH       SHARED      27           30929
D JOHNSON & JOHNSON              COM              47816010      5703    82770 SH       SHARED      29           82770
D JOHNSON & JOHNSON              COM              47816010      6070    88100 SH       SHARED      30           88100
D JOHNSON & JOHNSON              COM              47816010     19945   289449 SH       SHARED      31          289449
D JOHNSON CTLS INC               COM              47836610     25676   937091 SH       SHARED                  937091
D JOHNSON CTLS INC               COM              47836610      5042   184035 SH       SHARED      01          184035
D JOHNSON CTLS INC               COM              47836610        82     3000 SH       SHR/OTHR    01                           3000
D JOHNSON CTLS INC               COM              47836610       810    29576 SH       SHARED      02           10635          18941
D JOHNSON CTLS INC               COM              47836610         0       28 SH PUT   SHARED      02              28
D JOHNSON CTLS INC               COM              47836610      3512   128200 SH       SHARED      04          120550           7650
D JOHNSON CTLS INC               COM              47836610       287    10500 SH       SHARED      05           10500
D JOHNSON CTLS INC               COM              47836610      2286    83460 SH       SHARED      06           58390          25070
D JOHNSON CTLS INC               COM              47836610      5389   196710 SH       SHARED      10          196710
D JOHNSON CTLS INC               COM              47836610       142     5190 SH       SHARED      21            5190
D JOHNSON CTLS INC               COM              47836610        17      625 SH       SHR/OTHR    23                            625
D JOHNSON CTLS INC               COM              47836610       959    35000 SH       SHARED      26           35000
D JOHNSON OUTDOORS INC           CL A             47916710         4      204 SH       SHARED                     204
D JOHNSON OUTDOORS INC           CL A             47916710         0        2 SH       SHARED      02               2
D JONES LANG LASALLE INC         COM              48020Q10       269     3525 SH       SHARED                    3525
D JONES LANG LASALLE INC         COM              48020Q10      4456    58367 SH       SHARED                   58367
D JONES LANG LASALLE INC         COM              48020Q10         3       50 SH       SHARED      01              50
D JONES LANG LASALLE INC         COM              48020Q10        59      778 SH       SHARED      02             778
D JONES LANG LASALLE INC         COM              48020Q10        16      221 SH       SHARED      21             221
D JONES GROUP INC                COM              48020T10      1343   104381 SH       SHARED                  104381
D JONES GROUP INC                COM              48020T10        31     2425 SH       SHARED      01            2425
D JONES GROUP INC                COM              48020T10       152    11813 SH       SHARED      02              13          11800
D JONES GROUP INC                COM              48020T10     27034  2100558 SH       SHARED      10         2100558
D JONES SODA CO                  COM              48023P10         5    17509 SH       SHARED      02           17509
D JOS A BANK CLOTHIERS INC       COM              48083810      1028    21221 SH       SHARED                   20442            779
D JOS A BANK CLOTHIERS INC       COM              48083810         2       54 SH       SHARED      02              54
D JOS A BANK CLOTHIERS INC       COM              48083810        67     1400 SH       SHARED      23            1400
D JOURNAL COMMUNICATIONS INC     CL A             48113010        28     5486 SH       SHARED                    5486
D JOURNAL COMMUNICATIONS INC     CL A             48113010         0        6 SH       SHARED      02               6
D JOY GLOBAL INC                 COM              48116510        23      428 SH       SHARED                     428
D JOY GLOBAL INC                 COM              48116510      8033   143309 SH       SHARED                  143309
D JOY GLOBAL INC                 COM              48116510      3132    55875 SH       SHARED      01           25775          30100
D JOY GLOBAL INC                 COM              48116510      8864   158128 SH       SHARED      02          156878           1250
D JOY GLOBAL INC                 COM              48116510         3      428 SH PUT   SHARED      02             428
D JOY GLOBAL INC                 COM              48116510     12024   214500 SH       SHARED      04          214500
D JOY GLOBAL INC                 COM              48116510         2       50 SH       SHARED      05              50
D JOY GLOBAL INC                 COM              48116510      2184    38960 SH       SHARED      06           35000           3960
D JOY GLOBAL INC                 COM              48116510      3302    58906 SH       SHARED      10           58906
D JOY GLOBAL INC                 COM              48116510        22      400 SH       SHARED      23             200            200
D JOY GLOBAL INC                 COM              48116510       168     3000 SH       SHR/OTHR    23                           3000
D JOY GLOBAL INC                 COM              48116510        98     1751 SH       SHARED      27            1751
D JOY GLOBAL INC                 COM              48116510       494     8820 SH       SHARED      29            8820
D JOY GLOBAL INC                 COM              48116510       274     4900 SH       SHARED      30            4900
D J2 GLOBAL INC                  COM              48123V10      1097    33448 SH       SHARED                   33448
D J2 GLOBAL INC                  COM              48123V10        91     2800 SH       SHARED      01            2800
D J2 GLOBAL INC                  COM              48123V10         4      131 SH       SHARED      02             131
D JUNIPER NETWORKS INC           COM              48203R10        18     1100 SH       SHARED                    1100
D JUNIPER NETWORKS INC           COM              48203R10     12122   708514 SH       SHARED                  708223            291
D JUNIPER NETWORKS INC           COM              48203R10      2364   138203 SH       SHARED      01          138203
D JUNIPER NETWORKS INC           COM              48203R10        65     3831 SH       SHARED      02            3697            134
D JUNIPER NETWORKS INC           COM              48203R10         0     3000 SH CALL  SHARED      02            3000
D JUNIPER NETWORKS INC           COM              48203R10      1274    74470 SH       SHARED      04           74470
D JUNIPER NETWORKS INC           COM              48203R10         6      360 SH       SHARED      05             360
D JUNIPER NETWORKS INC           COM              48203R10       702    41070 SH       SHARED      06           22210          18860
D JUNIPER NETWORKS INC           COM              48203R10      2154   125915 SH       SHARED      10          125915
D JUNIPER NETWORKS INC           COM              48203R10      2737   160000 SH       SHARED      20          160000
D JUNIPER NETWORKS INC           COM              48203R10       916    53565 SH       SHARED      26           53565
D JUNIPER NETWORKS INC           COM              48203R10       303    17720 SH       SHARED      29           17720
D JUST ENERGY GROUP INC          COM              48213W10      1135   104205 SH       SHARED                  104205
D JUST ENERGY GROUP INC          COM              48213W10        43     4000 SH       SHARED      02             200           3800
D KAR AUCTION SVCS INC           COM              48238T10       139     7066 SH       SHARED                    5803           1263
D KAR AUCTION SVCS INC           COM              48238T10        43     2201 SH       SHARED      02               1           2200
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10       924    26200 SH       SHARED      04           26200
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10        56     1592 SH       SHARED      06            1592
D KBR INC                        COM              48242W10     23924   802307 SH       SHARED                  802307
D KBR INC                        COM              48242W10      1021    34250 SH       SHARED      01           34250
D KBR INC                        COM              48242W10        99     3327 SH       SHARED      02            1627           1700
D KBR INC                        COM              48242W10       353    11864 SH       SHARED      04           11864
D KBR INC                        COM              48242W10     14157   474750 SH       SHARED      04          474750
D KBR INC                        COM              48242W10         2       80 SH       SHARED      05              80
D KBR INC                        COM              48242W10      2514    84315 SH       SHARED      06           24315          60000
D KBR INC                        COM              48242W10         6      230 SH       SHARED      21                            230
D KBR INC                        COM              48242W10       110     3700 SH       SHARED      26            3700
D KBR INC                        COM              48242W10       344    11558 SH       SHARED      27           11558
D KBW INC                        COM              48242310        86     5236 SH       SHARED                    5236
D KBW INC                        COM              48242310       140     8553 SH       SHARED      02            8553
D KBW INC                        COM              48242310        57     3500 SH       SHARED      10            3500
D KIT DIGITAL INC                COM NEW          48247020        24     8194 SH       SHARED                    8194
D KIT DIGITAL INC                COM NEW          48247020        41    13900 SH       SHARED      01           13900
D KIT DIGITAL INC                COM NEW          48247020         0        8 SH       SHARED      02               8
D KKR FINANCIAL HLDGS LLC        COM              48248A30      5166   514037 SH       SHARED                  514037
D KKR FINANCIAL HLDGS LLC        COM              48248A30       309    30800 SH       SHARED      02                          30800
D KKR & CO L P DEL               COM UNITS        48248M10     30692  2031281 SH       SHARED                 2031281
D KKR & CO L P DEL               COM UNITS        48248M10      1858   123000 SH       SHARED      02          105000          18000
D KLA-TENCOR CORP                COM              48248010       143     3004 SH       SHARED                    3004
D KLA-TENCOR CORP                COM              48248010     16853   353279 SH       SHARED                  353279
D KLA-TENCOR CORP                COM              48248010      1935    40575 SH       SHARED      01           40575
D KLA-TENCOR CORP                COM              48248010      4346    91114 SH       SHARED      02             914          90200
D KLA-TENCOR CORP                COM              48248010         0        1 SH CALL  SHARED      02               1
D KLA-TENCOR CORP                COM              48248010         0        1 SH PUT   SHARED      02               1
D KLA-TENCOR CORP                COM              48248010      2731    57264 SH       SHARED      04           57264
D KLA-TENCOR CORP                COM              48248010         4      100 SH       SHARED      05             100
D KLA-TENCOR CORP                COM              48248010       696    14590 SH       SHARED      06           10020           4570
D KLA-TENCOR CORP                COM              48248010      9547   200145 SH       SHARED      10          200145
D KLA-TENCOR CORP                COM              48248010         2       53 SH       SHARED      21                             53
D KLA-TENCOR CORP                COM              48248010      2385    50000 SH       SHARED      30           50000
D KLA-TENCOR CORP                COM              48248010      6987   146478 SH       SHARED      31          146478
D KMG CHEMICALS INC              COM              48256410         6      331 SH       SHARED                     331
D KMG CHEMICALS INC              COM              48256410         0        2 SH       SHARED      02               2
D KT CORP                        SPONSORED ADR    48268K10      2353   150453 SH       SHARED                  150453
D KT CORP                        SPONSORED ADR    48268K10      1066    68200 SH       SHARED      04           68200
D KT CORP                        SPONSORED ADR    48268K10      2130   136200 SH       SHARED      06           11200         125000
D K-SWISS INC                    CL A             48268610       274    80051 SH       SHARED                   80051
D K-SWISS INC                    CL A             48268610        10     3092 SH       SHARED      02              92           3000
D K-SWISS INC                    CL A             48268610        63    18600 SH       SHARED      10           18600
D K12 INC                        COM              48273U10        89     4429 SH       SHARED                    4429
D K12 INC                        COM              48273U10         4      206 SH       SHARED      02             206
D K12 INC                        COM              48273U10        26     1300 SH       SHARED      10            1300
D KVH INDS INC                   COM              48273810         8      612 SH       SHARED                     612
D KVH INDS INC                   COM              48273810         0        4 SH       SHARED      02               4
D KVH INDS INC                   COM              48273810        79     5900 SH       SHARED      10            5900
D KADANT INC                     COM              48282T10        42     1832 SH       SHARED                    1832
D KADANT INC                     COM              48282T10       397    17128 SH       SHARED      01           13928           3200
D KADANT INC                     COM              48282T10       815    35150 SH       SHR/OTHR    01                          35150
D KADANT INC                     COM              48282T10       166     7200 SH       SHARED      26            7200
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770      1803    30879 SH       SHARED                   30879
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770         7      132 SH       SHARED      02             132
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       684    11724 SH       SHARED      04           11724
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       233     4000 SH       SHARED      10            4000
D KAISER FED FINL GROUP INC      COM              48305610       199    13197 SH       SHARED                   13197
D KAISER FED FINL GROUP INC      COM              48305610         0        2 SH       SHARED      02               2
D KAMAN CORP                     COM              48354810       717    20011 SH       SHARED                   20011
D KAMAN CORP                     COM              48354810         1       52 SH       SHARED      02              52
D KAMAN CORP                     COM              48354810       297     8300 SH       SHARED      10            8300
D KANSAS CITY LIFE INS CO        COM              48483610        58     1509 SH       SHARED                    1509
D KANSAS CITY LIFE INS CO        COM              48483610         0        1 SH       SHARED      02               1
D KANSAS CITY SOUTHERN           COM NEW          48517030      8809   116255 SH       SHARED                  116255
D KANSAS CITY SOUTHERN           COM NEW          48517030      2083    27500 SH       SHARED      01           27500
D KANSAS CITY SOUTHERN           COM NEW          48517030        19      255 SH       SHARED      02             201             54
D KANSAS CITY SOUTHERN           COM NEW          48517030         7      100 SH       SHARED      05             100
D KANSAS CITY SOUTHERN           COM NEW          48517030       923    12190 SH       SHARED      06           11750            440
D KANSAS CITY SOUTHERN           COM NEW          48517030       159     2100 SH       SHARED      10            2100
D KANSAS CITY SOUTHERN           COM NEW          48517030         8      110 SH       SHARED      21                            110
D KAPSTONE PAPER & PACKAGING C   COM              48562P10      4238   189288 SH       SHARED                  189288
D KAPSTONE PAPER & PACKAGING C   COM              48562P10       154     6922 SH       SHARED      02              69           6853
D KAYAK SOFTWARE CORP            CL A             48657710       814    23058 SH       SHARED                   23058
D KAYAK SOFTWARE CORP            CL A             48657710        42     1200 SH       SHARED      02                           1200
D KAYDON CORP                    COM              48658710       566    25372 SH       SHARED                   24572            800
D KAYDON CORP                    COM              48658710        79     3558 SH       SHARED      02              58           3500
D KAYDON CORP                    COM              48658710        24     1100 SH       SHARED      10            1100
D KAYNE ANDERSON ENRGY TTL RT    COM              48660P10        80     2900 SH       SHARED      02                           2900
D KAYNE ANDERSON MLP INVSMNT C   COM              48660610      2533    81089 SH       SHARED      02                          81089
D KAYNE ANDERSON MDSTM ENERGY    COM              48661E10       234     8000 SH       SHARED      02                           8000
D KB HOME                        COM              48666K10      6509   453591 SH       SHARED                  453591
D KB HOME                        COM              48666K10      1545   107705 SH       SHARED      02           99270           8435
D KB HOME                        COM              48666K10         0      838 SH PUT   SHARED      02             838
D KB HOME                        COM              48666K10       114     8000 SH       SHARED      10            8000
D KCAP FINL INC                  COM              48668E10         0        6 SH       SHARED      02               6
D KCAP FINL INC                  COM              48668E10       875    94500 SH       SHARED      10           94500
D KEARNY FINL CORP               COM              48716910        24     2566 SH       SHARED                    2566
D KEARNY FINL CORP               COM              48716910         2      255 SH       SHARED      02               3            252
D KEEGAN RES INC                 COM              48727510      1278   344656 SH       SHARED                  344656
D KELLOGG CO                     COM              48783610       111     2159 SH       SHARED                    2159
D KELLOGG CO                     COM              48783610     17787   344315 SH       SHARED                  344315
D KELLOGG CO                     COM              48783610      6263   121235 SH       SHARED      01          105912          15323
D KELLOGG CO                     COM              48783610       413     8005 SH       SHR/OTHR    01                           8005
D KELLOGG CO                     COM              48783610       481     9328 SH       SHARED      02               6           9322
D KELLOGG CO                     COM              48783610         1     2940 SH CALL  SHARED      02            2940
D KELLOGG CO                     COM              48783610         0      800 SH PUT   SHARED      02             800
D KELLOGG CO                     COM              48783610        46      900 SH       SHARED      04             900
D KELLOGG CO                     COM              48783610       551    10670 SH       SHARED      05           10670
D KELLOGG CO                     COM              48783610      1480    28650 SH       SHARED      06           19850           8800
D KELLOGG CO                     COM              48783610      5108    98889 SH       SHARED      10           98889
D KELLOGG CO                     COM              48783610        64     1240 SH       SHARED      20            1040            200
D KELLOGG CO                     COM              48783610        20      402 SH       SHR/OTHR    20                            402
D KELLOGG CO                     COM              48783610       295     5725 SH       SHARED      21            5725
D KELLOGG CO                     COM              48783610        71     1390 SH       SHR/OTHR    21                           1390
D KELLOGG CO                     COM              48783610       785    15200 SH       SHARED      23           14840            360
D KELLOGG CO                     COM              48783610      1548    29980 SH       SHR/OTHR    23                          29980
D KELLOGG CO                     COM              48783610       988    19130 SH       SHARED      27           19130
D KELLOGG CO                     COM              48783610      2180    42200 SH       SHARED      30           42200
D KELLY SVCS INC                 CL A             48815220       820    65146 SH       SHARED                   65146
D KELLY SVCS INC                 CL A             48815220       253    20087 SH       SHARED      01           16287           3800
D KELLY SVCS INC                 CL A             48815220       516    41000 SH       SHR/OTHR    01                          41000
D KELLY SVCS INC                 CL A             48815220         0       67 SH       SHARED      02              67
D KELLY SVCS INC                 CL A             48815220       152    12100 SH       SHARED      10           12100
D KEMET CORP                     COM NEW          48836020       429    97613 SH       SHARED                   97613
D KEMET CORP                     COM NEW          48836020         8     2009 SH       SHARED      02               9           2000
D KEMPER CORP DEL                COM              48840110      2261    73654 SH       SHARED                   72841            813
D KEMPER CORP DEL                COM              48840110         0        5 SH       SHR/OTHR    01                              5
D KEMPER CORP DEL                COM              48840110        16      544 SH       SHARED      02             544
D KENEXA CORP                    COM              48887910      8303   181175 SH       SHARED                  164960          16215
D KENEXA CORP                    COM              48887910         0        9 SH       SHARED      02               9
D KENNAMETAL INC                 COM              48917010     11241   303180 SH       SHARED                  303180
D KENNAMETAL INC                 COM              48917010        67     1814 SH       SHARED      02            1814
D KENNAMETAL INC                 COM              48917010      2966    80000 SH       SHARED      04           80000
D KENNAMETAL INC                 COM              48917010       204     5516 SH       SHARED      06            5516
D KENNEDY-WILSON HLDGS INC       COM              48939810        96     6928 SH       SHARED                    6928
D KENNEDY-WILSON HLDGS INC       COM              48939810         0        7 SH       SHARED      02               7
D KENNEDY-WILSON HLDGS INC       COM              48939810        51     3700 SH       SHARED      10            3700
D KERYX BIOPHARMACEUTICALS INC   COM              49251510         8     3016 SH       SHARED                    3016
D KERYX BIOPHARMACEUTICALS INC   COM              49251510         0       20 SH       SHARED      02              20
D KEWAUNEE SCIENTIFIC CORP       COM              49285410         1      104 SH       SHARED                     104
D KEWAUNEE SCIENTIFIC CORP       COM              49285410        45     4017 SH       SHARED      02                           4017
D KEY ENERGY SVCS INC            COM              49291410      1590   227161 SH       SHARED                  217228           9933
D KEY ENERGY SVCS INC            COM              49291410        21     3000 SH       SHARED      01            3000
D KEY ENERGY SVCS INC            COM              49291410       366    52374 SH       SHARED      02              24          52350
D KEY ENERGY SVCS INC            COM              49291410       285    40800 SH       SHARED      10           40800
D KEY TECHNOLOGY INC             COM              49314310         2      300 SH       SHARED      02             300
D KEY TRONICS CORP               COM              49314410         3      389 SH       SHARED                     389
D KEY TRONICS CORP               COM              49314410         0        2 SH       SHARED      02               2
D KEYCORP NEW                    COM              49326710        73     8362 SH       SHARED                    8362
D KEYCORP NEW                    COM              49326710     20496  2345147 SH       SHARED                 2345147
D KEYCORP NEW                    COM              49326710      2471   282800 SH       SHARED      01          282800
D KEYCORP NEW                    COM              49326710      2734   312909 SH       SHARED      02          290869          22040
D KEYCORP NEW                    COM              49326710      1013   116000 SH       SHARED      04          116000
D KEYCORP NEW                    COM              49326710         4      470 SH       SHARED      05             470
D KEYCORP NEW                    COM              49326710       547    62600 SH       SHARED      06           36380          26220
D KEYCORP NEW                    COM              49326710      5245   600222 SH       SHARED      10          600222
D KEYCORP NEW                    COM              49326710        61     7000 SH       SHR/OTHR    23                           7000
D KEYCORP NEW                    COM              49326710      1813   207500 SH       SHARED      30          207500
D KEYNOTE SYS INC                COM              49330810        44     3068 SH       SHARED                    3068
D KEYNOTE SYS INC                COM              49330810         0        2 SH       SHARED      02               2
D KEYNOTE SYS INC                COM              49330810        24     1700 SH       SHARED      10            1700
D KEYW HLDG CORP                 COM              49372310       151    12108 SH       SHARED                   12108
D KEYW HLDG CORP                 COM              49372310         0        4 SH       SHARED      02               4
D KEYW HLDG CORP                 COM              49372310        61     4900 SH       SHARED      10            4900
D KFORCE INC                     COM              49373210        67     5707 SH       SHARED                    4761            946
D KFORCE INC                     COM              49373210         0        8 SH       SHARED      02               8
D KFORCE INC                     COM              49373210       102     8700 SH       SHARED      10            8700
D KILROY RLTY CORP               COM              49427F10      5520   123278 SH       SHARED                  123278
D KILROY RLTY CORP               COM              49427F10        33      737 SH       SHARED      02             737
D KILROY RLTY CORP               COM              49427F10       235     5250 SH       SHARED      10            5250
D KILROY RLTY CORP               COM              49427F10      1403    31350 SH       SHARED      11           31350
D KIMBALL INTL INC               CL B             49427410      1651   135184 SH       SHARED                  120614          14570
D KIMBALL INTL INC               CL B             49427410         0        5 SH       SHARED      02               5
D KIMBALL INTL INC               CL B             49427410       151    12400 SH       SHARED      10           12400
D KIMBERLY CLARK CORP            COM              49436810       487     5688 SH       SHARED                    5688
D KIMBERLY CLARK CORP            COM              49436810     87999  1025876 SH       SHARED                 1025876
D KIMBERLY CLARK CORP            COM              49436810         0      251 SH CALL  SHARED                     251
D KIMBERLY CLARK CORP            COM              49436810     12557   146387 SH       SHARED      01          123332          23055
D KIMBERLY CLARK CORP            COM              49436810      1290    15048 SH       SHR/OTHR    01                          15048
D KIMBERLY CLARK CORP            COM              49436810      7277    84836 SH       SHARED      02            2507          82329
D KIMBERLY CLARK CORP            COM              49436810         1      411 SH CALL  SHARED      02             411
D KIMBERLY CLARK CORP            COM              49436810      3199    37300 SH       SHARED      04           37300
D KIMBERLY CLARK CORP            COM              49436810       268     3130 SH       SHARED      05            3130
D KIMBERLY CLARK CORP            COM              49436810      4199    48960 SH       SHARED      06           34610          14350
D KIMBERLY CLARK CORP            COM              49436810     15531   181060 SH       SHARED      10          181060
D KIMBERLY CLARK CORP            COM              49436810        25      300 SH       SHARED      20             300
D KIMBERLY CLARK CORP            COM              49436810       272     3180 SH       SHR/OTHR    20                           3180
D KIMBERLY CLARK CORP            COM              49436810        80      944 SH       SHARED      21             880             64
D KIMBERLY CLARK CORP            COM              49436810        14      165 SH       SHR/OTHR    21                            165
D KIMBERLY CLARK CORP            COM              49436810      3994    46567 SH       SHARED      23           46567
D KIMBERLY CLARK CORP            COM              49436810      2773    32333 SH       SHR/OTHR    23                          32333
D KIMBERLY CLARK CORP            COM              49436810      2817    32843 SH       SHARED      27           32843
D KIMBERLY CLARK CORP            COM              49436810      4515    52645 SH       SHARED      29           52645
D KIMBERLY CLARK CORP            COM              49436810      2907    33900 SH       SHARED      30           33900
D KIMBERLY CLARK CORP            COM              49436810      5267    61406 SH       SHARED      31           61406
D KIMCO RLTY CORP                COM              49446R10        44     2200 SH       SHARED                    2200
D KIMCO RLTY CORP                COM              49446R10     15443   761888 SH       SHARED                  761888
D KIMCO RLTY CORP                COM              49446R10      2215   109275 SH       SHARED      01          109275
D KIMCO RLTY CORP                COM              49446R10      1868    92195 SH       SHARED      02            1971          90224
D KIMCO RLTY CORP                COM              49446R10         1     4525 SH CALL  SHARED      02            4525
D KIMCO RLTY CORP                COM              49446R10      1077    53140 SH       SHARED      06           41570          11570
D KIMCO RLTY CORP                COM              49446R10      3134   154616 SH       SHARED      10          154616
D KIMCO RLTY CORP                COM              49446R10      6056   298767 SH       SHARED      11                         298767
D KIMCO RLTY CORP                COM              49446R10        72     3600 SH       SHARED      23            3600
D KIMCO RLTY CORP                COM              49446R10       628    30995 SH       SHARED      26           30995
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10     40345   528076 SH       SHARED                  528076
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10      2216    29009 SH       SHARED      01           26001           3008
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       979    12821 SH       SHARED      02                          12821
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10         0        2 SH       SHARED      05               2
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       432     5657 SH       SHARED      06            4791            866
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10      3744    49009 SH       SHARED      27           49009
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10         0        9 SH       SHARED      30               9
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010     36682   444640 SH       SHARED                  444640
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010      7257    87964 SH       SHARED      02                          87964
D KINDER MORGAN INC DEL          COM              49456B10        19      543 SH       SHARED                     543
D KINDER MORGAN INC DEL          COM              49456B10     38744  1090784 SH       SHARED                 1090784
D KINDER MORGAN INC DEL          COM              49456B10         0      460 SH PUT   SHARED                     460
D KINDER MORGAN INC DEL          COM              49456B10      5914   166501 SH       SHARED      01          158381           8120
D KINDER MORGAN INC DEL          COM              49456B10      8796   247637 SH       SHARED      02          137908         109729
D KINDER MORGAN INC DEL          COM              49456B10      4040   113746 SH       SHARED      04          113746
D KINDER MORGAN INC DEL          COM              49456B10      1587    44688 SH       SHARED      05           44688
D KINDER MORGAN INC DEL          COM              49456B10      4177   117600 SH       SHARED      06           46500          71100
D KINDER MORGAN INC DEL          COM              49456B10      6307   177586 SH       SHARED      10          177586
D KINDER MORGAN INC DEL          COM              49456B10       108     3045 SH       SHARED      21            3045
D KINDER MORGAN INC DEL          COM              49456B10      2686    75621 SH       SHARED      31           75621
D KINDER MORGAN INC DEL          *W EXP 05/25/201 49456B11     13961  4000503 SH       SHARED                 4000503
D KINDER MORGAN INC DEL          *W EXP 05/25/201 49456B11       113    32416 SH       SHARED      01           32416
D KINDER MORGAN INC DEL          *W EXP 05/25/201 49456B11      1087   311666 SH       SHARED      02          275714          35952
D KINDRED HEALTHCARE INC         COM              49458010       628    55215 SH       SHARED                   54825            390
D KINDRED HEALTHCARE INC         COM              49458010         1       98 SH       SHARED      02              98
D KINDRED HEALTHCARE INC         COM              49458010        86     7583 SH       SHARED      10            7583
D KINDRED HEALTHCARE INC         COM              49458010       159    14055 SH       SHARED      21           14055
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AD      9000  9000000 PRN      SHARED                 9000000
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AD       540   540000 PRN      SHARED      02          540000
D KINROSS GOLD CORP              NOTE  1.750% 3/1 496902AD      1500  1500000 PRN      SHARED      06         1500000
D KINROSS GOLD CORP              COM NO PAR       49690240     43783  4288299 SH       SHARED                 4288299
D KINROSS GOLD CORP              COM NO PAR       49690240         0       65 SH CALL  SHARED                      65
D KINROSS GOLD CORP              COM NO PAR       49690240     17410  1705275 SH       SHARED      02         1544238         161037
D KINROSS GOLD CORP              COM NO PAR       49690240         2     7332 SH CALL  SHARED      02            7332
D KINROSS GOLD CORP              COM NO PAR       49690240     52543  5146317 SH       SHARED      04         3830604        1315713
D KINROSS GOLD CORP              COM NO PAR       49690240       102    10055 SH       SHARED      05           10055
D KINROSS GOLD CORP              COM NO PAR       49690240      6562   642754 SH       SHARED      06          139690         503064
D KINROSS GOLD CORP              COM NO PAR       49690240      2756   270020 SH       SHARED      10          270020
D KINROSS GOLD CORP              COM NO PAR       49690240        25     2472 SH       SHR/OTHR    23                           2472
D KINROSS GOLD CORP              COM NO PAR       49690240       704    69000 SH       SHARED      26           69000
D KINROSS GOLD CORP              COM NO PAR       49690240       833    81630 SH       SHARED      29           81630
D KINROSS GOLD CORP              COM NO PAR       49690240      3898   381800 SH       SHARED      30          381800
D KINROSS GOLD CORP              COM NO PAR       49690240       104    10214 SH       SHARED      31           10214
D KIOR INC                       CL A             49721710        29     3220 SH       SHARED                    3220
D KIOR INC                       CL A             49721710         0        8 SH       SHARED      02               8
D KIRBY CORP                     COM              49726610      8268   149580 SH       SHARED                  149352            228
D KIRBY CORP                     COM              49726610      9042   163575 SH       SHARED      02          163400            175
D KIRBY CORP                     COM              49726610        55     1000 SH       SHARED      10            1000
D KIRBY CORP                     COM              49726610       173     3132 SH       SHARED      26            3132
D KIRKLANDS INC                  COM              49749810       263    26543 SH       SHARED                   25643            900
D KIRKLANDS INC                  COM              49749810         0       27 SH       SHARED      02              27
D KITE RLTY GROUP TR             COM              49803T10       478    93870 SH       SHARED                   93828             42
D KITE RLTY GROUP TR             COM              49803T10        22     4460 SH       SHARED      02            4460
D KITE RLTY GROUP TR             COM              49803T10       142    27900 SH       SHARED      10           27900
D KNOLL INC                      COM NEW          49890420      1121    80374 SH       SHARED                   79086           1288
D KNOLL INC                      COM NEW          49890420         0       11 SH       SHARED      02              11
D KNIGHT CAP GROUP INC           CL A COM         49900510         2     1000 SH       SHARED                    1000
D KNIGHT CAP GROUP INC           CL A COM         49900510       997   372776 SH       SHARED                  372776
D KNIGHT CAP GROUP INC           CL A COM         49900510       524   196040 SH       SHARED      02          196040
D KNIGHT CAP GROUP INC           CL A COM         49900510         6      800 SH PUT   SHARED      02             800
D KNIGHT TRANSN INC              COM              49906410      2817   197012 SH       SHARED                  197012
D KNIGHT TRANSN INC              COM              49906410         3      214 SH       SHARED      02             214
D KODIAK OIL & GAS CORP          COM              50015Q10      1421   151843 SH       SHARED                  151843
D KODIAK OIL & GAS CORP          COM              50015Q10       111    11900 SH       SHARED      01           11900
D KODIAK OIL & GAS CORP          COM              50015Q10        10     1074 SH       SHARED      02              74           1000
D KODIAK OIL & GAS CORP          COM              50015Q10         0     1350 SH CALL  SHARED      02            1350
D KODIAK OIL & GAS CORP          COM              50015Q10       851    90991 SH       SHARED      04           90991
D KOHLS CORP                     COM              50025510       106     2076 SH       SHARED                    2076
D KOHLS CORP                     COM              50025510     37702   736084 SH       SHARED                  734990           1094
D KOHLS CORP                     COM              50025510      3002    58628 SH       SHARED      01           56700           1928
D KOHLS CORP                     COM              50025510      1540    30079 SH       SHARED      02           28404           1675
D KOHLS CORP                     COM              50025510         8     1000 SH CALL  SHARED      02            1000
D KOHLS CORP                     COM              50025510         5      110 SH       SHARED      05             110
D KOHLS CORP                     COM              50025510      1640    32019 SH       SHARED      06           21030          10989
D KOHLS CORP                     COM              50025510      4141    80862 SH       SHARED      10           80862
D KOHLS CORP                     COM              50025510        30      600 SH       SHR/OTHR    20                            600
D KOHLS CORP                     COM              50025510         5      106 SH       SHARED      21                            106
D KOHLS CORP                     COM              50025510         3       75 SH       SHR/OTHR    23                             75
D KOHLS CORP                     COM              50025510       281     5500 SH       SHARED      26            5500
D KONA GRILL INC                 COM              50047H20       101    11312 SH       SHARED                   11312
D KONGZHONG CORP                 SPONSORED ADR    50047P10        77    11500 SH       SHARED                   11500
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230      8268   352600 SH       SHARED                  352600
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230       369    15757 SH       SHARED      01                          15757
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        49     2106 SH       SHARED      02                           2106
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        79     3381 SH       SHR/OTHR    23                           3381
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        37     1590 SH       SHARED      29            1590
D KOPPERS HOLDINGS INC           COM              50060P10       559    16011 SH       SHARED                   15981             30
D KOPPERS HOLDINGS INC           COM              50060P10        25      741 SH       SHARED      02             741
D KOPPERS HOLDINGS INC           COM              50060P10      5105   146174 SH       SHARED      10          146174
D KOPIN CORP                     COM              50060010       219    58442 SH       SHARED                   58442
D KOPIN CORP                     COM              50060010        26     7000 SH       SHARED      01            7000
D KOPIN CORP                     COM              50060010         0      188 SH       SHARED      02             188
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110         2      192 SH       SHARED                     192
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110       629    50700 SH       SHARED      04           50700
D KORN FERRY INTL                COM NEW          50064320      2000   130514 SH       SHARED                  130514
D KORN FERRY INTL                COM NEW          50064320         0        8 SH       SHARED      02               8
D KORN FERRY INTL                COM NEW          50064320       165    10800 SH       SHARED      10           10800
D KRAFT FOODS INC                CL A             50075N10      1535    37141 SH       SHARED                   36466            675
D KRAFT FOODS INC                CL A             50075N10    284831  6888298 SH       SHARED                 6880044           8254
D KRAFT FOODS INC                CL A             50075N10         1      400 SH PUT   SHARED                     400
D KRAFT FOODS INC                CL A             50075N10     37897   916494 SH       SHARED      01          800431         116063
D KRAFT FOODS INC                CL A             50075N10     44616  1079000 SH       SHR/OTHR    01                        1079000
D KRAFT FOODS INC                CL A             50075N10     84610  2046213 SH       SHARED      02         2007875          38338
D KRAFT FOODS INC                CL A             50075N10        11     5862 SH CALL  SHARED      02            5862
D KRAFT FOODS INC                CL A             50075N10         0        2 SH PUT   SHARED      02               2
D KRAFT FOODS INC                CL A             50075N10       700    16932 SH       SHARED      04           16932
D KRAFT FOODS INC                CL A             50075N10     11114   268802 SH       SHARED      04          268802
D KRAFT FOODS INC                CL A             50075N10      5186   125419 SH       SHARED      05          125419
D KRAFT FOODS INC                CL A             50075N10     10732   259553 SH       SHARED      06          118704         140849
D KRAFT FOODS INC                CL A             50075N10     23560   569776 SH       SHARED      10          566773           3003
D KRAFT FOODS INC                CL A             50075N10      1854    44850 SH       SHARED      20           32805   245    11800
D KRAFT FOODS INC                CL A             50075N10       362     8777 SH       SHR/OTHR    20                           8777
D KRAFT FOODS INC                CL A             50075N10       368     8917 SH       SHARED      21            8917
D KRAFT FOODS INC                CL A             50075N10        57     1400 SH       SHR/OTHR    21                           1400
D KRAFT FOODS INC                CL A             50075N10      4204   101681 SH       SHARED      23           90251          11430
D KRAFT FOODS INC                CL A             50075N10      3453    83515 SH       SHR/OTHR    23                          83515
D KRAFT FOODS INC                CL A             50075N10      2143    51842 SH       SHARED      26           51842
D KRAFT FOODS INC                CL A             50075N10      2187    52900 SH       SHARED      30           52900
D KRAFT FOODS INC                CL A             50075N10      8260   199761 SH       SHARED      31          199761
D KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B20       126    21651 SH       SHARED                   21651
D KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B20         0        7 SH       SHARED      02               7
D KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B20        43     7400 SH       SHARED      10            7400
D KRATON PERFORMANCE POLYMERS    COM              50077C10       645    24721 SH       SHARED                   24588            133
D KRATON PERFORMANCE POLYMERS    COM              50077C10         1       59 SH       SHARED      02              59
D KRISPY KREME DOUGHNUTS INC     COM              50101410       151    19104 SH       SHARED                   19104
D KRISPY KREME DOUGHNUTS INC     COM              50101410       697    88018 SH       SHARED      02           86128           1890
D KROGER CO                      COM              50104410        61     2592 SH       SHARED                    2592
D KROGER CO                      COM              50104410     25091  1065924 SH       SHARED                 1065924
D KROGER CO                      COM              50104410      3773   160289 SH       SHARED      01          156784           3505
D KROGER CO                      COM              50104410        67     2850 SH       SHR/OTHR    01                           2850
D KROGER CO                      COM              50104410      1817    77221 SH       SHARED      02           76627            594
D KROGER CO                      COM              50104410         0        2 SH CALL  SHARED      02               2
D KROGER CO                      COM              50104410         0        2 SH PUT   SHARED      02               2
D KROGER CO                      COM              50104410        47     2000 SH       SHARED      04            2000
D KROGER CO                      COM              50104410        91     3900 SH       SHARED      05            3900
D KROGER CO                      COM              50104410      2992   127140 SH       SHARED      06          104990          22150
D KROGER CO                      COM              50104410      3785   160800 SH       SHARED      10          160800
D KROGER CO                      COM              50104410         2      108 SH       SHARED      21                            108
D KROGER CO                      COM              50104410         4      185 SH       SHR/OTHR    21                            185
D KROGER CO                      COM              50104410        15      660 SH       SHR/OTHR    23                            660
D KROGER CO                      COM              50104410       992    42151 SH       SHARED      27           42151
D KRONOS WORLDWIDE INC           COM              50105F10       462    30937 SH       SHARED                   28805           2132
D KRONOS WORLDWIDE INC           COM              50105F10         5      401 SH       SHARED      02             401
D KRONOS WORLDWIDE INC           COM              50105F10        19     1300 SH       SHARED      10            1300
D KRONOS WORLDWIDE INC           COM              50105F10       168    11300 SH       SHARED      26           11300
D KULICKE & SOFFA INDS INC       COM              50124210      6874   660675 SH       SHARED                  660675
D KULICKE & SOFFA INDS INC       COM              50124210         4      423 SH       SHARED      02             423
D KYOCERA CORP                   ADR              50155620        43      500 SH       SHARED      01                            500
D L & L ENERGY INC               COM              50162D10        22    13121 SH       SHARED                   13121
D L & L ENERGY INC               COM              50162D10         9     5600 SH       SHARED      01            5600
D LAN AIRLINES S A               SPONSORED ADR    50172310     26426  1045339 SH       SHARED                 1045339
D LAN AIRLINES S A               SPONSORED ADR    50172310         2      100 SH       SHARED      02             100
D LAN AIRLINES S A               SPONSORED ADR    50172310       275    10900 SH       SHARED      04           10900
D LCA-VISION INC                 COM PAR $.001    50180330       110    27290 SH       SHARED                   27290
D LCNB CORP                      COM              50181P10         2      200 SH       SHARED      02             200
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10       726   666594 SH       SHARED                  666594
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10        69    63649 SH       SHARED      02           63649
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10       946    75319 SH       SHARED                   75319
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10       492    39200 SH       SHARED      04           39200
D LHC GROUP INC                  COM              50187A10       451    24427 SH       SHARED                   24427
D LHC GROUP INC                  COM              50187A10         0       37 SH       SHARED      02              37
D LHC GROUP INC                  COM              50187A10        33     1800 SH       SHARED      10            1800
D LKQ CORP                       COM              50188920      6167   333836 SH       SHARED                  333822             14
D LKQ CORP                       COM              50188920        50     2752 SH       SHARED      02             492           2260
D LKQ CORP                       COM              50188920       136     7400 SH       SHARED      10            7400
D LKQ CORP                       COM              50188920        19     1068 SH       SHARED      21            1068
D LKQ CORP                       COM              50188920      3169   171568 SH       SHARED      31          171568
D LMI AEROSPACE INC              COM              50207910         6      331 SH       SHARED                     331
D LMI AEROSPACE INC              COM              50207910       117     5752 SH       SHARED      02               2           5750
D LMI AEROSPACE INC              COM              50207910       134     6600 SH       SHARED      26            6600
D LML PMT SYS INC                COM              50208P10        13     3956 SH       SHARED                    3956
D LNB BANCORP INC                COM              50210010         0      100 SH       SHARED      02             100
D LPL FINL HLDGS INC             COM              50212V10       281     9858 SH       SHARED                    9858
D LPL FINL HLDGS INC             COM              50212V10       175     6135 SH       SHARED      01            2125           4010
D LPL FINL HLDGS INC             COM              50212V10         2       91 SH       SHARED      02              45             46
D LPL FINL HLDGS INC             COM              50212V10        31     1100 SH       SHARED      10            1100
D LPL FINL HLDGS INC             COM              50212V10         2      105 SH       SHR/OTHR    21                            105
D LRR ENERGY LP                  COM              50214A10      1453    76990 SH       SHARED      02                          76990
D LSI INDS INC                   COM              50216C10        23     3476 SH       SHARED                    3476
D LSI INDS INC                   COM              50216C10         0        2 SH       SHARED      02               2
D LSI INDS INC                   COM              50216C10       153    22800 SH       SHARED      10           22800
D LSB INDS INC                   COM              50216010       633    14441 SH       SHARED                   14441
D LSB INDS INC                   COM              50216010         3       75 SH       SHARED      01              75
D LSB INDS INC                   COM              50216010         1       35 SH       SHARED      02              35
D LSI CORPORATION                COM              50216110     30522  4417142 SH       SHARED                 4414449           2693
D LSI CORPORATION                COM              50216110       980   141828 SH       SHARED      01          141546            282
D LSI CORPORATION                COM              50216110        14     2067 SH       SHARED      02              65           2002
D LSI CORPORATION                COM              50216110       898   130000 SH       SHARED      04          130000
D LSI CORPORATION                COM              50216110         2      300 SH       SHARED      05             300
D LSI CORPORATION                COM              50216110       196    28500 SH       SHARED      06           13200          15300
D LSI CORPORATION                COM              50216110       970   140520 SH       SHARED      10          140520
D LSI CORPORATION                COM              50216110         0        2 SH       SHARED      28               2
D LTC PPTYS INC                  COM              50217510      1711    53734 SH       SHARED                   53734
D LTC PPTYS INC                  COM              50217510        22      700 SH       SHARED      01             700
D LTC PPTYS INC                  COM              50217510         1       56 SH       SHARED      02              56
D LTC PPTYS INC                  COM              50217510        73     2300 SH       SHARED      10            2300
D LTC PPTYS INC                  COM              50217510       426    13400 SH       SHARED      11                          13400
D LTC PPTYS INC                  COM              50217510       155     4868 SH       SHARED      26            4868
D LTX-CREDENCE CORP              COM NEW          50240320        44     7683 SH       SHARED                    7683
D LTX-CREDENCE CORP              COM NEW          50240320         7     1380 SH       SHARED      02            1380
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW      1392  1390000 PRN      SHARED                  740000         650000
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW        35    35000 PRN      SHARED      01           35000
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW       136   136000 PRN      SHR/OTHR    01                         136000
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       248     3465 SH       SHARED                    3465
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410     10055   140229 SH       SHARED                  140229
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1871    26101 SH       SHARED      01           24351           1750
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        75     1050 SH       SHR/OTHR    01                           1050
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       470     6564 SH       SHARED      02             299           6265
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         5       80 SH       SHARED      05              80
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      6052    84405 SH       SHARED      10           84405
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        28      400 SH       SHR/OTHR    20                            400
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         7      100 SH       SHR/OTHR    23                            100
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       322     4500 SH       SHARED      26            4500
D LA Z BOY INC                   COM              50533610      1347    92080 SH       SHARED                   92080
D LA Z BOY INC                   COM              50533610         2      164 SH       SHARED      02              96             68
D LA Z BOY INC                   COM              50533610       194    13300 SH       SHARED      10           13300
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       174     1885 SH       SHARED                    1885
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40    104949  1134962 SH       SHARED                 1134962
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2200    23800 SH       SHARED      01           23350            450
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        94     1025 SH       SHR/OTHR    01                           1025
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     42885   463778 SH       SHARED      02          461978           1800
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     86314   933433 SH       SHARED      04          930063           3370
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        67      728 SH       SHARED      05             728
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        87      950 SH       SHARED      05             950
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1176    12719 SH       SHARED      06           10400           2319
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2349    25408 SH       SHARED      10           25408
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        12      140 SH       SHARED      20                            140
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        82      890 SH       SHR/OTHR    20                            890
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       841     9100 SH       SHARED      23            4400           4700
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       522     5650 SH       SHR/OTHR    23                           5650
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       425     4600 SH       SHARED      32            4600
D LACLEDE GROUP INC              COM              50559710       691    16077 SH       SHARED                   16077
D LACLEDE GROUP INC              COM              50559710       597    13885 SH       SHARED      01           12335           1550
D LACLEDE GROUP INC              COM              50559710       731    17000 SH       SHR/OTHR    01                          17000
D LACLEDE GROUP INC              COM              50559710         0       22 SH       SHARED      02              22
D LACLEDE GROUP INC              COM              50559710       442    10300 SH       SHARED      10           10300
D LACLEDE GROUP INC              COM              50559710        43     1000 SH       SHR/OTHR    23                           1000
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10         5     4383 SH       SHARED                    4383
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10         0       28 SH       SHARED      02              28
D LAKE SHORE GOLD CORP           COM              51072810       202   196311 SH       SHARED                  196311
D LAKE SHORE GOLD CORP           COM              51072810       575   559000 SH       SHARED      04          559000
D LAKELAND BANCORP INC           COM              51163710        46     4461 SH       SHARED                    4461
D LAKELAND BANCORP INC           COM              51163710         0        4 SH       SHARED      02               4
D LAKELAND BANCORP INC           COM              51163710        71     6900 SH       SHARED      10            6900
D LAKELAND FINL CORP             COM              51165610        67     2462 SH       SHARED                    2462
D LAKELAND FINL CORP             COM              51165610         0        2 SH       SHARED      02               2
D LAKELAND FINL CORP             COM              51165610      4481   162390 SH       SHARED      10          162390
D LAM RESEARCH CORP              NOTE  1.250% 5/1 512807AL      1298  1344000 PRN      SHARED      04                        1344000
D LAM RESEARCH CORP              NOTE  1.250% 5/1 512807AL      2472  2560000 PRN      SHARED      06         2560000
D LAM RESEARCH CORP              COM              51280710       444    13975 SH       SHARED                   13975
D LAM RESEARCH CORP              COM              51280710     39240  1234758 SH       SHARED                 1234513            245
D LAM RESEARCH CORP              COM              51280710      2250    70812 SH       SHARED      01           70362            450
D LAM RESEARCH CORP              COM              51280710       495    15577 SH       SHARED      02            8999           6578
D LAM RESEARCH CORP              COM              51280710         0      500 SH CALL  SHARED      02             500
D LAM RESEARCH CORP              COM              51280710         2       70 SH       SHARED      05              70
D LAM RESEARCH CORP              COM              51280710       705    22210 SH       SHARED      06           17360           4850
D LAM RESEARCH CORP              COM              51280710      1349    42460 SH       SHARED      10           42460
D LAM RESEARCH CORP              COM              51280710        17      561 SH       SHARED      21             561
D LAM RESEARCH CORP              COM              51280710        16      505 SH       SHR/OTHR    23                            505
D LAMAR ADVERTISING CO           CL A             51281510      2077    56072 SH       SHARED                   56072
D LAMAR ADVERTISING CO           CL A             51281510         9      248 SH       SHARED      02             248
D LAMAR ADVERTISING CO           CL A             51281510       155     4200 SH       SHARED      10            4200
D LANCASTER COLONY CORP          COM              51384710      2869    39171 SH       SHARED                   39171
D LANCASTER COLONY CORP          COM              51384710         0       13 SH       SHARED      02              13
D LANDAUER INC                   COM              51476K10       434     7277 SH       SHARED                    7277
D LANDAUER INC                   COM              51476K10       598    10027 SH       SHARED      01           10027
D LANDAUER INC                   COM              51476K10         1       18 SH       SHARED      02              18
D LANDAUER INC                   COM              51476K10       131     2200 SH       SHARED      10            2200
D LANDEC CORP                    COM              51476610        88     7696 SH       SHARED                    7696
D LANDEC CORP                    COM              51476610         0        5 SH       SHARED      02               5
D LANDEC CORP                    COM              51476610        12     1100 SH       SHARED      10            1100
D LANDEC CORP                    COM              51476610       185    16200 SH       SHARED      26           16200
D LANDSTAR SYS INC               COM              51509810      3735    79016 SH       SHARED                   78687            329
D LANDSTAR SYS INC               COM              51509810       226     4800 SH       SHARED      01            4800
D LANDSTAR SYS INC               COM              51509810       383     8104 SH       SHARED      02             100           8004
D LANDSTAR SYS INC               COM              51509810        56     1200 SH       SHARED      10            1200
D LANDSTAR SYS INC               COM              51509810        10      223 SH       SHARED      21                            223
D LANNET INC                     COM              51601210         2      576 SH       SHARED                     576
D LANNET INC                     COM              51601210         0        2 SH       SHARED      02               2
D LAREDO PETE HLDGS INC          COM              51680610       172     7855 SH       SHARED                    7855
D LAREDO PETE HLDGS INC          COM              51680610        24     1095 SH       SHARED      02            1095
D LAREDO PETE HLDGS INC          COM              51680610        10      500 SH       SHARED      10             500
D LAS VEGAS SANDS CORP           COM              51783410         0        1 SH       SHARED                       1
D LAS VEGAS SANDS CORP           COM              51783410     18472   398371 SH       SHARED                  396371           2000
D LAS VEGAS SANDS CORP           COM              51783410         0      250 SH PUT   SHARED                     250
D LAS VEGAS SANDS CORP           COM              51783410      6144   132500 SH       SHARED      01          132500
D LAS VEGAS SANDS CORP           COM              51783410       393     8489 SH       SHARED      02            2069           6420
D LAS VEGAS SANDS CORP           COM              51783410         1      840 SH CALL  SHARED      02             840
D LAS VEGAS SANDS CORP           COM              51783410         1      800 SH PUT   SHARED      02             800
D LAS VEGAS SANDS CORP           COM              51783410     34823   751000 SH       SHARED      04          751000
D LAS VEGAS SANDS CORP           COM              51783410       105     2270 SH       SHARED      05            2270
D LAS VEGAS SANDS CORP           COM              51783410      5983   129030 SH       SHARED      06           75660          53370
D LAS VEGAS SANDS CORP           COM              51783410       556    12000 SH       SHARED      10           12000
D LAS VEGAS SANDS CORP           COM              51783410        13      300 SH       SHARED      23                            300
D LAS VEGAS SANDS CORP           COM              51783410        20      450 SH       SHR/OTHR    23                            450
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210      4405   165049 SH       SHARED                  165049
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210       117     4400 SH       SHARED      01            4400
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210       519    19474 SH       SHARED      02           19092            382
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210      1495    56048 SH       SHARED      10           56048
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210     33105  1240362 SH       SHARED      11          729189         511173
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210        11      439 SH       SHARED      21             439
D LATTICE SEMICONDUCTOR CORP     COM              51841510      2486   647490 SH       SHARED                  647490
D LATTICE SEMICONDUCTOR CORP     COM              51841510         0       19 SH       SHARED      02              19
D LATTICE SEMICONDUCTOR CORP     COM              51841510       175    45700 SH       SHARED      10           45700
D LAUDER ESTEE COS INC           CL A             51843910        73     1191 SH       SHARED                    1191
D LAUDER ESTEE COS INC           CL A             51843910     34651   562806 SH       SHARED                  562806
D LAUDER ESTEE COS INC           CL A             51843910      4084    66346 SH       SHARED      01           61946           4400
D LAUDER ESTEE COS INC           CL A             51843910        23      380 SH       SHR/OTHR    01                            380
D LAUDER ESTEE COS INC           CL A             51843910        23      383 SH       SHARED      02             333             50
D LAUDER ESTEE COS INC           CL A             51843910      1877    30500 SH       SHARED      04           30500
D LAUDER ESTEE COS INC           CL A             51843910       130     2120 SH       SHARED      05            2120
D LAUDER ESTEE COS INC           CL A             51843910      1289    20950 SH       SHARED      06           13340           7610
D LAUDER ESTEE COS INC           CL A             51843910      3683    59819 SH       SHARED      10           59819
D LAUDER ESTEE COS INC           CL A             51843910        88     1432 SH       SHARED      23            1432
D LAUDER ESTEE COS INC           CL A             51843910       123     2000 SH       SHR/OTHR    23                           2000
D LAUDER ESTEE COS INC           CL A             51843910      1563    25400 SH       SHARED      29           25400
D LAUDER ESTEE COS INC           CL A             51843910      2259    36700 SH       SHARED      30           36700
D LAWSON PRODS INC               COM              52077610        34     4963 SH       SHARED                    4963
D LAWSON PRODS INC               COM              52077610         0        7 SH       SHARED      02               7
D LAYNE CHRISTENSEN CO           COM              52105010       930    47461 SH       SHARED                   47277            184
D LAYNE CHRISTENSEN CO           COM              52105010         0        3 SH       SHARED      02               3
D LAYNE CHRISTENSEN CO           COM              52105010       123     6300 SH       SHARED      26            6300
D LAZARD WORLD DIVID & INCOME    COM              52107610        19     1600 SH       SHARED      02                           1600
D LEAPFROG ENTERPRISES INC       CL A             52186N10      2890   320426 SH       SHARED                  320426
D LEAPFROG ENTERPRISES INC       CL A             52186N10       595    66070 SH       SHARED      01           53820          12250
D LEAPFROG ENTERPRISES INC       CL A             52186N10      1226   136000 SH       SHR/OTHR    01                         136000
D LEAPFROG ENTERPRISES INC       CL A             52186N10         0       15 SH       SHARED      02              15
D LEAP WIRELESS INTL INC         COM NEW          52186330      2533   372030 SH       SHARED                  372030
D LEAP WIRELESS INTL INC         COM NEW          52186330         2      373 SH       SHARED      02             123            250
D LEAP WIRELESS INTL INC         COM NEW          52186330        89    13100 SH       SHARED      10           13100
D LEAR CORP                      COM NEW          52186520     13007   344208 SH       SHARED                  343908            300
D LEAR CORP                      COM NEW          52186520         4     1000 SH PUT   SHARED                    1000
D LEAR CORP                      COM NEW          52186520        83     2200 SH       SHARED      01            2200
D LEAR CORP                      COM NEW          52186520       752    19921 SH       SHARED      02           16721           3200
D LEAR CORP                      COM NEW          52186520       396    10500 SH       SHARED      06           10500
D LEAR CORP                      COM NEW          52186520      3122    82630 SH       SHARED      10           82630
D LEAR CORP                      COM NEW          52186520       369     9786 SH       SHARED      26            9786
D LEE ENTERPRISES INC            COM              52376810         7     4875 SH       SHARED      01            4875
D LEGGETT & PLATT INC            COM              52466010        71     2869 SH       SHARED                    2869
D LEGGETT & PLATT INC            COM              52466010      6801   271535 SH       SHARED                  271535
D LEGGETT & PLATT INC            COM              52466010      1895    75654 SH       SHARED      01           75654
D LEGGETT & PLATT INC            COM              52466010       376    15031 SH       SHARED      02            2176          12855
D LEGGETT & PLATT INC            COM              52466010         2      100 SH       SHARED      05             100
D LEGGETT & PLATT INC            COM              52466010       253    10100 SH       SHARED      06            6400           3700
D LEGGETT & PLATT INC            COM              52466010      2783   111132 SH       SHARED      10          111132
D LEGGETT & PLATT INC            COM              52466010       526    21000 SH       SHARED      29           21000
D LEGGETT & PLATT INC            COM              52466010       751    30000 SH       SHARED      30           30000
D LEGACY RESERVES LP             UNIT LP INT      52470730      3015   104600 SH       SHARED                  104600
D LEGACY RESERVES LP             UNIT LP INT      52470730       518    18000 SH       SHARED      02                          18000
D LEGG MASON INC                 COM              52490110       104     4242 SH       SHARED                    4242
D LEGG MASON INC                 COM              52490110      4299   174214 SH       SHARED                  172414           1800
D LEGG MASON INC                 COM              52490110       740    30000 SH       SHARED      01           30000
D LEGG MASON INC                 COM              52490110       354    14377 SH       SHARED      02           14377
D LEGG MASON INC                 COM              52490110         1       70 SH       SHARED      05              70
D LEGG MASON INC                 COM              52490110       244     9900 SH       SHARED      06            5600           4300
D LEGG MASON INC                 COM              52490110       722    29258 SH       SHARED      10           29258
D LEGG MASON INC                 COM              52490110        49     2000 SH       SHARED      23                           2000
D LENDER PROCESSING SVCS INC     COM              52602E10     18747   672186 SH       SHARED                  672186
D LENDER PROCESSING SVCS INC     COM              52602E10        30     1081 SH       SHARED      01            1081
D LENDER PROCESSING SVCS INC     COM              52602E10        65     2362 SH       SHARED      02            2362
D LENDER PROCESSING SVCS INC     COM              52602E10        58     2100 SH       SHARED      10            2100
D LENDER PROCESSING SVCS INC     COM              52602E10       100     3595 SH       SHR/OTHR    23                           3595
D LENNAR CORP                    CL A             52605710     36760  1057235 SH       SHARED                 1056735            500
D LENNAR CORP                    CL A             52605710       135     3896 SH       SHARED      02             396           3500
D LENNAR CORP                    CL A             52605710        27     1450 SH CALL  SHARED      02            1450
D LENNAR CORP                    CL A             52605710        18    16378 SH PUT   SHARED      02           16378
D LENNAR CORP                    CL A             52605710       139     4000 SH       SHARED      06                           4000
D LENNAR CORP                    CL A             52605710      1254    36090 SH       SHARED      10           36090
D LENNAR CORP                    CL A             52605710         4      120 SH       SHARED      21                            120
D LENNAR CORP                    CL B             52605730      3691   137037 SH       SHARED                  137037
D LENNAR CORP                    CL B             52605730         3      120 SH       SHARED      01             120
D LENNOX INTL INC                COM              52610710      2289    47351 SH       SHARED                   47351
D LENNOX INTL INC                COM              52610710        55     1157 SH       SHARED      02            1157
D LENNOX INTL INC                COM              52610710         1     1170 SH CALL  SHARED      02            1170
D LENNOX INTL INC                COM              52610710        62     1300 SH       SHARED      10            1300
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX      4085  3612000 PRN      SHARED                 3612000
D LEUCADIA NATL CORP             COM              52728810      4620   203104 SH       SHARED                  203104
D LEUCADIA NATL CORP             COM              52728810      1178    51800 SH       SHARED      01           51800
D LEUCADIA NATL CORP             COM              52728810        76     3354 SH       SHARED      02            3354
D LEUCADIA NATL CORP             COM              52728810         2      100 SH       SHARED      05             100
D LEUCADIA NATL CORP             COM              52728810       369    16220 SH       SHARED      06            8700           7520
D LEUCADIA NATL CORP             COM              52728810      1020    44875 SH       SHARED      10           44875
D LEUCADIA NATL CORP             COM              52728810         5      244 SH       SHARED      21                            244
D LEUCADIA NATL CORP             COM              52728810       183     8050 SH       SHARED      23                           8050
D LEVEL 3 COMMUNICATIONS INC     NOTE 15.000% 1/1 52729NBM      2786  2542000 PRN      SHARED                 2042000         500000
D LEVEL 3 COMMUNICATIONS INC     NOTE  7.000% 3/1 52729NBP       145   120000 PRN      SHARED                  120000
D LEVEL 3 COMMUNICATIONS INC     NOTE  6.500%10/0 52729NBR       725   505000 PRN      SHARED                  505000
D LEVEL 3 COMMUNICATIONS INC     NOTE  6.500%10/0 52729NBR       339   236000 PRN      SHARED      02          236000
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30      1009    43947 SH       SHARED                   43947
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30      1105    48113 SH       SHARED      01           48113
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30        89     3905 SH       SHARED      02            3905
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30        34     1500 SH       SHARED      04            1500
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30       101     4400 SH       SHARED      05            4400
D LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N30       190     8300 SH       SHARED      10            8300
D LEXICON PHARMACEUTICALS INC    COM              52887210        85    37013 SH       SHARED                   37013
D LEXICON PHARMACEUTICALS INC    COM              52887210         0       41 SH       SHARED      02              41
D LEXICON PHARMACEUTICALS INC    COM              52887210      1428   615707 SH       SHARED      04          615707
D LEXICON PHARMACEUTICALS INC    COM              52887210       106    46100 SH       SHARED      10           46100
D LEXINGTON REALTY TRUST         COM              52904310      2198   227583 SH       SHARED                  227583
D LEXINGTON REALTY TRUST         COM              52904310       148    15400 SH       SHARED      01           15400
D LEXINGTON REALTY TRUST         COM              52904310        96     9938 SH       SHARED      02            8588           1350
D LEXINGTON REALTY TRUST         COM              52904310       273    28295 SH       SHARED      10           28295
D LEXINGTON REALTY TRUST         COM              52904310      1533   158700 SH       SHARED      11                         158700
D LEXMARK INTL NEW               CL A             52977110       104     4698 SH       SHARED                    4698
D LEXMARK INTL NEW               CL A             52977110      1185    53281 SH       SHARED                   53281
D LEXMARK INTL NEW               CL A             52977110      3473   156106 SH       SHARED      02          156106
D LEXMARK INTL NEW               CL A             52977110      1588    71400 SH       SHARED      06            6400          65000
D LEXMARK INTL NEW               CL A             52977110      1479    66491 SH       SHARED      10           66491
D LEXMARK INTL NEW               CL A             52977110       104     4700 SH       SHARED      26            4700
D LIBBEY INC                     COM              52989810        50     3223 SH       SHARED                    3223
D LIBBEY INC                     COM              52989810         0        5 SH       SHARED      02               5
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       53015810        33     6972 SH       SHR/OTHR    23                           6972
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      3572    34326 SH       SHARED                   34326
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      3211    30855 SH       SHARED      01           30855
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210       104     1003 SH       SHARED      02              94            909
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      5911    56800 SH       SHARED      04           56800
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      1128    10840 SH       SHARED      06           10400            440
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210       137     1318 SH       SHARED      10            1318
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210        93      900 SH       SHARED      23             150            750
D LIBERTY MEDIA CORPORATION      LIB CAP COM A    53032210      2154    20700 SH       SHARED      30           20700
D LIBERTY GLOBAL INC             COM SER A        53055510     87083  1433470 SH       SHARED                 1433470
D LIBERTY GLOBAL INC             COM SER A        53055510      2375    39099 SH       SHARED      01           39099
D LIBERTY GLOBAL INC             COM SER A        53055510        60     1000 SH       SHR/OTHR    01                           1000
D LIBERTY GLOBAL INC             COM SER A        53055510      3083    50761 SH       SHARED      02           50546            215
D LIBERTY GLOBAL INC             COM SER A        53055510        48      800 SH       SHARED      04             800
D LIBERTY GLOBAL INC             COM SER A        53055510         7      118 SH       SHARED      05             118
D LIBERTY GLOBAL INC             COM SER A        53055510        72     1200 SH       SHARED      06            1200
D LIBERTY GLOBAL INC             COM SER A        53055510       716    11797 SH       SHARED      10           11797
D LIBERTY GLOBAL INC             COM SER A        53055510        54      900 SH       SHARED      23                            900
D LIBERTY GLOBAL INC             COM SER C        53055530      2435    43097 SH       SHARED                   43097
D LIBERTY GLOBAL INC             COM SER C        53055530      1766    31263 SH       SHARED      01           31263
D LIBERTY GLOBAL INC             COM SER C        53055530      1142    20215 SH       SHARED      02           20000            215
D LIBERTY GLOBAL INC             COM SER C        53055530         1       18 SH       SHARED      05              18
D LIBERTY GLOBAL INC             COM SER C        53055530       160     2840 SH       SHARED      06            1390           1450
D LIBERTY GLOBAL INC             COM SER C        53055530        50      900 SH       SHARED      23                            900
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10     16067   868498 SH       SHARED                  868498
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10      3027   163648 SH       SHARED      01          158248           5400
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10        55     3000 SH       SHR/OTHR    01                           3000
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10         9      489 SH       SHARED      02             379            110
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10         5      296 SH       SHARED      05             296
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10       776    41947 SH       SHARED      06           37547           4400
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10        68     3700 SH       SHARED      10            3700
D LIBERTY INTERACTIVE CORP       INT COM SER A    53071M10        46     2500 SH       SHARED      23                           2500
D LIBERTY INTERACTIVE CORP       RIGHT 99/99/9999 53071M11         0       26 SH       SHARED                      26
D LIBERTY INTERACTIVE CORP       RIGHT 99/99/9999 53071M11        33     2496 SH       SHARED      01            2496
D LIBERTY INTERACTIVE CORP       RIGHT 99/99/9999 53071M11         0        1 SH       SHARED      02                              1
D LIBERTY INTERACTIVE CORP       RIGHT 99/99/9999 53071M11         0        5 SH       SHARED      05               5
D LIBERTY INTERACTIVE CORP       RIGHT 99/99/9999 53071M11         0       63 SH       SHARED      10              63
D LIBERTY INTERACTIVE CORP       RIGHT 99/99/9999 53071M11         0       42 SH       SHARED      23                             42
D LIBERTY INTERACTIVE CORP       LBT VENT COM A   53071M88       231     4655 SH       SHARED                    4655
D LIBERTY INTERACTIVE CORP       LBT VENT COM A   53071M88        56     1146 SH       SHARED      01            1146
D LIBERTY INTERACTIVE CORP       LBT VENT COM A   53071M88         7      150 SH       SHR/OTHR    01                            150
D LIBERTY INTERACTIVE CORP       LBT VENT COM A   53071M88        60     1210 SH       SHARED      06            1210
D LIBERTY INTERACTIVE CORP       LBT VENT COM A   53071M88         9      185 SH       SHARED      10             185
D LIBERTY INTERACTIVE CORP       LBT VENT COM A   53071M88         6      125 SH       SHARED      23                            125
D LIBERTY MEDIA CORP             DEB   4.000%11/1 530715AG       559   900000 PRN      SHARED                  900000
D LIBERTY MEDIA CORP             DEB   3.500% 1/1 530715AN       472  1000000 PRN      SHARED      02         1000000
D LIBERTY MEDIA CORP             DEB   3.250% 3/1 530715AR      3913  4158500 PRN      SHARED      02         4158500
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF     13507  9600000 PRN      SHARED                 9600000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF        42    30000 PRN      SHR/OTHR    01                          30000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF     18420 13092000 PRN      SHARED      02        13092000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF      5943  4224000 PRN      SHARED      06         4224000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF       253   180000 PRN      SHR/OTHR    23                         180000
D LIBERTY PPTY TR                SH BEN INT       53117210      9661   266610 SH       SHARED                  266610
D LIBERTY PPTY TR                SH BEN INT       53117210      1138    31425 SH       SHARED      01           31425
D LIBERTY PPTY TR                SH BEN INT       53117210       374    10343 SH       SHARED      02             693           9650
D LIBERTY PPTY TR                SH BEN INT       53117210         3      100 SH       SHARED      05             100
D LIBERTY PPTY TR                SH BEN INT       53117210       115     3200 SH       SHARED      06            3200
D LIBERTY PPTY TR                SH BEN INT       53117210      1627    44900 SH       SHARED      10           44900
D LIBERTY PPTY TR                SH BEN INT       53117210     55397  1528617 SH       SHARED      11          653850         874767
D LIBERTY PPTY TR                SH BEN INT       53117210       571    15775 SH       SHARED      26           15775
D LIFEWAY FOODS INC              COM              53191410         1      195 SH       SHARED                     195
D LIFEWAY FOODS INC              COM              53191410         0      101 SH       SHARED      02             101
D LIFE TIME FITNESS INC          COM              53217R20      1770    38698 SH       SHARED                   38514            184
D LIFE TIME FITNESS INC          COM              53217R20         2       62 SH       SHARED      02              62
D LIFE TIME FITNESS INC          COM              53217R20       420     9200 SH       SHARED      10            9200
D LIFE TIME FITNESS INC          COM              53217R20        14      316 SH       SHARED      21             316
D LIFE TECHNOLOGIES CORP         COM              53217V10        45      933 SH       SHARED                     933
D LIFE TECHNOLOGIES CORP         COM              53217V10     76824  1572501 SH       SHARED                 1572501
D LIFE TECHNOLOGIES CORP         COM              53217V10      2272    46511 SH       SHARED      01           46511
D LIFE TECHNOLOGIES CORP         COM              53217V10         0        9 SH       SHARED      02               9
D LIFE TECHNOLOGIES CORP         COM              53217V10     25350   518902 SH       SHARED      04          518902
D LIFE TECHNOLOGIES CORP         COM              53217V10       753    15429 SH       SHARED      05           15429
D LIFE TECHNOLOGIES CORP         COM              53217V10       405     8290 SH       SHARED      05            8290
D LIFE TECHNOLOGIES CORP         COM              53217V10      2342    47950 SH       SHARED      06            7650          40300
D LIFE TECHNOLOGIES CORP         COM              53217V10      2550    52212 SH       SHARED      10           52212
D LIFE TECHNOLOGIES CORP         COM              53217V10       234     4800 SH       SHARED      30            4800
D LIFEPOINT HOSPITALS INC        SDCV  3.250% 8/1 53219LAG       769   766000 PRN      SHARED      02          766000
D LIFEPOINT HOSPITALS INC        NOTE  3.500% 5/1 53219LAH        54    50000 PRN      SHARED      02           50000
D LIFEPOINT HOSPITALS INC        COM              53219L10      2420    56581 SH       SHARED                   56581
D LIFEPOINT HOSPITALS INC        COM              53219L10        84     1974 SH       SHARED      01            1974
D LIFEPOINT HOSPITALS INC        COM              53219L10       510    11942 SH       SHARED      02           11942
D LIFEPOINT HOSPITALS INC        COM              53219L10     26429   617790 SH       SHARED      10          617790
D LIFEPOINT HOSPITALS INC        COM              53219L10       183     4300 SH       SHARED      26            4300
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50        51     3028 SH       SHARED                    3028
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50       280    16360 SH       SHARED      01           13310           3050
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50       574    33500 SH       SHR/OTHR    01                          33500
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50         0        7 SH       SHARED      02               7
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50      6949   405210 SH       SHARED      26          405210
D LIGAND PHARMACEUTICALS INC     COM NEW          53220K50      1776   103565 SH       SHARED      32          103565
D LIFETIME BRANDS INC            COM              53222Q10        78     6627 SH       SHARED                    6627
D LIFETIME BRANDS INC            COM              53222Q10         0        1 SH       SHARED      02               1
D LIFETIME BRANDS INC            COM              53222Q10       102     8600 SH       SHARED      26            8600
D LIGHTBRIDGE CORP               COM              53224K10         0      300 SH       SHARED      02             300
D LIHUA INTL INC                 COM              53235210        58    16302 SH       SHARED                   14902           1400
D LILLY ELI & CO                 COM              53245710      1078    22755 SH       SHARED                   22755
D LILLY ELI & CO                 COM              53245710    216797  4572829 SH       SHARED                 4572136            693
D LILLY ELI & CO                 COM              53245710         7     1071 SH CALL  SHARED                    1071
D LILLY ELI & CO                 COM              53245710         0      500 SH PUT   SHARED                     500
D LILLY ELI & CO                 COM              53245710     17202   362844 SH       SHARED      01          342725          20119
D LILLY ELI & CO                 COM              53245710       461     9728 SH       SHR/OTHR    01                           9728
D LILLY ELI & CO                 COM              53245710      1186    25028 SH       SHARED      02            4015          21013
D LILLY ELI & CO                 COM              53245710       137    34345 SH CALL  SHARED      02           34345
D LILLY ELI & CO                 COM              53245710         5     7989 SH PUT   SHARED      02            7989
D LILLY ELI & CO                 COM              53245710     99315  2094819 SH       SHARED      04         2083069          11750
D LILLY ELI & CO                 COM              53245710       376     7940 SH       SHARED      05            7940
D LILLY ELI & CO                 COM              53245710      5190   109488 SH       SHARED      06           73880          35608
D LILLY ELI & CO                 COM              53245710     30378   640770 SH       SHARED      10          640770
D LILLY ELI & CO                 COM              53245710        69     1465 SH       SHARED      20            1165            300
D LILLY ELI & CO                 COM              53245710        50     1064 SH       SHR/OTHR    20                           1064
D LILLY ELI & CO                 COM              53245710      1084    22880 SH       SHARED      21           22880
D LILLY ELI & CO                 COM              53245710        12      260 SH       SHR/OTHR    21                            260
D LILLY ELI & CO                 COM              53245710       456     9625 SH       SHARED      23            9065            560
D LILLY ELI & CO                 COM              53245710       584    12321 SH       SHR/OTHR    23                          12321
D LILLY ELI & CO                 COM              53245710      1349    28457 SH       SHARED      27           28457
D LILLY ELI & CO                 COM              53245710      1590    33538 SH       SHARED      32           33538
D LIMELIGHT NETWORKS INC         COM              53261M10      1557   665440 SH       SHARED                  659958           5482
D LIMELIGHT NETWORKS INC         COM              53261M10         0       10 SH       SHARED      02              10
D LIMELIGHT NETWORKS INC         COM              53261M10        21     9400 SH       SHARED      10            9400
D LIMITED BRANDS INC             COM              53271610        87     1784 SH       SHARED                    1234            550
D LIMITED BRANDS INC             COM              53271610     10423   211600 SH       SHARED                  205007           6593
D LIMITED BRANDS INC             COM              53271610     15853   321843 SH       SHARED      01          248662   700    72481
D LIMITED BRANDS INC             COM              53271610      3233    65636 SH       SHR/OTHR    01                          65636
D LIMITED BRANDS INC             COM              53271610      2193    44523 SH       SHARED      02           33547          10976
D LIMITED BRANDS INC             COM              53271610         0       91 SH PUT   SHARED      02              91
D LIMITED BRANDS INC             COM              53271610       593    12050 SH       SHARED      04           12050
D LIMITED BRANDS INC             COM              53271610        91     1860 SH       SHARED      05            1860
D LIMITED BRANDS INC             COM              53271610      1844    37450 SH       SHARED      06           27450          10000
D LIMITED BRANDS INC             COM              53271610      4623    93859 SH       SHARED      10           91261           2598
D LIMITED BRANDS INC             COM              53271610      1925    39087 SH       SHARED      20           31692   210     7185
D LIMITED BRANDS INC             COM              53271610       457     9291 SH       SHR/OTHR    20                           9291
D LIMITED BRANDS INC             COM              53271610       263     5340 SH       SHARED      21            5340
D LIMITED BRANDS INC             COM              53271610        34      700 SH       SHR/OTHR    21                            700
D LIMITED BRANDS INC             COM              53271610      6909   140256 SH       SHARED      23          129231          11025
D LIMITED BRANDS INC             COM              53271610      2768    56206 SH       SHR/OTHR    23                          56206
D LIMITED BRANDS INC             COM              53271610      1610    32700 SH       SHARED      26           32700
D LIMITED BRANDS INC             COM              53271610      1428    29000 SH       SHARED      29           29000
D LIMONEIRA CO                   COM              53274610         6      351 SH       SHARED                     351
D LIMONEIRA CO                   COM              53274610         0        2 SH       SHARED      02               2
D LIN TV CORP                    CL A             53277410        37     8554 SH       SHARED                    8554
D LIN TV CORP                    CL A             53277410        38     8775 SH       SHARED      01            8775
D LIN TV CORP                    CL A             53277410         0        6 SH       SHARED      02               6
D LIN TV CORP                    CL A             53277410         8     2000 SH       SHARED      23                           2000
D LINCOLN EDL SVCS CORP          COM              53353510        68    16425 SH       SHARED                   16425
D LINCOLN EDL SVCS CORP          COM              53353510         0       58 SH       SHARED      02              58
D LINCOLN EDL SVCS CORP          COM              53353510        55    13200 SH       SHARED      10           13200
D LINCOLN ELEC HLDGS INC         COM              53390010      8283   212130 SH       SHARED                  207909           4221
D LINCOLN ELEC HLDGS INC         COM              53390010         0        2 SH       SHARED      02               2
D LINCOLN ELEC HLDGS INC         COM              53390010       191     4900 SH       SHARED      10            4900
D LINCOLN ELEC HLDGS INC         COM              53390010         7      193 SH       SHARED      21                            193
D LINCOLN NATL CORP IND          COM              53418710        38     1604 SH       SHARED                    1604
D LINCOLN NATL CORP IND          COM              53418710     14739   609332 SH       SHARED                  608632            700
D LINCOLN NATL CORP IND          COM              53418710      2108    87159 SH       SHARED      01           87159
D LINCOLN NATL CORP IND          COM              53418710      1921    79449 SH       SHARED      02           78746            703
D LINCOLN NATL CORP IND          COM              53418710       409    16908 SH       SHARED      04           16908
D LINCOLN NATL CORP IND          COM              53418710     17468   722157 SH       SHARED      04          722157
D LINCOLN NATL CORP IND          COM              53418710         3      140 SH       SHARED      05             140
D LINCOLN NATL CORP IND          COM              53418710      2440   100900 SH       SHARED      06           22410          78490
D LINCOLN NATL CORP IND          COM              53418710      5200   214993 SH       SHARED      10          214993
D LINCOLN NATL CORP IND          COM              53418710        48     2000 SH       SHARED      23            2000
D LINCOLN NATL CORP IND          COM              53418710        11      457 SH       SHR/OTHR    23                            457
D LINCOLN NATL CORP IND          COM              53418710       534    22100 SH       SHARED      26           22100
D LINCOLN NATL CORP IND          *W EXP 07/10/201 53418711      1094    68304 SH       SHARED      02           68304
D LINDSAY CORP                   COM              53555510      3180    44194 SH       SHARED                   38899           5295
D LINDSAY CORP                   COM              53555510       230     3200 SH       SHARED      01            3200
D LINDSAY CORP                   COM              53555510        77     1075 SH       SHARED      02              25           1050
D LINDSAY CORP                   COM              53555510        14      207 SH       SHARED      21             207
D LINEAR TECHNOLOGY CORP         NOTE  3.000% 5/0 535678AC      3009  2908000 PRN      SHARED                 2908000
D LINEAR TECHNOLOGY CORP         NOTE  3.000% 5/0 535678AC      1387  1341000 PRN      SHARED      02         1341000
D LINEAR TECHNOLOGY CORP         NOTE  3.000% 5/0 535678AC      1854  1792000 PRN      SHARED      06         1792000
D LINEAR TECHNOLOGY CORP         COM              53567810        84     2670 SH       SHARED                    2670
D LINEAR TECHNOLOGY CORP         COM              53567810     22430   704930 SH       SHARED                  704930
D LINEAR TECHNOLOGY CORP         COM              53567810      1862    58542 SH       SHARED      01           58142            400
D LINEAR TECHNOLOGY CORP         COM              53567810       783    24614 SH       SHARED      02            5580          19034
D LINEAR TECHNOLOGY CORP         COM              53567810       636    20000 SH       SHARED      04           20000
D LINEAR TECHNOLOGY CORP         COM              53567810         3      110 SH       SHARED      05             110
D LINEAR TECHNOLOGY CORP         COM              53567810       686    21590 SH       SHARED      06           12700           8890
D LINEAR TECHNOLOGY CORP         COM              53567810      2808    88251 SH       SHARED      10           88251
D LINEAR TECHNOLOGY CORP         COM              53567810         6      200 SH       SHARED      23             200
D LINEAR TECHNOLOGY CORP         COM              53567810        38     1200 SH       SHR/OTHR    23                           1200
D LINEAR TECHNOLOGY CORP         COM              53567810      9432   296419 SH       SHARED      31          296419
D LINKEDIN CORP                  COM CL A         53578A10     11027    91589 SH       SHARED                   91589
D LINKEDIN CORP                  COM CL A         53578A10      2167    18000 SH       SHARED      01           18000
D LINKEDIN CORP                  COM CL A         53578A10        33      280 SH       SHARED      02             280
D LINKEDIN CORP                  COM CL A         53578A10         5      815 SH CALL  SHARED      02             815
D LINKEDIN CORP                  COM CL A         53578A10        24      200 SH       SHARED      06             200
D LINKEDIN CORP                  COM CL A         53578A10       192     1600 SH       SHARED      10            1600
D LINKEDIN CORP                  COM CL A         53578A10      2675    22223 SH       SHARED      27           22223
D LIONS GATE ENTMNT CORP         COM NEW          53591920      7072   463174 SH       SHARED                  463174
D LIONS GATE ENTMNT CORP         COM NEW          53591920        16     1058 SH       SHARED      02             922            136
D LIONS GATE ENTMNT CORP         COM NEW          53591920        12      811 SH       SHARED      21             811
D LINN ENERGY LLC                UNIT LTD LIAB    53602010      5623   136368 SH       SHARED                  136368
D LINN ENERGY LLC                UNIT LTD LIAB    53602010      4295   104170 SH       SHARED      02                         104170
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210        32     9224 SH       SHARED                    9224
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210         0       16 SH       SHARED      02              16
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210        72    20500 SH       SHARED      10           20500
D LIONS GATE ENTMT INC           NOTE  3.625% 3/1 53626YAA       480   250000 PRN      SHARED                  250000
D LIQUIDITY SERVICES INC         COM              53635B10      1158    23081 SH       SHARED                   22760            321
D LIQUIDITY SERVICES INC         COM              53635B10         7      150 SH       SHARED      01             150
D LIQUIDITY SERVICES INC         COM              53635B10         2       46 SH       SHARED      02              46
D LIQUIDITY SERVICES INC         COM              53635B10       355     7073 SH       SHARED      21            7073
D LITHIA MTRS INC                CL A             53679710      3420   102676 SH       SHARED                  102676
D LITHIA MTRS INC                CL A             53679710       548    16460 SH       SHARED      01           13460           3000
D LITHIA MTRS INC                CL A             53679710      1132    34000 SH       SHR/OTHR    01                          34000
D LITHIA MTRS INC                CL A             53679710         1       38 SH       SHARED      02              38
D LITHIA MTRS INC                CL A             53679710       219     6600 SH       SHARED      10            6600
D LITTELFUSE INC                 COM              53700810      1017    18001 SH       SHARED                   17018            983
D LITTELFUSE INC                 COM              53700810         2       41 SH       SHARED      02              41
D LITTELFUSE INC                 COM              53700810       367     6500 SH       SHARED      10            6500
D LIVE NATION ENTERTAINMENT IN   NOTE  2.875% 7/1 538034AB       105   108000 PRN      SHARED                  108000
D LIVE NATION ENTERTAINMENT IN   NOTE  2.875% 7/1 538034AB       578   590000 PRN      SHARED      02          590000
D LIVE NATION ENTERTAINMENT IN   COM              53803410      2686   312008 SH       SHARED                  310483           1525
D LIVE NATION ENTERTAINMENT IN   COM              53803410        14     1669 SH       SHARED      01            1669
D LIVE NATION ENTERTAINMENT IN   COM              53803410        67     7816 SH       SHARED      02            7772             44
D LIVE NATION ENTERTAINMENT IN   COM              53803410       323    37550 SH       SHARED      10           37550
D LIVEPERSON INC                 COM              53814610       557    30782 SH       SHARED                   30782
D LIVEPERSON INC                 COM              53814610         1       99 SH       SHARED      02              99
D LLOYDS BANKING GROUP PLC       SPONSORED ADR    53943910       119    47833 SH       SHARED                   47833
D LO-JACK CORP                   COM              53945110         0      100 SH       SHARED      02             100
D LOCKHEED MARTIN CORP           COM              53983010     52873   566219 SH       SHARED                  566219
D LOCKHEED MARTIN CORP           COM              53983010      7717    82644 SH       SHARED      01           78974           3670
D LOCKHEED MARTIN CORP           COM              53983010        56      600 SH       SHR/OTHR    01                            600
D LOCKHEED MARTIN CORP           COM              53983010      2233    23917 SH       SHARED      02             521          23396
D LOCKHEED MARTIN CORP           COM              53983010         1      250 SH CALL  SHARED      02             250
D LOCKHEED MARTIN CORP           COM              53983010        46      500 SH       SHARED      04             500
D LOCKHEED MARTIN CORP           COM              53983010        91      980 SH       SHARED      05             980
D LOCKHEED MARTIN CORP           COM              53983010     17478   187180 SH       SHARED      10          187180
D LOCKHEED MARTIN CORP           COM              53983010        93     1000 SH       SHARED      21            1000
D LOCKHEED MARTIN CORP           COM              53983010       154     1650 SH       SHARED      23             400           1250
D LOCKHEED MARTIN CORP           COM              53983010       336     3604 SH       SHR/OTHR    23                           3604
D LOEWS CORP                     COM              54042410       106     2587 SH       SHARED                    2587
D LOEWS CORP                     COM              54042410     21449   519855 SH       SHARED                  519855
D LOEWS CORP                     COM              54042410      3167    76775 SH       SHARED      01           76775
D LOEWS CORP                     COM              54042410       798    19363 SH       SHARED      02             941          18422
D LOEWS CORP                     COM              54042410        48     1171 SH       SHARED      04            1171
D LOEWS CORP                     COM              54042410         8      200 SH       SHARED      05             200
D LOEWS CORP                     COM              54042410      1389    33668 SH       SHARED      06           24918           8750
D LOEWS CORP                     COM              54042410      4396   106548 SH       SHARED      10          106548
D LOEWS CORP                     COM              54042410      1052    25500 SH       SHARED      23           25500
D LOEWS CORP                     COM              54042410       285     6925 SH       SHARED      27            6925
D LOGMEIN INC                    COM              54142L10       379    16918 SH       SHARED                   16918
D LOGMEIN INC                    COM              54142L10        13      589 SH       SHARED      02              43            546
D LOGMEIN INC                    COM              54142L10        31     1400 SH       SHARED      10            1400
D LONE PINE RES INC              COM              54222A10       600   385061 SH       SHARED                  364553          20508
D LONE PINE RES INC              COM              54222A10         2     1653 SH       SHARED      01            1653
D LONE PINE RES INC              COM              54222A10         0      123 SH       SHARED      02               1            122
D LORAL SPACE & COMMUNICATNS I   COM              54388110       789    11111 SH       SHARED                   11111
D LORAL SPACE & COMMUNICATNS I   COM              54388110         8      125 SH       SHARED      01             125
D LORAL SPACE & COMMUNICATNS I   COM              54388110         0        3 SH       SHARED      02               3
D LORILLARD INC                  COM              54414710        78      678 SH       SHARED                     678
D LORILLARD INC                  COM              54414710     42450   364539 SH       SHARED                  363439           1100
D LORILLARD INC                  COM              54414710      3921    33675 SH       SHARED      01           33125            550
D LORILLARD INC                  COM              54414710        80      690 SH       SHR/OTHR    01                            690
D LORILLARD INC                  COM              54414710      1165    10006 SH       SHARED      02           10006
D LORILLARD INC                  COM              54414710        58      500 SH       SHARED      04             500
D LORILLARD INC                  COM              54414710       111      960 SH       SHARED      05             960
D LORILLARD INC                  COM              54414710      2716    23329 SH       SHARED      06           17755           5574
D LORILLARD INC                  COM              54414710     10178    87404 SH       SHARED      10           87404
D LORILLARD INC                  COM              54414710        23      200 SH       SHR/OTHR    23                            200
D LORILLARD INC                  COM              54414710      1482    12730 SH       SHARED      29           12730
D LORILLARD INC                  COM              54414710      5688    48851 SH       SHARED      31           48851
D LOUISIANA PAC CORP             COM              54634710      7818   625468 SH       SHARED                  625468
D LOUISIANA PAC CORP             COM              54634710        47     3825 SH       SHARED      01            3825
D LOUISIANA PAC CORP             COM              54634710        67     5405 SH       SHARED      02            4905            500
D LOUISIANA PAC CORP             COM              54634710       637    51000 SH       SHARED      10           51000
D LOWES COS INC                  COM              54866110        62     2055 SH       SHARED                    2055
D LOWES COS INC                  COM              54866110     44817  1482069 SH       SHARED                 1480669           1400
D LOWES COS INC                  COM              54866110         0      131 SH PUT   SHARED                     131
D LOWES COS INC                  COM              54866110     11054   365575 SH       SHARED      01          365575
D LOWES COS INC                  COM              54866110      2198    72701 SH       SHARED      02           17321          55380
D LOWES COS INC                  COM              54866110        14     8339 SH CALL  SHARED      02            8339
D LOWES COS INC                  COM              54866110         1     4743 SH PUT   SHARED      02            4743
D LOWES COS INC                  COM              54866110        57     1900 SH       SHARED      04            1900
D LOWES COS INC                  COM              54866110       188     6230 SH       SHARED      05            6230
D LOWES COS INC                  COM              54866110      3739   123650 SH       SHARED      06           79750          43900
D LOWES COS INC                  COM              54866110      9730   321767 SH       SHARED      10          321767
D LOWES COS INC                  COM              54866110       299     9895 SH       SHR/OTHR    23                           9895
D LOWES COS INC                  COM              54866110       756    25000 SH       SHARED      30           25000
D LOWES COS INC                  COM              54866110      8545   282574 SH       SHARED      31          282574
D LUBYS INC                      COM              54928210         4      722 SH       SHARED                     722
D LUBYS INC                      COM              54928210         0        3 SH       SHARED      02               3
D LUBYS INC                      COM              54928210         7     1100 SH       SHARED      10            1100
D LUCENT TECHNOLOGIES INC        DBCV  2.875% 6/1 549463AH       932   952000 PRN      SHARED      02          952000
D LUFKIN INDS INC                COM              54976410      3719    69111 SH       SHARED                   68411            700
D LUFKIN INDS INC                COM              54976410         3       66 SH       SHARED      02              66
D LUFKIN INDS INC                COM              54976410       328     6100 SH       SHARED      10            6100
D LULULEMON ATHLETICA INC        COM              55002110      2839    38396 SH       SHARED                   38396
D LULULEMON ATHLETICA INC        COM              55002110      1774    24000 SH       SHARED      01           24000
D LULULEMON ATHLETICA INC        COM              55002110     13139   177700 SH       SHARED      02          177700
D LULULEMON ATHLETICA INC        COM              55002110         3     1284 SH PUT   SHARED      02            1284
D LULULEMON ATHLETICA INC        COM              55002110       739    10000 SH       SHARED      04           10000
D LULULEMON ATHLETICA INC        COM              55002110         3       48 SH       SHARED      05              48
D LULULEMON ATHLETICA INC        COM              55002110       414     5610 SH       SHARED      06            5000            610
D LULULEMON ATHLETICA INC        COM              55002110      1611    21790 SH       SHARED      27           21790
D LUMBER LIQUIDATORS HLDGS INC   COM              55003T10      1036    20457 SH       SHARED                   20457
D LUMBER LIQUIDATORS HLDGS INC   COM              55003T10         4       79 SH       SHARED      02              53             26
D LUMINEX CORP DEL               COM              55027E10       601    30954 SH       SHARED                   29684           1270
D LUMINEX CORP DEL               COM              55027E10        89     4600 SH       SHARED      01            4600
D LUMINEX CORP DEL               COM              55027E10         1       74 SH       SHARED      02              74
D LUMOS NETWORKS CORP            COM              55028310        93    11882 SH       SHARED                   11882
D LUMOS NETWORKS CORP            COM              55028310         0       25 SH       SHARED      01              25
D LUMOS NETWORKS CORP            COM              55028310         0       32 SH       SHARED      02              32
D LUMOS NETWORKS CORP            COM              55028310       192    24500 SH       SHARED      10           24500
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20       285     8100 SH       SHR/OTHR    01                           8100
D LYDALL INC DEL                 COM              55081910       154    10970 SH       SHARED                   10970
D LYDALL INC DEL                 COM              55081910         0       31 SH       SHARED      02              31
D M & T BK CORP                  COM              55261F10        59      622 SH       SHARED                     622
D M & T BK CORP                  COM              55261F10     16779   176333 SH       SHARED                  176333
D M & T BK CORP                  COM              55261F10      3393    35658 SH       SHARED      01           34421           1237
D M & T BK CORP                  COM              55261F10       312     3279 SH       SHR/OTHR    01                           3279
D M & T BK CORP                  COM              55261F10        83      874 SH       SHARED      02             874
D M & T BK CORP                  COM              55261F10         4       50 SH       SHARED      05              50
D M & T BK CORP                  COM              55261F10       751     7900 SH       SHARED      06            4700           3200
D M & T BK CORP                  COM              55261F10     10108   106224 SH       SHARED      10          106224
D M & T BK CORP                  COM              55261F10        39      415 SH       SHARED      20             415
D M & T BK CORP                  COM              55261F10       161     1700 SH       SHARED      23            1665             35
D M & T BK CORP                  COM              55261F10        71      750 SH       SHR/OTHR    23                            750
D M & T BK CORP                  COM              55261F10      3586    37688 SH       SHARED      27           37688
D M & T BK CORP                  COM              55261F10      5868    61670 SH       SHARED      31           61670
D MBIA INC                       COM              55262C10        29     2925 SH       SHARED                    2925
D MBIA INC                       COM              55262C10     29934  2955080 SH       SHARED                 2949230           5850
D MBIA INC                       COM              55262C10        49     4900 SH       SHARED      01            4900
D MBIA INC                       COM              55262C10      1212   119666 SH       SHARED      02          119666
D MBIA INC                       COM              55262C10         2     1950 SH CALL  SHARED      02            1950
D MBIA INC                       COM              55262C10         0      187 SH PUT   SHARED      02             187
D MB FINANCIAL INC NEW           COM              55264U10       293    14886 SH       SHARED                   12915           1971
D MB FINANCIAL INC NEW           COM              55264U10         0        8 SH       SHARED      02               8
D MB FINANCIAL INC NEW           COM              55264U10       282    14300 SH       SHARED      10           14300
D M D C HLDGS INC                COM              55267610      7813   202896 SH       SHARED                  202796            100
D M D C HLDGS INC                COM              55267610      1993    51770 SH       SHARED      02            1675          50095
D M D C HLDGS INC                COM              55267610       342     8900 SH       SHARED      10            8900
D MDU RES GROUP INC              COM              55269010      7265   329629 SH       SHARED                  325609           4020
D MDU RES GROUP INC              COM              55269010       943    42800 SH       SHARED      01           42800
D MDU RES GROUP INC              COM              55269010       157     7145 SH       SHARED      02               3           7142
D MDU RES GROUP INC              COM              55269010        50     2300 SH       SHARED      04            2300
D MDU RES GROUP INC              COM              55269010       134     6100 SH       SHARED      05            6100
D MDU RES GROUP INC              COM              55269010       372    16900 SH       SHARED      06           16900
D MDC PARTNERS INC               CL A SUB VTG     55269710       466    37842 SH       SHARED                   37842
D MDC PARTNERS INC               CL A SUB VTG     55269710         0        5 SH       SHARED      02               5
D MDC PARTNERS INC               CL A SUB VTG     55269710        59     4800 SH       SHARED      10            4800
D MEMC ELECTR MATLS INC          COM              55271510       594   216320 SH       SHARED                  216320
D MEMC ELECTR MATLS INC          COM              55271510        67    24500 SH       SHARED      01           24500
D MEMC ELECTR MATLS INC          COM              55271510       135    49341 SH       SHARED      02              41          49300
D MFA FINANCIAL INC              COM              55272X10      1184   139395 SH       SHARED                  139395
D MFA FINANCIAL INC              COM              55272X10       189    22321 SH       SHARED      02             321          22000
D MFA FINANCIAL INC              COM              55272X10      4094   481700 SH       SHARED      10          481700
D MFS INTER INCOME TR            SH BEN INT       55273C10       416    64929 SH       SHARED      02                          64929
D MGC DIAGNOSTICS CORP           COM              55276810         1      200 SH       SHARED      02             200
D MGE ENERGY INC                 COM              55277P10       192     3624 SH       SHARED                    3624
D MGE ENERGY INC                 COM              55277P10      1573    29700 SH       SHARED      01           29700
D MGE ENERGY INC                 COM              55277P10        95     1804 SH       SHARED      02               4           1800
D MGE ENERGY INC                 COM              55277P10       614    11600 SH       SHARED      10           11600
D MFC INDL LTD                   COM              55278T10       116    13997 SH       SHARED                   13997
D MFC INDL LTD                   COM              55278T10        38     4578 SH       SHARED      21            4578
D MGIC INVT CORP WIS             NOTE  5.000% 5/0 552848AD      1428  2100000 PRN      SHARED                 1600000         500000
D MGIC INVT CORP WIS             NOTE  5.000% 5/0 552848AD      3740  5500000 PRN      SHARED      02         5500000
D MGIC INVT CORP WIS             COM              55284810       837   547554 SH       SHARED                  547554
D MGIC INVT CORP WIS             COM              55284810        49    32600 SH       SHARED      01           32600
D MGIC INVT CORP WIS             COM              55284810      1147   749933 SH       SHARED      02          749933
D MGIC INVT CORP WIS             COM              55284810       132    86300 SH       SHARED      10           86300
D MGIC INVT CORP WIS             COM              55284810       122    80000 SH       SHARED      26           80000
D MGM RESORTS INTERNATIONAL      COM              55295310      9814   912996 SH       SHARED                  912196            800
D MGM RESORTS INTERNATIONAL      COM              55295310         0     2500 SH PUT   SHARED                    2500
D MGM RESORTS INTERNATIONAL      COM              55295310      1079   100400 SH       SHARED      01          100400
D MGM RESORTS INTERNATIONAL      COM              55295310      2225   207024 SH       SHARED      02          207024
D MGM RESORTS INTERNATIONAL      COM              55295310         0     1000 SH PUT   SHARED      02            1000
D MGM RESORTS INTERNATIONAL      COM              55295310         2      200 SH       SHARED      05             200
D MGM RESORTS INTERNATIONAL      COM              55295310      1229   114410 SH       SHARED      06          114410
D MGM RESORTS INTERNATIONAL      COM              55295310         7      700 SH       SHARED      21                            700
D MGP INGREDIENTS INC NEW        COM              55303J10         0      100 SH       SHARED      02             100
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE      2700  2599000 PRN      SHARED                  599000        2000000
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE     18973 18261008 PRN      SHARED      02        18261008
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE      1974  1900000 PRN      SHARED      06                        1900000
D MGM RESORTS INTERNATIONAL      NOTE  4.250% 4/1 55303QAE       420   405000 PRN      SHARED      10          405000
D M/I HOMES INC                  COM              55305B10       375    19395 SH       SHARED                   19395
D M/I HOMES INC                  COM              55305B10         0       38 SH       SHARED      02              38
D M/I HOMES INC                  COM              55305B10       220    11400 SH       SHARED      10           11400
D MKS INSTRUMENT INC             COM              55306N10      3642   142896 SH       SHARED                  142235            661
D MKS INSTRUMENT INC             COM              55306N10       197     7750 SH       SHARED      01            7750
D MKS INSTRUMENT INC             COM              55306N10         2       96 SH       SHARED      02              96
D MKS INSTRUMENT INC             COM              55306N10       448    17600 SH       SHARED      10           17600
D MPG OFFICE TR INC              COM              55327410         0       11 SH       SHARED                      11
D MPG OFFICE TR INC              COM              55327410       143    42700 SH       SHARED      01           42700
D MRC GLOBAL INC                 COM              55345K10       489    19920 SH       SHARED                   19920
D MRC GLOBAL INC                 COM              55345K10        22      904 SH       SHARED      02             800            104
D MRC GLOBAL INC                 COM              55345K10         9      400 SH       SHARED      10             400
D MSC INDL DIRECT INC            CL A             55353010      4187    62070 SH       SHARED                   62070
D MSC INDL DIRECT INC            CL A             55353010         2       38 SH       SHARED      02              38
D MSC INDL DIRECT INC            CL A             55353010       121     1800 SH       SHARED      10            1800
D MSC INDL DIRECT INC            CL A             55353010      3197    47397 SH       SHARED      31           47397
D MSCI INC                       COM              55354G10      4789   133813 SH       SHARED                  133813
D MSCI INC                       COM              55354G10         0       25 SH       SHARED      01              25
D MSCI INC                       COM              55354G10        14      409 SH       SHARED      02             409
D MSCI INC                       COM              55354G10       110     3100 SH       SHARED      10            3100
D MTR GAMING GROUP INC           COM              55376910         4      993 SH       SHARED                     993
D MTR GAMING GROUP INC           COM              55376910         0        6 SH       SHARED      02               6
D MTS SYS CORP                   COM              55377710       968    18079 SH       SHARED                   18079
D MTS SYS CORP                   COM              55377710         1       31 SH       SHARED      02              31
D MTS SYS CORP                   COM              55377710       342     6400 SH       SHARED      10            6400
D MVC CAPITAL INC                COM              55382910      1271    99312 SH       SHARED                   99312
D MVC CAPITAL INC                COM              55382910         0        3 SH       SHARED      02               3
D MWI VETERINARY SUPPLY INC      COM              55402X10       989     9276 SH       SHARED                    9276
D MWI VETERINARY SUPPLY INC      COM              55402X10         3       34 SH       SHARED      02              34
D MYR GROUP INC DEL              COM              55405W10        82     4122 SH       SHARED                    3284            838
D MYR GROUP INC DEL              COM              55405W10         0        4 SH       SHARED      02               4
D MA COM TECHNOLOGY SOLUTIONS    COM              55405Y10         2      226 SH       SHARED                     226
D MA COM TECHNOLOGY SOLUTIONS    COM              55405Y10       133    10540 SH       SHARED      04           10540
D MAC-GRAY CORP                  COM              55415310         5      440 SH       SHARED                     440
D MACATAWA BK CORP               COM              55422510         0      216 SH       SHARED      02             216
D MACERICH CO                    COM              55438210     15447   269926 SH       SHARED                  269926
D MACERICH CO                    COM              55438210      2051    35840 SH       SHARED      01           35840
D MACERICH CO                    COM              55438210        75     1327 SH       SHARED      02             477            850
D MACERICH CO                    COM              55438210         5       90 SH       SHARED      05              90
D MACERICH CO                    COM              55438210       649    11350 SH       SHARED      06           11000            350
D MACERICH CO                    COM              55438210       143     2510 SH       SHARED      23            2510
D MACERICH CO                    COM              55438210       834    14590 SH       SHARED      26           14590
D MACK CALI RLTY CORP            COM              55448910      4206   158145 SH       SHARED                  158145
D MACK CALI RLTY CORP            COM              55448910        30     1152 SH       SHARED      02            1152
D MACK CALI RLTY CORP            COM              55448910      2734   102810 SH       SHARED      10          102810
D MACK CALI RLTY CORP            COM              55448910     18919   711255 SH       SHARED      11                         711255
D MACK CALI RLTY CORP            COM              55448910        51     1950 SH       SHR/OTHR    23                           1950
D MACK CALI RLTY CORP            COM              55448910       248     9355 SH       SHARED      26            9355
D MACQUARIE FT TR GB INF UT DI   COM              55607W10        84     5365 SH       SHARED      02                           5365
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10      4466   107677 SH       SHARED                  104677           3000
D MACQUARIE GLBL INFRA TOTL RE   COM              55608D10        59     3085 SH       SHARED      02                           3085
D MACYS INC                      COM              55616P10        70     1863 SH       SHARED                    1588            275
D MACYS INC                      COM              55616P10     32908   874756 SH       SHARED                  874756
D MACYS INC                      COM              55616P10      7878   209419 SH       SHARED      01          196993          12426
D MACYS INC                      COM              55616P10       511    13590 SH       SHR/OTHR    01                          13590
D MACYS INC                      COM              55616P10       493    13111 SH       SHARED      02            6462           6649
D MACYS INC                      COM              55616P10        76     2044 SH       SHARED      05            2044
D MACYS INC                      COM              55616P10      3498    93008 SH       SHARED      06           76708          16300
D MACYS INC                      COM              55616P10      3840   102081 SH       SHARED      10          100514           1567
D MACYS INC                      COM              55616P10       369     9810 SH       SHARED      15            9810
D MACYS INC                      COM              55616P10       439    11680 SH       SHARED      20            9575   130     1975
D MACYS INC                      COM              55616P10        10      275 SH       SHR/OTHR    20                            275
D MACYS INC                      COM              55616P10       307     8180 SH       SHARED      21            8180
D MACYS INC                      COM              55616P10       981    26092 SH       SHARED      23           23642           2450
D MACYS INC                      COM              55616P10       443    11787 SH       SHR/OTHR    23                          11787
D MACYS INC                      COM              55616P10       936    24900 SH       SHARED      26           24900
D MACYS INC                      COM              55616P10      2403    63900 SH       SHARED      30           63900
D MADDEN STEVEN LTD              COM              55626910      1364    31220 SH       SHARED                   31220
D MADDEN STEVEN LTD              COM              55626910         4      109 SH       SHARED      02              83             26
D MADDEN STEVEN LTD              COM              55626910       306     7000 SH       SHARED      26            7000
D MADISON SQUARE GARDEN CO       CL A             55826P10     24430   606663 SH       SHARED                  604277           2386
D MADISON SQUARE GARDEN CO       CL A             55826P10         4      112 SH       SHARED      01             112
D MADISON SQUARE GARDEN CO       CL A             55826P10        20      504 SH       SHARED      02             504
D MADISON SQUARE GARDEN CO       CL A             55826P10        16      400 SH       SHARED      10             400
D MADISON SQUARE GARDEN CO       CL A             55826P10        80     2000 SH       SHARED      23                           2000
D MAG SILVER CORP                COM              55903Q10       541    44470 SH       SHARED                   44470
D MAG SILVER CORP                COM              55903Q10        30     2500 SH       SHARED      02            2500
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920      1077    20885 SH       SHARED                   20885
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920         0        1 SH       SHARED      02               1
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       547    10600 SH       SHARED      10           10600
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       165     3200 SH       SHARED      26            3200
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010     17055   195008 SH       SHARED                  195008
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010      6789    77627 SH       SHARED      02                          77627
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010     32587   372598 SH       SHARED      06                         372598
D MAGIC SOFTWARE ENTERPRISES L   ORD              55916610         6     1418 SH       SHARED                    1418
D MAGNA INTL INC                 COM              55922240        34      800 SH       SHARED                     800
D MAGNA INTL INC                 COM              55922240      2811    64987 SH       SHARED                   64987
D MAGNA INTL INC                 COM              55922240        77     1800 SH       SHARED      02            1600            200
D MAGNA INTL INC                 COM              55922240       142     3300 SH       SHARED      05            3300
D MAGNA INTL INC                 COM              55922240      1541    35630 SH       SHARED      06           33740           1890
D MAGNA INTL INC                 COM              55922240        96     2235 SH       SHR/OTHR    23                           2235
D MAGNACHIP SEMICONDUCTOR CORP   COM              55933J20       184    15648 SH       SHARED                   15648
D MAGNACHIP SEMICONDUCTOR CORP   COM              55933J20        59     5000 SH       SHARED      02                           5000
D MAGNETEK INC                   COM NEW          55942440        37     3300 SH       SHARED      26            3300
D MAGNUM HUNTER RES CORP DEL     COM              55973B10       482   108658 SH       SHARED                  108658
D MAGNUM HUNTER RES CORP DEL     COM              55973B10        15     3600 SH       SHARED      01            3600
D MAGNUM HUNTER RES CORP DEL     COM              55973B10        40     9030 SH       SHARED      02              30           9000
D MAGNUM HUNTER RES CORP DEL     COM              55973B10       873   196809 SH       SHARED      04          196809
D MAGNUM HUNTER RES CORP DEL     COM              55973B10        29     6700 SH       SHARED      10            6700
D MAHANAGAR TEL NIGAM LTD        SPONS ADR 2001   55977840        46    39080 SH       SHARED                   39080
D MAIDENFORM BRANDS INC          COM              56030510       394    19260 SH       SHARED                   18052           1208
D MAIDENFORM BRANDS INC          COM              56030510         0       44 SH       SHARED      02              44
D MAIN STREET CAPITAL CORP       COM              56035L10         0        3 SH       SHARED      02               3
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10        81     6358 SH       SHARED                    6358
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10         0        3 SH       SHARED      02               3
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10       104     8100 SH       SHARED      10            8100
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10       173    13500 SH       SHARED      26           13500
D MAJESCO ENTERTAINMENT CO       COM NEW          56069020        33    26691 SH       SHARED                   26691
D MAKO SURGICAL CORP             COM              56087910       297    17110 SH       SHARED                   17110
D MAKO SURGICAL CORP             COM              56087910       118     6781 SH       SHARED                    5810            971
D MAKO SURGICAL CORP             COM              56087910       100     5800 SH       SHARED      01            5800
D MAKO SURGICAL CORP             COM              56087910        17     1010 SH       SHARED      02              10           1000
D MAKO SURGICAL CORP             COM              56087910        12     8362 SH CALL  SHARED      02            8362
D MAKO SURGICAL CORP             COM              56087910        45     5734 SH PUT   SHARED      02            5734
D MAKO SURGICAL CORP             COM              56087910       618    35510 SH       SHARED      26           35510
D MAKO SURGICAL CORP             COM              56087910       165     9500 SH       SHARED      32            9500
D MANHATTAN ASSOCS INC           COM              56275010      1011    17655 SH       SHARED                   17575             80
D MANHATTAN ASSOCS INC           COM              56275010      1465    25585 SH       SHARED      01           24135           1450
D MANHATTAN ASSOCS INC           COM              56275010      1236    21582 SH       SHR/OTHR    01                          21582
D MANHATTAN ASSOCS INC           COM              56275010         2       38 SH       SHARED      02              38
D MANHATTAN ASSOCS INC           COM              56275010       400     7000 SH       SHARED      10            7000
D MANHATTAN ASSOCS INC           COM              56275010       240     4200 SH       SHARED      29            4200
D MANITOWOC INC                  COM              56357110      8679   650633 SH       SHARED                  650633
D MANITOWOC INC                  COM              56357110      9120   683731 SH       SHARED      02          682381           1350
D MANITOWOC INC                  COM              56357110      1156    86700 SH       SHARED      04           86700
D MANITOWOC INC                  COM              56357110        33     2500 SH       SHARED      10            2500
D MANNATECH INC                  COM NEW          56377120         0       70 SH       SHARED                      70
D MANNING & NAPIER INC           CL A             56382Q10        81     6686 SH       SHARED                    6686
D MANNING & NAPIER INC           CL A             56382Q10         0        2 SH       SHARED      02               2
D MANNING & NAPIER INC           CL A             56382Q10        69     5700 SH       SHARED      10            5700
D MANNKIND CORP                  COM              56400P20        58    20478 SH       SHARED                   20478
D MANNKIND CORP                  COM              56400P20         0       31 SH       SHARED      02              31
D MANNKIND CORP                  COM              56400P20         2     4730 SH PUT   SHARED      02            4730
D MANPOWERGROUP INC              COM              56418H10      3022    82130 SH       SHARED                   82130
D MANPOWERGROUP INC              COM              56418H10       765    20800 SH       SHARED      01           20000            800
D MANPOWERGROUP INC              COM              56418H10        91     2498 SH       SHARED      02            1798            700
D MANPOWERGROUP INC              COM              56418H10       683    18583 SH       SHARED      04           18583
D MANPOWERGROUP INC              COM              56418H10      1481    40250 SH       SHARED      06             250          40000
D MANPOWERGROUP INC              COM              56418H10       114     3100 SH       SHARED      10            3100
D MANPOWERGROUP INC              COM              56418H10       452    12300 SH       SHARED      26           12300
D MANTECH INTL CORP              CL A             56456310       539    22460 SH       SHARED                   22460
D MANTECH INTL CORP              CL A             56456310         0        4 SH       SHARED      02               4
D MANTECH INTL CORP              CL A             56456310      2442   101775 SH       SHARED      10          101775
D MANULIFE FINL CORP             COM              56501R10        25     2100 SH       SHARED                    2100
D MANULIFE FINL CORP             COM              56501R10      7238   601181 SH       SHARED                  601181
D MANULIFE FINL CORP             COM              56501R10       256    21292 SH       SHARED      02           20000           1292
D MANULIFE FINL CORP             COM              56501R10        51     4300 SH       SHARED      05            4300
D MANULIFE FINL CORP             COM              56501R10      2008   166788 SH       SHARED      06          147120          19668
D MANULIFE FINL CORP             COM              56501R10         3      310 SH       SHARED      21             310
D MANULIFE FINL CORP             COM              56501R10        48     4000 SH       SHARED      23            4000
D MANULIFE FINL CORP             COM              56501R10         1      100 SH       SHR/OTHR    23                            100
D MAP PHARMACEUTICALS INC        COM              56509R10        76     4888 SH       SHARED                    4763            125
D MAP PHARMACEUTICALS INC        COM              56509R10        11      758 SH       SHARED      02               8            750
D MAP PHARMACEUTICALS INC        COM              56509R10       487    31324 SH       SHARED      04           31324
D MARATHON OIL CORP              COM              56584910       197     6678 SH       SHARED                    6678
D MARATHON OIL CORP              COM              56584910     53694  1815834 SH       SHARED                 1378983         436851
D MARATHON OIL CORP              COM              56584910      5771   195168 SH       SHARED      01          192883           2285
D MARATHON OIL CORP              COM              56584910       145     4936 SH       SHR/OTHR    01                           4936
D MARATHON OIL CORP              COM              56584910       873    29533 SH       SHARED      02           26883           2650
D MARATHON OIL CORP              COM              56584910         4      800 SH CALL  SHARED      02             800
D MARATHON OIL CORP              COM              56584910     85568  2893754 SH       SHARED      04         2893754
D MARATHON OIL CORP              COM              56584910      2705    91480 SH       SHARED      05           91480
D MARATHON OIL CORP              COM              56584910      3570   120757 SH       SHARED      06           95550          25207
D MARATHON OIL CORP              COM              56584910      9076   306941 SH       SHARED      10          306941
D MARATHON OIL CORP              COM              56584910       236     8000 SH       SHARED      15            8000
D MARATHON OIL CORP              COM              56584910        33     1135 SH       SHARED      20            1135
D MARATHON OIL CORP              COM              56584910         4      150 SH       SHR/OTHR    20                            150
D MARATHON OIL CORP              COM              56584910       205     6935 SH       SHARED      23            6890             45
D MARATHON OIL CORP              COM              56584910       333    11290 SH       SHR/OTHR    23                          11290
D MARATHON OIL CORP              COM              56584910       372    12600 SH       SHARED      26           12600
D MARATHON OIL CORP              COM              56584910      8843   299054 SH       SHARED      31          299054
D MARATHON PETE CORP             COM              56585A10       148     2716 SH       SHARED                    2596            120
D MARATHON PETE CORP             COM              56585A10    120930  2215241 SH       SHARED                 1710513         504728
D MARATHON PETE CORP             COM              56585A10      5074    92958 SH       SHARED      01           92608            350
D MARATHON PETE CORP             COM              56585A10       812    14884 SH       SHARED      02              91          14793
D MARATHON PETE CORP             COM              56585A10         0      200 SH CALL  SHARED      02             200
D MARATHON PETE CORP             COM              56585A10       380     6975 SH       SHARED      04            6975
D MARATHON PETE CORP             COM              56585A10    189648  3474048 SH       SHARED      04         3474048
D MARATHON PETE CORP             COM              56585A10       163     2990 SH       SHARED      05            2990
D MARATHON PETE CORP             COM              56585A10      3128    57300 SH       SHARED      06           43900          13400
D MARATHON PETE CORP             COM              56585A10      6173   113088 SH       SHARED      10          113088
D MARATHON PETE CORP             COM              56585A10         6      125 SH       SHARED      20             125
D MARATHON PETE CORP             COM              56585A10        68     1250 SH       SHR/OTHR    23                           1250
D MARATHON PETE CORP             COM              56585A10       145     2664 SH       SHARED      27            2664
D MARCHEX INC                    CL B             56624R10         3      817 SH       SHARED                     817
D MARCHEX INC                    CL B             56624R10         1      404 SH       SHARED      02             404
D MARCHEX INC                    CL B             56624R10        18     4800 SH       SHARED      10            4800
D MARCUS CORP                    COM              56633010       293    26400 SH       SHARED                   26400
D MARCUS CORP                    COM              56633010         0       37 SH       SHARED      02              37
D MARINEMAX INC                  COM              56790810       147    17799 SH       SHARED                   17799
D MARINEMAX INC                  COM              56790810         0       42 SH       SHARED      02              42
D MARINEMAX INC                  COM              56790810        77     9300 SH       SHARED      10            9300
D MARINE PRODS CORP              COM              56842710         2      411 SH       SHARED                     411
D MARINE PRODS CORP              COM              56842710         0        3 SH       SHARED      02               3
D MARINE PRODS CORP              COM              56842710        23     4000 SH       SHARED      10            4000
D MARKEL CORP                    COM              57053510      1336     2915 SH       SHARED                    2915
D MARKEL CORP                    COM              57053510        48      105 SH       SHARED      01             105
D MARKEL CORP                    COM              57053510        32       71 SH       SHARED      02               8             63
D MARKEL CORP                    COM              57053510        45      100 SH       SHR/OTHR    23                            100
D MARKET LEADER INC              COM              57056R10       105    15786 SH       SHARED                   15786
D MARKET LEADER INC              COM              57056R10         0        6 SH       SHARED      02               6
D MARKETAXESS HLDGS INC          COM              57060D10       775    24546 SH       SHARED                   24546
D MARKETAXESS HLDGS INC          COM              57060D10         2       73 SH       SHARED      02              73
D MARKETAXESS HLDGS INC          COM              57060D10       290     9200 SH       SHARED      10            9200
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10         0        1 SH       SHARED                       1
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10    168643  3141067 SH       SHARED                 3141067
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10         1      515 SH CALL  SHARED                     515
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10         0      410 SH PUT   SHARED                     410
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10     10500   195573 SH       SHARED      02          180624          14949
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10        82    67347 SH CALL  SHARED      02           67347
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10        27     8665 SH PUT   SHARED      02            8665
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       159     2980 SH       SHARED      04                           2980
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       837    15600 SH       SHARED      26           15600
D MARKET VECTORS ETF TR          BNK & BROKERAG   57060U17        41     1000 SH       SHARED      01                           1000
D MARKET VECTORS ETF TR          OIL SVCS ETF     57060U19     17088   424726 SH       SHARED                  424726
D MARKET VECTORS ETF TR          OIL SVCS ETF     57060U19      1215    30200 SH       SHARED      02           30000            200
D MARKET VECTORS ETF TR          PHARMACEUTICAL   57060U21        20      500 SH       SHARED      02                            500
D MARKET VECTORS ETF TR          SEMICONDUCTOR    57060U23     24922   787693 SH       SHARED                  787693
D MARKET VECTORS ETF TR          SEMICONDUCTOR    57060U23        15      500 SH       SHARED      01                            500
D MARKET VECTORS ETF TR          SEMICONDUCTOR    57060U23      1582    50000 SH       SHARED      02           50000
D MARKET VECTORS ETF TR          SEMICONDUCTOR    57060U23         2     4300 SH PUT   SHARED      02            4300
D MARKET VECTORS ETF TR          MV STEEL INDEX   57060U30         4      100 SH       SHARED      02                            100
D MARKET VECTORS ETF TR          MTG REIT ETF     57060U32        55     2000 SH       SHARED      02                           2000
D MARKET VECTORS ETF TR          GBL ALTER ENRG   57060U40       153    15000 SH       SHARED                   15000
D MARKET VECTORS ETF TR          MINOR METALS     57060U47        11      900 SH       SHARED      02                            900
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50      9349   324764 SH       SHARED                  324764
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50      1256    43650 SH       SHARED      02           43650
D MARKET VECTORS ETF TR          EM LC CURR DBT   57060U52        13      500 SH       SHARED      02                            500
D MARKET VECTORS ETF TR          LAT AM SML CAP   57060U53        22      900 SH       SHARED      02                            900
D MARKET VECTORS ETF TR          JR GOLD MINERS E 57060U58       291    11800 SH       SHARED                   11800
D MARKET VECTORS ETF TR          JR GOLD MINERS E 57060U58       573    23182 SH       SHARED      02                          23182
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       151     2930 SH       SHARED                    2930
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60     43734   844460 SH       SHARED                  844460
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       440     8500 SH       SHR/OTHR    01                           8500
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       690    13324 SH       SHARED      02                          13324
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      2578    49787 SH       SHARED      10           49787
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       156     3030 SH       SHARED      20            2470            560
D MARKET VECTORS ETF TR          INDONESIA ETF    57060U75      1168    40900 SH       SHARED      01           40900
D MARKET VECTORS ETF TR          VIETNAM ETF      57060U76      3683   229500 SH       SHARED                  229500
D MARKET VECTORS ETF TR          GULF STS ETF     57060U77       229    11078 SH       SHARED      02           11078
D MARKET VECTORS ETF TR          COAL ETF         57060U83       572    24505 SH       SHARED      02                          24505
D MARKET VECTORS ETF TR          HG YLD MUN ETF   57060U87        36     1096 SH       SHARED      02                           1096
D MARKET VECTORS ETF TR          INTL HI YLD BD   57061R20      2109    80944 SH       SHARED      02           80944
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910      4599    84526 SH       SHARED      02                          84526
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910         0      400 SH CALL  SHARED      02             400
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910     47246   868185 SH       SHARED      06                         868185
D MARLIN BUSINESS SVCS CORP      COM              57115710         6      297 SH       SHARED                     297
D MARLIN BUSINESS SVCS CORP      COM              57115710         2      101 SH       SHARED      02             101
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10      2179    60504 SH       SHARED                   59704            800
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10      2964    82313 SH       SHARED      01            2569          79744
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10      7189   199588 SH       SHR/OTHR    01                         199588
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         3       98 SH       SHARED      02              53             45
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10        36     1000 SH       SHARED      10            1000
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        16      465 SH       SHARED      21             465
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         3       90 SH       SHARED      23              70             20
D MARRIOTT VACATIONS WRLDWDE C   COM              57164Y10         3      102 SH       SHR/OTHR    23                            102
D MARSH & MCLENNAN COS INC       COM              57174810       113     3340 SH       SHARED                    3340
D MARSH & MCLENNAN COS INC       COM              57174810     33181   977942 SH       SHARED                  977428            514
D MARSH & MCLENNAN COS INC       COM              57174810      4977   146697 SH       SHARED      01          146697
D MARSH & MCLENNAN COS INC       COM              57174810       637    18793 SH       SHARED      02            7311          11482
D MARSH & MCLENNAN COS INC       COM              57174810       680    20067 SH       SHARED      04           20067
D MARSH & MCLENNAN COS INC       COM              57174810       108     3210 SH       SHARED      05            3210
D MARSH & MCLENNAN COS INC       COM              57174810      1862    54905 SH       SHARED      06           35340          19565
D MARSH & MCLENNAN COS INC       COM              57174810      5736   169056 SH       SHARED      10          169056
D MARSH & MCLENNAN COS INC       COM              57174810        33     1000 SH       SHARED      23            1000
D MARSH & MCLENNAN COS INC       COM              57174810        16      500 SH       SHR/OTHR    23                            500
D MARSH & MCLENNAN COS INC       COM              57174810      6585   194098 SH       SHARED      31          194098
D MARRIOTT INTL INC NEW          CL A             57190320        26      670 SH       SHARED                     670
D MARRIOTT INTL INC NEW          CL A             57190320     14745   377120 SH       SHARED                  377120
D MARRIOTT INTL INC NEW          CL A             57190320     50175  1283253 SH       SHARED      01           89375        1193878
D MARRIOTT INTL INC NEW          CL A             57190320     83746  2141854 SH       SHR/OTHR    01                        2141854
D MARRIOTT INTL INC NEW          CL A             57190320       138     3542 SH       SHARED      02            2889            653
D MARRIOTT INTL INC NEW          CL A             57190320         0      550 SH PUT   SHARED      02             550
D MARRIOTT INTL INC NEW          CL A             57190320        24      617 SH       SHARED      04             617
D MARRIOTT INTL INC NEW          CL A             57190320         7      200 SH       SHARED      05             200
D MARRIOTT INTL INC NEW          CL A             57190320      1465    37476 SH       SHARED      06           27580           9896
D MARRIOTT INTL INC NEW          CL A             57190320      2816    72033 SH       SHARED      10           72033
D MARRIOTT INTL INC NEW          CL A             57190320         4      120 SH       SHARED      20              70             50
D MARRIOTT INTL INC NEW          CL A             57190320        10      260 SH       SHR/OTHR    20                            260
D MARRIOTT INTL INC NEW          CL A             57190320        15      400 SH       SHR/OTHR    21                            400
D MARRIOTT INTL INC NEW          CL A             57190320       103     2643 SH       SHARED      23            2443            200
D MARRIOTT INTL INC NEW          CL A             57190320       308     7897 SH       SHR/OTHR    23                           7897
D MARTEN TRANS LTD               COM              57307510       118     6723 SH       SHARED                    6723
D MARTEN TRANS LTD               COM              57307510         0        2 SH       SHARED      02               2
D MARTHA STEWART LIVING OMNIME   CL A             57308310        72    23607 SH       SHARED                   22250           1357
D MARTHA STEWART LIVING OMNIME   CL A             57308310         0        4 SH       SHARED      02               4
D MARTIN MARIETTA MATLS INC      COM              57328410      7382    89080 SH       SHARED                   87914           1166
D MARTIN MARIETTA MATLS INC      COM              57328410      1496    18056 SH       SHARED      01           18056
D MARTIN MARIETTA MATLS INC      COM              57328410        74      903 SH       SHARED      02             903
D MARTIN MARIETTA MATLS INC      COM              57328410         0      100 SH PUT   SHARED      02             100
D MARTIN MARIETTA MATLS INC      COM              57328410         3       40 SH       SHARED      05              40
D MARTIN MARIETTA MATLS INC      COM              57328410        49      600 SH       SHARED      10             600
D MARTIN MARIETTA MATLS INC      COM              57328410       229     2768 SH       SHARED      31            2768
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110         3      100 SH       SHARED      02             100
D MASCO CORP                     COM              57459910      8410   558811 SH       SHARED                  558811
D MASCO CORP                     COM              57459910         4     3000 SH PUT   SHARED                    3000
D MASCO CORP                     COM              57459910      2046   135948 SH       SHARED      01          135948
D MASCO CORP                     COM              57459910      2496   165853 SH       SHARED      02          165853
D MASCO CORP                     COM              57459910       422    28080 SH       SHARED      04           28080
D MASCO CORP                     COM              57459910         4      300 SH       SHARED      05             300
D MASCO CORP                     COM              57459910       370    24600 SH       SHARED      06           11200          13400
D MASCO CORP                     COM              57459910      1765   117330 SH       SHARED      10          117330
D MASIMO CORP                    COM              57479510      1209    50034 SH       SHARED                   50034
D MASIMO CORP                    COM              57479510      3263   134963 SH       SHARED      02             113         134850
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ        80    87000 PRN      SHARED      01           87000
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ       136   148000 PRN      SHR/OTHR    01                         148000
D MASTEC INC                     NOTE  4.250%12/1 576323AM       356   250000 PRN      SHARED                  250000
D MASTEC INC                     COM              57632310      2593   131641 SH       SHARED                  131126            515
D MASTEC INC                     COM              57632310       403    20500 SH       SHARED      01           20500
D MASTEC INC                     COM              57632310         0       16 SH       SHARED      02              16
D MASTERCARD INC                 CL A             57636Q10        57      127 SH       SHARED                     127
D MASTERCARD INC                 CL A             57636Q10      1977     4379 SH       SHARED                    4379
D MASTERCARD INC                 CL A             57636Q10     13176    29185 SH       SHARED      01           29185
D MASTERCARD INC                 CL A             57636Q10    148367   328625 SH       SHARED      02          325531           3094
D MASTERCARD INC                 CL A             57636Q10     26167    57960 SH       SHARED      04           57960
D MASTERCARD INC                 CL A             57636Q10       162      360 SH       SHARED      05             360
D MASTERCARD INC                 CL A             57636Q10      7571    16771 SH       SHARED      06           13140           3631
D MASTERCARD INC                 CL A             57636Q10     14062    31147 SH       SHARED      10           31147
D MASTERCARD INC                 CL A             57636Q10      1128     2500 SH       SHARED      29            2500
D MASTERCARD INC                 CL A             57636Q10      9175    20324 SH       SHARED      31           20324
D MATADOR RES CO                 COM              57648520        23     2257 SH       SHARED                    2257
D MATADOR RES CO                 COM              57648520         0        5 SH       SHARED      02               5
D MATERIAL SCIENCES CORP         COM              57667410        46     5140 SH       SHARED                    5140
D MATERIAL SCIENCES CORP         COM              57667410       159    17500 SH       SHARED      26           17500
D MATERION CORP                  COM              57669010       709    29790 SH       SHARED                   29790
D MATERION CORP                  COM              57669010       631    26537 SH       SHARED      02              37          26500
D MATERION CORP                  COM              57669010       416    17500 SH       SHARED      04           17500
D MATERION CORP                  COM              57669010       192     8100 SH       SHARED      10            8100
D MATRIX SVC CO                  COM              57685310       260    24612 SH       SHARED                   24612
D MATRIX SVC CO                  COM              57685310        56     5300 SH       SHARED      01            5300
D MATRIX SVC CO                  COM              57685310         0       47 SH       SHARED      02              47
D MATRIX SVC CO                  COM              57685310        66     6300 SH       SHARED      10            6300
D MATSON INC                     COM              57686G10       810    38747 SH       SHARED                   36510           2237
D MATSON INC                     COM              57686G10         4      201 SH       SHARED      02             201
D MATSON INC                     COM              57686G10        29     1400 SH       SHARED      10            1400
D MATTEL INC                     COM              57708110       106     3012 SH       SHARED                    3012
D MATTEL INC                     COM              57708110     28993   817397 SH       SHARED                  816024           1373
D MATTEL INC                     COM              57708110      4037   113833 SH       SHARED      01          113833
D MATTEL INC                     COM              57708110      1203    33917 SH       SHARED      02           27214           6703
D MATTEL INC                     COM              57708110         0      650 SH PUT   SHARED      02             650
D MATTEL INC                     COM              57708110       449    12677 SH       SHARED      04           12677
D MATTEL INC                     COM              57708110        70     2000 SH       SHARED      05            2000
D MATTEL INC                     COM              57708110      2115    59630 SH       SHARED      06           44230          15400
D MATTEL INC                     COM              57708110      7584   213842 SH       SHARED      10          213842
D MATTEL INC                     COM              57708110       886    25000 SH       SHARED      30           25000
D MATTEL INC                     COM              57708110     10423   293871 SH       SHARED      31          293871
D MATTERSIGHT CORP               COM              57709710         2      427 SH       SHARED                     427
D MATTERSIGHT CORP               COM              57709710         0        3 SH       SHARED      02               3
D MATTHEWS INTL CORP             CL A             57712810       809    27160 SH       SHARED                   26646            514
D MATTHEWS INTL CORP             CL A             57712810         5      200 SH       SHARED      01             200
D MATTHEWS INTL CORP             CL A             57712810         0        4 SH       SHARED      02               4
D MATTHEWS INTL CORP             CL A             57712810      5244   175870 SH       SHARED      10          175870
D MATTRESS FIRM HLDG CORP        COM              57722W10        58     2095 SH       SHARED                    2095
D MATTRESS FIRM HLDG CORP        COM              57722W10         0        3 SH       SHARED      02               3
D MATTSON TECHNOLOGY INC         COM              57722310         9     9661 SH       SHARED                    9661
D MATTSON TECHNOLOGY INC         COM              57722310         0        8 SH       SHARED      02               8
D MAXIM INTEGRATED PRODS INC     COM              57772K10     14598   548368 SH       SHARED                  548368
D MAXIM INTEGRATED PRODS INC     COM              57772K10      1901    71425 SH       SHARED      01           71400             25
D MAXIM INTEGRATED PRODS INC     COM              57772K10      1451    54536 SH       SHARED      02           54536
D MAXIM INTEGRATED PRODS INC     COM              57772K10         1     2862 SH CALL  SHARED      02            2862
D MAXIM INTEGRATED PRODS INC     COM              57772K10      1331    50000 SH       SHARED      04           50000
D MAXIM INTEGRATED PRODS INC     COM              57772K10         5      200 SH       SHARED      05             200
D MAXIM INTEGRATED PRODS INC     COM              57772K10       370    13920 SH       SHARED      06           11000           2920
D MAXIM INTEGRATED PRODS INC     COM              57772K10       234     8800 SH       SHARED      10            8800
D MAXIM INTEGRATED PRODS INC     COM              57772K10       440    16538 SH       SHARED      26           16538
D MAXLINEAR INC                  CL A             57776J10       334    50022 SH       SHARED                   50022
D MAXLINEAR INC                  CL A             57776J10        91    13700 SH       SHARED      01           13700
D MAXLINEAR INC                  CL A             57776J10       224    33504 SH       SHARED      02               4          33500
D MAXLINEAR INC                  CL A             57776J10        22     3400 SH       SHARED      10            3400
D MAXWELL TECHNOLOGIES INC       COM              57776710        42     5274 SH       SHARED                    5274
D MAXWELL TECHNOLOGIES INC       COM              57776710         0        8 SH       SHARED      02               8
D MAXWELL TECHNOLOGIES INC       COM              57776710       124    15320 SH       SHARED      04                          15320
D MAXYGEN INC                    COM              57777610        51    19557 SH       SHARED                   19557
D MAXYGEN INC                    COM              57777610        18     6900 SH       SHARED      01            6900
D MAXYGEN INC                    COM              57777610         0        4 SH       SHARED      02               4
D MAXIMUS INC                    COM              57793310      1566    26232 SH       SHARED                   26232
D MAXIMUS INC                    COM              57793310         6      110 SH       SHARED      02              67             43
D MAXIMUS INC                    COM              57793310       668    11200 SH       SHARED      10           11200
D MCCLATCHY CO                   CL A             57948910      1993   893853 SH       SHARED                  893853
D MCCLATCHY CO                   CL A             57948910         9     4100 SH       SHARED      01            4100
D MCCLATCHY CO                   CL A             57948910         4     2210 SH       SHARED      02            2210
D MCCORMICK & CO INC             COM NON VTG      57978020       121     1953 SH       SHARED                    1953
D MCCORMICK & CO INC             COM NON VTG      57978020      9307   150018 SH       SHARED                  150018
D MCCORMICK & CO INC             COM NON VTG      57978020      1786    28800 SH       SHARED      01           28800
D MCCORMICK & CO INC             COM NON VTG      57978020       594     9578 SH       SHARED      02             406           9172
D MCCORMICK & CO INC             COM NON VTG      57978020         6      100 SH       SHARED      05             100
D MCCORMICK & CO INC             COM NON VTG      57978020      1308    21090 SH       SHARED      06           17110           3980
D MCCORMICK & CO INC             COM NON VTG      57978020      6538   105396 SH       SHARED      10          105396
D MCCORMICK & CO INC             COM NON VTG      57978020      1724    27800 SH       SHARED      23           27800
D MCCORMICK & CO INC             COM NON VTG      57978020        77     1250 SH       SHR/OTHR    23                           1250
D MCCORMICK & CO INC             COM NON VTG      57978020      1158    18672 SH       SHARED      27           18672
D MCCORMICK & CO INC             COM NON VTG      57978020       297     4800 SH       SHARED      30            4800
D MCDERMOTT INTL INC             COM              58003710      5729   468822 SH       SHARED                  468251            571
D MCDERMOTT INTL INC             COM              58003710       125    10255 SH       SHARED      01            5970           4285
D MCDERMOTT INTL INC             COM              58003710        20     1675 SH       SHARED      02               8           1667
D MCDERMOTT INTL INC             COM              58003710        65     5400 SH       SHARED      10            5400
D MCDERMOTT INTL INC             COM              58003710         5      460 SH       SHARED      21                            460
D MCDERMOTT INTL INC             COM              58003710         1      145 SH       SHR/OTHR    21                            145
D MCDONALDS CORP                 COM              58013510      3059    33346 SH       SHARED                   29136           4210
D MCDONALDS CORP                 COM              58013510    446594  4867511 SH       SHARED                 4075155         792356
D MCDONALDS CORP                 COM              58013510         1      591 SH CALL  SHARED                     591
D MCDONALDS CORP                 COM              58013510         4      547 SH PUT   SHARED                     547
D MCDONALDS CORP                 COM              58013510     42400   462134 SH       SHARED      01          395424   300    66410
D MCDONALDS CORP                 COM              58013510      6603    71972 SH       SHR/OTHR    01                          71972
D MCDONALDS CORP                 COM              58013510      8281    90262 SH       SHARED      02           18485          71777
D MCDONALDS CORP                 COM              58013510         2     2802 SH CALL  SHARED      02            2802
D MCDONALDS CORP                 COM              58013510         0       95 SH PUT   SHARED      02              95
D MCDONALDS CORP                 COM              58013510      1288    14039 SH       SHARED      04            4005          10034
D MCDONALDS CORP                 COM              58013510    342311  3730913 SH       SHARED      04         3726413           4500
D MCDONALDS CORP                 COM              58013510        12      135 SH       SHARED      05             135
D MCDONALDS CORP                 COM              58013510      5752    62700 SH       SHARED      05           62700
D MCDONALDS CORP                 COM              58013510     26585   289760 SH       SHARED      06          203690          86070
D MCDONALDS CORP                 COM              58013510     36372   396427 SH       SHARED      10          395722            705
D MCDONALDS CORP                 COM              58013510      2058    22435 SH       SHARED      20           17205   120     5110
D MCDONALDS CORP                 COM              58013510      1096    11947 SH       SHR/OTHR    20                          11947
D MCDONALDS CORP                 COM              58013510      1556    16965 SH       SHARED      21           16965
D MCDONALDS CORP                 COM              58013510      1750    19083 SH       SHR/OTHR    21                          19083
D MCDONALDS CORP                 COM              58013510     10740   117064 SH       SHARED      23          104688          12376
D MCDONALDS CORP                 COM              58013510     14767   160949 SH       SHR/OTHR    23                         160949
D MCDONALDS CORP                 COM              58013510      3477    37901 SH       SHARED      26           37901
D MCDONALDS CORP                 COM              58013510      6489    70731 SH       SHARED      27           70731
D MCDONALDS CORP                 COM              58013510     13099   142770 SH       SHARED      29          142770
D MCDONALDS CORP                 COM              58013510      5009    54600 SH       SHARED      30           54600
D MCDONALDS CORP                 COM              58013510     13509   147240 SH       SHARED      31          147240
D MCEWEN MNG INC                 COM              58039P10       211    46064 SH       SHARED                   46064
D MCEWEN MNG INC                 COM              58039P10       459   100030 SH       SHARED      02          100030
D MCG CAPITAL CORP               COM              58047P10      1438   311936 SH       SHARED                  311936
D MCG CAPITAL CORP               COM              58047P10         0       12 SH       SHARED      02              12
D MCG CAPITAL CORP               COM              58047P10       235    51000 SH       SHARED      10           51000
D MCGRATH RENTCORP               COM              58058910        99     3812 SH       SHARED                    3812
D MCGRATH RENTCORP               COM              58058910        41     1600 SH       SHARED      01            1600
D MCGRATH RENTCORP               COM              58058910         1       67 SH       SHARED      02               6             61
D MCGRATH RENTCORP               COM              58058910      3046   116754 SH       SHARED      10          116754
D MCGRAW HILL COS INC            COM              58064510       128     2346 SH       SHARED                    2346
D MCGRAW HILL COS INC            COM              58064510     27606   505706 SH       SHARED                  505706
D MCGRAW HILL COS INC            COM              58064510      6158   112818 SH       SHARED      01           83049          29769
D MCGRAW HILL COS INC            COM              58064510       439     8050 SH       SHR/OTHR    01                           8050
D MCGRAW HILL COS INC            COM              58064510      1529    28026 SH       SHARED      02           27613            413
D MCGRAW HILL COS INC            COM              58064510      1572    28800 SH       SHARED      04           28800
D MCGRAW HILL COS INC            COM              58064510       152     2790 SH       SHARED      05            2790
D MCGRAW HILL COS INC            COM              58064510      4167    76338 SH       SHARED      06           28018          48320
D MCGRAW HILL COS INC            COM              58064510      4383    80290 SH       SHARED      10           80290
D MCGRAW HILL COS INC            COM              58064510       201     3700 SH       SHARED      20            1600           2100
D MCGRAW HILL COS INC            COM              58064510       291     5336 SH       SHARED      21            5176            160
D MCGRAW HILL COS INC            COM              58064510        13      255 SH       SHR/OTHR    21                            255
D MCGRAW HILL COS INC            COM              58064510     35306   646759 SH       SHARED      23          473759         173000
D MCGRAW HILL COS INC            COM              58064510    121099  2218348 SH       SHR/OTHR    23                        2218348
D MCGRAW HILL COS INC            COM              58064510       941    17238 SH       SHARED      27           17238
D MCGRAW HILL COS INC            COM              58064510      9372   171682 SH       SHARED      31          171682
D MCKESSON CORP                  COM              58155Q10       160     1862 SH       SHARED                    1612            250
D MCKESSON CORP                  COM              58155Q10     79037   918725 SH       SHARED                  915574           3151
D MCKESSON CORP                  COM              58155Q10     15921   185070 SH       SHARED      01          143537   200    41333
D MCKESSON CORP                  COM              58155Q10      3343    38865 SH       SHR/OTHR    01                          38865
D MCKESSON CORP                  COM              58155Q10      5895    68527 SH       SHARED      02           54156          14371
D MCKESSON CORP                  COM              58155Q10         0      213 SH CALL  SHARED      02             213
D MCKESSON CORP                  COM              58155Q10         1     1000 SH PUT   SHARED      02            1000
D MCKESSON CORP                  COM              58155Q10       355     4134 SH       SHARED      04            4134
D MCKESSON CORP                  COM              58155Q10     24878   289185 SH       SHARED      04          289185
D MCKESSON CORP                  COM              58155Q10       227     2648 SH       SHARED      05            2648
D MCKESSON CORP                  COM              58155Q10      7577    88076 SH       SHARED      06           38746          49330
D MCKESSON CORP                  COM              58155Q10      9238   107391 SH       SHARED      10          106041           1350
D MCKESSON CORP                  COM              58155Q10      1615    18782 SH       SHARED      20           15072   110     3600
D MCKESSON CORP                  COM              58155Q10       388     4515 SH       SHR/OTHR    20                           4515
D MCKESSON CORP                  COM              58155Q10       235     2740 SH       SHARED      21            2740
D MCKESSON CORP                  COM              58155Q10       126     1470 SH       SHR/OTHR    21                           1470
D MCKESSON CORP                  COM              58155Q10      4319    50215 SH       SHARED      23           44540           5675
D MCKESSON CORP                  COM              58155Q10      4100    47664 SH       SHR/OTHR    23                          47664
D MCKESSON CORP                  COM              58155Q10      1462    17000 SH       SHARED      26           17000
D MCKESSON CORP                  COM              58155Q10       367     4273 SH       SHARED      27            4273
D MCKESSON CORP                  COM              58155Q10     10889   126574 SH       SHARED      31          126574
D MCKESSON CORP                  COM              58155Q10       722     8400 SH       SHARED      32            8400
D MCMORAN EXPLORATION CO         COM              58241110       258    21960 SH       SHARED                   16935           5025
D MCMORAN EXPLORATION CO         COM              58241110        42     3600 SH       SHARED      01            3600
D MCMORAN EXPLORATION CO         COM              58241110       116     9913 SH       SHARED      02            9913
D MCMORAN EXPLORATION CO         COM              58241110         1      500 SH CALL  SHARED      02             500
D MCMORAN EXPLORATION CO         COM              58241110       264    22500 SH       SHARED      10           22500
D MEAD JOHNSON NUTRITION CO      COM              58283910    152214  2077168 SH       SHARED                 2070388           6780
D MEAD JOHNSON NUTRITION CO      COM              58283910         1      571 SH CALL  SHARED                     571
D MEAD JOHNSON NUTRITION CO      COM              58283910      5958    81306 SH       SHARED      01           71627           9679
D MEAD JOHNSON NUTRITION CO      COM              58283910       352     4810 SH       SHR/OTHR    01                           4810
D MEAD JOHNSON NUTRITION CO      COM              58283910       203     2774 SH       SHARED      02             132           2642
D MEAD JOHNSON NUTRITION CO      COM              58283910         1      279 SH CALL  SHARED      02             279
D MEAD JOHNSON NUTRITION CO      COM              58283910        11      974 SH PUT   SHARED      02             974
D MEAD JOHNSON NUTRITION CO      COM              58283910       323     4411 SH       SHARED      04            4411
D MEAD JOHNSON NUTRITION CO      COM              58283910     29693   405200 SH       SHARED      04          405200
D MEAD JOHNSON NUTRITION CO      COM              58283910       109     1500 SH       SHARED      05            1500
D MEAD JOHNSON NUTRITION CO      COM              58283910      7835   106930 SH       SHARED      06           74220          32710
D MEAD JOHNSON NUTRITION CO      COM              58283910      3893    53134 SH       SHARED      10           53134
D MEAD JOHNSON NUTRITION CO      COM              58283910       150     2052 SH       SHARED      20            1717            335
D MEAD JOHNSON NUTRITION CO      COM              58283910        19      270 SH       SHARED      21             270
D MEAD JOHNSON NUTRITION CO      COM              58283910       185     2525 SH       SHARED      23            1825            700
D MEAD JOHNSON NUTRITION CO      COM              58283910       300     4105 SH       SHR/OTHR    23                           4105
D MEAD JOHNSON NUTRITION CO      COM              58283910       567     7750 SH       SHARED      29            7750
D MEAD JOHNSON NUTRITION CO      COM              58283910      5830    79561 SH       SHARED      31           79561
D MEADOWBROOK INS GROUP INC      COM              58319P10       280    36429 SH       SHARED                   36111            318
D MEADOWBROOK INS GROUP INC      COM              58319P10         1      139 SH       SHARED      02             139
D MEADOWBROOK INS GROUP INC      COM              58319P10       123    16000 SH       SHARED      26           16000
D MEADWESTVACO CORP              COM              58333410      6480   211769 SH       SHARED                  211769
D MEADWESTVACO CORP              COM              58333410      1368    44729 SH       SHARED      01           44729
D MEADWESTVACO CORP              COM              58333410       248     8135 SH       SHARED      02            1907           6228
D MEADWESTVACO CORP              COM              58333410       119     3900 SH       SHARED      05            3900
D MEADWESTVACO CORP              COM              58333410       685    22410 SH       SHARED      06           17810           4600
D MEADWESTVACO CORP              COM              58333410      3277   107099 SH       SHARED      10          107099
D MEASUREMENT SPECIALTIES INC    COM              58342110       387    11760 SH       SHARED                   11760
D MEASUREMENT SPECIALTIES INC    COM              58342110         0       30 SH       SHARED      02              30
D MEASUREMENT SPECIALTIES INC    COM              58342110        62     1900 SH       SHARED      10            1900
D MECHEL OAO                     SPONSORED ADR    58384010      2686   381588 SH       SHARED                  381588
D MECHEL OAO                     SPONSORED ADR    58384010     13707  1947052 SH       SHARED      04         1947052
D MECHEL OAO                     SPONSORED ADR    58384010      2234   317341 SH       SHARED      05          317341
D MECHEL OAO                     SPONSORED ADR    58384010      3520   500000 SH       SHARED      06                         500000
D MECHEL OAO                     SPON ADR PFD     58384050         0      200 SH       SHARED                     200
D MECHEL OAO                     SPON ADR PFD     58384050        27    10000 SH       SHARED      04           10000
D MECHEL OAO                     SPON ADR PFD     58384050       204    75000 SH       SHARED      05           75000
D MECHEL OAO                     SPON ADR PFD     58384050       334   122596 SH       SHARED      05          122596
D MEDALLION FINL CORP            COM              58392810        47     4002 SH       SHARED      02               2           4000
D MEDALLION FINL CORP            COM              58392810       131    11100 SH       SHARED      10           11100
D MEDALLION FINL CORP            COM              58392810       141    12000 SH       SHR/OTHR    23                          12000
D MEDALLION FINL CORP            COM              58392810       184    15600 SH       SHARED      26           15600
D MEDCATH CORP                   COM              58404W10        29     3767 SH       SHARED                    3667            100
D MEDCATH CORP                   COM              58404W10         0       75 SH       SHARED      01              75
D MEDCATH CORP                   COM              58404W10         0      100 SH       SHARED      02             100
D MEDASSETS INC                  COM              58404510       167     9420 SH       SHARED                    7867           1553
D MEDASSETS INC                  COM              58404510       541    30441 SH       SHARED      01           24741           5700
D MEDASSETS INC                  COM              58404510      1112    62500 SH       SHR/OTHR    01                          62500
D MEDASSETS INC                  COM              58404510         0       11 SH       SHARED      02              11
D MEDIA GEN INC                  CL A             58440410        18     3498 SH       SHARED                    3498
D MEDIA GEN INC                  CL A             58440410       107    20775 SH       SHARED      01           20775
D MEDICAL ACTION INDS INC        COM              58449L10        22     6470 SH       SHARED                    6470
D MEDICAL PPTYS TRUST INC        COM              58463J30      2043   195548 SH       SHARED                  195548
D MEDICAL PPTYS TRUST INC        COM              58463J30        61     5900 SH       SHARED      01            5900
D MEDICAL PPTYS TRUST INC        COM              58463J30       638    61146 SH       SHARED      02             246          60900
D MEDICAL PPTYS TRUST INC        COM              58463J30       274    26300 SH       SHARED      10           26300
D MEDICAL PPTYS TRUST INC        COM              58463J30     10441   999233 SH       SHARED      11                         999233
D MEDICINES CO                   COM              58468810      5059   196027 SH       SHARED                  193387           2640
D MEDICINES CO                   COM              58468810       255     9909 SH       SHARED      01            8059           1850
D MEDICINES CO                   COM              58468810       523    20300 SH       SHR/OTHR    01                          20300
D MEDICINES CO                   COM              58468810         3      123 SH       SHARED      02             123
D MEDICINES CO                   COM              58468810      1151    44619 SH       SHARED      04           44619
D MEDICIS PHARMACEUTICAL CORP    NOTE  1.375% 6/0 584690AC      1128  1050000 PRN      SHARED                                1050000
D MEDICIS PHARMACEUTICAL CORP    NOTE  1.375% 6/0 584690AC      4261  3964000 PRN      SHARED      02         3964000
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030     54919  1269221 SH       SHARED                 1268515            706
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       170     3937 SH       SHARED      02               5           3932
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       506    11700 SH       SHARED      10           11700
D MEDIFAST INC                   COM              58470H10       349    13363 SH       SHARED                   13363
D MEDIFAST INC                   COM              58470H10         0       26 SH       SHARED      02              26
D MEDIFAST INC                   COM              58470H10       339    13000 SH       SHARED      26           13000
D MEDICIS PHARMACEUTICAL CORP    NOTE  2.500% 6/0 58470KAA       699   470000 PRN      SHARED                  470000
D MEDICIS PHARMACEUTICAL CORP    NOTE  2.500% 6/0 58470KAA      5643  3790000 PRN      SHARED      02         3790000
D MEDIDATA SOLUTIONS INC         COM              58471A10       715    17242 SH       SHARED                   17242
D MEDIDATA SOLUTIONS INC         COM              58471A10         1       43 SH       SHARED      02              43
D MEDIDATA SOLUTIONS INC         COM              58471A10       157     3800 SH       SHARED      26            3800
D MEDIWARE INFORMATION SYS INC   COM              58494610        58     2667 SH       SHARED                    2667
D MEDIWARE INFORMATION SYS INC   COM              58494610         0        2 SH       SHARED      02               2
D MEDIVATION INC                 NOTE  2.625% 4/0 58501NAA      4411  3280000 PRN      SHARED      02         3280000
D MEDIVATION INC                 COM              58501N10         2       50 SH       SHARED                                     50
D MEDIVATION INC                 COM              58501N10      1149    20406 SH       SHARED                   20231            175
D MEDIVATION INC                 COM              58501N10      3230    57330 SH       SHARED      01           45798          11532
D MEDIVATION INC                 COM              58501N10       525     9326 SH       SHR/OTHR    01                           9326
D MEDIVATION INC                 COM              58501N10       161     2874 SH       SHARED      02             296           2578
D MEDIVATION INC                 COM              58501N10     12768   226600 SH       SHARED      04          226600
D MEDIVATION INC                 COM              58501N10        39      700 SH       SHARED      06             700
D MEDIVATION INC                 COM              58501N10       136     2420 SH       SHARED      10            1800            620
D MEDIVATION INC                 COM              58501N10       331     5875 SH       SHARED      20            4830    50      995
D MEDIVATION INC                 COM              58501N10         6      110 SH       SHR/OTHR    20                            110
D MEDIVATION INC                 COM              58501N10        73     1300 SH       SHARED      21            1300
D MEDIVATION INC                 COM              58501N10         2       50 SH       SHR/OTHR    21                             50
D MEDIVATION INC                 COM              58501N10       686    12182 SH       SHARED      23           10408           1774
D MEDIVATION INC                 COM              58501N10       484     8599 SH       SHR/OTHR    23                           8599
D MEDIVATION INC                 COM              58501N10      2648    47000 SH       SHARED      26           47000
D MEDIVATION INC                 COM              58501N10       484     8600 SH       SHARED      32            8600
D MEDNAX INC                     COM              58502B10      3578    48065 SH       SHARED                   48065
D MEDNAX INC                     COM              58502B10       223     3000 SH       SHARED      01            3000
D MEDNAX INC                     COM              58502B10        59      802 SH       SHARED      02             802
D MEDNAX INC                     COM              58502B10      1265    17000 SH       SHARED      04           17000
D MEDLEY CAP CORP                COM              58503F10      2907   206625 SH       SHARED                  206625
D MEDLEY CAP CORP                COM              58503F10         0        4 SH       SHARED      02               4
D MEDLEY CAP CORP                COM              58503F10       339    24100 SH       SHARED      10           24100
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM       551   550000 PRN      SHARED                                 550000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM    139109 38693008 PRN      SHARED      02       138693008
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM      2507  2500000 PRN      SHARED      04                        2500000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM     22152 22086000 PRN      SHARED      06        19906000        2180000
D MEDTRONIC INC                  COM              58505510        97     2251 SH       SHARED                    2251
D MEDTRONIC INC                  COM              58505510    151557  3514785 SH       SHARED                 3513935            850
D MEDTRONIC INC                  COM              58505510        44    61070 SH CALL  SHARED                   61070
D MEDTRONIC INC                  COM              58505510     14143   328011 SH       SHARED      01          291958          36053
D MEDTRONIC INC                  COM              58505510        64     1500 SH       SHR/OTHR    01                           1500
D MEDTRONIC INC                  COM              58505510      4191    97197 SH       SHARED      02           26492          70705
D MEDTRONIC INC                  COM              58505510         4      841 SH CALL  SHARED      02             841
D MEDTRONIC INC                  COM              58505510         1     1732 SH PUT   SHARED      02            1732
D MEDTRONIC INC                  COM              58505510       187     4340 SH       SHARED      04                           4340
D MEDTRONIC INC                  COM              58505510    199946  4636980 SH       SHARED      04         4618980          18000
D MEDTRONIC INC                  COM              58505510      1195    27720 SH       SHARED      05           27720
D MEDTRONIC INC                  COM              58505510      9362   217120 SH       SHARED      06          180060          37060
D MEDTRONIC INC                  COM              58505510     18236   422926 SH       SHARED      10          422926
D MEDTRONIC INC                  COM              58505510        86     2000 SH       SHARED      20                           2000
D MEDTRONIC INC                  COM              58505510         5      124 SH       SHARED      21                            124
D MEDTRONIC INC                  COM              58505510        10      248 SH       SHR/OTHR    21                            248
D MEDTRONIC INC                  COM              58505510       172     4000 SH       SHARED      23            3200            800
D MEDTRONIC INC                  COM              58505510      1837    42614 SH       SHR/OTHR    23                          42614
D MEDTRONIC INC                  COM              58505510       189     4400 SH       SHARED      26            4400
D MEDTRONIC INC                  COM              58505510      1767    41000 SH       SHARED      29           41000
D MEDTRONIC INC                  COM              58505510       474    11000 SH       SHARED      30           11000
D MEDTRONIC INC                  COM              58505510      8901   206446 SH       SHARED      31          206446
D MEDTRONIC INC                  COM              58505510       711    16494 SH       SHARED      32           16494
D MEETME INC                     COM              58514110         1      684 SH       SHARED                     684
D MEETME INC                     COM              58514110        72    25600 SH       SHARED      01           25600
D MEETME INC                     COM              58514110         0        3 SH       SHARED      02               3
D MELCO CROWN ENTMT LTD          ADR              58546410      2605   193301 SH       SHARED                  193301
D MEMORIAL PRODTN PARTNERS LP    COM U REP LTD    58604810       158     8400 SH       SHARED      02                           8400
D MEMSIC INC                     COM              58626410        32    20649 SH       SHARED                   19149           1500
D MENS WEARHOUSE INC             COM              58711810      1240    36024 SH       SHARED                   33904           2120
D MENS WEARHOUSE INC             COM              58711810     11285   327783 SH       SHARED      02          327783
D MENS WEARHOUSE INC             COM              58711810       533    15500 SH       SHARED      10           15500
D MENTOR GRAPHICS CORP           SDCV  4.000% 4/0 587200AK       518   462000 PRN      SHARED      02          462000
D MENTOR GRAPHICS CORP           SDCV  4.000% 4/0 587200AK       449   400000 PRN      SHARED      06          400000
D MENTOR GRAPHICS CORP           COM              58720010      6343   410061 SH       SHARED                  406587           3474
D MENTOR GRAPHICS CORP           COM              58720010         3      196 SH       SHARED      02              18            178
D MENTOR GRAPHICS CORP           COM              58720010       293    19000 SH       SHARED      10           19000
D MERCADOLIBRE INC               COM              58733R10     10331   125150 SH       SHARED                  125081             69
D MERCADOLIBRE INC               COM              58733R10       177     2150 SH       SHARED      01            2150
D MERCANTILE BANK CORP           COM              58737610        44     2618 SH       SHARED                    2618
D MERCANTILE BANK CORP           COM              58737610         0        3 SH       SHARED      02               3
D MERCER INTL INC                COM              58805610        43     5855 SH       SHARED                    5855
D MERCHANTS BANCSHARES           COM              58844810         5      184 SH       SHARED                     184
D MERCK & CO INC NEW             COM              58933Y10       254     5646 SH       SHARED                    5156            490
D MERCK & CO INC NEW             COM              58933Y10    217087  4814009 SH       SHARED                 4084829         729180
D MERCK & CO INC NEW             COM              58933Y10     53508  1186582 SH       SHARED      01          961518         225064
D MERCK & CO INC NEW             COM              58933Y10     34455   764060 SH       SHR/OTHR    01                         764060
D MERCK & CO INC NEW             COM              58933Y10     37905   840560 SH       SHARED      02          651194         189366
D MERCK & CO INC NEW             COM              58933Y10        34    21063 SH CALL  SHARED      02           21063
D MERCK & CO INC NEW             COM              58933Y10         3     7972 SH PUT   SHARED      02            7972
D MERCK & CO INC NEW             COM              58933Y10      1083    24035 SH       SHARED      04            8910          15125
D MERCK & CO INC NEW             COM              58933Y10    225259  4995227 SH       SHARED      04         4995227
D MERCK & CO INC NEW             COM              58933Y10      4595   101896 SH       SHARED      05          101896
D MERCK & CO INC NEW             COM              58933Y10     20485   454280 SH       SHARED      06          209846         244434
D MERCK & CO INC NEW             COM              58933Y10     52583  1166057 SH       SHARED      10         1166057
D MERCK & CO INC NEW             COM              58933Y10       638    14168 SH       SHARED      20            9760           4408
D MERCK & CO INC NEW             COM              58933Y10      2511    55703 SH       SHR/OTHR    20                          55703
D MERCK & CO INC NEW             COM              58933Y10       557    12358 SH       SHARED      21           12237            121
D MERCK & CO INC NEW             COM              58933Y10         2       65 SH       SHR/OTHR    21                             65
D MERCK & CO INC NEW             COM              58933Y10     23937   530813 SH       SHARED      23          517233          13580
D MERCK & CO INC NEW             COM              58933Y10      5998   133018 SH       SHR/OTHR    23                         133018
D MERCK & CO INC NEW             COM              58933Y10      1271    28200 SH       SHARED      26           28200
D MERCK & CO INC NEW             COM              58933Y10      7687   170476 SH       SHARED      27          170476
D MERCK & CO INC NEW             COM              58933Y10      1913    42425 SH       SHARED      29           42425
D MERCK & CO INC NEW             COM              58933Y10     18341   406725 SH       SHARED      31          406725
D MERCK & CO INC NEW             COM              58933Y10      4850   107567 SH       SHARED      32          107567
D MERCURY COMPUTER SYS           COM              58937810       251    23715 SH       SHARED                   23715
D MERCURY COMPUTER SYS           COM              58937810         0       25 SH       SHARED      01              25
D MERCURY COMPUTER SYS           COM              58937810         0       58 SH       SHARED      02              58
D MERCURY COMPUTER SYS           COM              58937810       123    11600 SH       SHARED      10           11600
D MERCURY GENL CORP NEW          COM              58940010      5045   130535 SH       SHARED                  130426            109
D MERCURY GENL CORP NEW          COM              58940010        35      925 SH       SHARED      02             125            800
D MERCURY GENL CORP NEW          COM              58940010       475    12300 SH       SHARED      10           12300
D MEREDITH CORP                  COM              58943310      2850    81451 SH       SHARED                   80708            743
D MEREDITH CORP                  COM              58943310        97     2799 SH       SHARED      01            2799
D MEREDITH CORP                  COM              58943310        46     1321 SH       SHARED      02            1321
D MEREDITH CORP                  COM              58943310     27377   782205 SH       SHARED      10          782205
D MERGE HEALTHCARE INC           COM              58949910        36     9649 SH       SHARED                    9649
D MERGE HEALTHCARE INC           COM              58949910         0       15 SH       SHARED      02              15
D MERGE HEALTHCARE INC           COM              58949910       268    70400 SH       SHARED      10           70400
D MERIDIAN BIOSCIENCE INC        COM              58958410       609    31777 SH       SHARED                   31777
D MERIDIAN BIOSCIENCE INC        COM              58958410         3      180 SH       SHARED      02             180
D MERIDIAN BIOSCIENCE INC        COM              58958410        86     4500 SH       SHARED      10            4500
D MERIDIAN INTERSTAT BANCORP I   COM              58964Q10         9      594 SH       SHARED                     594
D MERIDIAN INTERSTAT BANCORP I   COM              58964Q10         0        1 SH       SHARED      02               1
D MERIT MED SYS INC              COM              58988910       459    30787 SH       SHARED                   30341            446
D MERIT MED SYS INC              COM              58988910         3      206 SH       SHARED      02             109             97
D MERITAGE HOMES CORP            NOTE  1.875% 9/1 59001AAR       297   300000 PRN      SHARED      06          300000
D MERITAGE HOMES CORP            COM              59001A10      1527    40175 SH       SHARED                   39775            400
D MERITAGE HOMES CORP            COM              59001A10        51     1347 SH       SHARED      02            1347
D MERITAGE HOMES CORP            COM              59001A10       692    18200 SH       SHARED      10           18200
D MERITOR INC                    COM              59001K10        99    23384 SH       SHARED                   23384
D MERITOR INC                    COM              59001K10        33     7825 SH       SHARED      01            7000            825
D MERITOR INC                    COM              59001K10      1605   378773 SH       SHARED      02          378773
D MERITOR INC                    COM              59001K10        79    18800 SH       SHARED      10           18800
D MERITOR INC                    COM              59001K10         0       90 SH       SHARED      23              90
D MERRIMACK PHARMACEUTICALS IN   COM              59032810         6      645 SH       SHARED                     645
D MERRIMACK PHARMACEUTICALS IN   COM              59032810         0        4 SH       SHARED      02               4
D MERU NETWORKS INC              COM              59047Q10         0      125 SH       SHARED                     125
D MERU NETWORKS INC              COM              59047Q10        33     9900 SH       SHARED      01            9900
D MESA LABS INC                  COM              59064R10        10      210 SH       SHARED                     210
D MESA LABS INC                  COM              59064R10         0        1 SH       SHARED      02               1
D MESABI TR                      CTF BEN INT      59067210      2478    92457 SH       SHARED                   92457
D MESABI TR                      CTF BEN INT      59067210       686    25600 SH       SHARED      02                          25600
D MET PRO CORP                   COM              59087630         6      674 SH       SHARED                     674
D MET PRO CORP                   COM              59087630         0        3 SH       SHARED      02               3
D META FINL GROUP INC            COM              59100U10        63     2600 SH       SHARED      26            2600
D METABOLIX INC                  COM              59101880       158    94216 SH       SHARED                   94216
D METALICO INC                   COM              59117610       240    93808 SH       SHARED                   93808
D METALICO INC                   COM              59117610        15     5900 SH       SHARED      01            5900
D METALICO INC                   COM              59117610         0      107 SH       SHARED      02             107
D METALICO INC                   COM              59117610        98    38500 SH       SHARED      26           38500
D METALS USA HLDGS CORP          COM              59132A10        55     4143 SH       SHARED                    4143
D METALS USA HLDGS CORP          COM              59132A10         0        3 SH       SHARED      02               3
D METHANEX CORP                  COM              59151K10      6427   225209 SH       SHARED                  225192             17
D METHODE ELECTRS INC            COM              59152020       263    27097 SH       SHARED                   27097
D METHODE ELECTRS INC            COM              59152020         0       50 SH       SHARED      01              50
D METHODE ELECTRS INC            COM              59152020         0       88 SH       SHARED      02              88
D METHODE ELECTRS INC            COM              59152020       255    26300 SH       SHARED      10           26300
D METLIFE INC                    COM              59156R10      2119    61515 SH       SHARED                   61515
D METLIFE INC                    COM              59156R10    374946 10880629 SH       SHARED                10867629          13000
D METLIFE INC                    COM              59156R10     11335   328956 SH       SHARED      01          317607          11349
D METLIFE INC                    COM              59156R10       578    16785 SH       SHR/OTHR    01                          16785
D METLIFE INC                    COM              59156R10      6979   202528 SH       SHARED      02          196697           5831
D METLIFE INC                    COM              59156R10         0     1355 SH CALL  SHARED      02            1355
D METLIFE INC                    COM              59156R10         3     1900 SH PUT   SHARED      02            1900
D METLIFE INC                    COM              59156R10       359    10435 SH       SHARED      04           10435
D METLIFE INC                    COM              59156R10    162992  4729912 SH       SHARED      04         4714687          15225
D METLIFE INC                    COM              59156R10       518    15060 SH       SHARED      05           15060
D METLIFE INC                    COM              59156R10      3777   109630 SH       SHARED      06           72650          36980
D METLIFE INC                    COM              59156R10     10016   290657 SH       SHARED      10          290657
D METLIFE INC                    COM              59156R10       206     6000 SH       SHARED      15            6000
D METLIFE INC                    COM              59156R10        99     2890 SH       SHARED      20            2890
D METLIFE INC                    COM              59156R10         4      130 SH       SHR/OTHR    20                            130
D METLIFE INC                    COM              59156R10       256     7450 SH       SHARED      21            7450
D METLIFE INC                    COM              59156R10         2       70 SH       SHR/OTHR    21                             70
D METLIFE INC                    COM              59156R10       247     7180 SH       SHARED      23            7105             75
D METLIFE INC                    COM              59156R10       173     5025 SH       SHR/OTHR    23                           5025
D METLIFE INC                    COM              59156R10       587    17053 SH       SHARED      26           17053
D METLIFE INC                    COM              59156R10      2150    62410 SH       SHARED      27           62410
D METLIFE INC                    COM              59156R10      8024   232878 SH       SHARED      31          232878
D METLIFE INC                    UNIT 99/99/9999  59156R11      1244    18000 SH       SHARED                   18000
D METLIFE INC                    UNIT 99/99/9999  59156R11    186050  2691701 SH       SHARED                 2688158           3543
D METLIFE INC                    UNIT 99/99/9999  59156R11     26818   388000 SH       SHARED      02          388000
D METLIFE INC                    UNIT 99/99/9999  59156R11     15289   221200 SH       SHARED      04          210000          11200
D METRO BANCORP INC PA           COM              59161R10        17     1410 SH       SHARED                    1410
D METRO BANCORP INC PA           COM              59161R10         0        2 SH       SHARED      02               2
D METROCORP BANCSHARES INC       COM              59165010        65     6170 SH       SHARED                    6170
D METROPCS COMMUNICATIONS INC    COM              59170810        40     3461 SH       SHARED                    3461
D METROPCS COMMUNICATIONS INC    COM              59170810      9580   818152 SH       SHARED                  818152
D METROPCS COMMUNICATIONS INC    COM              59170810      1471   125620 SH       SHARED      01          112645          12975
D METROPCS COMMUNICATIONS INC    COM              59170810         3      321 SH       SHARED      02              29            292
D METROPCS COMMUNICATIONS INC    COM              59170810         0      250 SH CALL  SHARED      02             250
D METROPCS COMMUNICATIONS INC    COM              59170810      1458   124510 SH       SHARED      04          124510
D METROPCS COMMUNICATIONS INC    COM              59170810       117    10000 SH       SHARED      05           10000
D METROPCS COMMUNICATIONS INC    COM              59170810        64     5500 SH       SHARED      06                           5500
D METROPCS COMMUNICATIONS INC    COM              59170810       873    74615 SH       SHARED      10           74615
D METROPCS COMMUNICATIONS INC    COM              59170810         7      655 SH       SHR/OTHR    21                            655
D METROPOLITAN HEALTH NETWORKS   COM              59214210        57     6134 SH       SHARED                    6134
D METROPOLITAN HEALTH NETWORKS   COM              59214210         0       12 SH       SHARED      02              12
D METROPOLITAN HEALTH NETWORKS   COM              59214210       131    14100 SH       SHARED      26           14100
D METTLER TOLEDO INTERNATIONAL   COM              59268810      5232    30647 SH       SHARED                   30647
D METTLER TOLEDO INTERNATIONAL   COM              59268810      1668     9771 SH       SHARED      01            8250           1521
D METTLER TOLEDO INTERNATIONAL   COM              59268810        93      548 SH       SHR/OTHR    01                            548
D METTLER TOLEDO INTERNATIONAL   COM              59268810      6967    40809 SH       SHARED      02           40753             56
D METTLER TOLEDO INTERNATIONAL   COM              59268810       136      800 SH       SHARED      10             800
D METTLER TOLEDO INTERNATIONAL   COM              59268810        49      287 SH       SHARED      20             287
D METTLER TOLEDO INTERNATIONAL   COM              59268810        22      130 SH       SHR/OTHR    20                            130
D METTLER TOLEDO INTERNATIONAL   COM              59268810        68      400 SH       SHR/OTHR    21                            400
D METTLER TOLEDO INTERNATIONAL   COM              59268810        81      475 SH       SHARED      23             475
D METTLER TOLEDO INTERNATIONAL   COM              59268810       439     2575 SH       SHR/OTHR    23                           2575
D MEXCO ENERGY CORP              COM              59277010         0      100 SH       SHARED      02             100
D MFS INVT GRADE MUN TR          SH BEN INT       59318B10        75     6704 SH       SHARED      23            6704
D MFS HIGH YIELD MUN TR          SH BEN INT       59318E10        13     2550 SH       SHARED      23            2550
D MFS INTERMEDIATE HIGH INC FD   SH BEN INT       59318T10         0       21 SH       SHARED      02                             21
D MICREL INC                     COM              59479310      1639   157382 SH       SHARED                  157382
D MICREL INC                     COM              59479310         1      191 SH       SHARED      02              95             96
D MICROS SYS INC                 COM              59490110       294     6000 SH       SHARED                    6000
D MICROS SYS INC                 COM              59490110     11141   226639 SH       SHARED                  225492           1147
D MICROS SYS INC                 COM              59490110       137     2800 SH       SHARED      01            2800
D MICROS SYS INC                 COM              59490110         0        2 SH       SHARED      02               2
D MICROS SYS INC                 COM              59490110        98     2000 SH       SHARED      10            2000
D MICROS SYS INC                 COM              59490110        16      334 SH       SHARED      21             334
D MICROSOFT CORP                 COM              59491810     12289   412948 SH       SHARED                  242392         170556
D MICROSOFT CORP                 COM              59491810    891286 29949136 SH       SHARED                29029840         919297
D MICROSOFT CORP                 COM              59491810         0      260 SH CALL  SHARED                     260
D MICROSOFT CORP                 COM              59491810     31373  1054226 SH       SHARED      01          746271   500   307455
D MICROSOFT CORP                 COM              59491810     11092   372715 SH       SHR/OTHR    01                         372715
D MICROSOFT CORP                 COM              59491810     44501  1495352 SH       SHARED      02         1127511         367841
D MICROSOFT CORP                 COM              59491810        96    26813 SH CALL  SHARED      02           26813
D MICROSOFT CORP                 COM              59491810         2     3841 SH PUT   SHARED      02            3841
D MICROSOFT CORP                 COM              59491810      1160    38985 SH       SHARED      04           26236          12749
D MICROSOFT CORP                 COM              59491810    348681 11716452 SH       SHARED      04        11716452
D MICROSOFT CORP                 COM              59491810      1054    35420 SH       SHARED      05           35420
D MICROSOFT CORP                 COM              59491810     37926  1274412 SH       SHARED      06          720352         554060
D MICROSOFT CORP                 COM              59491810     98453  3308264 SH       SHARED      10         3306264           2000
D MICROSOFT CORP                 COM              59491810      3122   104917 SH       SHARED      20           49737   165    55015
D MICROSOFT CORP                 COM              59491810       977    32844 SH       SHR/OTHR    20                          32844
D MICROSOFT CORP                 COM              59491810      1807    60737 SH       SHARED      21           60558            179
D MICROSOFT CORP                 COM              59491810       533    17943 SH       SHR/OTHR    21                          17943
D MICROSOFT CORP                 COM              59491810      9762   328030 SH       SHARED      23          301991          26039
D MICROSOFT CORP                 COM              59491810     12680   426101 SH       SHR/OTHR    23                         426101
D MICROSOFT CORP                 COM              59491810      3145   105697 SH       SHARED      26          105697
D MICROSOFT CORP                 COM              59491810         0     5000 SH PUT   SHARED      26            5000
D MICROSOFT CORP                 COM              59491810      1708    57401 SH       SHARED      27           57401
D MICROSOFT CORP                 COM              59491810     10836   364135 SH       SHARED      29          364135
D MICROSOFT CORP                 COM              59491810      4648   156200 SH       SHARED      30          156200
D MICROSOFT CORP                 COM              59491810     33710  1132761 SH       SHARED      31         1132761
D MICROVISION INC DEL            COM NEW          59496030         0      252 SH       SHARED                     252
D MICROSTRATEGY INC              CL A NEW         59497240       784     5855 SH       SHARED                    5855
D MICROSTRATEGY INC              CL A NEW         59497240         2       16 SH       SHARED      02              16
D MICROSTRATEGY INC              CL A NEW         59497240       402     3000 SH       SHARED      04            3000
D MICROCHIP TECHNOLOGY INC       SDCV  2.125%12/1 595017AB      2135  1700000 PRN      SHARED                                1700000
D MICROCHIP TECHNOLOGY INC       SDCV  2.125%12/1 595017AB     10971  8735000 PRN      SHARED      02         8735000
D MICROCHIP TECHNOLOGY INC       COM              59501710        92     2825 SH       SHARED                    2825
D MICROCHIP TECHNOLOGY INC       COM              59501710     33878  1034767 SH       SHARED                 1022442          12325
D MICROCHIP TECHNOLOGY INC       COM              59501710      1818    55540 SH       SHARED      01           52365           3175
D MICROCHIP TECHNOLOGY INC       COM              59501710      5902   180271 SH       SHARED      02          180019            252
D MICROCHIP TECHNOLOGY INC       COM              59501710       654    20000 SH       SHARED      04           20000
D MICROCHIP TECHNOLOGY INC       COM              59501710         3      100 SH       SHARED      05             100
D MICROCHIP TECHNOLOGY INC       COM              59501710       791    24190 SH       SHARED      06           18510           5680
D MICROCHIP TECHNOLOGY INC       COM              59501710      6291   192156 SH       SHARED      10          192156
D MICROCHIP TECHNOLOGY INC       COM              59501710         7      220 SH       SHR/OTHR    21                            220
D MICROCHIP TECHNOLOGY INC       COM              59501710        16      500 SH       SHARED      23                            500
D MICROCHIP TECHNOLOGY INC       COM              59501710         9      300 SH       SHR/OTHR    23                            300
D MICROCHIP TECHNOLOGY INC       COM              59501710       671    20525 SH       SHARED      29           20525
D MICROFINANCIAL INC             COM              59507210         4      528 SH       SHARED                     528
D MICROFINANCIAL INC             COM              59507210         0        1 SH       SHARED      02               1
D MICROFINANCIAL INC             COM              59507210        74     8100 SH       SHARED      26            8100
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH       988  1000000 PRN      SHARED      02         1000000
D MICRON TECHNOLOGY INC          NOTE  1.875% 6/0 595112AH      5240  5304000 PRN      SHARED      06         1434000        3870000
D MICRON TECHNOLOGY INC          DEBT  1.875% 6/0 595112AK      5340  6000000 PRN      SHARED      02         6000000
D MICRON TECHNOLOGY INC          COM              59511210     75325 12596231 SH       SHARED                12592431           3800
D MICRON TECHNOLOGY INC          COM              59511210        59    13500 SH PUT   SHARED                   13500
D MICRON TECHNOLOGY INC          COM              59511210      1546   258670 SH       SHARED      01          258670
D MICRON TECHNOLOGY INC          COM              59511210      2038   340856 SH       SHARED      02          340856
D MICRON TECHNOLOGY INC          COM              59511210         4    70500 SH CALL  SHARED      02           70500
D MICRON TECHNOLOGY INC          COM              59511210         3    10457 SH PUT   SHARED      02           10457
D MICRON TECHNOLOGY INC          COM              59511210      1674   280000 SH       SHARED      04          280000
D MICRON TECHNOLOGY INC          COM              59511210         3      550 SH       SHARED      05             550
D MICRON TECHNOLOGY INC          COM              59511210       741   123990 SH       SHARED      06          103990          20000
D MICRON TECHNOLOGY INC          COM              59511210      1491   249487 SH       SHARED      10          249487
D MICROSEMI CORP                 COM              59513710      1449    72218 SH       SHARED                   72218
D MICROSEMI CORP                 COM              59513710        30     1500 SH       SHARED      01            1500
D MICROSEMI CORP                 COM              59513710         7      371 SH       SHARED      02             371
D MICROSEMI CORP                 COM              59513710     25916  1291325 SH       SHARED      10         1291325
D MID-AMER APT CMNTYS INC        COM              59522J10      4804    73564 SH       SHARED                   73564
D MID-AMER APT CMNTYS INC        COM              59522J10        97     1500 SH       SHARED      01            1500
D MID-AMER APT CMNTYS INC        COM              59522J10        36      558 SH       SHARED      02             532             26
D MID-AMER APT CMNTYS INC        COM              59522J10        65     1000 SH       SHARED      10            1000
D MIDDLEBURG FINANCIAL CORP      COM              59609410        49     2792 SH       SHARED                    2792
D MIDDLEBY CORP                  COM              59627810       377     3268 SH       SHARED                    3039            229
D MIDDLEBY CORP                  COM              59627810         1       17 SH       SHARED      02               5             12
D MIDDLEBY CORP                  COM              59627810       104      900 SH       SHARED      10             900
D MIDDLESEX WATER CO             COM              59668010       580    30322 SH       SHARED                   30322
D MIDDLESEX WATER CO             COM              59668010        24     1300 SH       SHARED      01            1300
D MIDDLESEX WATER CO             COM              59668010         3      198 SH       SHARED      02             198
D MIDSOUTH BANCORP INC           COM              59803910         4      301 SH       SHARED                     301
D MIDSOUTH BANCORP INC           COM              59803910         0        1 SH       SHARED      02               1
D MIDSTATES PETE CO INC          COM              59804T10         8      936 SH       SHARED                     936
D MIDSTATES PETE CO INC          COM              59804T10         0        5 SH       SHARED      02               5
D MIDWAY GOLD CORP               COM              59815310         8     5415 SH       SHARED                    5415
D MIDWAY GOLD CORP               COM              59815310         0       35 SH       SHARED      02              35
D MIDWESTONE FINL GROUP INC NE   COM              59851110         5      245 SH       SHARED                     245
D MIDWESTONE FINL GROUP INC NE   COM              59851110         0        1 SH       SHARED      02               1
D MIDWESTONE FINL GROUP INC NE   COM              59851110        94     4400 SH       SHARED      26            4400
D MILLENNIAL MEDIA INC           COM              60040N10         6      480 SH       SHARED                     480
D MILLENNIAL MEDIA INC           COM              60040N10         1      135 SH       SHARED      02               3            132
D MILLER ENERGY RES INC          COM              60052710       127    25355 SH       SHARED                   25355
D MILLER ENERGY RES INC          COM              60052710        99    19800 SH       SHARED      01           19800
D MILLER ENERGY RES INC          COM              60052710         1      205 SH       SHARED      02             205
D MILLER ENERGY RES INC          COM              60052710        26     5200 SH       SHARED      10            5200
D MILLER HERMAN INC              COM              60054410      3672   188940 SH       SHARED                  188940
D MILLER HERMAN INC              COM              60054410         0       14 SH       SHARED      02              14
D MILLER HERMAN INC              COM              60054410        36     1900 SH       SHARED      10            1900
D MILLER INDS INC TENN           COM NEW          60055120        26     1667 SH       SHARED                    1667
D MILLER INDS INC TENN           COM NEW          60055120         0        2 SH       SHARED      02               2
D MILLER INDS INC TENN           COM NEW          60055120       149     9300 SH       SHARED      26            9300
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510     32745   974282 SH       SHARED                  959311          14971
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510         8      256 SH       SHARED      02             256
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510      3091    91985 SH       SHARED      04           91985
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510        12      366 SH       SHARED      05             366
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510      1411    42000 SH       SHARED      06           42000
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       336    10000 SH       SHARED      26           10000
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       173     5169 SH       SHARED      32            5169
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220        18     5295 SH       SHARED                    5295
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         2      706 SH       SHARED      01             706
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         0        5 SH       SHARED      02               5
D MINE SAFETY APPLIANCES CO      COM              60272010      3867   103763 SH       SHARED                  103763
D MINE SAFETY APPLIANCES CO      COM              60272010         0        8 SH       SHARED      02               8
D MINE SAFETY APPLIANCES CO      COM              60272010       283     7600 SH       SHARED      10            7600
D MINERALS TECHNOLOGIES INC      COM              60315810      1204    16975 SH       SHARED                   16975
D MINERALS TECHNOLOGIES INC      COM              60315810         0        1 SH       SHARED      02               1
D MINERALS TECHNOLOGIES INC      COM              60315810       624     8800 SH       SHARED      10            8800
D MINES MGMT INC                 COM              60343210         1     1200 SH       SHARED                    1200
D MIPS TECHNOLOGIES INC          COM              60456710       622    84190 SH       SHARED                   84190
D MIPS TECHNOLOGIES INC          COM              60456710         0       13 SH       SHARED      02              13
D MIPS TECHNOLOGIES INC          COM              60456710       167    22600 SH       SHARED      10           22600
D MISSION WEST PPTYS INC         COM              60520310         6      777 SH       SHARED                     777
D MISSION WEST PPTYS INC         COM              60520310         0        3 SH       SHARED      02               3
D MISSION WEST PPTYS INC         COM              60520310      3799   436749 SH       SHARED      11          436749
D MISSION WEST PPTYS INC         COM              60520310       261    30000 SH       SHARED      26           30000
D MISTRAS GROUP INC              COM              60649T10       241    10431 SH       SHARED                   10308            123
D MISTRAS GROUP INC              COM              60649T10         0        4 SH       SHARED      02               4
D MITCHAM INDS INC               COM              60650110        31     1968 SH       SHARED                    1968
D MITCHAM INDS INC               COM              60650110         0        3 SH       SHARED      02               3
D MITCHAM INDS INC               COM              60650110        46     2900 SH       SHARED      26            2900
D MITEK SYS INC                  COM NEW          60671020        20     6248 SH       SHARED                    6248
D MITEK SYS INC                  COM NEW          60671020        12     4000 SH       SHARED      02                           4000
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210       988   212639 SH       SHARED                  212634              5
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210       130    28000 SH       SHARED      29           28000
D MOBILE MINI INC                COM              60740F10       495    29643 SH       SHARED                   29136            507
D MOBILE MINI INC                COM              60740F10         5      300 SH       SHARED      01             300
D MOBILE MINI INC                COM              60740F10         1       68 SH       SHARED      02              68
D MOBILE MINI INC                COM              60740F10       293    17600 SH       SHARED      10           17600
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910        49     2800 SH       SHARED                    2800
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     35911  2049730 SH       SHARED                 2049730
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      5115   292000 SH       SHARED      02           40000         252000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      8388   478800 SH       SHARED      04          478800
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     18396  1050000 SH       SHARED      05         1050000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      7008   400000 SH       SHARED      06                         400000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      4832   275800 SH       SHARED      31          275800
D MODINE MFG CO                  COM              60782810        52     7062 SH       SHARED                    7062
D MODINE MFG CO                  COM              60782810         4      607 SH       SHARED      02             607
D MODINE MFG CO                  COM              60782810       405    54900 SH       SHARED      10           54900
D MODINE MFG CO                  COM              60782810        99    13500 SH       SHARED      26           13500
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         0        5 SH       SHARED                                      5
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10        25     7006 SH       SHARED                    7006
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         0       20 SH       SHARED      01              20
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         0       26 SH       SHARED      02               6             20
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10       152    41300 SH       SHARED      10           41300
D MOHAWK INDS INC                COM              60819010     11379   142206 SH       SHARED                  142206
D MOHAWK INDS INC                COM              60819010      1080    13500 SH       SHARED      01           13500
D MOHAWK INDS INC                COM              60819010      7824    97786 SH       SHARED      02           97786
D MOLINA HEALTHCARE INC          NOTE  3.750%10/0 60855RAA       367   330000 PRN      SHARED                  330000
D MOLINA HEALTHCARE INC          NOTE  3.750%10/0 60855RAA       557   500000 PRN      SHARED      02          500000
D MOLINA HEALTHCARE INC          COM              60855R10      3269   129992 SH       SHARED                  120637           9355
D MOLINA HEALTHCARE INC          COM              60855R10         1     1000 SH PUT   SHARED      02            1000
D MOLINA HEALTHCARE INC          COM              60855R10       227     9050 SH       SHARED      10            9050
D MOLEX INC                      COM              60855410       164     6272 SH       SHARED                    6272
D MOLEX INC                      COM              60855410      3379   128598 SH       SHARED                  128598
D MOLEX INC                      COM              60855410         3      134 SH       SHARED      02              14            120
D MOLEX INC                      COM              60855410        61     2346 SH       SHARED      04            2346
D MOLEX INC                      COM              60855410        84     3200 SH       SHARED      06                           3200
D MOLEX INC                      COM              60855410      3960   150692 SH       SHARED      10          150692
D MOLEX INC                      CL A             60855420       196     9047 SH       SHARED                    9047
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA     12575 12150000 PRN      SHARED      04        11500000         650000
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA      2484  2400000 PRN      SHARED      06         2400000
D MOLSON COORS BREWING CO        CL B             60871R20       192     4276 SH       SHARED                    4276
D MOLSON COORS BREWING CO        CL B             60871R20     25545   567039 SH       SHARED                  566839            200
D MOLSON COORS BREWING CO        CL B             60871R20      1720    38200 SH       SHARED      01           38200
D MOLSON COORS BREWING CO        CL B             60871R20       160     3565 SH       SHARED      02             205           3360
D MOLSON COORS BREWING CO        CL B             60871R20       639    14200 SH       SHARED      04           14200
D MOLSON COORS BREWING CO        CL B             60871R20         4       90 SH       SHARED      05              90
D MOLSON COORS BREWING CO        CL B             60871R20       439     9750 SH       SHARED      06            5850           3900
D MOLSON COORS BREWING CO        CL B             60871R20      5698   126502 SH       SHARED      10          126502
D MOLYCORP INC DEL               COM              60875310       281    24466 SH       SHARED                   19105           5361
D MOLYCORP INC DEL               COM              60875310        89     7825 SH       SHARED      01            6225           1600
D MOLYCORP INC DEL               COM              60875310       447    38940 SH       SHARED      02           37240           1700
D MOLYCORP INC DEL               COM              60875310         4      400 SH       SHARED      10             400
D MOLYCORP INC DEL               COM              60875310         8      700 SH       SHARED      23             700
D MOLYCORP INC DEL               COM              60875310        57     5000 SH       SHR/OTHR    23                           5000
D MOLYCORP INC DEL               COM              60875310       920    80000 SH       SHARED      26           80000
D MOLYCORP INC DEL               PFD CONV SER A   60875320        18      405 SH       SHARED                     405
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       513    35259 SH       SHARED                   35058            201
D MOMENTA PHARMACEUTICALS INC    COM              60877T10        84     5800 SH       SHARED      01            5800
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       133     9163 SH       SHARED      02              85           9078
D MOMENTA PHARMACEUTICALS INC    COM              60877T10       910    62467 SH       SHARED      04           62467
D MOMENTA PHARMACEUTICALS INC    COM              60877T10        87     6000 SH       SHARED      32            6000
D MONARCH CASINO & RESORT INC    COM              60902710       106    12200 SH       SHARED                   12200
D MONARCH CASINO & RESORT INC    COM              60902710         0       46 SH       SHARED      02              46
D MONEYGRAM INTL INC             COM NEW          60935Y20       390    26123 SH       SHARED                   23763           2360
D MONEYGRAM INTL INC             COM NEW          60935Y20         2      179 SH       SHARED      02             179
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010       142    12744 SH       SHARED                   12744
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010         0        8 SH       SHARED      02               8
D MONOLITHIC PWR SYS INC         COM              60983910       470    23840 SH       SHARED                   23840
D MONOLITHIC PWR SYS INC         COM              60983910         1       60 SH       SHARED      02              60
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10       439    28200 SH       SHARED                   28200
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10         1       71 SH       SHARED      02              71
D MONRO MUFFLER BRAKE INC        COM              61023610       656    18669 SH       SHARED                   17947            722
D MONRO MUFFLER BRAKE INC        COM              61023610        11      318 SH       SHARED      01             318
D MONRO MUFFLER BRAKE INC        COM              61023610         2       83 SH       SHARED      02              83
D MONRO MUFFLER BRAKE INC        COM              61023610       248     7050 SH       SHARED      10            7050
D MONSANTO CO NEW                COM              61166W10       202     2224 SH       SHARED                    2159             65
D MONSANTO CO NEW                COM              61166W10    187469  2059655 SH       SHARED                 2058345           1310
D MONSANTO CO NEW                COM              61166W10     26120   286972 SH       SHARED      01          198696          88276
D MONSANTO CO NEW                COM              61166W10      2456    26985 SH       SHR/OTHR    01                          26985
D MONSANTO CO NEW                COM              61166W10      9315   102351 SH       SHARED      02           89820          12531
D MONSANTO CO NEW                COM              61166W10        37     3988 SH CALL  SHARED      02            3988
D MONSANTO CO NEW                COM              61166W10         0      370 SH PUT   SHARED      02             370
D MONSANTO CO NEW                COM              61166W10        50      555 SH       SHARED      04             555
D MONSANTO CO NEW                COM              61166W10     54079   594151 SH       SHARED      04          594151
D MONSANTO CO NEW                COM              61166W10      2544    27957 SH       SHARED      05           27957
D MONSANTO CO NEW                COM              61166W10      3220    35386 SH       SHARED      05           35386
D MONSANTO CO NEW                COM              61166W10      5037    55348 SH       SHARED      06           36522          18826
D MONSANTO CO NEW                COM              61166W10     13953   153306 SH       SHARED      10          152917            389
D MONSANTO CO NEW                COM              61166W10       998    10968 SH       SHARED      20           10030    30      908
D MONSANTO CO NEW                COM              61166W10        13      150 SH       SHR/OTHR    20                            150
D MONSANTO CO NEW                COM              61166W10        68      755 SH       SHARED      21             755
D MONSANTO CO NEW                COM              61166W10       607     6675 SH       SHR/OTHR    21                           6675
D MONSANTO CO NEW                COM              61166W10      2224    24437 SH       SHARED      23           22691           1746
D MONSANTO CO NEW                COM              61166W10      4382    48150 SH       SHR/OTHR    23                          48150
D MONSANTO CO NEW                COM              61166W10      1231    13525 SH       SHARED      26           13525
D MONSANTO CO NEW                COM              61166W10       539     5922 SH       SHARED      27            5922
D MONSANTO CO NEW                COM              61166W10      1538    16900 SH       SHARED      29           16900
D MONSANTO CO NEW                COM              61166W10      7327    80506 SH       SHARED      31           80506
D MONSTER BEVERAGE CORP          COM              61174010        15      282 SH       SHARED                     282
D MONSTER BEVERAGE CORP          COM              61174010     98455  1821226 SH       SHARED                 1820526            700
D MONSTER BEVERAGE CORP          COM              61174010      1940    35900 SH       SHARED      01           35900
D MONSTER BEVERAGE CORP          COM              61174010      1935    35804 SH       SHARED      02              54          35750
D MONSTER BEVERAGE CORP          COM              61174010      5438   100600 SH       SHARED      04          100600
D MONSTER BEVERAGE CORP          COM              61174010        70     1300 SH       SHARED      05            1300
D MONSTER BEVERAGE CORP          COM              61174010      2253    41680 SH       SHARED      06           14500          27180
D MONSTER BEVERAGE CORP          COM              61174010      2330    43110 SH       SHARED      10           43110
D MONSTER BEVERAGE CORP          COM              61174010       108     2000 SH       SHARED      23            2000
D MONSTER BEVERAGE CORP          COM              61174010      3128    57864 SH       SHARED      27           57864
D MONSTER BEVERAGE CORP          COM              61174010       603    11160 SH       SHARED      29           11160
D MONSTER BEVERAGE CORP          COM              61174010        86     1600 SH       SHARED      30            1600
D MONSTER WORLDWIDE INC          COM              61174210      3736   509817 SH       SHARED                  508517           1300
D MONSTER WORLDWIDE INC          COM              61174210         8     1150 SH       SHARED      01            1150
D MONSTER WORLDWIDE INC          COM              61174210         0       18 SH       SHARED      02              18
D MONSTER WORLDWIDE INC          COM              61174210       301    41200 SH       SHARED      10           41200
D MOODYS CORP                    COM              61536910        79     1800 SH       SHARED                    1800
D MOODYS CORP                    COM              61536910     20523   464638 SH       SHARED                  464638
D MOODYS CORP                    COM              61536910      8362   189319 SH       SHARED      01          184199           5120
D MOODYS CORP                    COM              61536910     17371   393284 SH       SHARED      02          390284           3000
D MOODYS CORP                    COM              61536910         6      140 SH       SHARED      05             140
D MOODYS CORP                    COM              61536910       916    20757 SH       SHARED      06           15457           5300
D MOODYS CORP                    COM              61536910      2253    51028 SH       SHARED      10           51028
D MOODYS CORP                    COM              61536910        13      297 SH       SHR/OTHR    20                            297
D MOODYS CORP                    COM              61536910       123     2800 SH       SHARED      23            2800
D MOODYS CORP                    COM              61536910        88     2000 SH       SHR/OTHR    23                           2000
D MOODYS CORP                    COM              61536910       408     9257 SH       SHARED      26            9257
D MOODYS CORP                    COM              61536910      2411    54593 SH       SHARED      27           54593
D MOODYS CORP                    COM              61536910       212     4800 SH       SHARED      30            4800
D MOOG INC                       CL A             61539420      2318    61232 SH       SHARED                   61232
D MOOG INC                       CL A             61539420         3       90 SH       SHARED      02              90
D MOOG INC                       CL A             61539420       711    18800 SH       SHARED      10           18800
D MORGAN STANLEY EASTN EUR FD    COM              61698810         9      600 SH       SHARED      02                            600
D MORGAN STANLEY EMER MKTS DEB   COM              61744H10         8      700 SH       SHARED      02                            700
D MORGAN STANLEY                 COM NEW          61744644        66     3951 SH       SHARED                    3951
D MORGAN STANLEY                 COM NEW          61744644     48862  2918879 SH       SHARED                 2918879
D MORGAN STANLEY                 COM NEW          61744644         5     5672 SH CALL  SHARED                    5672
D MORGAN STANLEY                 COM NEW          61744644         1     1000 SH PUT   SHARED                    1000
D MORGAN STANLEY                 COM NEW          61744644      7183   429151 SH       SHARED      01          418496          10655
D MORGAN STANLEY                 COM NEW          61744644     33659  2010747 SH       SHARED      02         2002519           8228
D MORGAN STANLEY                 COM NEW          61744644        41    24928 SH CALL  SHARED      02           24928
D MORGAN STANLEY                 COM NEW          61744644        30    18222 SH PUT   SHARED      02           18222
D MORGAN STANLEY                 COM NEW          61744644      1212    72431 SH       SHARED      04           72431
D MORGAN STANLEY                 COM NEW          61744644       190    11360 SH       SHARED      05           11360
D MORGAN STANLEY                 COM NEW          61744644      2525   150893 SH       SHARED      06           97230          53663
D MORGAN STANLEY                 COM NEW          61744644      6722   401568 SH       SHARED      10          401568
D MORGAN STANLEY                 COM NEW          61744644        18     1110 SH       SHR/OTHR    20                           1110
D MORGAN STANLEY                 COM NEW          61744644        16     1000 SH       SHARED      21            1000
D MORGAN STANLEY                 COM NEW          61744644        14      841 SH       SHARED      23             841
D MORGAN STANLEY                 COM NEW          61744644        18     1134 SH       SHR/OTHR    23                           1134
D MORGAN STANLEY                 COM NEW          61744644       496    29646 SH       SHARED      26           29646
D MORGAN STANLEY                 COM NEW          61744644        42     2530 SH       SHARED      29            2530
D MORGAN STANLEY                 COM NEW          61744644      7679   458759 SH       SHARED      31          458759
D MORGAN STANLEY INDIA INVS FD   COM              61745C10       247    14152 SH       SHARED      02                          14152
D MORGAN STANLEY CHINA A SH FD   COM              61746810        28     1500 SH       SHARED      02                           1500
D MORGAN STANLEY EM MKTS DM DE   COM              61747710        37     2275 SH       SHARED      01                           2275
D MORGAN STANLEY EM MKTS DM DE   COM              61747710        58     3565 SH       SHR/OTHR    01                  3565
D MORGAN STANLEY EM MKTS DM DE   COM              61747710       584    35476 SH       SHARED      02                          35476
D MORGANS HOTEL GROUP CO         COM              61748W10         5      858 SH       SHARED                     858
D MORGANS HOTEL GROUP CO         COM              61748W10        34     5400 SH       SHARED      01            5400
D MORGANS HOTEL GROUP CO         COM              61748W10         0        5 SH       SHARED      02               5
D MORGAN STANLEY                 SHRT EUR ETN20   61748028       150     3310 SH       SHARED      02                           3310
D MORNINGSTAR INC                COM              61770010       287     4593 SH       SHARED                    4593
D MORNINGSTAR INC                COM              61770010        37      600 SH       SHARED      01             600
D MORNINGSTAR INC                COM              61770010         1       22 SH       SHARED      02              22
D MORNINGSTAR INC                COM              61770010       657    10500 SH       SHARED      04           10500
D MORNINGSTAR INC                COM              61770010        37      600 SH       SHARED      10             600
D MOSAIC CO NEW                  COM              61945C10        95     1657 SH       SHARED                    1657
D MOSAIC CO NEW                  COM              61945C10    233832  4058894 SH       SHARED                 4056701           2193
D MOSAIC CO NEW                  COM              61945C10         0      160 SH PUT   SHARED                     160
D MOSAIC CO NEW                  COM              61945C10      5715    99211 SH       SHARED      01           74804          24407
D MOSAIC CO NEW                  COM              61945C10      1386    24070 SH       SHR/OTHR    01                          24070
D MOSAIC CO NEW                  COM              61945C10     50604   878406 SH       SHARED      02          855464          22942
D MOSAIC CO NEW                  COM              61945C10         3      700 SH PUT   SHARED      02             700
D MOSAIC CO NEW                  COM              61945C10       461     8009 SH       SHARED      04            8009
D MOSAIC CO NEW                  COM              61945C10    158888  2757995 SH       SHARED      04         2753465           4530
D MOSAIC CO NEW                  COM              61945C10      3123    54217 SH       SHARED      05           54217
D MOSAIC CO NEW                  COM              61945C10      4399    76360 SH       SHARED      05           76360
D MOSAIC CO NEW                  COM              61945C10     25496   442568 SH       SHARED      06          195390         247178
D MOSAIC CO NEW                  COM              61945C10      3682    63926 SH       SHARED      10           63926
D MOSAIC CO NEW                  COM              61945C10       113     1966 SH       SHARED      20            1436            530
D MOSAIC CO NEW                  COM              61945C10       177     3080 SH       SHR/OTHR    20                           3080
D MOSAIC CO NEW                  COM              61945C10        16      280 SH       SHARED      21             280
D MOSAIC CO NEW                  COM              61945C10        53      925 SH       SHR/OTHR    21                            925
D MOSAIC CO NEW                  COM              61945C10      2334    40520 SH       SHARED      23           37320           3200
D MOSAIC CO NEW                  COM              61945C10      1057    18358 SH       SHR/OTHR    23                          18358
D MOSAIC CO NEW                  COM              61945C10      1153    20020 SH       SHARED      29           20020
D MOSAIC CO NEW                  COM              61945C10      2027    35200 SH       SHARED      30           35200
D MOSYS INC                      COM              61971810         4     1213 SH       SHARED                    1213
D MOSYS INC                      COM              61971810         4     1000 SH       SHARED      01            1000
D MOSYS INC                      COM              61971810         0        6 SH       SHARED      02               6
D MOSYS INC                      COM              61971810        65    16300 SH       SHARED      10           16300
D MOTOROLA SOLUTIONS INC         COM NEW          62007630     10537   208463 SH       SHARED                  208306            157
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      4114    81393 SH       SHARED      01           78623           2770
D MOTOROLA SOLUTIONS INC         COM NEW          62007630     13457   266214 SH       SHARED      02          261473           4741
D MOTOROLA SOLUTIONS INC         COM NEW          62007630         2     5500 SH CALL  SHARED      02            5500
D MOTOROLA SOLUTIONS INC         COM NEW          62007630        10      201 SH       SHARED      05             201
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      1787    35363 SH       SHARED      06           24105          11258
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      4018    79492 SH       SHARED      10           79492
D MOTOROLA SOLUTIONS INC         COM NEW          62007630        50     1000 SH       SHARED      20            1000
D MOTOROLA SOLUTIONS INC         COM NEW          62007630         9      185 SH       SHR/OTHR    21                            185
D MOTOROLA SOLUTIONS INC         COM NEW          62007630        38      770 SH       SHR/OTHR    23                            770
D MOTOROLA SOLUTIONS INC         COM NEW          62007630      8306   164318 SH       SHARED      31          164318
D MOTRICITY INC                  COM              62010710         1     4039 SH       SHARED                    4039
D MOVE INC                       COM NEW          62458M20        50     5904 SH       SHARED                    5904
D MOVE INC                       COM NEW          62458M20         0       11 SH       SHARED      02              11
D MOVADO GROUP INC               COM              62458010      3796   112584 SH       SHARED                  108900           3684
D MOVADO GROUP INC               COM              62458010       155     4600 SH       SHARED      01            4600
D MOVADO GROUP INC               COM              62458010         1       33 SH       SHARED      02              33
D MOVADO GROUP INC               COM              62458010       151     4500 SH       SHARED      10            4500
D MUELLER INDS INC               COM              62475610      4961   109112 SH       SHARED                  109112
D MUELLER INDS INC               COM              62475610         3       70 SH       SHARED      02              70
D MUELLER INDS INC               COM              62475610       809    17800 SH       SHARED      10           17800
D MUELLER WTR PRODS INC          COM SER A        62475810       621   126878 SH       SHARED                  126878
D MUELLER WTR PRODS INC          COM SER A        62475810       172    35287 SH       SHARED      01           35287
D MUELLER WTR PRODS INC          COM SER A        62475810         0       38 SH       SHARED      02              38
D MUELLER WTR PRODS INC          COM SER A        62475810       224    45900 SH       SHARED      10           45900
D MULTI COLOR CORP               COM              62538310        45     1957 SH       SHARED                    1957
D MULTI COLOR CORP               COM              62538310         0        2 SH       SHARED      02               2
D MULTI FINELINE ELECTRONIX IN   COM              62541B10        70     3135 SH       SHARED                    3135
D MULTI FINELINE ELECTRONIX IN   COM              62541B10        24     1100 SH       SHARED      01            1100
D MULTI FINELINE ELECTRONIX IN   COM              62541B10         2      101 SH       SHARED      02             101
D MULTIMEDIA GAMES HLDG CO INC   COM              62545310      2287   145431 SH       SHARED                  145431
D MULTIMEDIA GAMES HLDG CO INC   COM              62545310         0       55 SH       SHARED      02              55
D MULTIMEDIA GAMES HLDG CO INC   COM              62545310       103     6600 SH       SHARED      10            6600
D MURPHY OIL CORP                COM              62671710        59     1114 SH       SHARED                    1114
D MURPHY OIL CORP                COM              62671710     51013   950142 SH       SHARED                  950142
D MURPHY OIL CORP                COM              62671710         0      285 SH CALL  SHARED                     285
D MURPHY OIL CORP                COM              62671710     24228   451267 SH       SHARED      01           63267         388000
D MURPHY OIL CORP                COM              62671710     12571   234155 SH       SHR/OTHR    01                         234155
D MURPHY OIL CORP                COM              62671710      9259   172467 SH       SHARED      02          172467
D MURPHY OIL CORP                COM              62671710         2     5356 SH CALL  SHARED      02            5356
D MURPHY OIL CORP                COM              62671710         2     2712 SH PUT   SHARED      02            2712
D MURPHY OIL CORP                COM              62671710     11099   206725 SH       SHARED      04          206725
D MURPHY OIL CORP                COM              62671710         6      120 SH       SHARED      05             120
D MURPHY OIL CORP                COM              62671710      2967    55280 SH       SHARED      06           13450          41830
D MURPHY OIL CORP                COM              62671710      5323    99149 SH       SHARED      10           99149
D MURPHY OIL CORP                COM              62671710      1986    37000 SH       SHARED      23           37000
D MURPHY OIL CORP                COM              62671710        21      400 SH       SHR/OTHR    23                            400
D MUTUALFIRST FINL INC           COM              62845B10         1      100 SH       SHARED      02             100
D MYERS INDS INC                 COM              62846410      1132    72507 SH       SHARED                   72399            108
D MYERS INDS INC                 COM              62846410         1       96 SH       SHARED      02              96
D MYERS INDS INC                 COM              62846410       160    10300 SH       SHARED      10           10300
D MYLAN INC                      NOTE  3.750% 9/1 628530AJ      6333  3309000 PRN      SHARED      02         3309000
D MYLAN INC                      NOTE  3.750% 9/1 628530AJ       957   500000 PRN      SHARED      04                         500000
D MYLAN INC                      COM              62853010      5261   215880 SH       SHARED                                 215880
D MYLAN INC                      COM              62853010     44198  1813500 SH       SHARED                 1813500
D MYLAN INC                      COM              62853010      2571   105500 SH       SHARED      01          105500
D MYLAN INC                      COM              62853010      3943   161813 SH       SHARED      02          161109            704
D MYLAN INC                      COM              62853010         0       94 SH CALL  SHARED      02              94
D MYLAN INC                      COM              62853010         1     1500 SH PUT   SHARED      02            1500
D MYLAN INC                      COM              62853010     13453   551990 SH       SHARED      04          551990
D MYLAN INC                      COM              62853010        57     2360 SH       SHARED      05            2360
D MYLAN INC                      COM              62853010      1127    46263 SH       SHARED      06           34180          12083
D MYLAN INC                      COM              62853010      3927   161158 SH       SHARED      10          161158
D MYLAN INC                      COM              62853010        68     2800 SH       SHR/OTHR    23                           2800
D MYLAN INC                      COM              62853010      1937    79500 SH       SHARED      26           79500
D MYLAN INC                      COM              62853010       572    23500 SH       SHARED      29           23500
D MYLAN INC                      COM              62853010      1395    57270 SH       SHARED      32           57270
D MYRIAD GENETICS INC            COM              62855J10      3903   144831 SH       SHARED                  133890          10941
D MYRIAD GENETICS INC            COM              62855J10       114     4250 SH       SHARED      01            4150            100
D MYRIAD GENETICS INC            COM              62855J10         8      303 SH       SHARED      02               3            300
D MYRIAD GENETICS INC            COM              62855J10      1490    55296 SH       SHARED      04           55296
D MYRIAD GENETICS INC            COM              62855J10        56     2100 SH       SHARED      10            2100
D MYRIAD GENETICS INC            COM              62855J10        10      400 SH       SHR/OTHR    20                            400
D MYREXIS INC                    COM              62856H10         2     1037 SH       SHARED      01            1037
D NBT BANCORP INC                COM              62877810       567    25711 SH       SHARED                   25711
D NBT BANCORP INC                COM              62877810         2      100 SH       SHARED      01             100
D NBT BANCORP INC                COM              62877810         1       61 SH       SHARED      02              61
D NBT BANCORP INC                COM              62877810      5251   237936 SH       SHARED      10          237936
D NCI BUILDING SYS INC           COM NEW          62885220       145    14538 SH       SHARED                   14538
D NCI BUILDING SYS INC           COM NEW          62885220         0       55 SH       SHARED      02              55
D NCI BUILDING SYS INC           COM NEW          62885220        43     4320 SH       SHARED      10            4320
D NCR CORP NEW                   COM              62886E10     55568  2383911 SH       SHARED                 2383911
D NCR CORP NEW                   COM              62886E10       205     8826 SH       SHARED      01            7990            836
D NCR CORP NEW                   COM              62886E10        39     1690 SH       SHARED      02             290           1400
D NCR CORP NEW                   COM              62886E10       215     9248 SH       SHARED      04            9248
D NCR CORP NEW                   COM              62886E10        37     1613 SH       SHARED      05            1613
D NCR CORP NEW                   COM              62886E10     25443  1091538 SH       SHARED      10         1091538
D NCR CORP NEW                   COM              62886E10         0       35 SH       SHARED      20              35
D NCI INC                        CL A             62886K10        35     5137 SH       SHARED                    5137
D NCI INC                        CL A             62886K10         0       14 SH       SHARED      02              14
D NASB FINL INC                  COM              62896810         3      152 SH       SHARED                     152
D NASB FINL INC                  COM              62896810         0        1 SH       SHARED      02               1
D NGP CAP RES CO                 COM              62912R10         0        3 SH       SHARED      02               3
D NII HLDGS INC                  CL B NEW         62913F20      1279   163422 SH       SHARED                  163422
D NII HLDGS INC                  CL B NEW         62913F20        60     7700 SH       SHARED      01            5600           2100
D NII HLDGS INC                  CL B NEW         62913F20         2      320 SH       SHARED      02             208            112
D NII HLDGS INC                  CL B NEW         62913F20         0      470 SH CALL  SHARED      02             470
D NII HLDGS INC                  CL B NEW         62913F20       681    87000 SH       SHARED      04           87000
D NII HLDGS INC                  CL B NEW         62913F20        41     5340 SH       SHARED      26            5340
D NIC INC                        COM              62914B10       207    14041 SH       SHARED                   14041
D NIC INC                        COM              62914B10        41     2800 SH       SHARED      01            2800
D NIC INC                        COM              62914B10         0       18 SH       SHARED      02              18
D NL INDS INC                    COM NEW          62915640        21     1905 SH       SHARED                    1905
D NL INDS INC                    COM NEW          62915640         0        1 SH       SHARED      02               1
D NN INC                         COM              62933710       200    23636 SH       SHARED                   23636
D NN INC                         COM              62933710         0        3 SH       SHARED      02               3
D NPS PHARMACEUTICALS INC        COM              62936P10      1268   137118 SH       SHARED                  136045           1073
D NPS PHARMACEUTICALS INC        COM              62936P10        48     5200 SH       SHARED      01            5200
D NPS PHARMACEUTICALS INC        COM              62936P10        80     8722 SH       SHARED      02            8621            101
D NPS PHARMACEUTICALS INC        COM              62936P10      1781   192564 SH       SHARED      04          192564
D NPS PHARMACEUTICALS INC        COM              62936P10       352    38100 SH       SHARED      32           38100
D NRG ENERGY INC                 COM NEW          62937750      6782   317089 SH       SHARED                  316237            852
D NRG ENERGY INC                 COM NEW          62937750      1336    62500 SH       SHARED      01           62500
D NRG ENERGY INC                 COM NEW          62937750     17729   828879 SH       SHARED      02          828879
D NRG ENERGY INC                 COM NEW          62937750         1     2050 SH PUT   SHARED      02            2050
D NRG ENERGY INC                 COM NEW          62937750       121     5700 SH       SHARED      04            5700
D NRG ENERGY INC                 COM NEW          62937750        98     4600 SH       SHARED      05            4600
D NRG ENERGY INC                 COM NEW          62937750       286    13400 SH       SHARED      06            7700           5700
D NRG ENERGY INC                 COM NEW          62937750      1079    50461 SH       SHARED      10           50461
D NRG ENERGY INC                 COM NEW          62937750       207     9700 SH       SHARED      30            9700
D NTT DOCOMO INC                 SPONS ADR        62942M20      3084   190846 SH       SHARED                  190846
D NTT DOCOMO INC                 SPONS ADR        62942M20       622    38520 SH       SHARED      29           38520
D NVR INC                        COM              62944T10      4009     4748 SH       SHARED                    4748
D NVR INC                        COM              62944T10        97      115 SH       SHARED      01             115
D NVR INC                        COM              62944T10        67       80 SH       SHARED      02              14             66
D NVR INC                        COM              62944T10        84      100 SH       SHARED      10             100
D NVE CORP                       COM NEW          62944520        67     1144 SH       SHARED                    1144
D NVE CORP                       COM NEW          62944520         5      101 SH       SHARED      02             101
D NYSE EURONEXT                  COM              62949110       126     5118 SH       SHARED                    5118
D NYSE EURONEXT                  COM              62949110      7820   317259 SH       SHARED                  317259
D NYSE EURONEXT                  COM              62949110      1762    71500 SH       SHARED      01           71500
D NYSE EURONEXT                  COM              62949110       462    18743 SH       SHARED      02           11673           7070
D NYSE EURONEXT                  COM              62949110         0      132 SH CALL  SHARED      02             132
D NYSE EURONEXT                  COM              62949110         1     1550 SH PUT   SHARED      02            1550
D NYSE EURONEXT                  COM              62949110       644    26145 SH       SHARED      04           26145
D NYSE EURONEXT                  COM              62949110         3      130 SH       SHARED      05             130
D NYSE EURONEXT                  COM              62949110       379    15400 SH       SHARED      06            7950           7450
D NYSE EURONEXT                  COM              62949110      6148   249435 SH       SHARED      10          249435
D NYSE EURONEXT                  COM              62949110        52     2110 SH       SHARED      27            2110
D NABI BIOPHARMACEUTICALS        COM              62951910       232   131328 SH       SHARED                  131328
D NACCO INDS INC                 CL A             62957910       413     3300 SH       SHARED                    3300
D NACCO INDS INC                 CL A             62957910        87      700 SH       SHARED      01             700
D NACCO INDS INC                 CL A             62957910      3501    27918 SH       SHARED      10           27918
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520       435    40625 SH       SHARED                   40625
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520         3      350 SH       SHARED      01             350
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520        47     4400 SH       SHARED      02                           4400
D NANOMETRICS INC                COM              63007710       178    12960 SH       SHARED                   12960
D NANOMETRICS INC                COM              63007710         0       39 SH       SHARED      02              39
D NANOMETRICS INC                COM              63007710        16     1200 SH       SHARED      10            1200
D NANOSPHERE INC                 COM              63009F10       100    30302 SH       SHARED                   30302
D NANOSPHERE INC                 COM              63009F10       357   107625 SH       SHARED      26          107625
D NANOSPHERE INC                 COM              63009F10        85    25700 SH       SHARED      32           25700
D NASDAQ OMX GROUP INC           COM              63110310       137     5885 SH       SHARED                    5885
D NASDAQ OMX GROUP INC           COM              63110310      3335   143234 SH       SHARED                  142984            250
D NASDAQ OMX GROUP INC           COM              63110310       712    30600 SH       SHARED      01           30600
D NASDAQ OMX GROUP INC           COM              63110310       294    12635 SH       SHARED      02           12335            300
D NASDAQ OMX GROUP INC           COM              63110310      9316   400000 SH       SHARED      04          400000
D NASDAQ OMX GROUP INC           COM              63110310         2      100 SH       SHARED      05             100
D NASDAQ OMX GROUP INC           COM              63110310       291    12500 SH       SHARED      06            8100           4400
D NASDAQ OMX GROUP INC           COM              63110310      3628   155811 SH       SHARED      10          155811
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD        24    52000 PRN      SHARED      02           52000
D NASH FINCH CO                  COM              63115810       327    16045 SH       SHARED                   14653           1392
D NASH FINCH CO                  COM              63115810        18      900 SH       SHARED      01             900
D NASH FINCH CO                  COM              63115810         0       23 SH       SHARED      02              23
D NASH FINCH CO                  COM              63115810       144     7100 SH       SHARED      10            7100
D NASH FINCH CO                  COM              63115810       120     5900 SH       SHARED      26            5900
D NATHANS FAMOUS INC NEW         COM              63234710        17      565 SH       SHARED                     565
D NATHANS FAMOUS INC NEW         COM              63234710         0        1 SH       SHARED      02               1
D NATIONAL AMERN UNIV HLDGS IN   COM              63245Q10         2      469 SH       SHARED                     469
D NATIONAL AMERN UNIV HLDGS IN   COM              63245Q10         0        2 SH       SHARED      02               2
D NATIONAL AMERN UNIV HLDGS IN   COM              63245Q10        47     9400 SH       SHARED      10            9400
D NATIONAL BK GREECE S A         SPN ADR REP 1 SH 63364360      1882   784502 SH       SHARED                  784502
D NATIONAL BANKSHARES INC VA     COM              63486510        93     2809 SH       SHARED                    2809
D NATIONAL BANKSHARES INC VA     COM              63486510         0        1 SH       SHARED      02               1
D NATIONAL BANKSHARES INC VA     COM              63486510        83     2500 SH       SHARED      10            2500
D NATIONAL BEVERAGE CORP         COM              63501710        29     1962 SH       SHARED                    1962
D NATIONAL BEVERAGE CORP         COM              63501710         0        3 SH       SHARED      02               3
D NATIONAL CINEMEDIA INC         COM              63530910       145     8909 SH       SHARED                    8909
D NATIONAL CINEMEDIA INC         COM              63530910         4      250 SH       SHARED      01             250
D NATIONAL CINEMEDIA INC         COM              63530910         0       11 SH       SHARED      02              11
D NATIONAL CINEMEDIA INC         COM              63530910       556    34000 SH       SHARED      10           34000
D NATIONAL HEALTHCARE CORP       COM              63590610       109     2297 SH       SHARED                    2297
D NATIONAL HEALTHCARE CORP       COM              63590610         0        2 SH       SHARED      02               2
D NATIONAL HEALTHCARE CORP       COM              63590610       138     2900 SH       SHARED      10            2900
D NATIONAL FINL PARTNERS CORP    NOTE  4.000% 6/1 63607PAC       512   350000 PRN      SHARED                  350000
D NATIONAL FINL PARTNERS CORP    COM              63607P20       605    35812 SH       SHARED                   35812
D NATIONAL FINL PARTNERS CORP    COM              63607P20        50     3000 SH       SHARED      01            3000
D NATIONAL FINL PARTNERS CORP    COM              63607P20        43     2573 SH       SHARED      02            2573
D NATIONAL FINL PARTNERS CORP    COM              63607P20       167     9900 SH       SHARED      10            9900
D NATIONAL FUEL GAS CO N J       COM              63618010      8688   160779 SH       SHARED                  160779
D NATIONAL FUEL GAS CO N J       COM              63618010        21      400 SH       SHARED      01             400
D NATIONAL FUEL GAS CO N J       COM              63618010       137     2553 SH       SHARED      02            1182           1371
D NATIONAL FUEL GAS CO N J       COM              63618010      1523    28200 SH       SHARED      04           28200
D NATIONAL FUEL GAS CO N J       COM              63618010       421     7800 SH       SHARED      05            7800
D NATIONAL FUEL GAS CO N J       COM              63618010       162     3000 SH       SHARED      23                           3000
D NATIONAL GRID PLC              SPON ADR NEW     63627430     10452   188803 SH       SHARED                  188803
D NATIONAL GRID PLC              SPON ADR NEW     63627430        22      400 SH       SHR/OTHR    01                            400
D NATIONAL GRID PLC              SPON ADR NEW     63627430       620    11201 SH       SHARED      02                          11201
D NATIONAL HEALTH INVS INC       COM              63633D10      1171    22778 SH       SHARED                   22778
D NATIONAL HEALTH INVS INC       COM              63633D10         0        7 SH       SHARED      02               7
D NATIONAL HEALTH INVS INC       COM              63633D10       113     2200 SH       SHARED      10            2200
D NATIONAL HEALTH INVS INC       COM              63633D10      1108    21550 SH       SHARED      11                          21550
D NATIONAL INSTRS CORP           COM              63651810      5062   201447 SH       SHARED                  200461            986
D NATIONAL INSTRS CORP           COM              63651810         8      358 SH       SHARED      02             358
D NATIONAL INSTRS CORP           COM              63651810       105     4200 SH       SHARED      10            4200
D NATIONAL INTERSTATE CORP       COM              63654U10        30     1165 SH       SHARED                    1165
D NATIONAL INTERSTATE CORP       COM              63654U10         0        1 SH       SHARED      02               1
D NATIONAL OILWELL VARCO INC     COM              63707110       111     1390 SH       SHARED                    1090            300
D NATIONAL OILWELL VARCO INC     COM              63707110     76047   949293 SH       SHARED                  947011           2282
D NATIONAL OILWELL VARCO INC     COM              63707110     21984   274426 SH       SHARED      01          235153          39273
D NATIONAL OILWELL VARCO INC     COM              63707110      2267    28304 SH       SHR/OTHR    01                          28304
D NATIONAL OILWELL VARCO INC     COM              63707110      7116    88840 SH       SHARED      02           82649           6191
D NATIONAL OILWELL VARCO INC     COM              63707110         0     1336 SH CALL  SHARED      02            1336
D NATIONAL OILWELL VARCO INC     COM              63707110         3     2500 SH PUT   SHARED      02            2500
D NATIONAL OILWELL VARCO INC     COM              63707110      4125    51494 SH       SHARED      04           51494
D NATIONAL OILWELL VARCO INC     COM              63707110       207     2594 SH       SHARED      05            2594
D NATIONAL OILWELL VARCO INC     COM              63707110      4567    57010 SH       SHARED      06           42250          14760
D NATIONAL OILWELL VARCO INC     COM              63707110     14442   180284 SH       SHARED      10          178765           1519
D NATIONAL OILWELL VARCO INC     COM              63707110      1545    19289 SH       SHARED      20           15464   125     3700
D NATIONAL OILWELL VARCO INC     COM              63707110       131     1647 SH       SHR/OTHR    20                           1647
D NATIONAL OILWELL VARCO INC     COM              63707110       229     2860 SH       SHARED      21            2860
D NATIONAL OILWELL VARCO INC     COM              63707110        20      250 SH       SHR/OTHR    21                            250
D NATIONAL OILWELL VARCO INC     COM              63707110      3176    39651 SH       SHARED      23           34826           4825
D NATIONAL OILWELL VARCO INC     COM              63707110      2221    27725 SH       SHR/OTHR    23                          27725
D NATIONAL OILWELL VARCO INC     COM              63707110      2143    26762 SH       SHARED      26           26762
D NATIONAL OILWELL VARCO INC     COM              63707110       877    10950 SH       SHARED      29           10950
D NATIONAL OILWELL VARCO INC     COM              63707110      6683    83430 SH       SHARED      31           83430
D NATIONAL PENN BANCSHARES INC   COM              63713810       938   103011 SH       SHARED                   96075           6936
D NATIONAL PENN BANCSHARES INC   COM              63713810       803    88221 SH       SHARED      02           88221
D NATIONAL PENN BANCSHARES INC   COM              63713810       312    34300 SH       SHARED      10           34300
D NATIONAL PENN BANCSHARES INC   COM              63713810        18     2000 SH       SHR/OTHR    23                           2000
D NATIONAL PRESTO INDS INC       COM              63721510      1053    14461 SH       SHARED                   14461
D NATIONAL PRESTO INDS INC       COM              63721510         1       14 SH       SHARED      02              14
D NATIONAL RESEARCH CORP         COM              63737210        25      507 SH       SHARED                     507
D NATIONAL RETAIL PPTYS INC      NOTE  5.125% 6/1 637417AC      6996  5845000 PRN      SHARED      02         5845000
D NATIONAL RETAIL PPTYS INC      COM              63741710      7592   248940 SH       SHARED                  248940
D NATIONAL RETAIL PPTYS INC      COM              63741710        83     2743 SH       SHARED      02            1743           1000
D NATIONAL RETAIL PPTYS INC      COM              63741710      3984   130650 SH       SHARED      11                         130650
D NATIONAL WESTN LIFE INS CO     CL A             63852210        67      471 SH       SHARED                     471
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       63853988       715    28575 SH       SHARED                   28575
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       63853988        25     1000 SH       SHARED      02                           1000
D NATIONSTAR MTG HLDGS INC       COM              63861C10        26      812 SH       SHARED                     812
D NATIONSTAR MTG HLDGS INC       COM              63861C10         0        6 SH       SHARED      02               6
D NATIONSTAR MTG HLDGS INC       COM              63861C10        18     2550 SH CALL  SHARED      02            2550
D NATIONSTAR MTG HLDGS INC       COM              63861C10         0     1000 SH PUT   SHARED      02            1000
D NATURAL GAS SERVICES GROUP     COM              63886Q10       180    12086 SH       SHARED                   12086
D NATURAL GAS SERVICES GROUP     COM              63886Q10        31     2100 SH       SHARED      01            2100
D NATURAL GAS SERVICES GROUP     COM              63886Q10        22     1502 SH       SHARED      02               2           1500
D NATURAL GROCERS BY VITAMIN C   COM              63888U10        19      888 SH       SHARED                     888
D NATURAL GROCERS BY VITAMIN C   COM              63888U10         0        2 SH       SHARED      02               2
D NAVIGATORS GROUP INC           COM              63890410       828    16835 SH       SHARED                   16735            100
D NAVIGATORS GROUP INC           COM              63890410         0        3 SH       SHARED      02               3
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10      3213   155004 SH       SHARED                  155004
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10        74     3600 SH       SHARED      02                           3600
D NATURES SUNSHINE PRODUCTS IN   COM              63902710         7      451 SH       SHARED                     451
D NATURES SUNSHINE PRODUCTS IN   COM              63902710         0        3 SH       SHARED      02               3
D NATURES SUNSHINE PRODUCTS IN   COM              63902710       138     8500 SH       SHARED      26            8500
D NATUS MEDICAL INC DEL          COM              63905010       298    22857 SH       SHARED                   22857
D NATUS MEDICAL INC DEL          COM              63905010         4      375 SH       SHARED      01             375
D NATUS MEDICAL INC DEL          COM              63905010         1      142 SH       SHARED      02              55             87
D NAUGATUCK VY FINL CORP MD      COM              63906P10       252    36137 SH       SHARED                   36137
D NAUTILUS INC                   COM              63910B10         0       95 SH       SHARED                      95
D NAUTILUS INC                   COM              63910B10       633   241958 SH       SHARED      26          241958
D NAUTILUS INC                   COM              63910B10       169    64675 SH       SHARED      32           64675
D NAVISTAR INTL CORP NEW         NOTE  3.000%10/1 63934EAL       443   500000 PRN      SHARED                                 500000
D NAVISTAR INTL CORP NEW         NOTE  3.000%10/1 63934EAL      1329  1500000 PRN      SHARED      02         1500000
D NAVISTAR INTL CORP NEW         COM              63934E10         5      270 SH       SHARED                                    270
D NAVISTAR INTL CORP NEW         COM              63934E10      3785   179501 SH       SHARED                  170870           8631
D NAVISTAR INTL CORP NEW         COM              63934E10      2839   134641 SH       SHARED      01          100389          34252
D NAVISTAR INTL CORP NEW         COM              63934E10       503    23852 SH       SHR/OTHR    01                          23852
D NAVISTAR INTL CORP NEW         COM              63934E10       244    11596 SH       SHARED      02            2946           8650
D NAVISTAR INTL CORP NEW         COM              63934E10      1356    64300 SH       SHARED      04           64300
D NAVISTAR INTL CORP NEW         COM              63934E10        26     1268 SH       SHARED      10                           1268
D NAVISTAR INTL CORP NEW         COM              63934E10       359    17028 SH       SHARED      20           13913   110     3005
D NAVISTAR INTL CORP NEW         COM              63934E10         6      310 SH       SHR/OTHR    20                            310
D NAVISTAR INTL CORP NEW         COM              63934E10        52     2495 SH       SHARED      21            2495
D NAVISTAR INTL CORP NEW         COM              63934E10        16      800 SH       SHR/OTHR    21                            800
D NAVISTAR INTL CORP NEW         COM              63934E10       656    31146 SH       SHARED      23           24866           6280
D NAVISTAR INTL CORP NEW         COM              63934E10       282    13385 SH       SHR/OTHR    23                          13385
D NAVISTAR INTL CORP NEW         COM              63934E10       339    16100 SH       SHARED      26           16100
D NAVIGANT CONSULTING INC        COM              63935N10       475    43007 SH       SHARED                   40403           2604
D NAVIGANT CONSULTING INC        COM              63935N10       574    51991 SH       SHARED      01           42341           9650
D NAVIGANT CONSULTING INC        COM              63935N10      1182   107000 SH       SHR/OTHR    01                         107000
D NAVIGANT CONSULTING INC        COM              63935N10         1       93 SH       SHARED      02              93
D NAVIGANT CONSULTING INC        COM              63935N10        74     6700 SH       SHARED      10            6700
D NAVIDEA BIOPHARMACEUTICALS I   COM              63937X10        40    14571 SH       SHARED                   14571
D NAVIDEA BIOPHARMACEUTICALS I   COM              63937X10         0       27 SH       SHARED      02              27
D NAVIDEA BIOPHARMACEUTICALS I   COM              63937X10         0     1650 SH CALL  SHARED      02            1650
D NAVIDEA BIOPHARMACEUTICALS I   COM              63937X10       550   200000 SH       SHARED      26          200000
D NEENAH PAPER INC               COM              64007910       365    12763 SH       SHARED                   12109            654
D NEENAH PAPER INC               COM              64007910        10      356 SH       SHARED      01              66            290
D NEENAH PAPER INC               COM              64007910         0       31 SH       SHARED      02              31
D NEENAH PAPER INC               COM              64007910       174     6100 SH       SHARED      10            6100
D NEENAH PAPER INC               COM              64007910        26      942 SH       SHARED      23             942
D NEENAH PAPER INC               COM              64007910       163     5700 SH       SHARED      26            5700
D NEKTAR THERAPEUTICS            COM              64026810       208    19552 SH       SHARED                   19552
D NEKTAR THERAPEUTICS            COM              64026810         2      200 SH       SHARED      01             200
D NEKTAR THERAPEUTICS            COM              64026810      4296   402528 SH       SHARED      02          377228          25300
D NEKTAR THERAPEUTICS            COM              64026810         1      750 SH CALL  SHARED      02             750
D NEKTAR THERAPEUTICS            COM              64026810         0      750 SH PUT   SHARED      02             750
D NEKTAR THERAPEUTICS            COM              64026810      3901   365467 SH       SHARED      04          365467
D NEKTAR THERAPEUTICS            COM              64026810       152    14300 SH       SHARED      10           14300
D NEKTAR THERAPEUTICS            COM              64026810      1659   155424 SH       SHARED      26          155424
D NEKTAR THERAPEUTICS            COM              64026810       429    40200 SH       SHARED      32           40200
D NELNET INC                     CL A             64031N10       107     4531 SH       SHARED                    4321            210
D NELNET INC                     CL A             64031N10         0        3 SH       SHARED      02               3
D NELNET INC                     CL A             64031N10       175     7400 SH       SHARED      10            7400
D NEOGEN CORP                    COM              64049110      1936    45344 SH       SHARED                   45047            297
D NEOGEN CORP                    COM              64049110         2       62 SH       SHARED      02              62
D NEONODE INC                    COM NEW          64051M40         3      952 SH       SHARED                     952
D NEONODE INC                    COM NEW          64051M40         0        6 SH       SHARED      02               6
D NEONODE INC                    COM NEW          64051M40       824   218750 SH       SHARED      04          218750
D NEOPHOTONICS CORP              COM              64051T10        60    10318 SH       SHARED                    9518            800
D NEOPHOTONICS CORP              COM              64051T10        39     6800 SH       SHARED      01            6800
D NEOPHOTONICS CORP              COM              64051T10         8     1503 SH       SHARED      02               3           1500
D NEOPHOTONICS CORP              COM              64051T10       182    31300 SH       SHARED      10           31300
D NEOSTEM INC                    COM NEW          64065030       127   184500 SH       SHARED                  184500
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       226    24999 SH       SHARED                   24999
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20         1      100 SH       SHARED      02             100
D NETAPP INC                     NOTE  1.750% 6/0 64110DAB     15277 13425000 PRN      SHARED                10675000        2750000
D NETAPP INC                     NOTE  1.750% 6/0 64110DAB      3220  2830000 PRN      SHARED      06          800000        2030000
D NETAPP INC                     COM              64110D10       138     4204 SH       SHARED                    4204
D NETAPP INC                     COM              64110D10     75966  2310416 SH       SHARED                 2310416
D NETAPP INC                     COM              64110D10      3014    91675 SH       SHARED      01           89675           2000
D NETAPP INC                     COM              64110D10      4283   130277 SH       SHARED      02           79037          51240
D NETAPP INC                     COM              64110D10         1     2125 SH CALL  SHARED      02            2125
D NETAPP INC                     COM              64110D10      2109    64158 SH       SHARED      04           64158
D NETAPP INC                     COM              64110D10        24      746 SH       SHARED      05             746
D NETAPP INC                     COM              64110D10         7      240 SH       SHARED      05             240
D NETAPP INC                     COM              64110D10      1240    37740 SH       SHARED      06           25510          12230
D NETAPP INC                     COM              64110D10      3205    97489 SH       SHARED      10           97489
D NETFLIX INC                    COM              64110L10     13624   250268 SH       SHARED                  249455            813
D NETFLIX INC                    COM              64110L10      1116    20500 SH       SHARED      01           20500
D NETFLIX INC                    COM              64110L10        92     1696 SH       SHARED      02              46           1650
D NETFLIX INC                    COM              64110L10         1       30 SH       SHARED      05              30
D NETFLIX INC                    COM              64110L10       131     2410 SH       SHARED      06            1000           1410
D NETFLIX INC                    COM              64110L10       760    13973 SH       SHARED      10           13973
D NETEASE INC                    SPONSORED ADR    64110W10     12740   226946 SH       SHARED                  226946
D NETEASE INC                    SPONSORED ADR    64110W10        10      195 SH       SHARED      02             195
D NETGEAR INC                    COM              64111Q10      1110    29112 SH       SHARED                   29112
D NETGEAR INC                    COM              64111Q10       599    15709 SH       SHARED      01           15709
D NETGEAR INC                    COM              64111Q10      1515    39729 SH       SHR/OTHR    01                          39729
D NETGEAR INC                    COM              64111Q10         5      145 SH       SHARED      02              71             74
D NETGEAR INC                    COM              64111Q10       205     5400 SH       SHARED      10            5400
D NETGEAR INC                    COM              64111Q10        19      500 SH       SHR/OTHR    23                            500
D NETGEAR INC                    COM              64111Q10       269     7060 SH       SHARED      26            7060
D NETSOL TECHNOLOGIES INC        COM PAR $.001    64115A40        54     8505 SH       SHARED                    8505
D NETSCOUT SYS INC               COM              64115T10      2316    90797 SH       SHARED                   90797
D NETSCOUT SYS INC               COM              64115T10       329    12921 SH       SHARED      02              71          12850
D NETSUITE INC                   COM              64118Q10      1320    20695 SH       SHARED                   20695
D NETSUITE INC                   COM              64118Q10       188     2952 SH       SHARED      02             202           2750
D NETSUITE INC                   COM              64118Q10        51      800 SH       SHARED      10             800
D NQ MOBILE INC                  ADR REPSTG CL A  64118U10      1194   149260 SH       SHARED                  149260
D NQ MOBILE INC                  ADR REPSTG CL A  64118U10       175    21900 SH       SHARED      02                          21900
D NETSPEND HLDGS INC             COM              64118V10        54     5508 SH       SHARED                    5508
D NETSPEND HLDGS INC             COM              64118V10        36     3700 SH       SHARED      01            3700
D NETSPEND HLDGS INC             COM              64118V10         0        9 SH       SHARED      02               9
D NEUROCRINE BIOSCIENCES INC     COM              64125C10        89    11158 SH       SHARED                   11054            104
D NEUROCRINE BIOSCIENCES INC     COM              64125C10        24     3019 SH       SHARED      02              19           3000
D NEUROCRINE BIOSCIENCES INC     COM              64125C10      1656   207600 SH       SHARED      04          207600
D NEUROCRINE BIOSCIENCES INC     COM              64125C10       845   105892 SH       SHARED      26          105892
D NEUROCRINE BIOSCIENCES INC     COM              64125C10       210    26400 SH       SHARED      32           26400
D NEUSTAR INC                    CL A             64126X20      9132   228147 SH       SHARED                  228147
D NEUSTAR INC                    CL A             64126X20        16      402 SH       SHARED      02             402
D NEUSTAR INC                    CL A             64126X20        68     1700 SH       SHARED      10            1700
D NEUTRAL TANDEM INC             COM              64128B10       661    70447 SH       SHARED                   66167           4280
D NEUTRAL TANDEM INC             COM              64128B10         0       79 SH       SHARED      02              79
D NEUTRAL TANDEM INC             COM              64128B10       119    12700 SH       SHARED      26           12700
D NEVSUN RES LTD                 COM              64156L10       772   164314 SH       SHARED                  164314
D NEVSUN RES LTD                 COM              64156L10        23     5000 SH       SHARED      02            5000
D NEW GOLD INC CDA               COM              64453510     11591   948563 SH       SHARED                  948563
D NEW GOLD INC CDA               COM              64453510      6461   528765 SH       SHARED      02          526165           2600
D NEW GOLD INC CDA               COM              64453510         0      840 SH CALL  SHARED      02             840
D NEW GOLD INC CDA               COM              64453510       239    19628 SH       SHARED      04           19628
D NEW GOLD INC CDA               COM              64453510       664    54370 SH       SHARED      04           54370
D NEW GOLD INC CDA               COM              64453510         2      207 SH       SHARED      05             207
D NEW GOLD INC CDA               COM              64453510      2444   200000 SH       SHARED      06                         200000
D NEW GOLD INC CDA               COM              64453510        23     1927 SH       SHARED      21            1927
D NEW HAMPSHIRE THRIFT BANCSHS   COM              64472210         2      200 SH       SHARED      02             200
D NEW JERSEY RES                 COM              64602510      1972    43151 SH       SHARED                   41493           1658
D NEW JERSEY RES                 COM              64602510        81     1787 SH       SHARED      01            1787
D NEW JERSEY RES                 COM              64602510       136     2982 SH       SHARED      02             182           2800
D NEW JERSEY RES                 COM              64602510       596    13050 SH       SHARED      10           13050
D NEW MTN FIN CORP               COM              64755110         0        2 SH       SHARED      02               2
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110      1778   106659 SH       SHARED                  106659
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110         8      493 SH       SHARED      02             493
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110      2295   137708 SH       SHARED      06          137708
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110       500    30000 SH       SHARED      26           30000
D NEW YORK & CO INC              COM              64929510        72    19434 SH       SHARED                   19434
D NEW YORK & CO INC              COM              64929510         0        6 SH       SHARED      02               6
D NEW YORK & CO INC              COM              64929510        39    10500 SH       SHARED      10           10500
D NEW YORK CMNTY BANCORP INC     COM              64944510     15074  1064548 SH       SHARED                 1064548
D NEW YORK CMNTY BANCORP INC     COM              64944510      1459   103054 SH       SHARED      01          103054
D NEW YORK CMNTY BANCORP INC     COM              64944510       347    24559 SH       SHARED      02            2959          21600
D NEW YORK CMNTY BANCORP INC     COM              64944510         1     1200 SH CALL  SHARED      02            1200
D NEW YORK CMNTY BANCORP INC     COM              64944510         2      210 SH       SHARED      05             210
D NEW YORK CMNTY BANCORP INC     COM              64944510        66     4710 SH       SHARED      06            3710           1000
D NEW YORK CMNTY BANCORP INC     COM              64944510      1788   126300 SH       SHARED      10          126300
D NEW YORK MTG TR INC            COM PAR $.02     64960450       797   113187 SH       SHARED                  113187
D NEW YORK MTG TR INC            COM PAR $.02     64960450       748   106205 SH       SHARED      02               5         106200
D NEW YORK MTG TR INC            COM PAR $.02     64960450      1918   272100 SH       SHARED      10          272100
D NEW YORK MTG TR INC            COM PAR $.02     64960450        53     7600 SH       SHARED      26            7600
D NEW YORK TIMES CO              CL A             65011110     14157  1450561 SH       SHARED                 1450561
D NEW YORK TIMES CO              CL A             65011110        20     2100 SH       SHARED      01            1760            340
D NEW YORK TIMES CO              CL A             65011110        13     1369 SH       SHARED      02              19           1350
D NEW YORK TIMES CO              CL A             65011110        50     5168 SH       SHARED      04            5168
D NEW YORK TIMES CO              CL A             65011110         8      917 SH       SHARED      05             917
D NEW YORK TIMES CO              CL A             65011110       234    24000 SH       SHARED      10           24000
D NEW YORK TIMES CO              CL A             65011110         9     1000 SH       SHR/OTHR    23                           1000
D NEWCASTLE INVT CORP            COM              65105M10       726    96457 SH       SHARED                   96457
D NEWCASTLE INVT CORP            COM              65105M10       159    21200 SH       SHARED      01           21200
D NEWCASTLE INVT CORP            COM              65105M10        22     3000 SH       SHARED      02                           3000
D NEWELL RUBBERMAID INC          COM              65122910        59     3094 SH       SHARED                    3094
D NEWELL RUBBERMAID INC          COM              65122910     18204   953608 SH       SHARED                  953608
D NEWELL RUBBERMAID INC          COM              65122910      1298    68000 SH       SHARED      01           68000
D NEWELL RUBBERMAID INC          COM              65122910       126     6637 SH       SHARED      02             312           6325
D NEWELL RUBBERMAID INC          COM              65122910         4      250 SH       SHARED      05             250
D NEWELL RUBBERMAID INC          COM              65122910       482    25290 SH       SHARED      06           17050           8240
D NEWELL RUBBERMAID INC          COM              65122910      1353    70877 SH       SHARED      10           70877
D NEWELL RUBBERMAID INC          COM              65122910       164     8609 SH       SHARED      27            8609
D NEWFIELD EXPL CO               COM              65129010      4876   155700 SH       SHARED                  155000            700
D NEWFIELD EXPL CO               COM              65129010      1021    32600 SH       SHARED      01           32600
D NEWFIELD EXPL CO               COM              65129010     24166   771612 SH       SHARED      02          771412            200
D NEWFIELD EXPL CO               COM              65129010         1     9800 SH CALL  SHARED      02            9800
D NEWFIELD EXPL CO               COM              65129010      1221    39000 SH       SHARED      04           39000
D NEWFIELD EXPL CO               COM              65129010         3      100 SH       SHARED      05             100
D NEWFIELD EXPL CO               COM              65129010       272     8690 SH       SHARED      06            4890           3800
D NEWFIELD EXPL CO               COM              65129010      1000    31931 SH       SHARED      10           31931
D NEWLINK GENETICS CORP          COM              65151110         8      536 SH       SHARED                     536
D NEWLINK GENETICS CORP          COM              65151110         0        4 SH       SHARED      02               4
D NEWMARKET CORP                 COM              65158710      3252    13197 SH       SHARED                   13197
D NEWMARKET CORP                 COM              65158710        24      100 SH       SHARED      02             100
D NEWMARKET CORP                 COM              65158710       320     1300 SH       SHARED      10            1300
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AH     10323  7670000 PRN      SHARED      06         5800000        1870000
D NEWMONT MINING CORP            NOTE  1.625% 7/1 651639AJ     27513 18988000 PRN      SHARED      04        17000000        1988000
D NEWMONT MINING CORP            COM              65163910       863    15420 SH       SHARED                    1020          14400
D NEWMONT MINING CORP            COM              65163910    511334  9128526 SH       SHARED                 8540055         588471
D NEWMONT MINING CORP            COM              65163910       115    10099 SH PUT   SHARED                   10099
D NEWMONT MINING CORP            COM              65163910      7094   126657 SH       SHARED      01          123350           3307
D NEWMONT MINING CORP            COM              65163910         5      100 SH       SHR/OTHR    01                            100
D NEWMONT MINING CORP            COM              65163910     72536  1294945 SH       SHARED      02         1293161           1784
D NEWMONT MINING CORP            COM              65163910        39     9127 SH CALL  SHARED      02            9127
D NEWMONT MINING CORP            COM              65163910        27     4312 SH PUT   SHARED      02            4312
D NEWMONT MINING CORP            COM              65163910       652    11655 SH       SHARED      04           10655           1000
D NEWMONT MINING CORP            COM              65163910    360761  6440444 SH       SHARED      04         6246224         194220
D NEWMONT MINING CORP            COM              65163910        22      394 SH       SHARED      05             394
D NEWMONT MINING CORP            COM              65163910       408     7290 SH       SHARED      05            7290
D NEWMONT MINING CORP            COM              65163910     23954   427636 SH       SHARED      06          200226         227410
D NEWMONT MINING CORP            COM              65163910      6662   118949 SH       SHARED      10          118949
D NEWMONT MINING CORP            COM              65163910       336     6000 SH       SHARED      15            6000
D NEWMONT MINING CORP            COM              65163910       364     6500 SH       SHARED      23            4300           2200
D NEWMONT MINING CORP            COM              65163910       453     8100 SH       SHR/OTHR    23                           8100
D NEWMONT MINING CORP            COM              65163910       775    13836 SH       SHARED      26           13836
D NEWMONT MINING CORP            COM              65163910      1152    20583 SH       SHARED      27           20583
D NEWMONT MINING CORP            COM              65163910      1201    21455 SH       SHARED      29           21455
D NEWMONT MINING CORP            COM              65163910     19280   344200 SH       SHARED      30          344200
D NEWMONT MINING CORP            COM              65163910       285     5099 SH       SHARED      31            5099
D NEWPARK RES INC                COM PAR $.01NEW  65171850       104    14092 SH       SHARED                   14092
D NEWPARK RES INC                COM PAR $.01NEW  65171850        45     6200 SH       SHARED      01            6200
D NEWPARK RES INC                COM PAR $.01NEW  65171850         0       15 SH       SHARED      02              15
D NEWPARK RES INC                COM PAR $.01NEW  65171850        64     8700 SH       SHARED      10            8700
D NEWPORT CORP                   COM              65182410      1396   126233 SH       SHARED                  125602            631
D NEWPORT CORP                   COM              65182410         0       69 SH       SHARED      02              69
D NEWPORT CORP                   COM              65182410       189    17100 SH       SHARED      10           17100
D NEWS CORP                      CL A             65248E10       121     4944 SH       SHARED                    4304            640
D NEWS CORP                      CL A             65248E10    113985  4651520 SH       SHARED                 4642944           8576
D NEWS CORP                      CL A             65248E10     21381   872527 SH       SHARED      01          778123          94404
D NEWS CORP                      CL A             65248E10      1538    62764 SH       SHR/OTHR    01                          62764
D NEWS CORP                      CL A             65248E10     66853  2728165 SH       SHARED      02         2712508          15657
D NEWS CORP                      CL A             65248E10        60    58444 SH CALL  SHARED      02           58444
D NEWS CORP                      CL A             65248E10         0     1000 SH PUT   SHARED      02            1000
D NEWS CORP                      CL A             65248E10      5454   222600 SH       SHARED      04          222600
D NEWS CORP                      CL A             65248E10       279    11414 SH       SHARED      05           11414
D NEWS CORP                      CL A             65248E10      6324   258088 SH       SHARED      06          186010          72078
D NEWS CORP                      CL A             65248E10     14640   597430 SH       SHARED      10          594402           3028
D NEWS CORP                      CL A             65248E10      1015    41455 SH       SHARED      20           33275   245     7935
D NEWS CORP                      CL A             65248E10        13      545 SH       SHR/OTHR    20                            545
D NEWS CORP                      CL A             65248E10       138     5672 SH       SHARED      21            5672
D NEWS CORP                      CL A             65248E10         4      200 SH       SHR/OTHR    21                            200
D NEWS CORP                      CL A             65248E10      2058    83997 SH       SHARED      23           71746          12251
D NEWS CORP                      CL A             65248E10      1415    57746 SH       SHR/OTHR    23                          57746
D NEWS CORP                      CL A             65248E10      1723    70348 SH       SHARED      26           70348
D NEWS CORP                      CL A             65248E10       128     5238 SH       SHARED      27            5238
D NEWS CORP                      CL A             65248E10        94     3840 SH       SHARED      29            3840
D NEWS CORP                      CL A             65248E10      9037   368798 SH       SHARED      31          368798
D NEWS CORP                      CL B             65248E20     31956  1289072 SH       SHARED                 1289072
D NEWS CORP                      CL B             65248E20      2652   107000 SH       SHARED      01          107000
D NEWS CORP                      CL B             65248E20      7297   294365 SH       SHARED      02          281365          13000
D NEWS CORP                      CL B             65248E20        44     1800 SH       SHARED      04            1800
D NEWS CORP                      CL B             65248E20         5      224 SH       SHARED      05             224
D NEWS CORP                      CL B             65248E20       505    20380 SH       SHARED      06           20380
D NEWS CORP                      CL B             65248E20       917    37000 SH       SHARED      29           37000
D NEWSTAR FINANCIAL INC          COM              65251F10        46     3915 SH       SHARED                    3915
D NEWSTAR FINANCIAL INC          COM              65251F10         1      104 SH       SHARED      02             104
D NEXEN INC                      COM              65334H10       160     6317 SH       SHARED                    6317
D NEXEN INC                      COM              65334H10     66318  2617151 SH       SHARED                 2257941         359210
D NEXEN INC                      COM              65334H10      6641   262100 SH       SHARED      02          262100
D NEXEN INC                      COM              65334H10     60209  2376076 SH       SHARED      04         2376076
D NEXEN INC                      COM              65334H10        50     1982 SH       SHARED      05            1982
D NEXEN INC                      COM              65334H10       936    36940 SH       SHARED      06           31680           5260
D NEXEN INC                      COM              65334H10        76     3000 SH       SHARED      23                           3000
D NEXSTAR BROADCASTING GROUP I   CL A             65336K10       113    10706 SH       SHARED                   10506            200
D NEXSTAR BROADCASTING GROUP I   CL A             65336K10         0        2 SH       SHARED      02               2
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        67     4000 SH       SHARED      01                           4000
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10       483    28766 SH       SHARED      02                          28766
D NEXTERA ENERGY INC             COM              65339F10       229     3262 SH       SHARED                    3017            245
D NEXTERA ENERGY INC             COM              65339F10     47427   674352 SH       SHARED                  674352
D NEXTERA ENERGY INC             COM              65339F10     18236   259304 SH       SHARED      01          218948          40356
D NEXTERA ENERGY INC             COM              65339F10      2460    34981 SH       SHR/OTHR    01                          34981
D NEXTERA ENERGY INC             COM              65339F10       495     7042 SH       SHARED      02             861           6181
D NEXTERA ENERGY INC             COM              65339F10      3938    56000 SH       SHARED      04           56000
D NEXTERA ENERGY INC             COM              65339F10      1266    18010 SH       SHARED      05           18010
D NEXTERA ENERGY INC             COM              65339F10      2772    39420 SH       SHARED      06           24370          15050
D NEXTERA ENERGY INC             COM              65339F10     11012   156585 SH       SHARED      10          155335           1250
D NEXTERA ENERGY INC             COM              65339F10       175     2500 SH       SHARED      15            2500
D NEXTERA ENERGY INC             COM              65339F10      2647    37641 SH       SHARED      20           13392   105    24144
D NEXTERA ENERGY INC             COM              65339F10       308     4390 SH       SHR/OTHR    20                           4390
D NEXTERA ENERGY INC             COM              65339F10       188     2685 SH       SHARED      21            2685
D NEXTERA ENERGY INC             COM              65339F10        14      200 SH       SHR/OTHR    21                            200
D NEXTERA ENERGY INC             COM              65339F10      3677    52290 SH       SHARED      23           47330           4960
D NEXTERA ENERGY INC             COM              65339F10      2771    39404 SH       SHR/OTHR    23                          39404
D NEXTERA ENERGY INC             COM              65339F10      1167    16600 SH       SHARED      26           16600
D NEXTERA ENERGY INC             COM              65339F10      1316    18721 SH       SHARED      27           18721
D NEXTERA ENERGY INC             COM              65339F10      1069    15200 SH       SHARED      29           15200
D NEXTERA ENERGY INC             COM              65339F10       225     3200 SH       SHARED      30            3200
D NEXTERA ENERGY INC             UNIT 09/01/2015  65339F88      3885    75000 SH       SHARED                   75000
D NICE SYS LTD                   SPONSORED ADR    65365610         1       55 SH       SHARED                      55
D NICE SYS LTD                   SPONSORED ADR    65365610        14      427 SH       SHARED      21             427
D NICHOLAS FINANCIAL INC         COM NEW          65373J20         4      360 SH       SHARED                     360
D NICHOLAS FINANCIAL INC         COM NEW          65373J20         0        1 SH       SHARED      02               1
D NIDEC CORP                     SPONSORED ADR    65409010        28     1548 SH       SHARED                    1548
D NIKE INC                       CL B             65410610       285     3012 SH       SHARED                    2697            315
D NIKE INC                       CL B             65410610     50393   530966 SH       SHARED                  526526           4440
D NIKE INC                       CL B             65410610     29956   315634 SH       SHARED      01          249991          65643
D NIKE INC                       CL B             65410610      5170    54478 SH       SHR/OTHR    01                          54478
D NIKE INC                       CL B             65410610      1245    13124 SH       SHARED      02            2151          10973
D NIKE INC                       CL B             65410610         1      886 SH CALL  SHARED      02             886
D NIKE INC                       CL B             65410610         1      869 SH PUT   SHARED      02             869
D NIKE INC                       CL B             65410610      2147    22625 SH       SHARED      04           22625
D NIKE INC                       CL B             65410610       838     8830 SH       SHARED      05            8830
D NIKE INC                       CL B             65410610      3579    37710 SH       SHARED      06           24010          13700
D NIKE INC                       CL B             65410610     10655   112274 SH       SHARED      10          110398           1876
D NIKE INC                       CL B             65410610      2616    27570 SH       SHARED      20           22152   135     5283
D NIKE INC                       CL B             65410610       641     6755 SH       SHR/OTHR    20                           6755
D NIKE INC                       CL B             65410610       354     3740 SH       SHARED      21            3740
D NIKE INC                       CL B             65410610       206     2180 SH       SHR/OTHR    21                           2180
D NIKE INC                       CL B             65410610      8216    86568 SH       SHARED      23           77378           9190
D NIKE INC                       CL B             65410610      7468    78690 SH       SHR/OTHR    23                          78690
D NIKE INC                       CL B             65410610      2230    23500 SH       SHARED      26           23500
D NIKE INC                       CL B             65410610       218     2301 SH       SHARED      27            2301
D NIKE INC                       CL B             65410610       711     7495 SH       SHARED      29            7495
D NIPPON TELEG & TEL CORP        SPONSORED ADR    65462410      5432   229112 SH       SHARED                  229112
D NISOURCE INC                   COM              65473P10        64     2524 SH       SHARED                    2524
D NISOURCE INC                   COM              65473P10     77877  3056409 SH       SHARED                 3055844            565
D NISOURCE INC                   COM              65473P10      1868    73317 SH       SHARED      01           73317
D NISOURCE INC                   COM              65473P10        27     1075 SH       SHARED      02              11           1064
D NISOURCE INC                   COM              65473P10        68     2700 SH       SHARED      04            2700
D NISOURCE INC                   COM              65473P10       196     7700 SH       SHARED      05            7700
D NISOURCE INC                   COM              65473P10    131206  5149400 SH       SHARED      06           12030        5137370
D NISOURCE INC                   COM              65473P10      4103   161057 SH       SHARED      10          161057
D NISOURCE INC                   COM              65473P10        50     2000 SH       SHR/OTHR    23                           2000
D NOAH HLDGS LTD                 SPONSORED ADS    65487X10       174    40345 SH       SHARED                   40345
D NOAH HLDGS LTD                 SPONSORED ADS    65487X10       289    67121 SH       SHARED      04           67121
D NOAH HLDGS LTD                 SPONSORED ADS    65487X10       648   150000 SH       SHARED      06                         150000
D NOKIA CORP                     SPONSORED ADR    65490220       571   221861 SH       SHARED                  221861
D NOKIA CORP                     SPONSORED ADR    65490220         3     1400 SH       SHARED      01                           1400
D NOKIA CORP                     SPONSORED ADR    65490220       788   306395 SH       SHARED      02          210000          96395
D NOKIA CORP                     SPONSORED ADR    65490220         0     1784 SH CALL  SHARED      02            1784
D NOKIA CORP                     SPONSORED ADR    65490220        11     5200 SH PUT   SHARED      02            5200
D NOKIA CORP                     SPONSORED ADR    65490220        20     8000 SH       SHARED      20            8000
D NOKIA CORP                     SPONSORED ADR    65490220         0      150 SH       SHARED      23             150
D NOKIA CORP                     SPONSORED ADR    65490220        33    13000 SH       SHR/OTHR    23                          13000
D NOKIA CORP                     SPONSORED ADR    65490220        32    12650 SH       SHARED      29           12650
D NOBLE ENERGY INC               COM              65504410        68      740 SH       SHARED                     740
D NOBLE ENERGY INC               COM              65504410     12232   131940 SH       SHARED                  131840            100
D NOBLE ENERGY INC               COM              65504410      5832    62912 SH       SHARED      01           61612           1300
D NOBLE ENERGY INC               COM              65504410       592     6395 SH       SHARED      02             105           6290
D NOBLE ENERGY INC               COM              65504410      7954    85800 SH       SHARED      04           85800
D NOBLE ENERGY INC               COM              65504410      7328    79050 SH       SHARED      05           79050
D NOBLE ENERGY INC               COM              65504410      1815    19585 SH       SHARED      06           13105           6480
D NOBLE ENERGY INC               COM              65504410      4239    45731 SH       SHARED      10           45731
D NOBLE ENERGY INC               COM              65504410       282     3052 SH       SHARED      27            3052
D NOMURA HLDGS INC               SPONSORED ADR    65535H20       111    31443 SH       SHARED                   31443
D NORANDA ALUM HLDG CORP         COM              65542W10      1796   268499 SH       SHARED                  268499
D NORANDA ALUM HLDG CORP         COM              65542W10         0        9 SH       SHARED      02               9
D NORDION INC                    COM              65563C10      1398   207131 SH       SHARED                  207131
D NORDION INC                    COM              65563C10         1      200 SH       SHARED      02             200
D NORDSON CORP                   COM              65566310      3954    67538 SH       SHARED                   66464           1074
D NORDSON CORP                   COM              65566310        78     1342 SH       SHARED      02            1242            100
D NORDSON CORP                   COM              65566310       807    13800 SH       SHARED      10           13800
D NORDSTROM INC                  COM              65566410        41      745 SH       SHARED                     745
D NORDSTROM INC                  COM              65566410     22044   399510 SH       SHARED                  398010           1500
D NORDSTROM INC                  COM              65566410      2946    53406 SH       SHARED      01           53306            100
D NORDSTROM INC                  COM              65566410       313     5675 SH       SHR/OTHR    01                           5675
D NORDSTROM INC                  COM              65566410       470     8523 SH       SHARED      02            2683           5840
D NORDSTROM INC                  COM              65566410         0      739 SH CALL  SHARED      02             739
D NORDSTROM INC                  COM              65566410         2     1942 SH PUT   SHARED      02            1942
D NORDSTROM INC                  COM              65566410       866    15700 SH       SHARED      04           15700
D NORDSTROM INC                  COM              65566410         4       80 SH       SHARED      05              80
D NORDSTROM INC                  COM              65566410       731    13250 SH       SHARED      06            8230           5020
D NORDSTROM INC                  COM              65566410      4014    72746 SH       SHARED      10           72746
D NORDSTROM INC                  COM              65566410        48      875 SH       SHARED      20             875
D NORDSTROM INC                  COM              65566410        11      200 SH       SHR/OTHR    20                            200
D NORDSTROM INC                  COM              65566410        94     1705 SH       SHARED      23            1705
D NORDSTROM INC                  COM              65566410       283     5140 SH       SHR/OTHR    23                           5140
D NORDSTROM INC                  COM              65566410        36      659 SH       SHARED      27             659
D NORFOLK SOUTHERN CORP          COM              65584410       258     4056 SH       SHARED                    2451           1605
D NORFOLK SOUTHERN CORP          COM              65584410     20800   326897 SH       SHARED                  322449           4448
D NORFOLK SOUTHERN CORP          COM              65584410         2      737 SH PUT   SHARED                     737
D NORFOLK SOUTHERN CORP          COM              65584410     23050   362262 SH       SHARED      01          284476   250    77536
D NORFOLK SOUTHERN CORP          COM              65584410      4469    70247 SH       SHR/OTHR    01                          70247
D NORFOLK SOUTHERN CORP          COM              65584410      6587   103535 SH       SHARED      02           83903          19632
D NORFOLK SOUTHERN CORP          COM              65584410         1     2598 SH CALL  SHARED      02            2598
D NORFOLK SOUTHERN CORP          COM              65584410         0      167 SH PUT   SHARED      02             167
D NORFOLK SOUTHERN CORP          COM              65584410      2699    42425 SH       SHARED      04           42425
D NORFOLK SOUTHERN CORP          COM              65584410       228     3590 SH       SHARED      05            3590
D NORFOLK SOUTHERN CORP          COM              65584410      2654    41720 SH       SHARED      06           28850          12870
D NORFOLK SOUTHERN CORP          COM              65584410      9015   141691 SH       SHARED      10          139950           1741
D NORFOLK SOUTHERN CORP          COM              65584410       254     4000 SH       SHARED      15            4000
D NORFOLK SOUTHERN CORP          COM              65584410      1656    26037 SH       SHARED      20           21122   140     4775
D NORFOLK SOUTHERN CORP          COM              65584410       277     4355 SH       SHR/OTHR    20                           4355
D NORFOLK SOUTHERN CORP          COM              65584410       209     3297 SH       SHARED      21            3255             42
D NORFOLK SOUTHERN CORP          COM              65584410       186     2925 SH       SHR/OTHR    21                           2925
D NORFOLK SOUTHERN CORP          COM              65584410      8235   129426 SH       SHARED      23          121646           7780
D NORFOLK SOUTHERN CORP          COM              65584410      7101   111606 SH       SHR/OTHR    23                         111606
D NORFOLK SOUTHERN CORP          COM              65584410      1463    23000 SH       SHARED      26           23000
D NORFOLK SOUTHERN CORP          COM              65584410       668    10507 SH       SHARED      27           10507
D NORFOLK SOUTHERN CORP          COM              65584410      1336    21000 SH       SHARED      30           21000
D NORTEK INC                     COM NEW          65655930        17      328 SH       SHARED                     328
D NORTEK INC                     COM NEW          65655930         0        2 SH       SHARED      02               2
D NORTH AMERN ENERGY PARTNERS    COM              65684410       156    54407 SH       SHARED                   54407
D NORTH AMERN PALLADIUM LTD      COM              65691210         7     3906 SH       SHARED                    3906
D NORTH AMERN PALLADIUM LTD      COM              65691210        78    41500 SH       SHARED      02           41500
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       244     8574 SH       SHARED                    8574
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       150     5300 SH       SHARED      01                           5300
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010        96     3400 SH       SHARED      02                           3400
D NORTH VALLEY BANCORP           COM NEW          66304M20         1      100 SH       SHARED      02             100
D NORTHEAST UTILS                COM              66439710     12714   332570 SH       SHARED                  332231            339
D NORTHEAST UTILS                COM              66439710      3109    81335 SH       SHARED      01           79335           2000
D NORTHEAST UTILS                COM              66439710       217     5678 SH       SHARED      02             250           5428
D NORTHEAST UTILS                COM              66439710       149     3899 SH       SHARED      04            3899
D NORTHEAST UTILS                COM              66439710       317     8298 SH       SHARED      05            8298
D NORTHEAST UTILS                COM              66439710      1018    26641 SH       SHARED      06           16618          10023
D NORTHEAST UTILS                COM              66439710      2928    76606 SH       SHARED      10           76606
D NORTHEAST UTILS                COM              66439710        95     2492 SH       SHARED      23            2492
D NORTHEAST UTILS                COM              66439710       662    17318 SH       SHR/OTHR    23                          17318
D NORTHEAST UTILS                COM              66439710      1062    27793 SH       SHARED      27           27793
D NORTHEAST UTILS                COM              66439710     10345   270600 SH       SHARED      31          270600
D NORTHERN DYNASTY MINERALS LT   COM NEW          66510M20       149    32704 SH       SHARED                   32704
D NORTHERN LTS ETF TR            ARROW DJ GLOBL   66537H10       302    11580 SH       SHARED      02                          11580
D NORTHERN OIL & GAS INC NEV     COM              66553110      1406    82764 SH       SHARED                   82764
D NORTHERN OIL & GAS INC NEV     COM              66553110       115     6775 SH       SHARED      01            6775
D NORTHERN OIL & GAS INC NEV     COM              66553110        42     2498 SH       SHARED      02              98           2400
D NORTHERN TIER ENERGY LP        COM UN REPR PART 66582610        34     1621 SH       SHARED                    1621
D NORTHERN TR CORP               COM              66585910       119     2568 SH       SHARED                    2568
D NORTHERN TR CORP               COM              66585910     10193   219610 SH       SHARED                  219010            600
D NORTHERN TR CORP               COM              66585910      2582    55650 SH       SHARED      01           55650
D NORTHERN TR CORP               COM              66585910       116     2513 SH       SHARED      02             626           1887
D NORTHERN TR CORP               COM              66585910        32      700 SH       SHARED      04             700
D NORTHERN TR CORP               COM              66585910        37      810 SH       SHARED      05             810
D NORTHERN TR CORP               COM              66585910      1288    27760 SH       SHARED      06           19960           7800
D NORTHERN TR CORP               COM              66585910      3414    73567 SH       SHARED      10           73567
D NORTHERN TR CORP               COM              66585910      1216    26200 SH       SHARED      20            6200          20000
D NORTHERN TR CORP               COM              66585910        37      800 SH       SHR/OTHR    20                            800
D NORTHERN TR CORP               COM              66585910        55     1200 SH       SHARED      23                           1200
D NORTHERN TR CORP               COM              66585910       352     7600 SH       SHR/OTHR    23                           7600
D NORTHFIELD BANCORP INC NEW     COM              66611L10        39     2479 SH       SHARED                    2479
D NORTHFIELD BANCORP INC NEW     COM              66611L10         4      302 SH       SHARED      02             302
D NORTHRIM BANCORP INC           COM              66676210       155     7733 SH       SHARED                    7733
D NORTHRIM BANCORP INC           COM              66676210         0        1 SH       SHARED      02               1
D NORTHROP GRUMMAN CORP          COM              66680710       212     3205 SH       SHARED                    3205
D NORTHROP GRUMMAN CORP          COM              66680710    205091  3087327 SH       SHARED                 2807100         280227
D NORTHROP GRUMMAN CORP          COM              66680710      5571    83874 SH       SHARED      01           83574            300
D NORTHROP GRUMMAN CORP          COM              66680710       142     2140 SH       SHARED      02             352           1788
D NORTHROP GRUMMAN CORP          COM              66680710       221     3328 SH       SHARED      04            3328
D NORTHROP GRUMMAN CORP          COM              66680710    126265  1900727 SH       SHARED      04         1900727
D NORTHROP GRUMMAN CORP          COM              66680710       104     1570 SH       SHARED      05            1570
D NORTHROP GRUMMAN CORP          COM              66680710      2109    31750 SH       SHARED      06           23200           8550
D NORTHROP GRUMMAN CORP          COM              66680710      9983   150290 SH       SHARED      10          150290
D NORTHROP GRUMMAN CORP          COM              66680710         5       81 SH       SHARED      21                             81
D NORTHROP GRUMMAN CORP          COM              66680710       265     4000 SH       SHR/OTHR    23                           4000
D NORTHROP GRUMMAN CORP          COM              66680710       312     4700 SH       SHARED      26            4700
D NORTHROP GRUMMAN CORP          COM              66680710       863    13000 SH       SHARED      30           13000
D NORTHSTAR RLTY FIN CORP        COM              66704R10      7767  1221268 SH       SHARED                 1221268
D NORTHSTAR RLTY FIN CORP        COM              66704R10        71    11200 SH       SHARED      01           11200
D NORTHSTAR RLTY FIN CORP        COM              66704R10      1114   175172 SH       SHARED      02              21         175151
D NORTHWEST BANCSHARES INC MD    COM              66734010      4552   372221 SH       SHARED                  371856            365
D NORTHWEST BANCSHARES INC MD    COM              66734010         2      178 SH       SHARED      02             178
D NORTHWEST BANCSHARES INC MD    COM              66734010       410    33550 SH       SHARED      10           33550
D NORTHWEST BANCSHARES INC MD    COM              66734010        11      978 SH       SHARED      21             978
D NORTHWEST NAT GAS CO           COM              66765510      1786    36284 SH       SHARED                   35872            412
D NORTHWEST NAT GAS CO           COM              66765510        68     1400 SH       SHARED      01            1400
D NORTHWEST NAT GAS CO           COM              66765510         7      148 SH       SHARED      02             148
D NORTHWEST NAT GAS CO           COM              66765510        24      500 SH       SHARED      10             500
D NORTHWEST PIPE CO              COM              66774610        36     1469 SH       SHARED                    1469
D NORTHWEST PIPE CO              COM              66774610         0        1 SH       SHARED      02               1
D NORTHWEST PIPE CO              COM              66774610        54     2200 SH       SHARED      10            2200
D NORTHWESTERN CORP              COM NEW          66807430      1651    45596 SH       SHARED                   45596
D NORTHWESTERN CORP              COM NEW          66807430       457    12640 SH       SHARED      01           10290           2350
D NORTHWESTERN CORP              COM NEW          66807430       941    26000 SH       SHR/OTHR    01                          26000
D NORTHWESTERN CORP              COM NEW          66807430        71     1967 SH       SHARED      02              67           1900
D NORTHWESTERN CORP              COM NEW          66807430       518    14300 SH       SHARED      10           14300
D NORWOOD FINANCIAL CORP         COM              66954910         6      200 SH       SHARED      02             200
D NOVAGOLD RES INC               NOTE  5.500% 5/0 66987EAA       231   220000 PRN      SHARED                  220000
D NOVAGOLD RES INC               COM NEW          66987E20      3786   676075 SH       SHARED                  676075
D NOVAGOLD RES INC               COM NEW          66987E20      1257   224583 SH       SHARED      02          204583          20000
D NOVAGOLD RES INC               COM NEW          66987E20       442    79058 SH       SHARED      04           79058
D NOVATEL WIRELESS INC           COM NEW          66987M60       198   100413 SH       SHARED                  100413
D NOVATEL WIRELESS INC           COM NEW          66987M60        16     8400 SH       SHARED      01            8400
D NOVATEL WIRELESS INC           COM NEW          66987M60         0       55 SH       SHARED      02              55
D NOVARTIS A G                   SPONSORED ADR    66987V10        71     1173 SH       SHARED                    1173
D NOVARTIS A G                   SPONSORED ADR    66987V10       436     7118 SH       SHARED      01            5718           1400
D NOVARTIS A G                   SPONSORED ADR    66987V10      2943    48049 SH       SHARED      02               1          48048
D NOVARTIS A G                   SPONSORED ADR    66987V10        34      571 SH       SHARED      21             571
D NOVARTIS A G                   SPONSORED ADR    66987V10         8      135 SH       SHARED      23                            135
D NOVARTIS A G                   SPONSORED ADR    66987V10       210     3430 SH       SHR/OTHR    23                           3430
D NOVACOPPER INC                 COM              66988K10         5     2499 SH       SHARED      02                           2499
D NOVAVAX INC                    COM              67000210        12     5815 SH       SHARED                    5815
D NOVAVAX INC                    COM              67000210         0       32 SH       SHARED      02              32
D NOVAVAX INC                    COM              67000210       457   211964 SH       SHARED      04          211964
D NOVELLUS SYS INC               NOTE  2.625% 5/1 670008AD      7770  7000000 PRN      SHARED      04         7000000
D NOVO-NORDISK A S               ADR              67010020      8753    55470 SH       SHARED                   55470
D NOVO-NORDISK A S               ADR              67010020        31      200 SH       SHARED      02                            200
D NOVO-NORDISK A S               ADR              67010020        47      303 SH       SHARED      21             303
D NOVO-NORDISK A S               ADR              67010020       157     1000 SH       SHR/OTHR    23                           1000
D NOVO-NORDISK A S               ADR              67010020      1146     7268 SH       SHARED      32            7268
D NU SKIN ENTERPRISES INC        CL A             67018T10      1165    30006 SH       SHARED                   28978           1028
D NU SKIN ENTERPRISES INC        CL A             67018T10         7      201 SH       SHARED      02             201
D NU SKIN ENTERPRISES INC        CL A             67018T10         2      300 SH PUT   SHARED      02             300
D NU SKIN ENTERPRISES INC        CL A             67018T10       640    16487 SH       SHARED      04           16487
D NU SKIN ENTERPRISES INC        CL A             67018T10       178     4600 SH       SHARED      10            4600
D NU SKIN ENTERPRISES INC        CL A             67018T10      1592    41000 SH       SHARED      29           41000
D NTELOS HLDGS CORP              COM NEW          67020Q30       538    30999 SH       SHARED                   30999
D NTELOS HLDGS CORP              COM NEW          67020Q30         0       25 SH       SHARED      01              25
D NTELOS HLDGS CORP              COM NEW          67020Q30         0        4 SH       SHARED      02               4
D NTELOS HLDGS CORP              COM NEW          67020Q30       257    14800 SH       SHARED      10           14800
D NUANCE COMMUNICATIONS INC      COM              67020Y10     13762   552937 SH       SHARED                  552937
D NUANCE COMMUNICATIONS INC      COM              67020Y10      1482    59575 SH       SHARED      01           58825            750
D NUANCE COMMUNICATIONS INC      COM              67020Y10     19539   785038 SH       SHARED      02          732174          52864
D NUANCE COMMUNICATIONS INC      COM              67020Y10         1     1300 SH CALL  SHARED      02            1300
D NUANCE COMMUNICATIONS INC      COM              67020Y10      1368    55000 SH       SHARED      04           55000
D NUANCE COMMUNICATIONS INC      COM              67020Y10         2      100 SH       SHARED      05             100
D NUANCE COMMUNICATIONS INC      COM              67020Y10       367    14760 SH       SHARED      06           14760
D NUANCE COMMUNICATIONS INC      COM              67020Y10       151     6100 SH       SHARED      10            6100
D NUANCE COMMUNICATIONS INC      COM              67020Y10        74     3000 SH       SHR/OTHR    23                           3000
D NUANCE COMMUNICATIONS INC      COM              67020Y10       368    14800 SH       SHARED      29           14800
D NUCOR CORP                     COM              67034610       117     3060 SH       SHARED                    3060
D NUCOR CORP                     COM              67034610     14753   385611 SH       SHARED                  385611
D NUCOR CORP                     COM              67034610      4231   110598 SH       SHARED      01          110598
D NUCOR CORP                     COM              67034610      2270    59332 SH       SHARED      02            1713          57619
D NUCOR CORP                     COM              67034610         0      468 SH CALL  SHARED      02             468
D NUCOR CORP                     COM              67034610         0      479 SH PUT   SHARED      02             479
D NUCOR CORP                     COM              67034610      1645    43000 SH       SHARED      04           43000
D NUCOR CORP                     COM              67034610       240     6280 SH       SHARED      05            6280
D NUCOR CORP                     COM              67034610      1513    39570 SH       SHARED      06           27170          12400
D NUCOR CORP                     COM              67034610      8337   217907 SH       SHARED      10          217907
D NUCOR CORP                     COM              67034610      1623    42431 SH       SHARED      27           42431
D NUCOR CORP                     COM              67034610      6100   159457 SH       SHARED      31          159457
D NUMEREX CORP PA                CL A             67053A10         4      424 SH       SHARED                     424
D NUMEREX CORP PA                CL A             67053A10        44     3904 SH       SHARED      02               4           3900
D NUSTAR ENERGY LP               UNIT COM         67058H10      2222    43678 SH       SHARED      02                          43678
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10       493    15500 SH       SHARED      02                          15500
D NUVEEN EQTY PRM OPPORTUNITYF   COM              6706EM10        34     2700 SH       SHARED      02                           2700
D NUVEEN EQUITY PREM INCOME FD   COM              6706ER10        61     4875 SH       SHARED      02                           4875
D NUVEEN PREM INCOME MUN FD 4    COM              6706K410        46     3131 SH       SHARED      23            3131
D NUVEEN CONN PREM INCOME MUN    SH BEN INT       67060D10       141     9921 SH       SHARED      01                           9921
D NUTRACEUTICAL INTL CORP        COM              67060Y10         4      316 SH       SHARED                     316
D NUTRACEUTICAL INTL CORP        COM              67060Y10         0        2 SH       SHARED      02               2
D NUVEEN PA PREM INCOME MUN FD   COM              67061F10       329    21648 SH       SHARED      02                          21648
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q10        31     1996 SH       SHARED      23            1996
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        52     3200 SH       SHARED      02                           3200
D NUVEEN SELECT TAX FREE INCM    SH BEN INT       67062F10        40     2500 SH       SHARED      02                           2500
D NUVEEN MUN INCOME FD INC       COM              67062J10        25     2000 SH       SHARED      23            2000
D NUVEEN QUALITY MUN FD INC      COM              67062N10        24     1600 SH       SHARED      02                           1600
D NUVEEN PERFORMANCE PLUS MUN    COM              67062P10        67     4000 SH       SHARED      23            4000
D NUVEEN NY PERFORM PLUS MUN F   COM              67062R10        57     3350 SH       SHARED      23            3350
D NUVEEN PREM INCOME MUN FD      COM              67062T10         7      500 SH       SHARED      23             500
D NUVEEN MUN MKT OPPORTUNITY F   COM              67062W10        44     3000 SH       SHARED      02                           3000
D NUVEEN N Y INVT QUALITY MUN    COM              67062X10       145     9300 SH       SHARED      02                           9300
D NUVEEN PREM INCOME MUN FD 2    COM              67063W10        35     2300 SH       SHARED      23            2300
D NVIDIA CORP                    COM              67066G10        57     4318 SH       SHARED                    4318
D NVIDIA CORP                    COM              67066G10     39824  2985345 SH       SHARED                 2985345
D NVIDIA CORP                    COM              67066G10         0      600 SH CALL  SHARED                     600
D NVIDIA CORP                    COM              67066G10        10     4384 SH PUT   SHARED                    4384
D NVIDIA CORP                    COM              67066G10      2199   164862 SH       SHARED      01          164862
D NVIDIA CORP                    COM              67066G10        30     2287 SH       SHR/OTHR    01                           2287
D NVIDIA CORP                    COM              67066G10       245    18423 SH       SHARED      02           17873            550
D NVIDIA CORP                    COM              67066G10      1600   120000 SH       SHARED      04          120000
D NVIDIA CORP                    COM              67066G10         4      300 SH       SHARED      05             300
D NVIDIA CORP                    COM              67066G10       749    56200 SH       SHARED      06           38980          17220
D NVIDIA CORP                    COM              67066G10      2028   152064 SH       SHARED      10          152064
D NVIDIA CORP                    COM              67066G10       353    26491 SH       SHARED      26           26491
D NUTRI SYS INC NEW              COM              67069D10       236    22454 SH       SHARED                   21733            721
D NUTRI SYS INC NEW              COM              67069D10         0       54 SH       SHARED      02              54
D NUTRI SYS INC NEW              COM              67069D10        87     8300 SH       SHARED      10            8300
D NUVEEN DIV ADV MUNI FD 3       COM SH BEN INT   67070X10        53     3390 SH       SHARED      23            3390
D NUVASIVE INC                   COM              67070410       764    33350 SH       SHARED                   33350
D NUVASIVE INC                   COM              67070410       370    16160 SH       SHARED      01           13160           3000
D NUVASIVE INC                   COM              67070410       760    33200 SH       SHR/OTHR    01                          33200
D NUVASIVE INC                   COM              67070410        72     3179 SH       SHARED      02            3179
D NUVASIVE INC                   COM              67070410      1024    44700 SH       SHARED      04           44700
D NUVASIVE INC                   COM              67070410        20      900 SH       SHARED      06             900
D NUVASIVE INC                   COM              67070410        45     2000 SH       SHARED      10            2000
D NUVASIVE INC                   COM              67070410       242    10600 SH       SHARED      30           10600
D NUVASIVE INC                   COM              67070410       139     6100 SH       SHARED      32            6100
D NUVEEN QUALITY PFD INCOME FD   COM              67071S10         1      200 SH       SHARED      02                            200
D NUVEEN QUALITY PFD INCOME FD   COM              67072C10       110    11605 SH       SHARED      02                          11605
D NUVEEN FLOATING RATE INCOME    COM              67072T10        25     2000 SH       SHARED      02                           2000
D NXSTAGE MEDICAL INC            COM              67072V10      2507   189815 SH       SHARED                  189815
D NXSTAGE MEDICAL INC            COM              67072V10         0       14 SH       SHARED      02              14
D NXSTAGE MEDICAL INC            COM              67072V10       303    22957 SH       SHARED      32           22957
D NUVEEN QUALITY PFD INC FD 3    COM              67072W10        20     2165 SH       SHARED      02                           2165
D NUVEEN PFD INCOME OPPRTNY FD   COM              67073B10       169    17199 SH       SHARED      02                          17199
D NUVEEN CR STRATEGIES INCM FD   COM SHS          67073D10        19     2000 SH       SHARED      02                           2000
D NV ENERGY INC                  COM              67073Y10     18993  1054614 SH       SHARED                 1054198            416
D NV ENERGY INC                  COM              67073Y10       142     7900 SH       SHARED      01            7900
D NV ENERGY INC                  COM              67073Y10         3      205 SH       SHARED      02               5            200
D NV ENERGY INC                  COM              67073Y10     21409  1188739 SH       SHARED      10         1188739
D NUVEEN MTG OPPORTUNITY TERM    COM              67073510        28     1012 SH       SHARED      02                           1012
D NUVEEN DIVERSIFIED COMMODTY    COM UT BEN INT   67074P10       290    13208 SH       SHARED      02                          13208
D NUVEEN ENERGY MLP TOTL RTRNF   COM              67074U10        23     1250 SH       SHARED      02                           1250
D NYMOX PHARMACEUTICAL CORP      COM              67076P10         2      353 SH       SHARED                     353
D NYMOX PHARMACEUTICAL CORP      COM              67076P10        15     2200 SH       SHARED      01            2200
D OGE ENERGY CORP                COM              67083710      6409   115565 SH       SHARED                  115565
D OGE ENERGY CORP                COM              67083710       637    11500 SH       SHARED      01                          11500
D OGE ENERGY CORP                COM              67083710       105     1902 SH       SHARED      02               2           1900
D OGE ENERGY CORP                COM              67083710        61     1100 SH       SHARED      10            1100
D OGE ENERGY CORP                COM              67083710         7      140 SH       SHARED      21                            140
D OI S.A.                        SPONSORED ADR    67085110         4      956 SH       SHARED                     956
D OI S.A.                        SPONSORED ADR    67085110         0       60 SH       SHARED      02                             60
D OI S.A.                        SPN ADR REP PFD  67085120        34     8523 SH       SHARED                    8523
D OI S.A.                        SPN ADR REP PFD  67085120         3      922 SH       SHARED      02             106            816
D OCZ TECHNOLOGY GROUP INC       COM              67086E30      2985   860328 SH       SHARED                  860228            100
D OCZ TECHNOLOGY GROUP INC       COM              67086E30         0       11 SH       SHARED      02              11
D OM GROUP INC                   COM              67087210       564    30462 SH       SHARED                   30234            228
D OM GROUP INC                   COM              67087210       177     9600 SH       SHARED      01            9600
D OM GROUP INC                   COM              67087210         1       60 SH       SHARED      02              60
D OM GROUP INC                   COM              67087210       107     5800 SH       SHARED      10            5800
D NUVEEN MULT CURR ST GV INCM    COM              67090N10        52     3986 SH       SHARED      02                           3986
D NUVEEN NY QUALITY INCM MUN F   COM              67098610        39     2500 SH       SHARED      23            2500
D NUVEEN PREMIER OPPURTUNITY F   COM              67098710        33     2125 SH       SHARED      02                           2125
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10       121     1457 SH       SHARED                    1457
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10     22727   271794 SH       SHARED                  271794
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      2692    32200 SH       SHARED      01           30600           1600
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10        10      127 SH       SHARED      02              97             30
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10        66      800 SH       SHARED      05             800
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      1178    14090 SH       SHARED      06           10530           3560
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      3705    44311 SH       SHARED      10           44311
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10       133     1600 SH       SHR/OTHR    23                           1600
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10       641     7670 SH       SHARED      29            7670
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      1672    20000 SH       SHARED      30           20000
D O REILLY AUTOMOTIVE INC NEW    COM              67103H10      4840    57882 SH       SHARED      31           57882
D OSI SYSTEMS INC                COM              67104410      5239    67310 SH       SHARED                   64940           2370
D OSI SYSTEMS INC                COM              67104410         4       53 SH       SHARED      02              53
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10        61    16541 SH       SHARED                   16541
D OYO GEOSPACE CORP              COM              67107410       597     4880 SH       SHARED                    4880
D OYO GEOSPACE CORP              COM              67107410         2       22 SH       SHARED      02              12             10
D OYO GEOSPACE CORP              COM              67107410        73      600 SH       SHARED      10             600
D OYO GEOSPACE CORP              COM              67107410       183     1500 SH       SHARED      26            1500
D OAKTREE CAP GROUP LLC          UNIT 99/99/9999  67400120       653    15936 SH       SHARED                   15936
D OASIS PETE INC NEW             COM              67421510      1038    35229 SH       SHARED                   35122            107
D OASIS PETE INC NEW             COM              67421510       421    14303 SH       SHARED      02           13122           1181
D OASIS PETE INC NEW             COM              67421510       825    28000 SH       SHARED      04           28000
D OASIS PETE INC NEW             COM              67421510         8      293 SH       SHARED      21             293
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10       468    37771 SH       SHARED                   33971           3800
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10         6      505 SH       SHARED      02               5            500
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10       112     9100 SH       SHARED      26            9100
D OCCIDENTAL PETE CORP DEL       COM              67459910      4145    48165 SH       SHARED                    3088          45077
D OCCIDENTAL PETE CORP DEL       COM              67459910     78526   912466 SH       SHARED                  912166            300
D OCCIDENTAL PETE CORP DEL       COM              67459910         1      115 SH CALL  SHARED                     115
D OCCIDENTAL PETE CORP DEL       COM              67459910     30590   355459 SH       SHARED      01          315050   400    40009
D OCCIDENTAL PETE CORP DEL       COM              67459910      2996    34813 SH       SHR/OTHR    01                          34813
D OCCIDENTAL PETE CORP DEL       COM              67459910     18083   210124 SH       SHARED      02          130698          79426
D OCCIDENTAL PETE CORP DEL       COM              67459910         0      200 SH CALL  SHARED      02             200
D OCCIDENTAL PETE CORP DEL       COM              67459910       488     5671 SH       SHARED      04            5671
D OCCIDENTAL PETE CORP DEL       COM              67459910     30443   353743 SH       SHARED      04          353743
D OCCIDENTAL PETE CORP DEL       COM              67459910       813     9450 SH       SHARED      05            9450
D OCCIDENTAL PETE CORP DEL       COM              67459910      9987   116051 SH       SHARED      06           57020          59031
D OCCIDENTAL PETE CORP DEL       COM              67459910     24745   287533 SH       SHARED      10          286257           1276
D OCCIDENTAL PETE CORP DEL       COM              67459910       232     2700 SH       SHARED      15            2700
D OCCIDENTAL PETE CORP DEL       COM              67459910      1678    19501 SH       SHARED      20           16301   110     3090
D OCCIDENTAL PETE CORP DEL       COM              67459910       225     2620 SH       SHR/OTHR    20                           2620
D OCCIDENTAL PETE CORP DEL       COM              67459910       162     1894 SH       SHARED      21            1894
D OCCIDENTAL PETE CORP DEL       COM              67459910       132     1540 SH       SHR/OTHR    21                           1540
D OCCIDENTAL PETE CORP DEL       COM              67459910      3685    42819 SH       SHARED      23           39554           3265
D OCCIDENTAL PETE CORP DEL       COM              67459910      3265    37943 SH       SHR/OTHR    23                          37943
D OCCIDENTAL PETE CORP DEL       COM              67459910      1376    16000 SH       SHARED      26           16000
D OCCIDENTAL PETE CORP DEL       COM              67459910        94     1100 SH       SHARED      29            1100
D OCCIDENTAL PETE CORP DEL       COM              67459910     12908   149997 SH       SHARED      31          149997
D OCEANEERING INTL INC           COM              67523210      6764   122441 SH       SHARED                  122214            227
D OCEANEERING INTL INC           COM              67523210        35      650 SH       SHARED      01             650
D OCEANEERING INTL INC           COM              67523210       108     1972 SH       SHARED      02            1650            322
D OCEANEERING INTL INC           COM              67523210       867    15697 SH       SHARED      04           15697
D OCEANEERING INTL INC           COM              67523210       149     2700 SH       SHARED      10            2700
D OCEANFIRST FINL CORP           COM              67523410         7      519 SH       SHARED                     519
D OCEANFIRST FINL CORP           COM              67523410         0        2 SH       SHARED      02               2
D OCEANFIRST FINL CORP           COM              67523410        33     2300 SH       SHARED      10            2300
D OCEANFIRST FINL CORP           COM              67523410       132     9000 SH       SHARED      26            9000
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10     25712  2661750 SH       SHARED                 2661750
D OCLARO INC                     COM NEW          67555N20         0        2 SH       SHARED                       2
D OCLARO INC                     COM NEW          67555N20       431   160360 SH       SHARED                  160360
D OCLARO INC                     COM NEW          67555N20         0       11 SH       SHARED      02              11
D OCLARO INC                     COM NEW          67555N20       178    66300 SH       SHARED      10           66300
D OCLARO INC                     COM NEW          67555N20       134    50000 SH       SHARED      26           50000
D OCWEN FINL CORP                COM NEW          67574630     14800   539953 SH       SHARED                  539178            775
D OCWEN FINL CORP                COM NEW          67574630      1087    39660 SH       SHARED      01           33760           5900
D OCWEN FINL CORP                COM NEW          67574630      1811    66100 SH       SHR/OTHR    01                          66100
D OCWEN FINL CORP                COM NEW          67574630         7      257 SH       SHARED      02             257
D ODYSSEY MARINE EXPLORATION I   COM              67611810         9     3103 SH       SHARED                    3103
D ODYSSEY MARINE EXPLORATION I   COM              67611810       584   185419 SH       SHARED      02              19         185400
D ODYSSEY MARINE EXPLORATION I   COM              67611810        93    29600 SH       SHARED      10           29600
D OFFICEMAX INC DEL              COM              67622P10      4951   633967 SH       SHARED                  633967
D OFFICEMAX INC DEL              COM              67622P10         1      158 SH       SHARED      02             158
D OFFICEMAX INC DEL              COM              67622P10        70     9000 SH       SHARED      10            9000
D OFFICE DEPOT INC               COM              67622010     11396  4451903 SH       SHARED                 4451903
D OFFICE DEPOT INC               COM              67622010         9     3642 SH       SHARED      02            3642
D OFFICE DEPOT INC               COM              67622010         0      700 SH CALL  SHARED      02             700
D OFFICE DEPOT INC               COM              67622010       137    53900 SH       SHARED      10           53900
D OIL DRI CORP AMER              COM              67786410         4      182 SH       SHARED                     182
D OIL DRI CORP AMER              COM              67786410         0        1 SH       SHARED      02               1
D OIL STS INTL INC               COM              67802610      5470    68844 SH       SHARED                   68844
D OIL STS INTL INC               COM              67802610        37      470 SH       SHARED      01                            470
D OIL STS INTL INC               COM              67802610        91     1150 SH       SHR/OTHR    01                           1150
D OIL STS INTL INC               COM              67802610        65      827 SH       SHARED      02             805             22
D OIL STS INTL INC               COM              67802610       202     2553 SH       SHARED      04            2553
D OIL STS INTL INC               COM              67802610       214     2700 SH       SHARED      10            2700
D OIL STS INTL INC               COM              67802610        16      203 SH       SHARED      21             203
D OIL STS INTL INC               COM              67802610        12      155 SH       SHR/OTHR    23                            155
D OILTANKING PARTNERS L P        UNIT LTD         67804910        43     1130 SH       SHARED                    1130
D OILTANKING PARTNERS L P        UNIT LTD         67804910        22      600 SH       SHARED      02                            600
D OLD DOMINION FGHT LINES INC    COM              67958010      1622    53835 SH       SHARED                   53835
D OLD DOMINION FGHT LINES INC    COM              67958010       149     4950 SH       SHARED      01            4950
D OLD DOMINION FGHT LINES INC    COM              67958010        15      512 SH       SHARED      02             137            375
D OLD DOMINION FGHT LINES INC    COM              67958010       284     9450 SH       SHARED      10            9450
D OLD NATL BANCORP IND           COM              68003310      1100    80848 SH       SHARED                   80848
D OLD NATL BANCORP IND           COM              68003310        45     3313 SH       SHARED      02             184           3129
D OLD NATL BANCORP IND           COM              68003310       265    19500 SH       SHARED      10           19500
D OLD NATL BANCORP IND           COM              68003310         5      406 SH       SHARED      21                            406
D OLD POINT FINL CORP            COM              68019410         2      200 SH       SHARED      02             200
D OLD REP INTL CORP              NOTE  3.750% 3/1 680223AH       621   625000 PRN      SHARED      04                         625000
D OLD REP INTL CORP              COM              68022310      7457   801924 SH       SHARED                  801924
D OLD REP INTL CORP              COM              68022310        27     2965 SH       SHARED      01            2965
D OLD REP INTL CORP              COM              68022310        11     1251 SH       SHARED      02            1251
D OLD REP INTL CORP              COM              68022310        38     4095 SH       SHARED      10            4095
D OLD SECOND BANCORP INC ILL     COM              68027710         0      600 SH       SHARED      02             600
D OLIN CORP                      COM PAR $1       68066520      2028    93367 SH       SHARED                   90634           2733
D OLIN CORP                      COM PAR $1       68066520        65     3000 SH       SHARED      01                           3000
D OLIN CORP                      COM PAR $1       68066520         0       19 SH       SHARED      02              19
D OLIN CORP                      COM PAR $1       68066520     21495   989190 SH       SHARED      10          989190
D OLIN CORP                      COM PAR $1       68066520       193     8900 SH       SHARED      26            8900
D OLYMPIC STEEL INC              COM              68162K10       786    46564 SH       SHARED                   46564
D OLYMPIC STEEL INC              COM              68162K10         0       19 SH       SHARED      02              19
D OLYMPIC STEEL INC              COM              68162K10        99     5900 SH       SHARED      26            5900
D OMNICARE INC                   DBCV  3.250%12/1 681904AL      2353  2384000 PRN      SHARED      02         2384000
D OMNICARE INC                   NOTE  3.750%12/1 681904AN       670   475000 PRN      SHARED                                 475000
D OMNICARE INC                   NOTE  3.750%12/1 681904AN       179   127000 PRN      SHARED      02          127000
D OMNICARE INC                   COM              68190410     15388   453012 SH       SHARED                  453012
D OMNICARE INC                   COM              68190410      1083    31900 SH       SHARED      01           31900
D OMNICARE INC                   COM              68190410       615    18110 SH       SHARED      02           18110
D OMNICARE INC                   COM              68190410        37     1100 SH       SHARED      04            1100
D OMNICARE INC                   COM              68190410         3      100 SH       SHARED      05             100
D OMNICARE INC                   COM              68190410       340    10016 SH       SHARED      27           10016
D OMNICOM GROUP INC              NOTE         7/0 681919AT         5     5000 PRN      SHARED      02            5000
D OMNICOM GROUP INC              NOTE         7/3 681919AV     10410 10000000 PRN      SHARED      04        10000000
D OMNICOM GROUP INC              COM              68191910        68     1336 SH       SHARED                    1336
D OMNICOM GROUP INC              COM              68191910     14733   285754 SH       SHARED                  284690           1064
D OMNICOM GROUP INC              COM              68191910      3589    69611 SH       SHARED      01           68111           1500
D OMNICOM GROUP INC              COM              68191910        15      300 SH       SHR/OTHR    01                            300
D OMNICOM GROUP INC              COM              68191910       356     6916 SH       SHARED      02            3726           3190
D OMNICOM GROUP INC              COM              68191910         1      140 SH CALL  SHARED      02             140
D OMNICOM GROUP INC              COM              68191910         0       12 SH PUT   SHARED      02              12
D OMNICOM GROUP INC              COM              68191910        61     1200 SH       SHARED      04            1200
D OMNICOM GROUP INC              COM              68191910       127     2480 SH       SHARED      05            2480
D OMNICOM GROUP INC              COM              68191910      1445    28040 SH       SHARED      06           16820          11220
D OMNICOM GROUP INC              COM              68191910      5001    97008 SH       SHARED      10           97008
D OMNICOM GROUP INC              COM              68191910       350     6800 SH       SHR/OTHR    20                           6800
D OMNICOM GROUP INC              COM              68191910       815    15811 SH       SHR/OTHR    23                          15811
D OMEGA HEALTHCARE INVS INC      COM              68193610      8874   390447 SH       SHARED                  390447
D OMEGA HEALTHCARE INVS INC      COM              68193610       131     5800 SH       SHARED      01            5800
D OMEGA HEALTHCARE INVS INC      COM              68193610       314    13827 SH       SHARED      02              27          13800
D OMEGA HEALTHCARE INVS INC      COM              68193610     23654  1040675 SH       SHARED      10         1040675
D OMEGA HEALTHCARE INVS INC      COM              68193610        40     1800 SH       SHARED      11                           1800
D OMEGA FLEX INC                 COM              68209510         1      126 SH       SHARED                     126
D OMEGA FLEX INC                 COM              68209510         0        1 SH       SHARED      02               1
D OMEGA PROTEIN CORP             COM              68210P10        56     8309 SH       SHARED                    8309
D OMEGA PROTEIN CORP             COM              68210P10         0        3 SH       SHARED      02               3
D OMEGA PROTEIN CORP             COM              68210P10       218    31800 SH       SHARED      26           31800
D OMNIVISION TECHNOLOGIES INC    COM              68212810       128     9230 SH       SHARED                    8453            777
D OMNIVISION TECHNOLOGIES INC    COM              68212810       173    12425 SH       SHARED      01           12425
D OMNIVISION TECHNOLOGIES INC    COM              68212810         0        9 SH       SHARED      02               9
D OMNIVISION TECHNOLOGIES INC    COM              68212810       174    12500 SH       SHARED      10           12500
D OMNOVA SOLUTIONS INC           COM              68212910        71     9402 SH       SHARED                    9402
D OMNOVA SOLUTIONS INC           COM              68212910         0       12 SH       SHARED      02              12
D OMNOVA SOLUTIONS INC           COM              68212910       135    17900 SH       SHARED      26           17900
D OMNICELL INC                   COM              68213N10       428    30863 SH       SHARED                   30408            455
D OMNICELL INC                   COM              68213N10         0       61 SH       SHARED      02              61
D OMNICELL INC                   COM              68213N10       229    16500 SH       SHARED      32           16500
D OMNICOM GROUP INC              NOTE         7/0 682134AA       808   736000 PRN      SHARED      04                         736000
D OMNICOM GROUP INC              NOTE         7/0 682134AA       658   600000 PRN      SHARED      06          600000
D OMNICARE CAP TR II             PFD B TR 4.00%   68214Q20        32      705 SH       SHARED                     705
D OMEROS CORP                    COM              68214310        11     1268 SH       SHARED                    1268
D OMEROS CORP                    COM              68214310        18     2007 SH       SHARED      02               7           2000
D ON ASSIGNMENT INC              COM              68215910      1038    52148 SH       SHARED                   52148
D ON ASSIGNMENT INC              COM              68215910         1       84 SH       SHARED      02              84
D ON ASSIGNMENT INC              COM              68215910       250    12600 SH       SHARED      10           12600
D OMNIAMERICAN BANCORP INC       COM              68216R10       278    12261 SH       SHARED                   12261
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG       203   200000 PRN      SHARED                  200000
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG      1304  1281000 PRN      SHARED      02         1281000
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AH      2514  2406000 PRN      SHARED      02         2406000
D ON SEMICONDUCTOR CORP          COM              68218910      2996   485246 SH       SHARED                  485246
D ON SEMICONDUCTOR CORP          COM              68218910        73    11850 SH       SHARED      01           11850
D ON SEMICONDUCTOR CORP          COM              68218910        73    11958 SH       SHARED      02            9958           2000
D ON SEMICONDUCTOR CORP          COM              68218910        94    15350 SH       SHARED      04                          15350
D ON SEMICONDUCTOR CORP          COM              68218910        10     1730 SH       SHARED      21            1730
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10        11      816 SH       SHARED                     816
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10         4      305 SH       SHARED      02               5            300
D ONCOTHYREON INC                COM              68232410        49     9686 SH       SHARED                    9686
D ONCOTHYREON INC                COM              68232410         4      814 SH       SHARED      02             814
D ONCOTHYREON INC                COM              68232410        75    14700 SH       SHARED      10           14700
D ONCOTHYREON INC                COM              68232410       386    75250 SH       SHARED      26           75250
D ONCOTHYREON INC                COM              68232410        89    17400 SH       SHARED      32           17400
D ONE LIBERTY PPTYS INC          COM              68240610        34     1842 SH       SHARED                    1842
D ONE LIBERTY PPTYS INC          COM              68240610        25     1345 SH       SHARED      02               1           1344
D 1 800 FLOWERS COM              CL A             68243Q10        48    12892 SH       SHARED                   12892
D 1 800 FLOWERS COM              CL A             68243Q10         0      104 SH       SHARED      02             104
D ONEIDA FINL CORP MD            COM              68247910         1      100 SH       SHARED      02             100
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10      7098   119300 SH       SHARED                  119300
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10      1006    16920 SH       SHARED      02                          16920
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10         4      705 SH CALL  SHARED      02             705
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       261     4400 SH       SHARED      26            4400
D ONEOK INC NEW                  COM              68268010        53     1110 SH       SHARED                    1110
D ONEOK INC NEW                  COM              68268010     47329   979704 SH       SHARED                  979704
D ONEOK INC NEW                  COM              68268010      2541    52602 SH       SHARED      01           52602
D ONEOK INC NEW                  COM              68268010       106     2198 SH       SHARED      02            2198
D ONEOK INC NEW                  COM              68268010       111     2300 SH       SHARED      04            2300
D ONEOK INC NEW                  COM              68268010       251     5200 SH       SHARED      05            5200
D ONEOK INC NEW                  COM              68268010       628    13000 SH       SHARED      06            7300           5700
D ONEOK INC NEW                  COM              68268010      4265    88290 SH       SHARED      10           88290
D ONEOK INC NEW                  COM              68268010      3695    76491 SH       SHARED      27           76491
D ONEOK INC NEW                  COM              68268010       966    20000 SH       SHARED      30           20000
D ONEOK INC NEW                  COM              68268010     10265   212493 SH       SHARED      31          212493
D ONLINE RES CORP                COM              68273G10         0       79 SH       SHARED                      79
D ONYX PHARMACEUTICALS INC       NOTE  4.000% 8/1 683399AB      5114  2269000 PRN      SHARED      02         2269000
D ONYX PHARMACEUTICALS INC       COM              68339910     30863   365253 SH       SHARED                  365253
D ONYX PHARMACEUTICALS INC       COM              68339910       126     1500 SH       SHARED      01            1500
D ONYX PHARMACEUTICALS INC       COM              68339910      6753    79924 SH       SHARED      02           78394           1530
D ONYX PHARMACEUTICALS INC       COM              68339910         9     2250 SH CALL  SHARED      02            2250
D ONYX PHARMACEUTICALS INC       COM              68339910     15628   184952 SH       SHARED      04          184952
D ONYX PHARMACEUTICALS INC       COM              68339910        50      600 SH       SHARED      06             600
D ONYX PHARMACEUTICALS INC       COM              68339910       135     1600 SH       SHARED      10            1600
D ONYX PHARMACEUTICALS INC       COM              68339910      2450    29000 SH       SHARED      26           29000
D ONYX PHARMACEUTICALS INC       COM              68339910      2217    26245 SH       SHARED      32           26245
D OPEN TEXT CORP                 COM              68371510         0        2 SH       SHARED                       2
D OPEN TEXT CORP                 COM              68371510      5591   101400 SH       SHARED                   98700           2700
D OPEN TEXT CORP                 COM              68371510         0        1 SH       SHARED      02               1
D OPEN TEXT CORP                 COM              68371510      3639    66000 SH       SHARED      04           66000
D OPENTABLE INC                  COM              68372A10       931    22386 SH       SHARED                   20818           1568
D OPENTABLE INC                  COM              68372A10        66     1600 SH       SHARED      01            1600
D OPENTABLE INC                  COM              68372A10        70     1700 SH       SHARED      02                           1700
D OPENTABLE INC                  COM              68372A10         0     1000 SH CALL  SHARED      02            1000
D OPENTABLE INC                  COM              68372A10        14      337 SH       SHARED      21             337
D OPKO HEALTH INC                COM              68375N10        24     5878 SH       SHARED                    5878
D OPKO HEALTH INC                COM              68375N10        46    11130 SH       SHARED      02              30          11100
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       989    59801 SH       SHARED                   57689           2112
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       157     9526 SH       SHARED      01            9526
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       395    23915 SH       SHR/OTHR    01                          23915
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40         0       35 SH       SHARED      02              35
D OPNET TECHNOLOGIES INC         COM              68375710       400    11764 SH       SHARED                   11764
D OPNET TECHNOLOGIES INC         COM              68375710         0       29 SH       SHARED      02              29
D OPNET TECHNOLOGIES INC         COM              68375710       340    10000 SH       SHARED      04           10000
D OPNET TECHNOLOGIES INC         COM              68375710        30      900 SH       SHARED      10             900
D OPPENHEIMER HLDGS INC          CL A NON VTG     68379710        72     4546 SH       SHARED                    4546
D OPPENHEIMER HLDGS INC          CL A NON VTG     68379710         0        2 SH       SHARED      02               2
D ORACLE CORP                    COM              68389X10        92     2940 SH       SHARED                    2215            725
D ORACLE CORP                    COM              68389X10    291107  9253267 SH       SHARED                 9210039          43228
D ORACLE CORP                    COM              68389X10         7     2675 SH CALL  SHARED                    2675
D ORACLE CORP                    COM              68389X10         2     2904 SH PUT   SHARED                    2904
D ORACLE CORP                    COM              68389X10     55775  1772887 SH       SHARED      01         1576468   600   195819
D ORACLE CORP                    COM              68389X10      5585   177531 SH       SHR/OTHR    01                         177531
D ORACLE CORP                    COM              68389X10      7818   248507 SH       SHARED      02          185117          63390
D ORACLE CORP                    COM              68389X10        47    44965 SH CALL  SHARED      02           44965
D ORACLE CORP                    COM              68389X10         4    19687 SH PUT   SHARED      02           19687
D ORACLE CORP                    COM              68389X10       683    21727 SH       SHARED      04           13762           7965
D ORACLE CORP                    COM              68389X10     12396   394048 SH       SHARED      04          394048
D ORACLE CORP                    COM              68389X10        36     1169 SH       SHARED      05            1169
D ORACLE CORP                    COM              68389X10       600    19085 SH       SHARED      05           19085
D ORACLE CORP                    COM              68389X10     15777   501500 SH       SHARED      06          365780         135720
D ORACLE CORP                    COM              68389X10     44974  1429585 SH       SHARED      10         1425913           3672
D ORACLE CORP                    COM              68389X10       383    12200 SH       SHARED      15           12200
D ORACLE CORP                    COM              68389X10      1895    60255 SH       SHARED      20           48405   305    11545
D ORACLE CORP                    COM              68389X10       425    13540 SH       SHR/OTHR    20                          13540
D ORACLE CORP                    COM              68389X10       364    11574 SH       SHARED      21           11574
D ORACLE CORP                    COM              68389X10       124     3950 SH       SHR/OTHR    21                           3950
D ORACLE CORP                    COM              68389X10      8438   268217 SH       SHARED      23          242637          25580
D ORACLE CORP                    COM              68389X10      7793   247741 SH       SHR/OTHR    23                         247741
D ORACLE CORP                    COM              68389X10      2145    68200 SH       SHARED      26           68200
D ORACLE CORP                    COM              68389X10       425    13516 SH       SHARED      27           13516
D ORACLE CORP                    COM              68389X10      1541    48995 SH       SHARED      29           48995
D ORACLE CORP                    COM              68389X10       434    13800 SH       SHARED      30           13800
D ORACLE CORP                    COM              68389X10     15299   486310 SH       SHARED      31          486310
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       161    11425 SH       SHARED                    8299           3126
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       222    15777 SH       SHARED      01           12927           2850
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       458    32500 SH       SHR/OTHR    01                          32500
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       657    46534 SH       SHARED      02           46534
D OPTIMER PHARMACEUTICALS INC    COM              68401H10         0      292 SH CALL  SHARED      02             292
D OPTIMER PHARMACEUTICALS INC    COM              68401H10         0      348 SH PUT   SHARED      02             348
D OPTIMER PHARMACEUTICALS INC    COM              68401H10      2028   143665 SH       SHARED      04          143665
D OPTIMER PHARMACEUTICALS INC    COM              68401H10         3      258 SH       SHARED      06             258
D OPTIMER PHARMACEUTICALS INC    COM              68401H10         9      696 SH       SHARED      21             696
D ORASURE TECHNOLOGIES INC       COM              68554V10       101     9092 SH       SHARED                    8836            256
D ORASURE TECHNOLOGIES INC       COM              68554V10         0       15 SH       SHARED      02              15
D ORBCOMM INC                    COM              68555P10         5     1400 SH       SHARED                    1400
D ORBCOMM INC                    COM              68555P10         0        9 SH       SHARED      02               9
D ORBITAL SCIENCES CORP          COM              68556410       688    47290 SH       SHARED                   47290
D ORBITAL SCIENCES CORP          COM              68556410         1      129 SH       SHARED      02             129
D ORBITZ WORLDWIDE INC           COM              68557K10         0        7 SH       SHARED      02               7
D ORBITZ WORLDWIDE INC           COM              68557K10        91    36000 SH       SHARED      10           36000
D ORCHARD SUPPLY HARDWARE STOR   CL A             68569140         6      455 SH       SHARED                     455
D ORCHARD SUPPLY HARDWARE STOR   CL A             68569140         0        3 SH       SHARED      01               3
D ORCHARD SUPPLY HARDWARE STOR   CL A             68569140        23     1620 SH       SHARED      02            1620
D ORCHIDS PAPER PRODS CO DEL     COM              68572N10        11      625 SH       SHARED                     625
D ORCHIDS PAPER PRODS CO DEL     COM              68572N10         0        2 SH       SHARED      02               2
D OREXIGEN THERAPEUTICS INC      COM              68616410        24     4304 SH       SHARED                    4304
D OREXIGEN THERAPEUTICS INC      COM              68616410         5      900 SH       SHARED      01             900
D OREXIGEN THERAPEUTICS INC      COM              68616410         0       18 SH       SHARED      02              18
D OREXIGEN THERAPEUTICS INC      COM              68616410      2093   366267 SH       SHARED      04          366267
D ORIENTAL FINL GROUP INC        COM              68618W10       700    66619 SH       SHARED                   66619
D ORIENTAL FINL GROUP INC        COM              68618W10        84     8000 SH       SHARED      01            8000
D ORIENTAL FINL GROUP INC        COM              68618W10         0        6 SH       SHARED      02               6
D ORIENTAL FINL GROUP INC        COM              68618W10       146    13900 SH       SHARED      10           13900
D ORIENTAL FINL GROUP INC        COM              68618W10       189    18000 SH       SHARED      26           18000
D ORION MARINE GROUP INC         COM              68628V30       153    20681 SH       SHARED                   20681
D ORION MARINE GROUP INC         COM              68628V30         0       75 SH       SHARED      01              75
D ORION MARINE GROUP INC         COM              68628V30         0       50 SH       SHARED      02              50
D ORION MARINE GROUP INC         COM              68628V30       163    22000 SH       SHARED      10           22000
D ORITANI FINL CORP DEL          COM              68633D10      3406   226335 SH       SHARED                  226335
D ORITANI FINL CORP DEL          COM              68633D10         3      237 SH       SHARED      02             172             65
D ORIX CORP                      SPONSORED ADR    68633010        55     1100 SH       SHARED                    1100
D ORIX CORP                      SPONSORED ADR    68633010         9      190 SH       SHARED      20                            190
D ORMAT TECHNOLOGIES INC         COM              68668810       131     7000 SH       SHARED                                   7000
D ORMAT TECHNOLOGIES INC         COM              68668810       206    11012 SH       SHARED                    9883           1129
D ORMAT TECHNOLOGIES INC         COM              68668810         0        3 SH       SHARED      02               3
D ORRSTOWN FINL SVCS INC         COM              68738010        92     8400 SH       SHARED      01            8400
D OSHKOSH CORP                   COM              68823920     19410   707634 SH       SHARED                  707634
D OSHKOSH CORP                   COM              68823920        32     1200 SH       SHARED      01            1200
D OSHKOSH CORP                   COM              68823920        52     1910 SH       SHARED      02            1910
D OSHKOSH CORP                   COM              68823920      6538   238385 SH       SHARED      10          238385
D OSIRIS THERAPEUTICS INC NEW    COM              68827R10        32     2911 SH       SHARED                    2911
D OSIRIS THERAPEUTICS INC NEW    COM              68827R10         2      204 SH       SHARED      02             204
D OTTER TAIL CORP                COM              68964810       125     5248 SH       SHARED                    5248
D OTTER TAIL CORP                COM              68964810         0        5 SH       SHARED      02               5
D OTTER TAIL CORP                COM              68964810       264    11100 SH       SHARED      10           11100
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720        15     2116 SH       SHARED                    2116
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720         0        4 SH       SHARED      02               4
D OVERLAND STORAGE INC           COM NEW          69031020         0      200 SH       SHARED      02             200
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       740   112199 SH       SHARED                  112199
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810        46     7000 SH       SHARED      01            7000
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810         2      327 SH       SHARED      02             327
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810        47     7200 SH       SHARED      10            7200
D OVERSTOCK COM INC DEL          COM              69037010        14     1392 SH       SHARED                    1392
D OVERSTOCK COM INC DEL          COM              69037010        22     2163 SH       SHARED      02               3           2160
D OWENS & MINOR INC NEW          COM              69073210      1818    60866 SH       SHARED                   60866
D OWENS & MINOR INC NEW          COM              69073210         0       17 SH       SHARED      02              17
D OWENS & MINOR INC NEW          COM              69073210     24248   811534 SH       SHARED      10          811534
D OWENS & MINOR INC NEW          COM              69073210        15      506 SH       SHARED      21                            506
D OWENS & MINOR INC NEW          COM              69073210       107     3610 SH       SHARED      32            3610
D OWENS CORNING NEW              COM              69074210      8390   250761 SH       SHARED                  250761
D OWENS CORNING NEW              COM              69074210        11      350 SH       SHARED      01             350
D OWENS CORNING NEW              COM              69074210       131     3938 SH       SHARED      02            2498           1440
D OWENS CORNING NEW              COM              69074210         0      450 SH CALL  SHARED      02             450
D OWENS CORNING NEW              COM              69074210       836    25000 SH       SHARED      04           25000
D OWENS CORNING NEW              *W EXP 10/31/201 69074212         2     3335 SH       SHARED                    3335
D OWENS ILL INC                  COM NEW          69076840         8      442 SH       SHARED                     442
D OWENS ILL INC                  COM NEW          69076840      5471   291678 SH       SHARED                  291046            632
D OWENS ILL INC                  COM NEW          69076840      1203    64136 SH       SHARED      01           37300          26836
D OWENS ILL INC                  COM NEW          69076840        60     3231 SH       SHARED      02            3231
D OWENS ILL INC                  COM NEW          69076840         2      150 SH       SHARED      05             150
D OWENS ILL INC                  COM NEW          69076840       146     7800 SH       SHARED      06            3800           4000
D OWENS ILL INC                  COM NEW          69076840      5820   310266 SH       SHARED      10          310266
D OWENS ILL INC                  COM NEW          69076840         2      145 SH       SHARED      20             145
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         8      460 SH       SHARED      23             460
D OWENS ILL INC                  COM NEW          69076840       118     6310 SH       SHR/OTHR    23                           6310
D OXFORD INDS INC                COM              69149730       628    11128 SH       SHARED                   10916            212
D OXFORD INDS INC                COM              69149730         4       76 SH       SHARED      02              27             49
D OXFORD INDS INC                COM              69149730        33      600 SH       SHARED      10             600
D OXFORD LANE CAP CORP           COM              69154310        45     3000 SH       SHARED      23            3000
D PAA NAT GAS STORAGE L P        COM UNIT LTD     69313910        79     4000 SH       SHARED      02                           4000
D P A M TRANSN SVCS INC          COM              69314910         0      100 SH       SHARED      02             100
D P C CONNECTION                 COM              69318J10        16     1438 SH       SHARED                    1438
D P C CONNECTION                 COM              69318J10         0        2 SH       SHARED      02               2
D P C CONNECTION                 COM              69318J10       119    10400 SH       SHARED      26           10400
D PC MALL INC                    COM              69323K10        75    12800 SH       SHARED      26           12800
D PC-TEL INC                     COM              69325Q10        79    11235 SH       SHARED                   11235
D PC-TEL INC                     COM              69325Q10         2      325 SH       SHARED      01             325
D PC-TEL INC                     COM              69325Q10         0       47 SH       SHARED      02              47
D PDC ENERGY INC                 COM              69327R10       588    18606 SH       SHARED                   18606
D PDC ENERGY INC                 COM              69327R10         2       92 SH       SHARED      02              54             38
D PDC ENERGY INC                 COM              69327R10       253     8000 SH       SHARED      10            8000
D PDF SOLUTIONS INC              COM              69328210       249    18246 SH       SHARED                   14696           3550
D PDF SOLUTIONS INC              COM              69328210        75     5507 SH       SHARED      02            5507
D PDI INC                        COM              69329V10         2      366 SH       SHARED                     366
D PDI INC                        COM              69329V10         0        3 SH       SHARED      02               3
D PDL BIOPHARMA INC              NOTE  3.750% 5/0 69329YAC       332   270000 PRN      SHARED                  270000
D PDL BIOPHARMA INC              COM              69329Y10       632    82098 SH       SHARED                   82098
D PDL BIOPHARMA INC              COM              69329Y10       364    47390 SH       SHARED      01           38540           8850
D PDL BIOPHARMA INC              COM              69329Y10       748    97200 SH       SHR/OTHR    01                          97200
D PDL BIOPHARMA INC              COM              69329Y10         0       36 SH       SHARED      02              36
D PDL BIOPHARMA INC              COM              69329Y10       824   107084 SH       SHARED      04          107084
D PDL BIOPHARMA INC              COM              69329Y10       102    13300 SH       SHARED      10           13300
D PG^E CORP                      COM              69331C10        94     2204 SH       SHARED                    2204
D PG^E CORP                      COM              69331C10     38300   897589 SH       SHARED                  464011         433578
D PG^E CORP                      COM              69331C10      4647   108925 SH       SHARED      01          100925           8000
D PG^E CORP                      COM              69331C10      2540    59539 SH       SHARED      02           51947           7592
D PG^E CORP                      COM              69331C10         0      300 SH CALL  SHARED      02             300
D PG^E CORP                      COM              69331C10    120917  2833786 SH       SHARED      04         2833786
D PG^E CORP                      COM              69331C10       388     9110 SH       SHARED      05            9110
D PG^E CORP                      COM              69331C10      1782    41780 SH       SHARED      06           27090          14690
D PG^E CORP                      COM              69331C10      4288   100511 SH       SHARED      10          100511
D PG^E CORP                      COM              69331C10      9516   223035 SH       SHARED      31          223035
D PHH CORP                       NOTE  4.000% 9/0 693320AN      1434  1325000 PRN      SHARED                 1000000         325000
D PHH CORP                       NOTE  6.000% 6/1 693320AQ      3059  1685000 PRN      SHARED                  160000        1525000
D PHH CORP                       COM NEW          69332020     11050   543022 SH       SHARED                  543022
D PHH CORP                       COM NEW          69332020         0        8 SH       SHARED      02               8
D PHH CORP                       COM NEW          69332020        12     8945 SH CALL  SHARED      02            8945
D PHH CORP                       COM NEW          69332020       325    16000 SH       SHARED      10           16000
D PHI INC                        COM NON VTG      69336T20        62     1980 SH       SHARED                    1980
D PHI INC                        COM NON VTG      69336T20         0        4 SH       SHARED      02               4
D PGT INC                        COM              69336V10         5     1705 SH       SHARED                    1705
D PGT INC                        COM              69336V10         0        4 SH       SHARED      02               4
D PICO HLDGS INC                 COM NEW          69336620       102     4476 SH       SHARED                    4414             62
D PICO HLDGS INC                 COM NEW          69336620         0        5 SH       SHARED      02               5
D PICO HLDGS INC                 COM NEW          69336620        66     2900 SH       SHARED      10            2900
D PICO HLDGS INC                 COM NEW          69336620       148     6500 SH       SHARED      23                           6500
D PLX TECHNOLOGY INC             COM              69341710        10     1876 SH       SHARED                    1876
D PLX TECHNOLOGY INC             COM              69341710         0        7 SH       SHARED      02               7
D PLX TECHNOLOGY INC             COM              69341710       118    20600 SH       SHARED      10           20600
D PMC-SIERRA INC                 COM              69344F10      1507   268938 SH       SHARED                  268938
D PMC-SIERRA INC                 COM              69344F10         0      165 SH       SHARED      02               7            158
D PMC-SIERRA INC                 COM              69344F10     20965  3740480 SH       SHARED      10         3740480
D PMFG INC                       COM              69345P10       428    53018 SH       SHARED                   53018
D PMFG INC                       COM              69345P10         0        3 SH       SHARED      02               3
D PMFG INC                       COM              69345P10        21     2700 SH       SHARED      10            2700
D PNC FINL SVCS GROUP INC        COM              69347510       294     4672 SH       SHARED                    4192            480
D PNC FINL SVCS GROUP INC        COM              69347510     68028  1078103 SH       SHARED                 1078103
D PNC FINL SVCS GROUP INC        COM              69347510     18290   289870 SH       SHARED      01          259406          30464
D PNC FINL SVCS GROUP INC        COM              69347510      1748    27703 SH       SHR/OTHR    01                          27703
D PNC FINL SVCS GROUP INC        COM              69347510     14264   226054 SH       SHARED      02          211467          14587
D PNC FINL SVCS GROUP INC        COM              69347510         0      121 SH CALL  SHARED      02             121
D PNC FINL SVCS GROUP INC        COM              69347510         0      501 SH PUT   SHARED      02             501
D PNC FINL SVCS GROUP INC        COM              69347510     17838   282700 SH       SHARED      04          282700
D PNC FINL SVCS GROUP INC        COM              69347510       289     4582 SH       SHARED      05            4582
D PNC FINL SVCS GROUP INC        COM              69347510      3223    51087 SH       SHARED      06           32441          18646
D PNC FINL SVCS GROUP INC        COM              69347510     12983   205765 SH       SHARED      10          203390           2375
D PNC FINL SVCS GROUP INC        COM              69347510      1761    27910 SH       SHARED      20           22040   200     5670
D PNC FINL SVCS GROUP INC        COM              69347510       674    10695 SH       SHR/OTHR    20                          10695
D PNC FINL SVCS GROUP INC        COM              69347510       778    12345 SH       SHARED      21           12260             85
D PNC FINL SVCS GROUP INC        COM              69347510        96     1530 SH       SHR/OTHR    21                           1530
D PNC FINL SVCS GROUP INC        COM              69347510      5681    90037 SH       SHARED      23           83207           6830
D PNC FINL SVCS GROUP INC        COM              69347510      4422    70090 SH       SHR/OTHR    23                          70090
D PNC FINL SVCS GROUP INC        COM              69347510      1880    29800 SH       SHARED      26           29800
D PNC FINL SVCS GROUP INC        COM              69347510       446     7079 SH       SHARED      27            7079
D PNC FINL SVCS GROUP INC        COM              69347510      5699    90321 SH       SHARED      31           90321
D PNC FINL SVCS GROUP INC        *W EXP 12/31/201 69347512      1425   133811 SH       SHARED      02          133811
D POSCO                          SPONSORED ADR    69348310       195     2400 SH       SHARED                    2400
D POSCO                          SPONSORED ADR    69348310       133     1636 SH       SHARED                    1636
D POSCO                          SPONSORED ADR    69348310       774     9503 SH       SHARED      02            9503
D POSCO                          SPONSORED ADR    69348310      1859    22800 SH       SHARED      04           22800
D POSCO                          SPONSORED ADR    69348310       181     2230 SH       SHARED      05            2230
D PNM RES INC                    COM              69349H10      1591    75685 SH       SHARED                   75685
D PNM RES INC                    COM              69349H10        56     2700 SH       SHARED      01            2700
D PNM RES INC                    COM              69349H10        12      582 SH       SHARED      02              12            570
D PNM RES INC                    COM              69349H10       544    25900 SH       SHARED      10           25900
D PPG INDS INC                   COM              69350610        83      726 SH       SHARED                     726
D PPG INDS INC                   COM              69350610     57164   497775 SH       SHARED                  497775
D PPG INDS INC                   COM              69350610      4616    40197 SH       SHARED      01           39697            500
D PPG INDS INC                   COM              69350610       562     4895 SH       SHARED      02             807           4088
D PPG INDS INC                   COM              69350610       103      900 SH       SHARED      04             900
D PPG INDS INC                   COM              69350610       447     3900 SH       SHARED      05            3900
D PPG INDS INC                   COM              69350610      1962    17090 SH       SHARED      06           12330           4760
D PPG INDS INC                   COM              69350610      5902    51395 SH       SHARED      10           51395
D PPG INDS INC                   COM              69350610       309     2696 SH       SHARED      26            2696
D PPG INDS INC                   COM              69350610      1148    10000 SH       SHARED      30           10000
D PPG INDS INC                   COM              69350610      9727    84702 SH       SHARED      31           84702
D PPL CORP                       COM              69351T10       114     3949 SH       SHARED                    3949
D PPL CORP                       COM              69351T10     30491  1049624 SH       SHARED                 1047329           2295
D PPL CORP                       COM              69351T10      4337   149300 SH       SHARED      01          149300
D PPL CORP                       COM              69351T10       306    10562 SH       SHARED      02            1472           9090
D PPL CORP                       COM              69351T10         1     1764 SH CALL  SHARED      02            1764
D PPL CORP                       COM              69351T10       206     7100 SH       SHARED      04            7100
D PPL CORP                       COM              69351T10       483    16660 SH       SHARED      05           16660
D PPL CORP                       COM              69351T10      1749    60220 SH       SHARED      06           40510          19710
D PPL CORP                       COM              69351T10      8935   307586 SH       SHARED      10          307586
D PPL CORP                       COM              69351T10      1606    55305 SH       SHARED      27           55305
D PPL CORP                       COM              69351T10      1016    35000 SH       SHARED      29           35000
D PPL CORP                       UNIT 99/99/9999S 69351T11       167     3055 SH       SHARED                    1755           1300
D PPL CORP                       UNIT 99/99/9999S 69351T11      9034   165173 SH       SHARED      02          165173
D PPL CORP                       UNIT 99/99/9999  69351T60      3108    57719 SH       SHARED      02           57719
D PRGX GLOBAL INC                COM NEW          69357C50         7      886 SH       SHARED                     886
D PRGX GLOBAL INC                COM NEW          69357C50         0        6 SH       SHARED      02               6
D PS BUSINESS PKS INC CALIF      COM              69360J10      5169    77362 SH       SHARED                   77362
D PS BUSINESS PKS INC CALIF      COM              69360J10        13      200 SH       SHARED      01             200
D PS BUSINESS PKS INC CALIF      COM              69360J10        65      973 SH       SHARED      02             973
D PS BUSINESS PKS INC CALIF      COM              69360J10      3464    51850 SH       SHARED      10           51850
D PS BUSINESS PKS INC CALIF      COM              69360J10     73007  1092592 SH       SHARED      11          637485         455107
D PVH CORP                       COM              69365610     14557   155326 SH       SHARED                  155081            245
D PVH CORP                       COM              69365610      1527    16300 SH       SHARED      01           16300
D PVH CORP                       COM              69365610       755     8058 SH       SHARED      02            8002             56
D PVH CORP                       COM              69365610        93     1000 SH       SHARED      04            1000
D PVH CORP                       COM              69365610       215     2300 SH       SHARED      06            2300
D PVH CORP                       COM              69365610       156     1668 SH       SHARED      10            1668
D PVH CORP                       COM              69365610        18      199 SH       SHARED      21             199
D PSS WORLD MED INC              COM              69366A10      1218    53474 SH       SHARED                   53474
D PSS WORLD MED INC              COM              69366A10         2       98 SH       SHARED      02              98
D PSS WORLD MED INC              COM              69366A10      7061   310000 SH       SHARED      04          310000
D PSS WORLD MED INC              COM              69366A10      1167    51250 SH       SHARED      06            1250          50000
D PVR PARTNERS L P               COM UNIT REPTG L 69366510         4      194 SH       SHARED                     194
D PVR PARTNERS L P               COM UNIT REPTG L 69366510       384    15158 SH       SHARED      02                          15158
D PVR PARTNERS L P               COM UNIT REPTG L 69366510         4     5500 SH CALL  SHARED      02            5500
D PACCAR INC                     COM              69371810        39      982 SH       SHARED                     982
D PACCAR INC                     COM              69371810     31206   779781 SH       SHARED                  779781
D PACCAR INC                     COM              69371810      4069   101696 SH       SHARED      01          101696
D PACCAR INC                     COM              69371810        52     1300 SH       SHR/OTHR    01                           1300
D PACCAR INC                     COM              69371810        47     1185 SH       SHARED      02            1185
D PACCAR INC                     COM              69371810         0     1025 SH CALL  SHARED      02            1025
D PACCAR INC                     COM              69371810      4553   113790 SH       SHARED      05          113790
D PACCAR INC                     COM              69371810      1517    37924 SH       SHARED      06           24062          13862
D PACCAR INC                     COM              69371810      7626   190574 SH       SHARED      10          190574
D PACCAR INC                     COM              69371810        17      438 SH       SHR/OTHR    20                            438
D PACCAR INC                     COM              69371810        13      337 SH       SHARED      23             337
D PACCAR INC                     COM              69371810       180     4500 SH       SHR/OTHR    23                           4500
D PACCAR INC                     COM              69371810      2385    59600 SH       SHARED      30           59600
D PACER INTL INC TENN            COM              69373H10       798   200631 SH       SHARED                  200631
D PACER INTL INC TENN            COM              69373H10         0        6 SH       SHARED      02               6
D PACER INTL INC TENN            COM              69373H10        99    25100 SH       SHARED      10           25100
D PACIFIC BIOSCIENCES CALIF IN   COM              69404D10       220   120731 SH       SHARED                  120688             43
D PACIFIC BIOSCIENCES CALIF IN   COM              69404D10         0        6 SH       SHARED      02               6
D PACIFIC BIOSCIENCES CALIF IN   COM              69404D10        17     9400 SH       SHARED      10            9400
D PACIFIC CAP BANCORP NEW        COM NEW          69404P20       181     3953 SH       SHARED                    3253            700
D PACIFIC CAP BANCORP NEW        COM NEW          69404P20         0        3 SH       SHARED      02               3
D PACIFIC CAP BANCORP NEW        COM NEW          69404P20       279     6100 SH       SHARED      10            6100
D PACIFIC COAST OIL TR           UNIT BEN INT     69410310        45     2500 SH       SHARED      01            2500
D PACIFIC CONTINENTAL CORP       COM              69412V10         5      656 SH       SHARED                     656
D PACIFIC CONTINENTAL CORP       COM              69412V10         0        3 SH       SHARED      02               3
D PACIFIC ETHANOL INC            COM NEW          69423U20         1     4393 SH       SHARED                    4393
D PACIFIC ETHANOL INC            COM NEW          69423U20         0        2 SH       SHARED      02               2
D PACIFIC MERCANTILE BANCORP     COM              69455210         2      385 SH       SHARED                     385
D PACIFIC MERCANTILE BANCORP     COM              69455210         0        2 SH       SHARED      02               2
D PACIFIC SUNWEAR CALIF INC      COM              69487310       731   292582 SH       SHARED                  292582
D PACIFIC SUNWEAR CALIF INC      COM              69487310         3     1264 SH       SHR/OTHR    23                           1264
D PACIRA PHARMACEUTICALS INC     COM              69512710       145     8358 SH       SHARED                    8358
D PACIRA PHARMACEUTICALS INC     COM              69512710         0        5 SH       SHARED      02               5
D PACIRA PHARMACEUTICALS INC     COM              69512710      1727    99299 SH       SHARED      04           99299
D PACKAGING CORP AMER            COM              69515610     12358   340444 SH       SHARED                  340444
D PACKAGING CORP AMER            COM              69515610       173     4792 SH       SHARED      02               2           4790
D PACKAGING CORP AMER            COM              69515610         1      225 SH CALL  SHARED      02             225
D PACKAGING CORP AMER            COM              69515610        79     2200 SH       SHARED      10            2200
D PACWEST BANCORP DEL            COM              69526310      1780    76190 SH       SHARED                   73199           2991
D PACWEST BANCORP DEL            COM              69526310         1       75 SH       SHARED      02              75
D PACWEST BANCORP DEL            COM              69526310       282    12100 SH       SHARED      10           12100
D PAIN THERAPEUTICS INC          COM              69562K10      2556   506168 SH       SHARED                  506168
D PAIN THERAPEUTICS INC          COM              69562K10         0       10 SH       SHARED      02              10
D PAIN THERAPEUTICS INC          COM              69562K10        45     9000 SH       SHARED      32            9000
D PALL CORP                      COM              69642930        54      862 SH       SHARED                     862
D PALL CORP                      COM              69642930      8446   133043 SH       SHARED                  133043
D PALL CORP                      COM              69642930      2082    32799 SH       SHARED      01           32799
D PALL CORP                      COM              69642930        74     1174 SH       SHARED      02             639            535
D PALL CORP                      COM              69642930     82673  1302150 SH       SHARED      04         1297100           5050
D PALL CORP                      COM              69642930       629     9910 SH       SHARED      06            5610           4300
D PALL CORP                      COM              69642930      2872    45241 SH       SHARED      10           45241
D PALL CORP                      COM              69642930        19      307 SH       SHARED      21             307
D PALL CORP                      COM              69642930       247     3900 SH       SHR/OTHR    23                           3900
D PALL CORP                      COM              69642930       215     3400 SH       SHARED      30            3400
D PALO ALTO NETWORKS INC         COM              69743510       330     5365 SH       SHARED                    5365
D PALO ALTO NETWORKS INC         COM              69743510       123     2000 SH       SHARED      02                           2000
D PALO ALTO NETWORKS INC         COM              69743510       497     8073 SH       SHARED      04            8073
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930       171    18215 SH       SHARED                   18215
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930         0       57 SH       SHARED      02              57
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930        33     3600 SH       SHARED      10            3600
D PAN AMERICAN SILVER CORP       COM              69790010      9751   454839 SH       SHARED                  454839
D PAN AMERICAN SILVER CORP       COM              69790010       137     6400 SH       SHARED      02             200           6200
D PAN AMERICAN SILVER CORP       COM              69790010      4497   209783 SH       SHARED      04           90858         118925
D PAN AMERICAN SILVER CORP       COM              69790010         2      100 SH       SHARED      05             100
D PAN AMERICAN SILVER CORP       COM              69790010      7774   362614 SH       SHARED      10          362614
D PANASONIC CORP                 ADR              69832A20       314    47913 SH       SHARED                   47913
D PANDORA MEDIA INC              COM              69835410      1478   135027 SH       SHARED                  135027
D PANDORA MEDIA INC              COM              69835410         8      805 SH       SHARED      02             805
D PANDORA MEDIA INC              COM              69835410         0      318 SH CALL  SHARED      02             318
D PANDORA MEDIA INC              COM              69835410        28     2600 SH       SHARED      10            2600
D PANERA BREAD CO                CL A             69840W10      6873    40223 SH       SHARED                   40223
D PANERA BREAD CO                CL A             69840W10       341     2000 SH       SHARED      01            2000
D PANERA BREAD CO                CL A             69840W10       388     2271 SH       SHARED      02              45           2226
D PANERA BREAD CO                CL A             69840W10       119      700 SH       SHARED      10             700
D PANERA BREAD CO                CL A             69840W10      6220    36400 SH       SHARED      29           36400
D PANHANDLE OIL AND GAS INC      CL A             69847710         9      296 SH       SHARED                     296
D PANHANDLE OIL AND GAS INC      CL A             69847710         0        2 SH       SHARED      02               2
D PANTRY INC                     COM              69865710        54     3747 SH       SHARED                    3747
D PANTRY INC                     COM              69865710         0        3 SH       SHARED      02               3
D PAPA JOHNS INTL INC            COM              69881310      1530    28654 SH       SHARED                   28512            142
D PAPA JOHNS INTL INC            COM              69881310       900    16864 SH       SHARED      01           16864
D PAPA JOHNS INTL INC            COM              69881310         3       65 SH       SHARED      02              42             23
D PAR PHARMACEUTICAL COS INC     COM              69888P10      1424    28500 SH       SHARED                   28500
D PAR PHARMACEUTICAL COS INC     COM              69888P10       359     7200 SH       SHARED      10            7200
D PAR TECHNOLOGY CORP            COM              69888410        61    11300 SH       SHARED      26           11300
D PARAGON SHIPPING INC           CL A             69913R30        15    35000 SH       SHARED      02                          35000
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      2815   129326 SH       SHARED                  127674           1652
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       684    31439 SH       SHARED      01           31439
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      1731    79525 SH       SHR/OTHR    01                          79525
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      2643   121415 SH       SHARED      02            3055         118360
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       306    14100 SH       SHARED      10           14100
D PARAMOUNT GOLD & SILVER CORP   COM              69924P10        58    22058 SH       SHARED                   22058
D PARAMOUNT GOLD & SILVER CORP   COM              69924P10         5     2036 SH       SHARED      02            2036
D PAREXEL INTL CORP              COM              69946210      3259   105957 SH       SHARED                  105957
D PAREXEL INTL CORP              COM              69946210        30     1000 SH       SHARED      01            1000
D PAREXEL INTL CORP              COM              69946210        67     2196 SH       SHARED      02            2196
D PAREXEL INTL CORP              COM              69946210       316    10300 SH       SHARED      32           10300
D PARK ELECTROCHEMICAL CORP      COM              70041620       410    16534 SH       SHARED                   14874           1660
D PARK ELECTROCHEMICAL CORP      COM              70041620         1       56 SH       SHARED      02              56
D PARK ELECTROCHEMICAL CORP      COM              70041620       211     8500 SH       SHARED      10            8500
D PARK NATL CORP                 COM              70065810       196     2810 SH       SHARED                    2810
D PARK NATL CORP                 COM              70065810        42      600 SH       SHARED      01             600
D PARK NATL CORP                 COM              70065810         0        1 SH       SHARED      02               1
D PARK NATL CORP                 COM              70065810       560     8000 SH       SHARED      10            8000
D PARK OHIO HLDGS CORP           COM              70066610        28     1319 SH       SHARED                    1319
D PARK STERLING CORP             COM              70086Y10       173    35095 SH       SHARED                   35095
D PARK STERLING CORP             COM              70086Y10        96    19500 SH       SHARED      01           19500
D PARK STERLING CORP             COM              70086Y10         0        6 SH       SHARED      02               6
D PARK STERLING CORP             COM              70086Y10        61    12400 SH       SHARED      10           12400
D PARKE BANCORP INC              COM              70088510         1      200 SH       SHARED      02             200
D PARKER DRILLING CO             COM              70108110       167    39705 SH       SHARED                   39705
D PARKER DRILLING CO             COM              70108110       465   109970 SH       SHARED      01           95770          14200
D PARKER DRILLING CO             COM              70108110       664   157000 SH       SHR/OTHR    01                         157000
D PARKER DRILLING CO             COM              70108110       622   147200 SH       SHARED      02          146700            500
D PARKER DRILLING CO             COM              70108110       100    23700 SH       SHARED      10           23700
D PARKER DRILLING CO             COM              70108110       128    30400 SH       SHARED      26           30400
D PARKER HANNIFIN CORP           COM              70109410       115     1379 SH       SHARED                    1179            200
D PARKER HANNIFIN CORP           COM              70109410     46624   557840 SH       SHARED                  554195           3645
D PARKER HANNIFIN CORP           COM              70109410     14743   176400 SH       SHARED      01          139786   150    36464
D PARKER HANNIFIN CORP           COM              70109410      3195    38231 SH       SHR/OTHR    01                          38231
D PARKER HANNIFIN CORP           COM              70109410      4830    57790 SH       SHARED      02           51598           6192
D PARKER HANNIFIN CORP           COM              70109410       626     7500 SH       SHARED      04            7500
D PARKER HANNIFIN CORP           COM              70109410        67      805 SH       SHARED      05             805
D PARKER HANNIFIN CORP           COM              70109410      2050    24535 SH       SHARED      06           18785           5750
D PARKER HANNIFIN CORP           COM              70109410      5876    70308 SH       SHARED      10           69287           1021
D PARKER HANNIFIN CORP           COM              70109410      1556    18626 SH       SHARED      20           15309    80     3237
D PARKER HANNIFIN CORP           COM              70109410        17      215 SH       SHR/OTHR    20                            215
D PARKER HANNIFIN CORP           COM              70109410       178     2135 SH       SHARED      21            2135
D PARKER HANNIFIN CORP           COM              70109410        20      250 SH       SHR/OTHR    21                            250
D PARKER HANNIFIN CORP           COM              70109410      3102    37120 SH       SHARED      23           32725           4395
D PARKER HANNIFIN CORP           COM              70109410      2188    26190 SH       SHR/OTHR    23                          26190
D PARKER HANNIFIN CORP           COM              70109410      1119    13400 SH       SHARED      26           13400
D PARKER HANNIFIN CORP           COM              70109410       216     2593 SH       SHARED      27            2593
D PARKERVISION INC               COM              70135410         7     3215 SH       SHARED                    3215
D PARKERVISION INC               COM              70135410         0       20 SH       SHARED      02              20
D PARKWAY PPTYS INC              COM              70159Q10       476    35674 SH       SHARED                   35674
D PARKWAY PPTYS INC              COM              70159Q10        26     2000 SH       SHARED      01            2000
D PARKWAY PPTYS INC              COM              70159Q10         0       38 SH       SHARED      02              38
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10       902   171913 SH       SHARED                  171913
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10         1      310 SH       SHARED      02                            310
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10        11     2108 SH       SHARED      21            2108
D PATRICK INDS INC               COM              70334310       522    33755 SH       SHARED                   33755
D PATRICK INDS INC               COM              70334310         0        2 SH       SHARED      02               2
D PATRIOT TRANSN HLDG INC        COM              70337B10         6      230 SH       SHARED                     230
D PATRIOT TRANSN HLDG INC        COM              70337B10         0        1 SH       SHARED      02               1
D PATTERSON COMPANIES INC        COM              70339510        67     1964 SH       SHARED                    1964
D PATTERSON COMPANIES INC        COM              70339510      3060    89395 SH       SHARED                   88952            443
D PATTERSON COMPANIES INC        COM              70339510       732    21400 SH       SHARED      01           21400
D PATTERSON COMPANIES INC        COM              70339510         4      122 SH       SHARED      02             122
D PATTERSON COMPANIES INC        COM              70339510        23      700 SH       SHARED      04             700
D PATTERSON COMPANIES INC        COM              70339510       207     6050 SH       SHARED      06            3400           2650
D PATTERSON COMPANIES INC        COM              70339510       734    21455 SH       SHARED      10           21455
D PATTERSON COMPANIES INC        COM              70339510        68     2000 SH       SHARED      23                           2000
D PATTERSON UTI ENERGY INC       COM              70348110      6311   398934 SH       SHARED                  396613           2321
D PATTERSON UTI ENERGY INC       COM              70348110        45     2875 SH       SHARED      01            2875
D PATTERSON UTI ENERGY INC       COM              70348110        36     2336 SH       SHARED      02            2336
D PATTERSON UTI ENERGY INC       COM              70348110        23     1500 SH       SHARED      10            1500
D PATTERSON UTI ENERGY INC       COM              70348110       215    13645 SH       SHARED      21           13645
D PAYCHEX INC                    COM              70432610        49     1500 SH       SHARED                    1500
D PAYCHEX INC                    COM              70432610     41970  1260757 SH       SHARED                 1260757
D PAYCHEX INC                    COM              70432610      2868    86180 SH       SHARED      01           86180
D PAYCHEX INC                    COM              70432610        14      450 SH       SHR/OTHR    01                            450
D PAYCHEX INC                    COM              70432610       157     4727 SH       SHARED      02            1432           3295
D PAYCHEX INC                    COM              70432610         2     1120 SH CALL  SHARED      02            1120
D PAYCHEX INC                    COM              70432610        43     1300 SH       SHARED      04            1300
D PAYCHEX INC                    COM              70432610        43     1310 SH       SHARED      05            1310
D PAYCHEX INC                    COM              70432610      1087    32680 SH       SHARED      06           22980           9700
D PAYCHEX INC                    COM              70432610      5643   169527 SH       SHARED      10          169527
D PAYCHEX INC                    COM              70432610      4327   130000 SH       SHARED      20          130000
D PAYCHEX INC                    COM              70432610         6      200 SH       SHARED      21             200
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       609   724000 PRN      SHARED      01          124000         600000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       258   307000 PRN      SHR/OTHR    01                         307000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG      1691  2009000 PRN      SHARED      02         1997000          12000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG      6736  8000000 PRN      SHARED      04         8000000
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       168   200000 PRN      SHARED      23          200000
D PEABODY ENERGY CORP            COM              70454910        58     2643 SH       SHARED                    2643
D PEABODY ENERGY CORP            COM              70454910     14964   671342 SH       SHARED                  668084           3258
D PEABODY ENERGY CORP            COM              70454910      2026    90937 SH       SHARED      01           89490           1447
D PEABODY ENERGY CORP            COM              70454910       154     6933 SH       SHR/OTHR    01                           6933
D PEABODY ENERGY CORP            COM              70454910       422    18971 SH       SHARED      02           12446           6525
D PEABODY ENERGY CORP            COM              70454910         1     2443 SH CALL  SHARED      02            2443
D PEABODY ENERGY CORP            COM              70454910      1679    75333 SH       SHARED      04           75333
D PEABODY ENERGY CORP            COM              70454910         3      150 SH       SHARED      05             150
D PEABODY ENERGY CORP            COM              70454910       453    20350 SH       SHARED      06           11240           9110
D PEABODY ENERGY CORP            COM              70454910      1477    66286 SH       SHARED      10           66286
D PEABODY ENERGY CORP            COM              70454910        10      490 SH       SHARED      20             490
D PEABODY ENERGY CORP            COM              70454910       336    15100 SH       SHARED      26           15100
D PEABODY ENERGY CORP            COM              70454910       490    21990 SH       SHARED      29           21990
D PEAPACK-GLADSTONE FINL CORP    COM              70469910        54     3320 SH       SHARED                    3320
D PEAPACK-GLADSTONE FINL CORP    COM              70469910         0        3 SH       SHARED      02               3
D PEARSON PLC                    SPONSORED ADR    70501510      1053    53921 SH       SHARED                   53827             94
D PEBBLEBROOK HOTEL TR           COM              70509V10      3101   132604 SH       SHARED                  132604
D PEBBLEBROOK HOTEL TR           COM              70509V10         0        9 SH       SHARED      02               9
D PEBBLEBROOK HOTEL TR           COM              70509V10      2201    94122 SH       SHARED      10           94122
D PEBBLEBROOK HOTEL TR           COM              70509V10     44542  1904332 SH       SHARED      11         1138696         765636
D PEERLESS SYS CORP              COM              70553610         0      100 SH       SHARED      02             100
D PEETS COFFEE & TEA INC         COM              70556010      2605    35528 SH       SHARED                   35528
D PEETS COFFEE & TEA INC         COM              70556010         1       26 SH       SHARED      02              26
D PEGASYSTEMS INC                COM              70557310        80     2785 SH       SHARED                    2785
D PEGASYSTEMS INC                COM              70557310         0        4 SH       SHARED      02               4
D PEMBINA PIPELINE CORP          COM              70632710       476    16949 SH       SHARED                   16949
D PEMBINA PIPELINE CORP          COM              70632710        78     2800 SH       SHARED      02            1300           1500
D PEMBINA PIPELINE CORP          COM              70632710         5      203 SH       SHARED      05             203
D PEMBINA PIPELINE CORP          COM              70632710        60     2150 SH       SHARED      06             800           1350
D PEMBINA PIPELINE CORP          COM              70632710       191     6800 SH       SHR/OTHR    23                           6800
D PENDRELL CORP                  COM              70686R10       212   188174 SH       SHARED                  188174
D PENDRELL CORP                  COM              70686R10         5     4824 SH       SHARED      02            4824
D PENGROWTH ENERGY CORP          COM              70706P10      5331   790988 SH       SHARED                  790988
D PENGROWTH ENERGY CORP          COM              70706P10        77    11500 SH       SHARED      02                          11500
D PENGROWTH ENERGY CORP          COM              70706P10       847   125707 SH       SHARED      05          125707
D PENGROWTH ENERGY CORP          COM              70706P10        29     4450 SH       SHR/OTHR    23                           4450
D PENN NATL GAMING INC           COM              70756910      1329    30839 SH       SHARED                   30839
D PENN NATL GAMING INC           COM              70756910       275     6400 SH       SHARED      01            6400
D PENN NATL GAMING INC           COM              70756910        11      258 SH       SHARED      02             155            103
D PENN NATL GAMING INC           COM              70756910         4      100 SH       SHARED      10             100
D PENN VA CORP                   COM              70788210       179    28950 SH       SHARED                   28950
D PENN VA CORP                   COM              70788210        27     4400 SH       SHARED      01            4400
D PENN VA CORP                   COM              70788210         0       83 SH       SHARED      02              83
D PENN VA CORP                   COM              70788210      4209   679000 SH       SHARED      04          679000
D PENN VA CORP                   COM              70788210      3141   506710 SH       SHARED      05          506710
D PENN VA CORP                   COM              70788210       367    59300 SH       SHARED      10           59300
D PENN WEST PETE LTD NEW         COM              70788710        38     2700 SH       SHARED                    2700
D PENN WEST PETE LTD NEW         COM              70788710       243    17119 SH       SHARED                   17119
D PENN WEST PETE LTD NEW         COM              70788710       180    12700 SH       SHARED      02                          12700
D PENN WEST PETE LTD NEW         COM              70788710         4      315 SH       SHARED      05             315
D PENN WEST PETE LTD NEW         COM              70788710       750    52710 SH       SHARED      06           50910           1800
D PENNANTPARK FLOATING RATE CA   COM              70806A10        13     1046 SH       SHARED      02                           1046
D PENNANTPARK INVT CORP          COM              70806210      2426   228728 SH       SHARED                  228688             40
D PENNANTPARK INVT CORP          COM              70806210         0        8 SH       SHARED      02               8
D PENNANTPARK INVT CORP          COM              70806210      1260   118800 SH       SHARED      10          118800
D PENNEY J C INC                 COM              70816010    119062  4901710 SH       SHARED                 4901710
D PENNEY J C INC                 COM              70816010      1305    53742 SH       SHARED      01           49742           4000
D PENNEY J C INC                 COM              70816010       986    40617 SH       SHARED      02           37647           2970
D PENNEY J C INC                 COM              70816010         5     5400 SH CALL  SHARED      02            5400
D PENNEY J C INC                 COM              70816010        14    10650 SH PUT   SHARED      02           10650
D PENNEY J C INC                 COM              70816010         2      100 SH       SHARED      05             100
D PENNEY J C INC                 COM              70816010       302    12440 SH       SHARED      06            8440           4000
D PENNEY J C INC                 COM              70816010      1109    45664 SH       SHARED      10           45664
D PENNS WOODS BANCORP INC        COM              70843010        19      440 SH       SHARED                     440
D PENNS WOODS BANCORP INC        COM              70843010       394     8900 SH       SHARED      10            8900
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210      3056   192716 SH       SHARED                  192716
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210       161    10200 SH       SHARED      01           10200
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210        81     5143 SH       SHARED      02             143           5000
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210     21238  1339105 SH       SHARED      10         1339105
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210     15151   955309 SH       SHARED      11          492300         463009
D PENNYMAC MTG INVT TR           COM              70931T10      7926   339164 SH       SHARED                  339164
D PENNYMAC MTG INVT TR           COM              70931T10       779    33360 SH       SHARED      02              10          33350
D PENNYMAC MTG INVT TR           COM              70931T10       177     7600 SH       SHARED      26            7600
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10      2867    95293 SH       SHARED                   95293
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       944    31375 SH       SHARED      01           31375
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10         0        8 SH       SHARED      02               8
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       147     4900 SH       SHARED      10            4900
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10      1861    61868 SH       SHARED      31           61868
D PENTAIR INC                    COM              70963110      9127   205062 SH       SHARED                  204829            233
D PENTAIR INC                    COM              70963110      1037    23300 SH       SHARED      01           23300
D PENTAIR INC                    COM              70963110      5657   127115 SH       SHARED      02          127115
D PENTAIR INC                    COM              70963110       569    12800 SH       SHARED      04           12800
D PENTAIR INC                    COM              70963110      2140    48100 SH       SHARED      05           48100
D PENTAIR INC                    COM              70963110       133     3000 SH       SHARED      06            3000
D PENTAIR INC                    COM              70963110      1780    40000 SH       SHARED      30           40000
D PEOPLES BANCORP INC            COM              70978910        36     1609 SH       SHARED                    1609
D PEOPLES BANCORP INC            COM              70978910         0        2 SH       SHARED      02               2
D PEOPLES BANCORP INC            COM              70978910       183     8000 SH       SHARED      26            8000
D PEOPLES FED BANCSHARES INC     COM              71103710         3      220 SH       SHARED                     220
D PEOPLES FED BANCSHARES INC     COM              71103710         3      201 SH       SHARED      02             201
D PEOPLES UNITED FINANCIAL INC   COM              71270410        71     5873 SH       SHARED                    5873
D PEOPLES UNITED FINANCIAL INC   COM              71270410      8459   696835 SH       SHARED                  696835
D PEOPLES UNITED FINANCIAL INC   COM              71270410      2090   172215 SH       SHARED      01          159775          12440
D PEOPLES UNITED FINANCIAL INC   COM              71270410       306    25236 SH       SHR/OTHR    01                          25236
D PEOPLES UNITED FINANCIAL INC   COM              71270410         3      329 SH       SHARED      02             329
D PEOPLES UNITED FINANCIAL INC   COM              71270410         2      180 SH       SHARED      05             180
D PEOPLES UNITED FINANCIAL INC   COM              71270410       281    23220 SH       SHARED      06           10900          12320
D PEOPLES UNITED FINANCIAL INC   COM              71270410      3650   300732 SH       SHARED      10          300732
D PEOPLES UNITED FINANCIAL INC   COM              71270410        37     3120 SH       SHARED      20            3120
D PEOPLES UNITED FINANCIAL INC   COM              71270410        36     3000 SH       SHARED      21            3000
D PEOPLES UNITED FINANCIAL INC   COM              71270410       141    11650 SH       SHARED      23           11350            300
D PEOPLES UNITED FINANCIAL INC   COM              71270410        94     7800 SH       SHR/OTHR    23                           7800
D PEP BOYS MANNY MOE & JACK      COM              71327810      1404   137944 SH       SHARED                  135644           2300
D PEP BOYS MANNY MOE & JACK      COM              71327810         0       97 SH       SHARED      02              97
D PEP BOYS MANNY MOE & JACK      COM              71327810       173    17000 SH       SHARED      10           17000
D PEP BOYS MANNY MOE & JACK      COM              71327810        30     3000 SH       SHARED      23                           3000
D PEP BOYS MANNY MOE & JACK      COM              71327810        10     1000 SH       SHR/OTHR    23                           1000
D PEPCO HOLDINGS INC             COM              71329110      8175   432581 SH       SHARED                  428508           4073
D PEPCO HOLDINGS INC             COM              71329110      1141    60420 SH       SHARED      01           60420
D PEPCO HOLDINGS INC             COM              71329110       145     7706 SH       SHARED      02            4956           2750
D PEPCO HOLDINGS INC             COM              71329110       189    10000 SH       SHARED      04           10000
D PEPCO HOLDINGS INC             COM              71329110       285    15100 SH       SHARED      05           15100
D PEPCO HOLDINGS INC             COM              71329110    107854  5706600 SH       SHARED      06            6400        5700200
D PEPCO HOLDINGS INC             COM              71329110      2085   110324 SH       SHARED      10          110324
D PEPCO HOLDINGS INC             COM              71329110      1031    54568 SH       SHARED      27           54568
D PEPSICO INC                    COM              71344810      3248    45896 SH       SHARED                   45466            430
D PEPSICO INC                    COM              71344810    159313  2251147 SH       SHARED                 2213287          37860
D PEPSICO INC                    COM              71344810         2     4015 SH CALL  SHARED                    4015
D PEPSICO INC                    COM              71344810         0      200 SH PUT   SHARED                     200
D PEPSICO INC                    COM              71344810     63969   903907 SH       SHARED      01          778104   300   125503
D PEPSICO INC                    COM              71344810      5729    80959 SH       SHR/OTHR    01                          80959
D PEPSICO INC                    COM              71344810     22143   312897 SH       SHARED      02          229977          82920
D PEPSICO INC                    COM              71344810        25    14263 SH CALL  SHARED      02           14263
D PEPSICO INC                    COM              71344810         1     1399 SH PUT   SHARED      02            1399
D PEPSICO INC                    COM              71344810       996    14077 SH       SHARED      04            6000           8077
D PEPSICO INC                    COM              71344810    144953  2048235 SH       SHARED      04         2038715           9520
D PEPSICO INC                    COM              71344810      1169    16527 SH       SHARED      05           16527
D PEPSICO INC                    COM              71344810     10491   148243 SH       SHARED      06           94100          54143
D PEPSICO INC                    COM              71344810     40980   579065 SH       SHARED      10          576852           2213
D PEPSICO INC                    COM              71344810      3194    45139 SH       SHARED      20           33829   190    11120
D PEPSICO INC                    COM              71344810       846    11967 SH       SHR/OTHR    20                          11967
D PEPSICO INC                    COM              71344810      7578   107085 SH       SHARED      21          107085
D PEPSICO INC                    COM              71344810       479     6780 SH       SHR/OTHR    21                           6780
D PEPSICO INC                    COM              71344810     13407   189452 SH       SHARED      23          173632          15820
D PEPSICO INC                    COM              71344810     17267   243993 SH       SHR/OTHR    23                         243993
D PEPSICO INC                    COM              71344810      3140    44381 SH       SHARED      26           44381
D PEPSICO INC                    COM              71344810      3023    42724 SH       SHARED      27           42724
D PEPSICO INC                    COM              71344810      1129    15960 SH       SHARED      29           15960
D PEPSICO INC                    COM              71344810      3354    47400 SH       SHARED      30           47400
D PEPSICO INC                    COM              71344810     13368   188897 SH       SHARED      31          188897
D PEREGRINE SEMICONDUCTOR CORP   COM              71366R70       809    47774 SH       SHARED                   47774
D PEREGRINE SEMICONDUCTOR CORP   COM              71366R70         0        1 SH       SHARED      02               1
D PEREGRINE PHARMACEUTICALS IN   COM NEW          71366130         0        1 SH       SHARED      02               1
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10      1387   127772 SH       SHARED                  117072          10700
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10         3      324 SH       SHARED      02             324
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10      1411   130000 SH       SHARED      06                         130000
D PERFICIENT INC                 COM              71375U10       301    24968 SH       SHARED                   24968
D PERFICIENT INC                 COM              71375U10       302    25085 SH       SHARED      01           25085
D PERFICIENT INC                 COM              71375U10       734    60855 SH       SHR/OTHR    01                          60855
D PERFICIENT INC                 COM              71375U10         8      663 SH       SHARED      02              63            600
D PERFICIENT INC                 COM              71375U10       114     9500 SH       SHARED      10            9500
D PERFUMANIA HLDGS INC           COM NEW          71376C10        54     7512 SH       SHARED                    7512
D PERFUMANIA HLDGS INC           COM NEW          71376C10         0        1 SH       SHARED      02               1
D PERFORMANCE TECHNOLOGIES INC   COM              71376K10         0      400 SH       SHARED      02             400
D PERFORMANT FINL CORP           COM              71377E10        12     1128 SH       SHARED                    1128
D PERFORMANT FINL CORP           COM              71377E10         0        2 SH       SHARED      02               2
D PERFORMANT FINL CORP           COM              71377E10       915    85300 SH       SHARED      04           85300
D PERICOM SEMICONDUCTOR CORP     COM              71383110       143    16576 SH       SHARED                   16576
D PERICOM SEMICONDUCTOR CORP     COM              71383110         0       70 SH       SHARED      02              70
D PERKINELMER INC                COM              71404610        21      735 SH       SHARED                     735
D PERKINELMER INC                COM              71404610     26522   899987 SH       SHARED                  899987
D PERKINELMER INC                COM              71404610         2       91 SH       SHARED      02              91
D PERKINELMER INC                COM              71404610       326    11077 SH       SHARED      04           11077
D PERKINELMER INC                COM              71404610        10      370 SH       SHARED      05             370
D PERKINELMER INC                COM              71404610       113     3850 SH       SHARED      06            1150           2700
D PERKINELMER INC                COM              71404610     22151   751648 SH       SHARED      10          751648
D PERKINELMER INC                COM              71404610       212     7200 SH       SHARED      23            7200
D PERMA-FIX ENVIRONMENTAL SVCS   COM              71415710         0      700 SH       SHARED      02             700
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610       397    25900 SH       SHARED                   25900
D PERNIX THERAPEUTICS HLDGS IN   COM              71426V10         3      417 SH       SHARED                     417
D PERNIX THERAPEUTICS HLDGS IN   COM              71426V10        14     2000 SH       SHARED      01            2000
D PERNIX THERAPEUTICS HLDGS IN   COM              71426V10         0        3 SH       SHARED      02               3
D PERRIGO CO                     COM              71429010     52023   447824 SH       SHARED                  447824
D PERRIGO CO                     COM              71429010      2494    21475 SH       SHARED      01           21475
D PERRIGO CO                     COM              71429010        36      315 SH       SHARED      02             215            100
D PERRIGO CO                     COM              71429010     10878    93641 SH       SHARED      04           93641
D PERRIGO CO                     COM              71429010        52      450 SH       SHARED      05             450
D PERRIGO CO                     COM              71429010       592     5100 SH       SHARED      06            2600           2500
D PERRIGO CO                     COM              71429010      3011    25924 SH       SHARED      10           25924
D PERRIGO CO                     COM              71429010       290     2500 SH       SHARED      20            2500
D PERRIGO CO                     COM              71429010         9       80 SH       SHARED      21                             80
D PERRIGO CO                     COM              71429010       151     1300 SH       SHARED      26            1300
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410       620    15931 SH       SHARED                   15931
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410       194     5000 SH       SHARED      05            5000
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410      2919    75000 SH       SHARED      06                          75000
D PERVASIVE SOFTWARE INC         COM              71571010         8      984 SH       SHARED                     984
D PERVASIVE SOFTWARE INC         COM              71571010         0        3 SH       SHARED      02               3
D PETMED EXPRESS INC             COM              71638210      1619   161314 SH       SHARED                  160508            806
D PETMED EXPRESS INC             COM              71638210         0       39 SH       SHARED      02              39
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        71      550 SH       SHARED                     550
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10     10393    80471 SH       SHARED                   80471
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       103      800 SH       SHARED      01                            800
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        49      384 SH       SHARED      02             184            200
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       258     2000 SH       SHARED      23            2000
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       645     5000 SH       SHR/OTHR    23                           5000
D PETROBRAS ARGENTINA S A        SPONS ADR        71646J10        83     9113 SH       SHARED                    9113
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      1696    76855 SH       SHARED                   73405           3450
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10         8      400 SH       SHARED      02                            400
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      2913   132000 SH       SHARED      04          132000
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10      1323    59960 SH       SHARED      06           59960
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10     12502   566500 SH       SHARED      31          566500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       535    23341 SH       SHARED                   23341
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     70056  3054585 SH       SHARED                 3053285           1300
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40         2     1700 SH CALL  SHARED                    1700
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       417    18200 SH       SHARED      01                          18200
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      7263   316687 SH       SHARED      02          269773          46914
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        23     6000 SH CALL  SHARED      02            6000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       105     4600 SH       SHARED      04                           4600
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      6719   293000 SH       SHARED      04          293000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       252    11000 SH       SHARED      05           11000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      4587   200000 SH       SHARED      05          200000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      2327   101500 SH       SHARED      06            1500         100000
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        33     1450 SH       SHR/OTHR    23                           1450
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       118     5146 SH       SHARED      31            5146
D PETROQUEST ENERGY INC          COM              71674810       232    34658 SH       SHARED                   34658
D PETROQUEST ENERGY INC          COM              71674810        34     5125 SH       SHARED      01            5125
D PETROQUEST ENERGY INC          COM              71674810        14     2102 SH       SHARED      02             102           2000
D PETROQUEST ENERGY INC          COM              71674810       254    38000 SH       SHARED      05           38000
D PETROQUEST ENERGY INC          COM              71674810       138    20600 SH       SHARED      10           20600
D PETSMART INC                   COM              71676810      8436   122310 SH       SHARED                  122159            151
D PETSMART INC                   COM              71676810         0      227 SH PUT   SHARED                     227
D PETSMART INC                   COM              71676810      1869    27100 SH       SHARED      01           27100
D PETSMART INC                   COM              71676810       188     2736 SH       SHARED      02             136           2600
D PETSMART INC                   COM              71676810         6      100 SH       SHARED      05             100
D PETSMART INC                   COM              71676810       660     9580 SH       SHARED      06            9580
D PETSMART INC                   COM              71676810       186     2700 SH       SHARED      10            2700
D PETSMART INC                   COM              71676810        10      150 SH       SHARED      21                            150
D PETSMART INC                   COM              71676810      2690    39000 SH       SHARED      29           39000
D PETSMART INC                   COM              71676810      1131    16400 SH       SHARED      30           16400
D PHARMACYCLICS INC              COM              71693310       638     9896 SH       SHARED                    9101            795
D PHARMACYCLICS INC              COM              71693310       311     4830 SH       SHARED      01            3930            900
D PHARMACYCLICS INC              COM              71693310       638     9900 SH       SHR/OTHR    01                           9900
D PHARMACYCLICS INC              COM              71693310        12      197 SH       SHARED      02             164             33
D PHARMACYCLICS INC              COM              71693310       141     2200 SH       SHARED      10            2200
D PHARMACYCLICS INC              COM              71693310        10      163 SH       SHARED      21             163
D PHARMACYCLICS INC              COM              71693310      2451    38000 SH       SHARED      26           38000
D PFIZER INC                     COM              71708110      9554   384483 SH       SHARED                  141479         243004
D PFIZER INC                     COM              71708110    742373 29874192 SH       SHARED                26856304        3017899
D PFIZER INC                     COM              71708110         0       41 SH CALL  SHARED                      41
D PFIZER INC                     COM              71708110         1     2250 SH PUT   SHARED                    2250
D PFIZER INC                     COM              71708110     67121  2701061 SH       SHARED      01         2369666         331395
D PFIZER INC                     COM              71708110      2550   102637 SH       SHR/OTHR    01                         102637
D PFIZER INC                     COM              71708110     22201   893428 SH       SHARED      02          416432         476996
D PFIZER INC                     COM              71708110        85    30058 SH CALL  SHARED      02           30058
D PFIZER INC                     COM              71708110         0     4831 SH PUT   SHARED      02            4831
D PFIZER INC                     COM              71708110      1438    57904 SH       SHARED      04           29669          28235
D PFIZER INC                     COM              71708110    465930 18749728 SH       SHARED      04        18721168          28560
D PFIZER INC                     COM              71708110      2812   113189 SH       SHARED      05          113189
D PFIZER INC                     COM              71708110     33311  1340517 SH       SHARED      06          677481         663036
D PFIZER INC                     COM              71708110     70376  2832042 SH       SHARED      10         2832042
D PFIZER INC                     COM              71708110       479    19300 SH       SHARED      15           19300
D PFIZER INC                     COM              71708110       952    38312 SH       SHARED      20           35025           3287
D PFIZER INC                     COM              71708110       815    32834 SH       SHR/OTHR    20                          32834
D PFIZER INC                     COM              71708110        62     2516 SH       SHARED      21            2300            216
D PFIZER INC                     COM              71708110      2708   109000 SH       SHR/OTHR    21                         109000
D PFIZER INC                     COM              71708110      6837   275151 SH       SHARED      23          238099          37052
D PFIZER INC                     COM              71708110      8195   329783 SH       SHR/OTHR    23                         329783
D PFIZER INC                     COM              71708110      2419    97370 SH       SHARED      26           97370
D PFIZER INC                     COM              71708110      4529   182280 SH       SHARED      27          182280
D PFIZER INC                     COM              71708110      4987   200705 SH       SHARED      29          200705
D PFIZER INC                     COM              71708110     29257  1177364 SH       SHARED      31         1177364
D PFIZER INC                     COM              71708110       360    14504 SH       SHARED      32           14504
D PFSWEB INC                     COM NEW          71709820         5     2023 SH       SHARED      02               2           2021
D PHARMERICA CORP                COM              71714F10      1184    93537 SH       SHARED                   93537
D PHARMERICA CORP                COM              71714F10       117     9300 SH       SHARED      01            9300
D PHARMERICA CORP                COM              71714F10         2      230 SH       SHARED      02             230
D PHARMERICA CORP                COM              71714F10       319    25200 SH       SHARED      26           25200
D PHARMATHENE INC                COM              71714G10         1      918 SH       SHARED                     918
D PHILIP MORRIS INTL INC         COM              71817210       294     3278 SH       SHARED                    3128            150
D PHILIP MORRIS INTL INC         COM              71817210    186616  2074899 SH       SHARED                 1641073         433826
D PHILIP MORRIS INTL INC         COM              71817210         1     1167 SH CALL  SHARED                    1167
D PHILIP MORRIS INTL INC         COM              71817210     53307   592701 SH       SHARED      01          505203          87498
D PHILIP MORRIS INTL INC         COM              71817210    184177  2047782 SH       SHR/OTHR    01                        2047782
D PHILIP MORRIS INTL INC         COM              71817210      4220    46929 SH       SHARED      02            7946          38983
D PHILIP MORRIS INTL INC         COM              71817210         4      691 SH CALL  SHARED      02             691
D PHILIP MORRIS INTL INC         COM              71817210         0      371 SH PUT   SHARED      02             371
D PHILIP MORRIS INTL INC         COM              71817210       365     4065 SH       SHARED      04            4065
D PHILIP MORRIS INTL INC         COM              71817210    255261  2838129 SH       SHARED      04         2838129
D PHILIP MORRIS INTL INC         COM              71817210       987    10980 SH       SHARED      05           10980
D PHILIP MORRIS INTL INC         COM              71817210     16411   182470 SH       SHARED      06          123790          58680
D PHILIP MORRIS INTL INC         COM              71817210     51436   571893 SH       SHARED      10          571893
D PHILIP MORRIS INTL INC         COM              71817210        54      610 SH       SHARED      20             560             50
D PHILIP MORRIS INTL INC         COM              71817210      1124    12500 SH       SHR/OTHR    20                          12500
D PHILIP MORRIS INTL INC         COM              71817210        49      550 SH       SHARED      21             550
D PHILIP MORRIS INTL INC         COM              71817210         9      111 SH       SHR/OTHR    21                            111
D PHILIP MORRIS INTL INC         COM              71817210      2071    23037 SH       SHARED      23           23037
D PHILIP MORRIS INTL INC         COM              71817210      1346    14966 SH       SHR/OTHR    23                          14966
D PHILIP MORRIS INTL INC         COM              71817210       255     2839 SH       SHARED      27            2839
D PHILIP MORRIS INTL INC         COM              71817210     15063   167480 SH       SHARED      29          167480
D PHILIP MORRIS INTL INC         COM              71817210       152     1700 SH       SHARED      30            1700
D PHILIP MORRIS INTL INC         COM              71817210     17307   192431 SH       SHARED      31          192431
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        99     1500 SH       SHARED                    1500
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        66     1010 SH       SHARED      02                           1010
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        99     1500 SH       SHARED      04            1500
D PHILLIPS 66                    COM              71854610        68     1487 SH       SHARED                    1487
D PHILLIPS 66                    COM              71854610     97684  2106630 SH       SHARED                 1895400         211230
D PHILLIPS 66                    COM              71854610      8385   180837 SH       SHARED      01          166303          14534
D PHILLIPS 66                    COM              71854610        50     1095 SH       SHR/OTHR    01                           1095
D PHILLIPS 66                    COM              71854610       404     8716 SH       SHARED      02             247           8469
D PHILLIPS 66                    COM              71854610         0      109 SH CALL  SHARED      02             109
D PHILLIPS 66                    COM              71854610         0        9 SH PUT   SHARED      02               9
D PHILLIPS 66                    COM              71854610       405     8746 SH       SHARED      04            8746
D PHILLIPS 66                    COM              71854610     63663  1372943 SH       SHARED      04         1372943
D PHILLIPS 66                    COM              71854610       210     4545 SH       SHARED      05            4545
D PHILLIPS 66                    COM              71854610      5312   114575 SH       SHARED      06           63400          51175
D PHILLIPS 66                    COM              71854610      9817   211716 SH       SHARED      10          211716
D PHILLIPS 66                    COM              71854610       248     5350 SH       SHARED      15            5350
D PHILLIPS 66                    COM              71854610        13      300 SH       SHR/OTHR    20                            300
D PHILLIPS 66                    COM              71854610        15      324 SH       SHARED      21             300             24
D PHILLIPS 66                    COM              71854610       182     3934 SH       SHR/OTHR    21                           3934
D PHILLIPS 66                    COM              71854610       116     2521 SH       SHARED      23            2271            250
D PHILLIPS 66                    COM              71854610       727    15698 SH       SHR/OTHR    23                          15698
D PHILLIPS 66                    COM              71854610       478    10325 SH       SHARED      26           10325
D PHILLIPS 66                    COM              71854610      2318    50000 SH       SHARED      30           50000
D PHILLIPS 66                    COM              71854610      5102   110045 SH       SHARED      31          110045
D PHOENIX COS INC NEW            COM NEW          71902E60       109     3556 SH       SHARED                    3056            500
D PHOENIX COS INC NEW            COM NEW          71902E60        15      520 SH       SHARED      01             520
D PHOENIX COS INC NEW            COM NEW          71902E60         0        3 SH       SHARED      02               3
D PHOENIX COS INC NEW            COM NEW          71902E60         0        8 SH       SHARED      23               8
D PHOENIX COS INC NEW            COM NEW          71902E60        99     3255 SH       SHARED      26            3255
D PHOENIX NEW MEDIA LTD          SPONSORED ADS    71910C10       173    50605 SH       SHARED                   50605
D PHOTOMEDEX INC                 COM PAR $0.01    71935830         7      543 SH       SHARED                     543
D PHOTOMEDEX INC                 COM PAR $0.01    71935830         0        3 SH       SHARED      02               3
D PHOTRONICS INC                 COM              71940510        30     5674 SH       SHARED                    5674
D PHOTRONICS INC                 COM              71940510        53    10000 SH       SHARED      01            1400           8600
D PHOTRONICS INC                 COM              71940510         0       10 SH       SHARED      02              10
D PHOTRONICS INC                 COM              71940510       169    31500 SH       SHARED      10           31500
D PHOTRONICS INC                 COM              71940510       106    19800 SH       SHARED      26           19800
D PHYSICIANS FORMULA HLDGS INC   COM              71942710         2      450 SH       SHARED      02                            450
D PIEDMONT NAT GAS INC           COM              72018610      3775   116231 SH       SHARED                  115796            435
D PIEDMONT NAT GAS INC           COM              72018610        32     1000 SH       SHARED      01            1000
D PIEDMONT NAT GAS INC           COM              72018610       140     4320 SH       SHARED      02            2328           1992
D PIEDMONT NAT GAS INC           COM              72018610       701    21600 SH       SHARED      10           21600
D PIEDMONT NAT GAS INC           COM              72018610       141     4350 SH       SHR/OTHR    23                           4350
D PIEDMONT OFFICE REALTY TR IN   COM CL A         72019020      3019   174137 SH       SHARED                  174137
D PIEDMONT OFFICE REALTY TR IN   COM CL A         72019020       670    38655 SH       SHARED      02           38655
D PIER 1 IMPORTS INC             COM              72027910       205    10962 SH       SHARED                   10762            200
D PIER 1 IMPORTS INC             COM              72027910        94     5027 SH       SHARED      02              27           5000
D PIER 1 IMPORTS INC             COM              72027910       575    30700 SH       SHARED      10           30700
D PIKE ELEC CORP                 COM              72128310        25     3159 SH       SHARED                    3159
D PIKE ELEC CORP                 COM              72128310         0        3 SH       SHARED      02               3
D PIKE ELEC CORP                 COM              72128310        12     1600 SH       SHARED      10            1600
D PILGRIMS PRIDE CORP NEW        COM              72147K10        34     6750 SH       SHARED                    6750
D PILGRIMS PRIDE CORP NEW        COM              72147K10         3      615 SH       SHARED      02             615
D PILGRIMS PRIDE CORP NEW        COM              72147K10        43     8500 SH       SHARED      10            8500
D PIMCO CORPORATE INCOME STRAT   COM              72200U10        23     1269 SH       SHARED      02                           1269
D PIMCO MUN INCOME FD II         COM              72200W10       132    10000 SH       SHARED      01                          10000
D PIMCO CORPORATE & INCOME OPP   COM              72201B10        77     3870 SH       SHARED      02                           3870
D PIMCO INCOME STRATEGY FUND I   COM              72201J10        34     3000 SH       SHARED      02                           3000
D PIMCO ETF TR                   1-5 US TIP IDX   72201R20       374     6954 SH       SHARED      02            6954
D PIMCO ETF TR                   1-5 US TIP IDX   72201R20       127     2371 SH       SHARED      04                           2371
D PIMCO ETF TR                   15+ YR US TIPS   72201R30        50      705 SH       SHARED      01                            705
D PIMCO ETF TR                   TOTL RETN ETF    72201R77       103      950 SH       SHARED      02                            950
D PIMCO ETF TR                   TOTL RETN ETF    72201R77       261     2400 SH       SHARED      04                           2400
D PIMCO ETF TR                   INV GRD CRP BD   72201R81       240     2212 SH       SHARED      02                           2212
D PIMCO ETF TR                   ENHAN SHRT MAT   72201R83      1312    12932 SH       SHARED      02            8605           4327
D PIMCO ETF TR                   25YR+ ZERO U S   72201R88         5       50 SH       SHARED      02              50
D PIMCO DYNAMIC INCOME FD        SHS              72201Y10       322    11440 SH       SHARED      02                          11440
D PIMCO GLOBAL STOCKSPLS INCM    COM              72201110        36     1650 SH       SHARED      02                           1650
D PIMCO HIGH INCOME FD           COM SHS          72201410        12      900 SH       SHARED      02                            900
D PINNACLE ENTMT INC             COM              72345610       593    48465 SH       SHARED                   48465
D PINNACLE ENTMT INC             COM              72345610         1      114 SH       SHARED      02             114
D PINNACLE ENTMT INC             COM              72345610       139    11400 SH       SHARED      10           11400
D PINNACLE ENTMT INC             COM              72345610       727    59449 SH       SHARED      26           59449
D PINNACLE FINL PARTNERS INC     COM              72346Q10      1921    99456 SH       SHARED                   98761            695
D PINNACLE FINL PARTNERS INC     COM              72346Q10        36     1900 SH       SHARED      01            1900
D PINNACLE FINL PARTNERS INC     COM              72346Q10         1       87 SH       SHARED      02              87
D PINNACLE FINL PARTNERS INC     COM              72346Q10       173     9000 SH       SHARED      10            9000
D PINNACLE WEST CAP CORP         COM              72348410       142     2691 SH       SHARED                    2691
D PINNACLE WEST CAP CORP         COM              72348410      6233   118050 SH       SHARED                  117997             53
D PINNACLE WEST CAP CORP         COM              72348410      1393    26400 SH       SHARED      01           26400
D PINNACLE WEST CAP CORP         COM              72348410         4       90 SH       SHARED      02              90
D PINNACLE WEST CAP CORP         COM              72348410       205     3900 SH       SHARED      04            3900
D PINNACLE WEST CAP CORP         COM              72348410       163     3100 SH       SHARED      05            3100
D PINNACLE WEST CAP CORP         COM              72348410       356     6750 SH       SHARED      06            4000           2750
D PINNACLE WEST CAP CORP         COM              72348410      3010    57011 SH       SHARED      10           57011
D PINNACLE WEST CAP CORP         COM              72348410       337     6400 SH       SHARED      29            6400
D PINNACLE WEST CAP CORP         COM              72348410      2265    42900 SH       SHARED      30           42900
D PIONEER ENERGY SVCS CORP       COM              72366410       395    50795 SH       SHARED                   47360           3435
D PIONEER ENERGY SVCS CORP       COM              72366410       161    20700 SH       SHARED      01           20700
D PIONEER ENERGY SVCS CORP       COM              72366410         0      115 SH       SHARED      02             115
D PIONEER ENERGY SVCS CORP       COM              72366410       137    17700 SH       SHARED      10           17700
D PIONEER MUN HIGH INCOME TR     COM SHS          72376310        70     4308 SH       SHARED      23            4308
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH     15802  9108000 PRN      SHARED                 7858000        1250000
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH      6469  3729000 PRN      SHARED      02         3727000           2000
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH       997   575000 PRN      SHARED      04                         575000
D PIONEER NAT RES CO             COM              72378710        34      329 SH       SHARED                     329
D PIONEER NAT RES CO             COM              72378710     24085   230704 SH       SHARED                  230704
D PIONEER NAT RES CO             COM              72378710      2959    28350 SH       SHARED      01           28350
D PIONEER NAT RES CO             COM              72378710      1437    13765 SH       SHARED      02           13765
D PIONEER NAT RES CO             COM              72378710         1      900 SH CALL  SHARED      02             900
D PIONEER NAT RES CO             COM              72378710         2     1698 SH PUT   SHARED      02            1698
D PIONEER NAT RES CO             COM              72378710     10523   100798 SH       SHARED      04          100798
D PIONEER NAT RES CO             COM              72378710      5544    53110 SH       SHARED      05           53110
D PIONEER NAT RES CO             COM              72378710      1415    13557 SH       SHARED      06            9740           3817
D PIONEER NAT RES CO             COM              72378710      3389    32468 SH       SHARED      10           32468
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10       331    12900 SH       SHARED      02                          12900
D PIPER JAFFRAY COS              COM              72407810      2680   105317 SH       SHARED                  105317
D PIPER JAFFRAY COS              COM              72407810         9      374 SH       SHARED      01             374
D PIPER JAFFRAY COS              COM              72407810       131     5158 SH       SHARED      02            5158
D PIPER JAFFRAY COS              COM              72407810       104     4100 SH       SHARED      10            4100
D PITNEY BOWES INC               COM              72447910        84     6090 SH       SHARED                    6090
D PITNEY BOWES INC               COM              72447910     11976   866631 SH       SHARED                  864413           2218
D PITNEY BOWES INC               COM              72447910      1127    81603 SH       SHARED      01           80603           1000
D PITNEY BOWES INC               COM              72447910        67     4898 SH       SHARED      02            2218           2680
D PITNEY BOWES INC               COM              72447910      1268    91800 SH       SHARED      04           91800
D PITNEY BOWES INC               COM              72447910         1      130 SH       SHARED      05             130
D PITNEY BOWES INC               COM              72447910       143    10400 SH       SHARED      06            5000           5400
D PITNEY BOWES INC               COM              72447910      9609   695308 SH       SHARED      10          695308
D PITNEY BOWES INC               COM              72447910        57     4130 SH       SHR/OTHR    20                           4130
D PITNEY BOWES INC               COM              72447910       124     9000 SH       SHR/OTHR    23                           9000
D PITNEY BOWES INC               COM              72447910       508    36775 SH       SHARED      27           36775
D PIXELWORKS INC                 COM NEW          72581M30        10     3479 SH       SHARED                    3479
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310     45163   512059 SH       SHARED                  512059
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310     11713   132807 SH       SHARED      02                         132807
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310         3      870 SH CALL  SHARED      02             870
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310       669     7591 SH       SHARED      04            7591
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310         8       99 SH       SHARED      05              99
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310    103732  1176100 SH       SHARED      06                        1176100
D PLAINS EXPL& PRODTN CO         COM              72650510         8      220 SH       SHARED                                    220
D PLAINS EXPL& PRODTN CO         COM              72650510      8836   235821 SH       SHARED                  234922            899
D PLAINS EXPL& PRODTN CO         COM              72650510      7357   196344 SH       SHARED      01          154134          42210
D PLAINS EXPL& PRODTN CO         COM              72650510       513    13703 SH       SHR/OTHR    01                          13703
D PLAINS EXPL& PRODTN CO         COM              72650510        79     2116 SH       SHARED      02             478           1638
D PLAINS EXPL& PRODTN CO         COM              72650510       202     5416 SH       SHARED      04            5416
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        68     1835 SH       SHARED      10             700           1135
D PLAINS EXPL& PRODTN CO         COM              72650510       425    11364 SH       SHARED      20            8954    90     2320
D PLAINS EXPL& PRODTN CO         COM              72650510         7      200 SH       SHR/OTHR    20                            200
D PLAINS EXPL& PRODTN CO         COM              72650510        59     1595 SH       SHARED      21            1595
D PLAINS EXPL& PRODTN CO         COM              72650510         3      100 SH       SHR/OTHR    21                            100
D PLAINS EXPL& PRODTN CO         COM              72650510       816    21780 SH       SHARED      23           17590           4190
D PLAINS EXPL& PRODTN CO         COM              72650510       138     3695 SH       SHR/OTHR    23                           3695
D PLAINS EXPL& PRODTN CO         COM              72650510       554    14800 SH       SHARED      26           14800
D PLANTRONICS INC NEW            COM              72749310      1715    48552 SH       SHARED                   48552
D PLANTRONICS INC NEW            COM              72749310        62     1775 SH       SHARED      01            1775
D PLANTRONICS INC NEW            COM              72749310     19700   557600 SH       SHARED      10          557600
D PLATINUM GROUP METALS LTD      COM NEW          72765Q20        28    27200 SH       SHARED                   27200
D PLATINUM GROUP METALS LTD      COM NEW          72765Q20         2     2000 SH       SHARED      02            2000
D PLEXUS CORP                    COM              72913210       816    26966 SH       SHARED                   26947             19
D PLEXUS CORP                    COM              72913210         1       65 SH       SHARED      02              65
D PLEXUS CORP                    COM              72913210       205     6800 SH       SHARED      10            6800
D PLUG POWER INC                 COM NEW          72919P20         0        1 SH       SHARED      02               1
D PLUM CREEK TIMBER CO INC       COM              72925110        47     1088 SH       SHARED                    1088
D PLUM CREEK TIMBER CO INC       COM              72925110      5023   114590 SH       SHARED                  114590
D PLUM CREEK TIMBER CO INC       COM              72925110      2201    50214 SH       SHARED      01           44264           5950
D PLUM CREEK TIMBER CO INC       COM              72925110       122     2800 SH       SHR/OTHR    01                           2800
D PLUM CREEK TIMBER CO INC       COM              72925110      2223    50728 SH       SHARED      02            1253          49475
D PLUM CREEK TIMBER CO INC       COM              72925110         0      805 SH PUT   SHARED      02             805
D PLUM CREEK TIMBER CO INC       COM              72925110     35466   809000 SH       SHARED      04          800000           9000
D PLUM CREEK TIMBER CO INC       COM              72925110         3       90 SH       SHARED      05              90
D PLUM CREEK TIMBER CO INC       COM              72925110       578    13200 SH       SHARED      06            9100           4100
D PLUM CREEK TIMBER CO INC       COM              72925110      2848    64973 SH       SHARED      10           64973
D PLUM CREEK TIMBER CO INC       COM              72925110        33      772 SH       SHARED      23             772
D PLUM CREEK TIMBER CO INC       COM              72925110        60     1381 SH       SHR/OTHR    23                           1381
D PLUM CREEK TIMBER CO INC       COM              72925110       526    12000 SH       SHARED      30           12000
D PLURISTEM THERAPEUTICS INC     COM              72940R10         2      574 SH       SHARED                     574
D POINT 360                      COM              73050710         0        7 SH       SHARED      02               7
D POINTS INTL LTD                COM NEW          73084320        12     1085 SH       SHARED                    1085
D POINTS INTL LTD                COM NEW          73084320       474    41300 SH       SHARED      01            3000          38300
D POINTS INTL LTD                COM NEW          73084320       574    50000 SH       SHR/OTHR    01                          50000
D POINTS INTL LTD                COM NEW          73084320        11     1000 SH       SHARED      02                           1000
D POLARIS INDS INC               COM              73106810      5080    62826 SH       SHARED                   62826
D POLARIS INDS INC               COM              73106810      1951    24127 SH       SHARED      02             127          24000
D POLARIS INDS INC               COM              73106810       129     1600 SH       SHARED      10            1600
D POLYCOM INC                    COM              73172K10      4576   464599 SH       SHARED                  461337           3262
D POLYCOM INC                    COM              73172K10        53     5400 SH       SHARED      01            5400
D POLYCOM INC                    COM              73172K10        53     5433 SH       SHARED      02            5433
D POLYCOM INC                    COM              73172K10       374    38000 SH       SHARED      04           38000
D POLYCOM INC                    COM              73172K10        73     7500 SH       SHARED      10            7500
D POLYONE CORP                   COM              73179P10      5612   338707 SH       SHARED                  338707
D POLYONE CORP                   COM              73179P10         2      170 SH       SHARED      02             170
D POLYONE CORP                   COM              73179P10       260    15700 SH       SHARED      10           15700
D POLYONE CORP                   COM              73179P10        15      942 SH       SHARED      21             942
D POLYPORE INTL INC              COM              73179V10       312     8836 SH       SHARED                    8836
D POLYPORE INTL INC              COM              73179V10        68     1925 SH       SHARED      01            1925
D POLYPORE INTL INC              COM              73179V10        28      801 SH       SHARED      02             801
D POLYPORE INTL INC              COM              73179V10      3223    91200 SH       SHARED      04           80000          11200
D POLYPORE INTL INC              COM              73179V10        42     1200 SH       SHARED      10            1200
D POLYPORE INTL INC              COM              73179V10       353    10000 SH       SHARED      26           10000
D POLYMET MINING CORP            COM              73191610        23    20000 SH       SHARED      02                          20000
D POOL CORPORATION               COM              73278L10      2980    71672 SH       SHARED                   71672
D POOL CORPORATION               COM              73278L10       163     3937 SH       SHARED      01            3937
D POOL CORPORATION               COM              73278L10        16      390 SH       SHARED      02              90            300
D POOL CORPORATION               COM              73278L10        24      600 SH       SHARED      10             600
D POOL CORPORATION               COM              73278L10        15      367 SH       SHARED      21                            367
D POPULAR INC                    COM NEW          73317470      6052   346910 SH       SHARED                  346910
D POPULAR INC                    COM NEW          73317470        58     3360 SH       SHARED      01            3360
D POPULAR INC                    COM NEW          73317470       141     8096 SH       SHARED      02            8096
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10      1364    13069 SH       SHARED                   13069
D PORTLAND GEN ELEC CO           COM NEW          73650884       353    13055 SH       SHARED                   11855           1200
D PORTLAND GEN ELEC CO           COM NEW          73650884        37     1400 SH       SHARED      01            1400
D PORTLAND GEN ELEC CO           COM NEW          73650884        54     2012 SH       SHARED      02              12           2000
D PORTLAND GEN ELEC CO           COM NEW          73650884       735    27212 SH       SHARED      04           27212
D PORTLAND GEN ELEC CO           COM NEW          73650884     24885   920319 SH       SHARED      10          920319
D PORTUGAL TELECOM SGPS S A      SPONSORED ADR    73727310       268    54081 SH       SHARED                   54081
D POST HLDGS INC                 COM              73744610      1802    59961 SH       SHARED                   59961
D POST HLDGS INC                 COM              73744610        13      437 SH       SHARED      01             437
D POST HLDGS INC                 COM              73744610         4      140 SH       SHARED      02              15            125
D POST PPTYS INC                 COM              73746410     13666   284948 SH       SHARED                  284948
D POST PPTYS INC                 COM              73746410       312     6520 SH       SHARED      01            5320           1200
D POST PPTYS INC                 COM              73746410       642    13400 SH       SHR/OTHR    01                          13400
D POST PPTYS INC                 COM              73746410         6      138 SH       SHARED      02             138
D POST PPTYS INC                 COM              73746410       191     4000 SH       SHARED      06            4000
D POST PPTYS INC                 COM              73746410      2772    57800 SH       SHARED      10           57800
D POST PPTYS INC                 COM              73746410     50096  1044551 SH       SHARED      11          654200         390351
D POST PPTYS INC                 COM              73746410       161     3364 SH       SHARED      26            3364
D POTASH CORP SASK INC           COM              73755L10        52     1200 SH       SHARED                    1200
D POTASH CORP SASK INC           COM              73755L10    149726  3448334 SH       SHARED                 3397834          50500
D POTASH CORP SASK INC           COM              73755L10        13      300 SH       SHARED      01             300
D POTASH CORP SASK INC           COM              73755L10       391     9020 SH       SHARED      02                           9020
D POTASH CORP SASK INC           COM              73755L10         0     1500 SH PUT   SHARED      02            1500
D POTASH CORP SASK INC           COM              73755L10      1302    30000 SH       SHARED      04           30000
D POTASH CORP SASK INC           COM              73755L10    140368  3232806 SH       SHARED      04         3226096           6710
D POTASH CORP SASK INC           COM              73755L10      1837    42330 SH       SHARED      05           42330
D POTASH CORP SASK INC           COM              73755L10      1240    28564 SH       SHARED      05           28564
D POTASH CORP SASK INC           COM              73755L10      5052   116369 SH       SHARED      06           58170          58199
D POTASH CORP SASK INC           COM              73755L10        48     1119 SH       SHARED      21            1119
D POTASH CORP SASK INC           COM              73755L10       347     8000 SH       SHARED      26            8000
D POTASH CORP SASK INC           COM              73755L10      1263    29095 SH       SHARED      29           29095
D POTASH CORP SASK INC           COM              73755L10      2718    62600 SH       SHARED      30           62600
D POTLATCH CORP NEW              COM              73763010      1863    49878 SH       SHARED                   49878
D POTLATCH CORP NEW              COM              73763010        56     1525 SH       SHARED      01            1525
D POTLATCH CORP NEW              COM              73763010       129     3459 SH       SHARED      02               9           3450
D POWELL INDS INC                COM              73912810       270     6984 SH       SHARED                    6984
D POWELL INDS INC                COM              73912810         1       50 SH       SHARED      01              50
D POWELL INDS INC                COM              73912810         0       16 SH       SHARED      02              16
D POWELL INDS INC                COM              73912810        27      700 SH       SHARED      10             700
D POWER INTEGRATIONS INC         COM              73927610       714    23473 SH       SHARED                   21192           2281
D POWER INTEGRATIONS INC         COM              73927610         1       55 SH       SHARED      02              55
D POWER INTEGRATIONS INC         COM              73927610      1842    60509 SH       SHARED      04           60509
D POWER INTEGRATIONS INC         COM              73927610      1819    59755 SH       SHARED      05           59755
D POWER ONE INC NEW              COM              73930R10       141    25414 SH       SHARED                   25414
D POWER ONE INC NEW              COM              73930R10        10     1900 SH       SHARED      01            1900
D POWER ONE INC NEW              COM              73930R10        13     2409 SH       SHARED      02             409           2000
D POWER REIT                     COM              73933H10         1      200 SH       SHARED      02             200
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      4215    61480 SH       SHARED                   61480
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10    109508  1597030 SH       SHARED                 1597030
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       109    64405 SH CALL  SHARED                   64405
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       219    75823 SH PUT   SHARED                   75823
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       926    13509 SH       SHARED      01           13509
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        70     1033 SH       SHR/OTHR    01                           1033
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10    213626  3115448 SH       SHARED      02         3019902          95546
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       220    39528 SH CALL  SHARED      02           39528
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        52    55253 SH PUT   SHARED      02           55253
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       443     6474 SH       SHARED      04            3374           3100
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        79     1162 SH       SHARED      20            1162
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        82     1200 SH       SHARED      21            1200
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        53      778 SH       SHARED      23             778
D POWERSHARES INDIA ETF TR       INDIA PORT       73935L10     12456   663631 SH       SHARED                  663631
D POWERSHARES INDIA ETF TR       INDIA PORT       73935L10         3      185 SH       SHARED      02                            185
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10        83     2905 SH       SHARED                    2905
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10     14790   515725 SH       SHARED      01          269329         246396
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      9285   323759 SH       SHR/OTHR    01                         323759
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      5479   191045 SH       SHARED      02                         191045
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      4015   140012 SH       SHARED      20          123502  2000    14510
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       605    21100 SH       SHR/OTHR    20                          21100
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10        69     2418 SH       SHARED      21            2418
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      1901    66307 SH       SHARED      23           35072          31235
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       114     4000 SH       SHR/OTHR    23                           4000
D POWERSHARES ETF TRUST          DWA TECH LDRS    73935X15      3666   133072 SH       SHARED      02                         133072
D POWERSHARES ETF TRUST          WILDERHILL PRO   73935X16        24     1000 SH       SHARED      02                           1000
D POWERSHARES ETF TRUST          GBL LSTD PVT EQT 73935X19         9     1000 SH       SHARED      02                           1000
D POWERSHARES ETF TRUST          FINL PFD PTFL    73935X22        27     1500 SH       SHARED      02                           1500
D POWERSHARES ETF TRUST          DYNA BUYBK ACH   73935X28        83     2800 SH       SHARED      02                           2800
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30       227    23502 SH       SHARED                   23502
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30        69     7220 SH       SHARED      01            7220
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30        46     4800 SH       SHR/OTHR    01                           4800
D POWERSHARES ETF TRUST          HI YLD EQ DVDN   73935X30       248    25700 SH       SHARED      02                          25700
D POWERSHARES ETF TRUST          ENERGY SEC POR   73935X38        12      300 SH       SHARED      02                            300
D POWERSHARES ETF TRUST          GOLDEN DRG CHINA 73935X40         2      146 SH       SHARED                     146
D POWERSHARES ETF TRUST          GOLDEN DRG CHINA 73935X40       187     9925 SH       SHARED      02                           9925
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50         0       50 SH       SHR/OTHR    01                             50
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50         5     1300 SH       SHARED      02                           1300
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57         0        1 SH       SHARED                       1
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57       296    15225 SH       SHARED      02                          15225
D POWERSHARES ETF TRUST          DYN RETAIL PTF   73935X61        88     3500 SH       SHARED      02                           3500
D POWERSHARES ETF TRUST          DYN OIL SVCS     73935X62        18      935 SH       SHARED      02                            935
D POWERSHARES ETF TRUST          DYN BLDG CNSTR   73935X66        26     1700 SH       SHARED      02                           1700
D POWERSHARES ETF TRUST          INTL DIV ACHV    73935X71        64     4260 SH       SHARED      02                           4260
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73       727    44050 SH       SHARED      01           37050           7000
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73       776    47000 SH       SHR/OTHR    01                          47000
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73        33     2000 SH       SHARED      02                           2000
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73        42     2600 SH       SHARED      23                           2600
D POWERSHARES ETF TRUST          DYN LSR & ENT    73935X75        54     2400 SH       SHARED      02                           2400
D POWERSHARES ETF TRUST          DYN SFTWR PORT   73935X77       272     9809 SH       SHARED      02                           9809
D POWERSHARES ETF TRUST          DYN SEMCT PORT   73935X78        11      800 SH       SHARED      02                            800
D POWERSHARES ETF TRUST          DYN PHRMA PORT   73935X79        53     1550 SH       SHARED      02                           1550
D POWERSHARES ETF TRUST          DYN NETWKG PRT   73935X81        75     3011 SH       SHARED      02                           3011
D POWERSHARES ETF TRUST          DYN FD & BEV     73935X84        20     1000 SH       SHARED      02                           1000
D POWERSHARES ETF TRUST          DYN BIOT & GEN   73935X85         9      400 SH       SHARED      02                            400
D POWERSHS DB MULTI SECT COMM    PS DB AGRICUL FD 73936B40         0        1 SH       SHARED                       1
D POWERSHS DB MULTI SECT COMM    PS DB AGRICUL FD 73936B40       254     8650 SH       SHARED      01            8450            200
D POWERSHS DB MULTI SECT COMM    PS DB AGRICUL FD 73936B40      2545    86555 SH       SHARED      02           83300           3255
D POWERSHS DB MULTI SECT COMM    PS DB AGRICUL FD 73936B40         0       33 SH PUT   SHARED      02              33
D POWERSHS DB MULTI SECT COMM    PS DB AGRICUL FD 73936B40       208     7078 SH       SHARED      04            7078
D POWERSHS DB MULTI SECT COMM    DB OIL FUND      73936B50       421    16125 SH       SHARED      01           16125
D POWERSHS DB MULTI SECT COMM    DB OIL FUND      73936B50        72     2770 SH       SHARED      02            1770           1000
D POWERSHS DB MULTI SECT COMM    DB GOLD FUND     73936B60      2934    48050 SH       SHARED      02           46900           1150
D POWERSHS DB MULTI SECT COMM    DB BASE METALS   73936B70        79     4000 SH       SHARED      04                           4000
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10      1424    64982 SH       SHARED      02           64982
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     2500 SH PUT   SHARED      02            2500
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BEAR   73936D20        13      500 SH       SHARED      01                            500
D POWERSHARES GLOBAL ETF FD      S^P 500 BUYWRT   73936G30         0        1 SH       SHARED                       1
D POWERSECURE INTL INC           COM              73936N10        22     3775 SH       SHARED      01            3775
D POWERSHARES ETF TRUST II       DWA DEVEL MKTS   73936Q10       469    24635 SH       SHARED      02                          24635
D POWERSHARES ETF TRUST II       DWA EMRG MKTS    73936Q20       971    56307 SH       SHARED      02                          56307
D POWERSHARES ETF TRUST II       GLOBL AGRI ETF   73936Q70        19      645 SH       SHARED      02                            645
D POWERSHARES ETF TRUST II       DWA SC TECHLDR   73936Q74        78     2960 SH       SHARED      02                           2960
D POWERSHARES ETF TRUST II       KBW HG YLD FIN   73936Q79       200     8219 SH       SHARED      02                           8219
D POWERSHARES ETF TRUST II       INTL CORP BOND   73936Q83      2671    92940 SH       SHARED                   92940
D POWERSHARES ETF TRUST II       INTL CORP BOND   73936Q83      2671    92940 SH       SHARED      04                          92940
D POWERSHARES GLOBAL ETF TRUST   INSUR NATL MUN   73936T47       172     6697 SH       SHARED      02                           6697
D POWERSHARES GLOBAL ETF TRUST   I-30 LAD TREAS   73936T52         1       40 SH       SHARED      02              40
D POWERSHARES GLOBAL ETF TRUST   FDM HG YLD RAFI  73936T55       232    12187 SH       SHARED      02              12          12175
D POWERSHARES GLOBAL ETF TRUST   AGG PFD PORT     73936T56       143     9700 SH       SHARED      02                           9700
D POWERSHARES GLOBAL ETF TRUST   SOVEREIGN DEBT   73936T57       214     7000 SH       SHARED                    7000
D POWERSHARES GLOBAL ETF TRUST   SOVEREIGN DEBT   73936T57       218     7111 SH       SHARED      02            2464           4647
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61       304    40000 SH       SHARED      26           40000
D POWERSHARES GLOBAL ETF TRUST   GBL WTR PORT     73936T62       228    13201 SH       SHARED                   13201
D POWERSHARES GLOBAL ETF TRUST   GBL WTR PORT     73936T62        51     3000 SH       SHARED      02                           3000
D POWERSHARES GLOBAL ETF TRUST   EMER MRKT PORT   73936T76        74     3500 SH       SHARED      02                           3500
D POWERSHARES GLOBAL ETF TRUST   DEV MKTS EX-US   73936T78         0        2 SH       SHARED                       2
D POWERWAVE TECHNOLOGIES INC     NOTE  3.875%10/0 739363AF        15   130000 PRN      SHARED                  130000
D POWERWAVE TECHNOLOGIES INC     COM NEW          73936330         0      552 SH       SHARED                     552
D POWERWAVE TECHNOLOGIES INC     COM NEW          73936330         0     1251 SH       SHARED      02               1           1250
D POWERWAVE TECHNOLOGIES INC     COM NEW          73936330         0       12 SH       SHR/OTHR    23                             12
D POWERSHARES ETF TR II          GLB NUCLR ENRG   73937B10        25     1600 SH       SHARED                    1600
D POWERSHARES ETF TR II          EMRG MKTS INFR   73937B20        73     1881 SH       SHARED      02                           1881
D POWERSHARES ETF TR II          BUILD AMER ETF   73937B40         5      197 SH       SHARED      02                            197
D POWERSHARES ETF TR II          S^P SMCP CONSU   73937B60        91     2550 SH       SHARED      02                           2550
D POWERSHARES ETF TR II          S^P EMRGHIBETA   73937B67       447    21242 SH       SHARED      02           21242
D POWERSHARES ETF TR II          S^P INTDEV HIB   73937B69      1785    81225 SH       SHARED      02           81225
D POWERSHARES ETF TR II          S^P SMCP ENE P   73937B70        22      650 SH       SHARED      02                            650
D POWERSHARES ETF TR II          S^P500 LOW VOL   73937B77       735    26107 SH       SHARED      02                          26107
D POWERSHARES ETF TR II          S^P500 LOW VOL   73937B77       281    10000 SH       SHARED      04                          10000
D POWERSHARES ETF TR II          S^P SMCP IT PO   73937B86        24      800 SH       SHARED      02                            800
D POWERSHARES ETF TR II          S^P SMCP IND P   73937B87        19      650 SH       SHARED      02                            650
D POWERSHARES ETF TR II          S^P SMCP HC PO   73937B88        58     1600 SH       SHARED      02                           1600
D POZEN INC                      COM              73941U10       318    47973 SH       SHARED                   47973
D POZEN INC                      COM              73941U10         0        8 SH       SHARED      02               8
D POZEN INC                      COM              73941U10        57     8700 SH       SHARED      10            8700
D PRAXAIR INC                    COM              74005P10        50      490 SH       SHARED                     490
D PRAXAIR INC                    COM              74005P10     23432   225573 SH       SHARED                  225158            415
D PRAXAIR INC                    COM              74005P10      9178    88352 SH       SHARED      01           82627           5725
D PRAXAIR INC                    COM              74005P10       631     6076 SH       SHR/OTHR    01                           6076
D PRAXAIR INC                    COM              74005P10       996     9590 SH       SHARED      02               6           9584
D PRAXAIR INC                    COM              74005P10     15440   148637 SH       SHARED      04          148637
D PRAXAIR INC                    COM              74005P10       382     3680 SH       SHARED      05            3680
D PRAXAIR INC                    COM              74005P10      5443    52400 SH       SHARED      06           41730          10670
D PRAXAIR INC                    COM              74005P10      8878    85470 SH       SHARED      10           85470
D PRAXAIR INC                    COM              74005P10       949     9140 SH       SHR/OTHR    20                           9140
D PRAXAIR INC                    COM              74005P10        83      800 SH       SHR/OTHR    21                            800
D PRAXAIR INC                    COM              74005P10      1944    18715 SH       SHARED      23           18115            600
D PRAXAIR INC                    COM              74005P10      2142    20625 SH       SHR/OTHR    23                          20625
D PRECISION CASTPARTS CORP       COM              74018910        50      309 SH       SHARED                     309
D PRECISION CASTPARTS CORP       COM              74018910     50482   309062 SH       SHARED                  309062
D PRECISION CASTPARTS CORP       COM              74018910      5729    35075 SH       SHARED      01           35075
D PRECISION CASTPARTS CORP       COM              74018910        75      465 SH       SHARED      02             437             28
D PRECISION CASTPARTS CORP       COM              74018910        94      580 SH       SHARED      05             580
D PRECISION CASTPARTS CORP       COM              74018910      2525    15460 SH       SHARED      06            9970           5490
D PRECISION CASTPARTS CORP       COM              74018910      7230    44264 SH       SHARED      10           44264
D PRECISION CASTPARTS CORP       COM              74018910       159      975 SH       SHARED      20             975
D PRECISION CASTPARTS CORP       COM              74018910       655     4011 SH       SHARED      27            4011
D PRECISION CASTPARTS CORP       COM              74018910       465     2850 SH       SHARED      29            2850
D PRECISION CASTPARTS CORP       COM              74018910      7026    43019 SH       SHARED      31           43019
D PRECISION DRILLING CORP        COM 2010         74022D30       257    32831 SH       SHARED                   32831
D PRECISION DRILLING CORP        COM 2010         74022D30       159    20400 SH       SHARED      02           20400
D PRECISION DRILLING CORP        COM 2010         74022D30         1      147 SH       SHARED      05             147
D PREFERRED BK LOS ANGELES CA    COM NEW          74036740        11      823 SH       SHARED                     823
D PREFERRED BK LOS ANGELES CA    COM NEW          74036740         0        2 SH       SHARED      02               2
D PREFORMED LINE PRODS CO        COM              74044410        31      575 SH       SHARED                     575
D PREMIER EXIBITIONS INC         COM              74051E10         2     1089 SH       SHARED                    1089
D PREMIER EXIBITIONS INC         COM              74051E10         0        7 SH       SHARED      02               7
D PREMIERE GLOBAL SVCS INC       COM              74058510       107    11522 SH       SHARED                    7618           3904
D PREMIERE GLOBAL SVCS INC       COM              74058510       249    26660 SH       SHARED      01           21660           5000
D PREMIERE GLOBAL SVCS INC       COM              74058510       509    54500 SH       SHR/OTHR    01                          54500
D PREMIERE GLOBAL SVCS INC       COM              74058510         0        9 SH       SHARED      02               9
D PREMIERE GLOBAL SVCS INC       COM              74058510        51     5500 SH       SHARED      10            5500
D PRESIDENTIAL LIFE CORP         COM              74088410       281    20206 SH       SHARED                   20206
D PRESIDENTIAL LIFE CORP         COM              74088410         0       20 SH       SHARED      02              20
D PRESIDENTIAL LIFE CORP         COM              74088410        29     2100 SH       SHARED      10            2100
D PRESTIGE BRANDS HLDGS INC      COM              74112D10       670    39563 SH       SHARED                   39263            300
D PRESTIGE BRANDS HLDGS INC      COM              74112D10         1       96 SH       SHARED      02              96
D PRESTIGE BRANDS HLDGS INC      COM              74112D10       196    11600 SH       SHARED      10           11600
D PRETIUM RES INC                COM              74139C10       286    22020 SH       SHARED                   22020
D PRETIUM RES INC                COM              74139C10        32     2500 SH       SHARED      02            2500
D PRETIUM RES INC                COM              74139C10       340    26150 SH       SHARED      04           26150
D PRETIUM RES INC                COM              74139C10       181    13900 SH       SHARED      29           13900
D PRICE T ROWE GROUP INC         COM              74144T10       245     3879 SH       SHARED                    3429            450
D PRICE T ROWE GROUP INC         COM              74144T10     14070   222284 SH       SHARED                  217506           4778
D PRICE T ROWE GROUP INC         COM              74144T10     23691   374275 SH       SHARED      01          279989          94286
D PRICE T ROWE GROUP INC         COM              74144T10      9401   148522 SH       SHR/OTHR    01                         148522
D PRICE T ROWE GROUP INC         COM              74144T10      1431    22621 SH       SHARED      02            1286          21335
D PRICE T ROWE GROUP INC         COM              74144T10         0      926 SH PUT   SHARED      02             926
D PRICE T ROWE GROUP INC         COM              74144T10       977    15438 SH       SHARED      04           15438
D PRICE T ROWE GROUP INC         COM              74144T10       124     1960 SH       SHARED      05            1960
D PRICE T ROWE GROUP INC         COM              74144T10      1932    30530 SH       SHARED      06           20790           9740
D PRICE T ROWE GROUP INC         COM              74144T10      4660    73632 SH       SHARED      10           71026           2606
D PRICE T ROWE GROUP INC         COM              74144T10      2350    37135 SH       SHARED      20           29885   220     7030
D PRICE T ROWE GROUP INC         COM              74144T10       583     9215 SH       SHR/OTHR    20                           9215
D PRICE T ROWE GROUP INC         COM              74144T10       688    10880 SH       SHARED      21           10880
D PRICE T ROWE GROUP INC         COM              74144T10       116     1835 SH       SHR/OTHR    21                           1835
D PRICE T ROWE GROUP INC         COM              74144T10      7585   119833 SH       SHARED      23          109168          10665
D PRICE T ROWE GROUP INC         COM              74144T10      7741   122305 SH       SHR/OTHR    23                         122305
D PRICE T ROWE GROUP INC         COM              74144T10      2076    32800 SH       SHARED      26           32800
D PRICE T ROWE GROUP INC         COM              74144T10       783    12380 SH       SHARED      29           12380
D PRICELINE COM INC              COM NEW          74150340        39       64 SH       SHARED                      64
D PRICELINE COM INC              COM NEW          74150340     50740    81962 SH       SHARED                   81962
D PRICELINE COM INC              COM NEW          74150340         2       85 SH CALL  SHARED                      85
D PRICELINE COM INC              COM NEW          74150340      8670    14006 SH       SHARED      01           13720            286
D PRICELINE COM INC              COM NEW          74150340      5800     9369 SH       SHARED      02            9260            109
D PRICELINE COM INC              COM NEW          74150340         8      169 SH CALL  SHARED      02             169
D PRICELINE COM INC              COM NEW          74150340         0      157 SH PUT   SHARED      02             157
D PRICELINE COM INC              COM NEW          74150340        61      100 SH       SHARED      04             100
D PRICELINE COM INC              COM NEW          74150340       203      328 SH       SHARED      05             328
D PRICELINE COM INC              COM NEW          74150340      3225     5211 SH       SHARED      06            3481           1730
D PRICELINE COM INC              COM NEW          74150340      8318    13437 SH       SHARED      10           13437
D PRICELINE COM INC              COM NEW          74150340        11       19 SH       SHR/OTHR    21                             19
D PRICELINE COM INC              COM NEW          74150340       619     1000 SH       SHARED      26            1000
D PRICELINE COM INC              COM NEW          74150340       388      628 SH       SHARED      27             628
D PRICELINE COM INC              COM NEW          74150340      1544     2495 SH       SHARED      29            2495
D PRICELINE COM INC              COM NEW          74150340      7474    12074 SH       SHARED      31           12074
D PRICESMART INC                 COM              74151110       443     5859 SH       SHARED                    5859
D PRICESMART INC                 COM              74151110         0        6 SH       SHARED      02               6
D PRIMORIS SVCS CORP             COM              74164F10        66     5067 SH       SHARED                    4546            521
D PRIMORIS SVCS CORP             COM              74164F10         0        5 SH       SHARED      02               5
D PRIMERICA INC                  COM              74164M10       436    15255 SH       SHARED                   14751            504
D PRIMERICA INC                  COM              74164M10        14      507 SH       SHARED      02               7            500
D PRIMERO MNG CORP               COM              74164W10       248    47557 SH       SHARED                   47557
D PRIMO WTR CORP                 COM              74165N10         8     7889 SH       SHARED                    7889
D PRIMO WTR CORP                 COM              74165N10         6     6000 SH       SHARED      02                           6000
D PRIMUS TELECOMMUNICATIONS GR   COM              74192930         8      572 SH       SHARED                     572
D PRIMUS TELECOMMUNICATIONS GR   COM              74192930         0        4 SH       SHARED      02               4
D PRIMUS TELECOMMUNICATIONS GR   COM              74192930       160    10500 SH       SHARED      10           10500
D PRINCIPAL FINL GROUP INC       COM              74251V10        51     1900 SH       SHARED                    1900
D PRINCIPAL FINL GROUP INC       COM              74251V10     14150   525256 SH       SHARED                  524218           1038
D PRINCIPAL FINL GROUP INC       COM              74251V10      2147    79700 SH       SHARED      01           79700
D PRINCIPAL FINL GROUP INC       COM              74251V10       225     8381 SH       SHARED      02            2721           5660
D PRINCIPAL FINL GROUP INC       COM              74251V10       538    20000 SH       SHARED      04           20000
D PRINCIPAL FINL GROUP INC       COM              74251V10         5      200 SH       SHARED      05             200
D PRINCIPAL FINL GROUP INC       COM              74251V10       691    25670 SH       SHARED      06           14740          10930
D PRINCIPAL FINL GROUP INC       COM              74251V10      5148   191127 SH       SHARED      10          191127
D PRINCIPAL FINL GROUP INC       COM              74251V10       342    12713 SH       SHARED      27           12713
D PROASSURANCE CORP              COM              74267C10      3995    44174 SH       SHARED                   43574            600
D PROASSURANCE CORP              COM              74267C10        19      217 SH       SHARED      02               3            214
D PROCERA NETWORKS INC           COM NEW          74269U20      1430    60872 SH       SHARED                   60872
D PROCERA NETWORKS INC           COM NEW          74269U20         0        6 SH       SHARED      02               6
D PROCTER & GAMBLE CO            COM              74271810      1058    15267 SH       SHARED                    6487           8780
D PROCTER & GAMBLE CO            COM              74271810    287255  4141520 SH       SHARED                 3701646         439874
D PROCTER & GAMBLE CO            COM              74271810         4     2456 SH CALL  SHARED                    2456
D PROCTER & GAMBLE CO            COM              74271810         0      298 SH PUT   SHARED                     298
D PROCTER & GAMBLE CO            COM              74271810     74909  1080008 SH       SHARED      01          930358         149650
D PROCTER & GAMBLE CO            COM              74271810     12169   175459 SH       SHR/OTHR    01                         175459
D PROCTER & GAMBLE CO            COM              74271810     16472   237499 SH       SHARED      02           17242         220257
D PROCTER & GAMBLE CO            COM              74271810        16     5140 SH CALL  SHARED      02            5140
D PROCTER & GAMBLE CO            COM              74271810         2     3366 SH PUT   SHARED      02            3366
D PROCTER & GAMBLE CO            COM              74271810        84     1213 SH       SHARED      04                           1213
D PROCTER & GAMBLE CO            COM              74271810    172065  2480757 SH       SHARED      04         2480757
D PROCTER & GAMBLE CO            COM              74271810      1223    17637 SH       SHARED      05           17637
D PROCTER & GAMBLE CO            COM              74271810     21357   307927 SH       SHARED      06          178160         129767
D PROCTER & GAMBLE CO            COM              74271810     70571  1017462 SH       SHARED      10         1015921           1541
D PROCTER & GAMBLE CO            COM              74271810      4240    61140 SH       SHARED      20           16600   125    44415
D PROCTER & GAMBLE CO            COM              74271810      1673    24125 SH       SHR/OTHR    20                          24125
D PROCTER & GAMBLE CO            COM              74271810      1852    26705 SH       SHARED      21           26705
D PROCTER & GAMBLE CO            COM              74271810       180     2600 SH       SHR/OTHR    21                           2600
D PROCTER & GAMBLE CO            COM              74271810     28341   408619 SH       SHARED      23          399490           9129
D PROCTER & GAMBLE CO            COM              74271810     18137   261503 SH       SHR/OTHR    23                         261503
D PROCTER & GAMBLE CO            COM              74271810      2115    30500 SH       SHARED      26           30500
D PROCTER & GAMBLE CO            COM              74271810      2477    35723 SH       SHARED      27           35723
D PROCTER & GAMBLE CO            COM              74271810      2533    36520 SH       SHARED      29           36520
D PROCTER & GAMBLE CO            COM              74271810      1616    23300 SH       SHARED      30           23300
D PROCTER & GAMBLE CO            COM              74271810     20164   290724 SH       SHARED      31          290724
D PRIVATEBANCORP INC             COM              74296210      2639   165086 SH       SHARED                  163622           1464
D PRIVATEBANCORP INC             COM              74296210       300    18800 SH       SHARED      01           18800
D PRIVATEBANCORP INC             COM              74296210         1      107 SH       SHARED      02             107
D PRIVATEBANCORP INC             COM              74296210       259    16200 SH       SHARED      10           16200
D PROGENICS PHARMACEUTICALS IN   COM              74318710       103    35894 SH       SHARED                   35894
D PROGENICS PHARMACEUTICALS IN   COM              74318710         0        9 SH       SHARED      02               9
D PROGENICS PHARMACEUTICALS IN   COM              74318710       105    36564 SH       SHARED      04           36564
D PROGENICS PHARMACEUTICALS IN   COM              74318710        18     6300 SH       SHARED      10            6300
D PROGENICS PHARMACEUTICALS IN   COM              74318710       529   183860 SH       SHARED      26          183860
D PROGENICS PHARMACEUTICALS IN   COM              74318710        93    32614 SH       SHARED      32           32614
D PROGRESS SOFTWARE CORP         COM              74331210      3157   147626 SH       SHARED                  146282           1344
D PROGRESS SOFTWARE CORP         COM              74331210        74     3500 SH       SHARED      01                           3500
D PROGRESS SOFTWARE CORP         COM              74331210         2      115 SH       SHARED      02             115
D PROGRESS SOFTWARE CORP         COM              74331210       256    12000 SH       SHARED      10           12000
D PROGRESSIVE CORP OHIO          COM              74331510        67     3240 SH       SHARED                    3240
D PROGRESSIVE CORP OHIO          COM              74331510     27179  1310498 SH       SHARED                 1310498
D PROGRESSIVE CORP OHIO          COM              74331510      3229   155700 SH       SHARED      01          155700
D PROGRESSIVE CORP OHIO          COM              74331510     30907  1490234 SH       SHARED      02            3919        1486315
D PROGRESSIVE CORP OHIO          COM              74331510         8      400 SH       SHARED      05             400
D PROGRESSIVE CORP OHIO          COM              74331510      1127    54380 SH       SHARED      06           38080          16300
D PROGRESSIVE CORP OHIO          COM              74331510      3253   156894 SH       SHARED      10          156894
D PROGRESSIVE WASTE SOLUTIONS    COM              74339G10      3672   178548 SH       SHARED                  178548
D PROGRESSIVE WASTE SOLUTIONS    COM              74339G10        43     2102 SH       SHARED      02            2102
D PROLOGIS INC                   COM              74340W10        31      900 SH       SHARED                     900
D PROLOGIS INC                   COM              74340W10     35068  1001104 SH       SHARED                 1001104
D PROLOGIS INC                   COM              74340W10      4755   135745 SH       SHARED      01          135745
D PROLOGIS INC                   COM              74340W10       158     4536 SH       SHARED      02            1636           2900
D PROLOGIS INC                   COM              74340W10         1     6742 SH CALL  SHARED      02            6742
D PROLOGIS INC                   COM              74340W10         0      250 SH PUT   SHARED      02             250
D PROLOGIS INC                   COM              74340W10        80     2311 SH       SHARED      05            2311
D PROLOGIS INC                   COM              74340W10      1801    51419 SH       SHARED      06           34505          16914
D PROLOGIS INC                   COM              74340W10     12529   357693 SH       SHARED      10          357693
D PROLOGIS INC                   COM              74340W10     83249  2376524 SH       SHARED      11         1574073         802451
D PROLOGIS INC                   COM              74340W10      1221    34856 SH       SHARED      26           34856
D PROLOGIS                       NOTE  1.875%11/1 74340XAR      9970 10000000 PRN      SHARED                10000000
D PROLOGIS                       NOTE  1.875%11/1 74340XAR         4     5000 PRN      SHARED      02            5000
D PROLOGIS                       NOTE  2.625% 5/1 74340XAS      2006  2000000 PRN      SHARED                 2000000
D PROLOGIS                       NOTE  2.625% 5/1 74340XAS      1504  1500000 PRN      SHARED      06         1500000
D PROLOGIS                       NOTE  3.250% 3/1 74340XAT      1401  1250000 PRN      SHARED                                1250000
D PROLOGIS                       NOTE  3.250% 3/1 74340XAT     16744 14937000 PRN      SHARED      02        14937000
D PROLOGIS                       NOTE  3.250% 3/1 74340XAT      4237  3780000 PRN      SHARED      06         3780000
D PROOFPOINT INC                 COM              74342410         3      266 SH       SHARED                     266
D PROMOTORA DE INFORMACIONES S   ADR CL A SHS     74343G20       157    82931 SH       SHARED                   82931
D PROMOTORA DE INFORMACIONES S   ADR CL A SHS     74343G20        72    38380 SH       SHARED      02           38380
D PROMOTORA DE INFORMACIONES S   ADR CL B CONV    74343G30      1025   481650 SH       SHARED                  481650
D PROMOTORA DE INFORMACIONES S   ADR CL B CONV    74343G30       424   199317 SH       SHARED      02          199317
D PROLOR BIOTECH INC             COM              74344F10        37     7700 SH       SHARED                    7600            100
D PROPHASE LABS INC              COM              74345W10         0      500 SH       SHARED      02             500
D PROS HOLDINGS INC              COM              74346Y10        64     3400 SH       SHARED                    3400
D PROS HOLDINGS INC              COM              74346Y10       251    13206 SH       SHARED      02               6          13200
D PROS HOLDINGS INC              COM              74346Y10     19909  1043998 SH       SHARED      21         1043998
D PROSHARES TR                   PSHS SHTFINL ETF 74347R23         0        1 SH       SHARED                       1
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29       391    25100 SH       SHARED                   25100
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29     15742  1009799 SH       SHARED      02         1009799
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        11     1145 SH PUT   SHARED      02            1145
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        77     5000 SH       SHARED      26            5000
D PROSHARES TR                   PSHS ULSHT 7-10Y 74347R31       688    25000 SH       SHARED      01                          25000
D PROSHARES TR                   PSHS ULSHT 7-10Y 74347R31       137     5000 SH       SHARED      26            5000
D PROSHARES TR                   PSHS SHRT S^P500 74347R50        17      500 SH       SHARED      01                            500
D PROSHARES TR                   PSHS ULTRA O^G   74347R71     20731   425000 SH       SHARED                  425000
D PROSHARES TR                   PSHS ULTRUSS2000 74347R84      6613   150000 SH       SHARED                  150000
D PROSHARES TR                   PSHS ULSHT SP500 74347R88         0        1 SH       SHARED                       1
D PROSHARES TR II                ULT VIX S/T ETF  74347W41      1359    43971 SH       SHARED                   43971
D PROSHARES TR II                ULT VIX S/T ETF  74347W41      6777   219180 SH       SHARED      02          219180
D PROSHARES TR II                PROSHS U/SHAUS   74347W46      1301    33711 SH       SHARED      02           33711
D PROSHARES TR II                PROSHS ULT AUS   74347W49      2787    68157 SH       SHARED      02           68157
D PROSHARES TR II                ULT DJ UBS CRUDE 74347W65     18726   600000 SH       SHARED                  600000
D PROSHARES TR II                PROSHS SHT EUR   74347W74      1314    34027 SH       SHARED      02           34027
D PROSHARES TR                   ULTSHT CHINA 25  74347X56         0        1 SH       SHARED                       1
D PROSHARES TR                   ULTSHT CHINA 25  74347X56       350    14000 SH       SHARED      02           14000
D PROSHARES TR                   SHT MSCI NEW     74347X57         0        1 SH       SHARED                       1
D PROSHARES TR                   ULTSHT OIL NEW   74347X59      4578   225000 SH       SHARED                  225000
D PROSHARES TR                   ULT R/EST NEW    74347X62      4030    60000 SH       SHARED                   60000
D PROSHARES TR                   ULTRA FNCLS NEW  74347X63      2637    42421 SH       SHARED      02           42421
D PROSHARES TR                   ULTRA FNCLS NEW  74347X63       254     4100 SH       SHARED      26            4100
D PROSHARES TR                   ULTRAPRO QQQ     74347X83      3274    54000 SH       SHARED                   54000
D PROSHARES TR                   SHRT 20+YR TRE   74347X84        90     3100 SH       SHR/OTHR    01                           3100
D PROSHARES TR                   SHT 7-10 YR TR   74348A60      1260    39073 SH       SHARED      02           39073
D PROSHARES TR                   PSHS ULPROSH NEW 74348A63        49     1300 SH       SHARED                    1300
D PROSHARES TR                   ULTRAPRO SH NEW  74348A66       882    24000 SH       SHARED                   24000
D PROSHARES TR                   SHT 30YR TIPS    74348A79      3280    85000 SH       SHARED      02           85000
D PROSHARES TR                   30YR TIPS/TSY    74348A81      3354    85000 SH       SHARED      02           85000
D PROSHARES TR                   REAL EST NEW 11  74348A87     10942   428933 SH       SHARED                  428933
D PROSHARES TR                   GERMAN SOV/SUB   74348A88      3766    92419 SH       SHARED      02           92419
D PROSPECT CAPITAL CORPORATION   NOTE  6.250%12/1 74348TAC       318   300000 PRN      SHARED                  300000
D PROSPECT CAPITAL CORPORATION   NOTE  6.250%12/1 74348TAC      1593  1500000 PRN      SHARED      02         1500000
D PROSPECT CAPITAL CORPORATION   NOTE  5.500% 8/1 74348TAD      3036  2962000 PRN      SHARED      02         2962000
D PROSPECT CAPITAL CORPORATION   COM              74348T10      7373   640082 SH       SHARED                  640082
D PROSPECT CAPITAL CORPORATION   COM              74348T10         3      264 SH       SHARED      02             264
D PROSPECT CAPITAL CORPORATION   COM              74348T10      1283   111400 SH       SHARED      10          111400
D PROSPECT CAPITAL CORPORATION   COM              74348T10         5      500 SH       SHR/OTHR    23                            500
D PROSPERITY BANCSHARES INC      COM              74360610      1961    46013 SH       SHARED                   44749           1264
D PROSPERITY BANCSHARES INC      COM              74360610       110     2600 SH       SHARED      01            2600
D PROSPERITY BANCSHARES INC      COM              74360610         1       39 SH       SHARED      02               7             32
D PROSPERITY BANCSHARES INC      COM              74360610     15532   364436 SH       SHARED      10          364436
D PROTECTIVE LIFE CORP           COM              74367410      3371   128625 SH       SHARED                  127227           1398
D PROTECTIVE LIFE CORP           COM              74367410       367    14025 SH       SHARED      01           14025
D PROTECTIVE LIFE CORP           COM              74367410       101     3862 SH       SHARED      02            3134            728
D PROTECTIVE LIFE CORP           COM              74367410     20715   790373 SH       SHARED      10          790373
D PROTECTIVE LIFE CORP           COM              74367410        11      450 SH       SHR/OTHR    23                            450
D PROTO LABS INC                 COM              74371310      2009    59413 SH       SHARED                   59413
D PROTO LABS INC                 COM              74371310         8      264 SH       SHARED      02             264
D PROVIDENCE & WORCESTER RR CO   COM              74373710        50     3800 SH       SHARED      02             200           3600
D PROVIDENCE SVC CORP            COM              74381510         6      490 SH       SHARED                     490
D PROVIDENCE SVC CORP            COM              74381510       329    25400 SH       SHARED      01           25400
D PROVIDENCE SVC CORP            COM              74381510         0        2 SH       SHARED      02               2
D PROVIDENCE SVC CORP            COM              74381510         9      700 SH       SHARED      10             700
D PROVIDENT FINL SVCS INC        COM              74386T10      1588   100606 SH       SHARED                  100206            400
D PROVIDENT FINL SVCS INC        COM              74386T10       107     6800 SH       SHARED      01            6800
D PROVIDENT FINL SVCS INC        COM              74386T10         1       99 SH       SHARED      02              99
D PROVIDENT FINL SVCS INC        COM              74386T10       312    19800 SH       SHARED      10           19800
D PROVIDENT FINL HLDGS INC       COM              74386810       224    15766 SH       SHARED                   15766
D PROVIDENT FINL HLDGS INC       COM              74386810         0        2 SH       SHARED      02               2
D PROVIDENT FINL HLDGS INC       COM              74386810         1      100 SH       SHARED      26             100
D PROVIDENT NEW YORK BANCORP     COM              74402810        54     5771 SH       SHARED                    5771
D PROVIDENT NEW YORK BANCORP     COM              74402810         0        6 SH       SHARED      02               6
D PROVIDENT NEW YORK BANCORP     COM              74402810       117    12500 SH       SHARED      10           12500
D PRUDENTIAL FINL INC            COM              74432010        78     1444 SH       SHARED                     944            500
D PRUDENTIAL FINL INC            COM              74432010     47318   868066 SH       SHARED                  868066
D PRUDENTIAL FINL INC            COM              74432010     15218   279185 SH       SHARED      01          249691          29494
D PRUDENTIAL FINL INC            COM              74432010      2060    37804 SH       SHR/OTHR    01                          37804
D PRUDENTIAL FINL INC            COM              74432010       505     9266 SH       SHARED      02            1625           7641
D PRUDENTIAL FINL INC            COM              74432010         1     1000 SH PUT   SHARED      02            1000
D PRUDENTIAL FINL INC            COM              74432010       352     6469 SH       SHARED      04            6469
D PRUDENTIAL FINL INC            COM              74432010      1090    20000 SH       SHARED      04           20000
D PRUDENTIAL FINL INC            COM              74432010      2899    53190 SH       SHARED      05           53190
D PRUDENTIAL FINL INC            COM              74432010      2720    49910 SH       SHARED      06           32110          17800
D PRUDENTIAL FINL INC            COM              74432010     10456   191818 SH       SHARED      10          190266           1552
D PRUDENTIAL FINL INC            COM              74432010      1149    21095 SH       SHARED      20           16715   200     4180
D PRUDENTIAL FINL INC            COM              74432010       206     3795 SH       SHR/OTHR    20                           3795
D PRUDENTIAL FINL INC            COM              74432010       371     6815 SH       SHARED      21            6815
D PRUDENTIAL FINL INC            COM              74432010        46      860 SH       SHR/OTHR    21                            860
D PRUDENTIAL FINL INC            COM              74432010      2558    46940 SH       SHARED      23           40475           6465
D PRUDENTIAL FINL INC            COM              74432010      1363    25012 SH       SHR/OTHR    23                          25012
D PRUDENTIAL FINL INC            COM              74432010      1853    34000 SH       SHARED      26           34000
D PT INDOSAT TBK                 SPONSORED ADR    74438310        84     3000 SH       SHARED                    3000
D PRUDENTIAL SHT DURATION HG Y   COM              74442F10        82     4150 SH       SHARED      02                           4150
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       250     7795 SH       SHARED                    7795
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310     31569   981013 SH       SHARED                  981013
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      4462   138673 SH       SHARED      01          138673
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       653    20318 SH       SHARED      02              10          20308
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       955    29702 SH       SHARED      04           29702
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       390    12130 SH       SHARED      05           12130
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      1722    53530 SH       SHARED      06           35040          18490
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      3729   115903 SH       SHARED      10          115903
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       164     5100 SH       SHARED      23            5100
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       244     7600 SH       SHARED      26            7600
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        40     1267 SH       SHARED      27            1267
D PUBLIC STORAGE                 COM              74460D10        70      503 SH       SHARED                     503
D PUBLIC STORAGE                 COM              74460D10     32310   232167 SH       SHARED                  232167
D PUBLIC STORAGE                 COM              74460D10      5268    37860 SH       SHARED      01           37860
D PUBLIC STORAGE                 COM              74460D10        69      500 SH       SHR/OTHR    01                            500
D PUBLIC STORAGE                 COM              74460D10      1851    13307 SH       SHARED      02           12158           1149
D PUBLIC STORAGE                 COM              74460D10      6290    45200 SH       SHARED      04           45200
D PUBLIC STORAGE                 COM              74460D10        79      570 SH       SHARED      05             570
D PUBLIC STORAGE                 COM              74460D10      1931    13880 SH       SHARED      06            9120           4760
D PUBLIC STORAGE                 COM              74460D10      7004    50327 SH       SHARED      10           50327
D PUBLIC STORAGE                 COM              74460D10    206235  1481896 SH       SHARED      11          626443         855453
D PUBLIC STORAGE                 COM              74460D10       951     6839 SH       SHARED      26            6839
D PUBLIC STORAGE                 COM              74460D10      9918    71268 SH       SHARED      31           71268
D PULASKI FINL CORP              COM              74554810         4      500 SH       SHARED      02             500
D PULASKI FINL CORP              COM              74554810        51     6300 SH       SHARED      26            6300
D PULSE ELECTRONICS CORP         COM              74586W10        34    42503 SH       SHARED                   42503
D PULSE ELECTRONICS CORP         COM              74586W10         0      170 SH       SHARED      02             170
D PULTE GROUP INC                COM              74586710         4      281 SH       SHARED                     281
D PULTE GROUP INC                COM              74586710     30414  1962200 SH       SHARED                 1961674            526
D PULTE GROUP INC                COM              74586710       146     9479 SH       SHARED      01            9479
D PULTE GROUP INC                COM              74586710      5801   374285 SH       SHARED      02          373285           1000
D PULTE GROUP INC                COM              74586710       178    31816 SH CALL  SHARED      02           31816
D PULTE GROUP INC                COM              74586710         2    51499 SH PUT   SHARED      02           51499
D PULTE GROUP INC                COM              74586710      1434    92537 SH       SHARED      06           83000           9537
D PULTE GROUP INC                COM              74586710      1312    84663 SH       SHARED      10           84663
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       74692210        26     2024 SH       SHARED      23            2024
D QLT INC                        COM              74692710       506    65064 SH       SHARED                   65050             14
D QAD INC                        CL B             74727D20         2      200 SH       SHARED      02             200
D QAD INC                        CL A             74727D30         4      363 SH       SHARED                     363
D QAD INC                        CL A             74727D30         0        2 SH       SHARED      02               2
D QLOGIC CORP                    COM              74727710      5393   472270 SH       SHARED                  464455           7815
D QLOGIC CORP                    COM              74727710        31     2800 SH       SHARED      01            2800
D QLOGIC CORP                    COM              74727710      1374   120316 SH       SHARED      02          120316
D QLOGIC CORP                    COM              74727710     15280  1338070 SH       SHARED      10         1338070
D QC HLDGS INC                   COM              74729T10         1      400 SH       SHARED      02             400
D QUAD / GRAPHICS INC            COM CL A         74730110      4337   255770 SH       SHARED                  255770
D QUAD / GRAPHICS INC            COM CL A         74730110       326    19230 SH       SHARED      01           16080           3150
D QUAD / GRAPHICS INC            COM CL A         74730110       602    35500 SH       SHR/OTHR    01                          35500
D QUAD / GRAPHICS INC            COM CL A         74730110         0        5 SH       SHARED      02               5
D QUAD / GRAPHICS INC            COM CL A         74730110       469    27657 SH       SHARED      10           27657
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10        89    17155 SH       SHARED                   17155
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10         0       50 SH       SHARED      01              50
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10         0        2 SH       SHARED      02               2
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10        15     2900 SH       SHARED      10            2900
D QUAKER CHEM CORP               COM              74731610       463     9939 SH       SHARED                    9939
D QUAKER CHEM CORP               COM              74731610        17      379 SH       SHARED      02              23            356
D QUAKER CHEM CORP               COM              74731610       275     5900 SH       SHARED      10            5900
D QLIK TECHNOLOGIES INC          COM              74733T10      4899   218838 SH       SHARED                  216625           2213
D QLIK TECHNOLOGIES INC          COM              74733T10         0       24 SH       SHARED      02              24
D QLIK TECHNOLOGIES INC          COM              74733T10       291    13000 SH       SHARED      04           13000
D QLIK TECHNOLOGIES INC          COM              74733T10        17      800 SH       SHARED      10             800
D QLIK TECHNOLOGIES INC          COM              74733T10        15      712 SH       SHARED      21             712
D QEP RES INC                    COM              74733V10        34     1100 SH       SHARED                    1100
D QEP RES INC                    COM              74733V10      4528   143051 SH       SHARED                  143051
D QEP RES INC                    COM              74733V10      1465    46300 SH       SHARED      01           46300
D QEP RES INC                    COM              74733V10         0        6 SH       SHARED      02               6
D QEP RES INC                    COM              74733V10         2       90 SH       SHARED      05              90
D QEP RES INC                    COM              74733V10       355    11220 SH       SHARED      06            7320           3900
D QEP RES INC                    COM              74733V10      1817    57421 SH       SHARED      10           57421
D QEP RES INC                    COM              74733V10        34     1100 SH       SHR/OTHR    23                           1100
D QIHOO 360 TECHNOLOGY CO LTD    ADS              74734M10     11672   529372 SH       SHARED                  529372
D QIHOO 360 TECHNOLOGY CO LTD    ADS              74734M10        57     2623 SH       SHARED      02            2123            500
D QR ENERGY LP                   UNIT LTD PRTNS   74734R10      1266    64870 SH       SHARED                   64870
D QR ENERGY LP                   UNIT LTD PRTNS   74734R10        62     3200 SH       SHARED      02                           3200
D QUALCOMM INC                   COM              74752510      1673    26794 SH       SHARED                   26094            700
D QUALCOMM INC                   COM              74752510    354249  5670720 SH       SHARED                 5621245          49475
D QUALCOMM INC                   COM              74752510         2     2810 SH CALL  SHARED                    2810
D QUALCOMM INC                   COM              74752510     61879   990550 SH       SHARED      01          775560   250   214740
D QUALCOMM INC                   COM              74752510      9531   152577 SH       SHR/OTHR    01                         152577
D QUALCOMM INC                   COM              74752510     45122   722311 SH       SHARED      02          438543         283768
D QUALCOMM INC                   COM              74752510         2     2103 SH CALL  SHARED      02            2103
D QUALCOMM INC                   COM              74752510         0     1290 SH PUT   SHARED      02            1290
D QUALCOMM INC                   COM              74752510    147313  2358155 SH       SHARED      04         2352555           5600
D QUALCOMM INC                   COM              74752510       501     8030 SH       SHARED      05            8030
D QUALCOMM INC                   COM              74752510     25475   407810 SH       SHARED      06          208840         198970
D QUALCOMM INC                   COM              74752510     37774   604682 SH       SHARED      10          601251           3431
D QUALCOMM INC                   COM              74752510       281     4500 SH       SHARED      15            4500
D QUALCOMM INC                   COM              74752510      3428    54881 SH       SHARED      20           43356   280    11245
D QUALCOMM INC                   COM              74752510       765    12250 SH       SHR/OTHR    20                          12250
D QUALCOMM INC                   COM              74752510      1305    20893 SH       SHARED      21           20893
D QUALCOMM INC                   COM              74752510       447     7170 SH       SHR/OTHR    21                           7170
D QUALCOMM INC                   COM              74752510     13461   215494 SH       SHARED      23          195079          20415
D QUALCOMM INC                   COM              74752510     13223   211677 SH       SHR/OTHR    23                         211677
D QUALCOMM INC                   COM              74752510      2698    43200 SH       SHARED      26           43200
D QUALCOMM INC                   COM              74752510      3372    53981 SH       SHARED      27           53981
D QUALCOMM INC                   COM              74752510      2038    32625 SH       SHARED      29           32625
D QUALCOMM INC                   COM              74752510       406     6500 SH       SHARED      30            6500
D QUALCOMM INC                   COM              74752510     14593   233614 SH       SHARED      31          233614
D QUALITY DISTR INC FLA          COM              74756M10        31     3425 SH       SHARED                    3425
D QUALITY DISTR INC FLA          COM              74756M10         0        4 SH       SHARED      02               4
D QUALITY SYS INC                COM              74758210      8905   480584 SH       SHARED                  479401           1183
D QUALITY SYS INC                COM              74758210       436    23577 SH       SHARED      02           23577
D QUANEX BUILDING PRODUCTS COR   COM              74761910       532    28285 SH       SHARED                   28230             55
D QUANEX BUILDING PRODUCTS COR   COM              74761910         1       67 SH       SHARED      02              67
D QUANEX BUILDING PRODUCTS COR   COM              74761910       227    12100 SH       SHARED      10           12100
D QUANTA SVCS INC                COM              74762E10      5701   230833 SH       SHARED                  230365            468
D QUANTA SVCS INC                COM              74762E10      1328    53800 SH       SHARED      01           53800
D QUANTA SVCS INC                COM              74762E10         5      215 SH       SHARED      02               7            208
D QUANTA SVCS INC                COM              74762E10      4957   200700 SH       SHARED      04          200700
D QUANTA SVCS INC                COM              74762E10      3114   126110 SH       SHARED      05          126110
D QUANTA SVCS INC                COM              74762E10       355    14400 SH       SHARED      06            8000           6400
D QUANTA SVCS INC                COM              74762E10      1206    48835 SH       SHARED      10           48835
D QUANTA SVCS INC                COM              74762E10         7      290 SH       SHARED      21                            290
D QUANTUM CORP                   COM DSSG         74790620        59    36909 SH       SHARED                   36909
D QUANTUM CORP                   COM DSSG         74790620         0       40 SH       SHARED      02              40
D QUANTUM CORP                   COM DSSG         74790620       129    80600 SH       SHARED      10           80600
D QUEST DIAGNOSTICS INC          COM              74834L10        72     1150 SH       SHARED                    1150
D QUEST DIAGNOSTICS INC          COM              74834L10     36549   576215 SH       SHARED                  576215
D QUEST DIAGNOSTICS INC          COM              74834L10      2766    43622 SH       SHARED      01           43222            400
D QUEST DIAGNOSTICS INC          COM              74834L10        54      864 SH       SHARED      02             300            564
D QUEST DIAGNOSTICS INC          COM              74834L10     90275  1423223 SH       SHARED      04         1417463           5760
D QUEST DIAGNOSTICS INC          COM              74834L10        17      276 SH       SHARED      05             276
D QUEST DIAGNOSTICS INC          COM              74834L10        97     1530 SH       SHARED      05            1530
D QUEST DIAGNOSTICS INC          COM              74834L10       685    10800 SH       SHARED      06            6660           4140
D QUEST DIAGNOSTICS INC          COM              74834L10      2372    37403 SH       SHARED      10           37403
D QUEST DIAGNOSTICS INC          COM              74834L10       164     2600 SH       SHR/OTHR    20                           2600
D QUEST DIAGNOSTICS INC          COM              74834L10       535     8450 SH       SHARED      23            8450
D QUEST DIAGNOSTICS INC          COM              74834L10      1103    17400 SH       SHR/OTHR    23                          17400
D QUEST DIAGNOSTICS INC          COM              74834L10       422     6668 SH       SHARED      26            6668
D QUEST DIAGNOSTICS INC          COM              74834L10       888    14000 SH       SHARED      32           14000
D QUEST SOFTWARE INC             COM              74834T10      1130    40363 SH       SHARED                   40363
D QUEST SOFTWARE INC             COM              74834T10       470    16800 SH       SHARED      10           16800
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10       879    47618 SH       SHARED                   46614           1004
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10       306    16600 SH       SHARED      01           16600
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10       131     7114 SH       SHARED      02             114           7000
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10         0      487 SH CALL  SHARED      02             487
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10      1754    95000 SH       SHARED      04           95000
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10         5      283 SH       SHARED      21             283
D QUESTAR CORP                   COM              74835610      4386   215788 SH       SHARED                  214361           1427
D QUESTAR CORP                   COM              74835610        85     4200 SH       SHARED      01            4200
D QUESTAR CORP                   COM              74835610        39     1928 SH       SHARED      02            1928
D QUESTAR CORP                   COM              74835610      2012    99000 SH       SHARED      04           99000
D QUESTAR CORP                   COM              74835610       176     8700 SH       SHARED      10            8700
D QUESTAR CORP                   COM              74835610         7      380 SH       SHARED      21                            380
D QUESTAR CORP                   COM              74835610        22     1100 SH       SHR/OTHR    23                           1100
D QUEST RARE MINERALS LTD        COM              74836T10       135    94400 SH       SHARED                   94400
D QUICKLOGIC CORP                COM              74837P10        16     5886 SH       SHARED                    5886
D QUICKLOGIC CORP                COM              74837P10         0       11 SH       SHARED      02              11
D QUICKLOGIC CORP                COM              74837P10        68    24300 SH       SHARED      10           24300
D QUICKSILVER RESOURCES INC      COM              74837R10       345    84413 SH       SHARED                   84413
D QUICKSILVER RESOURCES INC      COM              74837R10       243    59450 SH       SHARED      01           59450
D QUIKSILVER INC                 COM              74838C10      2948   888207 SH       SHARED                  888207
D QUIKSILVER INC                 COM              74838C10       780   235227 SH       SHARED      02             227         235000
D QUIKSILVER INC                 COM              74838C10       101    30600 SH       SHARED      10           30600
D QUIDEL CORP                    COM              74838J10      4114   217348 SH       SHARED                  217348
D QUIDEL CORP                    COM              74838J10         0        8 SH       SHARED      02               8
D QUINSTREET INC                 COM              74874Q10       132    15799 SH       SHARED                   15799
D QUINSTREET INC                 COM              74874Q10        77     9181 SH       SHARED      01            9181
D QUINSTREET INC                 COM              74874Q10       130    15500 SH       SHR/OTHR    01                          15500
D QUINSTREET INC                 COM              74874Q10         0       48 SH       SHARED      02              48
D RAIT FINANCIAL TRUST           NOTE  7.000% 4/0 749227AA       314   330000 PRN      SHARED                  330000
D RAIT FINANCIAL TRUST           COM NEW          74922760       485    92571 SH       SHARED                   92571
D RAIT FINANCIAL TRUST           COM NEW          74922760       133    25400 SH       SHARED      01           25400
D RAIT FINANCIAL TRUST           COM NEW          74922760       875   166677 SH       SHARED      02          166677
D RCM TECHNOLOGIES INC           COM NEW          74936040         2      500 SH       SHARED      02             500
D RDA MICROELECTRONICS INC       SPONSORED ADR    74939410         6      600 SH       SHARED                     600
D RLI CORP                       COM              74960710      1978    29673 SH       SHARED                   29673
D RLI CORP                       COM              74960710         2       32 SH       SHARED      02              32
D RLI CORP                       COM              74960710        10      164 SH       SHARED      21                            164
D RLJ LODGING TR                 COM              74965L10      1424    75312 SH       SHARED                   75312
D RLJ LODGING TR                 COM              74965L10         0       16 SH       SHARED      02              16
D RLJ LODGING TR                 COM              74965L10       297    15737 SH       SHARED      11           15737
D ROI ACQUISITION CORP           COM              74966A10      3390   351300 SH       SHARED      02          351300
D ROI ACQUISITION CORP           *W EXP 02/28/201 74966A11        76   254700 SH       SHARED      02          254700
D ROI ACQUISITION CORP           UNIT 99/99/9999  74966A20      2095   208460 SH       SHARED      02          208460
D ROI ACQUISITION CORP           UNIT 99/99/9999  74966A20      2010   200000 SH       SHARED      04          200000
D RPC INC                        COM              74966010       179    15106 SH       SHARED                   11485           3621
D RPC INC                        COM              74966010       111     9337 SH       SHARED      01            9337
D RPC INC                        COM              74966010        15     1302 SH       SHARED      02            1302
D RPC INC                        COM              74966010        15     1300 SH       SHARED      10            1300
D RPM INTL INC                   COM              74968510      9640   337805 SH       SHARED                  334997           2808
D RPM INTL INC                   COM              74968510        28     1000 SH       SHARED      01                           1000
D RPM INTL INC                   COM              74968510       613    21484 SH       SHARED      02               2          21482
D RPM INTL INC                   COM              74968510         3      700 SH CALL  SHARED      02             700
D RPM INTL INC                   COM              74968510        65     2300 SH       SHARED      10            2300
D RPX CORP                       COM              74972G10       153    13754 SH       SHARED                   13754
D RPX CORP                       COM              74972G10         0       72 SH       SHARED      02               5             67
D RPX CORP                       COM              74972G10        25     2300 SH       SHARED      10            2300
D RTI INTL METALS INC            COM              74973W10       449    18776 SH       SHARED                   18684             92
D RTI INTL METALS INC            COM              74973W10       310    12970 SH       SHARED      01           10520           2450
D RTI INTL METALS INC            COM              74973W10       634    26500 SH       SHR/OTHR    01                          26500
D RTI INTL METALS INC            COM              74973W10        28     1180 SH       SHARED      02             480            700
D RTI INTL METALS INC            COM              74973W10       205     8600 SH       SHARED      10            8600
D RTI BIOLOGICS INC              COM              74975N10        35     8438 SH       SHARED                    8438
D RTI BIOLOGICS INC              COM              74975N10         3      875 SH       SHARED      01             875
D RTI BIOLOGICS INC              COM              74975N10         0        9 SH       SHARED      02               9
D RTI BIOLOGICS INC              COM              74975N10        64    15500 SH       SHARED      10           15500
D RF MICRODEVICES INC            NOTE  1.000% 4/1 749941AJ        24    25000 PRN      SHARED                   25000
D RF MICRODEVICES INC            COM              74994110      1581   400980 SH       SHARED                  400980
D RF MICRODEVICES INC            COM              74994110         6     1545 SH       SHARED      02              45           1500
D RF MICRODEVICES INC            COM              74994110       349    88600 SH       SHARED      10           88600
D RACKSPACE HOSTING INC          COM              75008610      6005    90870 SH       SHARED                   90270            600
D RACKSPACE HOSTING INC          COM              75008610      1989    30100 SH       SHARED      01           30100
D RACKSPACE HOSTING INC          COM              75008610       797    12061 SH       SHARED      02             544          11517
D RACKSPACE HOSTING INC          COM              75008610         1      500 SH CALL  SHARED      02             500
D RACKSPACE HOSTING INC          COM              75008610         6      100 SH       SHARED      05             100
D RACKSPACE HOSTING INC          COM              75008610      3994    60446 SH       SHARED      06           60446
D RACKSPACE HOSTING INC          COM              75008610       178     2700 SH       SHARED      10            2700
D RACKSPACE HOSTING INC          COM              75008610       594     9000 SH       SHARED      26            9000
D RADIAN GROUP INC               NOTE  3.000%11/1 750236AK       182   250000 PRN      SHARED                                 250000
D RADIAN GROUP INC               NOTE  3.000%11/1 750236AK      6925  9500000 PRN      SHARED      02         9500000
D RADIAN GROUP INC               COM              75023610      2632   606490 SH       SHARED                  606490
D RADIAN GROUP INC               COM              75023610      3039   700417 SH       SHARED      02          700417
D RADIAN GROUP INC               COM              75023610         4     2750 SH CALL  SHARED      02            2750
D RADIAN GROUP INC               COM              75023610        83    19200 SH       SHARED      10           19200
D RADIAN GROUP INC               COM              75023610       260    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        89   102700 SH       SHARED                  102700
D RADIOSHACK CORP                COM              75043810       653   274500 SH       SHARED                  274500
D RADIOSHACK CORP                COM              75043810       981   412316 SH       SHARED      02          412316
D RADISYS CORP                   COM              75045910        61    17129 SH       SHARED                   17129
D RADISYS CORP                   COM              75045910         0       98 SH       SHARED      02              41             57
D RADISYS CORP                   COM              75045910       170    47390 SH       SHARED      26           47390
D RADNET INC                     COM              75049110        25     9000 SH       SHARED      02                           9000
D RAILAMERICA INC                COM              75075340      1595    58082 SH       SHARED                   58073              9
D RAILAMERICA INC                COM              75075340        57     2100 SH       SHARED      01            2100
D RAILAMERICA INC                COM              75075340         0        5 SH       SHARED      02               5
D RAINMAKER SYSTEMS              COM NEW          75087530         2     1690 SH       SHARED      02            1690
D RAMBUS INC DEL                 NOTE  5.000% 6/1 750917AC       650   649000 PRN      SHARED      02          649000
D RAMBUS INC DEL                 COM              75091710       563   101784 SH       SHARED                  101769             15
D RAMBUS INC DEL                 COM              75091710        19     3500 SH       SHARED      01            3500
D RAMBUS INC DEL                 COM              75091710        70    12719 SH       SHARED      02           12719
D RALCORP HLDGS INC NEW          COM              75102810      4253    58261 SH       SHARED                   58261
D RALCORP HLDGS INC NEW          COM              75102810      1012    13875 SH       SHARED      01           13875
D RALCORP HLDGS INC NEW          COM              75102810        51      702 SH       SHARED      02             101            601
D RALCORP HLDGS INC NEW          COM              75102810        19      267 SH       SHARED      21             157            110
D RALPH LAUREN CORP              CL A             75121210        61      409 SH       SHARED                     409
D RALPH LAUREN CORP              CL A             75121210     10318    68228 SH       SHARED                   68228
D RALPH LAUREN CORP              CL A             75121210      2378    15730 SH       SHARED      01           14700           1030
D RALPH LAUREN CORP              CL A             75121210       135      898 SH       SHARED      02             748            150
D RALPH LAUREN CORP              CL A             75121210       567     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       645     4270 SH       SHARED      06            2550           1720
D RALPH LAUREN CORP              CL A             75121210      3353    22173 SH       SHARED      10           22173
D RALPH LAUREN CORP              CL A             75121210       149      990 SH       SHARED      23             990
D RALPH LAUREN CORP              CL A             75121210       593     3926 SH       SHARED      27            3926
D RALPH LAUREN CORP              CL A             75121210      5808    38407 SH       SHARED      31           38407
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220       533    42605 SH       SHARED                   42605
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220         6      500 SH       SHARED      01             500
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220        36     2886 SH       SHARED      02               6           2880
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220       100     8000 SH       SHARED      10            8000
D RAMCO-GERSHENSON PPTYS TR      PERP PFD-D CV    75145260      5403   105680 SH       SHARED                  105680
D RAMCO-GERSHENSON PPTYS TR      PERP PFD-D CV    75145260       860    16822 SH       SHARED      02           16822
D RAND LOGISTICS INC             COM              75218210         4      642 SH       SHARED                     642
D RAND LOGISTICS INC             COM              75218210         0        4 SH       SHARED      02               4
D RANDGOLD RES LTD               ADR              75234430     23186   188515 SH       SHARED                  188515
D RANDGOLD RES LTD               ADR              75234430     11495    93463 SH       SHARED      02           93463
D RANDGOLD RES LTD               ADR              75234430        22     2410 SH CALL  SHARED      02            2410
D RANDGOLD RES LTD               ADR              75234430      7871    64000 SH       SHARED      04           64000
D RANDGOLD RES LTD               ADR              75234430      3505    28500 SH       SHARED      30           28500
D RANGE RES CORP                 COM              75281A10        14      201 SH       SHARED                     201
D RANGE RES CORP                 COM              75281A10     16723   239348 SH       SHARED                  239348
D RANGE RES CORP                 COM              75281A10         1      287 SH CALL  SHARED                     287
D RANGE RES CORP                 COM              75281A10      2735    39150 SH       SHARED      01           39150
D RANGE RES CORP                 COM              75281A10        44      638 SH       SHARED      02             438            200
D RANGE RES CORP                 COM              75281A10        62      900 SH       SHARED      05             900
D RANGE RES CORP                 COM              75281A10       780    11170 SH       SHARED      06            6710           4460
D RANGE RES CORP                 COM              75281A10      3075    44022 SH       SHARED      10           44022
D RANGE RES CORP                 COM              75281A10       359     5145 SH       SHARED      27            5145
D RARE ELEMENT RES LTD           COM              75381M10        20     4100 SH       SHARED                    4100
D RARE ELEMENT RES LTD           COM              75381M10        39     8000 SH       SHARED      01                           8000
D RARE ELEMENT RES LTD           COM              75381M10        17     3500 SH       SHARED      23            3500
D RAPTOR PHARMACEUTICAL CORP     COM              75382F10        46     8291 SH       SHARED                    8291
D RAPTOR PHARMACEUTICAL CORP     COM              75382F10         0       14 SH       SHARED      02              14
D RAVEN INDS INC                 COM              75421210       287     9765 SH       SHARED                    8798            967
D RAVEN INDS INC                 COM              75421210         0       11 SH       SHARED      02              11
D RAVEN INDS INC                 COM              75421210       123     4200 SH       SHARED      26            4200
D RAYMOND JAMES FINANCIAL INC    COM              75473010      9049   246920 SH       SHARED                  246920
D RAYMOND JAMES FINANCIAL INC    COM              75473010        65     1800 SH       SHARED      01            1800
D RAYMOND JAMES FINANCIAL INC    COM              75473010       545    14871 SH       SHARED      02           14871
D RAYMOND JAMES FINANCIAL INC    COM              75473010      3951   107825 SH       SHARED      10          107825
D RAYMOND JAMES FINANCIAL INC    COM              75473010       117     3200 SH       SHARED      23            3200
D RAYONIER INC                   COM              75490710      8477   172985 SH       SHARED                  172985
D RAYONIER INC                   COM              75490710      1635    33366 SH       SHARED      01           33366
D RAYONIER INC                   COM              75490710       764    15592 SH       SHARED      02             860          14732
D RAYONIER INC                   COM              75490710       532    10875 SH       SHARED      06           10875
D RAYONIER INC                   COM              75490710       117     2400 SH       SHARED      10            2400
D RAYONIER INC                   COM              75490710      1029    21000 SH       SHARED      30           21000
D RAYONIER INC                   COM              75490710      3809    77737 SH       SHARED      31           77737
D RAYONIER TRS HLDGS INC         NOTE  3.750%10/1 75508AAB      6830  5000000 PRN      SHARED                 5000000
D RAYONIER TRS HLDGS INC         NOTE  3.750%10/1 75508AAB     39599 28989504 PRN      SHARED      02        28989504
D RAYONIER TRS HLDGS INC         NOTE  4.500% 8/1 75508AAC       449   299000 PRN      SHARED      02          299000
D RAYTHEON CO                    COM NEW          75511150       456     7979 SH       SHARED                    3179           4800
D RAYTHEON CO                    COM NEW          75511150     79052  1383005 SH       SHARED                 1383005
D RAYTHEON CO                    COM NEW          75511150      5735   100337 SH       SHARED      01           98515           1822
D RAYTHEON CO                    COM NEW          75511150         7      137 SH       SHR/OTHR    01                            137
D RAYTHEON CO                    COM NEW          75511150      6112   106945 SH       SHARED      02          105094           1851
D RAYTHEON CO                    COM NEW          75511150         2     2465 SH CALL  SHARED      02            2465
D RAYTHEON CO                    COM NEW          75511150         0      851 SH PUT   SHARED      02             851
D RAYTHEON CO                    COM NEW          75511150       422     7397 SH       SHARED      04            7397
D RAYTHEON CO                    COM NEW          75511150        34      600 SH       SHARED      04             600
D RAYTHEON CO                    COM NEW          75511150        86     1520 SH       SHARED      05            1520
D RAYTHEON CO                    COM NEW          75511150      1328    23240 SH       SHARED      06           20440           2800
D RAYTHEON CO                    COM NEW          75511150     10993   192333 SH       SHARED      10          192333
D RAYTHEON CO                    COM NEW          75511150       434     7600 SH       SHARED      15            7600
D RAYTHEON CO                    COM NEW          75511150        66     1170 SH       SHARED      21            1170
D RAYTHEON CO                    COM NEW          75511150         3       60 SH       SHR/OTHR    21                             60
D RAYTHEON CO                    COM NEW          75511150       174     3048 SH       SHARED      23            3048
D RAYTHEON CO                    COM NEW          75511150       428     7500 SH       SHR/OTHR    23                           7500
D RAYTHEON CO                    COM NEW          75511150       462     8100 SH       SHARED      26            8100
D RBC BEARINGS INC               COM              75524B10       217     4517 SH       SHARED                    4117            400
D RBC BEARINGS INC               COM              75524B10         0        6 SH       SHARED      02               6
D RBC BEARINGS INC               COM              75524B10         9      188 SH       SHARED      21                            188
D REACHLOCAL INC                 COM              75525F10        27     2187 SH       SHARED                    2187
D REACHLOCAL INC                 COM              75525F10        16     1300 SH       SHARED      01            1300
D REACHLOCAL INC                 COM              75525F10         0        3 SH       SHARED      02               3
D REACHLOCAL INC                 COM              75525F10        42     3400 SH       SHARED      10            3400
D READING INTERNATIONAL INC      CL A             75540810       198    33723 SH       SHARED                   31192           2531
D READING INTERNATIONAL INC      CL A             75540810         0      103 SH       SHARED      02             103
D READING INTERNATIONAL INC      CL B             75540820         0      100 SH       SHARED      02             100
D REAL GOODS SOLAR INC           CL A             75601N10         1     1575 SH       SHARED                    1575
D REALD INC                      COM              75604L10       184    20623 SH       SHARED                   20623
D REALD INC                      COM              75604L10        36     4100 SH       SHARED      01            4100
D REALD INC                      COM              75604L10         0       12 SH       SHARED      02              12
D REALNETWORKS INC               COM NEW          75605L70        29     3577 SH       SHARED                    3577
D REALNETWORKS INC               COM NEW          75605L70         0        3 SH       SHARED      02               3
D REALNETWORKS INC               COM NEW          75605L70        56     6800 SH       SHARED      10            6800
D REALPAGE INC                   COM              75606N10       139     6182 SH       SHARED                    5950            232
D REALPAGE INC                   COM              75606N10       959    42460 SH       SHARED      02              10          42450
D REALTY INCOME CORP             COM              75610910      9944   243192 SH       SHARED                  243192
D REALTY INCOME CORP             COM              75610910      1359    33250 SH       SHARED      01           33250
D REALTY INCOME CORP             COM              75610910        33      819 SH       SHARED      02             819
D REALTY INCOME CORP             COM              75610910       139     3400 SH       SHARED      10            3400
D REALTY INCOME CORP             COM              75610910        17      420 SH       SHARED      21             420
D RED HAT INC                    COM              75657710     23629   414981 SH       SHARED                  414981
D RED HAT INC                    COM              75657710      2913    51175 SH       SHARED      01           51175
D RED HAT INC                    COM              75657710        37      653 SH       SHARED      02             184            469
D RED HAT INC                    COM              75657710      1138    20000 SH       SHARED      04           20000
D RED HAT INC                    COM              75657710         6      110 SH       SHARED      05             110
D RED HAT INC                    COM              75657710       815    14329 SH       SHARED      06            8740           5589
D RED HAT INC                    COM              75657710      2753    48350 SH       SHARED      10           48350
D RED LION HOTELS CORP           COM              75676410         3      497 SH       SHARED                     497
D RED LION HOTELS CORP           COM              75676410         0        2 SH       SHARED      02               2
D RED ROBIN GOURMET BURGERS IN   COM              75689M10      3238    99380 SH       SHARED                   99031            349
D RED ROBIN GOURMET BURGERS IN   COM              75689M10         0       25 SH       SHARED      02              25
D REDIFF COM INDIA LTD           SPONSORED ADR    75747910        52    13973 SH       SHARED                   13973
D REDWOOD TR INC                 COM              75807540      1220    84417 SH       SHARED                   84417
D REDWOOD TR INC                 COM              75807540         3      250 SH       SHARED      01             250
D REDWOOD TR INC                 COM              75807540        97     6737 SH       SHARED      02              12           6725
D REDWOOD TR INC                 COM              75807540        26     1800 SH       SHARED      10            1800
D REED ELSEVIER P L C            SPONS ADR NEW    75820520        14      389 SH       SHARED      21             389
D REGAL BELOIT CORP              COM              75875010        12      175 SH       SHARED                                    175
D REGAL BELOIT CORP              COM              75875010      3229    45817 SH       SHARED                   44499           1318
D REGAL BELOIT CORP              COM              75875010      5531    78486 SH       SHARED      01           64329          14157
D REGAL BELOIT CORP              COM              75875010       799    11344 SH       SHR/OTHR    01                          11344
D REGAL BELOIT CORP              COM              75875010       251     3564 SH       SHARED      02             500           3064
D REGAL BELOIT CORP              COM              75875010      3580    50800 SH       SHARED      04           50800
D REGAL BELOIT CORP              COM              75875010       629     8929 SH       SHARED      10            8000            929
D REGAL BELOIT CORP              COM              75875010       727    10322 SH       SHARED      20            8252    75     1995
D REGAL BELOIT CORP              COM              75875010        12      175 SH       SHR/OTHR    20                            175
D REGAL BELOIT CORP              COM              75875010       105     1495 SH       SHARED      21            1495
D REGAL BELOIT CORP              COM              75875010         3       50 SH       SHR/OTHR    21                             50
D REGAL BELOIT CORP              COM              75875010      1205    17109 SH       SHARED      23           14944           2165
D REGAL BELOIT CORP              COM              75875010       525     7462 SH       SHR/OTHR    23                           7462
D REGAL BELOIT CORP              COM              75875010       824    11700 SH       SHARED      26           11700
D REGAL ENTMT GROUP              CL A             75876610      4697   333879 SH       SHARED                  333879
D REGAL ENTMT GROUP              CL A             75876610        68     4858 SH       SHARED      02            4603            255
D REGAL ENTMT GROUP              CL A             75876610        19     1400 SH       SHARED      10            1400
D REGENCY CTRS CORP              COM              75884910     13657   280265 SH       SHARED                  280265
D REGENCY CTRS CORP              COM              75884910      1042    21400 SH       SHARED      01           21400
D REGENCY CTRS CORP              COM              75884910        63     1302 SH       SHARED      02            1302
D REGENCY CTRS CORP              COM              75884910      6503   133450 SH       SHARED      10          133450
D REGENCY CTRS CORP              COM              75884910    130669  2681492 SH       SHARED      11         1645250        1036242
D REGENCY CTRS CORP              COM              75884910       471     9684 SH       SHARED      26            9684
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10       193     8302 SH       SHARED      02                           8302
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10     23623  1013000 SH       SHARED      06                        1013000
D REGENERON PHARMACEUTICALS      COM              75886F10     37587   246214 SH       SHARED                  246214
D REGENERON PHARMACEUTICALS      COM              75886F10      3576    23425 SH       SHARED      01           22775            650
D REGENERON PHARMACEUTICALS      COM              75886F10       152     1000 SH       SHR/OTHR    01                           1000
D REGENERON PHARMACEUTICALS      COM              75886F10     41524   272004 SH       SHARED      02          270854           1150
D REGENERON PHARMACEUTICALS      COM              75886F10         1      350 SH PUT   SHARED      02             350
D REGENERON PHARMACEUTICALS      COM              75886F10     35025   229435 SH       SHARED      04          229435
D REGENERON PHARMACEUTICALS      COM              75886F10        51      340 SH       SHARED      05             340
D REGENERON PHARMACEUTICALS      COM              75886F10       335     2200 SH       SHARED      06            2200
D REGENERON PHARMACEUTICALS      COM              75886F10       351     2300 SH       SHARED      10            2300
D REGENERON PHARMACEUTICALS      COM              75886F10      1287     8431 SH       SHARED      27            8431
D REGENERON PHARMACEUTICALS      COM              75886F10      2396    15700 SH       SHARED      30           15700
D REGIS CORP MINN                NOTE  5.000% 7/1 758932AA     11205  8600000 PRN      SHARED      02         8600000
D REGIS CORP MINN                COM              75893210      1612    87708 SH       SHARED                   80134           7574
D REGIS CORP MINN                COM              75893210        33     1800 SH       SHARED      01            1800
D REGIS CORP MINN                COM              75893210         0        8 SH       SHARED      02               8
D REGIS CORP MINN                COM              75893210       310    16900 SH       SHARED      10           16900
D REGIONAL MGMT CORP             COM              75902K10         3      205 SH       SHARED                     205
D REGIONAL MGMT CORP             COM              75902K10         0        1 SH       SHARED      02               1
D REGIONS FINANCIAL CORP NEW     COM              7591EP10        50     7061 SH       SHARED                    7061
D REGIONS FINANCIAL CORP NEW     COM              7591EP10     66117  9189371 SH       SHARED                 9189371
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      2865   398304 SH       SHARED      01          398304
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       791   109958 SH       SHARED      02          109958
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         1      250 SH CALL  SHARED      02             250
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         0       50 SH PUT   SHARED      02              50
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         5      700 SH       SHARED      05             700
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      1430   198857 SH       SHARED      06          160897          37960
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      2482   344979 SH       SHARED      10          344979
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       215    30000 SH       SHARED      29           30000
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      2114   293900 SH       SHARED      30          293900
D REINSURANCE GROUP AMER INC     COM NEW          75935160      4292    74169 SH       SHARED                   73648            521
D REINSURANCE GROUP AMER INC     COM NEW          75935160        66     1150 SH       SHARED      01                           1150
D REINSURANCE GROUP AMER INC     COM NEW          75935160         3       66 SH       SHARED      02              66
D REINSURANCE GROUP AMER INC     COM NEW          75935160        13      232 SH       SHARED      21                            232
D RELIANCE STEEL & ALUMINUM CO   COM              75950910      3578    68359 SH       SHARED                   68259            100
D RELIANCE STEEL & ALUMINUM CO   COM              75950910         5      102 SH       SHARED      02               2            100
D RELIANCE STEEL & ALUMINUM CO   COM              75950910       592    11316 SH       SHARED      04           11316
D RELIANCE STEEL & ALUMINUM CO   COM              75950910      3712    70925 SH       SHARED      10           70925
D RELIANCE STEEL & ALUMINUM CO   COM              75950910         5      103 SH       SHARED      21                            103
D RENASANT CORP                  COM              75970E10        77     3936 SH       SHARED                    3936
D RENASANT CORP                  COM              75970E10         0        4 SH       SHARED      02               4
D RENASANT CORP                  COM              75970E10       176     9000 SH       SHARED      10            9000
D RENESOLA LTD                   SPONS ADS        75971T10      1178   824048 SH       SHARED                  824048
D RENESOLA LTD                   SPONS ADS        75971T10         0      500 SH       SHARED      02                            500
D RENEWABLE ENERGY GROUP INC     COM NEW          75972A30         1      270 SH       SHARED                     270
D RENREN INC                     SPONSORED ADR    75989210       889   220815 SH       SHARED                  220815
D RENREN INC                     SPONSORED ADR    75989210       242    60063 SH       SHARED      02           56363           3700
D RENREN INC                     SPONSORED ADR    75989210         0     2500 SH CALL  SHARED      02            2500
D REPLIGEN CORP                  COM              75991610       306    51368 SH       SHARED                   51368
D REPLIGEN CORP                  COM              75991610         0        8 SH       SHARED      02               8
D RENT A CTR INC NEW             COM              76009N10      1453    41486 SH       SHARED                   41207            279
D RENT A CTR INC NEW             COM              76009N10        78     2250 SH       SHARED      01            2250
D RENT A CTR INC NEW             COM              76009N10       129     3686 SH       SHARED      02            3255            431
D RENT A CTR INC NEW             COM              76009N10       602    17200 SH       SHARED      10           17200
D RENTECH INC                    COM              76011210       361   146836 SH       SHARED                  146836
D RENTECH INC                    COM              76011210         0       56 SH       SHARED      02              56
D RENTECH NITROGEN PARTNERS L    COM UNIT         76011310       174     4500 SH       SHARED                    4500
D RENTECH NITROGEN PARTNERS L    COM UNIT         76011310       956    24690 SH       SHARED      02                          24690
D RENTECH NITROGEN PARTNERS L    COM UNIT         76011310      1193    30800 SH       SHARED      30           30800
D RENTRAK CORP                   COM              76017410       187    11088 SH       SHARED                   11088
D RENTRAK CORP                   COM              76017410         0        1 SH       SHARED      02               1
D REPUBLIC AWYS HLDGS INC        COM              76027610         8     1915 SH       SHARED                    1915
D REPUBLIC AWYS HLDGS INC        COM              76027610         0       10 SH       SHARED      02              10
D REPUBLIC AWYS HLDGS INC        COM              76027610        44     9700 SH       SHARED      26            9700
D REPROS THERAPEUTICS INC        COM NEW          76028H20       153    10093 SH       SHARED                   10093
D REPROS THERAPEUTICS INC        COM NEW          76028H20        71     4672 SH       SHARED      02            4672
D REPUBLIC BANCORP KY            CL A             76028120        35     1598 SH       SHARED                    1598
D REPUBLIC BANCORP KY            CL A             76028120         0        1 SH       SHARED      02               1
D REPUBLIC FIRST BANCORP INC     COM              76041610         1      600 SH       SHARED      02             600
D REPUBLIC SVCS INC              COM              76075910        69     2533 SH       SHARED                    2533
D REPUBLIC SVCS INC              COM              76075910      8129   295520 SH       SHARED                  293406           2114
D REPUBLIC SVCS INC              COM              76075910      2178    79173 SH       SHARED      01           79173
D REPUBLIC SVCS INC              COM              76075910         7      277 SH       SHARED      02             277
D REPUBLIC SVCS INC              COM              76075910     12379   450000 SH       SHARED      04          450000
D REPUBLIC SVCS INC              COM              76075910         4      171 SH       SHARED      05             171
D REPUBLIC SVCS INC              COM              76075910       855    31096 SH       SHARED      06           21305           9791
D REPUBLIC SVCS INC              COM              76075910      2373    86260 SH       SHARED      10           86260
D REPUBLIC SVCS INC              COM              76075910         2      100 SH       SHARED      21                            100
D REPUBLIC SVCS INC              COM              76075910      5486   199431 SH       SHARED      31          199431
D RESEARCH IN MOTION LTD         COM              76097510        75    10000 SH       SHARED                   10000
D RESEARCH IN MOTION LTD         COM              76097510      8142  1085650 SH       SHARED                 1083650           2000
D RESEARCH IN MOTION LTD         COM              76097510         1      150 SH       SHARED      01             150
D RESEARCH IN MOTION LTD         COM              76097510         0       50 SH       SHR/OTHR    01                             50
D RESEARCH IN MOTION LTD         COM              76097510      1055   140777 SH       SHARED      02          139297           1480
D RESEARCH IN MOTION LTD         COM              76097510         1      169 SH       SHARED      04                            169
D RESEARCH IN MOTION LTD         COM              76097510         2      298 SH       SHARED      05             298
D RESEARCH IN MOTION LTD         COM              76097510        52     7060 SH       SHARED      06            5810           1250
D RESEARCH IN MOTION LTD         COM              76097510         3      500 SH       SHR/OTHR    23                            500
D RESMED INC                     COM              76115210     14907   368370 SH       SHARED                  364524           3846
D RESMED INC                     COM              76115210        73     1804 SH       SHARED      02            1804
D RESMED INC                     COM              76115210       145     3600 SH       SHARED      10            3600
D RESOLUTE ENERGY CORP           COM              76116A10        81     9133 SH       SHARED                    7713           1420
D RESOLUTE ENERGY CORP           COM              76116A10         0        8 SH       SHARED      02               8
D RESOLUTE FST PRODS INC         COM              76117W10       203    15618 SH       SHARED                   15618
D RESOLUTE FST PRODS INC         COM              76117W10         0       13 SH       SHARED      02              13
D RESOLUTE FST PRODS INC         COM              76117W10       535    41200 SH       SHARED      10           41200
D RESOLUTE FST PRODS INC         COM              76117W10        16     1299 SH       SHARED      23             116           1183
D RESOURCE AMERICA INC           CL A             76119520         9     1369 SH       SHARED                    1287             82
D RESOURCE AMERICA INC           CL A             76119520         3      550 SH       SHR/OTHR    01                            550
D RESOURCE AMERICA INC           CL A             76119520         0        3 SH       SHARED      02               3
D RESOURCE CAP CORP              COM              76120W30      1110   188857 SH       SHARED                  178457          10400
D RESOURCE CAP CORP              COM              76120W30        40     6833 SH       SHARED      02              15           6818
D RESOURCE CAP CORP              COM              76120W30      1717   292100 SH       SHARED      10          292100
D RESOURCES CONNECTION INC       COM              76122Q10      2068   157356 SH       SHARED                  156619            737
D RESOURCES CONNECTION INC       COM              76122Q10         1       77 SH       SHARED      02              77
D RESOURCES CONNECTION INC       COM              76122Q10       251    19100 SH       SHARED      10           19100
D RESPONSYS INC                  COM              76124810        36     3546 SH       SHARED                    3546
D RESPONSYS INC                  COM              76124810        26     2600 SH       SHARED      01            2600
D RESPONSYS INC                  COM              76124810         2      218 SH       SHARED      02              10            208
D RESPONSYS INC                  COM              76124810       113    11100 SH       SHARED      10           11100
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10      3930   305367 SH       SHARED                  305367
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10         0        7 SH       SHARED      02               7
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10         1      900 SH CALL  SHARED      02             900
D RETAIL OPPORTUNITY INVTS COR   COM              76131N10        27     2100 SH       SHARED      10            2100
D RETAIL OPPORTUNITY INVTS COR   *W EXP 10/23/201 76131N11        94    89758 SH       SHARED      02           89758
D RETAIL PPTYS AMER INC          CL A             76131V20        34     3008 SH       SHARED                    3008
D RETAIL PPTYS AMER INC          CL A             76131V20         0       77 SH       SHARED      02              77
D RETAIL PPTYS AMER INC          CL A             76131V20     25308  2235700 SH       SHARED      11                        2235700
D REVENUESHARES ETF TR           SMALL CAP FD     76139630         9      250 SH       SHARED      02                            250
D REVETT MINERALS INC            COM NEW          76150520         3      920 SH       SHARED                     920
D REVETT MINERALS INC            COM NEW          76150520         3     1004 SH       SHARED      02            1004
D REVLON INC                     CL A NEW         76152560       146     9514 SH       SHARED                    9514
D REVLON INC                     CL A NEW         76152560         0        1 SH       SHARED      02               1
D REX ENERGY CORPORATION         COM              76156510        34     2612 SH       SHARED                                   2612
D REX ENERGY CORPORATION         COM              76156510        21     1600 SH       SHARED      01            1600
D REX ENERGY CORPORATION         COM              76156510         0        7 SH       SHARED      02               7
D REX AMERICAN RESOURCES CORP    COM              76162410       114     6344 SH       SHARED                    6344
D REX AMERICAN RESOURCES CORP    COM              76162410         0        1 SH       SHARED      02               1
D REX AMERICAN RESOURCES CORP    COM              76162410        12      700 SH       SHARED      26             700
D REXNORD CORP NEW               COM              76169B10        19     1079 SH       SHARED                    1079
D REXNORD CORP NEW               COM              76169B10         0        6 SH       SHARED      02               6
D REYNOLDS AMERICAN INC          COM              76171310       173     3997 SH       SHARED                    3997
D REYNOLDS AMERICAN INC          COM              76171310     20033   462239 SH       SHARED                  460136           2103
D REYNOLDS AMERICAN INC          COM              76171310      3668    84650 SH       SHARED      01           84650
D REYNOLDS AMERICAN INC          COM              76171310      1759    40606 SH       SHARED      02           21005          19601
D REYNOLDS AMERICAN INC          COM              76171310      1863    43000 SH       SHARED      04           43000
D REYNOLDS AMERICAN INC          COM              76171310       101     2340 SH       SHARED      05            2340
D REYNOLDS AMERICAN INC          COM              76171310      1495    34500 SH       SHARED      06           26100           8400
D REYNOLDS AMERICAN INC          COM              76171310      7569   174647 SH       SHARED      10          174647
D REYNOLDS AMERICAN INC          COM              76171310       311     7185 SH       SHARED      27            7185
D REYNOLDS AMERICAN INC          COM              76171310       762    17600 SH       SHARED      29           17600
D REYNOLDS AMERICAN INC          COM              76171310      2266    52300 SH       SHARED      30           52300
D RHINO RESOURCE PARTNERS LP     COM UNIT REPST   76218Y10       137     8953 SH       SHARED                    8953
D RHINO RESOURCE PARTNERS LP     COM UNIT REPST   76218Y10         7      500 SH       SHARED      02                            500
D RICHARDSON ELECTRS LTD         COM              76316510        25     2131 SH       SHARED                    2131
D RICHMONT MINES INC             COM              76547T10       331    69700 SH       SHARED                   69700
D RICKS CABARET INTL INC         COM NEW          76564130         9     1206 SH       SHARED                    1206
D RICKS CABARET INTL INC         COM NEW          76564130        59     7200 SH       SHARED      26            7200
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       146    14337 SH       SHARED                   12082           2255
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       185    18088 SH       SHARED      02           18088
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960      1324   129393 SH       SHARED      04          129393
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       819    80000 SH       SHARED      26           80000
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       222    21755 SH       SHARED      32           21755
D RIGNET INC                     COM              76658210        25     1367 SH       SHARED                    1367
D RIGNET INC                     COM              76658210       138     7503 SH       SHARED      02               3           7500
D RIMAGE CORP                    COM              76672110        61     9140 SH       SHARED                    9140
D RIO TINTO PLC                  SPONSORED ADR    76720410        38      820 SH       SHARED                     820
D RIO TINTO PLC                  SPONSORED ADR    76720410      7084   151504 SH       SHARED                  151104            400
D RIO TINTO PLC                  SPONSORED ADR    76720410         0      500 SH CALL  SHARED                     500
D RIO TINTO PLC                  SPONSORED ADR    76720410      4319    92373 SH       SHARED      02           74446          17927
D RIO TINTO PLC                  SPONSORED ADR    76720410         4     3431 SH CALL  SHARED      02            3431
D RIO TINTO PLC                  SPONSORED ADR    76720410         4      100 SH       SHARED      20                            100
D RIO TINTO PLC                  SPONSORED ADR    76720410       128     2745 SH       SHARED      21            2745
D RIO TINTO PLC                  SPONSORED ADR    76720410         2       60 SH       SHARED      23              60
D RIO TINTO PLC                  SPONSORED ADR    76720410         0     3000 SH PUT   SHARED      26            3000
D RITCHIE BROS AUCTIONEERS       COM              76774410         1      100 SH       SHARED      05             100
D RITE AID CORP                  NOTE  8.500% 5/1 767754BU       390   375000 PRN      SHARED                  375000
D RITE AID CORP                  NOTE  8.500% 5/1 767754BU         4     4000 PRN      SHARED      02            4000
D RITE AID CORP                  COM              76775410      1553  1328161 SH       SHARED                 1328161
D RITE AID CORP                  COM              76775410         0      111 SH       SHARED      02             111
D RITE AID CORP                  COM              76775410         0     6800 SH CALL  SHARED      02            6800
D RITE AID CORP                  COM              76775410        86    73700 SH       SHARED      10           73700
D RIVERBED TECHNOLOGY INC        COM              76857310     11143   478675 SH       SHARED                  478675
D RIVERBED TECHNOLOGY INC        COM              76857310       178     7685 SH       SHARED      01            7685
D RIVERBED TECHNOLOGY INC        COM              76857310       449    19300 SH       SHR/OTHR    01                          19300
D RIVERBED TECHNOLOGY INC        COM              76857310      5968   256377 SH       SHARED      02          253139           3238
D RIVERBED TECHNOLOGY INC        COM              76857310         0     1000 SH CALL  SHARED      02            1000
D RIVERBED TECHNOLOGY INC        COM              76857310        93     4000 SH       SHARED      10            4000
D RIVERVIEW BANCORP INC          COM              76939710         0      600 SH       SHARED      02             600
D RMR REAL ESTATE INCOME FUND    COM              76970B10        58     3321 SH       SHARED      02                           3321
D ROADRUNNER TRNSN SVCS HLDG I   COM              76973Q10        53     3286 SH       SHARED                    3286
D ROADRUNNER TRNSN SVCS HLDG I   COM              76973Q10         0        3 SH       SHARED      02               3
D ROBERTS REALTY INVS            COM              76990010         0      200 SH       SHARED      02             200
D ROBBINS & MYERS INC            COM              77019610     13796   231491 SH       SHARED                  221207          10284
D ROBBINS & MYERS INC            COM              77019610       339     5692 SH       SHARED      01            5692
D ROBBINS & MYERS INC            COM              77019610      3848    64564 SH       SHARED      02           64564
D ROBBINS & MYERS INC            COM              77019610       797    13378 SH       SHARED      10           13378
D ROBBINS & MYERS INC            COM              77019610        59     1000 SH       SHARED      23                           1000
D ROBBINS & MYERS INC            COM              77019610       271     4550 SH       SHARED      26            4550
D ROBERT HALF INTL INC           COM              77032310        62     2348 SH       SHARED                    2348
D ROBERT HALF INTL INC           COM              77032310     10148   381088 SH       SHARED                  381088
D ROBERT HALF INTL INC           COM              77032310       840    31557 SH       SHARED      01           31557
D ROBERT HALF INTL INC           COM              77032310        88     3309 SH       SHARED      02            3309
D ROBERT HALF INTL INC           COM              77032310         1       60 SH       SHARED      05              60
D ROBERT HALF INTL INC           COM              77032310       242     9100 SH       SHARED      06            5500           3600
D ROBERT HALF INTL INC           COM              77032310      1106    41533 SH       SHARED      10           41533
D ROBERT HALF INTL INC           COM              77032310        16      622 SH       SHARED      21             622
D ROBERT HALF INTL INC           COM              77032310      1140    42814 SH       SHARED      27           42814
D ROCHESTER MED CORP             COM              77149710         5      440 SH       SHARED                     440
D ROCHESTER MED CORP             COM              77149710         0        3 SH       SHARED      02               3
D ROCK-TENN CO                   CL A             77273920     15838   219435 SH       SHARED                  219435
D ROCK-TENN CO                   CL A             77273920      1313    18200 SH       SHARED      01           18200
D ROCK-TENN CO                   CL A             77273920        50      705 SH       SHARED      02               1            704
D ROCK-TENN CO                   CL A             77273920        20      282 SH       SHARED      04             282
D ROCK-TENN CO                   CL A             77273920         4       57 SH       SHARED      05              57
D ROCK-TENN CO                   CL A             77273920        64      900 SH       SHARED      05             900
D ROCK-TENN CO                   CL A             77273920      6659    92260 SH       SHARED      10           92260
D ROCK-TENN CO                   CL A             77273920        11      160 SH       SHARED      21                            160
D ROCKWELL AUTOMATION INC        COM              77390310        47      690 SH       SHARED                     690
D ROCKWELL AUTOMATION INC        COM              77390310     32540   467879 SH       SHARED                  467879
D ROCKWELL AUTOMATION INC        COM              77390310      3101    44599 SH       SHARED      01           44599
D ROCKWELL AUTOMATION INC        COM              77390310      5194    74685 SH       SHARED      02             832          73853
D ROCKWELL AUTOMATION INC        COM              77390310         0      341 SH CALL  SHARED      02             341
D ROCKWELL AUTOMATION INC        COM              77390310       789    11350 SH       SHARED      04           11350
D ROCKWELL AUTOMATION INC        COM              77390310        61      890 SH       SHARED      05             890
D ROCKWELL AUTOMATION INC        COM              77390310      1205    17335 SH       SHARED      06           11710           5625
D ROCKWELL AUTOMATION INC        COM              77390310      4730    68016 SH       SHARED      10           68016
D ROCKWELL AUTOMATION INC        COM              77390310       851    12240 SH       SHARED      29           12240
D ROCKWELL AUTOMATION INC        COM              77390310       312     4500 SH       SHARED      30            4500
D ROCKVILLE FINL INC NEW         COM              77418810       277    22613 SH       SHARED                   22613
D ROCKVILLE FINL INC NEW         COM              77418810         0        5 SH       SHARED      02               5
D ROCKWELL COLLINS INC           COM              77434110        34      638 SH       SHARED                     638
D ROCKWELL COLLINS INC           COM              77434110     13509   251848 SH       SHARED                  251848
D ROCKWELL COLLINS INC           COM              77434110      2578    48075 SH       SHARED      01           47203            872
D ROCKWELL COLLINS INC           COM              77434110       182     3401 SH       SHR/OTHR    01                           3401
D ROCKWELL COLLINS INC           COM              77434110       146     2732 SH       SHARED      02             832           1900
D ROCKWELL COLLINS INC           COM              77434110         0      341 SH CALL  SHARED      02             341
D ROCKWELL COLLINS INC           COM              77434110         1       30 SH       SHARED      05              30
D ROCKWELL COLLINS INC           COM              77434110       723    13480 SH       SHARED      06            7780           5700
D ROCKWELL COLLINS INC           COM              77434110      2002    37330 SH       SHARED      10           37330
D ROCKWELL COLLINS INC           COM              77434110        13      245 SH       SHARED      20             245
D ROCKWELL COLLINS INC           COM              77434110       141     2645 SH       SHARED      23            2625             20
D ROCKWELL COLLINS INC           COM              77434110       174     3245 SH       SHR/OTHR    23                           3245
D ROCKWELL MED INC               COM              77437410         7      877 SH       SHARED                     877
D ROCKWELL MED INC               COM              77437410         0        5 SH       SHARED      02               5
D ROCKWOOD HLDGS INC             COM              77441510      6124   131417 SH       SHARED                  130297           1120
D ROCKWOOD HLDGS INC             COM              77441510        47     1025 SH       SHARED      01            1025
D ROCKWOOD HLDGS INC             COM              77441510        64     1374 SH       SHARED      02            1374
D ROCKWOOD HLDGS INC             COM              77441510       295     6335 SH       SHARED      04                           6335
D ROCKWOOD HLDGS INC             COM              77441510       186     4000 SH       SHARED      10            4000
D ROCKWOOD HLDGS INC             COM              77441510        20      438 SH       SHARED      21             328            110
D ROCKY BRANDS INC               COM              77451510        72     6300 SH       SHARED      26            6300
D ROCKY MTN CHOCOLATE FACTORY    COM PAR $0.03    77467840        65     5200 SH       SHARED                    4900            300
D ROCKY MTN CHOCOLATE FACTORY    COM PAR $0.03    77467840        13     1077 SH       SHARED      02            1077
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       469    23774 SH       SHARED                   21793           1981
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310         1       52 SH       SHARED      02              52
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       947    48000 SH       SHARED      04           48000
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       741    37600 SH       SHARED      05           37600
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310        74     3800 SH       SHARED      10            3800
D ROGERS COMMUNICATIONS INC      CL B             77510920       153     3800 SH       SHARED                    3800
D ROGERS COMMUNICATIONS INC      CL B             77510920      2459    60870 SH       SHARED                   60870
D ROGERS COMMUNICATIONS INC      CL B             77510920      1139    28200 SH       SHARED      02           28200
D ROGERS COMMUNICATIONS INC      CL B             77510920       372     9228 SH       SHARED      04            9228
D ROGERS COMMUNICATIONS INC      CL B             77510920      7145   176862 SH       SHARED      04          176862
D ROGERS COMMUNICATIONS INC      CL B             77510920       747    18500 SH       SHARED      05           18500
D ROGERS COMMUNICATIONS INC      CL B             77510920      1717    42510 SH       SHARED      06           38110           4400
D ROGERS CORP                    COM              77513310       534    12615 SH       SHARED                   12615
D ROGERS CORP                    COM              77513310         1       31 SH       SHARED      02              31
D ROGERS CORP                    COM              77513310       275     6500 SH       SHARED      10            6500
D ROLLINS INC                    COM              77571110      1541    65888 SH       SHARED                   64540           1348
D ROLLINS INC                    COM              77571110        47     2024 SH       SHARED      01            2024
D ROLLINS INC                    COM              77571110         0        3 SH       SHARED      02               3
D ROLLINS INC                    COM              77571110        63     2700 SH       SHARED      10            2700
D ROLLINS INC                    COM              77571110         7      315 SH       SHARED      21                            315
D ROMA FINANCIAL CORP            COM              77581P10        10     1178 SH       SHARED                    1178
D ROMA FINANCIAL CORP            COM              77581P10         0        1 SH       SHARED      02               1
D ROPER INDS INC NEW             FRNT         1/1 776696AA      2206  1600000 PRN      SHARED      02         1600000
D ROPER INDS INC NEW             COM              77669610        99      910 SH       SHARED                     670            240
D ROPER INDS INC NEW             COM              77669610     10526    95792 SH       SHARED                   93395           2397
D ROPER INDS INC NEW             COM              77669610     16740   152338 SH       SHARED      01          104779   300    47259
D ROPER INDS INC NEW             COM              77669610      3958    36018 SH       SHR/OTHR    01                          36018
D ROPER INDS INC NEW             COM              77669610      1664    15150 SH       SHARED      02           10463           4687
D ROPER INDS INC NEW             COM              77669610       535     4875 SH       SHARED      04            4875
D ROPER INDS INC NEW             COM              77669610        71      650 SH       SHARED      05             650
D ROPER INDS INC NEW             COM              77669610      1185    10790 SH       SHARED      06            7270           3520
D ROPER INDS INC NEW             COM              77669610      2782    25317 SH       SHARED      10           24146           1171
D ROPER INDS INC NEW             COM              77669610      1561    14209 SH       SHARED      20           12254    90     1865
D ROPER INDS INC NEW             COM              77669610        74      677 SH       SHR/OTHR    20                            677
D ROPER INDS INC NEW             COM              77669610       246     2245 SH       SHARED      21            2245
D ROPER INDS INC NEW             COM              77669610        21      200 SH       SHR/OTHR    21                            200
D ROPER INDS INC NEW             COM              77669610      4554    41445 SH       SHARED      23           36767           4678
D ROPER INDS INC NEW             COM              77669610      3092    28144 SH       SHR/OTHR    23                          28144
D ROPER INDS INC NEW             COM              77669610      1681    15300 SH       SHARED      26           15300
D ROSE ROCK MIDSTREAM L P        COM U REP LTD    77714910        34     1060 SH       SHR/OTHR    01                           1060
D ROSE ROCK MIDSTREAM L P        COM U REP LTD    77714910       959    29880 SH       SHARED      02                          29880
D ROSETTA RESOURCES INC          COM              77777930      1708    35677 SH       SHARED                   35677
D ROSETTA RESOURCES INC          COM              77777930     28079   586343 SH       SHARED      02          586343
D ROSETTA RESOURCES INC          COM              77777930         3    20000 SH CALL  SHARED      02           20000
D ROSETTA RESOURCES INC          COM              77777930      1293    27000 SH       SHARED      04           27000
D ROSETTA RESOURCES INC          COM              77777930      3184    66500 SH       SHARED      10           66500
D ROSETTA RESOURCES INC          COM              77777930        10      213 SH       SHARED      21             213
D ROSETTA STONE INC              COM              77778010        24     1938 SH       SHARED                    1938
D ROSETTA STONE INC              COM              77778010         0        1 SH       SHARED      02               1
D ROSS STORES INC                COM              77829610        59      926 SH       SHARED                     926
D ROSS STORES INC                COM              77829610     43968   680735 SH       SHARED                  678935           1800
D ROSS STORES INC                COM              77829610      3539    54800 SH       SHARED      01           54800
D ROSS STORES INC                COM              77829610       770    11934 SH       SHARED      02           10085           1849
D ROSS STORES INC                COM              77829610         0      169 SH CALL  SHARED      02             169
D ROSS STORES INC                COM              77829610      1033    16000 SH       SHARED      04           16000
D ROSS STORES INC                COM              77829610        78     1220 SH       SHARED      05            1220
D ROSS STORES INC                COM              77829610      1578    24440 SH       SHARED      06           16830           7610
D ROSS STORES INC                COM              77829610      3872    59956 SH       SHARED      10           59956
D ROSS STORES INC                COM              77829610       187     2900 SH       SHARED      30            2900
D ROUNDYS INC                    COM              77926810        20     3326 SH       SHARED                    3326
D ROUNDYS INC                    COM              77926810         6     1105 SH       SHARED      02            1105
D ROUNDYS INC                    COM              77926810       628   103900 SH       SHARED      10          103900
D ROUSE PPTYS INC                COM              77928710       269    18781 SH       SHARED                   18781
D ROUSE PPTYS INC                COM              77928710        99     6942 SH       SHARED      01            6942
D ROUSE PPTYS INC                COM              77928710         1       78 SH       SHARED      02               3             75
D ROUSE PPTYS INC                COM              77928710         0       13 SH       SHARED      20              13
D ROVI CORP                      NOTE  2.625% 2/1 779376AB        79    80000 PRN      SHARED      02           80000
D ROVI CORP                      COM              77937610      8722   601128 SH       SHARED                  599028           2100
D ROVI CORP                      COM              77937610       123     8525 SH       SHARED      01            8525
D ROVI CORP                      COM              77937610        21     1505 SH       SHARED      02               5           1500
D ROVI CORP                      COM              77937610        44     3100 SH       SHARED      10            3100
D ROYAL BANCSHARES PA INC        CL A             78008110         0      400 SH       SHARED      02             400
D ROYAL BK CDA MONTREAL QUE      COM              78008710       926    16145 SH       SHARED                   16145
D ROYAL BK CDA MONTREAL QUE      COM              78008710     17894   311701 SH       SHARED                  311701
D ROYAL BK CDA MONTREAL QUE      COM              78008710       113     1981 SH       SHARED      02            1600            381
D ROYAL BK CDA MONTREAL QUE      COM              78008710         1      500 SH CALL  SHARED      02             500
D ROYAL BK CDA MONTREAL QUE      COM              78008710      1188    20700 SH       SHARED      04           20700
D ROYAL BK CDA MONTREAL QUE      COM              78008710       214     3736 SH       SHARED      05            3736
D ROYAL BK CDA MONTREAL QUE      COM              78008710      7181   125100 SH       SHARED      06          112450          12650
D ROYAL BK CDA MONTREAL QUE      COM              78008710       172     2997 SH       SHARED      27            2997
D ROYAL BK SCOTLAND N V          TRENDPILOT ETN   78009L30        49     1769 SH       SHARED      02                           1769
D ROYAL BK SCOTLAND N V          GOLD TRNDPLT ETN 78009L40        80     2580 SH       SHARED      02                           2580
D ROYAL BK OF SCOTLAND PLC       RBS OIL TRNDPL   78009P12        37     1543 SH       SHARED      02                           1543
D ROYAL BK OF SCOTLAND PLC       BIG PHARMA ETN   78009P13        62     2107 SH       SHARED      02                           2107
D ROYAL BK OF SCOTLAND PLC       RBS NASD LKD41   78009P14         8      280 SH       SHARED      02                            280
D ROYAL BK SCOTLAND GROUP PLC    SPONS ADR 20 ORD 78009768       364    43785 SH       SHARED                   43785
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF T    78009771        98     4335 SH       SHARED                    4335
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF S    78009773        55     2685 SH       SHARED                    2685
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS R   78009774         1       75 SH       SHARED                      75
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS Q   78009775        47     2280 SH       SHARED                    2280
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        11      555 SH       SHARED                     555
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        81     3950 SH       SHARED      01                           3950
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        40     1960 SH       SHR/OTHR    01                           1960
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        41     2000 SH       SHARED      21            2000
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777        24     1185 SH       SHARED                    1185
D ROYAL BK SCOTLAND GROUP PLC    SP ADR L RP PF   78009778         6      315 SH       SHARED                     315
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF M    78009779        51     2520 SH       SHARED                    2520
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR F       78009780       301    12149 SH       SHARED                   12149
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR F       78009780        24     1000 SH       SHARED      02                           1000
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR SER H   78009787         1       45 SH       SHARED                      45
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910      9183   128807 SH       SHARED                  128807
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       829    11632 SH       SHARED      02                          11632
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        50      710 SH       SHARED      21             710
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        85     1200 SH       SHARED      23            1200
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       250     3510 SH       SHR/OTHR    23                           3510
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      7761   111820 SH       SHARED                  111820
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      6237    89868 SH       SHARED      01           32044          57824
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       825    11896 SH       SHR/OTHR    01                          11896
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      8870   127800 SH       SHARED      02                         127800
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920         0      475 SH CALL  SHARED      02             475
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       558     8050 SH       SHARED      20            5150           2900
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1229    17720 SH       SHR/OTHR    20                          17720
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920         2       38 SH       SHARED      21                             38
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       555     8000 SH       SHR/OTHR    21                           8000
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      3382    48730 SH       SHARED      23           45830           2900
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      6805    98055 SH       SHR/OTHR    23                          98055
D ROYAL GOLD INC                 NOTE  2.875% 6/1 780287AA       604   500000 PRN      SHARED      06          500000
D ROYAL GOLD INC                 COM              78028710     34206   342644 SH       SHARED                  342644
D ROYAL GOLD INC                 COM              78028710         0       30 SH CALL  SHARED                      30
D ROYAL GOLD INC                 COM              78028710      1207    12100 SH       SHARED      01           12100
D ROYAL GOLD INC                 COM              78028710        10      103 SH       SHARED      02               3            100
D ROYAL GOLD INC                 COM              78028710       143    17082 SH CALL  SHARED      02           17082
D ROYAL GOLD INC                 COM              78028710         0      250 SH PUT   SHARED      02             250
D ROYAL GOLD INC                 COM              78028710       831     8334 SH       SHARED      04            8334
D ROYAL GOLD INC                 COM              78028710       808     8100 SH       SHARED      10            8100
D ROYAL GOLD INC                 COM              78028710        49      500 SH       SHR/OTHR    23                            500
D ROYCE FOCUS TR                 COM              78080N10         6      900 SH       SHARED      02                            900
D ROYCE VALUE TR INC             COM              78091010         0       18 SH       SHARED      02                             18
D RUBICON MINERALS CORP          COM              78091110       451   120766 SH       SHARED                  120766
D RUBICON MINERALS CORP          COM              78091110       242    64808 SH       SHARED      06                          64808
D RUBICON TECHNOLOGY INC         COM              78112T10      1928   201292 SH       SHARED                  201292
D RUBICON TECHNOLOGY INC         COM              78112T10        16     1732 SH       SHARED      02             132           1600
D RUBICON TECHNOLOGY INC         COM              78112T10       100    10500 SH       SHARED      10           10500
D RUBY TUESDAY INC               COM              78118210       329    45477 SH       SHARED                   45477
D RUBY TUESDAY INC               COM              78118210         1      160 SH       SHARED      02             160
D RUBY TUESDAY INC               COM              78118210       126    17400 SH       SHARED      10           17400
D RUDOLPH TECHNOLOGIES INC       COM              78127010       422    40192 SH       SHARED                   40192
D RUDOLPH TECHNOLOGIES INC       COM              78127010       142    13610 SH       SHARED      01           13610
D RUDOLPH TECHNOLOGIES INC       COM              78127010       350    33400 SH       SHR/OTHR    01                          33400
D RUDOLPH TECHNOLOGIES INC       COM              78127010         0       60 SH       SHARED      02              60
D RUDOLPH TECHNOLOGIES INC       COM              78127010        94     9000 SH       SHARED      10            9000
D RUE21 INC                      COM              78129510       321    10331 SH       SHARED                   10331
D RUE21 INC                      COM              78129510         0       30 SH       SHARED      02              30
D RUSH ENTERPRISES INC           CL A             78184620        87     4560 SH       SHARED                    4560
D RUSH ENTERPRISES INC           CL A             78184620         0        5 SH       SHARED      02               5
D RUSH ENTERPRISES INC           CL A             78184620       236    12300 SH       SHARED      10           12300
D RUSSELL EXCHANGE TRADED FDS    SMALL CAP ETF    78247447       691    10000 SH       SHARED      02           10000
D RUSSELL EXCHANGE TRADED FDS    SMALL CAP ETF    78247449       650    10000 SH       SHARED      02           10000
D RUSSELL EXCHANGE TRADED FDS    2000 HGH MOMEN   78247453       538    10000 SH       SHARED      02           10000
D RUSSELL EXCHANGE TRADED FDS    1000 HGH MOMEN   78247462       534    10000 SH       SHARED      02           10000
D RUSSELL EXCHANGE TRADED FDS    1000 HIGH VOLA   78247463       498    10000 SH       SHARED      02           10000
D RUSSELL EXCHANGE TRADED FDS    GWTH REASON PR   78247473       525    10000 SH       SHARED      02           10000
D RUTHS HOSPITALITY GROUP INC    COM              78333210       192    30073 SH       SHARED                   30073
D RUTHS HOSPITALITY GROUP INC    COM              78333210         0       68 SH       SHARED      02              68
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310      1361    42217 SH       SHARED                   42217
D RYDER SYS INC                  COM              78354910     11759   301071 SH       SHARED                  300767            304
D RYDER SYS INC                  COM              78354910         3      100 SH       SHARED      01             100
D RYDER SYS INC                  COM              78354910        64     1648 SH       SHARED      02            1648
D RYDER SYS INC                  COM              78354910        29      744 SH       SHARED      04             744
D RYDER SYS INC                  COM              78354910         5      137 SH       SHARED      05             137
D RYDER SYS INC                  COM              78354910        66     1700 SH       SHARED      06                           1700
D RYDER SYS INC                  COM              78354910     19918   509938 SH       SHARED      10          509938
D RYDEX ETF TRUST                GUG S^P500 EQ WT 78355W10      1659    31802 SH       SHARED      02                          31802
D RYDEX ETF TRUST                GUG RUSS TOP 50  78355W20        14      134 SH       SHARED      02                            134
D RYDEX ETF TRUST                GUG MSCI EMKT EQ 78355W53        10      300 SH       SHARED      02                            300
D RYDEX ETF TRUST                GUG RUSS MCP EQL 78355W57         6      200 SH       SHARED      02                            200
D RYDEX ETF TRUST                GUG RUSS1000 EQL 78355W59        20      600 SH       SHARED      02                            600
D RYDEX ETF TRUST                GUG S^P MC400 PG 78355W60       264     2939 SH       SHARED      02                           2939
D RYDEX ETF TRUST                GUG INV 2XS^P500 78355W76        25     1150 SH       SHR/OTHR    01                           1150
D RYDEX ETF TRUST                GUG S^P500EQWTUT 78355W79       206     3423 SH       SHARED      02                           3423
D RYLAND GROUP INC               NOTE  1.625% 5/1 783764AQ       717   600000 PRN      SHARED      06          600000
D RYLAND GROUP INC               COM              78376410     16101   536715 SH       SHARED                  536715
D RYLAND GROUP INC               COM              78376410       412    13754 SH       SHARED      02           12384           1370
D RYLAND GROUP INC               COM              78376410         0     1800 SH PUT   SHARED      02            1800
D RYLAND GROUP INC               COM              78376410       351    11700 SH       SHARED      10           11700
D RYLAND GROUP INC               COM              78376410       288     9632 SH       SHARED      26            9632
D S & T BANCORP INC              COM              78385910       389    22127 SH       SHARED                   22127
D S & T BANCORP INC              COM              78385910        45     2600 SH       SHARED      01            2600
D S & T BANCORP INC              COM              78385910         0       53 SH       SHARED      02              53
D S & T BANCORP INC              COM              78385910       770    43762 SH       SHARED      10           43762
D SBA COMMUNICATIONS CORP        NOTE  4.000%10/0 78388JAM      5898  2785000 PRN      SHARED      02         2785000
D SBA COMMUNICATIONS CORP        COM              78388J10     97973  1557608 SH       SHARED                 1557394            214
D SBA COMMUNICATIONS CORP        COM              78388J10      2968    47200 SH       SHARED      01           47200
D SBA COMMUNICATIONS CORP        COM              78388J10      1394    22165 SH       SHARED      02             258          21907
D SBA COMMUNICATIONS CORP        COM              78388J10      3874    61600 SH       SHARED      04           61600
D SBA COMMUNICATIONS CORP        COM              78388J10       257     4100 SH       SHARED      05            4100
D SBA COMMUNICATIONS CORP        COM              78388J10        44      700 SH       SHARED      06             700
D SBA COMMUNICATIONS CORP        COM              78388J10       188     3000 SH       SHARED      10            3000
D SBA COMMUNICATIONS CORP        COM              78388J10        25      410 SH       SHARED      21             410
D SBA COMMUNICATIONS CORP        COM              78388J10       188     3000 SH       SHARED      30            3000
D SAIC INC                       COM              78390X10        16     1401 SH       SHARED                    1401
D SAIC INC                       COM              78390X10      5882   488582 SH       SHARED                  483835           4747
D SAIC INC                       COM              78390X10       770    64000 SH       SHARED      01           64000
D SAIC INC                       COM              78390X10         0       31 SH       SHARED      02              31
D SAIC INC                       COM              78390X10      1740   144600 SH       SHARED      04          144600
D SAIC INC                       COM              78390X10      2482   206200 SH       SHARED      05          206200
D SAIC INC                       COM              78390X10        84     7000 SH       SHARED      06                           7000
D SAIC INC                       COM              78390X10      2530   210209 SH       SHARED      10          210209
D SAIC INC                       COM              78390X10       164    13700 SH       SHARED      26           13700
D SCBT FINANCIAL CORP            COM              78401V10        91     2271 SH       SHARED                    2271
D SCBT FINANCIAL CORP            COM              78401V10         0        3 SH       SHARED      02               3
D SCBT FINANCIAL CORP            COM              78401V10       153     3800 SH       SHARED      10            3800
D SCG FINL ACQUISITION CORP      COM              78404K10      7003   712350 SH       SHARED      02          712350
D SED INTL HLDGS INC             COM NEW          78410920         0      100 SH       SHARED      02             100
D SEI INVESTMENTS CO             COM              78411710      4101   191302 SH       SHARED                  189802           1500
D SEI INVESTMENTS CO             COM              78411710       844    39400 SH       SHARED      01           39400
D SEI INVESTMENTS CO             COM              78411710       396    18471 SH       SHR/OTHR    01                          18471
D SEI INVESTMENTS CO             COM              78411710         5      272 SH       SHARED      02             272
D SEI INVESTMENTS CO             COM              78411710      1065    49710 SH       SHARED      04           49710
D SEI INVESTMENTS CO             COM              78411710      1685    78600 SH       SHARED      05           78600
D SEI INVESTMENTS CO             COM              78411710        72     3400 SH       SHARED      10            3400
D SI FINL GROUP INC MD           COM              78425V10       638    54442 SH       SHARED                   54442
D SI FINL GROUP INC MD           COM              78425V10         0        3 SH       SHARED      02               3
D SJW CORP                       COM              78430510        53     2108 SH       SHARED                    2108
D SJW CORP                       COM              78430510         0        3 SH       SHARED      02               3
D SJW CORP                       COM              78430510        43     1700 SH       SHARED      10            1700
D SJW CORP                       COM              78430510        76     3000 SH       SHARED      23                           3000
D SK TELECOM LTD                 SPONSORED ADR    78440P10      7972   548294 SH       SHARED                  548294
D SK TELECOM LTD                 SPONSORED ADR    78440P10        22     1542 SH       SHARED      02                           1542
D SK TELECOM LTD                 SPONSORED ADR    78440P10      3619   248900 SH       SHARED      04          248900
D SK TELECOM LTD                 SPONSORED ADR    78440P10      2354   161900 SH       SHARED      06           11900         150000
D SK TELECOM LTD                 SPONSORED ADR    78440P10      1613   111000 SH       SHARED      10          111000
D SK TELECOM LTD                 SPONSORED ADR    78440P10       174    12000 SH       SHARED      15           12000
D SK TELECOM LTD                 SPONSORED ADR    78440P10        12      870 SH       SHR/OTHR    23                            870
D SK TELECOM LTD                 SPONSORED ADR    78440P10       468    32200 SH       SHARED      29           32200
D SL GREEN RLTY CORP             COM              78440X10     21520   268776 SH       SHARED                  268776
D SL GREEN RLTY CORP             COM              78440X10      2408    30075 SH       SHARED      01           30075
D SL GREEN RLTY CORP             COM              78440X10       110     1380 SH       SHARED      02             580            800
D SL GREEN RLTY CORP             COM              78440X10        20      250 SH       SHARED      06             250
D SL GREEN RLTY CORP             COM              78440X10      8265   103225 SH       SHARED      10          103225
D SL GREEN RLTY CORP             COM              78440X10    158846  1983851 SH       SHARED      11         1257132         726719
D SL GREEN RLTY CORP             COM              78440X10       719     8990 SH       SHARED      26            8990
D S L INDS INC                   COM              78441310        55     3700 SH       SHARED      26            3700
D SLM CORP                       COM              78442P10        25     1600 SH       SHARED                    1600
D SLM CORP                       COM              78442P10     39040  2483469 SH       SHARED                 2483469
D SLM CORP                       COM              78442P10      2025   128866 SH       SHARED      01          128866
D SLM CORP                       COM              78442P10        16     1034 SH       SHARED      02             734            300
D SLM CORP                       COM              78442P10         5     6450 SH PUT   SHARED      02            6450
D SLM CORP                       COM              78442P10         5      320 SH       SHARED      05             320
D SLM CORP                       COM              78442P10       536    34140 SH       SHARED      06           21940          12200
D SLM CORP                       COM              78442P10      5208   331312 SH       SHARED      10          331312
D SLM CORP                       COM              78442P10        13      850 SH       SHR/OTHR    23                            850
D SM ENERGY CO                   COM              78454L10     20658   381791 SH       SHARED                  381691            100
D SM ENERGY CO                   COM              78454L10     21693   400915 SH       SHARED      02          397865           3050
D SM ENERGY CO                   COM              78454L10         5    13900 SH CALL  SHARED      02           13900
D SM ENERGY CO                   COM              78454L10         1     4150 SH PUT   SHARED      02            4150
D SM ENERGY CO                   COM              78454L10       135     2500 SH       SHARED      10            2500
D SM ENERGY CO                   COM              78454L10        14      265 SH       SHARED      21             265
D SORL AUTO PTS INC              COM              78461U10         0      100 SH       SHARED      02             100
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       914     6349 SH       SHARED                    6337             12
D SPDR S^P 500 ETF TR            TR UNIT          78462F10    722540  5018688 SH       SHARED                 5018663             25
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       939   279363 SH CALL  SHARED                  279363
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      1560   323775 SH PUT   SHARED                  323775
D SPDR S^P 500 ETF TR            TR UNIT          78462F10    163478  1135503 SH       SHARED      01          858878         276625
D SPDR S^P 500 ETF TR            TR UNIT          78462F10        28      200 SH       SHR/OTHR    01                            200
D SPDR S^P 500 ETF TR            TR UNIT          78462F10    973603  6762545 SH       SHARED      02         6688403          74142
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       340   126650 SH CALL  SHARED      02          126650
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       441   258949 SH PUT   SHARED      02          258949
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      3574    24826 SH       SHARED      04           18071           6755
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      5481    38071 SH       SHARED      10           38071
D SPDR S^P 500 ETF TR            TR UNIT          78462F10     27673   192220 SH       SHARED      15          192220
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       156     1090 SH       SHARED      20             849            241
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       181     1259 SH       SHR/OTHR    20                           1259
D SPDR S^P 500 ETF TR            TR UNIT          78462F10        70      490 SH       SHARED      21             490
D SPDR S^P 500 ETF TR            TR UNIT          78462F10       663     4610 SH       SHR/OTHR    21                           4610
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      9113    63298 SH       SHARED      23           62483            815
D SPDR S^P 500 ETF TR            TR UNIT          78462F10     10732    74550 SH       SHR/OTHR    23                          74550
D SPDR S^P 500 ETF TR            TR UNIT          78462F10      7486    52000 SH       SHARED      29           52000
D SPS COMM INC                   COM              78463M10        85     2213 SH       SHARED                    2213
D SPS COMM INC                   COM              78463M10         0        4 SH       SHARED      02               4
D SPDR GOLD TRUST                GOLD SHS         78463V10       737     4291 SH       SHARED                    4291
D SPDR GOLD TRUST                GOLD SHS         78463V10     49977   290754 SH       SHARED                  290754
D SPDR GOLD TRUST                GOLD SHS         78463V10        32     3874 SH CALL  SHARED                    3874
D SPDR GOLD TRUST                GOLD SHS         78463V10     35769   208097 SH       SHARED      01          183987          24110
D SPDR GOLD TRUST                GOLD SHS         78463V10      7248    42170 SH       SHR/OTHR    01                   300    41870
D SPDR GOLD TRUST                GOLD SHS         78463V10    304852  1773532 SH       SHARED      02         1734194          39338
D SPDR GOLD TRUST                GOLD SHS         78463V10       104    28665 SH CALL  SHARED      02           28665
D SPDR GOLD TRUST                GOLD SHS         78463V10         7     1912 SH PUT   SHARED      02            1912
D SPDR GOLD TRUST                GOLD SHS         78463V10       797     4637 SH       SHARED      04            2046           2591
D SPDR GOLD TRUST                GOLD SHS         78463V10     17140    99716 SH       SHARED      10           99716
D SPDR GOLD TRUST                GOLD SHS         78463V10       638     3716 SH       SHARED      20            3716
D SPDR GOLD TRUST                GOLD SHS         78463V10       108      630 SH       SHARED      21             630
D SPDR GOLD TRUST                GOLD SHS         78463V10       206     1200 SH       SHR/OTHR    21                           1200
D SPDR GOLD TRUST                GOLD SHS         78463V10      3777    21977 SH       SHARED      23           18351           3626
D SPDR GOLD TRUST                GOLD SHS         78463V10      6422    37364 SH       SHR/OTHR    23                          37364
D SPDR INDEX SHS FDS             EURO STOXX 50    78463X20       139     4500 SH       SHARED      01            4500
D SPDR INDEX SHS FDS             ASIA PACIF ETF   78463X30         1       15 SH       SHARED                      15
D SPDR INDEX SHS FDS             ASIA PACIF ETF   78463X30        37      515 SH       SHARED      02                            515
D SPDR INDEX SHS FDS             S^P CHINA ETF    78463X40        84     1300 SH       SHARED      02                           1300
D SPDR INDEX SHS FDS             S^P EM MKT DIV   78463X53       418     9609 SH       SHARED      02                           9609
D SPDR INDEX SHS FDS             S^P INTL ETF     78463X77       501    11100 SH       SHARED      02                          11100
D SPDR INDEX SHS FDS             DJ INTL RL ETF   78463X86       148     3773 SH       SHARED      02                           3773
D SPX CORP                       COM              78463510        17      260 SH       SHARED                                    260
D SPX CORP                       COM              78463510      5715    87384 SH       SHARED                   85342           2042
D SPX CORP                       COM              78463510     12752   194966 SH       SHARED      01          112475          82491
D SPX CORP                       COM              78463510      2096    32048 SH       SHR/OTHR    01                          32048
D SPX CORP                       COM              78463510       322     4931 SH       SHARED      02             503           4428
D SPX CORP                       COM              78463510       287     4400 SH       SHARED      04            4400
D SPX CORP                       COM              78463510       124     1900 SH       SHARED      06            1900
D SPX CORP                       COM              78463510     21367   326663 SH       SHARED      10          325365           1298
D SPX CORP                       COM              78463510       966    14773 SH       SHARED      20           11623   105     3045
D SPX CORP                       COM              78463510        15      240 SH       SHR/OTHR    20                            240
D SPX CORP                       COM              78463510       161     2469 SH       SHARED      21            2469
D SPX CORP                       COM              78463510         6      100 SH       SHR/OTHR    21                            100
D SPX CORP                       COM              78463510      1804    27595 SH       SHARED      23           24045           3550
D SPX CORP                       COM              78463510      1046    16001 SH       SHR/OTHR    23                          16001
D SPX CORP                       COM              78463510      1105    16900 SH       SHARED      26           16900
D SPDR SERIES TRUST              NUV HGHYLD MUN   78464A28        57     1000 SH       SHARED      02                           1000
D SPDR SERIES TRUST              WELLS FG PFD ETF 78464A29       493    10825 SH       SHARED      02                          10825
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35     41590  1050798 SH       SHARED                 1050798
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        25      650 SH       SHARED      01             650
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        47     1192 SH       SHR/OTHR    01                           1192
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35      3477    87858 SH       SHARED      02                          87858
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35       592    14980 SH       SHARED      04                          14980
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35      3338    84347 SH       SHARED      10           84347
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        41     1043 SH       SHARED      20            1043
D SPDR SERIES TRUST              BRCLYS CAP CONV  78464A35        26      659 SH       SHARED      23             659
D SPDR SERIES TRUST              LNG TRM CORP BD  78464A36       192     4600 SH       SHARED      02                           4600
D SPDR SERIES TRUST              BRCLY EM LOCL    78464A39       255     7929 SH       SHARED      02                           7929
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41       113     2820 SH       SHARED      01             120           2700
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41       788    19604 SH       SHARED      02             206          19398
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41         0     1000 SH PUT   SHARED      02            1000
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41        26      650 SH       SHARED      23             650
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41        35      875 SH       SHR/OTHR    23                            875
D SPDR SERIES TRUST              NUVN BR SHT MUNI 78464A42         9      405 SH       SHARED      01             405
D SPDR SERIES TRUST              NUVN BR SHT MUNI 78464A42       662    27030 SH       SHARED      02                          27030
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       100     4069 SH       SHARED      01            4069
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       163     6632 SH       SHR/OTHR    01                           6632
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45     15426   627615 SH       SHARED      02                         627615
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       150     6143 SH       SHARED      20            6143
D SPDR SERIES TRUST              NUVN BRCLY MUNI  78464A45       155     6321 SH       SHARED      23            6321
D SPDR SERIES TRUST              BARC CAPTL ETF   78464A47        65     2134 SH       SHARED      02            2134
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49      2825    45600 SH       SHARED                   45600
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49       216     3500 SH       SHARED      02                           3500
D SPDR SERIES TRUST              DB INT GVT ETF   78464A49       223     3600 SH       SHARED      04                           3600
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51     53284   865147 SH       SHARED                  865147
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51       121     1970 SH       SHARED      02                           1970
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51      1851    30063 SH       SHARED      10           30063
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51        73     1199 SH       SHARED      20                           1199
D SPDR SERIES TRUST              COMP SOFTWARE    78464A59      1221    18674 SH       SHARED      02           18674
D SPDR SERIES TRUST              DJ REIT ETF      78464A60       280     3900 SH       SHARED                    3900
D SPDR SERIES TRUST              DJ REIT ETF      78464A60       354     4926 SH       SHARED      02                           4926
D SPDR SERIES TRUST              DJ REIT ETF      78464A60       280     3900 SH       SHARED      04                           3900
D SPDR SERIES TRUST              AEROSPACE DEF    78464A63      3574    58881 SH       SHARED      02           58881
D SPDR SERIES TRUST              BRCLYS 1-3MT ETF 78464A68      9411   205438 SH       SHARED      02          205438
D SPDR SERIES TRUST              S^P REGL BKG     78464A69      2148    75000 SH       SHARED      02           75000
D SPDR SERIES TRUST              S^P REGL BKG     78464A69         1     2000 SH PUT   SHARED      02            2000
D SPDR SERIES TRUST              GLB DOW ETF      78464A70        11      214 SH       SHARED      02                            214
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71    267908  4269451 SH       SHARED                 4269451
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71       962    15338 SH       SHARED      02           14895            443
D SPDR SERIES TRUST              S^P RETAIL ETF   78464A71         6    11621 SH PUT   SHARED      02           11621
D SPDR SERIES TRUST              S^P PHARMAC      78464A72      5977   100000 SH       SHARED                  100000
D SPDR SERIES TRUST              S^P PHARMAC      78464A72         9      158 SH       SHARED      02                            158
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73         1       29 SH       SHARED                      29
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73        72     1300 SH       SHARED      01            1300
D SPDR SERIES TRUST              S^P OILGAS EXP   78464A73         0      694 SH PUT   SHARED      02             694
D SPDR SERIES TRUST              S^P METALS MNG   78464A75     10286   236400 SH       SHARED                  236400
D SPDR SERIES TRUST              S^P METALS MNG   78464A75       159     3668 SH       SHARED      02                           3668
D SPDR SERIES TRUST              S^P METALS MNG   78464A75         2     1496 SH CALL  SHARED      02            1496
D SPDR SERIES TRUST              S^P METALS MNG   78464A75         3     1350 SH PUT   SHARED      02            1350
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76       154     2652 SH       SHARED                    2652
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76      9547   164326 SH       SHARED                  164326
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76       116     2000 SH       SHARED      01            2000
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76      1000    17224 SH       SHARED      02                          17224
D SPDR SERIES TRUST              S^P DIVID ETF    78464A76        46      800 SH       SHR/OTHR    23                            800
D SPDR SERIES TRUST              S^P CAP MKTS     78464A77      2619    81000 SH       SHARED      02           81000
D SPDR SERIES TRUST              S^P BK ETF       78464A79        19      825 SH       SHARED      02                            825
D SPDR SERIES TRUST              DJ MID CAP ETF   78464A84      1038    16100 SH       SHARED      02           16100
D SPDR SERIES TRUST              S^P BIOTECH      78464A87       134     1442 SH       SHARED      02                           1442
D SPDR SERIES TRUST              S^P BIOTECH      78464A87         9      100 SH       SHARED      23             100
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88      6508   262103 SH       SHARED                  262103
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88         1      300 SH PUT   SHARED                     300
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88        14      570 SH       SHARED      01             570
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88      2538   102255 SH       SHARED      02           95495           6760
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88         5     1750 SH CALL  SHARED      02            1750
D SPDR SERIES TRUST              S^P HOMEBUILD    78464A88        27    41000 SH PUT   SHARED      02           41000
D SS^C TECHNOLOGIES HLDGS INC    COM              78467J10       163     6487 SH       SHARED                    6487
D SS^C TECHNOLOGIES HLDGS INC    COM              78467J10       100     4000 SH       SHARED      01                           4000
D SS^C TECHNOLOGIES HLDGS INC    COM              78467J10         0        7 SH       SHARED      02               7
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10     28152   210015 SH       SHARED                  210015
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10        24     2400 SH CALL  SHARED                    2400
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10       422     3150 SH       SHARED      01                           3150
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10     41083   306477 SH       SHARED      02          290950          15527
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10         0      780 SH CALL  SHARED      02             780
D SPDR DOW JONES INDL AVRG ETF   UT SER 1         78467X10         0      845 SH PUT   SHARED      02             845
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10     71657   398275 SH       SHARED                  398275
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10      9633    53542 SH       SHARED      02           48625           4917
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10         2      400 SH PUT   SHARED      02             400
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10      1617     8989 SH       SHARED      20            7789           1200
D SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y10       888     4936 SH       SHR/OTHR    23                           4936
D SPDR SER TR                    CAP S/T HI YLD   78468R40        27      900 SH       SHARED      02                            900
D SPDR SER TR                    SPDR BOFA CRSS   78468R60      5777   219408 SH       SHARED      02          219408
D STEC INC                       COM              78477410       452    66992 SH       SHARED                   66992
D STEC INC                       COM              78477410         0      100 SH       SHARED      01             100
D STEC INC                       COM              78477410         6     1006 SH       SHARED      02               6           1000
D STR HLDGS INC                  COM              78478V10       338   109338 SH       SHARED                  109338
D STR HLDGS INC                  COM              78478V10         1      468 SH       SHARED      02             468
D SVB FINL GROUP                 COM              78486Q10      6556   108447 SH       SHARED                  108447
D SVB FINL GROUP                 COM              78486Q10       208     3450 SH       SHARED      01            3450
D SVB FINL GROUP                 COM              78486Q10     14026   232000 SH       SHARED      02          232000
D SVB FINL GROUP                 COM              78486Q10       598     9900 SH       SHARED      10            9900
D SVB FINL GROUP                 COM              78486Q10        13      227 SH       SHARED      21             227
D SABA SOFTWARE INC              COM NEW          78493260        44     4497 SH       SHARED                    4497
D SABA SOFTWARE INC              COM NEW          78493260         0        8 SH       SHARED      02               8
D SWS GROUP INC                  COM              78503N10       133    21784 SH       SHARED                   21784
D SWS GROUP INC                  COM              78503N10        73    11977 SH       SHARED      02           11977
D S Y BANCORP INC                COM              78506010        47     2028 SH       SHARED                    2028
D S Y BANCORP INC                COM              78506010         0        2 SH       SHARED      02               2
D SABINE ROYALTY TR              UNIT BEN INT     78568810       660    12785 SH       SHARED                   12785
D SABINE ROYALTY TR              UNIT BEN INT     78568810        92     1800 SH       SHARED      01            1800
D SABINE ROYALTY TR              UNIT BEN INT     78568810       542    10500 SH       SHARED      02                          10500
D SABINE ROYALTY TR              UNIT BEN INT     78568810        15      300 SH       SHR/OTHR    23                            300
D SABRA HEALTH CARE REIT INC     COM              78573L10      3041   151990 SH       SHARED                  151990
D SABRA HEALTH CARE REIT INC     COM              78573L10         1       68 SH       SHARED      02              68
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920        51     3261 SH       SHARED                    3261
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920         0        4 SH       SHARED      02               4
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920      2647   168709 SH       SHARED      26          168709
D SAFEGUARD SCIENTIFICS INC      COM NEW          78644920       680    43400 SH       SHARED      32           43400
D SAFETY INS GROUP INC           COM              78648T10       796    17365 SH       SHARED                   17365
D SAFETY INS GROUP INC           COM              78648T10         2       62 SH       SHARED      02              62
D SAFETY INS GROUP INC           COM              78648T10       142     3100 SH       SHARED      10            3100
D SAFEWAY INC                    COM NEW          78651420        27     1723 SH       SHARED                    1723
D SAFEWAY INC                    COM NEW          78651420     17884  1111523 SH       SHARED                 1109037           2486
D SAFEWAY INC                    COM NEW          78651420      1645   102268 SH       SHARED      01          102268
D SAFEWAY INC                    COM NEW          78651420       101     6300 SH       SHR/OTHR    01                           6300
D SAFEWAY INC                    COM NEW          78651420        58     3614 SH       SHARED      02            3614
D SAFEWAY INC                    COM NEW          78651420         1     1000 SH PUT   SHARED      02            1000
D SAFEWAY INC                    COM NEW          78651420     10643   661480 SH       SHARED      04          661480
D SAFEWAY INC                    COM NEW          78651420       463    28824 SH       SHARED      05           28824
D SAFEWAY INC                    COM NEW          78651420         2      180 SH       SHARED      05             180
D SAFEWAY INC                    COM NEW          78651420       899    55890 SH       SHARED      06           48590           7300
D SAFEWAY INC                    COM NEW          78651420      2099   130499 SH       SHARED      10          130499
D SAFEWAY INC                    COM NEW          78651420         7      450 SH       SHR/OTHR    20                            450
D SAFEWAY INC                    COM NEW          78651420       228    14200 SH       SHARED      26           14200
D SAGA COMMUNICATIONS INC        CL A NEW         78659830        18      455 SH       SHARED                     455
D SAGA COMMUNICATIONS INC        CL A NEW         78659830         0        1 SH       SHARED      02               1
D SAGENT PHARMACEUTICALS INC     COM              78669210        27     1755 SH       SHARED                    1755
D SAGENT PHARMACEUTICALS INC     COM              78669210        23     1500 SH       SHARED      01            1500
D SAGENT PHARMACEUTICALS INC     COM              78669210         0        3 SH       SHARED      02               3
D SAGENT PHARMACEUTICALS INC     COM              78669210        44     2800 SH       SHARED      10            2800
D SAIA INC                       COM              78709Y10      1573    78145 SH       SHARED                   78145
D SAIA INC                       COM              78709Y10         2      104 SH       SHARED      02             104
D SAIA INC                       COM              78709Y10       249    12400 SH       SHARED      26           12400
D ST JOE CO                      COM              79014810       500    25678 SH       SHARED                   25678
D ST JOE CO                      COM              79014810        19     1000 SH       SHARED      01                           1000
D ST JOE CO                      COM              79014810        49     2559 SH       SHARED      02            2559
D ST JOE CO                      COM              79014810       960    49250 SH       SHARED      04           49250
D ST JOE CO                      COM              79014810         3      200 SH       SHARED      10             200
D ST JUDE MED INC                COM              79084910       176     4180 SH       SHARED                    3860            320
D ST JUDE MED INC                COM              79084910     42819  1016366 SH       SHARED                 1012207           4159
D ST JUDE MED INC                COM              79084910     10584   251224 SH       SHARED      01          204911   300    46013
D ST JUDE MED INC                COM              79084910      1523    36165 SH       SHR/OTHR    01                          36165
D ST JUDE MED INC                COM              79084910       507    12045 SH       SHARED      02            3214           8831
D ST JUDE MED INC                COM              79084910       181     4298 SH       SHARED      04            4298
D ST JUDE MED INC                COM              79084910      9416   223500 SH       SHARED      04          223500
D ST JUDE MED INC                COM              79084910       156     3710 SH       SHARED      05            3710
D ST JUDE MED INC                COM              79084910      3643    86480 SH       SHARED      06           28240          58240
D ST JUDE MED INC                COM              79084910      6547   155411 SH       SHARED      10          153711           1700
D ST JUDE MED INC                COM              79084910      1058    25134 SH       SHARED      20           20545   140     4449
D ST JUDE MED INC                COM              79084910        35      832 SH       SHR/OTHR    20                            832
D ST JUDE MED INC                COM              79084910       139     3323 SH       SHARED      21            3323
D ST JUDE MED INC                COM              79084910       147     3500 SH       SHR/OTHR    21                           3500
D ST JUDE MED INC                COM              79084910      2430    57692 SH       SHARED      23           50295           7397
D ST JUDE MED INC                COM              79084910      1663    39494 SH       SHR/OTHR    23                          39494
D ST JUDE MED INC                COM              79084910       905    21500 SH       SHARED      26           21500
D ST JUDE MED INC                COM              79084910       726    17250 SH       SHARED      29           17250
D ST JUDE MED INC                COM              79084910       938    22280 SH       SHARED      32           22280
D SAKS INC                       NOTE  2.000% 3/1 79377WAL       233   225000 PRN      SHARED                  225000
D SAKS INC                       COM              79377W10       770    74714 SH       SHARED                   70714           4000
D SAKS INC                       COM              79377W10       610    59213 SH       SHARED      02           57213           2000
D SAKS INC                       COM              79377W10       377    36600 SH       SHARED      10           36600
D SALEM COMMUNICATIONS CORP DE   CL A             79409310         1      366 SH       SHARED                     366
D SALEM COMMUNICATIONS CORP DE   CL A             79409310         0        1 SH       SHARED      02               1
D SALESFORCE COM INC             NOTE  0.750% 1/1 79466LAB      3297  1775000 PRN      SHARED                                1775000
D SALESFORCE COM INC             NOTE  0.750% 1/1 79466LAB      9802  5276000 PRN      SHARED      02         5276000
D SALESFORCE COM INC             NOTE  0.750% 1/1 79466LAB       929   500000 PRN      SHARED      04                         500000
D SALESFORCE COM INC             COM              79466L30     23678   155073 SH       SHARED                  155073
D SALESFORCE COM INC             COM              79466L30      5807    38033 SH       SHARED      01           38033
D SALESFORCE COM INC             COM              79466L30     66682   436717 SH       SHARED      02          434887           1830
D SALESFORCE COM INC             COM              79466L30      1526    10000 SH       SHARED      04           10000
D SALESFORCE COM INC             COM              79466L30        10       70 SH       SHARED      05              70
D SALESFORCE COM INC             COM              79466L30      8079    52917 SH       SHARED      06           48147           4770
D SALESFORCE COM INC             COM              79466L30      5367    35155 SH       SHARED      10           35155
D SALESFORCE COM INC             COM              79466L30       106      700 SH       SHARED      23             700
D SALESFORCE COM INC             COM              79466L30       605     3965 SH       SHARED      29            3965
D SALIX PHARMACEUTICALS INC      NOTE  2.750% 5/1 795435AC       632   541000 PRN      SHARED      02          541000
D SALIX PHARMACEUTICALS INC      COM              79543510      2418    57116 SH       SHARED                   55916           1200
D SALIX PHARMACEUTICALS INC      COM              79543510      1332    31460 SH       SHARED      02           31441             19
D SALIX PHARMACEUTICALS INC      COM              79543510      2530    59764 SH       SHARED      04           59764
D SALIX PHARMACEUTICALS INC      COM              79543510       127     3000 SH       SHARED      10            3000
D SALIX PHARMACEUTICALS INC      COM              79543510         7      173 SH       SHARED      21             173
D SALIX PHARMACEUTICALS INC      COM              79543510       584    13800 SH       SHARED      32           13800
D SALLY BEAUTY HLDGS INC         COM              79546E10      2569   102412 SH       SHARED                   95786           6626
D SALLY BEAUTY HLDGS INC         COM              79546E10      3097   123460 SH       SHARED      01           86375          37085
D SALLY BEAUTY HLDGS INC         COM              79546E10       424    16930 SH       SHR/OTHR    01                          16930
D SALLY BEAUTY HLDGS INC         COM              79546E10       233     9292 SH       SHARED      02             851           8441
D SALLY BEAUTY HLDGS INC         COM              79546E10       326    13000 SH       SHARED      04           13000
D SALLY BEAUTY HLDGS INC         COM              79546E10        90     3600 SH       SHARED      10            3600
D SALLY BEAUTY HLDGS INC         COM              79546E10       269    10740 SH       SHARED      20            9545           1195
D SALLY BEAUTY HLDGS INC         COM              79546E10        31     1245 SH       SHARED      21            1245
D SALLY BEAUTY HLDGS INC         COM              79546E10       265    10570 SH       SHARED      23            7750           2820
D SALLY BEAUTY HLDGS INC         COM              79546E10       444    17736 SH       SHR/OTHR    23                          17736
D SALLY BEAUTY HLDGS INC         COM              79546E10      2235    89113 SH       SHARED      31           89113
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110         6      457 SH       SHARED      20             457
D SANCHEZ ENERGY CORP            COM              79970Y10        78     3840 SH       SHARED                    3840
D SANCHEZ ENERGY CORP            COM              79970Y10         0        3 SH       SHARED      02               3
D SANDERSON FARMS INC            COM              80001310       686    15477 SH       SHARED                   15477
D SANDERSON FARMS INC            COM              80001310         1       39 SH       SHARED      02              39
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC     18129 18350000 PRN      SHARED                18000000         350000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC       326   330000 PRN      SHARED      01          200000         130000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC       503   510000 PRN      SHR/OTHR    01                         510000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC      1391  1408000 PRN      SHARED      02         1400000           8000
D SANDISK CORP                   NOTE  1.500% 8/1 80004CAD      1102   975000 PRN      SHARED                                 975000
D SANDISK CORP                   NOTE  1.500% 8/1 80004CAD       565   500000 PRN      SHARED      04                         500000
D SANDISK CORP                   NOTE  1.500% 8/1 80004CAD      3053  2700000 PRN      SHARED      06          400000        2300000
D SANDISK CORP                   COM              80004C10        34      803 SH       SHARED                     803
D SANDISK CORP                   COM              80004C10     39207   902775 SH       SHARED                  902775
D SANDISK CORP                   COM              80004C10      3235    74500 SH       SHARED      01           74500
D SANDISK CORP                   COM              80004C10      1428    32899 SH       SHARED      02           22785          10114
D SANDISK CORP                   COM              80004C10         3      653 SH CALL  SHARED      02             653
D SANDISK CORP                   COM              80004C10         5     7100 SH PUT   SHARED      02            7100
D SANDISK CORP                   COM              80004C10      1129    26000 SH       SHARED      04           26000
D SANDISK CORP                   COM              80004C10         5      120 SH       SHARED      05             120
D SANDISK CORP                   COM              80004C10       766    17640 SH       SHARED      06           10080           7560
D SANDISK CORP                   COM              80004C10      5036   115962 SH       SHARED      10          115962
D SANDRIDGE PERMIAN TR           COM UNIT BEN INT 80007A10      1154    57979 SH       SHARED                   57979
D SANDRIDGE PERMIAN TR           COM UNIT BEN INT 80007A10        59     3000 SH       SHARED      01            3000
D SANDRIDGE PERMIAN TR           COM UNIT BEN INT 80007A10       579    29080 SH       SHARED      02                          29080
D SANDRIDGE PERMIAN TR           COM UNIT BEN INT 80007A10        50     2550 SH       SHR/OTHR    23                           2550
D SANDRIDGE ENERGY INC           COM              80007P30       124    17879 SH       SHARED                   17879
D SANDRIDGE ENERGY INC           COM              80007P30       198    28396 SH       SHARED      01           28396
D SANDRIDGE ENERGY INC           COM              80007P30       231    33218 SH       SHARED      02           31718           1500
D SANDRIDGE ENERGY INC           COM              80007P30       207    29800 SH       SHARED      10           29800
D SANDRIDGE ENERGY INC           COM              80007P30       348    50000 SH       SHARED      26           50000
D SANDRIDGE MISSISSIPPIAN TR I   UNIT BEN INT     80007T10      1099    44652 SH       SHARED                   44652
D SANDRIDGE MISSISSIPPIAN TR I   UNIT BEN INT     80007T10        44     1800 SH       SHARED      02                           1800
D SANDRIDGE MISSISSIPPIAN TR I   SH BEN INT       80007V10       103     5100 SH       SHARED      02                           5100
D SANDSTORM GOLD LTD             COM NEW          80013R20        38     3000 SH       SHARED      02            3000
D SANDSTORM GOLD LTD             COM NEW          80013R20         5      400 SH       SHR/OTHR    23                            400
D SANDY SPRING BANCORP INC       COM              80036310        72     3787 SH       SHARED                    3787
D SANDY SPRING BANCORP INC       COM              80036310         0        3 SH       SHARED      02               3
D SANDY SPRING BANCORP INC       COM              80036310        34     1800 SH       SHARED      10            1800
D SANFILIPPO JOHN B & SON INC    COM              80042210         3      287 SH       SHARED                     287
D SANFILIPPO JOHN B & SON INC    COM              80042210         0        1 SH       SHARED      02               1
D SANFILIPPO JOHN B & SON INC    COM              80042210        85     6600 SH       SHARED      26            6600
D SANGAMO BIOSCIENCES INC        COM              80067710        52     8602 SH       SHARED                    8602
D SANGAMO BIOSCIENCES INC        COM              80067710         0       15 SH       SHARED      02              15
D SANGAMO BIOSCIENCES INC        COM              80067710       105    17300 SH       SHARED      10           17300
D SANMINA SCI CORP               COM NEW          80090720         8     1039 SH       SHARED                    1039
D SANMINA SCI CORP               COM NEW          80090720         0       15 SH       SHARED      02              15
D SANMINA SCI CORP               COM NEW          80090720       181    21300 SH       SHARED      10           21300
D SANOFI                         SPONSORED ADR    80105N10        71     1665 SH       SHARED                    1665
D SANOFI                         SPONSORED ADR    80105N10       341     7937 SH       SHARED      01                           7937
D SANOFI                         SPONSORED ADR    80105N10       342     7963 SH       SHR/OTHR    01                           7963
D SANOFI                         SPONSORED ADR    80105N10       915    21266 SH       SHARED      02                          21266
D SANOFI                         SPONSORED ADR    80105N10       290     6750 SH       SHR/OTHR    23                           6750
D SANOFI                         RIGHT 12/31/2020 80105N11       297   176931 SH       SHARED                  176931
D SANOFI                         RIGHT 12/31/2020 80105N11        18    11050 SH       SHARED      01            3050           8000
D SANOFI                         RIGHT 12/31/2020 80105N11       144    86261 SH       SHARED      02           86200             61
D SANOFI                         RIGHT 12/31/2020 80105N11         4     2400 SH       SHARED      10            2400
D SANOFI                         RIGHT 12/31/2020 80105N11         0      285 SH       SHARED      20                            285
D SANOFI                         RIGHT 12/31/2020 80105N11         1      700 SH       SHR/OTHR    23                            700
D SANTARUS INC                   COM              80281730        81     9199 SH       SHARED                    9199
D SANTARUS INC                   COM              80281730         0       15 SH       SHARED      02              15
D SAP AG                         SPON ADR         80305420       504     7071 SH       SHARED                    7071
D SAP AG                         SPON ADR         80305420         7      101 SH       SHARED      02               1            100
D SAP AG                         SPON ADR         80305420        23      326 SH       SHARED      21             326
D SAPIENT CORP                   COM              80306210       200    18844 SH       SHARED                   18844
D SAPIENT CORP                   COM              80306210         0       35 SH       SHARED      02              35
D SAPIENT CORP                   COM              80306210       266    25000 SH       SHARED      04           25000
D SARATOGA INVT CORP             COM NEW          80349A20         3      200 SH       SHARED      02             200
D SARATOGA RES INC TEX           COM              80352110         5      914 SH       SHARED                     914
D SARATOGA RES INC TEX           COM              80352110       128    23479 SH       SHARED      02              63          23416
D SAREPTA THERAPEUTICS INC       COM              80360710         2      153 SH       SHARED                     153
D SAREPTA THERAPEUTICS INC       COM              80360710       886    57094 SH       SHARED      26           57094
D SAREPTA THERAPEUTICS INC       COM              80360710       229    14777 SH       SHARED      32           14777
D SASOL LTD                      SPONSORED ADR    80386630      1170    26264 SH       SHARED                   26264
D SASOL LTD                      SPONSORED ADR    80386630       334     7500 SH       SHARED      04            7500
D SATCON TECHNOLOGY CORP         COM NEW          80389340        10     9962 SH       SHARED                    9962
D SATCON TECHNOLOGY CORP         COM NEW          80389340         6     5938 SH       SHARED      01            5938
D SATCON TECHNOLOGY CORP         COM NEW          80389340         0      325 SH       SHARED      02             325
D SAUER-DANFOSS INC              COM              80413710      3643    90616 SH       SHARED                   90616
D SAUER-DANFOSS INC              COM              80413710        56     1400 SH       SHARED      01            1400
D SAUER-DANFOSS INC              COM              80413710         0        4 SH       SHARED      02               4
D SAUER-DANFOSS INC              COM              80413710       140     3500 SH       SHARED      10            3500
D SAUL CTRS INC                  COM              80439510       851    19175 SH       SHARED                   19175
D SAUL CTRS INC                  COM              80439510         1       24 SH       SHARED      02              24
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10       252   101143 SH       SHARED                  101143
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10       602   241075 SH       SHARED      04          241075
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        62    25000 SH       SHARED      26           25000
D SCANA CORP NEW                 COM              80589M10       138     2877 SH       SHARED                    2877
D SCANA CORP NEW                 COM              80589M10      9596   198815 SH       SHARED                  198003            812
D SCANA CORP NEW                 COM              80589M10      1607    33300 SH       SHARED      01           31300           2000
D SCANA CORP NEW                 COM              80589M10        43      900 SH       SHR/OTHR    01                            900
D SCANA CORP NEW                 COM              80589M10       362     7502 SH       SHARED      02            1204           6298
D SCANA CORP NEW                 COM              80589M10        91     1900 SH       SHARED      04            1900
D SCANA CORP NEW                 COM              80589M10       323     6700 SH       SHARED      05            6700
D SCANA CORP NEW                 COM              80589M10       390     8090 SH       SHARED      06            3820           4270
D SCANA CORP NEW                 COM              80589M10      1475    30574 SH       SHARED      10           30574
D SCANA CORP NEW                 COM              80589M10       258     5350 SH       SHR/OTHR    23                           5350
D SCANA CORP NEW                 COM              80589M10       927    19205 SH       SHARED      27           19205
D SCANA CORP NEW                 COM              80589M10       381     7900 SH       SHARED      29            7900
D SCANSOURCE INC                 COM              80603710       673    21028 SH       SHARED                   21028
D SCANSOURCE INC                 COM              80603710         1       51 SH       SHARED      02              51
D SCANSOURCE INC                 COM              80603710        96     3000 SH       SHARED      10            3000
D SCHAWK INC                     CL A             80637310        29     2298 SH       SHARED                    2298
D SCHAWK INC                     CL A             80637310        17     1350 SH       SHARED      01            1350
D SCHAWK INC                     CL A             80637310         0        2 SH       SHARED      02               2
D SCHAWK INC                     CL A             80637310        26     2000 SH       SHARED      10            2000
D SCHEIN HENRY INC               COM              80640710     17305   218443 SH       SHARED                  218443
D SCHEIN HENRY INC               COM              80640710      2087    26348 SH       SHARED      01           26348
D SCHEIN HENRY INC               COM              80640710       103     1301 SH       SHARED      02            1101            200
D SCHEIN HENRY INC               COM              80640710         0       21 SH CALL  SHARED      02              21
D SCHEIN HENRY INC               COM              80640710         0       21 SH PUT   SHARED      02              21
D SCHEIN HENRY INC               COM              80640710        47      600 SH       SHARED      04             600
D SCHEIN HENRY INC               COM              80640710        42      540 SH       SHARED      05             540
D SCHEIN HENRY INC               COM              80640710       640     8090 SH       SHARED      06            7900            190
D SCHEIN HENRY INC               COM              80640710       277     3500 SH       SHARED      10            3500
D SCHEIN HENRY INC               COM              80640710        39      500 SH       SHARED      23                            500
D SCHIFF NUTRITION INTL INC      COM              80669310        45     1879 SH       SHARED                    1879
D SCHIFF NUTRITION INTL INC      COM              80669310         0        5 SH       SHARED      02               5
D SCHLUMBERGER LTD               COM              80685710      7654   105830 SH       SHARED                  105430            400
D SCHLUMBERGER LTD               COM              80685710    124725  1724398 SH       SHARED                 1557111         167287
D SCHLUMBERGER LTD               COM              80685710         1       90 SH CALL  SHARED                      90
D SCHLUMBERGER LTD               COM              80685710         0       63 SH PUT   SHARED                      63
D SCHLUMBERGER LTD               COM              80685710     41408   572500 SH       SHARED      01          505454          67046
D SCHLUMBERGER LTD               COM              80685710      4285    59251 SH       SHR/OTHR    01                          59251
D SCHLUMBERGER LTD               COM              80685710      2410    33325 SH       SHARED      02            1951          31374
D SCHLUMBERGER LTD               COM              80685710        37     6266 SH CALL  SHARED      02            6266
D SCHLUMBERGER LTD               COM              80685710         2     1072 SH PUT   SHARED      02            1072
D SCHLUMBERGER LTD               COM              80685710       137     1907 SH       SHARED      04                           1907
D SCHLUMBERGER LTD               COM              80685710    248591  3436912 SH       SHARED      04         3427212           9700
D SCHLUMBERGER LTD               COM              80685710        19      269 SH       SHARED      05             269
D SCHLUMBERGER LTD               COM              80685710       607     8404 SH       SHARED      05            8404
D SCHLUMBERGER LTD               COM              80685710     21924   303111 SH       SHARED      06          142848         160263
D SCHLUMBERGER LTD               COM              80685710     27327   377817 SH       SHARED      10          376034           1783
D SCHLUMBERGER LTD               COM              80685710      1695    23447 SH       SHARED      20           18389   150     4908
D SCHLUMBERGER LTD               COM              80685710       195     2702 SH       SHR/OTHR    20                           2702
D SCHLUMBERGER LTD               COM              80685710       684     9465 SH       SHARED      21            9465
D SCHLUMBERGER LTD               COM              80685710       632     8750 SH       SHR/OTHR    21                           8750
D SCHLUMBERGER LTD               COM              80685710      9609   132858 SH       SHARED      23          116400          16458
D SCHLUMBERGER LTD               COM              80685710      9613   132908 SH       SHR/OTHR    23                         132908
D SCHLUMBERGER LTD               COM              80685710      2320    32088 SH       SHARED      26           32088
D SCHLUMBERGER LTD               COM              80685710      3463    47880 SH       SHARED      29           47880
D SCHLUMBERGER LTD               COM              80685710     15143   209360 SH       SHARED      31          209360
D SCHNITZER STL INDS             CL A             80688210       141     5009 SH       SHARED                    4122            887
D SCHNITZER STL INDS             CL A             80688210        98     3508 SH       SHARED      02               4           3504
D SCHNITZER STL INDS             CL A             80688210       281    10000 SH       SHARED      10           10000
D SCHOLASTIC CORP                COM              80706610      5380   169291 SH       SHARED                  168848            443
D SCHOLASTIC CORP                COM              80706610         0        4 SH       SHARED      02               4
D SCHOLASTIC CORP                COM              80706610       340    10700 SH       SHARED      10           10700
D SCHOOL SPECIALTY INC           SDCV  3.750%11/3 807863AM      5272  8000000 PRN      SHARED                 8000000
D SCHOOL SPECIALTY INC           COM              80786310       226    98450 SH       SHARED                   98450
D SCHULMAN A INC                 COM              80819410       574    24101 SH       SHARED                   23279            822
D SCHULMAN A INC                 COM              80819410         3      147 SH       SHARED      02             147
D SCHULMAN A INC                 COM              80819410      5662   237640 SH       SHARED      10          237640
D SCHWAB CHARLES CORP NEW        COM              80851310        14     1123 SH       SHARED                    1123
D SCHWAB CHARLES CORP NEW        COM              80851310     15695  1227687 SH       SHARED                 1223887           3800
D SCHWAB CHARLES CORP NEW        COM              80851310      4292   335775 SH       SHARED      01          335775
D SCHWAB CHARLES CORP NEW        COM              80851310         4      350 SH       SHR/OTHR    01                            350
D SCHWAB CHARLES CORP NEW        COM              80851310      3154   246771 SH       SHARED      02          246771
D SCHWAB CHARLES CORP NEW        COM              80851310         3     2850 SH CALL  SHARED      02            2850
D SCHWAB CHARLES CORP NEW        COM              80851310        62     4850 SH       SHARED      05            4850
D SCHWAB CHARLES CORP NEW        COM              80851310      1455   113820 SH       SHARED      06           78020          35800
D SCHWAB CHARLES CORP NEW        COM              80851310      5139   402021 SH       SHARED      10          402021
D SCHWAB CHARLES CORP NEW        COM              80851310         1      130 SH       SHR/OTHR    20                            130
D SCHWAB CHARLES CORP NEW        COM              80851310        44     3500 SH       SHARED      23            3500
D SCHWAB CHARLES CORP NEW        COM              80851310        48     3790 SH       SHR/OTHR    23                           3790
D SCHWAB CHARLES CORP NEW        COM              80851310       394    30834 SH       SHARED      26           30834
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110      2065    62606 SH       SHARED                   62606
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        39     1202 SH       SHARED      01            1202
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110         1       60 SH       SHARED      02              60
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110       257     7800 SH       SHARED      10            7800
D SCICLONE PHARMACEUTICALS INC   COM              80862K10        45     8234 SH       SHARED                    8234
D SCICLONE PHARMACEUTICALS INC   COM              80862K10         0       15 SH       SHARED      02              15
D SCICLONE PHARMACEUTICALS INC   COM              80862K10       341    61500 SH       SHARED      26           61500
D SCIENTIFIC GAMES CORP          CL A             80874P10       447    54132 SH       SHARED                   54132
D SCIENTIFIC GAMES CORP          CL A             80874P10         0       50 SH       SHARED      01              50
D SCIENTIFIC GAMES CORP          CL A             80874P10      1591   192325 SH       SHARED      02          192325
D SCIENTIFIC GAMES CORP          CL A             80874P10        23     2900 SH       SHARED      10            2900
D SCIQUEST INC NEW               COM              80908T10        55     3044 SH       SHARED                    3044
D SCIQUEST INC NEW               COM              80908T10         0        5 SH       SHARED      02               5
D SCOTTS MIRACLE GRO CO          CL A             81018610      1669    38415 SH       SHARED                   38415
D SCOTTS MIRACLE GRO CO          CL A             81018610       172     3961 SH       SHARED      02            2492           1469
D SCOTTS MIRACLE GRO CO          CL A             81018610        39      900 SH       SHARED      10             900
D SCRIPPS E W CO OHIO            CL A NEW         81105440       577    54226 SH       SHARED                   53189           1037
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         1       98 SH       SHARED      02              98
D SCRIPPS E W CO OHIO            CL A NEW         81105440        38     3600 SH       SHARED      10            3600
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       139     2274 SH       SHARED                    2274
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510     11560   188812 SH       SHARED                  188812
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      1934    31586 SH       SHARED      01           28453           3133
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        15      250 SH       SHR/OTHR    01                            250
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510         8      139 SH       SHARED      02             139
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510         6      100 SH       SHARED      05             100
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       367     6000 SH       SHARED      06            3800           2200
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510      1279    20904 SH       SHARED      10           20904
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        12      200 SH       SHR/OTHR    20                            200
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510         7      130 SH       SHARED      21                            130
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       183     3000 SH       SHARED      23                           3000
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       106     1734 SH       SHR/OTHR    23                           1734
D SEABOARD CORP                  COM              81154310       124       55 SH       SHARED                      55
D SEABOARD CORP                  COM              81154310       452      200 SH       SHARED      10             200
D SEABOARD CORP                  COM              81154310       384      170 SH       SHARED      26             170
D SEABRIGHT HOLDINGS INC         COM              81165610       103     9439 SH       SHARED                    9439
D SEABRIGHT HOLDINGS INC         COM              81165610         2      203 SH       SHARED      02             203
D SEABRIGHT HOLDINGS INC         COM              81165610        39     3600 SH       SHARED      10            3600
D SEACHANGE INTL INC             COM              81169910        43     5482 SH       SHARED                    5482
D SEACHANGE INTL INC             COM              81169910         0        4 SH       SHARED      02               4
D SEACHANGE INTL INC             COM              81169910        73     9400 SH       SHARED      26            9400
D SEACOAST BKG CORP FLA          COM              81170730       138    87312 SH       SHARED                   87312
D SEACOAST BKG CORP FLA          COM              81170730         0       11 SH       SHARED      02              11
D SEACOR HOLDINGS INC            COM              81190410      1583    18991 SH       SHARED                   18783            208
D SEACOR HOLDINGS INC            COM              81190410        93     1125 SH       SHARED      01            1125
D SEACOR HOLDINGS INC            COM              81190410         4       51 SH       SHARED      02              51
D SEACOR HOLDINGS INC            COM              81190410        66      800 SH       SHARED      10             800
D SEABRIDGE GOLD INC             COM              81191610      3204   165161 SH       SHARED                  165161
D SEABRIDGE GOLD INC             COM              81191610       607    31302 SH       SHARED      02           31302
D SEABRIDGE GOLD INC             COM              81191610         0      760 SH CALL  SHARED      02             760
D SEALED AIR CORP NEW            COM              81211K10        26     1719 SH       SHARED                    1719
D SEALED AIR CORP NEW            COM              81211K10     11072   716197 SH       SHARED                  712707           3490
D SEALED AIR CORP NEW            COM              81211K10       742    48028 SH       SHARED      01           45028           3000
D SEALED AIR CORP NEW            COM              81211K10       126     8183 SH       SHARED      02             784           7399
D SEALED AIR CORP NEW            COM              81211K10       165    10700 SH       SHARED      06            5600           5100
D SEALED AIR CORP NEW            COM              81211K10      3106   200960 SH       SHARED      10          200960
D SEALED AIR CORP NEW            COM              81211K10       232    15055 SH       SHARED      21           15055
D SEALED AIR CORP NEW            COM              81211K10       695    45000 SH       SHARED      26           45000
D SEALED AIR CORP NEW            COM              81211K10       367    23780 SH       SHARED      27           23780
D SEALY CORP                     COM              81213930        16     7533 SH       SHARED                    7533
D SEALY CORP                     COM              81213930         0        8 SH       SHARED      02               8
D SEALY CORP                     SR SECD 3RD 8%   81213940      6628    89268 SH       SHARED      02           89268
D SEARS HLDGS CORP               COM              81235010     20207   364156 SH       SHARED                  364156
D SEARS HLDGS CORP               COM              81235010       536     9664 SH       SHARED      01            9664
D SEARS HLDGS CORP               COM              81235010     10494   189130 SH       SHARED      02          189130
D SEARS HLDGS CORP               COM              81235010        88     1600 SH       SHARED      06            1600
D SEARS HLDGS CORP               COM              81235010        22      400 SH       SHARED      10             400
D SEARS HLDGS CORP               RIGHT 10/08/2012 81235011       109    40275 SH       SHARED                   40275
D SEARS HLDGS CORP               RIGHT 10/08/2012 81235011        26     9664 SH       SHARED      01            9664
D SEARS HLDGS CORP               RIGHT 10/08/2012 81235011       440   161932 SH       SHARED      02          161932
D SEARS HLDGS CORP               RIGHT 10/08/2012 81235011         1      400 SH       SHARED      10             400
D SEARS HLDGS CORP               RIGHT 10/08/2012 81235011         9     3400 SH       SHARED      30            3400
D SEATTLE GENETICS INC           COM              81257810      1335    49567 SH       SHARED                   46992           2575
D SEATTLE GENETICS INC           COM              81257810       250     9300 SH       SHARED      01            9300
D SEATTLE GENETICS INC           COM              81257810         0       27 SH       SHARED      02              27
D SEATTLE GENETICS INC           COM              81257810         3      900 SH CALL  SHARED      02             900
D SEATTLE GENETICS INC           COM              81257810      2619    97224 SH       SHARED      04           97224
D SEATTLE GENETICS INC           COM              81257810         7      276 SH       SHARED      21             276
D SEATTLE GENETICS INC           COM              81257810      3621   134428 SH       SHARED      26          134428
D SEATTLE GENETICS INC           COM              81257810       280    10400 SH       SHARED      32           10400
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10      8324   226211 SH       SHARED                  226211
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10     16454   447126 SH       SHARED      02          444844           2282
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10         8     7200 SH CALL  SHARED      02            7200
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10        10     7100 SH PUT   SHARED      02            7100
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20     30857   769121 SH       SHARED                  769121
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        72     1812 SH       SHARED      01            1812
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        47     1192 SH       SHR/OTHR    01                           1192
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20     41510  1034649 SH       SHARED      02          925956         108693
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20         2     2500 SH CALL  SHARED      02            2500
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20         1     4250 SH PUT   SHARED      02            4250
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        50     1260 SH       SHARED      20            1260
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20        41     1038 SH       SHARED      23            1038
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30         0        1 SH       SHARED                       1
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30     17570   490460 SH       SHARED                  490460
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30       487    13600 SH       SHARED      01           12700            900
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30       558    15600 SH       SHR/OTHR    01                          15600
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30     29412   820991 SH       SHARED      02          813985           7006
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30         1      800 SH CALL  SHARED      02             800
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30         4    20000 SH PUT   SHARED      02           20000
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        35     1000 SH       SHARED      21            1000
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        22      620 SH       SHARED      23             620
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40     46791  1000035 SH       SHARED                 1000035
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40     49565  1059318 SH       SHARED      02         1047190          12128
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40         3     6860 SH PUT   SHARED      02            6860
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50    171882  2340612 SH       SHARED                 2340612
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50       543     7400 SH       SHR/OTHR    01                           7400
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50     14046   191282 SH       SHARED      02          186918           4364
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        13     4160 SH CALL  SHARED      02            4160
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50         4     3366 SH PUT   SHARED      02            3366
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50         5       80 SH       SHARED      23              80
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60     35823  2297867 SH       SHARED                 2297867
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60         7     5126 SH CALL  SHARED                    5126
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60         0     1000 SH PUT   SHARED                    1000
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        53     3400 SH       SHARED      01            3400
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       721    46300 SH       SHR/OTHR    01                          46300
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60     22299  1430341 SH       SHARED      02         1419170          11171
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        25    52082 SH CALL  SHARED      02           52082
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        60   223808 SH PUT   SHARED      02          223808
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       660    42350 SH       SHARED      23           42350
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       187    12000 SH       SHR/OTHR    23                          12000
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      1091    70000 SH       SHARED      26           70000
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70     25573   700055 SH       SHARED                  700055
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70     23641   647169 SH       SHARED      02          639240           7929
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70         2      500 SH CALL  SHARED      02             500
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70         2     4500 SH PUT   SHARED      02            4500
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70        14      385 SH       SHR/OTHR    23                            385
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80      1673    54300 SH       SHARED                   54300
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80       403    13075 SH       SHARED      01                          13075
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80        92     3000 SH       SHR/OTHR    01                           3000
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80     66869  2169328 SH       SHARED      02         2152766          16562
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80         0       33 SH CALL  SHARED      02              33
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80         1    10733 SH PUT   SHARED      02           10733
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80      5437   176400 SH       SHARED      06          176400
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80        30     1000 SH       SHARED      23            1000
D SELECT SECTOR SPDR TR          TECHNOLOGY       81369Y80        49     1600 SH       SHR/OTHR    23                           1600
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88       109     3014 SH       SHARED                    3014
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88       515    14160 SH       SHARED      01           13105           1055
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88       507    13938 SH       SHR/OTHR    01                          13938
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88     13872   381210 SH       SHARED      02          229885         151325
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88         0        2 SH CALL  SHARED      02               2
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88         3     4002 SH PUT   SHARED      02            4002
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88        68     1890 SH       SHARED      20            1890
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88        60     1655 SH       SHARED      23            1230            425
D SELECT COMFORT CORP            COM              81616X10      1359    43117 SH       SHARED                   43117
D SELECT COMFORT CORP            COM              81616X10       486    15444 SH       SHARED      01           12594           2850
D SELECT COMFORT CORP            COM              81616X10      1002    31800 SH       SHR/OTHR    01                          31800
D SELECT COMFORT CORP            COM              81616X10         5      177 SH       SHARED      02             110             67
D SELECT COMFORT CORP            COM              81616X10       321    10200 SH       SHARED      26           10200
D SELECT INCOME REIT             COM SH BEN INT   81618T10         8      332 SH       SHARED                     332
D SELECT INCOME REIT             COM SH BEN INT   81618T10         0        1 SH       SHARED      02               1
D SELECT INCOME REIT             COM SH BEN INT   81618T10     16982   689795 SH       SHARED      11          178650         511145
D SELECT MED HLDGS CORP          COM              81619Q10       121    10850 SH       SHARED                   10370            480
D SELECT MED HLDGS CORP          COM              81619Q10         0        5 SH       SHARED      02               5
D SELECT MED HLDGS CORP          COM              81619Q10        38     3400 SH       SHARED      10            3400
D SELECTIVE INS GROUP INC        COM              81630010      1243    65452 SH       SHARED                   65452
D SELECTIVE INS GROUP INC        COM              81630010         3      175 SH       SHARED      01             175
D SELECTIVE INS GROUP INC        COM              81630010         1      101 SH       SHARED      02             101
D SELECTIVE INS GROUP INC        COM              81630010       385    20300 SH       SHARED      10           20300
D SEMGROUP CORP                  CL A             81663A10       473    12838 SH       SHARED                   12838
D SEMGROUP CORP                  CL A             81663A10        92     2507 SH       SHARED      02               7           2500
D SEMGROUP CORP                  CL A             81663A10        81     2200 SH       SHARED      10            2200
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20       535   297522 SH       SHARED                  294422           3100
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20         4     2669 SH       SHARED      02            2669
D SEMILEDS CORP                  COM              81664510        94    55192 SH       SHARED                   55192
D SEMILEDS CORP                  COM              81664510         0      100 SH       SHARED      02             100
D SEMTECH CORP                   COM              81685010      1661    66090 SH       SHARED                   66090
D SEMTECH CORP                   COM              81685010         0       25 SH       SHARED      01              25
D SEMPRA ENERGY                  COM              81685110    103250  1601029 SH       SHARED                 1600129            900
D SEMPRA ENERGY                  COM              81685110      4145    64281 SH       SHARED      01           64281
D SEMPRA ENERGY                  COM              81685110        15      240 SH       SHR/OTHR    01                            240
D SEMPRA ENERGY                  COM              81685110        55      855 SH       SHARED      02             305            550
D SEMPRA ENERGY                  COM              81685110      3862    59900 SH       SHARED      04           59900
D SEMPRA ENERGY                  COM              81685110      2106    32670 SH       SHARED      05           32670
D SEMPRA ENERGY                  COM              81685110     84032  1303030 SH       SHARED      06           17720        1285310
D SEMPRA ENERGY                  COM              81685110      4003    62085 SH       SHARED      10           62085
D SEMPRA ENERGY                  COM              81685110       200     3106 SH       SHR/OTHR    23                           3106
D SEMPRA ENERGY                  COM              81685110      1029    15964 SH       SHARED      27           15964
D SENECA FOODS CORP NEW          CL A             81707050       187     6290 SH       SHARED                    6290
D SENECA FOODS CORP NEW          CL A             81707050         0       26 SH       SHARED      02              26
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10     10903   500632 SH       SHARED                  500632
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10        78     3600 SH       SHARED      01            3600
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10         3      156 SH       SHARED      02             156
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10      3090   141905 SH       SHARED      10          141905
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10     94414  4334936 SH       SHARED      11         1543650        2791286
D SENOMYX INC                    COM              81724Q10      1394   733900 SH       SHARED                  733700            200
D SENOMYX INC                    COM              81724Q10        78    41232 SH       SHARED      02                          41232
D SENOMYX INC                    COM              81724Q10       994   523637 SH       SHARED      04          523637
D SENOMYX INC                    COM              81724Q10        44    23173 SH       SHARED      05           23173
D SENSIENT TECHNOLOGIES CORP     COM              81725T10      5587   151992 SH       SHARED                  151992
D SENSIENT TECHNOLOGIES CORP     COM              81725T10         0        7 SH       SHARED      02               7
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       437    11900 SH       SHARED      10           11900
D SEQUANS COMMUNICATIONS S A     SPONSORED ADS    81732310         6     3850 SH       SHARED                                   3850
D SEQUENOM INC                   COM NEW          81733740        92    26280 SH       SHARED                   26280
D SEQUENOM INC                   COM NEW          81733740         1      375 SH       SHARED      01             375
D SEQUENOM INC                   COM NEW          81733740        24     7029 SH       SHARED      02              29           7000
D SEQUENOM INC                   COM NEW          81733740      1012   286764 SH       SHARED      04          286764
D SEQUENOM INC                   COM NEW          81733740        51    14500 SH       SHARED      10           14500
D SEQUENOM INC                   COM NEW          81733740       260    73706 SH       SHARED      32           73706
D SERVICE CORP INTL              COM              81756510      3479   258519 SH       SHARED                  257736            783
D SERVICE CORP INTL              COM              81756510        10      755 SH       SHARED      02             705             50
D SERVICE CORP INTL              COM              81756510       115     8600 SH       SHARED      10            8600
D SERVICENOW INC                 COM              81762P10        24      624 SH       SHARED                     624
D SERVICESOURCE INTL LLC         COM              81763U10        72     7044 SH       SHARED                    7044
D SERVICESOURCE INTL LLC         COM              81763U10       380    37013 SH       SHARED      02              13          37000
D 7 DAYS GROUP HLDGS LTD         ADR              81783J10       131    11357 SH       SHARED                   11357
D 7 DAYS GROUP HLDGS LTD         ADR              81783J10         0      130 SH CALL  SHARED                     130
D SEVERN BANCORP  ANNAPOLIS MD   COM              81811M10         0      100 SH       SHARED      02             100
D SHANDA GAMES LTD               SP ADR REPTG A   81941U10      1384   367117 SH       SHARED                  367117
D SHANDA GAMES LTD               SP ADR REPTG A   81941U10         3      799 SH       SHARED      02             799
D SHANGPHARMA CORP               SPONSORED ADR    81943P10         3      430 SH       SHARED                     430
D SHANGPHARMA CORP               SPONSORED ADR    81943P10        21     2795 SH       SHARED      26            2795
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        79     3900 SH       SHARED                    3900
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20      4019   196078 SH       SHARED                  196078
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        22     1100 SH       SHARED      02            1100
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        38     1900 SH       SHARED      04            1900
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       135     6607 SH       SHARED      05            6607
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       732    35740 SH       SHARED      06           30370           5370
D SHAW GROUP INC                 COM              82028010     22060   505740 SH       SHARED                  505740
D SHAW GROUP INC                 COM              82028010       292     6700 SH       SHARED      01            6700
D SHAW GROUP INC                 COM              82028010        57     1309 SH       SHARED      02             640            669
D SHAW GROUP INC                 COM              82028010      1726    39574 SH       SHARED      06                          39574
D SHAW GROUP INC                 COM              82028010        13      300 SH       SHARED      10             300
D SHENANDOAH TELECOMMUNICATION   COM              82312B10        66     3774 SH       SHARED                    3774
D SHENANDOAH TELECOMMUNICATION   COM              82312B10         0        3 SH       SHARED      02               3
D SHERWIN WILLIAMS CO            COM              82434810        47      322 SH       SHARED                     322
D SHERWIN WILLIAMS CO            COM              82434810     26218   176068 SH       SHARED                  176068
D SHERWIN WILLIAMS CO            COM              82434810      4348    29199 SH       SHARED      01           27699           1500
D SHERWIN WILLIAMS CO            COM              82434810        91      617 SH       SHARED      02             269            348
D SHERWIN WILLIAMS CO            COM              82434810       104      700 SH       SHARED      04             700
D SHERWIN WILLIAMS CO            COM              82434810       244     1640 SH       SHARED      05            1640
D SHERWIN WILLIAMS CO            COM              82434810       896     6020 SH       SHARED      06            3770           2250
D SHERWIN WILLIAMS CO            COM              82434810      3171    21297 SH       SHARED      10           21297
D SHERWIN WILLIAMS CO            COM              82434810       297     2000 SH       SHARED      20            2000
D SHERWIN WILLIAMS CO            COM              82434810        29      200 SH       SHARED      23             200
D SHERWIN WILLIAMS CO            COM              82434810      1775    11920 SH       SHARED      30           11920
D SHILOH INDS INC                COM              82454310         2      210 SH       SHARED                     210
D SHILOH INDS INC                COM              82454310         0        2 SH       SHARED      02               2
D SHILOH INDS INC                COM              82454310         4      400 SH       SHARED      10             400
D SHINHAN FINANCIAL GROUP CO L   SPN ADR RESTRD   82459610       906    13500 SH       SHARED      04           13500
D SHINHAN FINANCIAL GROUP CO L   SPN ADR RESTRD   82459610        24      366 SH       SHARED      21             366
D SHIRE PLC                      SPONSORED ADR    82481R10        25      282 SH       SHARED                     282
D SHIRE PLC                      SPONSORED ADR    82481R10      6000    67648 SH       SHARED      02           37793          29855
D SHIRE PLC                      SPONSORED ADR    82481R10      5234    59019 SH       SHARED      04           59019
D SHIRE PLC                      SPONSORED ADR    82481R10       171     1930 SH       SHARED      23            1930
D SHOE CARNIVAL INC              COM              82488910        52     2239 SH       SHARED                    2239
D SHOE CARNIVAL INC              COM              82488910         0        2 SH       SHARED      02               2
D SHOE CARNIVAL INC              COM              82488910       144     6150 SH       SHARED      10            6150
D SHORE BANCSHARES INC           COM              82510710         6     1000 SH       SHARED      02                           1000
D SHORETEL INC                   COM              82521110        43    10582 SH       SHARED                   10582
D SHORETEL INC                   COM              82521110         0       13 SH       SHARED      02              13
D SHORETEL INC                   COM              82521110        31     7800 SH       SHARED      10            7800
D SHUFFLE MASTER INC             COM              82554910       679    42967 SH       SHARED                   42967
D SHUFFLE MASTER INC             COM              82554910         2      171 SH       SHARED      02             108             63
D SHUTTERFLY INC                 COM              82568P30        30      991 SH       SHARED                      71            920
D SHUTTERFLY INC                 COM              82568P30        34     1100 SH       SHARED      01            1100
D SHUTTERFLY INC                 COM              82568P30         0        7 SH       SHARED      02               7
D SHUTTERFLY INC                 COM              82568P30        43     1400 SH       SHARED      10            1400
D SIEMENS A G                    SPONSORED ADR    82619750       169     1693 SH       SHARED                    1693
D SIEMENS A G                    SPONSORED ADR    82619750       422     4215 SH       SHARED      02                           4215
D SIEMENS A G                    SPONSORED ADR    82619750        21      214 SH       SHARED      21             214
D SIEMENS A G                    SPONSORED ADR    82619750       150     1500 SH       SHARED      23            1500
D SIEMENS A G                    SPONSORED ADR    82619750       123     1230 SH       SHR/OTHR    23                           1230
D SIERRA BANCORP                 COM              82620P10         5      436 SH       SHARED                     436
D SIERRA WIRELESS INC            COM              82651610       231    29716 SH       SHARED                   29716
D SIFCO INDS INC                 COM              82654610         1       97 SH       SHARED                      97
D SIFCO INDS INC                 COM              82654610         0        1 SH       SHARED      02               1
D SIFY TECHNOLOGIES LIMITED      SPONSORED ADR    82655M10       138    60342 SH       SHARED                   60342
D SIGMA ALDRICH CORP             COM              82655210        64      900 SH       SHARED                     900
D SIGMA ALDRICH CORP             COM              82655210     24562   341282 SH       SHARED                  340849            433
D SIGMA ALDRICH CORP             COM              82655210      3164    43966 SH       SHARED      01           40996           2970
D SIGMA ALDRICH CORP             COM              82655210        97     1350 SH       SHR/OTHR    01                           1350
D SIGMA ALDRICH CORP             COM              82655210       440     6116 SH       SHARED      02              97           6019
D SIGMA ALDRICH CORP             COM              82655210         0       10 SH CALL  SHARED      02              10
D SIGMA ALDRICH CORP             COM              82655210         0       10 SH PUT   SHARED      02              10
D SIGMA ALDRICH CORP             COM              82655210       568     7900 SH       SHARED      04            7900
D SIGMA ALDRICH CORP             COM              82655210       616     8560 SH       SHARED      05            8560
D SIGMA ALDRICH CORP             COM              82655210       575     8000 SH       SHARED      06            4480           3520
D SIGMA ALDRICH CORP             COM              82655210      2169    30146 SH       SHARED      10           30146
D SIGMA ALDRICH CORP             COM              82655210       690     9600 SH       SHR/OTHR    20                           9600
D SIGMA ALDRICH CORP             COM              82655210         2       35 SH       SHR/OTHR    21                             35
D SIGMA ALDRICH CORP             COM              82655210       109     1525 SH       SHR/OTHR    23                           1525
D SIGMA ALDRICH CORP             COM              82655210      1196    16630 SH       SHARED      27           16630
D SIGMA DESIGNS INC              COM              82656510       167    25406 SH       SHARED                   25406
D SIGMA DESIGNS INC              COM              82656510        82    12550 SH       SHARED      01            6900           5650
D SIGMA DESIGNS INC              COM              82656510         0       61 SH       SHARED      02              61
D SIGMA DESIGNS INC              COM              82656510        68    10400 SH       SHARED      10           10400
D SIGNATURE BK NEW YORK N Y      COM              82669G10      9251   137916 SH       SHARED                  137916
D SIGNATURE BK NEW YORK N Y      COM              82669G10       368     5500 SH       SHARED      01            5500
D SIGNATURE BK NEW YORK N Y      COM              82669G10         9      144 SH       SHARED      02             144
D SIGNATURE BK NEW YORK N Y      COM              82669G10       147     2200 SH       SHARED      10            2200
D SIGNATURE BK NEW YORK N Y      COM              82669G10      3230    48160 SH       SHARED      31           48160
D SIGA TECHNOLOGIES INC          COM              82691710        20     6533 SH       SHARED                    6533
D SIGA TECHNOLOGIES INC          COM              82691710         0        9 SH       SHARED      02               9
D SIGA TECHNOLOGIES INC          COM              82691710       176    55162 SH       SHARED      04           55162
D SILICON LABORATORIES INC       COM              82691910      4835   131545 SH       SHARED                  131545
D SILICON LABORATORIES INC       COM              82691910       397    10800 SH       SHARED      01           10800
D SILICON LABORATORIES INC       COM              82691910         3       87 SH       SHARED      02              87
D SILICON LABORATORIES INC       COM              82691910        36     1000 SH       SHARED      10            1000
D SILGAN HOLDINGS INC            COM              82704810      1911    43930 SH       SHARED                   43930
D SILGAN HOLDINGS INC            COM              82704810       548    12600 SH       SHARED      10           12600
D SILICON IMAGE INC              COM              82705T10        61    13489 SH       SHARED                   13489
D SILICON IMAGE INC              COM              82705T10         1      423 SH       SHARED      02              22            401
D SILICON IMAGE INC              COM              82705T10        58    12900 SH       SHARED      10           12900
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10       389    26386 SH       SHARED                   26386
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10        22     1500 SH       SHARED      02                           1500
D SILICON GRAPHICS INTL CORP     COM              82706L10        57     6317 SH       SHARED                    5017           1300
D SILICON GRAPHICS INTL CORP     COM              82706L10        29     3255 SH       SHARED      02               5           3250
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         0       98 SH       SHARED                      98
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         1      349 SH       SHARED      02             349
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486       501    91000 SH       SHARED      04           91000
D SILVER STD RES INC             COM              82823L10      4990   311318 SH       SHARED                  311318
D SILVER STD RES INC             COM              82823L10      2375   148195 SH       SHARED      02          110895          37300
D SILVER STD RES INC             COM              82823L10      3258   203263 SH       SHARED      04          203263
D SILVER WHEATON CORP            COM              82833610        63     1600 SH       SHARED                    1600
D SILVER WHEATON CORP            COM              82833610     68794  1732434 SH       SHARED                 1732334            100
D SILVER WHEATON CORP            COM              82833610         0        8 SH CALL  SHARED                       8
D SILVER WHEATON CORP            COM              82833610     25561   643706 SH       SHARED      02          638866           4840
D SILVER WHEATON CORP            COM              82833610        11     6534 SH CALL  SHARED      02            6534
D SILVER WHEATON CORP            COM              82833610     16500   415531 SH       SHARED      04          191914         223617
D SILVER WHEATON CORP            COM              82833610       120     3040 SH       SHARED      05            3040
D SILVER WHEATON CORP            COM              82833610      2808    70719 SH       SHARED      06           36400          34319
D SILVER WHEATON CORP            COM              82833610        29      739 SH       SHARED      21             739
D SILVER WHEATON CORP            COM              82833610        47     1200 SH       SHR/OTHR    23                           1200
D SILVER WHEATON CORP            COM              82833610      2618    65940 SH       SHARED      29           65940
D SILVER WHEATON CORP            COM              82833610      1588    40000 SH       SHARED      30           40000
D SILVERCORP METALS INC          COM              82835P10      4139   638886 SH       SHARED                  638886
D SILVERCORP METALS INC          COM              82835P10      1092   168533 SH       SHARED      02          168533
D SILVERCORP METALS INC          COM              82835P10         1     2360 SH CALL  SHARED      02            2360
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10       256    29174 SH       SHARED                   29174
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10       318    36200 SH       SHARED      26           36200
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020       308    12668 SH       SHARED                   12668
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020         0       34 SH       SHARED      02              34
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020        87     3600 SH       SHARED      10            3600
D SIMON PPTY GROUP INC NEW       COM              82880610        45      300 SH       SHARED                     300
D SIMON PPTY GROUP INC NEW       COM              82880610    122714   808345 SH       SHARED                  808345
D SIMON PPTY GROUP INC NEW       COM              82880610     11716    77179 SH       SHARED      01           77179
D SIMON PPTY GROUP INC NEW       COM              82880610      4467    29428 SH       SHARED      02           27987           1441
D SIMON PPTY GROUP INC NEW       COM              82880610        11      400 SH CALL  SHARED      02             400
D SIMON PPTY GROUP INC NEW       COM              82880610         0      617 SH PUT   SHARED      02             617
D SIMON PPTY GROUP INC NEW       COM              82880610      1780    11726 SH       SHARED      04           11726
D SIMON PPTY GROUP INC NEW       COM              82880610       280     1848 SH       SHARED      05            1848
D SIMON PPTY GROUP INC NEW       COM              82880610      4871    32091 SH       SHARED      06           21308          10783
D SIMON PPTY GROUP INC NEW       COM              82880610     47936   315764 SH       SHARED      10          315764
D SIMON PPTY GROUP INC NEW       COM              82880610    787346  5186391 SH       SHARED      11         2883865        2302526
D SIMON PPTY GROUP INC NEW       COM              82880610       226     1492 SH       SHARED      20                           1492
D SIMON PPTY GROUP INC NEW       COM              82880610        91      606 SH       SHARED      23             256            350
D SIMON PPTY GROUP INC NEW       COM              82880610        37      250 SH       SHR/OTHR    23                            250
D SIMON PPTY GROUP INC NEW       COM              82880610      2909    19163 SH       SHARED      26           19163
D SIMON PPTY GROUP INC NEW       COM              82880610       197     1300 SH       SHARED      29            1300
D SIMON PPTY GROUP INC NEW       COM              82880610      9373    61742 SH       SHARED      31           61742
D SIMPSON MANUFACTURING CO INC   COM              82907310       876    30639 SH       SHARED                   30639
D SIMPSON MANUFACTURING CO INC   COM              82907310         4      172 SH       SHARED      02              72            100
D SIMPSON MANUFACTURING CO INC   COM              82907310       323    11300 SH       SHARED      10           11300
D SINCLAIR BROADCAST GROUP INC   CL A             82922610       460    41050 SH       SHARED                   33819           7231
D SINCLAIR BROADCAST GROUP INC   CL A             82922610         0        9 SH       SHARED      02               9
D SINCLAIR BROADCAST GROUP INC   CL A             82922610        36     3300 SH       SHARED      10            3300
D SINGAPORE FD INC               COM              82929L10       191    13838 SH       SHARED      01                          13838
D SINGAPORE FD INC               COM              82929L10       181    13146 SH       SHARED      23           13146
D SINGAPORE FD INC               COM              82929L10       403    29218 SH       SHR/OTHR    23                          29218
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10       479    18748 SH       SHARED                   18748
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10         4      162 SH       SHARED      02             162
D SINOCOKING COAL & COKE CH IN   COM              82935710         0        1 SH       SHARED      02               1
D SIRONA DENTAL SYSTEMS INC      COM              82966C10      5872   103099 SH       SHARED                  103099
D SIRONA DENTAL SYSTEMS INC      COM              82966C10         1       25 SH       SHARED      01              25
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        57     1001 SH       SHARED      02               1           1000
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        11      200 SH       SHARED      10             200
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        13      235 SH       SHARED      21             235
D SIRIUS XM RADIO INC            COM              82967N10     18988  7331357 SH       SHARED                 7331357
D SIRIUS XM RADIO INC            COM              82967N10      3060  1181727 SH       SHARED      01         1147727          34000
D SIRIUS XM RADIO INC            COM              82967N10     22979  8872575 SH       SHARED      02         8870655           1920
D SIRIUS XM RADIO INC            COM              82967N10         5     2018 SH       SHARED      05            2018
D SIRIUS XM RADIO INC            COM              82967N10       147    56840 SH       SHARED      06           42720          14120
D SIRIUS XM RADIO INC            COM              82967N10       247    95600 SH       SHARED      10           95600
D SIX FLAGS ENTMT CORP NEW       COM              83001A10      2779    47277 SH       SHARED                   46897            380
D SIX FLAGS ENTMT CORP NEW       COM              83001A10       805    13698 SH       SHARED      01           11148           2550
D SIX FLAGS ENTMT CORP NEW       COM              83001A10      1658    28200 SH       SHR/OTHR    01                          28200
D SIX FLAGS ENTMT CORP NEW       COM              83001A10         3       56 SH       SHARED      02              11             45
D SIX FLAGS ENTMT CORP NEW       COM              83001A10        19      326 SH       SHARED      21             326
D SKECHERS U S A INC             CL A             83056610      2556   125301 SH       SHARED                  124126           1175
D SKECHERS U S A INC             CL A             83056610       344    16880 SH       SHARED      01           13680           3200
D SKECHERS U S A INC             CL A             83056610       703    34500 SH       SHR/OTHR    01                          34500
D SKECHERS U S A INC             CL A             83056610         1       68 SH       SHARED      02              68
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        45     7070 SH       SHARED                    7070
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10       136    21300 SH       SHARED      01           21300
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10         0        6 SH       SHARED      02               6
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        90    14100 SH       SHARED      10           14100
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        52     8200 SH       SHARED      26            8200
D SKULLCANDY INC                 COM              83083J10        34     2500 SH       SHARED                    2500
D SKULLCANDY INC                 COM              83083J10         4      305 SH       SHARED      02             305
D SKYLINE CORP                   COM              83083010       159    29076 SH       SHARED                   29076
D SKYLINE CORP                   COM              83083010        13     2499 SH       SHARED      01            2499
D SKYPEOPLE FRUIT JUICE INC      COM NEW          83086T20       888   555458 SH       SHARED                  555458
D SKYWEST INC                    COM              83087910       358    34659 SH       SHARED                   34659
D SKYWEST INC                    COM              83087910        89     8700 SH       SHARED      01            8700
D SKYWEST INC                    COM              83087910         0       94 SH       SHARED      02              94
D SKYWORKS SOLUTIONS INC         COM              83088M10         7      310 SH       SHARED                                    310
D SKYWORKS SOLUTIONS INC         COM              83088M10      4838   205364 SH       SHARED                  202420           2944
D SKYWORKS SOLUTIONS INC         COM              83088M10      4101   174079 SH       SHARED      01          142443          31636
D SKYWORKS SOLUTIONS INC         COM              83088M10      2189    92952 SH       SHR/OTHR    01                          92952
D SKYWORKS SOLUTIONS INC         COM              83088M10       557    23684 SH       SHARED      02            2740          20944
D SKYWORKS SOLUTIONS INC         COM              83088M10       146     6200 SH       SHARED      04            6200
D SKYWORKS SOLUTIONS INC         COM              83088M10       377    16012 SH       SHARED      10           14500           1512
D SKYWORKS SOLUTIONS INC         COM              83088M10       433    18397 SH       SHARED      20           14797   130     3470
D SKYWORKS SOLUTIONS INC         COM              83088M10         6      280 SH       SHR/OTHR    20                            280
D SKYWORKS SOLUTIONS INC         COM              83088M10        86     3665 SH       SHARED      21            3665
D SKYWORKS SOLUTIONS INC         COM              83088M10        23     1000 SH       SHR/OTHR    21                           1000
D SKYWORKS SOLUTIONS INC         COM              83088M10       737    31285 SH       SHARED      23           26795           4490
D SKYWORKS SOLUTIONS INC         COM              83088M10       520    22080 SH       SHR/OTHR    23                          22080
D SKYWORKS SOLUTIONS INC         COM              83088M10       466    19800 SH       SHARED      26           19800
D SMART BALANCE INC              COM              83169Y10      2036   168569 SH       SHARED                  164470           4099
D SMART BALANCE INC              COM              83169Y10         1      112 SH       SHARED      02              10            102
D SMART BALANCE INC              COM              83169Y10       146    12100 SH       SHARED      10           12100
D SMART BALANCE INC              COM              83169Y10        36     3000 SH       SHARED      23                           3000
D SMARTPROS LTD                  COM              83171G10         0      200 SH       SHARED      02             200
D SMART TECHNOLOGIES INC         CL A SUB VTG S   83172R10       137    84183 SH       SHARED                   84183
D SMART TECHNOLOGIES INC         CL A SUB VTG S   83172R10       342   210100 SH       SHARED      02                         210100
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        44      815 SH       SHARED                     815
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        89     1621 SH       SHARED                    1621
D SMITH & WESSON HLDG CORP       COM              83175610      6046   548950 SH       SHARED                  548950
D SMITH & WESSON HLDG CORP       COM              83175610        13     1225 SH       SHARED      01            1225
D SMITH & WESSON HLDG CORP       COM              83175610         0       18 SH       SHARED      02              18
D SMITH A O                      COM              83186520      7353   127798 SH       SHARED                  127798
D SMITH A O                      COM              83186520       718    12485 SH       SHARED      02             285          12200
D SMITH A O                      COM              83186520      3164    55000 SH       SHARED      04           55000
D SMITH A O                      COM              83186520      1637    28450 SH       SHARED      05           28450
D SMITH A O                      COM              83186520       621    10800 SH       SHARED      10           10800
D SMITH A O                      COM              83186520        12      217 SH       SHARED      21             217
D SMITH MICRO SOFTWARE INC       COM              83215410         3     2138 SH       SHARED                    2138
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      2928  2750000 PRN      SHARED                                2750000
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      1020   958000 PRN      SHARED      02          958000
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      3252  3054000 PRN      SHARED      06         2054000        1000000
D SMITHFIELD FOODS INC           COM              83224810     11044   562037 SH       SHARED                  560478           1559
D SMITHFIELD FOODS INC           COM              83224810       586    29853 SH       SHARED      01           29853
D SMITHFIELD FOODS INC           COM              83224810        20     1034 SH       SHARED      02            1034
D SMUCKER J M CO                 COM NEW          83269640        39      459 SH       SHARED                     459
D SMUCKER J M CO                 COM NEW          83269640     28270   327472 SH       SHARED                  327346            126
D SMUCKER J M CO                 COM NEW          83269640      2474    28667 SH       SHARED      01           28667
D SMUCKER J M CO                 COM NEW          83269640        34      402 SH       SHR/OTHR    01                            402
D SMUCKER J M CO                 COM NEW          83269640       206     2387 SH       SHARED      02             310           2077
D SMUCKER J M CO                 COM NEW          83269640       177     2060 SH       SHARED      05            2060
D SMUCKER J M CO                 COM NEW          83269640       820     9500 SH       SHARED      06            5600           3900
D SMUCKER J M CO                 COM NEW          83269640      2219    25704 SH       SHARED      10           25704
D SMUCKER J M CO                 COM NEW          83269640        20      240 SH       SHARED      23             240
D SMUCKER J M CO                 COM NEW          83269640      1089    12624 SH       SHARED      27           12624
D SMUCKER J M CO                 COM NEW          83269640      7914    91676 SH       SHARED      31           91676
D SNAP ON INC                    COM              83303410      3053    42488 SH       SHARED                   42374            114
D SNAP ON INC                    COM              83303410       172     2398 SH       SHARED      01            2398
D SNAP ON INC                    COM              83303410        10      147 SH       SHARED      02             147
D SNAP ON INC                    COM              83303410       503     7000 SH       SHARED      06            4800           2200
D SNAP ON INC                    COM              83303410      1871    26035 SH       SHARED      10           26035
D SNAP ON INC                    COM              83303410       153     2130 SH       SHARED      23            2130
D SNYDERS-LANCE INC              COM              83355110       921    36856 SH       SHARED                   36748            108
D SNYDERS-LANCE INC              COM              83355110        14      592 SH       SHARED      02             592
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      2847    46189 SH       SHARED                   46189
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510        30      500 SH       SHARED      02                            500
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      1083    17580 SH       SHARED      04           12200           5380
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      1393    22600 SH       SHARED      05           22600
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510        14      239 SH       SHARED      21             239
D SOHU COM INC                   COM              83408W10      2519    59849 SH       SHARED                   59849
D SOHU COM INC                   COM              83408W10       361     8600 SH       SHARED      01            8600
D SOHU COM INC                   COM              83408W10       168     4000 SH       SHARED      04            4000
D SOLAR CAP LTD                  COM              83413U10      3496   152567 SH       SHARED                  152567
D SOLAR CAP LTD                  COM              83413U10         0        7 SH       SHARED      02               7
D SOLAR CAP LTD                  COM              83413U10      1863    81300 SH       SHARED      10           81300
D SOLAZYME INC                   COM              83415T10        57     5030 SH       SHARED                    5030
D SOLAZYME INC                   COM              83415T10         9      809 SH       SHARED      02               9            800
D SOLAZYME INC                   COM              83415T10         2     4200 SH CALL  SHARED      02            4200
D SOLAZYME INC                   COM              83415T10       553    48200 SH       SHARED      04           48200
D SOLAZYME INC                   COM              83415T10       498    43400 SH       SHARED      05           43400
D SOLAZYME INC                   COM              83415T10       165    14400 SH       SHARED      10           14400
D SOLARFUN POWER HOLDINGS CO L   NOTE  3.500% 1/1 83415UAB       863  1142000 PRN      SHARED                 1142000
D SOLARFUN POWER HOLDINGS CO L   NOTE  3.500% 1/1 83415UAB       113   150000 PRN      SHARED      26          150000
D SOLARWINDS INC                 COM              83416B10     36383   652741 SH       SHARED                  648612           4129
D SOLARWINDS INC                 COM              83416B10         4       75 SH       SHARED      02              49             26
D SOLARWINDS INC                 COM              83416B10       334     6000 SH       SHARED      04            6000
D SOLARWINDS INC                 COM              83416B10        83     1500 SH       SHARED      10            1500
D SOLARWINDS INC                 COM              83416B10      2152    38613 SH       SHARED      31           38613
D SOLAR SR CAP LTD               COM              83416M10         0        1 SH       SHARED      02               1
D SOLERA HOLDINGS INC            COM              83421A10        15      360 SH       SHARED                                    360
D SOLERA HOLDINGS INC            COM              83421A10      6072   138410 SH       SHARED                  136522           1888
D SOLERA HOLDINGS INC            COM              83421A10      4929   112369 SH       SHARED      01           84203   250    27916
D SOLERA HOLDINGS INC            COM              83421A10      1292    29464 SH       SHR/OTHR    01                          29464
D SOLERA HOLDINGS INC            COM              83421A10       204     4651 SH       SHARED      02             202           4449
D SOLERA HOLDINGS INC            COM              83421A10       165     3775 SH       SHARED      04            3775
D SOLERA HOLDINGS INC            COM              83421A10       485    11058 SH       SHARED      10            9300           1758
D SOLERA HOLDINGS INC            COM              83421A10       893    20378 SH       SHARED      20           16629   150     3599
D SOLERA HOLDINGS INC            COM              83421A10        42      980 SH       SHR/OTHR    20                            980
D SOLERA HOLDINGS INC            COM              83421A10       139     3170 SH       SHARED      21            3170
D SOLERA HOLDINGS INC            COM              83421A10        52     1200 SH       SHR/OTHR    21                           1200
D SOLERA HOLDINGS INC            COM              83421A10      2153    49082 SH       SHARED      23           43187           5895
D SOLERA HOLDINGS INC            COM              83421A10       869    19830 SH       SHR/OTHR    23                          19830
D SOLERA HOLDINGS INC            COM              83421A10       995    22700 SH       SHARED      26           22700
D SOLTA MED INC                  COM              83438K10         8     2679 SH       SHARED                    2629             50
D SOLTA MED INC                  COM              83438K10         0       11 SH       SHARED      02              11
D SOLTA MED INC                  COM              83438K10        27     8900 SH       SHARED      10            8900
D SOMERSET HILLS BANCORP         COM              83472810         1      200 SH       SHARED      02             200
D SONDE RES CORP                 COM              83542610         8    11600 SH       SHARED      02            1600          10000
D SONIC AUTOMOTIVE INC           CL A             83545G10       433    22846 SH       SHARED                   22846
D SONIC AUTOMOTIVE INC           CL A             83545G10       258    13625 SH       SHARED      01           13625
D SONIC AUTOMOTIVE INC           CL A             83545G10         1       68 SH       SHARED      02              68
D SONIC AUTOMOTIVE INC           CL A             83545G10       110     5800 SH       SHARED      10            5800
D SONIC FDRY INC                 COM NEW          83545R20         0      100 SH       SHARED      02             100
D SONIC CORP                     COM              83545110      2289   222925 SH       SHARED                  218525           4400
D SONIC CORP                     COM              83545110        10     1012 SH       SHARED      01            1012
D SONIC CORP                     COM              83545110         2      196 SH       SHARED      02             196
D SONOCO PRODS CO                COM              83549510     25020   807380 SH       SHARED                  352592         454788
D SONOCO PRODS CO                COM              83549510       151     4900 SH       SHARED      01                           4900
D SONOCO PRODS CO                COM              83549510        17      550 SH       SHR/OTHR    01                            550
D SONOCO PRODS CO                COM              83549510       148     4802 SH       SHARED      02               2           4800
D SONOCO PRODS CO                COM              83549510     94633  3053669 SH       SHARED      04         3053669
D SONOCO PRODS CO                COM              83549510      1307    42183 SH       SHARED      10           42183
D SONY CORP                      ADR NEW          83569930     11382   972824 SH       SHARED                  972824
D SONY CORP                      ADR NEW          83569930        11     1000 SH       SHARED      21            1000
D SOTHEBYS                       NOTE  3.125% 6/1 835898AC       111   100000 PRN      SHARED                  100000
D SOTHEBYS                       COM              83589810      2094    66499 SH       SHARED                   64499           2000
D SOTHEBYS                       COM              83589810        75     2399 SH       SHARED      02            1701            698
D SOTHEBYS                       COM              83589810       522    16582 SH       SHARED      04           16582
D SOTHEBYS                       COM              83589810         8      279 SH       SHARED      21             279
D SOTHEBYS                       COM              83589810       517    16420 SH       SHARED      29           16420
D SONUS NETWORKS INC             COM              83591610      1487   788864 SH       SHARED                  788864
D SONUS NETWORKS INC             COM              83591610         5     2786 SH       SHARED      02            2786
D SONUS NETWORKS INC             COM              83591610       191   101400 SH       SHARED      10          101400
D SOUNDBITE COMMUNICATIONS INC   COM              83609110         0      100 SH       SHARED      02             100
D SOURCEFIRE INC                 COM              83616T10      1207    24637 SH       SHARED                   23050           1587
D SOURCEFIRE INC                 COM              83616T10        24      507 SH       SHARED      02              57            450
D SOURCEFIRE INC                 COM              83616T10       343     7000 SH       SHARED      04            7000
D SOUTH JERSEY INDS INC          COM              83851810      2605    49227 SH       SHARED                   49227
D SOUTH JERSEY INDS INC          COM              83851810       195     3700 SH       SHARED      01            3700
D SOUTH JERSEY INDS INC          COM              83851810         3       57 SH       SHARED      02              57
D SOUTH JERSEY INDS INC          COM              83851810       603    11400 SH       SHARED      10           11400
D SOUTHCOAST FINANCIAL CORP      COM              84129R10         0      100 SH       SHARED      02             100
D SOUTHERN CO                    COM              84258710       199     4329 SH       SHARED                    4329
D SOUTHERN CO                    COM              84258710     71738  1556478 SH       SHARED                 1288424         268054
D SOUTHERN CO                    COM              84258710     11218   243411 SH       SHARED      01          239836           3575
D SOUTHERN CO                    COM              84258710       182     3950 SH       SHR/OTHR    01                           3950
D SOUTHERN CO                    COM              84258710      4271    92688 SH       SHARED      02              12          92676
D SOUTHERN CO                    COM              84258710         0      394 SH CALL  SHARED      02             394
D SOUTHERN CO                    COM              84258710         0       44 SH PUT   SHARED      02              44
D SOUTHERN CO                    COM              84258710     80631  1749425 SH       SHARED      04         1749425
D SOUTHERN CO                    COM              84258710       979    21260 SH       SHARED      05           21260
D SOUTHERN CO                    COM              84258710      4015    87116 SH       SHARED      06           56280          30836
D SOUTHERN CO                    COM              84258710     13508   293099 SH       SHARED      10          293099
D SOUTHERN CO                    COM              84258710      1198    26000 SH       SHARED      20            2000          24000
D SOUTHERN CO                    COM              84258710        92     2000 SH       SHR/OTHR    21                           2000
D SOUTHERN CO                    COM              84258710         1       25 SH       SHARED      23              25
D SOUTHERN CO                    COM              84258710       212     4600 SH       SHR/OTHR    23                           4600
D SOUTHERN CO                    COM              84258710      1059    22979 SH       SHARED      27           22979
D SOUTHERN CO                    COM              84258710      1004    21800 SH       SHARED      29           21800
D SOUTHERN CO                    COM              84258710      3088    67000 SH       SHARED      30           67000
D SOUTHERN CMNTY FINL CORP       COM              84263210         4     1468 SH       SHARED      02                           1468
D SOUTHERN COPPER CORP           COM              84265V10     18674   543509 SH       SHARED                  543509
D SOUTHERN COPPER CORP           COM              84265V10        24      707 SH       SHARED      01             707
D SOUTHERN COPPER CORP           COM              84265V10      3497   101782 SH       SHARED      02           97268           4514
D SOUTHERN COPPER CORP           COM              84265V10         0     1317 SH PUT   SHARED      02            1317
D SOUTHERN COPPER CORP           COM              84265V10       936    27250 SH       SHARED      04           27250
D SOUTHERN COPPER CORP           COM              84265V10      2037    59300 SH       SHARED      10           59300
D SOUTHERN COPPER CORP           COM              84265V10      2102    61195 SH       SHARED      31           61195
D SOUTHSIDE BANCSHARES INC       COM              84470P10       154     7100 SH       SHARED                    7100
D SOUTHSIDE BANCSHARES INC       COM              84470P10         0        2 SH       SHARED      02               2
D SOUTHSIDE BANCSHARES INC       COM              84470P10       167     7665 SH       SHARED      26            7665
D SOUTHWEST AIRLS CO             COM              84474110        44     5117 SH       SHARED                    5117
D SOUTHWEST AIRLS CO             COM              84474110      5556   633615 SH       SHARED                  631809           1806
D SOUTHWEST AIRLS CO             COM              84474110       634    72330 SH       SHARED      01           72330
D SOUTHWEST AIRLS CO             COM              84474110        27     3100 SH       SHR/OTHR    01                           3100
D SOUTHWEST AIRLS CO             COM              84474110        44     5023 SH       SHARED      02            5023
D SOUTHWEST AIRLS CO             COM              84474110         2      300 SH       SHARED      05             300
D SOUTHWEST AIRLS CO             COM              84474110       331    37800 SH       SHARED      06           17800          20000
D SOUTHWEST AIRLS CO             COM              84474110      1906   217345 SH       SHARED      10          217345
D SOUTHWEST AIRLS CO             COM              84474110        21     2500 SH       SHARED      21            2500
D SOUTHWEST BANCORP INC OKLA     COM              84476710       190    17535 SH       SHARED                   17235            300
D SOUTHWEST BANCORP INC OKLA     COM              84476710         1      175 SH       SHARED      01             175
D SOUTHWEST BANCORP INC OKLA     COM              84476710         0        2 SH       SHARED      02               2
D SOUTHWEST BANCORP INC OKLA     COM              84476710       247    22800 SH       SHARED      10           22800
D SOUTHWEST GAS CORP             COM              84489510      2324    52582 SH       SHARED                   52233            349
D SOUTHWEST GAS CORP             COM              84489510        25      570 SH       SHARED      01             300            270
D SOUTHWEST GAS CORP             COM              84489510         0       10 SH       SHARED      02              10
D SOUTHWEST GAS CORP             COM              84489510       680    15400 SH       SHARED      10           15400
D SOUTHWEST GAS CORP             COM              84489510       524    11870 SH       SHARED      26           11870
D SOUTHWESTERN ENERGY CO         COM              84546710        45     1300 SH       SHARED                    1300
D SOUTHWESTERN ENERGY CO         COM              84546710      9383   269808 SH       SHARED                  269808
D SOUTHWESTERN ENERGY CO         COM              84546710      3223    92670 SH       SHARED      01           91170           1500
D SOUTHWESTERN ENERGY CO         COM              84546710      3134    90116 SH       SHARED      02           88876           1240
D SOUTHWESTERN ENERGY CO         COM              84546710         2      995 SH CALL  SHARED      02             995
D SOUTHWESTERN ENERGY CO         COM              84546710         0      995 SH PUT   SHARED      02             995
D SOUTHWESTERN ENERGY CO         COM              84546710        66     1920 SH       SHARED      05            1920
D SOUTHWESTERN ENERGY CO         COM              84546710      2851    81980 SH       SHARED      06           15230          66750
D SOUTHWESTERN ENERGY CO         COM              84546710      2949    84797 SH       SHARED      10           84797
D SOUTHWESTERN ENERGY CO         COM              84546710         2       85 SH       SHR/OTHR    21                             85
D SOUTHWESTERN ENERGY CO         COM              84546710      1394    40096 SH       SHARED      27           40096
D SOUTHWESTERN ENERGY CO         COM              84546710      5993   172324 SH       SHARED      31          172324
D SOVRAN SELF STORAGE INC        COM              84610H10      3364    58158 SH       SHARED                   58158
D SOVRAN SELF STORAGE INC        COM              84610H10         3       57 SH       SHARED      02              57
D SOVRAN SELF STORAGE INC        COM              84610H10       318     5500 SH       SHARED      10            5500
D SOVRAN SELF STORAGE INC        COM              84610H10        14      251 SH       SHARED      21             251
D SOVRAN SELF STORAGE INC        COM              84610H10       398     6884 SH       SHARED      26            6884
D SPAN AMER MED SYS INC          COM              84639610         3      200 SH       SHARED      02             200
D SPANSION INC                   COM CL A NEW     84649R20       111     9367 SH       SHARED                    9063            304
D SPANSION INC                   COM CL A NEW     84649R20         0        7 SH       SHARED      02               7
D SPANSION INC                   COM CL A NEW     84649R20       301    25300 SH       SHARED      10           25300
D SPARK NETWORKS INC             COM              84651P10         2      486 SH       SHARED                     486
D SPARK NETWORKS INC             COM              84651P10         0        3 SH       SHARED      02               3
D SPARTAN MTRS INC               COM              84681910       120    24011 SH       SHARED                   24011
D SPARTAN MTRS INC               COM              84681910         0       96 SH       SHARED      02              96
D SPARTAN MTRS INC               COM              84681910       161    32300 SH       SHARED      10           32300
D SPARTAN STORES INC             COM              84682210       281    18364 SH       SHARED                   16605           1759
D SPARTAN STORES INC             COM              84682210         0       39 SH       SHARED      02              39
D SPARTECH CORP                  COM NEW          84722020         5     1111 SH       SHARED                    1111
D SPARTECH CORP                  COM NEW          84722020         0        5 SH       SHARED      02               5
D SPARTECH CORP                  COM NEW          84722020       173    32400 SH       SHARED      10           32400
D SPARTON CORP                   COM              84723510         3      300 SH       SHARED                     300
D SPECIAL OPPORTUNITIES FD INC   COM              84741T10        49     3167 SH       SHARED      02                           3167
D SPECTRA ENERGY PARTNERS LP     COM              84756N10       458    14420 SH       SHARED                   14420
D SPECTRA ENERGY PARTNERS LP     COM              84756N10      1749    54975 SH       SHARED      02                          54975
D SPECTRA ENERGY CORP            COM              84756010        82     2800 SH       SHARED                    2800
D SPECTRA ENERGY CORP            COM              84756010    103906  3539037 SH       SHARED                 3539037
D SPECTRA ENERGY CORP            COM              84756010      7534   256609 SH       SHARED      01          231388          25221
D SPECTRA ENERGY CORP            COM              84756010       882    30063 SH       SHR/OTHR    01                          30063
D SPECTRA ENERGY CORP            COM              84756010       524    17855 SH       SHARED      02            2866          14989
D SPECTRA ENERGY CORP            COM              84756010         1      715 SH CALL  SHARED      02             715
D SPECTRA ENERGY CORP            COM              84756010        35     1200 SH       SHARED      04            1200
D SPECTRA ENERGY CORP            COM              84756010       987    33620 SH       SHARED      05           33620
D SPECTRA ENERGY CORP            COM              84756010     64133  2184380 SH       SHARED      06           45910        2138470
D SPECTRA ENERGY CORP            COM              84756010     10635   362235 SH       SHARED      10          362235
D SPECTRA ENERGY CORP            COM              84756010        90     3085 SH       SHARED      20            3085
D SPECTRA ENERGY CORP            COM              84756010        19      650 SH       SHR/OTHR    20                            650
D SPECTRA ENERGY CORP            COM              84756010        33     1125 SH       SHR/OTHR    21                           1125
D SPECTRA ENERGY CORP            COM              84756010       689    23471 SH       SHARED      23           19861           3610
D SPECTRA ENERGY CORP            COM              84756010       409    13956 SH       SHR/OTHR    23                          13956
D SPECTRA ENERGY CORP            COM              84756010        24      830 SH       SHARED      27             830
D SPECTRA ENERGY CORP            COM              84756010      2697    91869 SH       SHARED      31           91869
D SPECTRANETICS CORP             COM              84760C10        79     5384 SH       SHARED                    5384
D SPECTRANETICS CORP             COM              84760C10         0        9 SH       SHARED      02               9
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10       549    46987 SH       SHARED                   42364           4623
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10        17     1500 SH       SHARED      01            1500
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10        28     2402 SH       SHARED      02             102           2300
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10       730    62467 SH       SHARED      04           62467
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10       351    30000 SH       SHARED      26           30000
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10       163    14000 SH       SHARED      32           14000
D SPECTRUM BRANDS HLDGS INC      COM              84763R10       156     3913 SH       SHARED                    3836             77
D SPECTRUM BRANDS HLDGS INC      COM              84763R10         0        6 SH       SHARED      02               6
D SPEEDWAY MOTORSPORTS INC       COM              84778810        36     2402 SH       SHARED                    2402
D SPEEDWAY MOTORSPORTS INC       COM              84778810         0        1 SH       SHARED      02               1
D SPEEDWAY MOTORSPORTS INC       COM              84778810        66     4300 SH       SHARED      10            4300
D SPHERIX INC                    COM NEW          84842R20         1       95 SH       SHARED      02              95
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410      2651   119363 SH       SHARED                  117063           2300
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410        74     3360 SH       SHARED      02             160           3200
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       886    39900 SH       SHARED      04           39900
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410      3156   142100 SH       SHARED      10          142100
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       269    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        30     1762 SH       SHARED                    1762
D SPIRIT AIRLS INC               COM              84857710      8057   471772 SH       SHARED      02          471772
D SPIRIT AIRLS INC               COM              84857710        95     5600 SH       SHARED      26            5600
D SPLUNK INC                     COM              84863710       842    22951 SH       SHARED                   22951
D SPLUNK INC                     COM              84863710        14      400 SH       SHARED      10             400
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520       327    15961 SH       SHARED                   15961
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520         4      233 SH       SHARED      02             233
D SPRINT NEXTEL CORP             COM SER 1        85206110     86360 15644958 SH       SHARED                15644958
D SPRINT NEXTEL CORP             COM SER 1        85206110      4739   858648 SH       SHARED      01          857083           1565
D SPRINT NEXTEL CORP             COM SER 1        85206110       283    51388 SH       SHARED      02           17238          34150
D SPRINT NEXTEL CORP             COM SER 1        85206110        12    13500 SH CALL  SHARED      02           13500
D SPRINT NEXTEL CORP             COM SER 1        85206110         0     5000 SH PUT   SHARED      02            5000
D SPRINT NEXTEL CORP             COM SER 1        85206110      5736  1039200 SH       SHARED      04         1039200
D SPRINT NEXTEL CORP             COM SER 1        85206110       470    85307 SH       SHARED      05           85307
D SPRINT NEXTEL CORP             COM SER 1        85206110      1138   206319 SH       SHARED      06          114588          91731
D SPRINT NEXTEL CORP             COM SER 1        85206110      4031   730290 SH       SHARED      10          730290
D SPRINT NEXTEL CORP             COM SER 1        85206110        15     2800 SH       SHARED      20            2800
D SPRINT NEXTEL CORP             COM SER 1        85206110        13     2380 SH       SHARED      23             380           2000
D SPRINT NEXTEL CORP             COM SER 1        85206110        13     2517 SH       SHR/OTHR    23                           2517
D SPRINT NEXTEL CORP             COM SER 1        85206110       646   117200 SH       SHARED      29          117200
D SPRINT NEXTEL CORP             COM SER 1        85206110        93    17000 SH       SHARED      30           17000
D SPROTT PHYSICAL GOLD TRUST     UNIT             85207H10       174    11500 SH       SHARED                   11500
D SPROTT PHYSICAL GOLD TRUST     UNIT             85207H10        45     3000 SH       SHARED      01            3000
D SPROTT PHYSICAL GOLD TRUST     UNIT             85207H10        53     3500 SH       SHARED      02                           3500
D SPROTT PHYSICAL SILVER TR      TR UNIT          85207K10        16     1150 SH       SHARED      02                           1150
D STAAR SURGICAL CO              COM PAR $0.01    85231230        44     5921 SH       SHARED                    5921
D STAAR SURGICAL CO              COM PAR $0.01    85231230         0       10 SH       SHARED      02              10
D STAAR SURGICAL CO              COM PAR $0.01    85231230        30     4000 SH       SHARED      10            4000
D STAAR SURGICAL CO              COM PAR $0.01    85231230      1947   257634 SH       SHARED      26          257634
D STAAR SURGICAL CO              COM PAR $0.01    85231230       501    66285 SH       SHARED      32           66285
D STAGE STORES INC               COM NEW          85254C30       420    19949 SH       SHARED                   19293            656
D STAGE STORES INC               COM NEW          85254C30         1       57 SH       SHARED      02              57
D STAGE STORES INC               COM NEW          85254C30       194     9225 SH       SHARED      10            9225
D STAG INDL INC                  COM              85254J10       934    57481 SH       SHARED                   57481
D STAG INDL INC                  COM              85254J10         0        5 SH       SHARED      02               5
D STAG INDL INC                  COM              85254J10     33172  2040150 SH       SHARED      11                        2040150
D STAMPS COM INC                 COM NEW          85285720       386    16684 SH       SHARED                   16684
D STAMPS COM INC                 COM NEW          85285720         4      178 SH       SHARED      02              28            150
D STAMPS COM INC                 COM NEW          85285720       134     5800 SH       SHARED      10            5800
D STANCORP FINL GROUP INC        COM              85289110      3746   119926 SH       SHARED                  119926
D STANCORP FINL GROUP INC        COM              85289110        32     1038 SH       SHARED      02            1038
D STANDARD MTR PRODS INC         COM              85366610       274    14897 SH       SHARED                   14753            144
D STANDARD MTR PRODS INC         COM              85366610         0       35 SH       SHARED      02              35
D STANDARD PAC CORP NEW          NOTE  1.250% 8/0 85375CBC       330   300000 PRN      SHARED      06          300000
D STANDARD PAC CORP NEW          COM              85375C10       877   129766 SH       SHARED                  129766
D STANDARD PAC CORP NEW          COM              85375C10         1      202 SH       SHARED      02             202
D STANDARD PAC CORP NEW          COM              85375C10       454    67200 SH       SHARED      10           67200
D STANDARD PARKING CORP          COM              85379010        57     2554 SH       SHARED                    2554
D STANDEX INTL CORP              COM              85423110       843    18987 SH       SHARED                   18717            270
D STANDEX INTL CORP              COM              85423110         1       23 SH       SHARED      02              23
D STANLEY BLACK & DECKER INC     COM              85450210        49      651 SH       SHARED                     651
D STANLEY BLACK & DECKER INC     COM              85450210     13717   179898 SH       SHARED                  179898
D STANLEY BLACK & DECKER INC     COM              85450210      3566    46780 SH       SHARED      01           45730           1050
D STANLEY BLACK & DECKER INC     COM              85450210        77     1011 SH       SHARED      02             294            717
D STANLEY BLACK & DECKER INC     COM              85450210         3      200 SH PUT   SHARED      02             200
D STANLEY BLACK & DECKER INC     COM              85450210       344     4517 SH       SHARED      04            4517
D STANLEY BLACK & DECKER INC     COM              85450210      4956    65000 SH       SHARED      04           65000
D STANLEY BLACK & DECKER INC     COM              85450210        74      976 SH       SHARED      05             976
D STANLEY BLACK & DECKER INC     COM              85450210      7509    98480 SH       SHARED      06           26658          71822
D STANLEY BLACK & DECKER INC     COM              85450210      5804    76126 SH       SHARED      10           76126
D STANLEY BLACK & DECKER INC     COM              85450210       533     7000 SH       SHARED      23            7000
D STANLEY BLACK & DECKER INC     COM              85450210     10326   135426 SH       SHARED      31          135426
D STANLEY BLACK & DECKER INC     UNIT 99/99/9999  85450230      7059    56200 SH       SHARED      04           50000           6200
D STANTEC INC                    COM              85472N10      1000    29445 SH       SHARED                   29445
D STANTEC INC                    COM              85472N10         3      100 SH       SHARED      02             100
D STAPLES INC                    COM              85503010       145    12633 SH       SHARED                   12633
D STAPLES INC                    COM              85503010     24832  2155598 SH       SHARED                 2155598
D STAPLES INC                    COM              85503010         1     1846 SH CALL  SHARED                    1846
D STAPLES INC                    COM              85503010      2062   179035 SH       SHARED      01          179035
D STAPLES INC                    COM              85503010       840    73001 SH       SHARED      02            4930          68071
D STAPLES INC                    COM              85503010         0     3075 SH CALL  SHARED      02            3075
D STAPLES INC                    COM              85503010        14    10460 SH PUT   SHARED      02           10460
D STAPLES INC                    COM              85503010      1001    86975 SH       SHARED      04           86975
D STAPLES INC                    COM              85503010         4      395 SH       SHARED      05             395
D STAPLES INC                    COM              85503010       622    54006 SH       SHARED      06           28440          25566
D STAPLES INC                    COM              85503010      5821   505312 SH       SHARED      10          505312
D STAPLES INC                    COM              85503010         5      468 SH       SHARED      21                            468
D STAR SCIENTIFIC INC            COM              85517P10        70    20244 SH       SHARED                   20244
D STAR SCIENTIFIC INC            COM              85517P10         1      536 SH       SHARED      02             536
D STAR SCIENTIFIC INC            COM              85517P10       107    31200 SH       SHARED      10           31200
D STARBUCKS CORP                 COM              85524410        44      874 SH       SHARED                     874
D STARBUCKS CORP                 COM              85524410     82096  1618947 SH       SHARED                 1618947
D STARBUCKS CORP                 COM              85524410         4      450 SH PUT   SHARED                     450
D STARBUCKS CORP                 COM              85524410     10020   197600 SH       SHARED      01          197600
D STARBUCKS CORP                 COM              85524410      5387   106235 SH       SHARED      02           73787          32448
D STARBUCKS CORP                 COM              85524410         5      500 SH CALL  SHARED      02             500
D STARBUCKS CORP                 COM              85524410         1     1237 SH PUT   SHARED      02            1237
D STARBUCKS CORP                 COM              85524410      5314   104795 SH       SHARED      04          104795
D STARBUCKS CORP                 COM              85524410       181     3580 SH       SHARED      05            3580
D STARBUCKS CORP                 COM              85524410      3674    72470 SH       SHARED      06           46200          26270
D STARBUCKS CORP                 COM              85524410     12337   243299 SH       SHARED      10          243299
D STARBUCKS CORP                 COM              85524410        20      400 SH       SHARED      20             400
D STARBUCKS CORP                 COM              85524410      1740    34319 SH       SHARED      27           34319
D STARBUCKS CORP                 COM              85524410       390     7700 SH       SHARED      29            7700
D STARBUCKS CORP                 COM              85524410        96     1900 SH       SHARED      30            1900
D STARTEK INC                    COM              85569C10         1      500 SH       SHARED      02             500
D STATE AUTO FINL CORP           COM              85570710        40     2497 SH       SHARED                    2497
D STATE AUTO FINL CORP           COM              85570710         0        2 SH       SHARED      02               2
D STATE AUTO FINL CORP           COM              85570710       177    10800 SH       SHARED      10           10800
D STARWOOD PPTY TR INC           COM              85571B10        21      923 SH       SHARED                     923
D STARWOOD PPTY TR INC           COM              85571B10      2540   109195 SH       SHARED                  109195
D STARWOOD PPTY TR INC           COM              85571B10       124     5360 SH       SHARED      01             500           4860
D STARWOOD PPTY TR INC           COM              85571B10       655    28152 SH       SHARED      02              18          28134
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40        55      949 SH       SHARED                     639            310
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40     37643   649469 SH       SHARED                  644691           4778
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40     11074   191074 SH       SHARED      01          153386          37688
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1727    29800 SH       SHR/OTHR    01                          29800
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       480     8288 SH       SHARED      02            1121           7167
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40         1     1330 SH PUT   SHARED      02            1330
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       598    10319 SH       SHARED      04           10319
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40        17      306 SH       SHARED      05             306
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40         6      120 SH       SHARED      05             120
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1386    23920 SH       SHARED      06           16090           7830
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      3295    56851 SH       SHARED      10           55340           1511
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1112    19202 SH       SHARED      20           15502   130     3570
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40        45      780 SH       SHR/OTHR    20                            780
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40       179     3100 SH       SHARED      21            3100
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40        63     1100 SH       SHR/OTHR    21                           1100
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      2232    38519 SH       SHARED      23           33454           5065
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1234    21305 SH       SHR/OTHR    23                          21305
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      1159    20000 SH       SHARED      26           20000
D STARWOOD HOTELS^RESORTS WRLD   COM              85590A40      7468   128848 SH       SHARED      31          128848
D STATE BK FINL CORP             COM              85619010        78     4782 SH       SHARED                    4782
D STATE BK FINL CORP             COM              85619010        54     3300 SH       SHARED      01            3300
D STATE BK FINL CORP             COM              85619010         0        4 SH       SHARED      02               4
D STATE BK FINL CORP             COM              85619010        75     4600 SH       SHARED      10            4600
D STATE STR CORP                 COM              85747710        40      971 SH       SHARED                     971
D STATE STR CORP                 COM              85747710     42429  1011178 SH       SHARED                 1011178
D STATE STR CORP                 COM              85747710      5398   128658 SH       SHARED      01          125958           2700
D STATE STR CORP                 COM              85747710        12      300 SH       SHR/OTHR    01                            300
D STATE STR CORP                 COM              85747710       952    22692 SH       SHARED      02             891          21801
D STATE STR CORP                 COM              85747710        13     2203 SH PUT   SHARED      02            2203
D STATE STR CORP                 COM              85747710      1292    30800 SH       SHARED      04           30800
D STATE STR CORP                 COM              85747710        96     2300 SH       SHARED      05            2300
D STATE STR CORP                 COM              85747710      2968    70748 SH       SHARED      06           53008          17740
D STATE STR CORP                 COM              85747710      5521   131597 SH       SHARED      10          131597
D STATE STR CORP                 COM              85747710       220     5250 SH       SHARED      20            5250
D STATE STR CORP                 COM              85747710       169     4040 SH       SHR/OTHR    20                           4040
D STATE STR CORP                 COM              85747710        25      600 SH       SHR/OTHR    21                            600
D STATE STR CORP                 COM              85747710        92     2200 SH       SHARED      23            2200
D STATE STR CORP                 COM              85747710       276     6600 SH       SHR/OTHR    23                           6600
D STATOIL ASA                    SPONSORED ADR    85771P10     21851   847283 SH       SHARED                  847283
D STATOIL ASA                    SPONSORED ADR    85771P10        18      725 SH       SHARED      01                            725
D STATOIL ASA                    SPONSORED ADR    85771P10       165     6400 SH       SHARED      02                           6400
D STEEL DYNAMICS INC             NOTE  5.125% 6/1 858119AP      2318  2219000 PRN      SHARED      02         2219000
D STEEL DYNAMICS INC             COM              85811910      5945   528932 SH       SHARED                  525685           3247
D STEEL DYNAMICS INC             COM              85811910        55     4975 SH       SHARED      01            3075           1900
D STEEL DYNAMICS INC             COM              85811910        62     5569 SH       SHARED      02            5393            176
D STEEL DYNAMICS INC             COM              85811910     14590  1298103 SH       SHARED      10         1298103
D STEELCASE INC                  CL A             85815520      2117   214978 SH       SHARED                  214978
D STEELCASE INC                  CL A             85815520         4      480 SH       SHARED      02                            480
D STEELCASE INC                  CL A             85815520       131    13400 SH       SHARED      10           13400
D STEIN MART INC                 COM              85837510       180    21186 SH       SHARED                   21186
D STEIN MART INC                 COM              85837510         0       51 SH       SHARED      02              51
D STEIN MART INC                 COM              85837510        29     3400 SH       SHARED      10            3400
D STEIN MART INC                 COM              85837510       123    14500 SH       SHARED      26           14500
D STEINWAY MUSICAL INSTRS INC    COM              85849510         6      249 SH       SHARED                     249
D STEINWAY MUSICAL INSTRS INC    COM              85849510         0        1 SH       SHARED      02               1
D STELLARONE CORP                COM              85856G10        47     3618 SH       SHARED                    3618
D STELLARONE CORP                COM              85856G10         9      750 SH       SHARED      01             750
D STELLARONE CORP                COM              85856G10        32     2500 SH       SHARED      10            2500
D STEMCELLS INC                  COM NEW          85857R20         0        2 SH       SHARED      02               2
D STEPAN CO                      COM              85858610       620     6460 SH       SHARED                    6460
D STEPAN CO                      COM              85858610         1       16 SH       SHARED      02              16
D STERICYCLE INC                 COM              85891210         0        1 SH       SHARED                       1
D STERICYCLE INC                 COM              85891210     22725   251160 SH       SHARED                  249221           1939
D STERICYCLE INC                 COM              85891210     10519   116264 SH       SHARED      01           75154          41110
D STERICYCLE INC                 COM              85891210      2682    29643 SH       SHR/OTHR    01                          29643
D STERICYCLE INC                 COM              85891210      6153    68011 SH       SHARED      02           65869           2142
D STERICYCLE INC                 COM              85891210       291     3225 SH       SHARED      04            3225
D STERICYCLE INC                 COM              85891210         2       30 SH       SHARED      05              30
D STERICYCLE INC                 COM              85891210       675     7470 SH       SHARED      06            3650           3820
D STERICYCLE INC                 COM              85891210      1901    21014 SH       SHARED      10           21014
D STERICYCLE INC                 COM              85891210       191     2118 SH       SHARED      20            1818            300
D STERICYCLE INC                 COM              85891210       120     1330 SH       SHR/OTHR    20                           1330
D STERICYCLE INC                 COM              85891210        34      380 SH       SHARED      21             380
D STERICYCLE INC                 COM              85891210       129     1434 SH       SHR/OTHR    21                           1434
D STERICYCLE INC                 COM              85891210      1648    18214 SH       SHARED      23           16440           1774
D STERICYCLE INC                 COM              85891210      2797    30912 SH       SHR/OTHR    23                          30912
D STERIS CORP                    COM              85915210      7358   207458 SH       SHARED                  206682            776
D STERIS CORP                    COM              85915210        90     2564 SH       SHARED      02              14           2550
D STERIS CORP                    COM              85915210        56     1600 SH       SHARED      10            1600
D STERLING BANCORP               COM              85915810       233    23508 SH       SHARED                   23508
D STERLING BANCORP               COM              85915810         0       57 SH       SHARED      02              57
D STERLING BANCORP               COM              85915810        28     2900 SH       SHARED      10            2900
D STEREOTAXIS INC                COM NEW          85916J40        73    51480 SH       SHARED      02                          51480
D STEREOTAXIS INC                COM NEW          85916J40        27    19149 SH       SHARED      26           19149
D STEREOTAXIS INC                COM NEW          85916J40         6     4660 SH       SHARED      32            4660
D STERLING CONSTRUCTION CO INC   COM              85924110        68     6891 SH       SHARED                    6891
D STERLING CONSTRUCTION CO INC   COM              85924110         1      150 SH       SHARED      01             150
D STERLING CONSTRUCTION CO INC   COM              85924110         0        2 SH       SHARED      02               2
D STERLING FINL CORP WASH        COM NEW          85931930      2188    98254 SH       SHARED                   98254
D STERLING FINL CORP WASH        COM NEW          85931930       375    16880 SH       SHARED      01           13880           3000
D STERLING FINL CORP WASH        COM NEW          85931930       741    33300 SH       SHR/OTHR    01                          33300
D STERLING FINL CORP WASH        COM NEW          85931930         0        6 SH       SHARED      02               6
D STERLING FINL CORP WASH        COM NEW          85931930       336    15100 SH       SHARED      10           15100
D STERLING FINL CORP WASH        COM NEW          85931930      5284   237273 SH       SHARED      20          237273
D STERLITE INDS INDIA LTD        ADS              85973720      1124   148181 SH       SHARED                  131869          16312
D STERLITE INDS INDIA LTD        ADS              85973720       381    50300 SH       SHARED      04           50300
D STEWART ENTERPRISES INC        NOTE  3.125% 7/1 860370AH       310   300000 PRN      SHARED                  300000
D STEWART ENTERPRISES INC        NOTE  3.375% 7/1 860370AK       309   300000 PRN      SHARED                  300000
D STEWART ENTERPRISES INC        CL A             86037010       102    12251 SH       SHARED                   12251
D STEWART ENTERPRISES INC        CL A             86037010       100    12012 SH       SHARED      02           12012
D STEWART ENTERPRISES INC        CL A             86037010       345    41100 SH       SHARED      10           41100
D STEWART INFORMATION SVCS COR   NOTE  6.000%10/1 860372AB       231   140000 PRN      SHARED                  140000
D STEWART INFORMATION SVCS COR   COM              86037210      1325    65838 SH       SHARED                   65038            800
D STEWART INFORMATION SVCS COR   COM              86037210         1       54 SH       SHARED      02              54
D STEWART INFORMATION SVCS COR   COM              86037210       310    15400 SH       SHARED      10           15400
D STIFEL FINL CORP               COM              86063010      1329    39558 SH       SHARED                   39283            275
D STIFEL FINL CORP               COM              86063010       189     5633 SH       SHARED      02            5633
D STIFEL FINL CORP               COM              86063010        75     2250 SH       SHARED      10            2250
D STILLWATER MNG CO              COM              86074Q10      5695   483061 SH       SHARED                  483061
D STILLWATER MNG CO              COM              86074Q10        12     1100 SH       SHARED      01            1100
D STILLWATER MNG CO              COM              86074Q10      4946   419564 SH       SHARED      02          419165            399
D STILLWATER MNG CO              COM              86074Q10         4     9943 SH CALL  SHARED      02            9943
D STILLWATER MNG CO              COM              86074Q10         0     1733 SH PUT   SHARED      02            1733
D STILLWATER MNG CO              COM              86074Q10       260    22100 SH       SHARED      10           22100
D STILLWATER MNG CO              COM              86074Q10       117    10000 SH       SHARED      26           10000
D STMICROELECTRONICS N V         NY REGISTRY      86101210      1200   222300 SH       SHARED                  222300
D STONE HBR EMERG MRKTS INC FD   COM              86164T10       103     4300 SH       SHARED      02                           4300
D STONE ENERGY CORP              COM              86164210      1032    41122 SH       SHARED                   41122
D STONE ENERGY CORP              COM              86164210       427    17000 SH       SHARED      01           17000
D STONE ENERGY CORP              COM              86164210         2       92 SH       SHARED      02              92
D STONE ENERGY CORP              COM              86164210       195     7800 SH       SHARED      10            7800
D STONERIDGE INC                 COM              86183P10       123    24936 SH       SHARED                   24906             30
D STONERIDGE INC                 COM              86183P10         1      300 SH       SHARED      01             300
D STONERIDGE INC                 COM              86183P10         0        4 SH       SHARED      02               4
D STONERIDGE INC                 COM              86183P10        41     8300 SH       SHARED      10            8300
D STONERIDGE INC                 COM              86183P10        48     9800 SH       SHARED      26            9800
D STONEMOR PARTNERS L P          COM UNITS        86183Q10      1930    82000 SH       SHARED                   82000
D STONEMOR PARTNERS L P          COM UNITS        86183Q10        61     2600 SH       SHARED      02                           2600
D STRATASYS INC                  COM              86268510       459     8451 SH       SHARED                    7066           1385
D STRATASYS INC                  COM              86268510      7975   146606 SH       SHARED      02          146606
D STRATEGIC HOTELS & RESORTS I   COM              86272T10      4829   803594 SH       SHARED                  803594
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       986   164192 SH       SHARED      01          142592          21600
D STRATEGIC HOTELS & RESORTS I   COM              86272T10      1436   239000 SH       SHR/OTHR    01                         239000
D STRATEGIC HOTELS & RESORTS I   COM              86272T10         6     1146 SH       SHARED      02              46           1100
D STRATEGIC HOTELS & RESORTS I   COM              86272T10      4073   677750 SH       SHARED      10          677750
D STRATEGIC HOTELS & RESORTS I   COM              86272T10     82694 13759413 SH       SHARED      11         8489199        5270214
D STRATEGIC HOTELS & RESORTS I   COM              86272T10       376    62727 SH       SHARED      26           62727
D STRATTEC SEC CORP              COM              86311110         4      199 SH       SHARED      01             199
D STRATTEC SEC CORP              COM              86311110         4      200 SH       SHARED      02             200
D STRATUS PPTYS INC              COM NEW          86316720         1      200 SH       SHARED      02             200
D STREAMLINE HEALTH SOLUTIONS    COM              86323X10        11     2100 SH       SHARED                    2100
D STRAYER ED INC                 COM              86323610       824    12806 SH       SHARED                   11606           1200
D STRAYER ED INC                 COM              86323610        25      400 SH       SHARED      01             400
D STRAYER ED INC                 COM              86323610         6      103 SH       SHARED      02             103
D STRAYER ED INC                 COM              86323610       231     3600 SH       SHARED      10            3600
D STRYKER CORP                   COM              86366710       496     8929 SH       SHARED                    8929
D STRYKER CORP                   COM              86366710     35860   644271 SH       SHARED                  644271
D STRYKER CORP                   COM              86366710      4257    76496 SH       SHARED      01           75896            600
D STRYKER CORP                   COM              86366710      1300    23370 SH       SHARED      02            7295          16075
D STRYKER CORP                   COM              86366710         0       54 SH PUT   SHARED      02              54
D STRYKER CORP                   COM              86366710      3857    69300 SH       SHARED      04           69300
D STRYKER CORP                   COM              86366710       153     2750 SH       SHARED      05            2750
D STRYKER CORP                   COM              86366710      2355    42320 SH       SHARED      06           29750          12570
D STRYKER CORP                   COM              86366710      4313    77492 SH       SHARED      10           77492
D STRYKER CORP                   COM              86366710      7483   134457 SH       SHARED      31          134457
D STUDENT TRANSN INC             COM              86388A10       738   109137 SH       SHARED                  109055             82
D STURM RUGER & CO INC           COM              86415910       795    16070 SH       SHARED                   16070
D STURM RUGER & CO INC           COM              86415910         1       39 SH       SHARED      02              39
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210      6781   163968 SH       SHARED                  163968
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210       248     5999 SH       SHARED      02                           5999
D SUFFOLK BANCORP                COM              86473910        27     1851 SH       SHARED                    1851
D SUFFOLK BANCORP                COM              86473910        39     2700 SH       SHARED      01            2700
D SUFFOLK BANCORP                COM              86473910         0        2 SH       SHARED      02               2
D SUFFOLK BANCORP                COM              86473910       134     9200 SH       SHARED      26            9200
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910       124    24840 SH       SHARED                   24840
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         0        3 SH       SHARED      02               3
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910       989   196638 SH       SHARED      26          196638
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910       224    44617 SH       SHARED      32           44617
D SUMITOMO MITSUI FINL GROUP I   SPONSORED ADR    86562M20        95    15489 SH       SHARED                   15489
D SUMITOMO MITSUI FINL GROUP I   SPONSORED ADR    86562M20       139    22500 SH       SHR/OTHR    23                          22500
D SUMMER INFANT INC              COM              86564610        42    23280 SH       SHARED                   23280
D SUMMIT HOTEL PPTYS INC         COM              86608210       125    14665 SH       SHARED                   14665
D SUMMIT HOTEL PPTYS INC         COM              86608210      1298   152005 SH       SHARED      02          151005           1000
D SUMMIT HOTEL PPTYS INC         COM              86608210        37     4400 SH       SHARED      10            4400
D SUN BANCORP INC                COM              86663B10        28     8581 SH       SHARED                    8581
D SUN BANCORP INC                COM              86663B10         0        6 SH       SHARED      02               6
D SUN BANCORP INC                COM              86663B10       154    45900 SH       SHARED      10           45900
D SUN COMMUNITIES INC            COM              86667410      1431    32448 SH       SHARED                   32448
D SUN COMMUNITIES INC            COM              86667410         0        9 SH       SHARED      02               9
D SUN COMMUNITIES INC            COM              86667410       119     2700 SH       SHARED      10            2700
D SUN COMMUNITIES INC            COM              86667410       438     9950 SH       SHARED      11                           9950
D SUN HEALTHCARE GROUP INC NEW   COM              86677E10      1983   234262 SH       SHARED                  234262
D SUN HEALTHCARE GROUP INC NEW   COM              86677E10         0        3 SH       SHARED      02               3
D SUN HEALTHCARE GROUP INC NEW   COM              86677E10       308    36400 SH       SHARED      10           36400
D SUN LIFE FINL INC              COM              86679610        23     1000 SH       SHARED                    1000
D SUN LIFE FINL INC              COM              86679610        51     2200 SH       SHARED                    2200
D SUN LIFE FINL INC              COM              86679610         6      300 SH       SHARED      05             300
D SUN LIFE FINL INC              COM              86679610      1545    66540 SH       SHARED      06           59710           6830
D SUN HYDRAULICS CORP            COM              86694210        95     3578 SH       SHARED                    3578
D SUN HYDRAULICS CORP            COM              86694210         0        6 SH       SHARED      02               6
D SUN HYDRAULICS CORP            COM              86694210        82     3100 SH       SHARED      10            3100
D SUNCOKE ENERGY INC             COM              86722A10      1101    68343 SH       SHARED                   68343
D SUNCOKE ENERGY INC             COM              86722A10         8      530 SH       SHARED      01             530
D SUNCOKE ENERGY INC             COM              86722A10       406    25191 SH       SHARED      02           24191           1000
D SUNCOKE ENERGY INC             COM              86722A10        87     5401 SH       SHARED      10            5401
D SUNCOKE ENERGY INC             COM              86722A10         1      105 SH       SHARED      20                            105
D SUNCOKE ENERGY INC             COM              86722A10         5      323 SH       SHR/OTHR    23                            323
D SUNCOR ENERGY INC NEW          COM              86722410        65     2000 SH       SHARED                    2000
D SUNCOR ENERGY INC NEW          COM              86722410     17814   542304 SH       SHARED                  542304
D SUNCOR ENERGY INC NEW          COM              86722410       133     4060 SH       SHARED      01            1500           2560
D SUNCOR ENERGY INC NEW          COM              86722410      1183    36030 SH       SHARED      02            7500          28530
D SUNCOR ENERGY INC NEW          COM              86722410         0      613 SH CALL  SHARED      02             613
D SUNCOR ENERGY INC NEW          COM              86722410     21180   644749 SH       SHARED      04          644749
D SUNCOR ENERGY INC NEW          COM              86722410       558    17008 SH       SHARED      05           17008
D SUNCOR ENERGY INC NEW          COM              86722410      6965   212054 SH       SHARED      06          128482          83572
D SUNCOR ENERGY INC NEW          COM              86722410        54     1660 SH       SHARED      21            1660
D SUNCOR ENERGY INC NEW          COM              86722410        84     2560 SH       SHARED      23            2560
D SUNCOR ENERGY INC NEW          COM              86722410       538    16380 SH       SHR/OTHR    23                          16380
D SUNCOR ENERGY INC NEW          COM              86722410       591    18000 SH       SHARED      26           18000
D SUNCOR ENERGY INC NEW          COM              86722410       213     6500 SH       SHARED      29            6500
D SUNCOR ENERGY INC NEW          COM              86722410       459    14000 SH       SHARED      30           14000
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860         6     1144 SH       SHARED                    1144
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860         0        7 SH       SHARED      02               7
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860       134    23900 SH       SHARED      10           23900
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860       911   161835 SH       SHARED      26          161835
D SUNESIS PHARMACEUTICALS INC    COM NEW          86732860       247    43879 SH       SHARED      32           43879
D SUNOPTA INC                    COM              8676EP10      6766  1058899 SH       SHARED                 1058816             83
D SUNOPTA INC                    COM              8676EP10      4916   769469 SH       SHARED      04          769469
D SUNOPTA INC                    COM              8676EP10       210    33017 SH       SHARED      05           33017
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10      6945   148895 SH       SHARED                  148895
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10       538    11545 SH       SHARED      02                          11545
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10       713    15287 SH       SHARED      04           15287
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10     22499   482300 SH       SHARED      06                         482300
D SUNOCO INC                     COM              86764P10       187     4008 SH       SHARED                    4008
D SUNOCO INC                     COM              86764P10     89390  1908830 SH       SHARED                 1908025            805
D SUNOCO INC                     COM              86764P10         0     1997 SH PUT   SHARED                    1997
D SUNOCO INC                     COM              86764P10      1226    26200 SH       SHARED      01           26200
D SUNOCO INC                     COM              86764P10      2456    52460 SH       SHARED      02           51960            500
D SUNOCO INC                     COM              86764P10         4      100 SH       SHARED      05             100
D SUNOCO INC                     COM              86764P10       374     8000 SH       SHARED      06            4600           3400
D SUNOCO INC                     COM              86764P10      1419    30312 SH       SHARED      10           30312
D SUNOCO INC                     COM              86764P10        42      910 SH       SHR/OTHR    23                            910
D SUNOCO INC                     COM              86764P10       121     2600 SH       SHARED      30            2600
D SUNPOWER CORP                  DBCV  4.750% 4/1 867652AC       426   450000 PRN      SHARED                  450000
D SUNPOWER CORP                  DBCV  4.500% 3/1 867652AE       459   500000 PRN      SHARED                  500000
D SUNPOWER CORP                  DBCV  4.500% 3/1 867652AE      1011  1102000 PRN      SHARED      06         1102000
D SUNPOWER CORP                  COM              86765240      2068   458753 SH       SHARED                  449997           8756
D SUNPOWER CORP                  COM              86765240        56    12419 SH       SHARED      01           12419
D SUNPOWER CORP                  COM              86765240         0       11 SH       SHARED      02              11
D SUNRISE SENIOR LIVING INC      COM              86768K10      4988   349590 SH       SHARED                  349590
D SUNRISE SENIOR LIVING INC      COM              86768K10      2595   181868 SH       SHARED      02          181868
D SUNRISE SENIOR LIVING INC      COM              86768K10       336    23600 SH       SHARED      10           23600
D SUNSTONE HOTEL INVS INC NEW    COM              86789210      9920   901845 SH       SHARED                  901845
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       275    25000 SH       SHARED      01           25000
D SUNSTONE HOTEL INVS INC NEW    COM              86789210         9      822 SH       SHARED      02             822
D SUNSTONE HOTEL INVS INC NEW    COM              86789210      4082   371158 SH       SHARED      10          371158
D SUNSTONE HOTEL INVS INC NEW    COM              86789210     76530  6957277 SH       SHARED      11         4254050        2703227
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       300    27318 SH       SHARED      26           27318
D SUNSTONE HOTEL INVS INC NEW    CV 8% CUM PFD-D  86789250      9503   368800 SH       SHARED      11                         368800
D SUNTRUST BKS INC               COM              86791410        56     1991 SH       SHARED                    1991
D SUNTRUST BKS INC               COM              86791410     35359  1250776 SH       SHARED                 1250776
D SUNTRUST BKS INC               COM              86791410      3810   134800 SH       SHARED      01          134800
D SUNTRUST BKS INC               COM              86791410      5551   196387 SH       SHARED      02          196111            276
D SUNTRUST BKS INC               COM              86791410         5     1000 SH CALL  SHARED      02            1000
D SUNTRUST BKS INC               COM              86791410         0     2000 SH PUT   SHARED      02            2000
D SUNTRUST BKS INC               COM              86791410       535    18939 SH       SHARED      04           18939
D SUNTRUST BKS INC               COM              86791410       226     8000 SH       SHARED      04            8000
D SUNTRUST BKS INC               COM              86791410         9      339 SH       SHARED      05             339
D SUNTRUST BKS INC               COM              86791410      1451    51350 SH       SHARED      06           31230          20120
D SUNTRUST BKS INC               COM              86791410      7600   268848 SH       SHARED      10          268848
D SUNTRUST BKS INC               COM              86791410      2617    92600 SH       SHARED      30           92600
D SUNTRUST BKS INC               *W EXP 11/14/201 86791411        62    18176 SH       SHARED      02           18176
D SUNTECH PWR HLDGS CO LTD       NOTE  3.000% 3/1 86800CAE         7    15000 PRN      SHARED                   15000
D SUNTECH PWR HLDGS CO LTD       NOTE  3.000% 3/1 86800CAE       148   300000 PRN      SHARED      02                         300000
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10       957  1113087 SH       SHARED                 1111087           2000
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10        43    50000 SH       SHARED      02           50000
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10         3     2000 SH PUT   SHARED      02            2000
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10        39    45900 SH       SHARED      04           45900
D SUPER MICRO COMPUTER INC       COM              86800U10       636    52873 SH       SHARED                   52557            316
D SUPER MICRO COMPUTER INC       COM              86800U10         0       80 SH       SHARED      02              80
D SUPERIOR ENERGY SVCS INC       COM              86815710      3300   160867 SH       SHARED                  159068           1799
D SUPERIOR ENERGY SVCS INC       COM              86815710      1130    55073 SH       SHARED      01           55073
D SUPERIOR ENERGY SVCS INC       COM              86815710        96     4719 SH       SHARED      02            3219           1500
D SUPERIOR ENERGY SVCS INC       COM              86815710         2      100 SH       SHARED      05             100
D SUPERIOR ENERGY SVCS INC       COM              86815710       133     6500 SH       SHARED      06            6500
D SUPERIOR ENERGY SVCS INC       COM              86815710     19396   945254 SH       SHARED      10          945254
D SUPERIOR ENERGY SVCS INC       COM              86815710        10      494 SH       SHARED      21             494
D SUPERIOR INDS INTL INC         COM              86816810       311    18225 SH       SHARED                   17908            317
D SUPERIOR INDS INTL INC         COM              86816810         2      147 SH       SHARED      02             147
D SUPERIOR INDS INTL INC         COM              86816810       217    12700 SH       SHARED      10           12700
D SUPERIOR UNIFORM GP INC        COM              86835810         2      200 SH       SHARED      02             200
D SUPERMEDIA INC                 COM              86844710       181    68147 SH       SHARED                   68147
D SUPERMEDIA INC                 COM              86844710         4     1793 SH       SHARED      10            1793
D SUPERNUS PHARMACEUTICALS INC   COM              86845910         1      122 SH       SHARED                     122
D SUPERNUS PHARMACEUTICALS INC   COM              86845910         0        4 SH       SHARED      02               4
D SUPERTEL HOSPITALITY INC MD    COM              86852610         0      100 SH       SHARED      02             100
D SUPERTEX INC                   COM              86853210       160     8987 SH       SHARED                    8987
D SUPERTEX INC                   COM              86853210         0       41 SH       SHARED      02              41
D SUPERVALU INC                  COM              86853610      3984  1653267 SH       SHARED                 1564067          89200
D SUPERVALU INC                  COM              86853610         0       50 SH       SHARED      02              50
D SUPERVALU INC                  COM              86853610         3     2000 SH PUT   SHARED      02            2000
D SUPERVALU INC                  COM              86853610        38    16100 SH       SHARED      10           16100
D SUPERVALU INC                  COM              86853610        20     8400 SH       SHARED      26            8400
D SUPPORT COM INC                COM              86858W10         8     1973 SH       SHARED                    1973
D SUPPORT COM INC                COM              86858W10         5     1252 SH       SHARED      02            1252
D SUPPORT COM INC                COM              86858W10       321    75900 SH       SHARED      10           75900
D SUPREME INDS INC               CL A             86860710         0        1 SH       SHARED      02               1
D SURMODICS INC                  COM              86887310      1102    54547 SH       SHARED                   51447           3100
D SURMODICS INC                  COM              86887310       113     5622 SH       SHARED      02            5622
D SURMODICS INC                  COM              86887310       226    11200 SH       SHARED      10           11200
D SUSQUEHANNA BANCSHARES INC P   COM              86909910      1583   151565 SH       SHARED                  144575           6990
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       394    37706 SH       SHARED      01           37706
D SUSQUEHANNA BANCSHARES INC P   COM              86909910         3      341 SH       SHARED      02             341
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       808    77391 SH       SHARED      10           77391
D SUSSER HLDGS CORP              COM              86923310       427    11819 SH       SHARED                    9958           1861
D SUSSER HLDGS CORP              COM              86923310         0        2 SH       SHARED      02               2
D SUTOR TECH GROUP LTD           COM              86936210         0      250 SH       SHARED      01             250
D SWEDISH EXPT CR CORP           MLCX BIO ETN23   87029719        24     2000 SH       SHARED      02                           2000
D SWEDISH EXPT CR CORP           MLCX GRN ETN23   87029721         8     1000 SH       SHARED      02                           1000
D SWEDISH EXPT CR CORP           RG METAL ETN22   87029740        10      987 SH       SHARED      02                            987
D SWEDISH EXPT CR CORP           ROG AGRI ETN22   87029760       166    17324 SH       SHARED      02                          17324
D SWEDISH EXPT CR CORP           ROG TTL ETN 22   87029780       677    76000 SH       SHARED      26           76000
D SWIFT ENERGY CO                COM              87073810       550    26352 SH       SHARED                   26352
D SWIFT ENERGY CO                COM              87073810       140     6725 SH       SHARED      01            6725
D SWIFT ENERGY CO                COM              87073810         1       78 SH       SHARED      02              78
D SWIFT ENERGY CO                COM              87073810       171     8200 SH       SHARED      10            8200
D SWIFT TRANSN CO                CL A             87074U10      1095   127065 SH       SHARED                  127065
D SWIFT TRANSN CO                CL A             87074U10       222    25850 SH       SHARED      01           21100           4750
D SWIFT TRANSN CO                CL A             87074U10       456    53000 SH       SHR/OTHR    01                          53000
D SWIFT TRANSN CO                CL A             87074U10       862   100021 SH       SHARED      02          100021
D SWISHER HYGIENE INC            COM              87080810        26    18831 SH       SHARED                   18831
D SWISHER HYGIENE INC            COM              87080810        25    18400 SH       SHARED      01           18400
D SWISHER HYGIENE INC            COM              87080810         0      378 SH       SHARED      02              18            360
D SWISHER HYGIENE INC            COM              87080810         4     3400 SH       SHARED      10            3400
D SYCAMORE NETWORKS INC          COM NEW          87120640      1279    83057 SH       SHARED                   81829           1228
D SYCAMORE NETWORKS INC          COM NEW          87120640         0        4 SH       SHARED      02               4
D SYCAMORE NETWORKS INC          COM NEW          87120640         1      100 SH       SHARED      10             100
D SYKES ENTERPRISES INC          COM              87123710       677    50381 SH       SHARED                   49836            545
D SYKES ENTERPRISES INC          COM              87123710       360    26801 SH       SHARED      01           22051           4750
D SYKES ENTERPRISES INC          COM              87123710       709    52800 SH       SHR/OTHR    01                          52800
D SYKES ENTERPRISES INC          COM              87123710        23     1785 SH       SHARED      02            1785
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF     28287 26120000 PRN      SHARED      04        25000000        1120000
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF     19554 18056000 PRN      SHARED      06        15036000        3020000
D SYMANTEC CORP                  COM              87150310        88     4914 SH       SHARED                    4914
D SYMANTEC CORP                  COM              87150310     80312  4468006 SH       SHARED                 4347177         120829
D SYMANTEC CORP                  COM              87150310      4173   232170 SH       SHARED      01          224893           7277
D SYMANTEC CORP                  COM              87150310      1995   110997 SH       SHARED      02          109465           1532
D SYMANTEC CORP                  COM              87150310    138937  7729459 SH       SHARED      04         7697459          32000
D SYMANTEC CORP                  COM              87150310        17      952 SH       SHARED      05             952
D SYMANTEC CORP                  COM              87150310       420    23380 SH       SHARED      05           23380
D SYMANTEC CORP                  COM              87150310      1638    91130 SH       SHARED      06           59580          31550
D SYMANTEC CORP                  COM              87150310      6309   351017 SH       SHARED      10          351017
D SYMANTEC CORP                  COM              87150310         8      480 SH       SHR/OTHR    21                            480
D SYMANTEC CORP                  COM              87150310        50     2820 SH       SHR/OTHR    23                           2820
D SYMANTEC CORP                  COM              87150310        97     5403 SH       SHARED      27            5403
D SYMETRA FINL CORP              COM              87151Q10       204    16590 SH       SHARED                   12853           3737
D SYMETRA FINL CORP              COM              87151Q10       334    27155 SH       SHARED      02              13          27142
D SYMETRA FINL CORP              COM              87151Q10      8212   667685 SH       SHARED      10          667685
D SYMETRA FINL CORP              COM              87151Q10       404    32847 SH       SHARED      26           32847
D SYMMETRICOM INC                COM              87154310       221    31813 SH       SHARED                   31813
D SYMMETRICOM INC                COM              87154310        25     3711 SH       SHARED      02              76           3635
D SYMMETRY MED INC               COM              87154620       303    30705 SH       SHARED                   30705
D SYMMETRY MED INC               COM              87154620         0       68 SH       SHARED      02              68
D SYNACOR INC                    COM              87156110         2      284 SH       SHARED                     284
D SYNACOR INC                    COM              87156110         0        2 SH       SHARED      02               2
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10       102     4460 SH       SHARED                    4460
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10       485    21182 SH       SHARED                   21182
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10        52     2300 SH       SHARED      01            2300
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10       999    43653 SH       SHARED      02              53          43600
D SYNAPTICS INC                  COM              87157D10      2264    94273 SH       SHARED                   92371           1902
D SYNAPTICS INC                  COM              87157D10         1       64 SH       SHARED      02              64
D SYNAPTICS INC                  COM              87157D10      3889   161932 SH       SHARED      10          161932
D SYNAGEVA BIOPHARMA CORP        COM              87159A10       153     2867 SH       SHARED                    2867
D SYNAGEVA BIOPHARMA CORP        COM              87159A10         0        2 SH       SHARED      02               2
D SYNAGEVA BIOPHARMA CORP        COM              87159A10       320     6000 SH       SHARED      26            6000
D SYNGENTA AG                    SPONSORED ADR    87160A10        88     1185 SH       SHARED                    1185
D SYNGENTA AG                    SPONSORED ADR    87160A10       112     1500 SH       SHARED      02                           1500
D SYNOPSYS INC                   COM              87160710      6431   194934 SH       SHARED                  193599           1335
D SYNOPSYS INC                   COM              87160710      1128    34192 SH       SHARED      01           34192
D SYNOPSYS INC                   COM              87160710        23      727 SH       SHARED      02               2            725
D SYNOPSYS INC                   COM              87160710      7990   242162 SH       SHARED      10          242162
D SYNOVUS FINL CORP              COM              87161C10      5272  2224701 SH       SHARED                 2224701
D SYNOVUS FINL CORP              COM              87161C10       151    63989 SH       SHARED      01           63989
D SYNOVUS FINL CORP              COM              87161C10        21     8898 SH       SHARED      02            8898
D SYNOVUS FINL CORP              COM              87161C10       144    60800 SH       SHARED      10           60800
D SYNOVUS FINL CORP              UNIT 99/99/9999  87161C20       812    37761 SH       SHARED      02           37761
D SYNTEL INC                     COM              87162H10      2698    43244 SH       SHARED                   43144            100
D SYNTEL INC                     COM              87162H10        49      800 SH       SHARED      01             800
D SYNTEL INC                     COM              87162H10         0        4 SH       SHARED      02               4
D SYNTA PHARMACEUTICALS CORP     COM              87162T20        49     6527 SH       SHARED                    6527
D SYNTA PHARMACEUTICALS CORP     COM              87162T20       226    29710 SH       SHARED      02           29710
D SYNTA PHARMACEUTICALS CORP     COM              87162T20        76    10100 SH       SHARED      10           10100
D SYNTA PHARMACEUTICALS CORP     COM              87162T20       576    75689 SH       SHARED      26           75689
D SYNTA PHARMACEUTICALS CORP     COM              87162T20       152    20000 SH       SHARED      32           20000
D SYNNEX CORP                    COM              87162W10       672    20646 SH       SHARED                   20207            439
D SYNNEX CORP                    COM              87162W10       153     4700 SH       SHARED      01            1800           2900
D SYNNEX CORP                    COM              87162W10      2080    63848 SH       SHARED      02           63848
D SYNNEX CORP                    COM              87162W10        68     2100 SH       SHARED      10            2100
D SYNTHESIS ENERGY SYS INC       COM              87162810         3     2600 SH       SHARED      01            2600
D SYNTHESIS ENERGY SYS INC       COM              87162810         6     5000 SH       SHARED      02                           5000
D SYNERGY PHARMACEUTICALS DEL    COM NEW          87163930         8     1740 SH       SHARED                    1740
D SYNERGY PHARMACEUTICALS DEL    COM NEW          87163930         0       12 SH       SHARED      02              12
D SYNUTRA INTL INC               COM              87164C10         3      733 SH       SHARED                     733
D SYNUTRA INTL INC               COM              87164C10         0        4 SH       SHARED      02               4
D SYNERGY RES CORP               COM              87164P10         5     1424 SH       SHARED                    1424
D SYNERGY RES CORP               COM              87164P10         0        7 SH       SHARED      02               7
D SYPRIS SOLUTIONS INC           COM              87165510         3      426 SH       SHARED                     426
D SYPRIS SOLUTIONS INC           COM              87165510         0        2 SH       SHARED      02               2
D SYSCO CORP                     COM              87182910       146     4690 SH       SHARED                    4690
D SYSCO CORP                     COM              87182910     23289   744787 SH       SHARED                  744787
D SYSCO CORP                     COM              87182910      6717   214811 SH       SHARED      01          199495          15316
D SYSCO CORP                     COM              87182910        10      320 SH       SHR/OTHR    01                            320
D SYSCO CORP                     COM              87182910       705    22558 SH       SHARED      02            2210          20348
D SYSCO CORP                     COM              87182910         0        2 SH CALL  SHARED      02               2
D SYSCO CORP                     COM              87182910         0        2 SH PUT   SHARED      02               2
D SYSCO CORP                     COM              87182910        65     2100 SH       SHARED      04            2100
D SYSCO CORP                     COM              87182910       140     4490 SH       SHARED      05            4490
D SYSCO CORP                     COM              87182910      2153    68870 SH       SHARED      06           45800          23070
D SYSCO CORP                     COM              87182910     11392   364313 SH       SHARED      10          364313
D SYSCO CORP                     COM              87182910       111     3575 SH       SHARED      20            3500             75
D SYSCO CORP                     COM              87182910      1763    56400 SH       SHR/OTHR    20                          56400
D SYSCO CORP                     COM              87182910        28      900 SH       SHARED      23             900
D SYSCO CORP                     COM              87182910       337    10800 SH       SHR/OTHR    23                          10800
D SYSCO CORP                     COM              87182910      2586    82707 SH       SHARED      27           82707
D SYSCO CORP                     COM              87182910      6768   216453 SH       SHARED      31          216453
D SYSTEMAX INC                   COM              87185110        22     1944 SH       SHARED                    1944
D SYSTEMAX INC                   COM              87185110         0        2 SH       SHARED      02               2
D TCF FINL CORP                  COM              87227510      1878   157359 SH       SHARED                  157359
D TCF FINL CORP                  COM              87227510       100     8450 SH       SHARED      01            8450
D TCF FINL CORP                  COM              87227510        25     2144 SH       SHARED      02             144           2000
D TCF FINL CORP                  COM              87227510     13175  1103502 SH       SHARED      10         1103502
D TCF FINL CORP                  *W EXP 11/14/201 87227512       301   150650 SH       SHARED      02          150650
D TC PIPELINES LP                UT COM LTD PRT   87233Q10       225     5000 SH       SHARED      02                           5000
D TD AMERITRADE HLDG CORP        COM              87236Y10      4163   270865 SH       SHARED                  267665           3200
D TD AMERITRADE HLDG CORP        COM              87236Y10      1251    81450 SH       SHARED      01           69520          11930
D TD AMERITRADE HLDG CORP        COM              87236Y10        15     1000 SH       SHR/OTHR    01                           1000
D TD AMERITRADE HLDG CORP        COM              87236Y10       463    30129 SH       SHARED      02           29751            378
D TD AMERITRADE HLDG CORP        COM              87236Y10         1      130 SH       SHARED      05             130
D TD AMERITRADE HLDG CORP        COM              87236Y10        26     1700 SH       SHARED      06            1700
D TD AMERITRADE HLDG CORP        COM              87236Y10        12      835 SH       SHR/OTHR    21                            835
D TECO ENERGY INC                COM              87237510       179    10106 SH       SHARED                   10106
D TECO ENERGY INC                COM              87237510      3144   177234 SH       SHARED                  176734            500
D TECO ENERGY INC                COM              87237510      9512   536197 SH       SHARED      02          533197           3000
D TECO ENERGY INC                COM              87237510       751    42358 SH       SHARED      04           42358
D TECO ENERGY INC                COM              87237510        86     4900 SH       SHARED      06                           4900
D TECO ENERGY INC                COM              87237510     20144  1135548 SH       SHARED      10         1135548
D TECO ENERGY INC                COM              87237510        74     4200 SH       SHR/OTHR    23                           4200
D TCP CAP CORP                   COM              87238Q10         3      208 SH       SHARED                     208
D TCP CAP CORP                   COM              87238Q10       282    17701 SH       SHARED      02               1          17700
D TESSCO TECHNOLOGIES INC        COM              87238610       337    15924 SH       SHARED                   15924
D TESSCO TECHNOLOGIES INC        COM              87238610        33     1577 SH       SHARED      02               2           1575
D TESSCO TECHNOLOGIES INC        COM              87238610       175     8300 SH       SHARED      26            8300
D TFS FINL CORP                  COM              87240R10      1071   118102 SH       SHARED                  117871            231
D TFS FINL CORP                  COM              87240R10       190    20973 SH       SHARED      02           20973
D TGC INDS INC                   COM NEW          87241730       161    22450 SH       SHARED                   22450
D TGC INDS INC                   COM NEW          87241730         0        7 SH       SHARED      02               7
D THL CR INC                     COM              87243810         3      222 SH       SHARED                     222
D THL CR INC                     COM              87243810        22     1604 SH       SHARED      02               4           1600
D THL CR INC                     COM              87243810       270    19300 SH       SHARED      10           19300
D TICC CAPITAL CORP              COM              87244T10      1594   153305 SH       SHARED                  153305
D TICC CAPITAL CORP              COM              87244T10         0        6 SH       SHARED      02               6
D THQ INC                        COM PAR $.01     87244360        54    14787 SH       SHARED                   14787
D THQ INC                        COM PAR $.01     87244360         0       90 SH       SHARED      02              90
D TJX COS INC NEW                COM              87254010       102     2295 SH       SHARED                    2295
D TJX COS INC NEW                COM              87254010     52772  1178215 SH       SHARED                 1176806           1409
D TJX COS INC NEW                COM              87254010         0     1000 SH CALL  SHARED                    1000
D TJX COS INC NEW                COM              87254010     14937   333494 SH       SHARED      01          311260          22234
D TJX COS INC NEW                COM              87254010       697    15569 SH       SHR/OTHR    01                          15569
D TJX COS INC NEW                COM              87254010     10461   233578 SH       SHARED      02          216956          16622
D TJX COS INC NEW                COM              87254010        58     1300 SH       SHARED      04            1300
D TJX COS INC NEW                COM              87254010       180     4020 SH       SHARED      05            4020
D TJX COS INC NEW                COM              87254010      3730    83293 SH       SHARED      06           55553          27740
D TJX COS INC NEW                COM              87254010      9848   219884 SH       SHARED      10          219884
D TJX COS INC NEW                COM              87254010       325     7260 SH       SHARED      20            7260
D TJX COS INC NEW                COM              87254010       235     5260 SH       SHR/OTHR    20                           5260
D TJX COS INC NEW                COM              87254010       226     5050 SH       SHARED      23            5050
D TJX COS INC NEW                COM              87254010        89     2000 SH       SHR/OTHR    23                           2000
D TJX COS INC NEW                COM              87254010      1213    27100 SH       SHARED      29           27100
D TJX COS INC NEW                COM              87254010      2441    54500 SH       SHARED      30           54500
D TMS INTL CORP                  CL A             87261Q10        20     2075 SH       SHARED                    2075
D TMS INTL CORP                  CL A             87261Q10         0        3 SH       SHARED      02               3
D TRC COS INC                    COM              87262510         5      736 SH       SHARED                     736
D TRC COS INC                    COM              87262510         0        6 SH       SHARED      02               6
D TRW AUTOMOTIVE INC             NOTE  3.500%12/0 87264MAH      3373  2048000 PRN      SHARED                 2048000
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10      9622   220150 SH       SHARED                  220150
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10      1219    27900 SH       SHARED      01           27900
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       349     7992 SH       SHARED      02            1813           6179
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       437    10000 SH       SHARED      04           10000
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       701    16041 SH       SHARED      04           16041
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10         2       49 SH       SHARED      05              49
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       846    19374 SH       SHARED      06           19374
D TNS INC                        COM              87296010        80     5354 SH       SHARED                    4835            519
D TTM TECHNOLOGIES  INC          COM              87305R10       414    44040 SH       SHARED                   40191           3849
D TTM TECHNOLOGIES  INC          COM              87305R10        25     2700 SH       SHARED      01            2700
D TTM TECHNOLOGIES  INC          COM              87305R10         1      202 SH       SHARED      02              96            106
D TTM TECHNOLOGIES  INC          COM              87305R10      4548   482879 SH       SHARED      10          482879
D TW TELECOM INC                 COM              87311L10      7631   292525 SH       SHARED                  292525
D TW TELECOM INC                 COM              87311L10       309    11875 SH       SHARED      01           11875
D TW TELECOM INC                 COM              87311L10      1802    69083 SH       SHARED      02           69083
D TW TELECOM INC                 COM              87311L10      5218   200000 SH       SHARED      04          200000
D TW TELECOM INC                 COM              87311L10       234     9000 SH       SHARED      06            9000
D TW TELECOM INC                 COM              87311L10        99     3800 SH       SHARED      10            3800
D TW TELECOM INC                 COM              87311L10        10      395 SH       SHARED      21             395
D TAHOE RES INC                  COM              87386810       865    42493 SH       SHARED                   42493
D TAHOE RES INC                  COM              87386810        42     2103 SH       SHARED      02            2103
D TAHOE RES INC                  COM              87386810        10      500 SH       SHARED      10             500
D TAITRON COMPONENTS INC         CL A             87402810         0       26 SH       SHARED      02              26
D TAIWAN FD INC                  COM              87403610       196    11928 SH       SHR/OTHR    23                          11928
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       316    20000 SH       SHARED                   20000
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     55274  3493987 SH       SHARED                 1487698        2006289
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910        33     2088 SH       SHARED      01                           2088
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       164    10367 SH       SHARED      02               5          10362
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     28452  1798500 SH       SHARED      04         1798500
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       588    37200 SH       SHARED      05           37200
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      2793   176550 SH       SHARED      10          176550
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910        28     1796 SH       SHARED      21            1796
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       979    61890 SH       SHARED      26           61890
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910         0        2 SH       SHARED      28               2
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       873    55201 SH       SHARED      29           55201
D TAKE-TWO INTERACTIVE SOFTWAR   NOTE  4.375% 6/0 874054AA        60    50000 PRN      SHARED      02           50000
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410      1843   176581 SH       SHARED                  176581
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410        10     1025 SH       SHARED      01            1025
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410         1      172 SH       SHARED      02             172
D TAL ED GROUP                   ADS REPSTG COM   87408010       230    27728 SH       SHARED                   27728
D TAL INTL GROUP INC             COM              87408310       190     5611 SH       SHARED                    4793            818
D TAL INTL GROUP INC             COM              87408310       185     5446 SH       SHARED      02               6           5440
D TAL INTL GROUP INC             COM              87408310       251     7400 SH       SHARED      10            7400
D TALISMAN ENERGY INC            COM              87425E10     19366  1453932 SH       SHARED                 1453932
D TALISMAN ENERGY INC            COM              87425E10        10      800 SH       SHARED      01                            800
D TALISMAN ENERGY INC            COM              87425E10       535    40200 SH       SHR/OTHR    01                          40200
D TALISMAN ENERGY INC            COM              87425E10        74     5560 SH       SHARED      02            5400            160
D TALISMAN ENERGY INC            COM              87425E10        97     7357 SH       SHARED      04            7357
D TALISMAN ENERGY INC            COM              87425E10        10      788 SH       SHARED      05             788
D TALISMAN ENERGY INC            COM              87425E10        71     5400 SH       SHARED      05            5400
D TALISMAN ENERGY INC            COM              87425E10      1399   105060 SH       SHARED      06           92670          12390
D TALISMAN ENERGY INC            COM              87425E10         5      400 SH       SHARED      21             400
D TALISMAN ENERGY INC            COM              87425E10        39     3000 SH       SHARED      23            3000
D TALISMAN ENERGY INC            COM              87425E10       159    12000 SH       SHR/OTHR    23                          12000
D TANDY BRANDS ACCESSORIES INC   COM              87537810         0      100 SH       SHARED      02             100
D TANGER FACTORY OUTLET CTRS I   COM              87546510     23404   723915 SH       SHARED                  723915
D TANGER FACTORY OUTLET CTRS I   COM              87546510        90     2800 SH       SHARED      01            2800
D TANGER FACTORY OUTLET CTRS I   COM              87546510         7      239 SH       SHARED      02             239
D TANGER FACTORY OUTLET CTRS I   COM              87546510        74     2300 SH       SHARED      10            2300
D TANGER FACTORY OUTLET CTRS I   COM              87546510        11      349 SH       SHARED      21             349
D TANGER FACTORY OUTLET CTRS I   COM              87546510       273     8456 SH       SHARED      26            8456
D TANGOE INC                     COM              87582Y10       818    62315 SH       SHARED                   62315
D TANGOE INC                     COM              87582Y10       159    12120 SH       SHARED      02               8          12112
D TANZANIAN ROYALTY EXPL CORP    COM              87600U10       637   124678 SH       SHARED                  124678
D TARGACEPT INC                  COM              87611R30       771   157850 SH       SHARED                  156450           1400
D TARGACEPT INC                  COM              87611R30       101    20754 SH       SHARED      02               4          20750
D TARGACEPT INC                  COM              87611R30       720   147300 SH       SHARED      04          147300
D TARGACEPT INC                  COM              87611R30       819   167569 SH       SHARED      26          167569
D TARGACEPT INC                  COM              87611R30       213    43698 SH       SHARED      32           43698
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10      3216    75000 SH       SHARED                   75000
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10      8262   192685 SH       SHARED      02           20000         172685
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10     24727   576658 SH       SHARED      06                         576658
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10       496    11590 SH       SHARED      26           11590
D TARGET CORP                    COM              87612E10        30      476 SH       SHARED                     476
D TARGET CORP                    COM              87612E10     51553   812253 SH       SHARED                  810998           1255
D TARGET CORP                    COM              87612E10     12048   189832 SH       SHARED      01          183832           6000
D TARGET CORP                    COM              87612E10        74     1166 SH       SHR/OTHR    01                           1166
D TARGET CORP                    COM              87612E10      1156    18229 SH       SHARED      02            4525          13704
D TARGET CORP                    COM              87612E10        13     2406 SH CALL  SHARED      02            2406
D TARGET CORP                    COM              87612E10         0      814 SH PUT   SHARED      02             814
D TARGET CORP                    COM              87612E10       407     6416 SH       SHARED      04            6416
D TARGET CORP                    COM              87612E10      2653    41800 SH       SHARED      04           41800
D TARGET CORP                    COM              87612E10       198     3130 SH       SHARED      05            3130
D TARGET CORP                    COM              87612E10      5634    88773 SH       SHARED      06           40700          48073
D TARGET CORP                    COM              87612E10     15331   241551 SH       SHARED      10          241551
D TARGET CORP                    COM              87612E10       669    10550 SH       SHARED      20                          10550
D TARGET CORP                    COM              87612E10      1056    16650 SH       SHARED      23           16650
D TARGET CORP                    COM              87612E10      1832    28877 SH       SHR/OTHR    23                          28877
D TARGET CORP                    COM              87612E10      8615   135748 SH       SHARED      31          135748
D TARGA RES CORP                 COM              87612G10      5333   105958 SH       SHARED                  105958
D TARGA RES CORP                 COM              87612G10       646    12845 SH       SHARED      02               8          12837
D TARGA RES CORP                 COM              87612G10        45      900 SH       SHARED      10             900
D TARGA RES CORP                 COM              87612G10        82     1635 SH       SHARED      21            1635
D TASER INTL INC                 COM              87651B10        54     9054 SH       SHARED                    9054
D TASER INTL INC                 COM              87651B10         0       16 SH       SHARED      02              16
D TASEKO MINES LTD               COM              87651110       146    43823 SH       SHARED                   43823
D TASEKO MINES LTD               COM              87651110         3     1100 SH       SHARED      02            1100
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410        84     9228 SH       SHARED                    9228
D TATA MTRS LTD                  SPONSORED ADR    87656850        41     1630 SH       SHARED                    1630
D TATA MTRS LTD                  SPONSORED ADR    87656850      8398   327026 SH       SHARED                  327026
D TATA MTRS LTD                  SPONSORED ADR    87656850       297    11600 SH       SHARED      02           11600
D TATA MTRS LTD                  SPONSORED ADR    87656850         9     1500 SH CALL  SHARED      02            1500
D TATA MTRS LTD                  SPONSORED ADR    87656850         1      400 SH PUT   SHARED      02             400
D TATA MTRS LTD                  SPONSORED ADR    87656850      8839   344200 SH       SHARED      04          344200
D TAUBMAN CTRS INC               COM              87666410     28052   365602 SH       SHARED                  365602
D TAUBMAN CTRS INC               COM              87666410       111     1450 SH       SHARED      01            1450
D TAUBMAN CTRS INC               COM              87666410      8276   107869 SH       SHARED      02          106869           1000
D TAUBMAN CTRS INC               COM              87666410      4154    54150 SH       SHARED      10           54150
D TAUBMAN CTRS INC               COM              87666410    124309  1620096 SH       SHARED      11          853032         767064
D TAUBMAN CTRS INC               COM              87666410        13      175 SH       SHARED      21             175
D TAUBMAN CTRS INC               COM              87666410       160     2096 SH       SHARED      26            2096
D TAYLOR CAP GROUP INC           COM              87685110       477    27887 SH       SHARED                   27887
D TAYLOR CAP GROUP INC           COM              87685110         0        2 SH       SHARED      02               2
D TAYLOR DEVICES INC             COM              87716310         0      100 SH       SHARED      02             100
D TEAM INC                       COM              87815510       106     3338 SH       SHARED                    3125            213
D TEAM INC                       COM              87815510         0        5 SH       SHARED      02               5
D TEAM HEALTH HOLDINGS INC       COM              87817A10      1895    69873 SH       SHARED                   66220           3653
D TEAM HEALTH HOLDINGS INC       COM              87817A10         0        7 SH       SHARED      02               7
D TEAVANA HLDGS INC              COM              87819P10        65     5009 SH       SHARED                    5009
D TEAVANA HLDGS INC              COM              87819P10         0        2 SH       SHARED      02               2
D TEAVANA HLDGS INC              COM              87819P10       713    54700 SH       SHARED      04           54700
D TEARLAB CORP                   COM              87819310         0        2 SH       SHARED      02               2
D TECH DATA CORP                 COM              87823710      2284    50488 SH       SHARED                   46651           3837
D TECH DATA CORP                 COM              87823710       131     2901 SH       SHARED      02            2901
D TECH DATA CORP                 COM              87823710       167     3700 SH       SHARED      26            3700
D TECHE HLDG CO                  COM              87833010        68     1700 SH       SHARED      26            1700
D TECHNE CORP                    COM              87837710      3734    51914 SH       SHARED                   51614            300
D TECHNE CORP                    COM              87837710        57      800 SH       SHARED      01             800
D TECHNE CORP                    COM              87837710        24      341 SH       SHARED      02             341
D TECHNE CORP                    COM              87837710       244     3400 SH       SHARED      10            3400
D TECHNE CORP                    COM              87837710        16      227 SH       SHARED      21                            227
D TECHTARGET INC                 COM              87874R10        14     2456 SH       SHARED                    2456
D TECHTARGET INC                 COM              87874R10         0        2 SH       SHARED      02               2
D TECK RESOURCES LTD             CL B             87874220        79     2700 SH       SHARED                    2700
D TECK RESOURCES LTD             CL B             87874220      2192    74441 SH       SHARED                   74441
D TECK RESOURCES LTD             CL B             87874220       168     5734 SH       SHARED      02                           5734
D TECK RESOURCES LTD             CL B             87874220     14869   504895 SH       SHARED      04          504895
D TECK RESOURCES LTD             CL B             87874220       179     6091 SH       SHARED      05            6091
D TECK RESOURCES LTD             CL B             87874220      1585    53832 SH       SHARED      06           48172           5660
D TECK RESOURCES LTD             CL B             87874220         2       95 SH       SHARED      20                             95
D TECUMSEH PRODS CO              CL A             87889520        92    17822 SH       SHARED                   17822
D TEJON RANCH CO                 COM              87908010        74     2491 SH       SHARED                    2491
D TEJON RANCH CO                 COM              87908010         0        4 SH       SHARED      02               4
D TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y10         0       62 SH       SHARED                      62
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320       768    76790 SH       SHARED                   76790
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        30     3000 SH       SHARED      04            3000
D TELECOMMUNICATION SYS INC      CL A             87929J10         0       73 SH       SHARED                      73
D TELECOMMUNICATION SYS INC      CL A             87929J10        83    38300 SH       SHARED      26           38300
D TELEFONICA BRASIL SA           SPONSORED ADR    87936R10       568    26133 SH       SHARED                   26133
D TELEFONICA BRASIL SA           SPONSORED ADR    87936R10       301    13891 SH       SHARED      02               1          13890
D TELEFONICA BRASIL SA           SPONSORED ADR    87936R10      4021   185000 SH       SHARED      04          185000
D TELEDYNE TECHNOLOGIES INC      COM              87936010      1961    30943 SH       SHARED                   30336            607
D TELEDYNE TECHNOLOGIES INC      COM              87936010         0        1 SH       SHR/OTHR    01                              1
D TELEDYNE TECHNOLOGIES INC      COM              87936010         7      116 SH       SHARED      02              79             37
D TELEDYNE TECHNOLOGIES INC      COM              87936010       323     5100 SH       SHARED      10            5100
D TELEDYNE TECHNOLOGIES INC      COM              87936010       187     2964 SH       SHARED      26            2964
D TELEFLEX INC                   NOTE  3.875% 8/0 879369AA      2380  1892000 PRN      SHARED      02         1892000
D TELEFLEX INC                   NOTE  3.875% 8/0 879369AA       251   200000 PRN      SHARED      06          200000
D TELEFLEX INC                   COM              87936910      5633    81841 SH       SHARED                   81841
D TELEFLEX INC                   COM              87936910        58      846 SH       SHARED      02              96            750
D TELEFLEX INC                   COM              87936910     27544   400130 SH       SHARED      10          400130
D TELEFLEX INC                   COM              87936910        51      750 SH       SHR/OTHR    23                            750
D TELEFONICA S A                 SPONSORED ADR    87938220      3736   281357 SH       SHARED                  281357
D TELEFONICA S A                 SPONSORED ADR    87938220       234    17638 SH       SHARED      01            2103          15535
D TELEFONICA S A                 SPONSORED ADR    87938220        99     7500 SH       SHR/OTHR    01                           7500
D TELEFONICA S A                 SPONSORED ADR    87938220       494    37219 SH       SHARED      02           33080           4139
D TELEFONICA S A                 SPONSORED ADR    87938220       240    18145 SH       SHARED      20           18145
D TELEFONICA S A                 SPONSORED ADR    87938220        29     2231 SH       SHR/OTHR    20                           2231
D TELEPHONE & DATA SYS INC       COM NEW          87943382     12109   472824 SH       SHARED                  472824
D TELEPHONE & DATA SYS INC       COM NEW          87943382         8      329 SH       SHARED      02             329
D TELEPHONE & DATA SYS INC       COM NEW          87943382      2337    91257 SH       SHARED      04           91257
D TELEPHONE & DATA SYS INC       COM NEW          87943382       256    10000 SH       SHARED      23                          10000
D TELENAV INC                    COM              87945510        24     4067 SH       SHARED                    4051             16
D TELENAV INC                    COM              87945510         0        3 SH       SHARED      02               3
D TELLABS INC                    COM              87966410      1169   331767 SH       SHARED                  331767
D TELLABS INC                    COM              87966410         0       50 SH       SHARED      01              50
D TELLABS INC                    COM              87966410       587   166709 SH       SHARED      02          166709
D TELLABS INC                    COM              87966410       137    38900 SH       SHARED      10           38900
D TELULAR CORP                   COM NEW          87970T20         6      661 SH       SHARED                     661
D TELULAR CORP                   COM NEW          87970T20         0        4 SH       SHARED      02               4
D TELULAR CORP                   COM NEW          87970T20       136    13800 SH       SHARED      10           13800
D TELUS CORP                     NON-VTG SHS      87971M20       212     3400 SH       SHARED                    3400
D TELUS CORP                     NON-VTG SHS      87971M20      1275    20402 SH       SHARED                   20402
D TELUS CORP                     NON-VTG SHS      87971M20       168     2700 SH       SHARED      04            2700
D TELUS CORP                     NON-VTG SHS      87971M20       442     7070 SH       SHARED      05            7070
D TELUS CORP                     NON-VTG SHS      87971M20      1554    24858 SH       SHARED      06           23348           1510
D TELETECH HOLDINGS INC          COM              87993910       301    17690 SH       SHARED                   17690
D TELETECH HOLDINGS INC          COM              87993910         1       71 SH       SHARED      02              71
D TEMPLETON DRAGON FD INC        COM              88018T10       256    10000 SH       SHARED      01                          10000
D TEMPLETON DRAGON FD INC        COM              88018T10       179     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       221    12000 SH       SHR/OTHR    23                          12000
D TEMPLETON EMERG MKTS INCOME    COM              88019210       555    32744 SH       SHARED      02                          32744
D TEMPUR PEDIC INTL INC          COM              88023U10      2949    98694 SH       SHARED                   94461           4233
D TEMPUR PEDIC INTL INC          COM              88023U10         2      100 SH       SHARED      01             100
D TEMPUR PEDIC INTL INC          COM              88023U10       155     5216 SH       SHARED      02            1964           3252
D TEMPUR PEDIC INTL INC          COM              88023U10         1      450 SH CALL  SHARED      02             450
D TEMPUR PEDIC INTL INC          COM              88023U10         1      450 SH PUT   SHARED      02             450
D TEMPUR PEDIC INTL INC          COM              88023U10        71     2400 SH       SHARED      10            2400
D TENARIS S A                    SPONSORED ADR    88031M10      3542    86888 SH       SHARED                   86888
D TENARIS S A                    SPONSORED ADR    88031M10        46     1147 SH       SHARED      02                           1147
D TENARIS S A                    SPONSORED ADR    88031M10       748    18350 SH       SHARED      04           18350
D TENARIS S A                    SPONSORED ADR    88031M10        32      800 SH       SHARED      21             800
D TENET HEALTHCARE CORP          COM              88033G10      8458  1348981 SH       SHARED                 1348981
D TENET HEALTHCARE CORP          COM              88033G10        45     7275 SH       SHARED      01            7275
D TENET HEALTHCARE CORP          COM              88033G10        61     9796 SH       SHARED      02            9796
D TENET HEALTHCARE CORP          COM              88033G10        62    10000 SH       SHARED      06                          10000
D TENET HEALTHCARE CORP          COM              88033G10      1702   271506 SH       SHARED      10          271506
D TENET HEALTHCARE CORP          COM              88033G10       147    23600 SH       SHARED      32           23600
D TENNANT CO                     COM              88034510       735    17173 SH       SHARED                   17173
D TENNANT CO                     COM              88034510         1       36 SH       SHARED      02              36
D TENNANT CO                     COM              88034510        64     1500 SH       SHARED      10            1500
D TENNECO INC                    COM              88034910       592    21166 SH       SHARED                   21166
D TENNECO INC                    COM              88034910       107     3850 SH       SHARED      01            3850
D TENNECO INC                    COM              88034910        53     1894 SH       SHARED      02            1894
D TENNECO INC                    COM              88034910       212     7600 SH       SHARED      10            7600
D TERADATA CORP DEL              COM              88076W10         4       54 SH       SHARED                      54
D TERADATA CORP DEL              COM              88076W10     17478   231783 SH       SHARED                  231783
D TERADATA CORP DEL              COM              88076W10      3415    45299 SH       SHARED      01           44463            836
D TERADATA CORP DEL              COM              88076W10        54      718 SH       SHARED      02              18            700
D TERADATA CORP DEL              COM              88076W10      1432    19000 SH       SHARED      04           19000
D TERADATA CORP DEL              COM              88076W10         7      100 SH       SHARED      05             100
D TERADATA CORP DEL              COM              88076W10      3147    41740 SH       SHARED      06           36550           5190
D TERADATA CORP DEL              COM              88076W10      3256    43178 SH       SHARED      10           43178
D TERADATA CORP DEL              COM              88076W10         2       35 SH       SHARED      20              35
D TERADATA CORP DEL              COM              88076W10        11      150 SH       SHARED      21                            150
D TERADATA CORP DEL              COM              88076W10       399     5300 SH       SHARED      29            5300
D TERADATA CORP DEL              COM              88076W10      2398    31800 SH       SHARED      30           31800
D TERADATA CORP DEL              COM              88076W10      6264    83069 SH       SHARED      31           83069
D TERADYNE INC                   NOTE  4.500% 3/1 880770AE      3139  1195000 PRN      SHARED      02         1195000
D TERADYNE INC                   COM              88077010        39     2774 SH       SHARED                    2774
D TERADYNE INC                   COM              88077010      4537   319081 SH       SHARED                  314201           4880
D TERADYNE INC                   COM              88077010      1870   131514 SH       SHARED      01          104923          26591
D TERADYNE INC                   COM              88077010       264    18603 SH       SHR/OTHR    01                          18603
D TERADYNE INC                   COM              88077010       539    37951 SH       SHARED      02           31974           5977
D TERADYNE INC                   COM              88077010      1228    86404 SH       SHARED      04           86404
D TERADYNE INC                   COM              88077010      3399   239064 SH       SHARED      10          238099            965
D TERADYNE INC                   COM              88077010       150    10575 SH       SHARED      20            8210    80     2285
D TERADYNE INC                   COM              88077010         2      170 SH       SHR/OTHR    20                            170
D TERADYNE INC                   COM              88077010        24     1735 SH       SHARED      21            1735
D TERADYNE INC                   COM              88077010       295    20755 SH       SHARED      23           17765           2990
D TERADYNE INC                   COM              88077010       212    14935 SH       SHR/OTHR    23                          14935
D TERADYNE INC                   COM              88077010       177    12500 SH       SHARED      26           12500
D TERADYNE INC                   COM              88077010       264    18580 SH       SHARED      29           18580
D TEREX CORP NEW                 NOTE  4.000% 6/0 880779AV       221   140000 PRN      SHARED                  140000
D TEREX CORP NEW                 NOTE  4.000% 6/0 880779AV        20    13000 PRN      SHARED      02           13000
D TEREX CORP NEW                 COM              88077910     25939  1148769 SH       SHARED                 1148769
D TEREX CORP NEW                 COM              88077910       173     7675 SH       SHARED      01            7675
D TEREX CORP NEW                 COM              88077910        71     3188 SH       SHARED      02            2688            500
D TEREX CORP NEW                 COM              88077910         5      800 SH CALL  SHARED      02             800
D TEREX CORP NEW                 COM              88077910       432    19154 SH       SHARED      04           19154
D TEREX CORP NEW                 COM              88077910        81     3600 SH       SHARED      10            3600
D TEREX CORP NEW                 COM              88077910       254    11255 SH       SHARED      21           11255
D TERNIUM SA                     SPON ADR         88089010      4301   219231 SH       SHARED                  219231
D TERRA NITROGEN CO L P          COM UNIT         88100520     14839    68700 SH       SHARED                   68700
D TERRA NITROGEN CO L P          COM UNIT         88100520       151      700 SH       SHARED      02                            700
D TERRITORIAL BANCORP INC        COM              88145X10         9      398 SH       SHARED                     398
D TERRITORIAL BANCORP INC        COM              88145X10        82     3600 SH       SHARED      01            3600
D TERRITORIAL BANCORP INC        COM              88145X10         0        2 SH       SHARED      02               2
D TERRENO RLTY CORP              COM              88146M10        45     2885 SH       SHARED                    2885
D TERRENO RLTY CORP              COM              88146M10        23     1500 SH       SHARED      01            1500
D TERRENO RLTY CORP              COM              88146M10         0        2 SH       SHARED      02               2
D TESARO INC                     COM              88156910         8      579 SH       SHARED                     579
D TESARO INC                     COM              88156910         0        2 SH       SHARED      02               2
D TESCO CORP                     COM              88157K10       279    26133 SH       SHARED                   24346           1787
D TESCO CORP                     COM              88157K10        22     2144 SH       SHARED      02               4           2140
D TESCO CORP                     COM              88157K10       111    10400 SH       SHARED      10           10400
D TESLA MTRS INC                 COM              88160R10      3272   111768 SH       SHARED                  109668           2100
D TESLA MTRS INC                 COM              88160R10       146     5000 SH       SHARED      01            5000
D TESLA MTRS INC                 COM              88160R10        51     1750 SH       SHR/OTHR    01                           1750
D TESLA MTRS INC                 COM              88160R10       109     3744 SH       SHARED      02            1701           2043
D TESLA MTRS INC                 COM              88160R10         1      753 SH CALL  SHARED      02             753
D TESLA MTRS INC                 COM              88160R10         4      753 SH PUT   SHARED      02             753
D TESLA MTRS INC                 COM              88160R10       200     6850 SH       SHARED      04                           6850
D TESLA MTRS INC                 COM              88160R10        46     1600 SH       SHARED      10            1600
D TESLA MTRS INC                 COM              88160R10       146     5000 SH       SHARED      20                  5000
D TESORO CORP                    COM              88160910        64     1546 SH       SHARED                    1546
D TESORO CORP                    COM              88160910     66280  1581884 SH       SHARED                 1581884
D TESORO CORP                    COM              88160910       115     2750 SH       SHARED      01            2750
D TESORO CORP                    COM              88160910         0       10 SH       SHARED      02              10
D TESORO CORP                    COM              88160910       770    18389 SH       SHARED      04           18389
D TESORO CORP                    COM              88160910       136     3250 SH       SHARED      06                           3250
D TESORO CORP                    COM              88160910      3213    76703 SH       SHARED      10           76703
D TESORO CORP                    COM              88160910        46     1100 SH       SHARED      20            1100
D TESORO CORP                    COM              88160910        16      400 SH       SHR/OTHR    20                            400
D TESORO CORP                    COM              88160910       444    10620 SH       SHARED      26           10620
D TETRA TECHNOLOGIES INC DEL     COM              88162F10       493    81526 SH       SHARED                   75558           5968
D TETRA TECHNOLOGIES INC DEL     COM              88162F10         0      142 SH       SHARED      02             142
D TETRA TECHNOLOGIES INC DEL     COM              88162F10        99    16400 SH       SHARED      10           16400
D TETRA TECH INC NEW             COM              88162G10      2127    81018 SH       SHARED                   78109           2909
D TETRA TECH INC NEW             COM              88162G10         3      122 SH       SHARED      02             122
D TETRA TECH INC NEW             COM              88162G10        20      780 SH       SHARED      21             780
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      2096    50630 SH       SHARED                   50630
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     62680  1513663 SH       SHARED                 1456038          57625
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420         0      400 SH CALL  SHARED                     400
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        91     2198 SH       SHARED      01             598           1600
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      9596   231754 SH       SHARED      02          105321         126433
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420         7    17268 SH CALL  SHARED      02           17268
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        15     5450 SH PUT   SHARED      02            5450
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420    188870  4560986 SH       SHARED      04         4540916          20070
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        31      770 SH       SHARED      05             770
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      4045    97700 SH       SHARED      06           37700          60000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       289     7000 SH       SHARED      15            7000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       231     5600 SH       SHARED      21            5600
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       250     6060 SH       SHR/OTHR    23                           6060
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        49     1200 SH       SHARED      26            1200
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       703    17000 SH       SHARED      29           17000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       604    14600 SH       SHARED      32           14600
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE      4864  4602000 PRN      SHARED      02         4602000
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE     33350 31552000 PRN      SHARED      04        30000000        1552000
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE      5390  5100000 PRN      SHARED      06         3600000        1500000
D TESSERA TECHNOLOGIES INC       COM              88164L10       450    32958 SH       SHARED                   31983            975
D TESSERA TECHNOLOGIES INC       COM              88164L10        34     2500 SH       SHARED      01            2500
D TESSERA TECHNOLOGIES INC       COM              88164L10       138    10095 SH       SHARED      02              95          10000
D TESSERA TECHNOLOGIES INC       COM              88164L10        68     5000 SH       SHARED      10            5000
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10      1567    31530 SH       SHARED                   31530
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10         3       77 SH       SHARED      02              77
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10         3      700 SH PUT   SHARED      02             700
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10       656    13200 SH       SHARED      10           13200
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10        12      246 SH       SHARED      21             246
D TEXAS CAPITAL BANCSHARES INC   *W EXP 01/16/201 88224Q11       582    16725 SH       SHARED      02           16725
D TEXAS INDS INC                 COM              88249110      3826    94145 SH       SHARED                   92237           1908
D TEXAS INDS INC                 COM              88249110       717    17648 SH       SHARED      02           17648
D TEXAS INDS INC                 COM              88249110       195     4800 SH       SHARED      10            4800
D TEXAS INDS INC                 COM              88249110       109     2696 SH       SHARED      23            2696
D TEXAS INSTRS INC               COM              88250810        62     2283 SH       SHARED                    1908            375
D TEXAS INSTRS INC               COM              88250810     43477  1577832 SH       SHARED                 1575415           2417
D TEXAS INSTRS INC               COM              88250810     16238   589322 SH       SHARED      01          532588          56734
D TEXAS INSTRS INC               COM              88250810      1312    47647 SH       SHR/OTHR    01                          47647
D TEXAS INSTRS INC               COM              88250810      2656    96399 SH       SHARED      02           75468          20931
D TEXAS INSTRS INC               COM              88250810         0     1300 SH CALL  SHARED      02            1300
D TEXAS INSTRS INC               COM              88250810      2521    91500 SH       SHARED      04           91500
D TEXAS INSTRS INC               COM              88250810       213     7760 SH       SHARED      05            7760
D TEXAS INSTRS INC               COM              88250810      3195   115960 SH       SHARED      06           74310          41650
D TEXAS INSTRS INC               COM              88250810     13855   502825 SH       SHARED      10          500805           2020
D TEXAS INSTRS INC               COM              88250810       957    34750 SH       SHARED      20           21115   165    13470
D TEXAS INSTRS INC               COM              88250810        18      665 SH       SHR/OTHR    20                            665
D TEXAS INSTRS INC               COM              88250810       399    14500 SH       SHARED      21           14500
D TEXAS INSTRS INC               COM              88250810      1220    44280 SH       SHARED      23           39080           5200
D TEXAS INSTRS INC               COM              88250810      1125    40841 SH       SHR/OTHR    23                          40841
D TEXAS INSTRS INC               COM              88250810       702    25500 SH       SHARED      26           25500
D TEXAS INSTRS INC               COM              88250810      1064    38626 SH       SHARED      27           38626
D TEXAS INSTRS INC               COM              88250810       382    13880 SH       SHARED      29           13880
D TEXAS INSTRS INC               COM              88250810      5874   213183 SH       SHARED      31          213183
D TEXAS PAC LD TR                SUB CTF PROP I T 88261010        21      400 SH       SHARED                     400
D TEXAS PAC LD TR                SUB CTF PROP I T 88261010       362     6600 SH       SHARED      29            6600
D TEXAS ROADHOUSE INC            COM              88268110       634    37083 SH       SHARED                   36374            709
D TEXAS ROADHOUSE INC            COM              88268110       425    24862 SH       SHARED      02             114          24748
D THAI FD INC                    COM              88290410        35     2000 SH       SHARED      26            2000
D TEXTRON INC                    NOTE  4.500% 5/0 883203BN      6452  3220000 PRN      SHARED                 3220000
D TEXTRON INC                    NOTE  4.500% 5/0 883203BN      6012  3000000 PRN      SHARED      02         3000000
D TEXTRON INC                    COM              88320310     25947   991501 SH       SHARED                  991101            400
D TEXTRON INC                    COM              88320310      2360    90203 SH       SHARED      01           76603          13600
D TEXTRON INC                    COM              88320310        93     3568 SH       SHARED      02            1715           1853
D TEXTRON INC                    COM              88320310         6     1000 SH CALL  SHARED      02            1000
D TEXTRON INC                    COM              88320310         0      882 SH PUT   SHARED      02             882
D TEXTRON INC                    COM              88320310         4      160 SH       SHARED      05             160
D TEXTRON INC                    COM              88320310      1732    66201 SH       SHARED      10           66201
D TEXTRON INC                    COM              88320310      1036    39588 SH       SHARED      27           39588
D THERAVANCE INC                 NOTE  3.000% 1/1 88338TAA       358   300000 PRN      SHARED                  300000
D THERAVANCE INC                 COM              88338T10       356    13752 SH       SHARED                   11687           2065
D THERAVANCE INC                 COM              88338T10       370    14286 SH       SHARED      01                          14286
D THERAVANCE INC                 COM              88338T10        93     3613 SH       SHARED      02            3613
D THERAVANCE INC                 COM              88338T10      2969   114613 SH       SHARED      04          114613
D THERAVANCE INC                 COM              88338T10       173     6700 SH       SHARED      10            6700
D THERAVANCE INC                 COM              88338T10         9      381 SH       SHARED      21             381
D THERMO FISHER SCIENTIFIC INC   COM              88355610        85     1445 SH       SHARED                    1025            420
D THERMO FISHER SCIENTIFIC INC   COM              88355610     21535   366059 SH       SHARED                  362993           3066
D THERMO FISHER SCIENTIFIC INC   COM              88355610     18876   320857 SH       SHARED      01          273817   250    46790
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2284    38826 SH       SHR/OTHR    01                          38826
D THERMO FISHER SCIENTIFIC INC   COM              88355610       740    12593 SH       SHARED      02             106          12487
D THERMO FISHER SCIENTIFIC INC   COM              88355610         2      900 SH CALL  SHARED      02             900
D THERMO FISHER SCIENTIFIC INC   COM              88355610      7247   123200 SH       SHARED      04          123200
D THERMO FISHER SCIENTIFIC INC   COM              88355610       265     4520 SH       SHARED      05            4520
D THERMO FISHER SCIENTIFIC INC   COM              88355610      6867   116740 SH       SHARED      06           41990          74750
D THERMO FISHER SCIENTIFIC INC   COM              88355610      6655   113124 SH       SHARED      10          110773           2351
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1638    27859 SH       SHARED      20           22644   195     5020
D THERMO FISHER SCIENTIFIC INC   COM              88355610        36      625 SH       SHR/OTHR    20                            625
D THERMO FISHER SCIENTIFIC INC   COM              88355610       235     4005 SH       SHARED      21            4005
D THERMO FISHER SCIENTIFIC INC   COM              88355610        94     1600 SH       SHR/OTHR    21                           1600
D THERMO FISHER SCIENTIFIC INC   COM              88355610      3249    55228 SH       SHARED      23           48793           6435
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1831    31126 SH       SHR/OTHR    23                          31126
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2058    34989 SH       SHARED      26           34989
D THERMO FISHER SCIENTIFIC INC   COM              88355610       729    12400 SH       SHARED      29           12400
D THERMO FISHER SCIENTIFIC INC   COM              88355610     11998   203956 SH       SHARED      31          203956
D THERMON GROUP HLDGS INC        COM              88362T10       906    36267 SH       SHARED                   36267
D THERMON GROUP HLDGS INC        COM              88362T10         0        4 SH       SHARED      02               4
D THESTREET INC                  COM              88368Q10         1     1153 SH       SHARED                    1153
D THOMAS PPTYS GROUP INC         COM              88445310       149    25713 SH       SHARED                   25713
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      1351   474090 SH       SHARED                  474090
D THOMPSON CREEK METALS CO INC   COM              88476810         0      500 SH CALL  SHARED                     500
D THOMPSON CREEK METALS CO INC   COM              88476810      3286  1153200 SH       SHARED      02         1153200
D THOMPSON CREEK METALS CO INC   COM              88476810         1     2100 SH PUT   SHARED      02            2100
D THOMPSON CREEK METALS CO INC   COM              88476810        94    33000 SH       SHARED      05           33000
D THOMPSON CREEK METALS CO INC   COM              88476810      6997  2455401 SH       SHARED      10         2455401
D THOMPSON CREEK METALS CO INC   UNIT 99/99/9999  88476830        32     1870 SH       SHARED                    1870
D THOMPSON CREEK METALS CO INC   UNIT 99/99/9999  88476830      5558   324655 SH       SHARED      02          324655
D THOMSON REUTERS CORP           COM              88490310       313    10858 SH       SHARED                   10858
D THOMSON REUTERS CORP           COM              88490310      4999   173221 SH       SHARED                  172331            890
D THOMSON REUTERS CORP           COM              88490310        19      660 SH       SHARED      01             414            246
D THOMSON REUTERS CORP           COM              88490310        11      384 SH       SHR/OTHR    01                            384
D THOMSON REUTERS CORP           COM              88490310       176     6127 SH       SHARED      02            6127
D THOMSON REUTERS CORP           COM              88490310        47     1629 SH       SHARED      04            1629
D THOMSON REUTERS CORP           COM              88490310       193     6715 SH       SHARED      05            6715
D THOMSON REUTERS CORP           COM              88490310      1234    42770 SH       SHARED      06           39160           3610
D THOMSON REUTERS CORP           COM              88490310      1523    52800 SH       SHARED      10           52800
D THOMSON REUTERS CORP           COM              88490310       404    14010 SH       SHARED      26           14010
D THOR INDS INC                  COM              88516010      3115    85772 SH       SHARED                   85772
D THOR INDS INC                  COM              88516010        37     1031 SH       SHARED      02            1001             30
D THOR INDS INC                  COM              88516010        25      700 SH       SHARED      10             700
D THOR INDS INC                  COM              88516010       207     5710 SH       SHARED      26            5710
D THORATEC CORP                  COM NEW          88517530      6870   198573 SH       SHARED                  197572           1001
D THORATEC CORP                  COM NEW          88517530         1       50 SH       SHARED      01              50
D THORATEC CORP                  COM NEW          88517530         0        2 SH       SHARED      02               2
D THORATEC CORP                  COM NEW          88517530      1159    33500 SH       SHARED      04           33500
D THORATEC CORP                  COM NEW          88517530        24      700 SH       SHARED      06             700
D THORATEC CORP                  COM NEW          88517530        51     1500 SH       SHARED      10            1500
D THORATEC CORP                  COM NEW          88517530         1       50 SH       SHARED      20              50
D THORATEC CORP                  COM NEW          88517530         9      267 SH       SHARED      21             267
D THORATEC CORP                  COM NEW          88517530         2       85 SH       SHARED      23              85
D 3-D SYS CORP DEL               COM NEW          88554D20      1269    38632 SH       SHARED                   37702            930
D 3-D SYS CORP DEL               COM NEW          88554D20       114     3500 SH       SHARED      01            3500
D 3-D SYS CORP DEL               COM NEW          88554D20        12      391 SH       SHARED      02              91            300
D 3SBIO INC                      SPONSORED ADR    88575Y10        20     1600 SH       SHARED                    1600
D 3SBIO INC                      SPONSORED ADR    88575Y10       576    44400 SH       SHARED      26           44400
D 3SBIO INC                      SPONSORED ADR    88575Y10       196    15113 SH       SHARED      32           15113
D 3M CO                          COM              88579Y10       421     4564 SH       SHARED                    2764           1800
D 3M CO                          COM              88579Y10    104117  1126573 SH       SHARED                 1090758          35815
D 3M CO                          COM              88579Y10         0       22 SH CALL  SHARED                      22
D 3M CO                          COM              88579Y10     19984   216231 SH       SHARED      01          192806          23425
D 3M CO                          COM              88579Y10      1023    11073 SH       SHR/OTHR    01                          11073
D 3M CO                          COM              88579Y10     19869   214989 SH       SHARED      02          194685          20304
D 3M CO                          COM              88579Y10         2      467 SH CALL  SHARED      02             467
D 3M CO                          COM              88579Y10         0      183 SH PUT   SHARED      02             183
D 3M CO                          COM              88579Y10      7726    83607 SH       SHARED      04           83607
D 3M CO                          COM              88579Y10       228     2470 SH       SHARED      05            2470
D 3M CO                          COM              88579Y10      6265    67790 SH       SHARED      06           42870          24920
D 3M CO                          COM              88579Y10     18994   205522 SH       SHARED      10          205522
D 3M CO                          COM              88579Y10      1072    11600 SH       SHARED      20            2000           9600
D 3M CO                          COM              88579Y10       427     4630 SH       SHR/OTHR    20                           4630
D 3M CO                          COM              88579Y10       269     2912 SH       SHARED      21            2912
D 3M CO                          COM              88579Y10         7       85 SH       SHR/OTHR    21                             85
D 3M CO                          COM              88579Y10      7003    75780 SH       SHARED      23           75680            100
D 3M CO                          COM              88579Y10      5428    58735 SH       SHR/OTHR    23                          58735
D 3M CO                          COM              88579Y10       210     2277 SH       SHARED      27            2277
D 3M CO                          COM              88579Y10       113     1230 SH       SHARED      29            1230
D 3M CO                          COM              88579Y10      4335    46911 SH       SHARED      31           46911
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720        14     1939 SH       SHARED                    1939
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720       264    36540 SH       SHARED      01           29790           6750
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720       543    75000 SH       SHR/OTHR    01                          75000
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720         0       17 SH       SHARED      02              17
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720      1086   150000 SH       SHARED      26          150000
D TIBCO SOFTWARE INC             COM              88632Q10      7789   257713 SH       SHARED                  257713
D TIBCO SOFTWARE INC             COM              88632Q10         0      400 SH CALL  SHARED                     400
D TIBCO SOFTWARE INC             COM              88632Q10         0      129 SH PUT   SHARED                     129
D TIBCO SOFTWARE INC             COM              88632Q10       562    18604 SH       SHARED      01           18604
D TIBCO SOFTWARE INC             COM              88632Q10      1429    47300 SH       SHR/OTHR    01                          47300
D TIBCO SOFTWARE INC             COM              88632Q10        27      919 SH       SHARED      02             419            500
D TIBCO SOFTWARE INC             COM              88632Q10      1813    60000 SH       SHARED      04           60000
D TIBCO SOFTWARE INC             COM              88632Q10       707    23400 SH       SHARED      10           23400
D TIDEWATER INC                  COM              88642310     18138   373765 SH       SHARED                  373333            432
D TIDEWATER INC                  COM              88642310        13      275 SH       SHARED      01             275
D TIDEWATER INC                  COM              88642310         5      120 SH       SHARED      02             120
D TIDEWATER INC                  COM              88642310       611    12604 SH       SHARED      04           12604
D TIDEWATER INC                  COM              88642310         5      112 SH       SHARED      21                            112
D TIDEWATER INC                  COM              88642310       350     7220 SH       SHARED      29            7220
D TIFFANY & CO NEW               COM              88654710      8171   132046 SH       SHARED                  132046
D TIFFANY & CO NEW               COM              88654710         8     1428 SH CALL  SHARED                    1428
D TIFFANY & CO NEW               COM              88654710      1868    30200 SH       SHARED      01           30200
D TIFFANY & CO NEW               COM              88654710       328     5306 SH       SHARED      02            4719            587
D TIFFANY & CO NEW               COM              88654710         1      851 SH CALL  SHARED      02             851
D TIFFANY & CO NEW               COM              88654710         0        1 SH PUT   SHARED      02               1
D TIFFANY & CO NEW               COM              88654710       618    10000 SH       SHARED      04           10000
D TIFFANY & CO NEW               COM              88654710         1       30 SH       SHARED      05              30
D TIFFANY & CO NEW               COM              88654710       561     9070 SH       SHARED      06            4520           4550
D TIFFANY & CO NEW               COM              88654710      2849    46053 SH       SHARED      10           46053
D TIFFANY & CO NEW               COM              88654710      1068    17270 SH       SHARED      20                          17270
D TIFFANY & CO NEW               COM              88654710        24      400 SH       SHR/OTHR    20                            400
D TIGERLOGIC CORPORATION         COM              8867EQ10         0      300 SH       SHARED      02             300
D TILLYS INC                     CL A             88688510         7      389 SH       SHARED                     389
D TILLYS INC                     CL A             88688510         0       49 SH       SHARED      02                             49
D TILLYS INC                     CL A             88688510       421    23000 SH       SHARED      04           23000
D TIM HORTONS INC                COM              88706M10        78     1500 SH       SHARED                    1500
D TIM HORTONS INC                COM              88706M10       261     5022 SH       SHARED                    5022
D TIM HORTONS INC                COM              88706M10        62     1200 SH       SHARED      02            1200
D TIM HORTONS INC                COM              88706M10       145     2800 SH       SHARED      05            2800
D TIM HORTONS INC                COM              88706M10       664    12770 SH       SHARED      06           11060           1710
D TIM HORTONS INC                COM              88706M10         3       68 SH       SHARED      20              68
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20      4908   255380 SH       SHARED                  255380
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20         0       11 SH       SHARED      02                             11
D TIM PARTICIPACOES S A          SPONSORED ADR    88706P20        87     4545 SH       SHR/OTHR    23                           4545
D TIMBERLAND BANCORP INC         COM              88709810         0      100 SH       SHARED      02             100
D TIME WARNER INC                COM NEW          88731730      1015    22399 SH       SHARED                    5697          16702
D TIME WARNER INC                COM NEW          88731730     64926  1432155 SH       SHARED                 1431106           1049
D TIME WARNER INC                COM NEW          88731730     13656   301231 SH       SHARED      01          273068          28163
D TIME WARNER INC                COM NEW          88731730      1803    39781 SH       SHR/OTHR    01                          39781
D TIME WARNER INC                COM NEW          88731730       463    10223 SH       SHARED      02             403           9820
D TIME WARNER INC                COM NEW          88731730      1058    23352 SH       SHARED      04           10486          12866
D TIME WARNER INC                COM NEW          88731730     12951   285677 SH       SHARED      04          285677
D TIME WARNER INC                COM NEW          88731730       297     6556 SH       SHARED      05            6556
D TIME WARNER INC                COM NEW          88731730      5450   120220 SH       SHARED      06           85321          34899
D TIME WARNER INC                COM NEW          88731730     13939   307487 SH       SHARED      10          307487
D TIME WARNER INC                COM NEW          88731730        90     2000 SH       SHARED      21            2000
D TIME WARNER INC                COM NEW          88731730        12      280 SH       SHR/OTHR    21                            280
D TIME WARNER INC                COM NEW          88731730       108     2400 SH       SHARED      23                           2400
D TIME WARNER INC                COM NEW          88731730       858    18932 SH       SHR/OTHR    23                          18932
D TIME WARNER INC                COM NEW          88731730      1033    22794 SH       SHARED      27           22794
D TIME WARNER INC                COM NEW          88731730     12227   269717 SH       SHARED      31          269717
D TIME WARNER TELECOM INC        DBCV  2.375% 4/0 887319AC       141   100000 PRN      SHARED                  100000
D TIME WARNER CABLE INC          COM              88732J20        88      927 SH       SHARED                     922              5
D TIME WARNER CABLE INC          COM              88732J20     48275   507838 SH       SHARED                  507575            263
D TIME WARNER CABLE INC          COM              88732J20      8248    86776 SH       SHARED      01           81413           5363
D TIME WARNER CABLE INC          COM              88732J20         6       66 SH       SHR/OTHR    01                             66
D TIME WARNER CABLE INC          COM              88732J20       101     1064 SH       SHARED      02             193            871
D TIME WARNER CABLE INC          COM              88732J20         4      755 SH CALL  SHARED      02             755
D TIME WARNER CABLE INC          COM              88732J20         0      545 SH PUT   SHARED      02             545
D TIME WARNER CABLE INC          COM              88732J20    113348  1192384 SH       SHARED      04         1192384
D TIME WARNER CABLE INC          COM              88732J20       198     2084 SH       SHARED      05            2084
D TIME WARNER CABLE INC          COM              88732J20      4097    43100 SH       SHARED      06           31823          11277
D TIME WARNER CABLE INC          COM              88732J20     10169   106982 SH       SHARED      10          106982
D TIME WARNER CABLE INC          COM              88732J20       303     3191 SH       SHR/OTHR    23                           3191
D TIME WARNER CABLE INC          COM              88732J20       313     3300 SH       SHARED      26            3300
D TIME WARNER CABLE INC          COM              88732J20       137     1447 SH       SHARED      27            1447
D TIME WARNER CABLE INC          COM              88732J20       950    10000 SH       SHARED      30           10000
D TIME WARNER CABLE INC          COM              88732J20      5678    59740 SH       SHARED      31           59740
D TIMKEN CO                      COM              88738910      4542   122254 SH       SHARED                  119545           2709
D TIMKEN CO                      COM              88738910        68     1830 SH       SHARED      02            1330            500
D TIMKEN CO                      COM              88738910       679    18285 SH       SHARED      04           18285
D TIMKEN CO                      COM              88738910       397    10700 SH       SHARED      06           10700
D TIMKEN CO                      COM              88738910         7      200 SH       SHARED      10             200
D TIMKEN CO                      COM              88738910       194     5240 SH       SHARED      26            5240
D TIMMINS GOLD CORP              COM              88741P10        39    13900 SH       SHARED                   13900
D TITAN INTL INC ILL             COM              88830M10       499    28266 SH       SHARED                   25717           2549
D TITAN INTL INC ILL             COM              88830M10        17     1013 SH       SHARED      02              13           1000
D TITAN INTL INC ILL             COM              88830M10       164     9300 SH       SHARED      10            9300
D TITAN MACHY INC                COM              88830R10       108     5334 SH       SHARED                    5334
D TITAN MACHY INC                COM              88830R10       547    27004 SH       SHARED      02           27004
D TITAN MACHY INC                COM              88830R10         0     1579 SH CALL  SHARED      02            1579
D TITAN MACHY INC                COM              88830R10       160     7900 SH       SHARED      10            7900
D TITANIUM METALS CORP           COM NEW          88833920      1866   145447 SH       SHARED                  145447
D TITANIUM METALS CORP           COM NEW          88833920        58     4568 SH       SHARED      02             218           4350
D TITANIUM METALS CORP           COM NEW          88833920       256    20028 SH       SHARED      10           20028
D TITANIUM METALS CORP           COM NEW          88833920       245    19150 SH       SHARED      26           19150
D TIVO INC                       COM              88870610      4189   401712 SH       SHARED                  400912            800
D TIVO INC                       COM              88870610        57     5500 SH       SHARED      01            5500
D TIVO INC                       COM              88870610       691    66292 SH       SHARED      02              27          66265
D TOLL BROTHERS INC              COM              88947810      5475   164769 SH       SHARED                  161873           2896
D TOLL BROTHERS INC              COM              88947810      1758    52913 SH       SHARED      01           52913
D TOLL BROTHERS INC              COM              88947810       396    11944 SH       SHARED      02            9394           2550
D TOLL BROTHERS INC              COM              88947810        17     4140 SH PUT   SHARED      02            4140
D TOLL BROTHERS INC              COM              88947810         3      100 SH       SHARED      05             100
D TOLL BROTHERS INC              COM              88947810         5      180 SH       SHARED      21                            180
D TOLL BROTHERS INC              COM              88947810       422    12700 SH       SHARED      30           12700
D TOMPKINS FINANCIAL CORPORATI   COM              89011010       355     8764 SH       SHARED                    8764
D TOMPKINS FINANCIAL CORPORATI   COM              89011010         0       21 SH       SHARED      02              21
D TOOTSIE ROLL INDS INC          COM              89051610       528    19604 SH       SHARED                   19604
D TOOTSIE ROLL INDS INC          COM              89051610        30     1128 SH       SHARED      02              98           1030
D TOOTSIE ROLL INDS INC          COM              89051610        48     1816 SH       SHARED      10            1816
D TOR MINERALS INTL INC          COM NEW          89087830         0        1 SH       SHARED      02               1
D TORCHMARK CORP                 COM              89102710        95     1868 SH       SHARED                    1868
D TORCHMARK CORP                 COM              89102710      4950    96416 SH       SHARED                   96116            300
D TORCHMARK CORP                 COM              89102710      1443    28114 SH       SHARED      01           28114
D TORCHMARK CORP                 COM              89102710        11      220 SH       SHARED      02             220
D TORCHMARK CORP                 COM              89102710       843    16418 SH       SHARED      06           14168           2250
D TORCHMARK CORP                 COM              89102710      4151    80840 SH       SHARED      10           80840
D TORCHMARK CORP                 COM              89102710      1858    36192 SH       SHARED      27           36192
D TORCHMARK CORP                 COM              89102710       338     6600 SH       SHARED      29            6600
D TORO CO                        COM              89109210      2160    54311 SH       SHARED                   54311
D TORO CO                        COM              89109210        11      299 SH       SHARED      02             299
D TORO CO                        COM              89109210       994    25000 SH       SHARED      04           25000
D TORO CO                        COM              89109210       159     4000 SH       SHARED      04                           4000
D TORO CO                        COM              89109210        63     1600 SH       SHARED      10            1600
D TORO CO                        COM              89109210        13      329 SH       SHARED      21                            329
D TORONTO DOMINION BK ONT        COM NEW          89116050        41      500 SH       SHARED                     500
D TORONTO DOMINION BK ONT        COM NEW          89116050     39810   477692 SH       SHARED                  197531         280161
D TORONTO DOMINION BK ONT        COM NEW          89116050        32      384 SH       SHARED      02             300             84
D TORONTO DOMINION BK ONT        COM NEW          89116050    157142  1885554 SH       SHARED      04         1885554
D TORONTO DOMINION BK ONT        COM NEW          89116050      3359    40310 SH       SHARED      05           40310
D TORONTO DOMINION BK ONT        COM NEW          89116050      6140    73684 SH       SHARED      06           65610           8074
D TORONTO DOMINION BK ONT        COM NEW          89116050      2050    24600 SH       SHARED      10           24600
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10        36      900 SH       SHARED      02                            900
D TORTOISE ENERGY CAP CORP       COM              89147U10       910    32382 SH       SHARED      02                          32382
D TORTOISE MLP FD INC            COM              89148B10        29     1151 SH       SHARED      02                           1151
D TOTAL S A                      SPONSORED ADR    89151E10       466     9308 SH       SHARED                    9308
D TOTAL S A                      SPONSORED ADR    89151E10        50     1000 SH       SHARED      01                           1000
D TOTAL S A                      SPONSORED ADR    89151E10        20      400 SH       SHR/OTHR    01                            400
D TOTAL S A                      SPONSORED ADR    89151E10      2486    49624 SH       SHARED      02                          49624
D TOTAL S A                      SPONSORED ADR    89151E10         4     2059 SH CALL  SHARED      02            2059
D TOTAL S A                      SPONSORED ADR    89151E10         5      104 SH       SHARED      21                            104
D TOTAL S A                      SPONSORED ADR    89151E10       100     2000 SH       SHARED      23            2000
D TOTAL S A                      SPONSORED ADR    89151E10       401     8015 SH       SHR/OTHR    23                           8015
D TOWER FINANCIAL CORP           COM              89176910         2      200 SH       SHARED      02             200
D TOWER GROUP INC                COM              89177710       531    27373 SH       SHARED                   27373
D TOWER GROUP INC                COM              89177710        46     2400 SH       SHARED      01            2400
D TOWER GROUP INC                COM              89177710         4      230 SH       SHARED      02             138             92
D TOWER INTL INC                 COM              89182610        10     1365 SH       SHARED                    1365
D TOWER INTL INC                 COM              89182610         0        1 SH       SHARED      02               1
D TOWERS WATSON & CO             CL A             89189410      8279   156071 SH       SHARED                  139761          16310
D TOWERS WATSON & CO             CL A             89189410        21      400 SH       SHARED      01             400
D TOWERS WATSON & CO             CL A             89189410        26      501 SH       SHARED      02               1            500
D TOWERS WATSON & CO             CL A             89189410        79     1500 SH       SHARED      10            1500
D TOWERS WATSON & CO             CL A             89189410        16      309 SH       SHARED      21             309
D TOTAL SYS SVCS INC             COM              89190610       127     5377 SH       SHARED                    5377
D TOTAL SYS SVCS INC             COM              89190610      4657   196539 SH       SHARED                  196539
D TOTAL SYS SVCS INC             COM              89190610       925    39066 SH       SHARED      01           39047             19
D TOTAL SYS SVCS INC             COM              89190610        12      546 SH       SHARED      02             546
D TOTAL SYS SVCS INC             COM              89190610       331    14000 SH       SHARED      04           14000
D TOTAL SYS SVCS INC             COM              89190610       109     4600 SH       SHARED      06                           4600
D TOTAL SYS SVCS INC             COM              89190610       921    38874 SH       SHARED      10           38874
D TOTAL SYS SVCS INC             COM              89190610      2535   106980 SH       SHARED      27          106980
D TOWERSTREAM CORP               COM              89200010         8     2012 SH       SHARED                    2012
D TOWERSTREAM CORP               COM              89200010         0       13 SH       SHARED      02              13
D TOWN SPORTS INTL HLDGS INC     COM              89214A10       467    37831 SH       SHARED                   37831
D TOWN SPORTS INTL HLDGS INC     COM              89214A10       165    13410 SH       SHARED      01           10960           2450
D TOWN SPORTS INTL HLDGS INC     COM              89214A10       340    27500 SH       SHR/OTHR    01                          27500
D TOWN SPORTS INTL HLDGS INC     COM              89214A10         0        6 SH       SHARED      02               6
D TOWNEBANK PORTSMOUTH VA        COM              89214P10        63     4145 SH       SHARED                    4145
D TOWNEBANK PORTSMOUTH VA        COM              89214P10         0        4 SH       SHARED      02               4
D TOWNEBANK PORTSMOUTH VA        COM              89214P10        52     3399 SH       SHARED      10            3399
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130      8016   102110 SH       SHARED                   88366          13744
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        23      300 SH       SHARED      01                            300
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       949    12095 SH       SHARED      02           10400           1695
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        39      507 SH       SHARED      21             507
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        39      500 SH       SHARED      23             500
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        47      600 SH       SHR/OTHR    23                            600
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       458     5836 SH       SHARED      26            5836
D TRACTOR SUPPLY CO              COM              89235610      6609    66841 SH       SHARED                   66841
D TRACTOR SUPPLY CO              COM              89235610      1700    17200 SH       SHARED      01           17200
D TRACTOR SUPPLY CO              COM              89235610        98     1000 SH       SHR/OTHR    01                           1000
D TRACTOR SUPPLY CO              COM              89235610         1       11 SH       SHARED      02               2              9
D TRACTOR SUPPLY CO              COM              89235610       336     3400 SH       SHARED      10            3400
D TRACTOR SUPPLY CO              COM              89235610       676     6840 SH       SHARED      29            6840
D TPC GROUP INC                  COM              89236Y10      1033    25325 SH       SHARED                   20672           4653
D TPC GROUP INC                  COM              89236Y10         0        3 SH       SHARED      02               3
D TRANSACT TECHNOLOGIES INC      COM              89291810         0      100 SH       SHARED      02             100
D TRANSALTA CORP                 COM              89346D10        96     6300 SH       SHARED                    6300
D TRANSALTA CORP                 COM              89346D10     30463  1993665 SH       SHARED                 1993665
D TRANSALTA CORP                 COM              89346D10       176    11564 SH       SHARED      04           11564
D TRANSALTA CORP                 COM              89346D10        20     1352 SH       SHARED      05            1352
D TRANSALTA CORP                 COM              89346D10       352    23063 SH       SHARED      05           23063
D TRANSALTA CORP                 COM              89346D10       387    25370 SH       SHARED      06           22300           3070
D TRANSCANADA CORP               COM              89353D10        91     2000 SH       SHARED                    2000
D TRANSCANADA CORP               COM              89353D10    100147  2201045 SH       SHARED                 1701544         499501
D TRANSCANADA CORP               COM              89353D10       423     9300 SH       SHARED      02            6800           2500
D TRANSCANADA CORP               COM              89353D10    152729  3356681 SH       SHARED      04         3356681
D TRANSCANADA CORP               COM              89353D10       175     3854 SH       SHARED      05            3854
D TRANSCANADA CORP               COM              89353D10     96476  2120366 SH       SHARED      06           45430        2074936
D TRANSCANADA CORP               COM              89353D10      2693    59200 SH       SHARED      10           59200
D TRANSCANADA CORP               COM              89353D10        15      333 SH       SHR/OTHR    23                            333
D TRANSCEPT PHARMACEUTICALS IN   COM              89354M10       390    73482 SH       SHARED                   73482
D TRANSCEPT PHARMACEUTICALS IN   COM              89354M10         0        3 SH       SHARED      02               3
D TRANSDIGM GROUP INC            COM              89364110        21      150 SH       SHARED                                    150
D TRANSDIGM GROUP INC            COM              89364110      9423    66423 SH       SHARED                   64747           1676
D TRANSDIGM GROUP INC            COM              89364110     11500    81065 SH       SHARED      01           61650          19415
D TRANSDIGM GROUP INC            COM              89364110      4190    29535 SH       SHR/OTHR    01                          29535
D TRANSDIGM GROUP INC            COM              89364110      1473    10384 SH       SHARED      02            7411           2973
D TRANSDIGM GROUP INC            COM              89364110         1     1000 SH PUT   SHARED      02            1000
D TRANSDIGM GROUP INC            COM              89364110       475     3350 SH       SHARED      04            3350
D TRANSDIGM GROUP INC            COM              89364110       198     1400 SH       SHARED      06            1400
D TRANSDIGM GROUP INC            COM              89364110       285     2015 SH       SHARED      10            1300            715
D TRANSDIGM GROUP INC            COM              89364110      1331     9387 SH       SHARED      20            7686    60     1641
D TRANSDIGM GROUP INC            COM              89364110        18      130 SH       SHR/OTHR    20                            130
D TRANSDIGM GROUP INC            COM              89364110       200     1415 SH       SHARED      21            1415
D TRANSDIGM GROUP INC            COM              89364110        28      200 SH       SHR/OTHR    21                            200
D TRANSDIGM GROUP INC            COM              89364110      3836    27040 SH       SHARED      23           24566           2474
D TRANSDIGM GROUP INC            COM              89364110      1621    11433 SH       SHR/OTHR    23                          11433
D TRANSDIGM GROUP INC            COM              89364110      1333     9400 SH       SHARED      26            9400
D TRANSDIGM GROUP INC            COM              89364110       368     2600 SH       SHARED      29            2600
D TRANSGLOBE ENERGY CORP         COM              89366210        34     3200 SH       SHARED      02            3200
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10       490    12896 SH       SHARED                   12896
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10       404    10650 SH       SHARED      02                          10650
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW     19820 20000000 PRN      SHARED                20000000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW      1699  1715000 PRN      SHARED      01         1165000         550000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW      1238  1250000 PRN      SHR/OTHR    01                        1250000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW        49    50000 PRN      SHARED      23           50000
D TRANS1 INC                     COM              89385X10        30    11700 SH       SHARED      32           11700
D TRANSWITCH CORP                COM NEW          89406530         2     2062 SH       SHARED                                   2062
D TRAVELERS COMPANIES INC        COM              89417E10        98     1448 SH       SHARED                    1448
D TRAVELERS COMPANIES INC        COM              89417E10     50337   737445 SH       SHARED                  737445
D TRAVELERS COMPANIES INC        COM              89417E10      7700   112808 SH       SHARED      01          111565           1243
D TRAVELERS COMPANIES INC        COM              89417E10      2210    32383 SH       SHARED      02             341          32042
D TRAVELERS COMPANIES INC        COM              89417E10        27      400 SH       SHARED      04             400
D TRAVELERS COMPANIES INC        COM              89417E10       109     1610 SH       SHARED      05            1610
D TRAVELERS COMPANIES INC        COM              89417E10      2872    42086 SH       SHARED      06           26630          15456
D TRAVELERS COMPANIES INC        COM              89417E10     13048   191154 SH       SHARED      10          191154
D TRAVELERS COMPANIES INC        COM              89417E10        47      700 SH       SHARED      21             700
D TRAVELERS COMPANIES INC        COM              89417E10         3       48 SH       SHR/OTHR    23                             48
D TRAVELERS COMPANIES INC        COM              89417E10     12584   184368 SH       SHARED      31          184368
D TRAVELZOO INC                  COM              89421Q10        29     1266 SH       SHARED                    1266
D TRAVELZOO INC                  COM              89421Q10        25     1100 SH       SHARED      01            1100
D TRAVELZOO INC                  COM              89421Q10         0        2 SH       SHARED      02               2
D TREDEGAR CORP                  COM              89465010       322    18169 SH       SHARED                   18169
D TREDEGAR CORP                  COM              89465010         0       43 SH       SHARED      02              43
D TREDEGAR CORP                  COM              89465010        21     1200 SH       SHARED      23                           1200
D TREE COM INC                   COM              89467510        12      772 SH       SHARED                     772
D TREE COM INC                   COM              89467510         1       98 SH       SHARED      01              98
D TREE COM INC                   COM              89467510         0       57 SH       SHARED      02              47             10
D TREEHOUSE FOODS INC            COM              89469A10      6550   124780 SH       SHARED                  124780
D TREEHOUSE FOODS INC            COM              89469A10        10      200 SH       SHARED      01                            200
D TREEHOUSE FOODS INC            COM              89469A10         3       69 SH       SHARED      02              69
D TREEHOUSE FOODS INC            COM              89469A10       383     7300 SH       SHARED      10            7300
D TREX CO INC                    COM              89531P10       115     3391 SH       SHARED                    3391
D TREX CO INC                    COM              89531P10       225     6600 SH       SHARED      10            6600
D TRI CONTL CORP                 COM              89543610        16     1040 SH       SHARED      01            1040
D TRIANGLE CAP CORP              COM              89584810        25     1000 SH       SHARED                                   1000
D TRIANGLE CAP CORP              COM              89584810       128     5004 SH       SHARED      02               4           5000
D TRIANGLE CAP CORP              COM              89584810       220     8600 SH       SHARED      10            8600
D TRIANGLE CAP CORP              COM              89584810       209     8183 SH       SHARED      26            8183
D TRIANGLE PETE CORP             COM NEW          89600B20        49     6936 SH       SHARED                    6936
D TRIANGLE PETE CORP             COM NEW          89600B20         0        6 SH       SHARED      02               6
D TRICO BANCSHARES               COM              89609510       239    14480 SH       SHARED                   14480
D TRICO BANCSHARES               COM              89609510         0        2 SH       SHARED      02               2
D TRICO BANCSHARES               COM              89609510        26     1600 SH       SHARED      10            1600
D TRIMAS CORP                    COM NEW          89621520       404    16789 SH       SHARED                   16789
D TRIMAS CORP                    COM NEW          89621520         2      109 SH       SHARED      02             109
D TRIMAS CORP                    COM NEW          89621520        26     1100 SH       SHARED      10            1100
D TRIMBLE NAVIGATION LTD         COM              89623910      6283   131836 SH       SHARED                  131836
D TRIMBLE NAVIGATION LTD         COM              89623910      1420    29800 SH       SHARED      01           29800
D TRIMBLE NAVIGATION LTD         COM              89623910       106     2245 SH       SHARED      02             295           1950
D TRIMBLE NAVIGATION LTD         COM              89623910       762    16000 SH       SHARED      04           16000
D TRIMBLE NAVIGATION LTD         COM              89623910       147     3100 SH       SHARED      10            3100
D TRIMBLE NAVIGATION LTD         COM              89623910        14      305 SH       SHARED      21             305
D TRINA SOLAR LIMITED            SPON ADR         89628E10      1821   397757 SH       SHARED                  396757           1000
D TRINA SOLAR LIMITED            SPON ADR         89628E10         4      919 SH       SHARED      02             919
D TRINA SOLAR LIMITED            SPON ADR         89628E10       151    33000 SH       SHARED      15           33000
D TRINITY BIOTECH PLC            SPON ADR NEW     89643830       177    14109 SH       SHARED                   13609            500
D TRINITY INDS INC               COM              89652210      7459   248883 SH       SHARED                  247677           1206
D TRINITY INDS INC               COM              89652210       109     3649 SH       SHARED      02            3149            500
D TRIO MERGER CORP               COM              89669710      2040   205005 SH       SHARED      02          205005
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       637   126426 SH       SHARED                  126426
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10         4      925 SH       SHARED      01             925
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10      1089   216198 SH       SHARED      02          216198
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       148    29500 SH       SHARED      10           29500
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       307    61000 SH       SHARED      26           61000
D TRIPLE-S MGMT CORP             CL B             89674910        63     3041 SH       SHARED                    3041
D TRIPLE-S MGMT CORP             CL B             89674910         0        3 SH       SHARED      02               3
D TRIPLE-S MGMT CORP             CL B             89674910       123     5900 SH       SHARED      10            5900
D TRIUMPH GROUP INC NEW          NOTE  2.625%10/0 896818AB       229   100000 PRN      SHARED                  100000
D TRIUMPH GROUP INC NEW          COM              89681810     10187   163003 SH       SHARED                  163003
D TRIUMPH GROUP INC NEW          COM              89681810        62     1000 SH       SHARED      01            1000
D TRIUMPH GROUP INC NEW          COM              89681810      3422    54765 SH       SHARED      02              20          54745
D TRIUMPH GROUP INC NEW          COM              89681810       425     6800 SH       SHARED      10            6800
D TRIUMPH GROUP INC NEW          COM              89681810        20      324 SH       SHARED      21             324
D TRIUS THERAPEUTICS INC         COM              89685K10       292    50138 SH       SHARED                   50138
D TRIUS THERAPEUTICS INC         COM              89685K10         0        7 SH       SHARED      02               7
D TRIUS THERAPEUTICS INC         COM              89685K10       552    94720 SH       SHARED      26           94720
D TRIUS THERAPEUTICS INC         COM              89685K10       201    34600 SH       SHARED      32           34600
D TRIPADVISOR INC                COM              89694520        17      533 SH       SHARED                     533
D TRIPADVISOR INC                COM              89694520      5140   156103 SH       SHARED                  156103
D TRIPADVISOR INC                COM              89694520        32      980 SH       SHARED      01             980
D TRIPADVISOR INC                COM              89694520         2       88 SH       SHARED      02              88
D TRIPADVISOR INC                COM              89694520       910    27638 SH       SHARED      10           27638
D TRIPADVISOR INC                COM              89694520         6      200 SH       SHR/OTHR    20                            200
D TRIPADVISOR INC                COM              89694520      4513   137053 SH       SHARED      31          137053
D TRUE RELIGION APPAREL INC      COM              89784N10       448    21011 SH       SHARED                   18799           2212
D TRUE RELIGION APPAREL INC      COM              89784N10         1       69 SH       SHARED      02              69
D TRUE RELIGION APPAREL INC      COM              89784N10       177     8300 SH       SHARED      26            8300
D TRUEBLUE INC                   COM              89785X10       531    33783 SH       SHARED                   30889           2894
D TRUEBLUE INC                   COM              89785X10        11      750 SH       SHARED      01             750
D TRUEBLUE INC                   COM              89785X10        33     2145 SH       SHARED      02              76           2069
D TRUEBLUE INC                   COM              89785X10       150     9600 SH       SHARED      10            9600
D TRUSTCO BK CORP N Y            COM              89834910       408    71579 SH       SHARED                   71579
D TRUSTCO BK CORP N Y            COM              89834910         0      170 SH       SHARED      02             170
D TRUSTCO BK CORP N Y            COM              89834910       360    63100 SH       SHARED      10           63100
D TRUSTMARK CORP                 COM              89840210      1924    79061 SH       SHARED                   78336            725
D TRUSTMARK CORP                 COM              89840210        36     1500 SH       SHARED      01            1500
D TRUSTMARK CORP                 COM              89840210         0        9 SH       SHARED      02               9
D TRUSTMARK CORP                 COM              89840210       693    28500 SH       SHARED      10           28500
D TUESDAY MORNING CORP           COM NEW          89903550       203    30924 SH       SHARED                   30924
D TUESDAY MORNING CORP           COM NEW          89903550         0       75 SH       SHARED      02              75
D TUMI HLDGS INC                 COM              89969Q10        81     3449 SH       SHARED                    3449
D TUMI HLDGS INC                 COM              89969Q10         0        6 SH       SHARED      02               6
D TUMI HLDGS INC                 COM              89969Q10        21      929 SH       SHARED      06             929
D TUMI HLDGS INC                 COM              89969Q10       237    10100 SH       SHARED      26           10100
D TUPPERWARE BRANDS CORP         COM              89989610      3365    62808 SH       SHARED                   61469           1339
D TUPPERWARE BRANDS CORP         COM              89989610       117     2199 SH       SHARED      01            2199
D TUPPERWARE BRANDS CORP         COM              89989610         0        1 SH       SHARED      02               1
D TUPPERWARE BRANDS CORP         COM              89989610       364     6800 SH       SHARED      10            6800
D TUPPERWARE BRANDS CORP         COM              89989610        15      291 SH       SHARED      21             291
D TUPPERWARE BRANDS CORP         COM              89989610      2357    44000 SH       SHARED      29           44000
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120        39     2599 SH       SHARED                    2599
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120        30     2003 SH       SHARED      02               3           2000
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120       598    39500 SH       SHARED      04           39500
D TURQUOISE HILL RES LTD         COM              90043510      3250   383279 SH       SHARED                  383279
D TURQUOISE HILL RES LTD         COM              90043510        72     8600 SH       SHARED      02            8600
D TURQUOISE HILL RES LTD         COM              90043510         0      140 SH CALL  SHARED      02             140
D TURQUOISE HILL RES LTD         COM              90043510        27     4200 SH PUT   SHARED      02            4200
D TURQUOISE HILL RES LTD         COM              90043510       519    61259 SH       SHARED      04           61259
D TURQUOISE HILL RES LTD         COM              90043510         2      283 SH       SHARED      05             283
D TURQUOISE HILL RES LTD         COM              90043510        45     5400 SH       SHARED      06            5400
D TURQUOISE HILL RES LTD         COM              90043510      1102   130000 SH       SHARED      26          130000
D TUTOR PERINI CORP              COM              90110910       600    52531 SH       SHARED                   52447             84
D TUTOR PERINI CORP              COM              90110910         0        5 SH       SHARED      02               5
D TUTOR PERINI CORP              COM              90110910     18097  1581984 SH       SHARED      10         1581984
D 21VIANET GROUP INC             SPONSORED ADR    90138A10       366    31770 SH       SHARED                   31770
D 21VIANET GROUP INC             SPONSORED ADR    90138A10         3      288 SH       SHARED      02             288
D TWIN DISC INC                  COM              90147610       576    32229 SH       SHARED                   30986           1243
D TWIN DISC INC                  COM              90147610         7      401 SH       SHARED      02               1            400
D TWO HBRS INVT CORP             COM              90187B10      1970   167730 SH       SHARED                  167730
D TWO HBRS INVT CORP             COM              90187B10       180    15400 SH       SHARED      01           15400
D TWO HBRS INVT CORP             COM              90187B10        59     5045 SH       SHARED      02              45           5000
D TWO HBRS INVT CORP             COM              90187B10      3452   293800 SH       SHARED      10          293800
D TWO HBRS INVT CORP             COM              90187B10        19     1644 SH       SHARED      21            1644
D TWO HBRS INVT CORP             COM              90187B10        61     5200 SH       SHR/OTHR    23                           5200
D II VI INC                      COM              90210410       796    41899 SH       SHARED                   41899
D II VI INC                      COM              90210410        38     2000 SH       SHARED      01            2000
D II VI INC                      COM              90210410         1      104 SH       SHARED      02             104
D TYLER TECHNOLOGIES INC         COM              90225210       896    20370 SH       SHARED                   20370
D TYLER TECHNOLOGIES INC         COM              90225210        11      252 SH       SHARED      02             252
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      2536  2300000 PRN      SHARED                 1300000        1000000
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      1174  1065000 PRN      SHARED      02         1065000
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP       330   300000 PRN      SHARED      04                         300000
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP      2547  2310000 PRN      SHARED      06                        2310000
D TYSON FOODS INC                CL A             90249410       171    10683 SH       SHARED                   10683
D TYSON FOODS INC                CL A             90249410     10004   624531 SH       SHARED                  624531
D TYSON FOODS INC                CL A             90249410      1145    71475 SH       SHARED      01           71475
D TYSON FOODS INC                CL A             90249410       609    38043 SH       SHARED      02              21          38022
D TYSON FOODS INC                CL A             90249410         1     1000 SH CALL  SHARED      02            1000
D TYSON FOODS INC                CL A             90249410       736    45955 SH       SHARED      04           45955
D TYSON FOODS INC                CL A             90249410         3      200 SH       SHARED      05             200
D TYSON FOODS INC                CL A             90249410      1437    89724 SH       SHARED      06           82224           7500
D TYSON FOODS INC                CL A             90249410      1024    63950 SH       SHARED      10           63950
D TYSON FOODS INC                CL A             90249410       240    15000 SH       SHARED      15           15000
D TYSON FOODS INC                CL A             90249410       456    28466 SH       SHARED      26           28466
D TYSON FOODS INC                CL A             90249410      1340    83699 SH       SHARED      27           83699
D UBS AG JERSEY BRH              LKD ALRN NTGAS   90264162        30     1000 SH       SHARED      02                           1000
D UDR INC                        COM              90265310     17709   713510 SH       SHARED                  713510
D UDR INC                        COM              90265310      1588    63989 SH       SHARED      01           63989
D UDR INC                        COM              90265310      1562    62961 SH       SHARED      02           39480          23481
D UDR INC                        COM              90265310         2      100 SH       SHARED      05             100
D UDR INC                        COM              90265310        17      700 SH       SHARED      06             700
D UDR INC                        COM              90265310      2609   105150 SH       SHARED      10          105150
D UDR INC                        COM              90265310     52879  2130534 SH       SHARED      11         1047400        1083134
D UFP TECHNOLOGIES INC           COM              90267310         3      217 SH       SHARED                     217
D UFP TECHNOLOGIES INC           COM              90267310         0        1 SH       SHARED      02               1
D UFP TECHNOLOGIES INC           COM              90267310        61     3500 SH       SHARED      26            3500
D UGI CORP NEW                   COM              90268110     18236   574382 SH       SHARED                  574382
D UGI CORP NEW                   COM              90268110       104     3300 SH       SHARED      01            3300
D UGI CORP NEW                   COM              90268110       114     3608 SH       SHARED      02            1208           2400
D UGI CORP NEW                   COM              90268110     20926   659100 SH       SHARED      04          659100
D UGI CORP NEW                   COM              90268110     15144   477000 SH       SHARED      05          477000
D UGI CORP NEW                   COM              90268110      2757    86842 SH       SHARED      10           86842
D UGI CORP NEW                   COM              90268110         5      171 SH       SHARED      21                            171
D UGI CORP NEW                   COM              90268110        82     2600 SH       SHR/OTHR    23                           2600
D UIL HLDG CORP                  COM              90274810      4942   137829 SH       SHARED                  137829
D UIL HLDG CORP                  COM              90274810        64     1800 SH       SHARED      01            1800
D UIL HLDG CORP                  COM              90274810         6      183 SH       SHARED      02             183
D UIL HLDG CORP                  COM              90274810     72397  2018905 SH       SHARED      06                        2018905
D UIL HLDG CORP                  COM              90274810       463    12932 SH       SHARED      10           12932
D UMB FINL CORP                  COM              90278810      1286    26428 SH       SHARED                   25310           1118
D UMB FINL CORP                  COM              90278810         9      200 SH       SHARED      01             200
D UMB FINL CORP                  COM              90278810         0        9 SH       SHARED      02               9
D UMB FINL CORP                  COM              90278810       214     4400 SH       SHARED      10            4400
D USA TRUCK INC                  COM              90292510         1      300 SH       SHARED      02             300
D U S GLOBAL INVS INC            CL A             90295210         2      340 SH       SHARED                     340
D U S GLOBAL INVS INC            CL A             90295210        17     2800 SH       SHARED      01            2800
D US BANCORP DEL                 COM NEW          90297330        44     1293 SH       SHARED                    1293
D US BANCORP DEL                 COM NEW          90297330     63421  1849023 SH       SHARED                 1849023
D US BANCORP DEL                 COM NEW          90297330     21670   631786 SH       SHARED      01          606948          24838
D US BANCORP DEL                 COM NEW          90297330       721    21036 SH       SHR/OTHR    01                          21036
D US BANCORP DEL                 COM NEW          90297330       215     6286 SH       SHARED      02            1989           4297
D US BANCORP DEL                 COM NEW          90297330        21    16755 SH CALL  SHARED      02           16755
D US BANCORP DEL                 COM NEW          90297330         2    10819 SH PUT   SHARED      02           10819
D US BANCORP DEL                 COM NEW          90297330       478    13954 SH       SHARED      04           13954
D US BANCORP DEL                 COM NEW          90297330       400    11672 SH       SHARED      04           11672
D US BANCORP DEL                 COM NEW          90297330       221     6455 SH       SHARED      05            6455
D US BANCORP DEL                 COM NEW          90297330      6611   192753 SH       SHARED      06          125940          66813
D US BANCORP DEL                 COM NEW          90297330     19281   562139 SH       SHARED      10          562139
D US BANCORP DEL                 COM NEW          90297330       209     6105 SH       SHARED      20            1775           4330
D US BANCORP DEL                 COM NEW          90297330        56     1660 SH       SHR/OTHR    20                           1660
D US BANCORP DEL                 COM NEW          90297330       303     8845 SH       SHARED      21            8845
D US BANCORP DEL                 COM NEW          90297330      1238    36110 SH       SHARED      23           32260           3850
D US BANCORP DEL                 COM NEW          90297330      2230    65018 SH       SHR/OTHR    23                          65018
D US BANCORP DEL                 COM NEW          90297330       659    19220 SH       SHARED      27           19220
D US BANCORP DEL                 COM NEW          90297330       436    12740 SH       SHARED      29           12740
D US BANCORP DEL                 COM NEW          90297330     12409   361796 SH       SHARED      31          361796
D U M H PROPERTIES INC           COM              90300210         5      491 SH       SHARED                     491
D U M H PROPERTIES INC           COM              90300210         0        2 SH       SHARED      02               2
D UNS ENERGY CORP                COM              90311910      2463    58847 SH       SHARED                   58847
D UNS ENERGY CORP                COM              90311910       167     4000 SH       SHARED      01            4000
D UNS ENERGY CORP                COM              90311910       131     3133 SH       SHARED      02            1498           1635
D UNS ENERGY CORP                COM              90311910       565    13500 SH       SHARED      10           13500
D UQM TECHNOLOGIES INC           COM              90321310        20    17400 SH       SHARED      01           17400
D URS CORP NEW                   COM              90323610     19804   560888 SH       SHARED                  559421           1467
D URS CORP NEW                   COM              90323610       985    27900 SH       SHARED      01           27900
D URS CORP NEW                   COM              90323610        24      702 SH       SHARED      02               2            700
D URS CORP NEW                   COM              90323610      5634   159565 SH       SHARED      10          159565
D USANA HEALTH SCIENCES INC      COM              90328M10       751    16178 SH       SHARED                   16178
D USANA HEALTH SCIENCES INC      COM              90328M10         3       70 SH       SHARED      02                             70
D U S G CORP                     COM NEW          90329340        94     4286 SH       SHARED                    4286
D U S G CORP                     COM NEW          90329340         0       21 SH       SHARED      02              21
D U S G CORP                     COM NEW          90329340       182     8300 SH       SHARED      10            8300
D USEC INC                       NOTE  3.000%10/0 90333EAC       332   850000 PRN      SHARED                  850000
D USEC INC                       NOTE  3.000%10/0 90333EAC         5    13000 PRN      SHARED      02                          13000
D USEC INC                       COM              90333E10        11    14295 SH       SHARED                   14244             51
D USEC INC                       COM              90333E10         4     6450 SH       SHARED      01            6450
D USEC INC                       COM              90333E10         1     2000 SH       SHARED      02                           2000
D USEC INC                       COM              90333E10         7     5000 SH PUT   SHARED      02            5000
D U S PHYSICAL THERAPY INC       COM              90337L10        52     1918 SH       SHARED                    1918
D U S PHYSICAL THERAPY INC       COM              90337L10         0        3 SH       SHARED      02               3
D USA MOBILITY INC               COM              90341G10       199    16832 SH       SHARED                   16832
D USA MOBILITY INC               COM              90341G10         0       40 SH       SHARED      02              40
D USA MOBILITY INC               COM              90341G10        77     6500 SH       SHARED      10            6500
D USA MOBILITY INC               COM              90341G10       134    11300 SH       SHARED      26           11300
D U S AIRWAYS GROUP INC          COM              90341W10     18667  1784700 SH       SHARED                 1782820           1880
D U S AIRWAYS GROUP INC          COM              90341W10         9      900 SH       SHARED      01             900
D U S AIRWAYS GROUP INC          COM              90341W10       924    88341 SH       SHARED      02           87541            800
D U S AIRWAYS GROUP INC          COM              90341W10        11     1100 SH       SHARED      10            1100
D U S AIRWAYS GROUP INC          COM              90341W10         8      829 SH       SHARED      21             829
D U.S. AUTO PARTS NETWORK INC    COM              90343C10         2      749 SH       SHARED                     749
D U.S. AUTO PARTS NETWORK INC    COM              90343C10         0        4 SH       SHARED      02               4
D U.S. AUTO PARTS NETWORK INC    COM              90343C10        35    10300 SH       SHARED      10           10300
D U S SILICA HLDGS INC           COM              90346E10        26     1969 SH       SHARED                    1969
D U S SILICA HLDGS INC           COM              90346E10         0        3 SH       SHARED      02               3
D UBIQUITI NETWORKS INC          COM              90347A10         7      636 SH       SHARED                     636
D UBIQUITI NETWORKS INC          COM              90347A10       229    19253 SH       SHARED      02               3          19250
D ULTA SALON COSMETCS & FRAG I   COM              90384S30       250     2605 SH       SHARED                    2305            300
D ULTA SALON COSMETCS & FRAG I   COM              90384S30      1377    14300 SH       SHARED      01           14300
D ULTA SALON COSMETCS & FRAG I   COM              90384S30        22      229 SH       SHARED      02              29            200
D ULTA SALON COSMETCS & FRAG I   COM              90384S30       154     1600 SH       SHARED      10            1600
D ULTA SALON COSMETCS & FRAG I   COM              90384S30        16      168 SH       SHARED      21             168
D ULTA SALON COSMETCS & FRAG I   COM              90384S30       500     5200 SH       SHARED      26            5200
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10       341     3343 SH       SHARED                    3343
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10         0        8 SH       SHARED      02               8
D ULTRA CLEAN HLDGS INC          COM              90385V10         4      840 SH       SHARED                     840
D ULTRA CLEAN HLDGS INC          COM              90385V10         0        4 SH       SHARED      02               4
D ULTRA PETROLEUM CORP           COM              90391410      2079    94628 SH       SHARED                   94490            138
D ULTRA PETROLEUM CORP           COM              90391410       849    38650 SH       SHARED      01           37600           1050
D ULTRA PETROLEUM CORP           COM              90391410       140     6375 SH       SHR/OTHR    01                           6375
D ULTRA PETROLEUM CORP           COM              90391410      9825   447030 SH       SHARED      02          440110           6920
D ULTRA PETROLEUM CORP           COM              90391410         0      650 SH CALL  SHARED      02             650
D ULTRA PETROLEUM CORP           COM              90391410       175     8000 SH       SHARED      04            8000
D ULTRA PETROLEUM CORP           COM              90391410         2      100 SH       SHARED      05             100
D ULTRA PETROLEUM CORP           COM              90391410        21     1000 SH       SHARED      06            1000
D ULTRA PETROLEUM CORP           COM              90391410      3713   168968 SH       SHARED      10          168968
D ULTRAPAR PARTICIPACOES S A     SP ADR REP COM   90400P10      4743   212626 SH       SHARED                  212626
D ULTRATECH INC                  COM              90403410      3729   118849 SH       SHARED                  118849
D ULTRATECH INC                  COM              90403410         1       51 SH       SHARED      02              51
D UMPQUA HLDGS CORP              COM              90421410      1128    87495 SH       SHARED                   87295            200
D UMPQUA HLDGS CORP              COM              90421410       151    11725 SH       SHARED      01           11725
D UMPQUA HLDGS CORP              COM              90421410         2      204 SH       SHARED      02             204
D UMPQUA HLDGS CORP              COM              90421410      3555   275606 SH       SHARED      10          275606
D UNDER ARMOUR INC               CL A             90431110      4522    81006 SH       SHARED                   80046            960
D UNDER ARMOUR INC               CL A             90431110      4674    83728 SH       SHARED      02           73728          10000
D UNDER ARMOUR INC               CL A             90431110       106     1900 SH       SHARED      10            1900
D UNIFI INC                      COM NEW          90467720        29     2326 SH       SHARED                    2326
D UNIFI INC                      COM NEW          90467720         0        3 SH       SHARED      02               3
D UNIFIRST CORP MASS             COM              90470810      1792    26844 SH       SHARED                   26844
D UNIFIRST CORP MASS             COM              90470810         2       31 SH       SHARED      02              31
D UNIFIRST CORP MASS             COM              90470810       374     5600 SH       SHARED      10            5600
D UNILEVER PLC                   SPON ADR NEW     90476770        80     2200 SH       SHARED                    2200
D UNILEVER PLC                   SPON ADR NEW     90476770       136     3748 SH       SHARED      01             360           3388
D UNILEVER PLC                   SPON ADR NEW     90476770       989    27090 SH       SHARED      02            1202          25888
D UNILEVER PLC                   SPON ADR NEW     90476770         8      240 SH       SHARED      23                            240
D UNILEVER PLC                   SPON ADR NEW     90476770        29      810 SH       SHR/OTHR    23                            810
D UNILIFE CORP NEW               COM              90478E10        39    12615 SH       SHARED                   12615
D UNILIFE CORP NEW               COM              90478E10         0       23 SH       SHARED      02              23
D UNILIFE CORP NEW               COM              90478E10       119    38200 SH       SHARED      10           38200
D UNILEVER N V                   N Y SHS NEW      90478470        36     1018 SH       SHARED                    1018
D UNILEVER N V                   N Y SHS NEW      90478470       113     3200 SH       SHARED      01            1300           1900
D UNILEVER N V                   N Y SHS NEW      90478470       119     3360 SH       SHR/OTHR    01                           3360
D UNILEVER N V                   N Y SHS NEW      90478470      3192    89967 SH       SHARED      02           16000          73967
D UNILEVER N V                   N Y SHS NEW      90478470       119     3355 SH       SHARED      21            3355
D UNILEVER N V                   N Y SHS NEW      90478470      1249    35209 SH       SHR/OTHR    23                          35209
D UNILEVER N V                   N Y SHS NEW      90478470        80     2270 SH       SHARED      29            2270
D UNION DRILLING INC             COM              90653P10         3      500 SH       SHARED                     500
D UNION DRILLING INC             COM              90653P10        12     2000 SH       SHARED      01            2000
D UNION DRILLING INC             COM              90653P10         0        2 SH       SHARED      02               2
D UNION DRILLING INC             COM              90653P10       223    34500 SH       SHARED      10           34500
D UNION FIRST MKT BANKSH CP      COM              90662P10        55     3549 SH       SHARED                    3549
D UNION FIRST MKT BANKSH CP      COM              90662P10         0        3 SH       SHARED      02               3
D UNION PAC CORP                 COM              90781810       174     1473 SH       SHARED                     473           1000
D UNION PAC CORP                 COM              90781810     72314   609220 SH       SHARED                  592210          17010
D UNION PAC CORP                 COM              90781810         0       70 SH CALL  SHARED                      70
D UNION PAC CORP                 COM              90781810     21655   182435 SH       SHARED      01          134303          48132
D UNION PAC CORP                 COM              90781810      5026    42350 SH       SHR/OTHR    01                          42350
D UNION PAC CORP                 COM              90781810    175838  1481369 SH       SHARED      02         1476311           5058
D UNION PAC CORP                 COM              90781810        31     1840 SH CALL  SHARED      02            1840
D UNION PAC CORP                 COM              90781810        47      400 SH       SHARED      04                            400
D UNION PAC CORP                 COM              90781810      8356    70400 SH       SHARED      04           70400
D UNION PAC CORP                 COM              90781810       840     7080 SH       SHARED      05            7080
D UNION PAC CORP                 COM              90781810      6424    54124 SH       SHARED      06           37140          16984
D UNION PAC CORP                 COM              90781810     22352   188314 SH       SHARED      10          188314
D UNION PAC CORP                 COM              90781810        35      300 SH       SHARED      20             300
D UNION PAC CORP                 COM              90781810        23      200 SH       SHR/OTHR    20                            200
D UNION PAC CORP                 COM              90781810       189     1600 SH       SHR/OTHR    21                           1600
D UNION PAC CORP                 COM              90781810      4806    40495 SH       SHARED      23           38995           1500
D UNION PAC CORP                 COM              90781810      4030    33953 SH       SHR/OTHR    23                          33953
D UNION PAC CORP                 COM              90781810        96      809 SH       SHARED      27             809
D UNION PAC CORP                 COM              90781810       366     3090 SH       SHARED      29            3090
D UNISYS CORP                    COM NEW          90921430       145     6999 SH       SHARED                    6999
D UNISYS CORP                    COM NEW          90921430        37     1800 SH       SHARED      01                           1800
D UNISYS CORP                    COM NEW          90921430        65     3170 SH       SHARED      10            3170
D UNISYS CORP                    PFD SER A 6.25%  90921440        33      540 SH       SHARED                     540
D UNIT CORP                      COM              90921810      5871   141483 SH       SHARED                  141483
D UNIT CORP                      COM              90921810        16      400 SH       SHARED      01             400
D UNIT CORP                      COM              90921810        37      901 SH       SHARED      02             901
D UNIT CORP                      COM              90921810       107     2600 SH       SHARED      10            2600
D UNIT CORP                      COM              90921810         6      160 SH       SHARED      21                            160
D UNITED BANCSHARES INC OHIO     COM              90945810         0      100 SH       SHARED      02             100
D UNITED CMNTY FINL CORP OHIO    COM              90983910         5     1625 SH       SHARED      01            1625
D UNITED CMNTY FINL CORP OHIO    COM              90983910         0        1 SH       SHARED      02               1
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30       356    42541 SH       SHARED                   40693           1848
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30        11     1316 SH       SHARED      01            1316
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30         3      405 SH       SHARED      02             405
D UNITED CMNTY BKS BLAIRSVLE G   COM              90984P30       158    18900 SH       SHARED      10           18900
D UNITED BANKSHARES INC WEST V   COM              90990710      4277   171736 SH       SHARED                  171736
D UNITED BANKSHARES INC WEST V   COM              90990710         2       83 SH       SHARED      02              83
D UNITED BANKSHARES INC WEST V   COM              90990710       590    23700 SH       SHARED      10           23700
D UNITED BANCORP INC OHIO        COM              90991110         0      100 SH       SHARED      02             100
D UNITED CONTL HLDGS INC         COM              91004710      5875   301292 SH       SHARED                  301289              3
D UNITED CONTL HLDGS INC         COM              91004710         2     3614 SH PUT   SHARED                    3614
D UNITED CONTL HLDGS INC         COM              91004710       534    27415 SH       SHARED      01           27415
D UNITED CONTL HLDGS INC         COM              91004710      6107   313186 SH       SHARED      02          305854           7332
D UNITED CONTL HLDGS INC         COM              91004710         4      980 SH CALL  SHARED      02             980
D UNITED CONTL HLDGS INC         COM              91004710         5     4880 SH PUT   SHARED      02            4880
D UNITED CONTL HLDGS INC         COM              91004710       161     8300 SH       SHARED      10            8300
D UNITED CONTL HLDGS INC         COM              91004710       206    10568 SH       SHARED      27           10568
D UNITED FINANCIAL BANCORP INC   COM              91030T10       365    25253 SH       SHARED                   25253
D UNITED FINANCIAL BANCORP INC   COM              91030T10         0        3 SH       SHARED      02               3
D UNITED FIRE GROUP INC          COM              91034010       581    23102 SH       SHARED                   23102
D UNITED FIRE GROUP INC          COM              91034010         1       40 SH       SHARED      02              40
D UNITED FIRE GROUP INC          COM              91034010        35     1400 SH       SHARED      10            1400
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340       172    84054 SH       SHARED                   84054
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340         0        1 SH       SHARED      02               1
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340      1080   527000 SH       SHARED      04          527000
D UNITED NAT FOODS INC           COM              91116310      2354    40285 SH       SHARED                   39834            451
D UNITED NAT FOODS INC           COM              91116310        11      200 SH       SHARED      01             200
D UNITED NAT FOODS INC           COM              91116310         7      130 SH       SHARED      02              95             35
D UNITED NAT FOODS INC           COM              91116310       233     4000 SH       SHARED      10            4000
D UNITED NAT FOODS INC           COM              91116310        22      385 SH       SHARED      21             385
D UNITED ONLINE INC              COM              91126810       308    55832 SH       SHARED                   55832
D UNITED ONLINE INC              COM              91126810        53     9700 SH       SHARED      01                           9700
D UNITED ONLINE INC              COM              91126810        23     4214 SH       SHARED      02            4214
D UNITED ONLINE INC              COM              91126810       808   146400 SH       SHARED      10          146400
D UNITED PARCEL SERVICE INC      CL B             91131210       210     2939 SH       SHARED                    2939
D UNITED PARCEL SERVICE INC      CL B             91131210    123983  1732343 SH       SHARED                 1564451         167892
D UNITED PARCEL SERVICE INC      CL B             91131210         0       30 SH CALL  SHARED                      30
D UNITED PARCEL SERVICE INC      CL B             91131210     12823   179170 SH       SHARED      01          177245           1925
D UNITED PARCEL SERVICE INC      CL B             91131210        92     1290 SH       SHR/OTHR    01                           1290
D UNITED PARCEL SERVICE INC      CL B             91131210     10564   147614 SH       SHARED      02          132813          14801
D UNITED PARCEL SERVICE INC      CL B             91131210         1     5794 SH CALL  SHARED      02            5794
D UNITED PARCEL SERVICE INC      CL B             91131210         3     3770 SH PUT   SHARED      02            3770
D UNITED PARCEL SERVICE INC      CL B             91131210     82219  1148797 SH       SHARED      04         1148797
D UNITED PARCEL SERVICE INC      CL B             91131210       214     3000 SH       SHARED      05            3000
D UNITED PARCEL SERVICE INC      CL B             91131210      5518    77100 SH       SHARED      06           51240          25860
D UNITED PARCEL SERVICE INC      CL B             91131210     19551   273178 SH       SHARED      10          273178
D UNITED PARCEL SERVICE INC      CL B             91131210         9      130 SH       SHR/OTHR    20                            130
D UNITED PARCEL SERVICE INC      CL B             91131210        14      200 SH       SHARED      21             200
D UNITED PARCEL SERVICE INC      CL B             91131210        57      800 SH       SHR/OTHR    21                            800
D UNITED PARCEL SERVICE INC      CL B             91131210       119     1665 SH       SHARED      23            1665
D UNITED PARCEL SERVICE INC      CL B             91131210       216     3025 SH       SHR/OTHR    23                           3025
D UNITED PARCEL SERVICE INC      CL B             91131210       449     6287 SH       SHARED      27            6287
D UNITED PARCEL SERVICE INC      CL B             91131210     12533   175129 SH       SHARED      31          175129
D UNITED RENTALS INC             NOTE  4.000%11/1 911363AL     15134  5038000 PRN      SHARED      02         5038000
D UNITED RENTALS INC             COM              91136310     24943   762573 SH       SHARED                  760106           2467
D UNITED RENTALS INC             COM              91136310      1537    47012 SH       SHARED      01           47012
D UNITED RENTALS INC             COM              91136310     18093   553153 SH       SHARED      02          552553            600
D UNITED RENTALS INC             COM              91136310         0      750 SH CALL  SHARED      02             750
D UNITED RENTALS INC             COM              91136310        75     2300 SH       SHARED      10            2300
D UNITED RENTALS INC             COM              91136310        16      493 SH       SHARED      21             493
D UNITED SEC BANCSHARES INC      SHS              91145910         1      200 SH       SHARED      02             200
D UNITED SECURITY BANCSHARES C   COM              91146010         0      100 SH       SHARED      02             100
D UNITED STATES ANTIMONY CORP    COM              91154910         4     2277 SH       SHARED                    2277
D UNITED STATES ANTIMONY CORP    COM              91154910         0       15 SH       SHARED      02              15
D UNITED STATES CELLULAR CORP    COM              91168410       241     6163 SH       SHARED                    6163
D UNITED STATES CELLULAR CORP    COM              91168410       129     3300 SH       SHARED      02            3300
D UNITED STATES CELLULAR CORP    COM              91168410       751    19199 SH       SHARED      04           19199
D UNITED STATES CELLULAR CORP    COM              91168410        86     2200 SH       SHARED      23                           2200
D US AIRWAYS GROUP INC           NOTE  7.250% 5/1 911905AC     26175 10989000 PRN      SHARED      02        10989000
D UNITED STATES LIME & MINERAL   COM              91192210        14      307 SH       SHARED                     307
D UNITED STATES NATL GAS FUND    UNIT PAR $0.001  91231820       328    15400 SH       SHARED                   15400
D UNITED STATES NATL GAS FUND    UNIT PAR $0.001  91231820      6964   326363 SH       SHARED      02          326301             62
D UNITED STATES NATL GAS FUND    UNIT PAR $0.001  91231820         1     1554 SH CALL  SHARED      02            1554
D UNITED STATES NATL GAS FUND    UNIT PAR $0.001  91231820         0     5207 SH PUT   SHARED      02            5207
D UNITED STATES NATL GAS FUND    UNIT PAR $0.001  91231820        40     1875 SH       SHARED      26            1875
D UNITED STATES OIL FUND LP      UNITS            91232N10     14785   433331 SH       SHARED                  433331
D UNITED STATES OIL FUND LP      UNITS            91232N10         2     1088 SH PUT   SHARED                    1088
D UNITED STATES OIL FUND LP      UNITS            91232N10         0     2249 SH CALL  SHARED      02            2249
D UNITED STATES OIL FUND LP      UNITS            91232N10        34    16068 SH PUT   SHARED      02           16068
D UNITED STATES OIL FUND LP      UNITS            91232N10       281     8250 SH       SHARED      04            7450            800
D UNITED STATES OIL FUND LP      UNITS            91232N10         8      250 SH       SHARED      20                            250
D UNITED STATES STL CORP NEW     NOTE  4.000% 5/1 912909AE      1580  1565000 PRN      SHARED                  190000        1375000
D UNITED STATES STL CORP NEW     NOTE  4.000% 5/1 912909AE      7400  7327000 PRN      SHARED      02         7327000
D UNITED STATES STL CORP NEW     NOTE  4.000% 5/1 912909AE      2114  2094000 PRN      SHARED      06         2094000
D UNITED STATES STL CORP NEW     COM              91290910      7437   389989 SH       SHARED                  387539           2450
D UNITED STATES STL CORP NEW     COM              91290910       783    41100 SH       SHARED      01           41100
D UNITED STATES STL CORP NEW     COM              91290910       560    29387 SH       SHARED      02           21564           7823
D UNITED STATES STL CORP NEW     COM              91290910         4    24467 SH CALL  SHARED      02           24467
D UNITED STATES STL CORP NEW     COM              91290910         9     5903 SH PUT   SHARED      02            5903
D UNITED STATES STL CORP NEW     COM              91290910         1       70 SH       SHARED      05              70
D UNITED STATES STL CORP NEW     COM              91290910       152     8000 SH       SHARED      06            4800           3200
D UNITED STATES STL CORP NEW     COM              91290910       653    34262 SH       SHARED      10           34262
D UNITED STATIONERS INC          COM              91300410       803    30818 SH       SHARED                   30818
D UNITED STATIONERS INC          COM              91300410         1       73 SH       SHARED      02              73
D UNITED STATIONERS INC          COM              91300410       239     9200 SH       SHARED      10            9200
D UNITED TECHNOLOGIES CORP       COM              91301710      5265    67253 SH       SHARED                    8433          58820
D UNITED TECHNOLOGIES CORP       COM              91301710     83466  1066123 SH       SHARED                 1022610          43513
D UNITED TECHNOLOGIES CORP       COM              91301710     25703   328317 SH       SHARED      01          281674          46643
D UNITED TECHNOLOGIES CORP       COM              91301710      2605    33276 SH       SHR/OTHR    01                          33276
D UNITED TECHNOLOGIES CORP       COM              91301710      3861    49328 SH       SHARED      02           23269          26059
D UNITED TECHNOLOGIES CORP       COM              91301710         4     2737 SH CALL  SHARED      02            2737
D UNITED TECHNOLOGIES CORP       COM              91301710         0       24 SH PUT   SHARED      02              24
D UNITED TECHNOLOGIES CORP       COM              91301710       356     4554 SH       SHARED      04            4554
D UNITED TECHNOLOGIES CORP       COM              91301710    162423  2074641 SH       SHARED      04         2070741           3900
D UNITED TECHNOLOGIES CORP       COM              91301710       915    11700 SH       SHARED      05           11700
D UNITED TECHNOLOGIES CORP       COM              91301710     19566   249922 SH       SHARED      06          121970         127952
D UNITED TECHNOLOGIES CORP       COM              91301710     21009   268360 SH       SHARED      10          268360
D UNITED TECHNOLOGIES CORP       COM              91301710      1648    21060 SH       SHARED      20            3735          17325
D UNITED TECHNOLOGIES CORP       COM              91301710       665     8499 SH       SHR/OTHR    20                           8499
D UNITED TECHNOLOGIES CORP       COM              91301710       495     6335 SH       SHARED      21            6335
D UNITED TECHNOLOGIES CORP       COM              91301710        74      950 SH       SHR/OTHR    21                            950
D UNITED TECHNOLOGIES CORP       COM              91301710      5713    72982 SH       SHARED      23           66182           6800
D UNITED TECHNOLOGIES CORP       COM              91301710      9060   115728 SH       SHR/OTHR    23                         115728
D UNITED TECHNOLOGIES CORP       COM              91301710      1082    13821 SH       SHARED      26           13821
D UNITED TECHNOLOGIES CORP       COM              91301710      5667    72385 SH       SHARED      29           72385
D UNITED TECHNOLOGIES CORP       COM              91301710      8673   110791 SH       SHARED      31          110791
D UNITED TECHNOLOGIES CORP       UNIT 99/99/9999  91301711      5867   104583 SH       SHARED      02          104183            400
D UNITED TECHNOLOGIES CORP       UNIT 99/99/9999  91301711      9163   163350 SH       SHARED      04          150000          13350
D UNITED THERAPEUTICS CORP DEL   COM              91307C10     19963   357250 SH       SHARED                  356623            627
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       251     4500 SH       SHARED      01            4500
D UNITED THERAPEUTICS CORP DEL   COM              91307C10     29408   526277 SH       SHARED      02          525527            750
D UNITED THERAPEUTICS CORP DEL   COM              91307C10         0      237 SH CALL  SHARED      02             237
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      8007   143300 SH       SHARED      04          143300
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        41      750 SH       SHARED      06             750
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        72     1300 SH       SHARED      10            1300
D UNITED THERAPEUTICS CORP DEL   COM              91307C10         5      101 SH       SHARED      21             101
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       156     2800 SH       SHARED      26            2800
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       844    15108 SH       SHARED      32           15108
D UNITEDHEALTH GROUP INC         COM              91324P10       104     1884 SH       SHARED                    1884
D UNITEDHEALTH GROUP INC         COM              91324P10    152526  2752681 SH       SHARED                 2752681
D UNITEDHEALTH GROUP INC         COM              91324P10         0      150 SH CALL  SHARED                     150
D UNITEDHEALTH GROUP INC         COM              91324P10     19186   346268 SH       SHARED      01          337992           8276
D UNITEDHEALTH GROUP INC         COM              91324P10       103     1875 SH       SHR/OTHR    01                           1875
D UNITEDHEALTH GROUP INC         COM              91324P10      6512   117534 SH       SHARED      02          111893           5641
D UNITEDHEALTH GROUP INC         COM              91324P10     14335   258715 SH       SHARED      04          258715
D UNITEDHEALTH GROUP INC         COM              91324P10        21      396 SH       SHARED      05             396
D UNITEDHEALTH GROUP INC         COM              91324P10       634    11460 SH       SHARED      05           11460
D UNITEDHEALTH GROUP INC         COM              91324P10     15087   272280 SH       SHARED      06          145460         126820
D UNITEDHEALTH GROUP INC         COM              91324P10     21602   389858 SH       SHARED      10          389858
D UNITEDHEALTH GROUP INC         COM              91324P10       941    17000 SH       SHARED      15           17000
D UNITEDHEALTH GROUP INC         COM              91324P10       277     5010 SH       SHARED      20             510           4500
D UNITEDHEALTH GROUP INC         COM              91324P10       238     4302 SH       SHR/OTHR    23                           4302
D UNITEDHEALTH GROUP INC         COM              91324P10       265     4800 SH       SHARED      26            4800
D UNITEDHEALTH GROUP INC         COM              91324P10      2116    38206 SH       SHARED      27           38206
D UNITEDHEALTH GROUP INC         COM              91324P10      1415    25545 SH       SHARED      29           25545
D UNITEDHEALTH GROUP INC         COM              91324P10     11356   204962 SH       SHARED      31          204962
D UNITEDHEALTH GROUP INC         COM              91324P10      1274    23000 SH       SHARED      32           23000
D UNITIL CORP                    COM              91325910        55     2031 SH       SHARED                    2031
D UNITIL CORP                    COM              91325910       364    13400 SH       SHARED      01           13400
D UNITIL CORP                    COM              91325910         0        2 SH       SHARED      02               2
D UNITY BANCORP INC              COM              91329010         0      100 SH       SHARED      02             100
D UNIVERSAL AMERN CORP NEW       COM              91338E10      2027   219417 SH       SHARED                  219417
D UNIVERSAL AMERN CORP NEW       COM              91338E10       533    57700 SH       SHARED      01           57700
D UNIVERSAL AMERN CORP NEW       COM              91338E10         0        6 SH       SHARED      02               6
D UNIVERSAL AMERN CORP NEW       COM              91338E10         7      800 SH       SHARED      10             800
D UNIVERSAL BUSINESS PMT SOL A   COM              91338410       619   102935 SH       SHARED      02          102935
D UNIVERSAL BUSINESS PMT SOL A   *W EXP 05/09/201 91338411        10    60140 SH       SHARED      02           60140
D UNIVERAL BUSINESS PMT SOL AC   UNIT 99/99/9999  91338420       195    31845 SH       SHARED      02           31845
D UNIVERSAL CORP VA              COM              91345610      4349    85414 SH       SHARED                   85414
D UNIVERSAL CORP VA              COM              91345610       352     6930 SH       SHARED      01            5630           1300
D UNIVERSAL CORP VA              COM              91345610       723    14200 SH       SHR/OTHR    01                          14200
D UNIVERSAL CORP VA              COM              91345610         0        5 SH       SHARED      02               5
D UNIVERSAL CORP VA              COM              91345610       198     3900 SH       SHARED      26            3900
D UNIVERSAL DISPLAY CORP         COM              91347P10       367    10699 SH       SHARED                    7254           3445
D UNIVERSAL DISPLAY CORP         COM              91347P10       142     4150 SH       SHARED      01            4150
D UNIVERSAL DISPLAY CORP         COM              91347P10        20      605 SH       SHARED      02             605
D UNIVERSAL ELECTRS INC          COM              91348310       199    11343 SH       SHARED                   11343
D UNIVERSAL ELECTRS INC          COM              91348310         0       28 SH       SHARED      02              28
D UNIVERSAL FST PRODS INC        COM              91354310       622    14991 SH       SHARED                   14991
D UNIVERSAL FST PRODS INC        COM              91354310         7      175 SH       SHARED      01             175
D UNIVERSAL FST PRODS INC        COM              91354310         1       35 SH       SHARED      02              35
D UNIVERSAL FST PRODS INC        COM              91354310        74     1800 SH       SHARED      10            1800
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10       848    18445 SH       SHARED                   18445
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10         1       25 SH       SHARED      02              25
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10       657    14300 SH       SHARED      11                          14300
D UNIVERSAL INS HLDGS INC        COM              91359V10         2      687 SH       SHARED                     687
D UNIVERSAL INS HLDGS INC        COM              91359V10        98    25586 SH       SHARED      02           25586
D UNIVERSAL INS HLDGS INC        COM              91359V10       164    42800 SH       SHARED      10           42800
D UNIVERSAL SEC INSTRS INC       COM NEW          91382130         0      100 SH       SHARED      02             100
D UNIVERSAL STAINLESS & ALLOY    COM              91383710        39     1075 SH       SHARED                    1075
D UNIVERSAL STAINLESS & ALLOY    COM              91383710         0        1 SH       SHARED      02               1
D UNIVERSAL STAINLESS & ALLOY    COM              91383710        22      600 SH       SHARED      10             600
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10        15      945 SH       SHARED                     945
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10         0        1 SH       SHARED      02               1
D UNIVERSAL HLTH SVCS INC        CL B             91390310      3868    84595 SH       SHARED                   84465            130
D UNIVERSAL HLTH SVCS INC        CL B             91390310      2742    59981 SH       SHARED      02           54922           5059
D UNIVERSAL HLTH SVCS INC        CL B             91390310         2     1520 SH CALL  SHARED      02            1520
D UNIVERSAL HLTH SVCS INC        CL B             91390310         4      100 SH       SHARED      10             100
D UNIVERSAL HLTH SVCS INC        CL B             91390310        15      340 SH       SHARED      21             340
D UNIVERSAL HLTH SVCS INC        CL B             91390310       483    10579 SH       SHARED      26           10579
D UNIVERSAL HLTH SVCS INC        CL B             91390310       297     6500 SH       SHARED      32            6500
D UNIVERSAL TECHNICAL INST INC   COM              91391510       226    16559 SH       SHARED                   16559
D UNIVERSAL TECHNICAL INST INC   COM              91391510         0       40 SH       SHARED      02              40
D UNIVERSAL TECHNICAL INST INC   COM              91391510        57     4200 SH       SHARED      10            4200
D UNIVEST CORP PA                COM              91527110        45     2529 SH       SHARED                    2529
D UNIVEST CORP PA                COM              91527110         0        3 SH       SHARED      02               3
D UNIVEST CORP PA                COM              91527110       163     9100 SH       SHARED      10            9100
D UNIVEST CORP PA                COM              91527110       187    10400 SH       SHARED      26           10400
D UNUM GROUP                     COM              91529Y10        48     2547 SH       SHARED                    2547
D UNUM GROUP                     COM              91529Y10     26399  1373565 SH       SHARED                 1370365           3200
D UNUM GROUP                     COM              91529Y10      1674    87125 SH       SHARED      01           87125
D UNUM GROUP                     COM              91529Y10       140     7308 SH       SHARED      02             258           7050
D UNUM GROUP                     COM              91529Y10         3      170 SH       SHARED      05             170
D UNUM GROUP                     COM              91529Y10       427    22250 SH       SHARED      06           11820          10430
D UNUM GROUP                     COM              91529Y10      6573   342004 SH       SHARED      10          342004
D UNUM GROUP                     COM              91529Y10         5      270 SH       SHARED      21                            270
D UNWIRED PLANET INC NEW         COM              91531F10       259   135102 SH       SHARED                  135102
D UNWIRED PLANET INC NEW         COM              91531F10         0      232 SH       SHARED      01                            232
D UNWIRED PLANET INC NEW         COM              91531F10         5     3056 SH       SHARED      02              23           3033
D UNWIRED PLANET INC NEW         COM              91531F10        92    48000 SH       SHARED      10           48000
D UR ENERGY INC                  COM              91688R10         1     1100 SH       SHARED      02            1100
D UR ENERGY INC                  COM              91688R10        99   100000 SH       SHARED      06                         100000
D UR ENERGY INC                  COM              91688R10       247   250000 SH       SHARED      26          250000
D URANERZ ENERGY CORP            COM              91688T10         4     2795 SH       SHARED                    2795
D URANERZ ENERGY CORP            COM              91688T10        19    12100 SH       SHARED      01           12100
D URANERZ ENERGY CORP            COM              91688T10         0       18 SH       SHARED      02              18
D URANIUM ENERGY CORP            COM              91689610        56    21612 SH       SHARED                   21612
D URANIUM ENERGY CORP            COM              91689610         1      519 SH       SHARED      02             519
D URANIUM RES INC                COM PAR $0.001   91690150         1     2312 SH       SHARED                    2312
D URANIUM RES INC                COM PAR $0.001   91690150        11    23200 SH       SHARED      01           23200
D URBAN OUTFITTERS INC           COM              91704710        34      916 SH       SHARED                     916
D URBAN OUTFITTERS INC           COM              91704710      2504    66676 SH       SHARED                   65876            800
D URBAN OUTFITTERS INC           COM              91704710      1040    27700 SH       SHARED      01           27700
D URBAN OUTFITTERS INC           COM              91704710     29610   788357 SH       SHARED      02          788357
D URBAN OUTFITTERS INC           COM              91704710         4     1800 SH CALL  SHARED      02            1800
D URBAN OUTFITTERS INC           COM              91704710         3      100 SH       SHARED      05             100
D URBAN OUTFITTERS INC           COM              91704710       125     3350 SH       SHARED      06             600           2750
D URBAN OUTFITTERS INC           COM              91704710      1030    27441 SH       SHARED      10           27441
D URSTADT BIDDLE PPTYS INS       COM              91728610         1      100 SH       SHARED      02             100
D URSTADT BIDDLE PPTYS INS       CL A             91728620       652    32263 SH       SHARED                   32263
D URSTADT BIDDLE PPTYS INS       CL A             91728620        19      944 SH       SHARED      02              44            900
D US ECOLOGY INC                 COM              91732J10         0        4 SH       SHARED      02               4
D UTAH MED PRODS INC             COM              91748810         8      239 SH       SHARED                     239
D UTAH MED PRODS INC             COM              91748810        33     1000 SH       SHARED      01            1000
D UTAH MED PRODS INC             COM              91748810         0        1 SH       SHARED      02               1
D VCA ANTECH INC                 COM              91819410      3445   174710 SH       SHARED                  174481            229
D VCA ANTECH INC                 COM              91819410        75     3830 SH       SHARED      02            3830
D V F CORP                       COM              91820410       100      631 SH       SHARED                     631
D V F CORP                       COM              91820410     20785   130430 SH       SHARED                  130430
D V F CORP                       COM              91820410      6716    42148 SH       SHARED      01           37990           4158
D V F CORP                       COM              91820410       168     1060 SH       SHR/OTHR    01                           1060
D V F CORP                       COM              91820410       108      683 SH       SHARED      02              71            612
D V F CORP                       COM              91820410      6039    37900 SH       SHARED      04           37900
D V F CORP                       COM              91820410        71      450 SH       SHARED      05             450
D V F CORP                       COM              91820410      4167    26150 SH       SHARED      06           10730          15420
D V F CORP                       COM              91820410      6668    41844 SH       SHARED      10           41844
D V F CORP                       COM              91820410        70      440 SH       SHARED      20             440
D V F CORP                       COM              91820410         2       17 SH       SHARED      21                             17
D V F CORP                       COM              91820410       207     1300 SH       SHR/OTHR    21                           1300
D V F CORP                       COM              91820410       282     1775 SH       SHARED      23            1500            275
D V F CORP                       COM              91820410      1004     6305 SH       SHR/OTHR    23                           6305
D V F CORP                       COM              91820410       297     1869 SH       SHARED      27            1869
D V F CORP                       COM              91820410       956     6000 SH       SHARED      30            6000
D VSE CORP                       COM              91828410         3      148 SH       SHARED                     148
D VSE CORP                       COM              91828410         0        1 SH       SHARED      02               1
D VSE CORP                       COM              91828410        36     1500 SH       SHARED      26            1500
D VOC ENERGY TR                  TR UNIT          91829B10        12      669 SH       SHARED                     669
D VOC ENERGY TR                  TR UNIT          91829B10        39     2100 SH       SHARED      01            2100
D VOC ENERGY TR                  TR UNIT          91829B10       207    11100 SH       SHARED      02                          11100
D VOXX INTL CORP                 CL A             91829F10       479    64132 SH       SHARED                   64132
D VOXX INTL CORP                 CL A             91829F10         0       35 SH       SHARED      02              35
D VOXX INTL CORP                 CL A             91829F10        80    10800 SH       SHARED      26           10800
D VAALCO ENERGY INC              COM NEW          91851C20         0       16 SH       SHARED      02              16
D VAALCO ENERGY INC              COM NEW          91851C20       178    20900 SH       SHARED      26           20900
D VAIL RESORTS INC               COM              91879Q10       722    12530 SH       SHARED                   12245            285
D VAIL RESORTS INC               COM              91879Q10        53      928 SH       SHARED      02             928
D VAIL RESORTS INC               COM              91879Q10       432     7500 SH       SHARED      10            7500
D VALASSIS COMMUNICATIONS INC    COM              91886610      1015    41115 SH       SHARED                   38286           2829
D VALASSIS COMMUNICATIONS INC    COM              91886610        22      909 SH       SHARED      02             909
D VALHI INC NEW                  COM              91890510         1      113 SH       SHARED                     113
D VALEANT PHARMACEUTICALS INTL   COM              91911K10      7168   129691 SH       SHARED                  129691
D VALEANT PHARMACEUTICALS INTL   COM              91911K10       522     9462 SH       SHARED      02            4379           5083
D VALEANT PHARMACEUTICALS INTL   COM              91911K10         5     2200 SH CALL  SHARED      02            2200
D VALEANT PHARMACEUTICALS INTL   COM              91911K10         1     3500 SH PUT   SHARED      02            3500
D VALEANT PHARMACEUTICALS INTL   COM              91911K10      2363    42768 SH       SHARED      04           42768
D VALEANT PHARMACEUTICALS INTL   COM              91911K10       873    15800 SH       SHARED      05           15800
D VALEANT PHARMACEUTICALS INTL   COM              91911K10      1434    25950 SH       SHARED      06           23600           2350
D VALEANT PHARMACEUTICALS INTL   COM              91911K10       870    15749 SH       SHARED      32           15749
D VALE S A                       ADR              91912E10        74     4140 SH       SHARED                    4140
D VALE S A                       ADR              91912E10     65265  3646133 SH       SHARED                 3646133
D VALE S A                       ADR              91912E10         2     1250 SH CALL  SHARED                    1250
D VALE S A                       ADR              91912E10         4      500 SH PUT   SHARED                     500
D VALE S A                       ADR              91912E10        53     3000 SH       SHARED      01                           3000
D VALE S A                       ADR              91912E10     25229  1409465 SH       SHARED      02         1399462          10003
D VALE S A                       ADR              91912E10         2     3000 SH CALL  SHARED      02            3000
D VALE S A                       ADR              91912E10        14    25006 SH PUT   SHARED      02           25006
D VALE S A                       ADR              91912E10      9733   543750 SH       SHARED      04          543750
D VALE S A                       ADR              91912E10       308    17250 SH       SHARED      05           17250
D VALE S A                       ADR              91912E10      1158    64700 SH       SHARED      06            9700          55000
D VALE S A                       ADR              91912E10       205    11500 SH       SHARED      15           11500
D VALE S A                       ADR              91912E10        20     1125 SH       SHARED      21            1125
D VALE S A                       ADR              91912E10        99     5560 SH       SHR/OTHR    23                           5560
D VALE S A                       ADR REPSTG PFD   91912E20     34686  1998073 SH       SHARED                 1998073
D VALE S A                       ADR REPSTG PFD   91912E20        17     1000 SH       SHARED      01            1000
D VALE S A                       ADR REPSTG PFD   91912E20        10      619 SH       SHARED      02                            619
D VALE S A                       ADR REPSTG PFD   91912E20       668    38500 SH       SHARED      04           38500
D VALE S A                       ADR REPSTG PFD   91912E20      5247   302290 SH       SHARED      06          302290
D VALE S A                       ADR REPSTG PFD   91912E20      9190   529400 SH       SHARED      31          529400
D VALERO ENERGY CORP NEW         COM              91913Y10       104     3313 SH       SHARED                    3313
D VALERO ENERGY CORP NEW         COM              91913Y10    113707  3589265 SH       SHARED                 3588745            520
D VALERO ENERGY CORP NEW         COM              91913Y10      4335   136850 SH       SHARED      01          135300           1550
D VALERO ENERGY CORP NEW         COM              91913Y10       223     7052 SH       SHARED      02            4296           2756
D VALERO ENERGY CORP NEW         COM              91913Y10        32     7666 SH CALL  SHARED      02            7666
D VALERO ENERGY CORP NEW         COM              91913Y10     13196   416550 SH       SHARED      04          416550
D VALERO ENERGY CORP NEW         COM              91913Y10       152     4820 SH       SHARED      05            4820
D VALERO ENERGY CORP NEW         COM              91913Y10      1646    51970 SH       SHARED      06           31340          20630
D VALERO ENERGY CORP NEW         COM              91913Y10      9227   291267 SH       SHARED      10          291267
D VALERO ENERGY CORP NEW         COM              91913Y10       280     8840 SH       SHARED      21            8840
D VALERO ENERGY CORP NEW         COM              91913Y10       338    10700 SH       SHARED      26           10700
D VALERO ENERGY CORP NEW         COM              91913Y10        98     3123 SH       SHARED      27            3123
D VALERO ENERGY CORP NEW         COM              91913Y10      2798    88322 SH       SHARED      31           88322
D VALLEY NATL BANCORP            COM              91979410      7422   740726 SH       SHARED                  740726
D VALLEY NATL BANCORP            COM              91979410        93     9365 SH       SHARED      02            4274           5091
D VALLEY NATL BANCORP            COM              91979410       785    78386 SH       SHARED      10           78386
D VALLEY NATL BANCORP            *W EXP 06/30/201 91979412         0       34 SH       SHARED      02                             34
D VALMONT INDS INC               COM              92025310      3038    23110 SH       SHARED                   23110
D VALMONT INDS INC               COM              92025310         0        2 SH       SHARED      02               2
D VALMONT INDS INC               COM              92025310       197     1500 SH       SHARED      10            1500
D VALSPAR CORP                   COM              92035510     11804   210425 SH       SHARED                  210113            312
D VALSPAR CORP                   COM              92035510       804    14334 SH       SHARED      01           14334
D VALSPAR CORP                   COM              92035510        35      626 SH       SHARED      02             126            500
D VALSPAR CORP                   COM              92035510       129     2300 SH       SHARED      10            2300
D VALUE LINE INC                 COM              92043710         0       55 SH       SHARED                      55
D VALUE LINE INC                 COM              92043710         0        1 SH       SHARED      02               1
D VALUECLICK INC                 COM              92046N10      1209    70463 SH       SHARED                   69057           1406
D VALUECLICK INC                 COM              92046N10       103     6025 SH       SHARED      01             825           5200
D VALUECLICK INC                 COM              92046N10         1       95 SH       SHARED      02              95
D VALUEVISION MEDIA INC          CL A             92047K10        51    22047 SH       SHARED                   22047
D VANCEINFO TECHNOLOGIES INC     ADR              92156410       323    41168 SH       SHARED                   41168
D VANCEINFO TECHNOLOGIES INC     ADR              92156410         2      374 SH       SHARED      02             374
D VANDA PHARMACEUTICALS INC      COM              92165910         8     2036 SH       SHARED                    2036
D VANDA PHARMACEUTICALS INC      COM              92165910        39     9700 SH       SHARED      01            9700
D VANDA PHARMACEUTICALS INC      COM              92165910         0        8 SH       SHARED      02               8
D VANDA PHARMACEUTICALS INC      COM              92165910       789   195972 SH       SHARED      26          195972
D VANDA PHARMACEUTICALS INC      COM              92165910       199    49494 SH       SHARED      32           49494
D VANGUARD SPECIALIZED PORTFOL   DIV APP ETF      92190884       843    14132 SH       SHARED      02                          14132
D VANGUARD STAR FD               INTL STK IDXFD   92190976        45     1025 SH       SHARED      02                           1025
D VANGUARD WORLD FD              MEGA GRWTH IND   92191081       305     5365 SH       SHARED      02                           5365
D VANGUARD BD INDEX FD INC       LONG TERM BOND   92193779         9      100 SH       SHARED      02                            100
D VANGUARD BD INDEX FD INC       INTERMED TERM    92193781       115     1284 SH       SHARED      02                           1284
D VANGUARD BD INDEX FD INC       SHORT TRM BOND   92193782        42      526 SH       SHARED      01             526
D VANGUARD BD INDEX FD INC       SHORT TRM BOND   92193782        69      850 SH       SHR/OTHR    01                            850
D VANGUARD BD INDEX FD INC       SHORT TRM BOND   92193782      5713    70150 SH       SHARED      02             100          70050
D VANGUARD BD INDEX FD INC       SHORT TRM BOND   92193782        68      835 SH       SHARED      20             835
D VANGUARD BD INDEX FD INC       SHORT TRM BOND   92193782        41      513 SH       SHARED      23             513
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       102     1200 SH       SHARED      01            1200
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       163     1920 SH       SHR/OTHR    01                           1920
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783      9147   107424 SH       SHARED      02                         107424
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       167     1965 SH       SHARED      20            1965
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783        40      471 SH       SHARED      23             471
D VANGUARD TAX MANAGED INTL FD   MSCI EAFE ETF    92194385       177     5409 SH       SHARED      02               1           5408
D VANGUARD TAX MANAGED INTL FD   MSCI EAFE ETF    92194385     17194   522940 SH       SHARED      10          522940
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      3173    62963 SH       SHARED      01           36893          26070
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      3490    69255 SH       SHR/OTHR    01                          69255
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640     13237   262654 SH       SHARED      02                         262654
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640       379     7525 SH       SHARED      20            3025           4500
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640       448     8904 SH       SHARED      23            8904
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      2084    41355 SH       SHR/OTHR    23                          41355
D VANGUARD HEALTH SYS INC        COM              92203620       156    12625 SH       SHARED                   12625
D VANGUARD HEALTH SYS INC        COM              92203620         0        9 SH       SHARED      02               9
D VANGUARD HEALTH SYS INC        COM              92203620        32     2600 SH       SHARED      10            2600
D VANGUARD HEALTH SYS INC        COM              92203620       157    12700 SH       SHARED      32           12700
D VANGUARD WORLD FDS             CONSUM DIS ETF   92204A10       149     2000 SH       SHARED      02                           2000
D VANGUARD WORLD FDS             HEALTH CAR ETF   92204A50         9      125 SH       SHARED      02                            125
D VANGUARD WORLD FDS             INF TECH ETF     92204A70       358     4890 SH       SHARED      02                           4890
D VANGUARD WORLD FDS             UTILITIES ETF    92204A87        89     1150 SH       SHARED      01            1150
D VANGUARD WORLD FDS             UTILITIES ETF    92204A87        15      200 SH       SHARED      02                            200
D VANGUARD WORLD FDS             UTILITIES ETF    92204A87       203     2611 SH       SHR/OTHR    23                           2611
D VANGUARD WORLD FDS             TELCOMM ETF      92204A88         4       62 SH       SHARED      02                             62
D VANGUARD INTL EQUITY INDEX F   FTSE SMCAP ETF   92204271      7382    84419 SH       SHARED                   84419
D VANGUARD INTL EQUITY INDEX F   TT WRLD ST ETF   92204274       660    13754 SH       SHARED      01           13754
D VANGUARD INTL EQUITY INDEX F   TT WRLD ST ETF   92204274        38      799 SH       SHARED      23                            799
D VANGUARD INTL EQUITY INDEX F   ALLWRLD EX US    92204277       101     2353 SH       SHARED      01                           2353
D VANGUARD INTL EQUITY INDEX F   ALLWRLD EX US    92204277      1118    26040 SH       SHARED      02                          26040
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285      6515   156172 SH       SHARED                  156172
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285      1202    28817 SH       SHARED      01           26718           2099
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285       871    20881 SH       SHARED      02                          20881
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285      4421   105988 SH       SHARED      10          105988
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285        29      700 SH       SHARED      23             700
D VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 92204285       208     4986 SH       SHR/OTHR    23                           4986
D VANGUARD INTL EQUITY INDEX F   MSCI PAC ETF     92204286        53     1053 SH       SHARED      02                           1053
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       208     4600 SH       SHARED      01            2300           2300
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       181     4008 SH       SHR/OTHR    01                           4008
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       133     2939 SH       SHARED      02            1439           1500
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       187     4150 SH       SHARED      23            4150
D VANGUARD INTL EQUITY INDEX F   MSCI EUROPE ETF  92204287       280     6200 SH       SHR/OTHR    23                           6200
D VANGUARD NATURAL RESOURCES L   COM UNIT         92205F10      2357    81458 SH       SHARED                   81458
D VANGUARD NATURAL RESOURCES L   COM UNIT         92205F10       354    12250 SH       SHARED      02                          12250
D VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   92206C81       182     1967 SH       SHARED      01                           1967
D VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   92206C81        32      353 SH       SHARED      02                            353
D VANGUARD SCOTTSDALE FDS        LONG-TERM GOV    92206C84       279     3628 SH       SHARED      01                           3628
D VANTIV INC                     CL A             92210H10      6776   314433 SH       SHARED                  314433
D VANTIV INC                     CL A             92210H10         4      200 SH       SHARED      02             200
D VANTIV INC                     CL A             92210H10        21     1000 SH       SHARED      10            1000
D VARIAN MED SYS INC             COM              92220P10        35      586 SH       SHARED                     586
D VARIAN MED SYS INC             COM              92220P10      9836   163069 SH       SHARED                  163069
D VARIAN MED SYS INC             COM              92220P10      1652    27400 SH       SHARED      01           27400
D VARIAN MED SYS INC             COM              92220P10     12806   212313 SH       SHARED      02          212254             59
D VARIAN MED SYS INC             COM              92220P10      9940   164800 SH       SHARED      04          164800
D VARIAN MED SYS INC             COM              92220P10       389     6460 SH       SHARED      05            6460
D VARIAN MED SYS INC             COM              92220P10       911    15110 SH       SHARED      06           11710           3400
D VARIAN MED SYS INC             COM              92220P10      1822    30216 SH       SHARED      10           30216
D VARIAN MED SYS INC             COM              92220P10      9772   162015 SH       SHARED      31          162015
D VARIAN MED SYS INC             COM              92220P10       576     9562 SH       SHARED      32            9562
D VASCO DATA SEC INTL INC        COM              92230Y10       756    80656 SH       SHARED                   80656
D VASCO DATA SEC INTL INC        COM              92230Y10         0       54 SH       SHARED      02              54
D VASCO DATA SEC INTL INC        COM              92230Y10        24     2600 SH       SHARED      10            2600
D VASCULAR SOLUTIONS INC         COM              92231M10        45     3092 SH       SHARED                    3092
D VASCULAR SOLUTIONS INC         COM              92231M10         0        5 SH       SHARED      02               5
D VECTREN CORP                   COM              92240G10      2917   102027 SH       SHARED                  100888           1139
D VECTREN CORP                   COM              92240G10        65     2300 SH       SHARED      01            2300
D VECTREN CORP                   COM              92240G10       104     3637 SH       SHARED      02               2           3635
D VECTREN CORP                   COM              92240G10       346    12100 SH       SHARED      10           12100
D VECTREN CORP                   COM              92240G10        11      400 SH       SHARED      21             400
D VECTOR GROUP LTD               DBCV         6/1 92240MAL       635   580000 PRN      SHARED                  580000
D VECTOR GROUP LTD               FRNT        11/1 92240MAS       254   200000 PRN      SHARED                  200000
D VECTOR GROUP LTD               COM              92240M10       824    49679 SH       SHARED                   48368           1311
D VECTOR GROUP LTD               COM              92240M10        13      826 SH       SHARED      01             826
D VECTOR GROUP LTD               COM              92240M10      1174    70785 SH       SHARED      02           68265           2520
D VEECO INSTRS INC DEL           COM              92241710       882    29407 SH       SHARED                   28710            697
D VEECO INSTRS INC DEL           COM              92241710        39     1300 SH       SHARED      01            1300
D VEECO INSTRS INC DEL           COM              92241710        26      872 SH       SHARED      02              72            800
D VEECO INSTRS INC DEL           COM              92241710      1162    38750 SH       SHARED      05           38750
D VEECO INSTRS INC DEL           COM              92241710       189     6300 SH       SHARED      10            6300
D VEECO INSTRS INC DEL           COM              92241710       180     6000 SH       SHARED      26            6000
D VENOCO INC                     COM              92275P30        58     4953 SH       SHARED                    4953
D VENOCO INC                     COM              92275P30        39     3300 SH       SHARED      01            3300
D VENOCO INC                     COM              92275P30         6      508 SH       SHARED      02             508
D VENTAS INC                     COM              92276F10        62     1000 SH       SHARED                    1000
D VENTAS INC                     COM              92276F10     65543  1052900 SH       SHARED                 1052900
D VENTAS INC                     COM              92276F10      5353    86007 SH       SHARED      01           86007
D VENTAS INC                     COM              92276F10      2263    36354 SH       SHARED      02           28320           8034
D VENTAS INC                     COM              92276F10         0      950 SH CALL  SHARED      02             950
D VENTAS INC                     COM              92276F10        93     1500 SH       SHARED      05            1500
D VENTAS INC                     COM              92276F10      1955    31420 SH       SHARED      06           20110          11310
D VENTAS INC                     COM              92276F10     14700   236156 SH       SHARED      10          236156
D VENTAS INC                     COM              92276F10    212448  3412821 SH       SHARED      11         2077046        1335775
D VENTAS INC                     COM              92276F10       148     2391 SH       SHR/OTHR    23                           2391
D VENTAS INC                     COM              92276F10      1831    29429 SH       SHARED      26           29429
D VENTRUS BIOSCIENCES INC        COM              92282210         1      528 SH       SHARED                     528
D VENTRUS BIOSCIENCES INC        COM              92282210        23     6500 SH       SHARED      01            6500
D VENTRUS BIOSCIENCES INC        COM              92282210         0        4 SH       SHARED      02               4
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841      6808   103280 SH       SHARED                  103280
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841      1350    20480 SH       SHARED      01           17680           2800
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841        52      800 SH       SHARED      02                            800
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841       216     3280 SH       SHARED      04                           3280
D VANGUARD INDEX FDS             S^P 500 ETF SH   92290841      1539    23353 SH       SHR/OTHR    23                          23353
D VANGUARD INDEX FDS             MCAP VL IDXVIP   92290851        57     1000 SH       SHARED      02                           1000
D VANGUARD INDEX FDS             REIT ETF         92290855        11      170 SH       SHARED      01             170
D VANGUARD INDEX FDS             REIT ETF         92290855       523     8063 SH       SHARED      02                           8063
D VANGUARD INDEX FDS             SML CP GRW ETF   92290859       284     3226 SH       SHARED      02                           3226
D VANGUARD INDEX FDS             SM CP VAL ETF    92290861        53      750 SH       SHARED      01             750
D VANGUARD INDEX FDS             SM CP VAL ETF    92290861        16      232 SH       SHARED      02                            232
D VANGUARD INDEX FDS             MID CAP ETF      92290862        27      335 SH       SHARED      02                            335
D VANGUARD INDEX FDS             EXTEND MKT ETF   92290865      8736   146688 SH       SHARED      10          146688
D VANGUARD INDEX FDS             GROWTH ETF       92290873       110     1521 SH       SHARED      02                           1521
D VANGUARD INDEX FDS             VALUE ETF        92290874       331     5638 SH       SHARED      02                           5638
D VANGUARD INDEX FDS             SMALL CP ETF     92290875       174     2175 SH       SHARED      02                           2175
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876        55      750 SH       SHARED      01             750
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876     73898  1003373 SH       SHARED      10         1003373
D VANGUARD INDEX FDS             TOTAL STK MKT    92290876      1142    15509 SH       SHR/OTHR    23                          15509
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10      2798   258665 SH       SHARED                  258665
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10         7      700 SH       SHARED      02                            700
D VERA BRADLEY INC               COM              92335C10        78     3299 SH       SHARED                    3299
D VERA BRADLEY INC               COM              92335C10         4      204 SH       SHARED      02             204
D VERASTEM INC                   COM              92337C10       216    23066 SH       SHARED                   23066
D VERASTEM INC                   COM              92337C10         0        2 SH       SHARED      02               2
D VERENIUM CORP                  COM NEW          92340P20        11     3400 SH       SHARED      02            3400
D VERENIUM CORP                  COM NEW          92340P20       910   280107 SH       SHARED      26          280107
D VERENIUM CORP                  COM NEW          92340P20       261    80486 SH       SHARED      32           80486
D VERIFONE SYS INC               COM              92342Y10        12      445 SH       SHARED                                    445
D VERIFONE SYS INC               COM              92342Y10      5126   184089 SH       SHARED                  180386           3703
D VERIFONE SYS INC               COM              92342Y10         1     1185 SH CALL  SHARED                    1185
D VERIFONE SYS INC               COM              92342Y10        27     1329 SH PUT   SHARED                    1329
D VERIFONE SYS INC               COM              92342Y10      5445   195538 SH       SHARED      01          145927   300    49311
D VERIFONE SYS INC               COM              92342Y10      1872    67238 SH       SHR/OTHR    01                          67238
D VERIFONE SYS INC               COM              92342Y10      1978    71029 SH       SHARED      02           65001           6028
D VERIFONE SYS INC               COM              92342Y10      1058    38000 SH       SHARED      04           38000
D VERIFONE SYS INC               COM              92342Y10       211     7600 SH       SHARED      05            7600
D VERIFONE SYS INC               COM              92342Y10       133     4800 SH       SHARED      06            4800
D VERIFONE SYS INC               COM              92342Y10       184     6624 SH       SHARED      10            4800           1824
D VERIFONE SYS INC               COM              92342Y10       622    22346 SH       SHARED      20           17835   150     4361
D VERIFONE SYS INC               COM              92342Y10       190     6834 SH       SHR/OTHR    20                           6834
D VERIFONE SYS INC               COM              92342Y10       102     3674 SH       SHARED      21            3674
D VERIFONE SYS INC               COM              92342Y10        34     1225 SH       SHR/OTHR    21                           1225
D VERIFONE SYS INC               COM              92342Y10      1543    55437 SH       SHARED      23           48786           6651
D VERIFONE SYS INC               COM              92342Y10      1636    58763 SH       SHR/OTHR    23                          58763
D VERIFONE SYS INC               COM              92342Y10       937    33669 SH       SHARED      26           33669
D VERIFONE SYS INC               COM              92342Y10      1392    50000 SH       SHARED      30           50000
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD      6972  4575000 PRN      SHARED                                4575000
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD      3819  2506000 PRN      SHARED      02         2506000
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD      2209  1450000 PRN      SHARED      06                        1450000
D VERISIGN INC                   COM              92343E10     18590   381812 SH       SHARED                  381812
D VERISIGN INC                   COM              92343E10      2138    43925 SH       SHARED      01           43925
D VERISIGN INC                   COM              92343E10     63364  1301391 SH       SHARED      02         1300216           1175
D VERISIGN INC                   COM              92343E10        82     8961 SH CALL  SHARED      02            8961
D VERISIGN INC                   COM              92343E10         4      100 SH       SHARED      05             100
D VERISIGN INC                   COM              92343E10       742    15250 SH       SHARED      06           10020           5230
D VERISIGN INC                   COM              92343E10      2495    51260 SH       SHARED      10           51260
D VERISIGN INC                   COM              92343E10       379     7800 SH       SHARED      29            7800
D VERIZON COMMUNICATIONS INC     COM              92343V10       435     9565 SH       SHARED                    9565
D VERIZON COMMUNICATIONS INC     COM              92343V10    203753  4471224 SH       SHARED                 4462024           9200
D VERIZON COMMUNICATIONS INC     COM              92343V10         2     1000 SH CALL  SHARED                    1000
D VERIZON COMMUNICATIONS INC     COM              92343V10     38963   855032 SH       SHARED      01          784164          70868
D VERIZON COMMUNICATIONS INC     COM              92343V10      1398    30680 SH       SHR/OTHR    01                          30680
D VERIZON COMMUNICATIONS INC     COM              92343V10      8421   184806 SH       SHARED      02            5493         179313
D VERIZON COMMUNICATIONS INC     COM              92343V10        33     7930 SH CALL  SHARED      02            7930
D VERIZON COMMUNICATIONS INC     COM              92343V10         8    10010 SH PUT   SHARED      02           10010
D VERIZON COMMUNICATIONS INC     COM              92343V10        51     1125 SH       SHARED      04            1125
D VERIZON COMMUNICATIONS INC     COM              92343V10     37160   815455 SH       SHARED      04          815455
D VERIZON COMMUNICATIONS INC     COM              92343V10      3257    71490 SH       SHARED      05           71490
D VERIZON COMMUNICATIONS INC     COM              92343V10     14152   310573 SH       SHARED      06          213670          96903
D VERIZON COMMUNICATIONS INC     COM              92343V10     49280  1081421 SH       SHARED      10         1081421
D VERIZON COMMUNICATIONS INC     COM              92343V10       590    12957 SH       SHARED      20           10224           2733
D VERIZON COMMUNICATIONS INC     COM              92343V10        31      700 SH       SHR/OTHR    20                            700
D VERIZON COMMUNICATIONS INC     COM              92343V10       411     9035 SH       SHARED      21            9035
D VERIZON COMMUNICATIONS INC     COM              92343V10      4150    91080 SH       SHARED      23           82772           8308
D VERIZON COMMUNICATIONS INC     COM              92343V10      6307   138422 SH       SHR/OTHR    23                         138422
D VERIZON COMMUNICATIONS INC     COM              92343V10      4529    99387 SH       SHARED      27           99387
D VERIZON COMMUNICATIONS INC     COM              92343V10      3734    81959 SH       SHARED      29           81959
D VERIZON COMMUNICATIONS INC     COM              92343V10     15255   334771 SH       SHARED      31          334771
D VERINT SYS INC                 COM              92343X10      2368    86300 SH       SHARED                   86008            292
D VERINT SYS INC                 COM              92343X10       164     6007 SH       SHARED      02               7           6000
D VERISK ANALYTICS INC           CL A             92345Y10      1948    40916 SH       SHARED                   39042           1874
D VERISK ANALYTICS INC           CL A             92345Y10      1594    33500 SH       SHARED      01           33500
D VERISK ANALYTICS INC           CL A             92345Y10      1342    28206 SH       SHARED      02           28206
D VERISK ANALYTICS INC           CL A             92345Y10      1095    23000 SH       SHARED      04           23000
D VERISK ANALYTICS INC           CL A             92345Y10         4      100 SH       SHARED      05             100
D VERISK ANALYTICS INC           CL A             92345Y10       364     7650 SH       SHARED      06            7650
D VERISK ANALYTICS INC           CL A             92345Y10       152     3200 SH       SHARED      10            3200
D VERISK ANALYTICS INC           CL A             92345Y10      2919    61323 SH       SHARED      27           61323
D VERISK ANALYTICS INC           CL A             92345Y10      1085    22800 SH       SHARED      29           22800
D VERSANT CORP                   COM NEW          92528430         0      100 SH       SHARED      02             100
D VERSO PAPER CORP               COM              92531L10        36    22800 SH       SHARED      01           22800
D VERSO PAPER CORP               COM              92531L10         1     1000 SH       SHARED      02                           1000
D VERTEX PHARMACEUTICALS INC     NOTE  3.350%10/0 92532FAN      2985  2325000 PRN      SHARED      02         2325000
D VERTEX PHARMACEUTICALS INC     NOTE  3.350%10/0 92532FAN      1828  1424000 PRN      SHARED      06         1424000
D VERTEX PHARMACEUTICALS INC     COM              92532F10     22086   395176 SH       SHARED                  393637           1539
D VERTEX PHARMACEUTICALS INC     COM              92532F10      4355    77932 SH       SHARED      01           73543           4389
D VERTEX PHARMACEUTICALS INC     COM              92532F10       117     2102 SH       SHR/OTHR    01                           2102
D VERTEX PHARMACEUTICALS INC     COM              92532F10      3420    61203 SH       SHARED      02           60051           1152
D VERTEX PHARMACEUTICALS INC     COM              92532F10         2      900 SH CALL  SHARED      02             900
D VERTEX PHARMACEUTICALS INC     COM              92532F10         1     1500 SH PUT   SHARED      02            1500
D VERTEX PHARMACEUTICALS INC     COM              92532F10     21013   375982 SH       SHARED      04          375982
D VERTEX PHARMACEUTICALS INC     COM              92532F10        95     1700 SH       SHARED      05            1700
D VERTEX PHARMACEUTICALS INC     COM              92532F10       817    14630 SH       SHARED      06           13950            680
D VERTEX PHARMACEUTICALS INC     COM              92532F10       380     6800 SH       SHARED      10            6800
D VERTEX PHARMACEUTICALS INC     COM              92532F10        47      857 SH       SHARED      20             707            150
D VERTEX PHARMACEUTICALS INC     COM              92532F10         8      155 SH       SHARED      21             155
D VERTEX PHARMACEUTICALS INC     COM              92532F10        83     1490 SH       SHARED      23            1080            410
D VERTEX PHARMACEUTICALS INC     COM              92532F10       100     1805 SH       SHR/OTHR    23                           1805
D VERTEX PHARMACEUTICALS INC     COM              92532F10      1493    26720 SH       SHARED      26           26720
D VERTEX PHARMACEUTICALS INC     COM              92532F10       245     4400 SH       SHARED      30            4400
D VERTEX PHARMACEUTICALS INC     COM              92532F10      1094    19585 SH       SHARED      32           19585
D VIAD CORP                      COM NEW          92552R40       406    19494 SH       SHARED                   19494
D VIAD CORP                      COM NEW          92552R40         1       87 SH       SHARED      01              87
D VIAD CORP                      COM NEW          92552R40         0       37 SH       SHARED      02              37
D VIAD CORP                      COM NEW          92552R40       158     7600 SH       SHARED      10            7600
D VIASAT INC                     COM              92552V10      1164    31146 SH       SHARED                   30870            276
D VIASAT INC                     COM              92552V10        52     1400 SH       SHARED      01            1400
D VIASAT INC                     COM              92552V10         4      126 SH       SHARED      02             126
D VIASAT INC                     COM              92552V10       175     4700 SH       SHARED      10            4700
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80         2      139 SH       SHARED                     139
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80        29     1700 SH       SHARED      01            1700
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80         6      374 SH       SHARED      02             374
D VIASYSTEMS GROUP INC           COM PAR$.01      92553H80        67     3900 SH       SHARED      26            3900
D VIACOM INC NEW                 CL A             92553P10        18      347 SH       SHARED      01             347
D VIACOM INC NEW                 CL B             92553P20        79     1482 SH       SHARED                    1482
D VIACOM INC NEW                 CL B             92553P20     62376  1163959 SH       SHARED                 1163959
D VIACOM INC NEW                 CL B             92553P20      7366   137454 SH       SHARED      01          137454
D VIACOM INC NEW                 CL B             92553P20     16220   302672 SH       SHARED      02          300054           2618
D VIACOM INC NEW                 CL B             92553P20         2     1851 SH CALL  SHARED      02            1851
D VIACOM INC NEW                 CL B             92553P20      2759    51500 SH       SHARED      04           51500
D VIACOM INC NEW                 CL B             92553P20       187     3495 SH       SHARED      05            3495
D VIACOM INC NEW                 CL B             92553P20      3971    74115 SH       SHARED      06           54010          20105
D VIACOM INC NEW                 CL B             92553P20      8849   165142 SH       SHARED      10          165142
D VIACOM INC NEW                 CL B             92553P20       214     4000 SH       SHARED      23            3000           1000
D VIACOM INC NEW                 CL B             92553P20        87     1627 SH       SHR/OTHR    23                           1627
D VIACOM INC NEW                 CL B             92553P20       406     7581 SH       SHARED      26            7581
D VIACOM INC NEW                 CL B             92553P20       235     4400 SH       SHARED      30            4400
D VICAL INC                      COM              92560210       175    40589 SH       SHARED                   40589
D VICAL INC                      COM              92560210         0       21 SH       SHARED      02              21
D VICAL INC                      COM              92560210       230    53183 SH       SHARED      04           53183
D VICAL INC                      COM              92560210        45    10500 SH       SHARED      10           10500
D VICOR CORP                     COM              92581510       112    16885 SH       SHARED                   16885
D VICOR CORP                     COM              92581510         0       35 SH       SHARED      02              35
D VICOR CORP                     COM              92581510        18     2800 SH       SHARED      10            2800
D VIEWPOINT FINL GROUP INC MD    COM              92672A10      2520   131501 SH       SHARED                  131501
D VIEWPOINT FINL GROUP INC MD    COM              92672A10         1       65 SH       SHARED      02              65
D VILLAGE SUPER MKT INC          CL A NEW         92710740        37     1013 SH       SHARED                    1013
D VILLAGE SUPER MKT INC          CL A NEW         92710740         0        2 SH       SHARED      02               2
D VILLAGE SUPER MKT INC          CL A NEW         92710740        66     1800 SH       SHARED      10            1800
D VIMPELCOM LTD                  SPONSORED ADR    92719A10        28     2432 SH       SHARED                    2432
D VIMPELCOM LTD                  SPONSORED ADR    92719A10       357    30000 SH       SHARED      04           30000
D VIMPELCOM LTD                  SPONSORED ADR    92719A10      4403   370000 SH       SHARED      05          370000
D VIMPELCOM LTD                  SPONSORED ADR    92719A10      6247   525000 SH       SHARED      06                         525000
D VIPSHOP HLDGS LTD              SPONSORED ADR    92763W10        76    10150 SH       SHARED      02                          10150
D VIRGIN MEDIA INC               NOTE  6.500%11/1 92769LAB     14955  8680000 PRN      SHARED                 5680000        3000000
D VIRGIN MEDIA INC               NOTE  6.500%11/1 92769LAB      7489  4347000 PRN      SHARED      02         4347000
D VIRGIN MEDIA INC               COM              92769L10     15911   540855 SH       SHARED                  540855
D VIRGIN MEDIA INC               COM              92769L10      1860    63225 SH       SHARED      01           63225
D VIRGIN MEDIA INC               COM              92769L10         2       92 SH       SHARED      02              12             80
D VIRGIN MEDIA INC               COM              92769L10         8     1584 SH CALL  SHARED      02            1584
D VIRGIN MEDIA INC               COM              92769L10      1765    60000 SH       SHARED      04           60000
D VIRGIN MEDIA INC               COM              92769L10        44     1500 SH       SHARED      05            1500
D VIRGIN MEDIA INC               COM              92769L10       458    15600 SH       SHARED      06           14190           1410
D VIRGIN MEDIA INC               COM              92769L10       202     6900 SH       SHARED      10            6900
D VIRGIN MEDIA INC               COM              92769L10       244     8300 SH       SHARED      29            8300
D VIRGINIA COMM BANCORP INC      COM              92778Q10        36     4158 SH       SHARED                    4158
D VIRGINIA COMM BANCORP INC      COM              92778Q10         0        4 SH       SHARED      02               4
D VISION-SCIENCES INC DEL        COM              92791210        23    18079 SH       SHARED      01           18079
D VISTA GOLD CORP                COM NEW          92792630       225    62180 SH       SHARED                   62180
D VISTA GOLD CORP                COM NEW          92792630         0        9 SH       SHARED      02               9
D VIRNETX HLDG CORP              COM              92823T10       230     9056 SH       SHARED                    7403           1653
D VIRNETX HLDG CORP              COM              92823T10       162     6400 SH       SHARED      01            6400
D VIRNETX HLDG CORP              COM              92823T10        10      396 SH       SHARED      02             396
D VIRNETX HLDG CORP              COM              92823T10       106     4200 SH       SHARED      10            4200
D VIROPHARMA INC                 NOTE  2.000% 3/1 928241AH      1756  1000000 PRN      SHARED                                1000000
D VIROPHARMA INC                 NOTE  2.000% 3/1 928241AH      1756  1000000 PRN      SHARED      02         1000000
D VIROPHARMA INC                 COM              92824110      1603    53103 SH       SHARED                   53103
D VIROPHARMA INC                 COM              92824110       110     3675 SH       SHARED      01            3675
D VIROPHARMA INC                 COM              92824110      1188    39351 SH       SHARED      02           31351           8000
D VIROPHARMA INC                 COM              92824110      2098    69510 SH       SHARED      04           69510
D VIROPHARMA INC                 COM              92824110       326    10800 SH       SHARED      10           10800
D VISA INC                       COM CL A         92826C83        79      593 SH       SHARED                     593
D VISA INC                       COM CL A         92826C83      8505    63344 SH       SHARED                   63344
D VISA INC                       COM CL A         92826C83     19368   144240 SH       SHARED      01          141500           2740
D VISA INC                       COM CL A         92826C83         4       30 SH       SHR/OTHR    01                             30
D VISA INC                       COM CL A         92826C83      2495    18586 SH       SHARED      02             141          18445
D VISA INC                       COM CL A         92826C83      3974    29600 SH       SHARED      04           29600
D VISA INC                       COM CL A         92826C83      1086     8090 SH       SHARED      05            8090
D VISA INC                       COM CL A         92826C83      7475    55670 SH       SHARED      06           37540          18130
D VISA INC                       COM CL A         92826C83     21193   157831 SH       SHARED      10          157831
D VISA INC                       COM CL A         92826C83       617     4600 SH       SHARED      15            4600
D VISA INC                       COM CL A         92826C83       518     3865 SH       SHARED      21            3865
D VISA INC                       COM CL A         92826C83         6       50 SH       SHR/OTHR    21                             50
D VISA INC                       COM CL A         92826C83       906     6750 SH       SHARED      23            6750
D VISA INC                       COM CL A         92826C83       689     5135 SH       SHR/OTHR    23                           5135
D VISA INC                       COM CL A         92826C83      4681    34864 SH       SHARED      27           34864
D VISA INC                       COM CL A         92826C83      1835    13670 SH       SHARED      29           13670
D VISA INC                       COM CL A         92826C83      8317    61944 SH       SHARED      31           61944
D VIRTUSA CORP                   COM              92827P10       268    15121 SH       SHARED                   15121
D VIRTUSA CORP                   COM              92827P10         0       38 SH       SHARED      02              38
D VIRTUS INVT PARTNERS INC       COM              92828Q10       388     4517 SH       SHARED                    4517
D VIRTUS INVT PARTNERS INC       COM              92828Q10         3       42 SH       SHARED      02              42
D VIRTUS INVT PARTNERS INC       COM              92828Q10         0        8 SH       SHARED      23               8
D VIRTUS TOTAL RETURN FD         COM              92829A10         3     1000 SH       SHARED      02                           1000
D VISHAY INTERTECHNOLOGY INC     COM              92829810      9958  1013058 SH       SHARED                 1011663           1395
D VISHAY INTERTECHNOLOGY INC     COM              92829810      7747   788156 SH       SHARED      02          788003            153
D VISHAY INTERTECHNOLOGY INC     COM              92829810       488    49700 SH       SHARED      06           49700
D VISHAY INTERTECHNOLOGY INC     COM              92829810      4830   491448 SH       SHARED      10          491448
D VISHAY PRECISION GROUP INC     COM              92835K10       157    11246 SH       SHARED                   11189             57
D VISHAY PRECISION GROUP INC     COM              92835K10         0        3 SH       SHARED      02               3
D VISHAY PRECISION GROUP INC     COM              92835K10        86     6200 SH       SHARED      26            6200
D VISTEON CORP                   COM NEW          92839U20     10277   231156 SH       SHARED                  231156
D VISTEON CORP                   COM NEW          92839U20         0        6 SH       SHARED      01                              6
D VISTEON CORP                   COM NEW          92839U20        60     1362 SH       SHARED      02            1362
D VISTEON CORP                   COM NEW          92839U20        26      600 SH       SHARED      10             600
D VISTEON CORP                   COM NEW          92839U20         0        2 SH       SHR/OTHR    23                              2
D VITACOST COM INC               COM              92847A20        25     3744 SH       SHARED                    3744
D VITACOST COM INC               COM              92847A20         0        6 SH       SHARED      02               6
D VITACOST COM INC               COM              92847A20       913   134271 SH       SHARED      21                         134271
D VITAMIN SHOPPE INC             COM              92849E10      1718    29465 SH       SHARED                   29015            450
D VITAMIN SHOPPE INC             COM              92849E10         3       57 SH       SHARED      02              57
D VITESSE SEMICONDUCTOR CORP     COM NEW          92849730         4     2003 SH       SHARED      02               3           2000
D VITESSE SEMICONDUCTOR CORP     COM NEW          92849730         0        2 SH       SHARED      15               2
D VITRAN CORP INC                COM              92850E10         1      261 SH       SHARED                     261
D VITRAN CORP INC                COM              92850E10        11     2000 SH       SHARED      02                           2000
D VIVUS INC                      COM              92855110       980    55070 SH       SHARED                   55070
D VIVUS INC                      COM              92855110      1300    73036 SH       SHARED                   71336           1700
D VIVUS INC                      COM              92855110        37     2100 SH       SHARED      01            2100
D VIVUS INC                      COM              92855110         8      486 SH       SHARED      02              26            460
D VIVUS INC                      COM              92855110      1984   111443 SH       SHARED      04          111443
D VIVUS INC                      COM              92855110         7      440 SH       SHARED      21             440
D VMWARE INC                     CL A COM         92856340      5453    56373 SH       SHARED                   56373
D VMWARE INC                     CL A COM         92856340      1988    20550 SH       SHARED      01           20550
D VMWARE INC                     CL A COM         92856340       158     1637 SH       SHARED      02             212           1425
D VMWARE INC                     CL A COM         92856340      2070    21400 SH       SHARED      04           21400
D VMWARE INC                     CL A COM         92856340         2       30 SH       SHARED      05              30
D VMWARE INC                     CL A COM         92856340       324     3350 SH       SHARED      06            3350
D VMWARE INC                     CL A COM         92856340       212     2200 SH       SHARED      10            2200
D VMWARE INC                     CL A COM         92856340        19      200 SH       SHARED      20                            200
D VMWARE INC                     CL A COM         92856340       338     3500 SH       SHARED      30            3500
D VOCERA COMMUNICATIONS INC      COM              92857F10         9      293 SH       SHARED                     293
D VOCERA COMMUNICATIONS INC      COM              92857F10         0        3 SH       SHARED      02               3
D VOCERA COMMUNICATIONS INC      COM              92857F10       105     3409 SH       SHARED      04            3409
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       133     4700 SH       SHARED                    4320            380
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20     41323  1449954 SH       SHARED                 1449954
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      3732   130971 SH       SHARED      01           98385          32586
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       479    16826 SH       SHR/OTHR    01                          16826
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      9620   337547 SH       SHARED      02          164500         173047
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20         7     7150 SH PUT   SHARED      02            7150
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       363    12737 SH       SHARED      20            2425          10312
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        37     1312 SH       SHR/OTHR    20                           1312
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        90     3179 SH       SHARED      21            3179
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       721    25311 SH       SHARED      23           23059           2252
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       964    33832 SH       SHR/OTHR    23                          33832
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       712    25000 SH       SHARED      26           25000
D VOCUS INC                      COM              92858J10       656    32723 SH       SHARED                   32723
D VOCUS INC                      COM              92858J10       695    34647 SH       SHARED      02               6          34641
D VOCUS INC                      COM              92858J10        30     1500 SH       SHARED      10            1500
D VOLCANO CORPORATION            COM              92864510      2198    76940 SH       SHARED                   72677           4263
D VOLCANO CORPORATION            COM              92864510       163     5714 SH       SHARED      02            4814            900
D VOLCANO CORPORATION            COM              92864510      1714    60000 SH       SHARED      04           60000
D VOLCANO CORPORATION            COM              92864510        37     1300 SH       SHARED      06            1300
D VOLCANO CORPORATION            COM              92864510        13      456 SH       SHARED      21             456
D VOLCANO CORPORATION            COM              92864510        82     2900 SH       SHARED      32            2900
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810       500    22883 SH       SHARED                   22074            809
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        15      722 SH       SHARED      02             722
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        76     3500 SH       SHARED      10            3500
D VONAGE HLDGS CORP              COM              92886T20       121    53326 SH       SHARED                   53326
D VONAGE HLDGS CORP              COM              92886T20        18     8100 SH       SHARED      01            8100
D VONAGE HLDGS CORP              COM              92886T20         0       25 SH       SHARED      02              25
D WI-LAN INC                     COM              92897210      1115   198921 SH       SHARED                  198921
D VORNADO RLTY TR                SH BEN INT       92904210        42      526 SH       SHARED                     526
D VORNADO RLTY TR                SH BEN INT       92904210     28971   357446 SH       SHARED                  357446
D VORNADO RLTY TR                SH BEN INT       92904210      3377    41676 SH       SHARED      01           41676
D VORNADO RLTY TR                SH BEN INT       92904210       112     1390 SH       SHARED      02             630            760
D VORNADO RLTY TR                SH BEN INT       92904210         2      950 SH CALL  SHARED      02             950
D VORNADO RLTY TR                SH BEN INT       92904210        25      315 SH       SHARED      04             315
D VORNADO RLTY TR                SH BEN INT       92904210       121     1493 SH       SHARED      05            1493
D VORNADO RLTY TR                SH BEN INT       92904210      1641    20249 SH       SHARED      06           13106           7143
D VORNADO RLTY TR                SH BEN INT       92904210     13943   172035 SH       SHARED      10          172035
D VORNADO RLTY TR                SH BEN INT       92904210    209855  2589212 SH       SHARED      11         1464190        1125022
D VORNADO RLTY TR                SH BEN INT       92904210       928    11458 SH       SHARED      26           11458
D VRINGO INC                     COM              92911N10       327   112971 SH       SHARED                  112971
D VRINGO INC                     COM              92911N10         2     1000 SH       SHARED      02                           1000
D VRINGO INC                     COM              92911N10         0     1000 SH CALL  SHARED      02            1000
D VULCAN MATLS CO                COM              92916010     12064   255060 SH       SHARED                  255060
D VULCAN MATLS CO                COM              92916010      1551    32800 SH       SHARED      01           32800
D VULCAN MATLS CO                COM              92916010        29      622 SH       SHARED      02             252            370
D VULCAN MATLS CO                COM              92916010     76729  1622195 SH       SHARED      04         1613295           8900
D VULCAN MATLS CO                COM              92916010        83     1760 SH       SHARED      05            1760
D VULCAN MATLS CO                COM              92916010       321     6800 SH       SHARED      06            3400           3400
D VULCAN MATLS CO                COM              92916010      1429    30229 SH       SHARED      10           30229
D VULCAN MATLS CO                COM              92916010        37      800 SH       SHARED      23             800
D W & T OFFSHORE INC             COM              92922P10      4310   229524 SH       SHARED                  228095           1429
D W & T OFFSHORE INC             COM              92922P10         0        5 SH       SHARED      02               5
D W & T OFFSHORE INC             COM              92922P10     11904   633884 SH       SHARED      10          633884
D WD-40 CO                       COM              92923610       606    11518 SH       SHARED                   11518
D WD-40 CO                       COM              92923610         2       44 SH       SHARED      02              44
D WGL HLDGS INC                  COM              92924F10     32296   802399 SH       SHARED                  802383             16
D WGL HLDGS INC                  COM              92924F10       120     3000 SH       SHARED      01            3000
D WGL HLDGS INC                  COM              92924F10        45     1139 SH       SHARED      02            1139
D WGL HLDGS INC                  COM              92924F10       587    14600 SH       SHARED      10           14600
D WABCO HLDGS INC                COM              92927K10       966    16767 SH       SHARED                   16311            456
D WABCO HLDGS INC                COM              92927K10       992    17202 SH       SHARED      01           17202
D WABCO HLDGS INC                COM              92927K10        88     1527 SH       SHARED      02            1027            500
D WABCO HLDGS INC                COM              92927K10        86     1500 SH       SHARED      10            1500
D WABCO HLDGS INC                COM              92927K10         9      164 SH       SHARED      21             164
D WMS INDS INC                   COM              92929710      1881   114876 SH       SHARED                  114876
D WMS INDS INC                   COM              92929710         3      200 SH       SHARED      01             200
D WMS INDS INC                   COM              92929710         0        8 SH       SHARED      02               8
D W P CAREY & CO LLC             COM              92930Y10       465     9500 SH       SHARED                    9500
D W P CAREY & CO LLC             COM              92930Y10        78     1600 SH       SHARED      02                           1600
D WNS HOLDINGS LTD               SPON ADR         92932M10      1813   177087 SH       SHARED                  177017             70
D WSFS FINL CORP                 COM              92932810        46     1115 SH       SHARED                    1115
D WSFS FINL CORP                 COM              92932810         0        1 SH       SHARED      02               1
D WPP PLC                        ADR              92933H10        49      730 SH       SHARED                     730
D WPP PLC                        ADR              92933H10         0       13 SH       SHARED                      13
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210       739    49529 SH       SHARED                   49529
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210         5      388 SH       SHARED      02             388
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210      1604   107450 SH       SHARED      04          107450
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210       386    25875 SH       SHARED      26           25875
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210        74     5000 SH       SHARED      32            5000
D WABASH NATL CORP               COM              92956610        79    11140 SH       SHARED                   11140
D WABASH NATL CORP               COM              92956610      5414   759453 SH       SHARED      02          724453          35000
D WABTEC CORP                    COM              92974010      6357    79181 SH       SHARED                   79158             23
D WABTEC CORP                    COM              92974010         0        1 SH       SHARED      02               1
D WABTEC CORP                    COM              92974010       144     1800 SH       SHARED      10            1800
D WADDELL & REED FINL INC        CL A             93005910      4569   139433 SH       SHARED                  139433
D WADDELL & REED FINL INC        CL A             93005910        54     1666 SH       SHARED      01            1666
D WADDELL & REED FINL INC        CL A             93005910        51     1586 SH       SHARED      02            1586
D WADDELL & REED FINL INC        CL A             93005910     25483   777638 SH       SHARED      10          777638
D WAGEWORKS INC                  COM              93042710         4      260 SH       SHARED                     260
D WAGEWORKS INC                  COM              93042710         0        2 SH       SHARED      02               2
D WAGEWORKS INC                  COM              93042710      1047    60000 SH       SHARED      04           60000
D WAL-MART STORES INC            COM              93114210      1757    23818 SH       SHARED                   20558           3260
D WAL-MART STORES INC            COM              93114210    198289  2686847 SH       SHARED                 2683663           3184
D WAL-MART STORES INC            COM              93114210         1     3325 SH PUT   SHARED                    3325
D WAL-MART STORES INC            COM              93114210     50443   683515 SH       SHARED      01          621250          62265
D WAL-MART STORES INC            COM              93114210      4062    55047 SH       SHR/OTHR    01                          55047
D WAL-MART STORES INC            COM              93114210     14394   195041 SH       SHARED      02          179230          15811
D WAL-MART STORES INC            COM              93114210        34     5885 SH CALL  SHARED      02            5885
D WAL-MART STORES INC            COM              93114210         4     4585 SH PUT   SHARED      02            4585
D WAL-MART STORES INC            COM              93114210       729     9890 SH       SHARED      04            5817           4073
D WAL-MART STORES INC            COM              93114210      6766    91692 SH       SHARED      04           91692
D WAL-MART STORES INC            COM              93114210       876    11870 SH       SHARED      05           11870
D WAL-MART STORES INC            COM              93114210     14986   203072 SH       SHARED      06          142770          60302
D WAL-MART STORES INC            COM              93114210     57488   778971 SH       SHARED      10          778372            599
D WAL-MART STORES INC            COM              93114210       372     5050 SH       SHARED      15            5050
D WAL-MART STORES INC            COM              93114210       811    10992 SH       SHARED      20            8960    50     1982
D WAL-MART STORES INC            COM              93114210      2110    28595 SH       SHR/OTHR    20                          28595
D WAL-MART STORES INC            COM              93114210       518     7031 SH       SHARED      21            6995             36
D WAL-MART STORES INC            COM              93114210      1241    16825 SH       SHR/OTHR    21                          16825
D WAL-MART STORES INC            COM              93114210      8266   112013 SH       SHARED      23          105888           6125
D WAL-MART STORES INC            COM              93114210      6446    87353 SH       SHR/OTHR    23                          87353
D WAL-MART STORES INC            COM              93114210      1322    17924 SH       SHARED      26           17924
D WAL-MART STORES INC            COM              93114210      3517    47658 SH       SHARED      27           47658
D WAL-MART STORES INC            COM              93114210      1544    20930 SH       SHARED      29           20930
D WAL-MART STORES INC            COM              93114210      1911    25900 SH       SHARED      30           25900
D WAL-MART STORES INC            COM              93114210     20907   283304 SH       SHARED      31          283304
D WALGREEN CO                    COM              93142210       104     2865 SH       SHARED                    2865
D WALGREEN CO                    COM              93142210     27041   742073 SH       SHARED                  742073
D WALGREEN CO                    COM              93142210      8716   239200 SH       SHARED      01          239200
D WALGREEN CO                    COM              93142210       608    16700 SH       SHR/OTHR    01                          16700
D WALGREEN CO                    COM              93142210       443    12161 SH       SHARED      02             114          12047
D WALGREEN CO                    COM              93142210         8     6733 SH CALL  SHARED      02            6733
D WALGREEN CO                    COM              93142210         1     3027 SH PUT   SHARED      02            3027
D WALGREEN CO                    COM              93142210      1133    31119 SH       SHARED      04           31119
D WALGREEN CO                    COM              93142210       234     6430 SH       SHARED      05            6430
D WALGREEN CO                    COM              93142210      3420    93880 SH       SHARED      06           62580          31300
D WALGREEN CO                    COM              93142210     13947   382753 SH       SHARED      10          382753
D WALGREEN CO                    COM              93142210        51     1400 SH       SHARED      20                           1400
D WALGREEN CO                    COM              93142210        91     2500 SH       SHR/OTHR    20                           2500
D WALGREEN CO                    COM              93142210       102     2807 SH       SHARED      21            2807
D WALGREEN CO                    COM              93142210        55     1525 SH       SHARED      23             725            800
D WALGREEN CO                    COM              93142210      1377    37800 SH       SHR/OTHR    23                          37800
D WALGREEN CO                    COM              93142210       306     8400 SH       SHARED      26            8400
D WALGREEN CO                    COM              93142210       506    13900 SH       SHARED      32           13900
D WALKER & DUNLOP INC            COM              93148P10        37     2442 SH       SHARED                    2442
D WALKER & DUNLOP INC            COM              93148P10         0        1 SH       SHARED      02               1
D WALTER ENERGY INC              COM              93317Q10     13601   419018 SH       SHARED                  418634            384
D WALTER ENERGY INC              COM              93317Q10      1244    38340 SH       SHARED      01           36637           1703
D WALTER ENERGY INC              COM              93317Q10        96     2981 SH       SHR/OTHR    01                           2981
D WALTER ENERGY INC              COM              93317Q10        48     1498 SH       SHARED      02             102           1396
D WALTER ENERGY INC              COM              93317Q10         0      200 SH CALL  SHARED      02             200
D WALTER ENERGY INC              COM              93317Q10         1      100 SH PUT   SHARED      02             100
D WALTER ENERGY INC              COM              93317Q10       297     9169 SH       SHARED      04            9169
D WALTER ENERGY INC              COM              93317Q10         0       30 SH       SHARED      05              30
D WALTER ENERGY INC              COM              93317Q10        58     1800 SH       SHARED      10            1800
D WALTER ENERGY INC              COM              93317Q10        78     2425 SH       SHARED      20            1895    45      485
D WALTER ENERGY INC              COM              93317Q10         5      170 SH       SHR/OTHR    20                            170
D WALTER ENERGY INC              COM              93317Q10       115     3550 SH       SHARED      23            3250            300
D WALTER ENERGY INC              COM              93317Q10        39     1210 SH       SHR/OTHR    23                           1210
D WALTER INVT MGMT CORP          COM              93317W10       862    23314 SH       SHARED                   23314
D WALTER INVT MGMT CORP          COM              93317W10       671    18141 SH       SHARED      01           15741           2400
D WALTER INVT MGMT CORP          COM              93317W10       980    26500 SH       SHR/OTHR    01                          26500
D WALTER INVT MGMT CORP          COM              93317W10         3      105 SH       SHARED      02             105
D WARNACO GROUP INC              COM NEW          93439040      2028    39080 SH       SHARED                   39080
D WARNACO GROUP INC              COM NEW          93439040         0       11 SH       SHARED      02              11
D WARNACO GROUP INC              COM NEW          93439040       207     4000 SH       SHARED      04            4000
D WARREN RES INC                 COM              93564A10       158    52190 SH       SHARED                   52190
D WARREN RES INC                 COM              93564A10        21     7100 SH       SHARED      01            7100
D WARREN RES INC                 COM              93564A10         0       14 SH       SHARED      02              14
D WARREN RES INC                 COM              93564A10       200    66000 SH       SHARED      10           66000
D WASHINGTON BKG CO OAK HBR WA   COM              93730310        10      746 SH       SHARED                     746
D WASHINGTON BKG CO OAK HBR WA   COM              93730310         8      602 SH       SHARED      02             602
D WASHINGTON BKG CO OAK HBR WA   COM              93730310        94     6700 SH       SHARED      26            6700
D WASHINGTON FED INC             COM              93882410      4452   267282 SH       SHARED                  267282
D WASHINGTON FED INC             COM              93882410        10      638 SH       SHARED      02             396            242
D WASHINGTON FED INC             COM              93882410     25994  1560280 SH       SHARED      10         1560280
D WASHINGTON FED INC             *W EXP 11/14/201 93882411       238    76562 SH       SHARED      02           76562
D WASHINGTON POST CO             CL B             93964010        71      198 SH       SHARED                     198
D WASHINGTON POST CO             CL B             93964010      1624     4474 SH       SHARED                    4474
D WASHINGTON POST CO             CL B             93964010       399     1100 SH       SHARED      01            1100
D WASHINGTON POST CO             CL B             93964010        40      111 SH       SHARED      02             111
D WASHINGTON POST CO             CL B             93964010       387     1067 SH       SHARED      10            1067
D WASHINGTON POST CO             CL B             93964010        36      100 SH       SHARED      20                            100
D WASHINGTON POST CO             CL B             93964010       326      900 SH       SHR/OTHR    20                            900
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310      4584   170936 SH       SHARED                  170936
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310         0       25 SH       SHARED      01              25
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310        80     3014 SH       SHARED      02              14           3000
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310      3064   114250 SH       SHARED      10          114250
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310     87491  3262159 SH       SHARED      11         1421650        1840509
D WASHINGTON TR BANCORP          COM              94061010        57     2197 SH       SHARED                    2197
D WASHINGTON TR BANCORP          COM              94061010         0        2 SH       SHARED      02               2
D WASHINGTON TR BANCORP          COM              94061010       178     6800 SH       SHARED      10            6800
D WASTE CONNECTIONS INC          COM              94105310     10125   334715 SH       SHARED                  330997           3718
D WASTE CONNECTIONS INC          COM              94105310        16      554 SH       SHARED      02             554
D WASTE CONNECTIONS INC          COM              94105310       204     6775 SH       SHARED      10            6775
D WASTE CONNECTIONS INC          COM              94105310        18      601 SH       SHARED      21             601
D WASTE MGMT INC DEL             COM              94106L10       227     7100 SH       SHARED                    7100
D WASTE MGMT INC DEL             COM              94106L10     23924   745780 SH       SHARED                  743530           2250
D WASTE MGMT INC DEL             COM              94106L10      3889   121245 SH       SHARED      01          115920           5325
D WASTE MGMT INC DEL             COM              94106L10        40     1250 SH       SHR/OTHR    01                           1250
D WASTE MGMT INC DEL             COM              94106L10      1412    44033 SH       SHARED      02           36436           7597
D WASTE MGMT INC DEL             COM              94106L10         0     1522 SH CALL  SHARED      02            1522
D WASTE MGMT INC DEL             COM              94106L10        79     2470 SH       SHARED      05            2470
D WASTE MGMT INC DEL             COM              94106L10      1728    53880 SH       SHARED      06           34900          18980
D WASTE MGMT INC DEL             COM              94106L10      7811   243491 SH       SHARED      10          243491
D WASTE MGMT INC DEL             COM              94106L10       104     3250 SH       SHARED      20            3250
D WASTE MGMT INC DEL             COM              94106L10        27      845 SH       SHARED      21             845
D WASTE MGMT INC DEL             COM              94106L10        25      800 SH       SHARED      23                            800
D WASTE MGMT INC DEL             COM              94106L10       102     3200 SH       SHR/OTHR    23                           3200
D WASTE MGMT INC DEL             COM              94106L10      4349   135579 SH       SHARED      31          135579
D WATERS CORP                    COM              94184810        39      477 SH       SHARED                     477
D WATERS CORP                    COM              94184810     10470   125652 SH       SHARED                  125652
D WATERS CORP                    COM              94184810      1818    21825 SH       SHARED      01           21825
D WATERS CORP                    COM              94184810        27      331 SH       SHARED      02              71            260
D WATERS CORP                    COM              94184810        24      300 SH       SHARED      04             300
D WATERS CORP                    COM              94184810         5       70 SH       SHARED      05              70
D WATERS CORP                    COM              94184810       563     6760 SH       SHARED      06            4040           2720
D WATERS CORP                    COM              94184810      2007    24085 SH       SHARED      10           24085
D WATERSTONE FINANCIAL INC       COM              94188810         1      384 SH       SHARED                     384
D WATERSTONE FINANCIAL INC       COM              94188810         0        1 SH       SHARED      02               1
D WATSCO INC                     COM              94262220      3001    39597 SH       SHARED                   39198            399
D WATSCO INC                     COM              94262220         0        8 SH       SHARED      02               8
D WATSCO INC                     COM              94262220       189     2500 SH       SHARED      10            2500
D WATSCO INC                     COM              94262220        13      183 SH       SHARED      21             183
D WATSON PHARMACEUTICALS INC     COM              94268310     13199   154994 SH       SHARED                  154794            200
D WATSON PHARMACEUTICALS INC     COM              94268310      3297    38725 SH       SHARED      01           37425           1300
D WATSON PHARMACEUTICALS INC     COM              94268310         8      104 SH       SHARED      02             104
D WATSON PHARMACEUTICALS INC     COM              94268310         2      300 SH CALL  SHARED      02             300
D WATSON PHARMACEUTICALS INC     COM              94268310      3542    41600 SH       SHARED      04           41600
D WATSON PHARMACEUTICALS INC     COM              94268310        59      700 SH       SHARED      05             700
D WATSON PHARMACEUTICALS INC     COM              94268310       699     8210 SH       SHARED      06            4560           3650
D WATSON PHARMACEUTICALS INC     COM              94268310      2834    33285 SH       SHARED      10           33285
D WATSON PHARMACEUTICALS INC     COM              94268310       127     1500 SH       SHARED      23            1500
D WATSON PHARMACEUTICALS INC     COM              94268310       238     2806 SH       SHARED      27            2806
D WATSON PHARMACEUTICALS INC     COM              94268310       153     1800 SH       SHARED      32            1800
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       828    21906 SH       SHARED                   21906
D WATTS WATER TECHNOLOGIES INC   CL A             94274910         1       51 SH       SHARED      02              51
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       435    11500 SH       SHARED      10           11500
D WAUSAU PAPER CORP              COM              94331510       349    37728 SH       SHARED                   35342           2386
D WAUSAU PAPER CORP              COM              94331510         1      129 SH       SHARED      02             129
D WAYSIDE TECHNOLOGY GROUP INC   COM              94676010         4      361 SH       SHARED      02                            361
D WEB COM GROUP INC              COM              94733A10      1351    75315 SH       SHARED                   75315
D WEB COM GROUP INC              COM              94733A10         0       10 SH       SHARED      02              10
D WEBSENSE INC                   COM              94768410      4170   266492 SH       SHARED                  265762            730
D WEBSENSE INC                   COM              94768410       275    17600 SH       SHARED      01           17600
D WEBSENSE INC                   COM              94768410         1       81 SH       SHARED      02              81
D WEBSENSE INC                   COM              94768410      8608   550090 SH       SHARED      10          550090
D WEBMD HEALTH CORP              NOTE  2.500% 1/3 94770VAF      4047  4906000 PRN      SHARED      02         4906000
D WEBMD HEALTH CORP              COM              94770V10      1249    89066 SH       SHARED                   89066
D WEBMD HEALTH CORP              COM              94770V10         9      688 SH       SHARED      01             688
D WEBMD HEALTH CORP              COM              94770V10        21     1508 SH       SHARED      02            1508
D WEBSTER FINL CORP CONN         COM              94789010      1750    73871 SH       SHARED                   73871
D WEBSTER FINL CORP CONN         COM              94789010        78     3300 SH       SHARED      01            3300
D WEBSTER FINL CORP CONN         COM              94789010        57     2438 SH       SHARED      02            2438
D WEBSTER FINL CORP CONN         COM              94789010     16582   699664 SH       SHARED      10          699664
D WEIGHT WATCHERS INTL INC NEW   COM              94862610     14141   267830 SH       SHARED                  267830
D WEIGHT WATCHERS INTL INC NEW   COM              94862610         0        2 SH       SHARED      02               2
D WEIGHT WATCHERS INTL INC NEW   COM              94862610         0      389 SH CALL  SHARED      02             389
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        55     1056 SH       SHARED      04            1056
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        10      195 SH       SHARED      05             195
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        36      700 SH       SHARED      10             700
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        11      218 SH       SHARED      21             218
D WEINGARTEN RLTY INVS           SH BEN INT       94874110      5884   209332 SH       SHARED                  209332
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        16      600 SH       SHARED      01             600
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       109     3891 SH       SHARED      02            2841           1050
D WEINGARTEN RLTY INVS           SH BEN INT       94874110      4329   154025 SH       SHARED      10          154025
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        31     1105 SH       SHARED      23                           1105
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       312    11119 SH       SHARED      26           11119
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       210     7500 SH       SHARED      29            7500
D WEIS MKTS INC                  COM              94884910       367     8677 SH       SHARED                    8054            623
D WEIS MKTS INC                  COM              94884910         0        2 SH       SHARED      02               2
D WEIS MKTS INC                  COM              94884910       292     6900 SH       SHARED      10            6900
D WELLCARE HEALTH PLANS INC      COM              94946T10     20363   360098 SH       SHARED                  358898           1200
D WELLCARE HEALTH PLANS INC      COM              94946T10        50      900 SH       SHARED      01             900
D WELLCARE HEALTH PLANS INC      COM              94946T10      3350    59245 SH       SHARED      02           59223             22
D WELLCARE HEALTH PLANS INC      COM              94946T10      1357    24000 SH       SHARED      04           24000
D WELLCARE HEALTH PLANS INC      COM              94946T10       163     2900 SH       SHARED      10            2900
D WELLCARE HEALTH PLANS INC      COM              94946T10        15      272 SH       SHARED      21             272
D WELLCARE HEALTH PLANS INC      COM              94946T10       271     4800 SH       SHARED      32            4800
D WELLPOINT INC                  COM              94973V10       145     2512 SH       SHARED                    2512
D WELLPOINT INC                  COM              94973V10     63703  1098143 SH       SHARED                 1097843            300
D WELLPOINT INC                  COM              94973V10      5313    91602 SH       SHARED      01           91602
D WELLPOINT INC                  COM              94973V10        27      482 SH       SHR/OTHR    01                            482
D WELLPOINT INC                  COM              94973V10        50      876 SH       SHARED      02              37            839
D WELLPOINT INC                  COM              94973V10         3     5946 SH CALL  SHARED      02            5946
D WELLPOINT INC                  COM              94973V10         3      881 SH PUT   SHARED      02             881
D WELLPOINT INC                  COM              94973V10      3631    62600 SH       SHARED      04           62600
D WELLPOINT INC                  COM              94973V10       225     3890 SH       SHARED      05            3890
D WELLPOINT INC                  COM              94973V10      3581    61747 SH       SHARED      06           49437          12310
D WELLPOINT INC                  COM              94973V10      6163   106243 SH       SHARED      10          106243
D WELLPOINT INC                  COM              94973V10       238     4105 SH       SHARED      21            4105
D WELLPOINT INC                  COM              94973V10        29      500 SH       SHARED      23             500
D WELLPOINT INC                  COM              94973V10       272     4700 SH       SHARED      26            4700
D WELLPOINT INC                  COM              94973V10       568     9800 SH       SHARED      32            9800
D WELLS FARGO & CO NEW           COM              94974610        37     1086 SH       SHARED                    1086
D WELLS FARGO & CO NEW           COM              94974610    210232  6088405 SH       SHARED                 6060805          27600
D WELLS FARGO & CO NEW           COM              94974610        38     6047 SH CALL  SHARED                    6047
D WELLS FARGO & CO NEW           COM              94974610         3     2000 SH PUT   SHARED                    2000
D WELLS FARGO & CO NEW           COM              94974610     54747  1585495 SH       SHARED      01         1547690          37805
D WELLS FARGO & CO NEW           COM              94974610      1252    36282 SH       SHR/OTHR    01                          36282
D WELLS FARGO & CO NEW           COM              94974610      5325   154225 SH       SHARED      02           79108          75117
D WELLS FARGO & CO NEW           COM              94974610        28    18782 SH CALL  SHARED      02           18782
D WELLS FARGO & CO NEW           COM              94974610         0     3400 SH PUT   SHARED      02            3400
D WELLS FARGO & CO NEW           COM              94974610       509    14769 SH       SHARED      04           14769
D WELLS FARGO & CO NEW           COM              94974610       384    11144 SH       SHARED      04           11144
D WELLS FARGO & CO NEW           COM              94974610      2390    69240 SH       SHARED      05           69240
D WELLS FARGO & CO NEW           COM              94974610     17907   518609 SH       SHARED      06          343300         175309
D WELLS FARGO & CO NEW           COM              94974610     64933  1880496 SH       SHARED      10         1880496
D WELLS FARGO & CO NEW           COM              94974610       547    15856 SH       SHARED      20           13335           2521
D WELLS FARGO & CO NEW           COM              94974610       196     5680 SH       SHR/OTHR    20                           5680
D WELLS FARGO & CO NEW           COM              94974610       240     6970 SH       SHARED      21            6810            160
D WELLS FARGO & CO NEW           COM              94974610        67     1945 SH       SHR/OTHR    21                           1945
D WELLS FARGO & CO NEW           COM              94974610      2657    76969 SH       SHARED      23           73301           3668
D WELLS FARGO & CO NEW           COM              94974610      3734   108148 SH       SHR/OTHR    23                         108148
D WELLS FARGO & CO NEW           COM              94974610       916    26545 SH       SHARED      26           26545
D WELLS FARGO & CO NEW           COM              94974610      3029    87741 SH       SHARED      27           87741
D WELLS FARGO & CO NEW           COM              94974610       416    12070 SH       SHARED      29           12070
D WELLS FARGO & CO NEW           COM              94974610     28476   824690 SH       SHARED      31          824690
D WELLS GARDNER ELECTRS CORP     COM              94976510         0      400 SH       SHARED      02             400
D WELLS FARGO ADV GLB DIV OPP    COM              94987C10        11     1415 SH       SHARED      02                           1415
D WENDYS CO                      COM              95058W10      4461   986006 SH       SHARED                  986006
D WENDYS CO                      COM              95058W10        82    18131 SH       SHARED      01           18131
D WENDYS CO                      COM              95058W10        16     3638 SH       SHARED      02             162           3476
D WENDYS CO                      COM              95058W10       445    98508 SH       SHARED      26           98508
D WERNER ENTERPRISES INC         COM              95075510       922    43204 SH       SHARED                   43204
D WERNER ENTERPRISES INC         COM              95075510         1       53 SH       SHARED      02              11             42
D WERNER ENTERPRISES INC         COM              95075510       217    10200 SH       SHARED      10           10200
D WESBANCO INC                   COM              95081010       108     5237 SH       SHARED                    3897           1340
D WESBANCO INC                   COM              95081010         0        4 SH       SHARED      02               4
D WESBANCO INC                   COM              95081010      3014   145555 SH       SHARED      10          145555
D WESCO AIRCRAFT HLDGS INC       COM              95081410       233    17090 SH       SHARED                   17090
D WESCO AIRCRAFT HLDGS INC       COM              95081410         6      500 SH       SHARED      01             500
D WESCO AIRCRAFT HLDGS INC       COM              95081410         0        4 SH       SHARED      02               4
D WESCO INTL INC                 DBCV  6.000% 9/1 95082PAH     16419  7662000 PRN      SHARED      02         7662000
D WESCO INTL INC                 COM              95082P10       853    14924 SH       SHARED                   13772           1152
D WESCO INTL INC                 COM              95082P10        40      700 SH       SHARED      01             700
D WESCO INTL INC                 COM              95082P10      5115    89428 SH       SHARED      02           89428
D WEST BANCORPORATION INC        CAP STK          95123P10        53     4455 SH       SHARED                    4455
D WEST BANCORPORATION INC        CAP STK          95123P10         2      202 SH       SHARED      02             202
D WEST BANCORPORATION INC        CAP STK          95123P10        45     3795 SH       SHARED      26            3795
D WEST COAST BANCORP ORE NEW     COM NEW          95214520       872    38763 SH       SHARED                   38763
D WEST COAST BANCORP ORE NEW     COM NEW          95214520         0        4 SH       SHARED      02               4
D WEST COAST BANCORP ORE NEW     COM NEW          95214520       153     6800 SH       SHARED      10            6800
D WEST MARINE INC                COM              95423510         5      548 SH       SHARED                     548
D WEST MARINE INC                COM              95423510         0        3 SH       SHARED      02               3
D WEST PHARMACEUTICAL SVSC INC   COM              95530610      1389    26191 SH       SHARED                   26191
D WEST PHARMACEUTICAL SVSC INC   COM              95530610         3       65 SH       SHARED      02              65
D WEST PHARMACEUTICAL SVSC INC   COM              95530610        10      200 SH       SHARED      10             200
D WESTAR ENERGY INC              COM              95709T10      7938   267664 SH       SHARED                  267164            500
D WESTAR ENERGY INC              COM              95709T10        12      420 SH       SHARED      01                            420
D WESTAR ENERGY INC              COM              95709T10        47     1603 SH       SHARED      02               3           1600
D WESTAR ENERGY INC              COM              95709T10       860    29000 SH       SHARED      10           29000
D WESTAR ENERGY INC              COM              95709T10         2       93 SH       SHARED      21                             93
D WESTAMERICA BANCORPORATION     COM              95709010      1273    27062 SH       SHARED                   26862            200
D WESTAMERICA BANCORPORATION     COM              95709010        18      400 SH       SHARED      01             400
D WESTAMERICA BANCORPORATION     COM              95709010        94     2000 SH       SHARED      10            2000
D WESTELL TECHNOLOGIES INC       CL A             95754110         3     1754 SH       SHARED                    1754
D WESTELL TECHNOLOGIES INC       CL A             95754110         0        7 SH       SHARED      02               7
D WESTERN ALLIANCE BANCORP       COM              95763810       117    11554 SH       SHARED                   11554
D WESTERN ALLIANCE BANCORP       COM              95763810        21     2125 SH       SHARED      01            2125
D WESTERN ALLIANCE BANCORP       COM              95763810         0       12 SH       SHARED      02              12
D WESTERN ALLIANCE BANCORP       COM              95763810       187    18400 SH       SHARED      10           18400
D WESTERN ALLIANCE BANCORP       COM              95763810        51     5000 SH       SHARED      21            5000
D WESTERN ASSET EMRG MKT INCM    COM              95766E10        25     1601 SH       SHARED      02               1           1600
D WESTERN ASST MNG MUN FD INC    COM              95766M10        33     2157 SH       SHR/OTHR    01                           2157
D WESTERN ASSET HGH YLD DFNDFD   COM              95768B10        51     2580 SH       SHARED      23            2580
D WESTERN ASSET MTG CAP CORP     COM              95790D10      6349   286032 SH       SHARED                  286032
D WESTERN ASSET MTG CAP CORP     COM              95790D10     16872   760026 SH       SHARED      02          750001          10025
D WESTERN DIGITAL CORP           COM              95810210       101     2613 SH       SHARED                    2613
D WESTERN DIGITAL CORP           COM              95810210     48133  1242798 SH       SHARED                 1242798
D WESTERN DIGITAL CORP           COM              95810210      2731    70535 SH       SHARED      01           64885           5650
D WESTERN DIGITAL CORP           COM              95810210        36      950 SH       SHR/OTHR    01                            950
D WESTERN DIGITAL CORP           COM              95810210       105     2723 SH       SHARED      02            2605            118
D WESTERN DIGITAL CORP           COM              95810210      1381    35661 SH       SHARED      04           35661
D WESTERN DIGITAL CORP           COM              95810210         3      100 SH       SHARED      05             100
D WESTERN DIGITAL CORP           COM              95810210       597    15440 SH       SHARED      06            9250           6190
D WESTERN DIGITAL CORP           COM              95810210      1995    51516 SH       SHARED      10           51516
D WESTERN DIGITAL CORP           COM              95810210         9      255 SH       SHR/OTHR    21                            255
D WESTERN DIGITAL CORP           COM              95810210       936    24170 SH       SHARED      27           24170
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410      2530    50200 SH       SHARED                   50200
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410      2824    56039 SH       SHARED      02                          56039
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410     35231   698900 SH       SHARED      06                         698900
D WESTERN REFNG INC              NOTE  5.750% 6/1 959319AC      2844  1135000 PRN      SHARED                  635000         500000
D WESTERN REFNG INC              NOTE  5.750% 6/1 959319AC        42    17000 PRN      SHARED      02           17000
D WESTERN REFNG INC              COM              95931910     44726  1708435 SH       SHARED                 1707447            988
D WESTERN REFNG INC              COM              95931910       798    30500 SH       SHARED      01           25300           5200
D WESTERN REFNG INC              COM              95931910      1502    57400 SH       SHR/OTHR    01                          57400
D WESTERN REFNG INC              COM              95931910        27     1060 SH       SHARED      02                           1060
D WESTERN REFNG INC              COM              95931910       724    27690 SH       SHARED      04           27690
D WESTERN REFNG INC              COM              95931910       212     8100 SH       SHARED      10            8100
D WESTERN UN CO                  COM              95980210        35     1966 SH       SHARED                    1966
D WESTERN UN CO                  COM              95980210     14381   789348 SH       SHARED                  789348
D WESTERN UN CO                  COM              95980210      3214   176434 SH       SHARED      01          176434
D WESTERN UN CO                  COM              95980210       164     9031 SH       SHARED      02             592           8439
D WESTERN UN CO                  COM              95980210         8      469 SH       SHARED      05             469
D WESTERN UN CO                  COM              95980210      1382    75859 SH       SHARED      06           51874          23985
D WESTERN UN CO                  COM              95980210      7318   401655 SH       SHARED      10          401655
D WESTERN UN CO                  COM              95980210        25     1400 SH       SHR/OTHR    20                           1400
D WESTERN UN CO                  COM              95980210       153     8413 SH       SHR/OTHR    23                           8413
D WESTERN UN CO                  COM              95980210       612    33600 SH       SHARED      29           33600
D WESTERN UN CO                  COM              95980210       546    30000 SH       SHARED      30           30000
D WESTFIELD FINANCIAL INC NEW    COM              96008P10       870   116172 SH       SHARED                  116172
D WESTFIELD FINANCIAL INC NEW    COM              96008P10         0        5 SH       SHARED      02               5
D WESTFIELD FINANCIAL INC NEW    COM              96008P10        89    12000 SH       SHARED      10           12000
D WESTLAKE CHEM CORP             COM              96041310      6378    87302 SH       SHARED                   87302
D WESTLAKE CHEM CORP             COM              96041310       102     1400 SH       SHARED      02            1400
D WESTLAKE CHEM CORP             COM              96041310       226     3100 SH       SHARED      10            3100
D WESTMORELAND COAL CO           COM              96087810         8      808 SH       SHARED                     808
D WESTMORELAND COAL CO           COM              96087810        37     3800 SH       SHARED      10            3800
D WESTPORT INNOVATIONS INC       COM NEW          96090830      2273    81652 SH       SHARED                   81652
D WESTPORT INNOVATIONS INC       COM NEW          96090830       310    11150 SH       SHARED      02            2200           8950
D WESTPORT INNOVATIONS INC       COM NEW          96090830         2      200 SH PUT   SHARED      02             200
D WESTPORT INNOVATIONS INC       COM NEW          96090830       247     8900 SH       SHARED      04            8900
D WESTPAC BKG CORP               SPONSORED ADR    96121430         5       44 SH       SHARED      02                             44
D WESTWAY GROUP INC              COM              96169B10         3      511 SH       SHARED                     511
D WESTWAY GROUP INC              COM              96169B10         0        3 SH       SHARED      02               3
D WESTWOOD HLDGS GROUP INC       COM              96176510        10      281 SH       SHARED                     281
D WESTWOOD HLDGS GROUP INC       COM              96176510         0        2 SH       SHARED      02               2
D WET SEAL INC                   CL A             96184010       104    33039 SH       SHARED                   33039
D WET SEAL INC                   CL A             96184010         1      590 SH       SHARED      01             590
D WET SEAL INC                   CL A             96184010         0       15 SH       SHARED      02              15
D WEYCO GROUP INC                COM              96214910        26     1100 SH       SHARED                    1100
D WEYCO GROUP INC                COM              96214910         0        1 SH       SHARED      02               1
D WEYERHAEUSER CO                COM              96216610        27     1049 SH       SHARED                    1049
D WEYERHAEUSER CO                COM              96216610     59755  2285997 SH       SHARED                 2285997
D WEYERHAEUSER CO                COM              96216610      3654   139824 SH       SHARED      01          139824
D WEYERHAEUSER CO                COM              96216610       349    13375 SH       SHARED      02           12135           1240
D WEYERHAEUSER CO                COM              96216610         1     8000 SH PUT   SHARED      02            8000
D WEYERHAEUSER CO                COM              96216610        47     1799 SH       SHARED      05            1799
D WEYERHAEUSER CO                COM              96216610      1218    46625 SH       SHARED      06           25121          21504
D WEYERHAEUSER CO                COM              96216610      3265   124939 SH       SHARED      10          124939
D WHIRLPOOL CORP                 COM              96332010     24933   300728 SH       SHARED                  300728
D WHIRLPOOL CORP                 COM              96332010      1835    22134 SH       SHARED      01           22134
D WHIRLPOOL CORP                 COM              96332010     17002   205075 SH       SHARED      02          204464            611
D WHIRLPOOL CORP                 COM              96332010         3       40 SH       SHARED      05              40
D WHIRLPOOL CORP                 COM              96332010       327     3950 SH       SHARED      06            2250           1700
D WHIRLPOOL CORP                 COM              96332010      9684   116802 SH       SHARED      10          116802
D WHIRLPOOL CORP                 COM              96332010       147     1785 SH       SHARED      21            1785
D WHIRLPOOL CORP                 COM              96332010       207     2500 SH       SHARED      30            2500
D WHITE RIVER CAPITAL INC        COM              96445P10         4      200 SH       SHARED      02             200
D WHITE RIVER CAPITAL INC        COM              96445P10        98     4347 SH       SHARED      26            4347
D WHITESTONE REIT                COM              96608420       288    21847 SH       SHARED                   18247           3600
D WHITESTONE REIT                COM              96608420         0        3 SH       SHARED      02               3
D WHITING PETE CORP NEW          COM              96638710      6472   136616 SH       SHARED                  135667            949
D WHITING PETE CORP NEW          COM              96638710      1390    29350 SH       SHARED      01           29350
D WHITING PETE CORP NEW          COM              96638710      2496    52697 SH       SHARED      02           48674           4023
D WHITING PETE CORP NEW          COM              96638710         2       62 SH       SHARED      05              62
D WHITING PETE CORP NEW          COM              96638710       435     9200 SH       SHARED      06            9200
D WHITING PETE CORP NEW          COM              96638710        56     1200 SH       SHARED      10            1200
D WHITING PETE CORP NEW          COM              96638710       107     2270 SH       SHARED      23            2270
D WHITING PETE CORP NEW          PERP PFD CONV    96638720      1226     5592 SH       SHARED      02            5592
D WHOLE FOODS MKT INC            COM              96683710        28      297 SH       SHARED                      57            240
D WHOLE FOODS MKT INC            COM              96683710     35170   361090 SH       SHARED                  354769           6321
D WHOLE FOODS MKT INC            COM              96683710     19695   202214 SH       SHARED      01          161220          40994
D WHOLE FOODS MKT INC            COM              96683710      2994    30747 SH       SHR/OTHR    01                          30747
D WHOLE FOODS MKT INC            COM              96683710      2733    28068 SH       SHARED      02           19976           8092
D WHOLE FOODS MKT INC            COM              96683710         0      200 SH PUT   SHARED      02             200
D WHOLE FOODS MKT INC            COM              96683710      2279    23400 SH       SHARED      04           23400
D WHOLE FOODS MKT INC            COM              96683710      2678    27500 SH       SHARED      05           27500
D WHOLE FOODS MKT INC            COM              96683710      8439    86651 SH       SHARED      06           82151           4500
D WHOLE FOODS MKT INC            COM              96683710      5071    52070 SH       SHARED      10           50675           1395
D WHOLE FOODS MKT INC            COM              96683710      1955    20076 SH       SHARED      20           16344   115     3617
D WHOLE FOODS MKT INC            COM              96683710       238     2445 SH       SHR/OTHR    20                           2445
D WHOLE FOODS MKT INC            COM              96683710       252     2590 SH       SHARED      21            2590
D WHOLE FOODS MKT INC            COM              96683710        82      850 SH       SHR/OTHR    21                            850
D WHOLE FOODS MKT INC            COM              96683710      3440    35319 SH       SHARED      23           30607           4712
D WHOLE FOODS MKT INC            COM              96683710      2614    26841 SH       SHR/OTHR    23                          26841
D WHOLE FOODS MKT INC            COM              96683710      1714    17600 SH       SHARED      26           17600
D WHOLE FOODS MKT INC            COM              96683710      1597    16400 SH       SHARED      30           16400
D WHOLE FOODS MKT INC            COM              96683710      5653    58043 SH       SHARED      31           58043
D WIDEPOINT CORP                 COM              96759010       248   653759 SH       SHARED                  653759
D WILEY JOHN & SONS INC          CL A             96822320      6864   149393 SH       SHARED                  149393
D WILEY JOHN & SONS INC          CL A             96822320        87     1900 SH       SHARED      01            1900
D WILEY JOHN & SONS INC          CL A             96822320         4      102 SH       SHARED      02             102
D WILEY JOHN & SONS INC          CL A             96822320     11154   242761 SH       SHARED      10          242761
D WILLBROS GROUP INC DEL         COM              96920310       659   122855 SH       SHARED                  122855
D WILLBROS GROUP INC DEL         COM              96920310         2      500 SH       SHARED      01             500
D WILLBROS GROUP INC DEL         COM              96920310        20     3907 SH       SHARED      02               7           3900
D WILLBROS GROUP INC DEL         COM              96920310       110    20600 SH       SHARED      10           20600
D WILLDAN GROUP INC              COM              96924N10         0      300 SH       SHARED      02             300
D WILLIAMS COS INC DEL           COM              96945710        51     1486 SH       SHARED                    1486
D WILLIAMS COS INC DEL           COM              96945710    125180  3579655 SH       SHARED                 3579655
D WILLIAMS COS INC DEL           COM              96945710      5666   162025 SH       SHARED      01          161025           1000
D WILLIAMS COS INC DEL           COM              96945710     25029   715731 SH       SHARED      02          708422           7309
D WILLIAMS COS INC DEL           COM              96945710        15    34131 SH CALL  SHARED      02           34131
D WILLIAMS COS INC DEL           COM              96945710         0        2 SH PUT   SHARED      02               2
D WILLIAMS COS INC DEL           COM              96945710       245     7011 SH       SHARED      04            7011
D WILLIAMS COS INC DEL           COM              96945710        31      896 SH       SHARED      05             896
D WILLIAMS COS INC DEL           COM              96945710       177     5090 SH       SHARED      05            5090
D WILLIAMS COS INC DEL           COM              96945710      2210    63200 SH       SHARED      06           40780          22420
D WILLIAMS COS INC DEL           COM              96945710      8767   250703 SH       SHARED      10          250703
D WILLIAMS COS INC DEL           COM              96945710        85     2450 SH       SHARED      21            2450
D WILLIAMS COS INC DEL           COM              96945710      1573    45000 SH       SHARED      30           45000
D WILLIAMS CLAYTON ENERGY INC    COM              96949010         0        2 SH       SHARED                       2
D WILLIAMS CLAYTON ENERGY INC    COM              96949010        41      800 SH       SHARED      10             800
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10     23626   432090 SH       SHARED                  432090
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10      2630    48101 SH       SHARED      02               1          48100
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10     51333   938800 SH       SHARED      06                         938800
D WILLIAMS SONOMA INC            COM              96990410     11590   263601 SH       SHARED                  263601
D WILLIAMS SONOMA INC            COM              96990410       918    20886 SH       SHARED      01           20886
D WILLIAMS SONOMA INC            COM              96990410       197     4485 SH       SHARED      02            4085            400
D WILLIAMS SONOMA INC            COM              96990410        40      910 SH       SHARED      06             910
D WILLIAMS SONOMA INC            COM              96990410        52     1200 SH       SHARED      10            1200
D WILLIS LEASE FINANCE CORP      COM              97064610         2      217 SH       SHARED                     217
D WILSHIRE BANCORP INC           COM              97186T10      2293   364103 SH       SHARED                  364103
D WILSHIRE BANCORP INC           COM              97186T10         0      114 SH       SHARED      02             114
D WILSHIRE BANCORP INC           COM              97186T10       360    57200 SH       SHARED      10           57200
D WINDSTREAM CORP                COM              97381W10        45     4552 SH       SHARED                    4552
D WINDSTREAM CORP                COM              97381W10      6617   655840 SH       SHARED                  650922           4918
D WINDSTREAM CORP                COM              97381W10      1638   162367 SH       SHARED      01          157867           4500
D WINDSTREAM CORP                COM              97381W10       667    66194 SH       SHARED      02           19059          47135
D WINDSTREAM CORP                COM              97381W10        88     8800 SH       SHARED      04            8800
D WINDSTREAM CORP                COM              97381W10       194    19250 SH       SHARED      05           19250
D WINDSTREAM CORP                COM              97381W10       777    77100 SH       SHARED      06           57200          19900
D WINDSTREAM CORP                COM              97381W10      4264   422657 SH       SHARED      10          422657
D WINDSTREAM CORP                COM              97381W10       140    13906 SH       SHR/OTHR    23                          13906
D WINDSTREAM CORP                COM              97381W10       656    65076 SH       SHARED      27           65076
D WINMARK CORP                   COM              97425010        20      374 SH       SHARED                     374
D WINNEBAGO INDS INC             COM              97463710       304    24094 SH       SHARED                   24094
D WINNEBAGO INDS INC             COM              97463710         0       54 SH       SHARED      02              54
D WINNEBAGO INDS INC             COM              97463710       102     8100 SH       SHARED      10            8100
D WINNER MEDICAL GRP INC         COM NEW          97476P20       432    98452 SH       SHARED      26           98452
D WINTHROP RLTY TR               SH BEN INT NEW   97639130       267    24810 SH       SHARED                   24810
D WINTHROP RLTY TR               SH BEN INT NEW   97639130         0        5 SH       SHARED      02               5
D WINTHROP RLTY TR               SH BEN INT NEW   97639130       158    14700 SH       SHARED      26           14700
D WINTRUST FINANCIAL CORP        COM              97650W10      1102    29343 SH       SHARED                   28357            986
D WINTRUST FINANCIAL CORP        COM              97650W10       891    23736 SH       SHARED      01           20186           3550
D WINTRUST FINANCIAL CORP        COM              97650W10      1480    39400 SH       SHR/OTHR    01                          39400
D WINTRUST FINANCIAL CORP        COM              97650W10         2       66 SH       SHARED      02              66
D WINTRUST FINANCIAL CORP        COM              97650W10     19640   522766 SH       SHARED      10          522766
D WIPRO LTD                      SPON ADR 1 SH    97651M10        22     2500 SH       SHARED                    2500
D WIPRO LTD                      SPON ADR 1 SH    97651M10      2156   240958 SH       SHARED                  240958
D WIPRO LTD                      SPON ADR 1 SH    97651M10         0        3 SH       SHARED      02               3
D WIPRO LTD                      SPON ADR 1 SH    97651M10       392    43900 SH       SHARED      04           43900
D WISCONSIN ENERGY CORP          COM              97665710       180     4801 SH       SHARED                    4801
D WISCONSIN ENERGY CORP          COM              97665710      9875   262159 SH       SHARED                  261228            931
D WISCONSIN ENERGY CORP          COM              97665710      2267    60200 SH       SHARED      01           60200
D WISCONSIN ENERGY CORP          COM              97665710       135     3609 SH       SHARED      02            3609
D WISCONSIN ENERGY CORP          COM              97665710       124     3300 SH       SHARED      04            3300
D WISCONSIN ENERGY CORP          COM              97665710       207     5520 SH       SHARED      05            5520
D WISCONSIN ENERGY CORP          COM              97665710      1165    30941 SH       SHARED      06           23640           7301
D WISCONSIN ENERGY CORP          COM              97665710      3013    80008 SH       SHARED      10           80008
D WISCONSIN ENERGY CORP          COM              97665710         8      230 SH       SHARED      21                            230
D WISCONSIN ENERGY CORP          COM              97665710       135     3600 SH       SHARED      23            3600
D WISCONSIN ENERGY CORP          COM              97665710      2389    63441 SH       SHARED      27           63441
D WISCONSIN ENERGY CORP          COM              97665710       152     4040 SH       SHARED      30            4040
D WISDOMTREE INVTS INC           COM              97717P10        66     9924 SH       SHARED                    9924
D WISDOMTREE INVTS INC           COM              97717P10         0       15 SH       SHARED      02              15
D WISDOMTREE TRUST               DRYFS CURR ETF   97717W13        12      600 SH       SHARED      01                            600
D WISDOMTREE TRUST               DRYFS CURR ETF   97717W13       216    10400 SH       SHARED      02                          10400
D WISDOMTREE TRUST               CHINESE YUAN ETF 97717W18        25     1000 SH       SHARED      02                           1000
D WISDOMTREE TRUST               EQTY INC ETF     97717W20       725    15324 SH       SHARED      02                          15324
D WISDOMTREE TRUST               AUST NEW ZEAL DB 97717W21        20      900 SH       SHARED      02                            900
D WISDOMTREE TRUST               EMG MKTS SMCAP   97717W28     12257   267274 SH       SHARED                  267274
D WISDOMTREE TRUST               EMG MKTS SMCAP   97717W28        46     1015 SH       SHARED      01                           1015
D WISDOMTREE TRUST               EMG MKTS SMCAP   97717W28       166     3620 SH       SHARED      02                           3620
D WISDOMTREE TRUST               EMG MKTS SMCAP   97717W28       636    13869 SH       SHARED      10           13869
D WISDOMTREE TRUST               LARGECAP DIVID   97717W30       183     3358 SH       SHARED      02                           3358
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      1895    35314 SH       SHARED      01           30479           4835
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      3796    70741 SH       SHR/OTHR    01                          70741
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31     13987   260627 SH       SHARED      02                         260627
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31       146     2726 SH       SHARED      20            2726
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31        53     1000 SH       SHARED      21            1000
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31       699    13040 SH       SHARED      23            5540           7500
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      1607    29955 SH       SHR/OTHR    23                          29955
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31       268     5000 SH       SHARED      26            5000
D WISDOMTREE TRUST               GLB EX US RL EST 97717W33        83     2900 SH       SHARED      02                           2900
D WISDOMTREE TRUST               DIV EX-FINL FD   97717W40       783    13895 SH       SHARED      02                          13895
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42      6310   333200 SH       SHARED                  333200
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42      1423    75135 SH       SHARED      01           75135
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42     16501   871250 SH       SHARED      02          870100           1150
D WISDOMTREE TRUST               MIDCAP DIVI FD   97717W50       222     3917 SH       SHARED      02                           3917
D WISDOMTREE TRUST               MDCP EARN FUND   97717W57        23      400 SH       SHARED      02                            400
D WISDOMTREE TRUST               SMALLCAP DIVID   97717W60       141     2810 SH       SHARED      02                           2810
D WISDOMTREE TRUST               DEFA FD          97717W70       273     6300 SH       SHARED      02                           6300
D WISDOMTREE TRUST               GLB NAT RES FD   97717W71       351    15000 SH       SHARED                   15000
D WISDOMTREE TRUST               INTL LRGCAP DV   97717W79        58     1380 SH       SHARED      02                           1380
D WISDOMTREE TRUST               AUSTRALIA DIV FD 97717W81        48      925 SH       SHARED      02                            925
D WISDOMTREE TRUST               JP SMALLCP DIV   97717W83        50     1200 SH       SHARED      02                           1200
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85     34496  1090977 SH       SHARED      01          957464         133513
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      3750   118614 SH       SHR/OTHR    01                         118614
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      3366   106469 SH       SHARED      02                         106469
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85       895    28308 SH       SHARED      20           24283   500     3525
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85        63     2000 SH       SHR/OTHR    20                           2000
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85       712    22524 SH       SHARED      21           22524
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85       332    10520 SH       SHR/OTHR    21                          10520
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      7078   223868 SH       SHARED      23          193533          30335
D WISDOMTREE TRUST               JP TOTAL DIVID   97717W85      5056   159904 SH       SHR/OTHR    23                         159904
D WISDOMTREE TR                  WSDM EMKTBD FD   97717X78      6727    85298 SH       SHARED                   85298
D WISDOMTREE TR                  ASIA LC DBT FD   97717X84        45      875 SH       SHARED      02                            875
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86     39586   756758 SH       SHARED                  756758
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86         3       60 SH       SHARED      01              60
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86       304     5828 SH       SHARED      02                           5828
D WISDOMTREE TR                  EM LCL DEBT FD   97717X86      1887    36083 SH       SHARED      10           36083
D WOLVERINE WORLD WIDE INC       COM              97809710      1664    37515 SH       SHARED                   37515
D WOLVERINE WORLD WIDE INC       COM              97809710         4      100 SH       SHARED      01             100
D WOLVERINE WORLD WIDE INC       COM              97809710         4       94 SH       SHARED      02              94
D WOLVERINE WORLD WIDE INC       COM              97809710       190     4300 SH       SHARED      10            4300
D WOODWARD INC                   COM              98074510      2268    66749 SH       SHARED                   62665           4084
D WOODWARD INC                   COM              98074510         0       19 SH       SHARED      02              19
D WOODWARD INC                   COM              98074510         8      260 SH       SHARED      21             260
D WOORI FIN HLDGS CO LTD         ADR              98106310        91     3100 SH       SHARED                    3100
D WORLD ACCEP CORP DEL           COM              98141910       803    11918 SH       SHARED                   11216            702
D WORLD ACCEP CORP DEL           COM              98141910         1       23 SH       SHARED      02              23
D WORLD FUEL SVCS CORP           COM              98147510      3624   101793 SH       SHARED                  101339            454
D WORLD FUEL SVCS CORP           COM              98147510        37     1050 SH       SHARED      01            1050
D WORLD FUEL SVCS CORP           COM              98147510        46     1302 SH       SHARED      02            1302
D WORLD FUEL SVCS CORP           COM              98147510       263     7400 SH       SHARED      10            7400
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        73     9130 SH       SHARED                    4591           4539
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        15     1908 SH       SHARED      02             408           1500
D WORTHINGTON INDS INC           COM              98181110      7955   367283 SH       SHARED                  366883            400
D WORTHINGTON INDS INC           COM              98181110        73     3377 SH       SHARED      01            3377
D WORTHINGTON INDS INC           COM              98181110         4      207 SH       SHARED      02               7            200
D WORTHINGTON INDS INC           COM              98181110     15175   700622 SH       SHARED      10          700622
D WPX ENERGY INC                 COM              98212B10        28     1710 SH       SHARED                    1710
D WPX ENERGY INC                 COM              98212B10      3868   233173 SH       SHARED                  233173
D WPX ENERGY INC                 COM              98212B10        10      641 SH       SHARED      01             308            333
D WPX ENERGY INC                 COM              98212B10        55     3327 SH       SHARED      02             810           2517
D WPX ENERGY INC                 COM              98212B10       157     9500 SH       SHARED      06            5900           3600
D WPX ENERGY INC                 COM              98212B10       782    47180 SH       SHARED      10           47180
D WPX ENERGY INC                 COM              98212B10         9      579 SH       SHARED      21             579
D WRIGHT EXPRESS CORP            COM              98233Q10      2766    39682 SH       SHARED                   39527            155
D WRIGHT EXPRESS CORP            COM              98233Q10        76     1100 SH       SHARED      01            1100
D WRIGHT EXPRESS CORP            COM              98233Q10        21      310 SH       SHARED      02             110            200
D WRIGHT EXPRESS CORP            COM              98233Q10       697    10000 SH       SHARED      04           10000
D WRIGHT EXPRESS CORP            COM              98233Q10        20      298 SH       SHARED      21             298
D WRIGHT MED GROUP INC           COM              98235T10       131     5949 SH       SHARED                    5949
D WRIGHT MED GROUP INC           COM              98235T10         0        6 SH       SHARED      02               6
D WYNDHAM WORLDWIDE CORP         COM              98310W10        64     1235 SH       SHARED                    1235
D WYNDHAM WORLDWIDE CORP         COM              98310W10     24737   471369 SH       SHARED                  428669          42700
D WYNDHAM WORLDWIDE CORP         COM              98310W10      1831    34900 SH       SHARED      01           34900
D WYNDHAM WORLDWIDE CORP         COM              98310W10        79     1515 SH       SHARED      02            1397            118
D WYNDHAM WORLDWIDE CORP         COM              98310W10         0     1400 SH PUT   SHARED      02            1400
D WYNDHAM WORLDWIDE CORP         COM              98310W10         5      100 SH       SHARED      05             100
D WYNDHAM WORLDWIDE CORP         COM              98310W10       939    17900 SH       SHARED      06           14100           3800
D WYNDHAM WORLDWIDE CORP         COM              98310W10      2686    51185 SH       SHARED      10           51185
D WYNDHAM WORLDWIDE CORP         COM              98310W10        11      220 SH       SHARED      21                            220
D WYNN RESORTS LTD               COM              98313410        78      683 SH       SHARED                     563            120
D WYNN RESORTS LTD               COM              98313410     21906   189764 SH       SHARED                  188869            895
D WYNN RESORTS LTD               COM              98313410      6294    54525 SH       SHARED      01           45558           8967
D WYNN RESORTS LTD               COM              98313410       652     5649 SH       SHR/OTHR    01                           5649
D WYNN RESORTS LTD               COM              98313410     29813   258259 SH       SHARED      02          256210           2049
D WYNN RESORTS LTD               COM              98313410        10     3235 SH PUT   SHARED      02            3235
D WYNN RESORTS LTD               COM              98313410       225     1950 SH       SHARED      04            1950
D WYNN RESORTS LTD               COM              98313410      9123    79030 SH       SHARED      05           79030
D WYNN RESORTS LTD               COM              98313410      1270    11010 SH       SHARED      06            8670           2340
D WYNN RESORTS LTD               COM              98313410      2476    21455 SH       SHARED      10           21031            424
D WYNN RESORTS LTD               COM              98313410       594     5146 SH       SHARED      20            4185    35      926
D WYNN RESORTS LTD               COM              98313410         9       80 SH       SHR/OTHR    20                             80
D WYNN RESORTS LTD               COM              98313410        82      716 SH       SHARED      21             716
D WYNN RESORTS LTD               COM              98313410         2       25 SH       SHR/OTHR    21                             25
D WYNN RESORTS LTD               COM              98313410      1285    11134 SH       SHARED      23            9945           1189
D WYNN RESORTS LTD               COM              98313410       497     4311 SH       SHR/OTHR    23                           4311
D WYNN RESORTS LTD               COM              98313410       634     5500 SH       SHARED      26            5500
D XO GROUP INC                   COM              98377210      1836   219988 SH       SHARED                  219988
D XO GROUP INC                   COM              98377210         3      468 SH       SHARED      02             468
D XPO LOGISTICS INC              COM              98379310         9      747 SH       SHARED                     747
D XPO LOGISTICS INC              COM              98379310        12     1005 SH       SHARED      02               5           1000
D XCEL ENERGY INC                COM              98389B10       163     5915 SH       SHARED                    5915
D XCEL ENERGY INC                COM              98389B10     14121   509635 SH       SHARED                  506857           2778
D XCEL ENERGY INC                COM              98389B10      3820   137875 SH       SHARED      01          125185          12690
D XCEL ENERGY INC                COM              98389B10       539    19473 SH       SHARED      02            5320          14153
D XCEL ENERGY INC                COM              98389B10       169     6100 SH       SHARED      04            6100
D XCEL ENERGY INC                COM              98389B10       312    11270 SH       SHARED      05           11270
D XCEL ENERGY INC                COM              98389B10      1441    52020 SH       SHARED      06           37100          14920
D XCEL ENERGY INC                COM              98389B10      3548   128072 SH       SHARED      10          128072
D XCEL ENERGY INC                COM              98389B10         9      325 SH       SHR/OTHR    21                            325
D XCEL ENERGY INC                COM              98389B10      1071    38678 SH       SHARED      27           38678
D XCEL ENERGY INC                COM              98389B10       465    16800 SH       SHARED      30           16800
D XILINX INC                     SDCV  3.125% 3/1 983919AD     11083  9275000 PRN      SHARED                 4300000        4975000
D XILINX INC                     SDCV  3.125% 3/1 983919AD        54    46000 PRN      SHARED      02           46000
D XILINX INC                     SDCV  3.125% 3/1 983919AD      1541  1290000 PRN      SHARED      06          700000         590000
D XILINX INC                     NOTE  2.625% 6/1 983919AF       809   619000 PRN      SHARED      02          619000
D XILINX INC                     NOTE  2.625% 6/1 983919AF       948   725000 PRN      SHARED      04                         725000
D XILINX INC                     NOTE  2.625% 6/1 983919AF      9940  7600000 PRN      SHARED      06         5850000        1750000
D XILINX INC                     COM              98391910        97     2914 SH       SHARED                    2914
D XILINX INC                     COM              98391910     87265  2611953 SH       SHARED                 2611953
D XILINX INC                     COM              98391910         3     2032 SH PUT   SHARED                    2032
D XILINX INC                     COM              98391910      2466    73820 SH       SHARED      01           70385           3435
D XILINX INC                     COM              98391910        83     2500 SH       SHR/OTHR    01                           2500
D XILINX INC                     COM              98391910      8802   263467 SH       SHARED      02          263358            109
D XILINX INC                     COM              98391910         5      170 SH       SHARED      05             170
D XILINX INC                     COM              98391910      1115    33380 SH       SHARED      06           25260           8120
D XILINX INC                     COM              98391910      4603   137797 SH       SHARED      10          137797
D XILINX INC                     COM              98391910         7      235 SH       SHR/OTHR    21                            235
D XILINX INC                     COM              98391910       400    11973 SH       SHARED      26           11973
D XENITH BANKSHARES INC          COM              98410X10         1      400 SH       SHARED      02             400
D XENOPORT INC                   COM              98411C10        81     7128 SH       SHARED                    7128
D XENOPORT INC                   COM              98411C10        13     1211 SH       SHARED      02            1211
D XENOPORT INC                   COM              98411C10        69     6100 SH       SHARED      10            6100
D XENOPORT INC                   COM              98411C10       878    76761 SH       SHARED      26           76761
D XENOPORT INC                   COM              98411C10       431    37700 SH       SHARED      32           37700
D XEROX CORP                     COM              98412110        70     9618 SH       SHARED                    9618
D XEROX CORP                     COM              98412110     23788  3240873 SH       SHARED                 3240873
D XEROX CORP                     COM              98412110      2376   323821 SH       SHARED      01          323821
D XEROX CORP                     COM              98412110        13     1791 SH       SHARED      02            1680            111
D XEROX CORP                     COM              98412110         1     1000 SH PUT   SHARED      02            1000
D XEROX CORP                     COM              98412110         5      730 SH       SHARED      05             730
D XEROX CORP                     COM              98412110      3805   518520 SH       SHARED      06          206686         311834
D XEROX CORP                     COM              98412110      3225   439427 SH       SHARED      10          439427
D XEROX CORP                     COM              98412110         5      730 SH       SHARED      21                            730
D XEROX CORP                     COM              98412110        38     5181 SH       SHR/OTHR    23                           5181
D XINYUAN REAL ESTATE CO LTD     SPONS ADR        98417P10         6     2431 SH       SHARED                    2431
D XUEDA ED GROUP                 SPONSORED ADR    98418W10        10     3300 SH       SHARED                    3200            100
D XOMA CORP DEL                  COM              98419J10        10     2834 SH       SHARED                    2834
D XOMA CORP DEL                  COM              98419J10         0       19 SH       SHARED      02              19
D XOMA CORP DEL                  COM              98419J10       627   170000 SH       SHARED      26          170000
D XYLEM INC                      COM              98419M10        44     1780 SH       SHARED                    1780
D XYLEM INC                      COM              98419M10     10180   404782 SH       SHARED                  404782
D XYLEM INC                      COM              98419M10      3566   141815 SH       SHARED      01          131268          10547
D XYLEM INC                      COM              98419M10       116     4617 SH       SHR/OTHR    01                           4617
D XYLEM INC                      COM              98419M10        42     1707 SH       SHARED      02              11           1696
D XYLEM INC                      COM              98419M10         3      140 SH       SHARED      05             140
D XYLEM INC                      COM              98419M10       276    11000 SH       SHARED      06            5800           5200
D XYLEM INC                      COM              98419M10      1039    41346 SH       SHARED      10           41346
D XYLEM INC                      COM              98419M10        29     1155 SH       SHARED      20            1155
D XYLEM INC                      COM              98419M10         4      170 SH       SHR/OTHR    21                            170
D XYLEM INC                      COM              98419M10        48     1946 SH       SHARED      23            1346            600
D XYLEM INC                      COM              98419M10        30     1200 SH       SHR/OTHR    23                           1200
D XYLEM INC                      COM              98419M10       973    38706 SH       SHARED      26           38706
D YM BIOSCIENCES INC             COM              98423810         1      700 SH       SHARED                     700
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    98424510      6347   488239 SH       SHARED                  488239
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    98424510         7      545 SH       SHARED      02              45            500
D YRC WORLDWIDE INC              NOTE 10.000% 3/3 984249AB      9354 32256288 PRN      SHARED      02        32256288
D YRC WORLDWIDE INC              COM PAR $.01     98424960      1023   151134 SH       SHARED                  151134
D YRC WORLDWIDE INC              COM PAR $.01     98424960      1975   291776 SH       SHARED      02          291776
D YAHOO INC                      COM              98433210       187    11709 SH       SHARED                   11709
D YAHOO INC                      COM              98433210     95040  5949317 SH       SHARED                 5948217           1100
D YAHOO INC                      COM              98433210      4973   311349 SH       SHARED      01          311349
D YAHOO INC                      COM              98433210     15287   956992 SH       SHARED      02          939392          17600
D YAHOO INC                      COM              98433210         1     6189 SH CALL  SHARED      02            6189
D YAHOO INC                      COM              98433210         1     2000 SH PUT   SHARED      02            2000
D YAHOO INC                      COM              98433210        38     2400 SH       SHARED      04            2400
D YAHOO INC                      COM              98433210       115     7260 SH       SHARED      05            7260
D YAHOO INC                      COM              98433210      2118   132630 SH       SHARED      06           84400          48230
D YAHOO INC                      COM              98433210      5442   340673 SH       SHARED      10          340673
D YAMANA GOLD INC                COM              98462Y10        43     2300 SH       SHARED                    2300
D YAMANA GOLD INC                COM              98462Y10     60310  3155965 SH       SHARED                 3155965
D YAMANA GOLD INC                COM              98462Y10     15923   833237 SH       SHARED      02          794907          38330
D YAMANA GOLD INC                COM              98462Y10         3     5500 SH CALL  SHARED      02            5500
D YAMANA GOLD INC                COM              98462Y10     27382  1432882 SH       SHARED      04          925850         507032
D YAMANA GOLD INC                COM              98462Y10       305    16000 SH       SHARED      05           16000
D YAMANA GOLD INC                COM              98462Y10       124     6541 SH       SHARED      05            6541
D YAMANA GOLD INC                COM              98462Y10     11813   618189 SH       SHARED      06           63579         554610
D YAMANA GOLD INC                COM              98462Y10      3973   207910 SH       SHARED      10          207910
D YAMANA GOLD INC                COM              98462Y10         5      286 SH       SHARED      21                            286
D YAMANA GOLD INC                COM              98462Y10      1012    53000 SH       SHARED      29           53000
D YAMANA GOLD INC                COM              98462Y10     24709  1293000 SH       SHARED      30         1293000
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610       989    66190 SH       SHARED                   66190
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610         8      589 SH       SHARED      02             589
D YELP INC                       CL A             98581710       956    35357 SH       SHARED                   35357
D YELP INC                       CL A             98581710         0      225 SH CALL  SHARED                     225
D YELP INC                       CL A             98581710        23      852 SH       SHARED      02               2            850
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      1361   800821 SH       SHARED                  800821
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10        69    41000 SH       SHARED      05           41000
D YONGYE INTL INC                COM              98607B10        50    11000 SH       SHARED      02                          11000
D YORK WTR CO                    COM              98718410         9      524 SH       SHARED                     524
D YORK WTR CO                    COM              98718410        27     1500 SH       SHARED      01            1500
D YORK WTR CO                    COM              98718410         0        3 SH       SHARED      02               3
D YOUKU TUDOU INC                SPONSORED ADR    98742U10      1318    71722 SH       SHARED                   71722
D YOUKU TUDOU INC                SPONSORED ADR    98742U10        28     1532 SH       SHARED      02             332           1200
D YOUNG INNOVATIONS INC          COM              98752010         8      214 SH       SHARED                     214
D YOUNG INNOVATIONS INC          COM              98752010         3      100 SH       SHARED      10             100
D YUM BRANDS INC                 COM              98849810      5835    87959 SH       SHARED                     809          87150
D YUM BRANDS INC                 COM              98849810     27026   407389 SH       SHARED                  397047          10342
D YUM BRANDS INC                 COM              98849810     10088   152067 SH       SHARED      01          140172          11895
D YUM BRANDS INC                 COM              98849810       328     4950 SH       SHR/OTHR    01                           4950
D YUM BRANDS INC                 COM              98849810       724    10926 SH       SHARED      02            2309           8617
D YUM BRANDS INC                 COM              98849810         1      492 SH PUT   SHARED      02             492
D YUM BRANDS INC                 COM              98849810        79     1200 SH       SHARED      04             600            600
D YUM BRANDS INC                 COM              98849810     34874   525700 SH       SHARED      04          525700
D YUM BRANDS INC                 COM              98849810      1738    26200 SH       SHARED      05           26200
D YUM BRANDS INC                 COM              98849810      6670   100555 SH       SHARED      06           52945          47610
D YUM BRANDS INC                 COM              98849810      8804   132722 SH       SHARED      10          132722
D YUM BRANDS INC                 COM              98849810        53      800 SH       SHARED      20             400            400
D YUM BRANDS INC                 COM              98849810      3017    45478 SH       SHARED      21           45478
D YUM BRANDS INC                 COM              98849810        12      185 SH       SHR/OTHR    21                            185
D YUM BRANDS INC                 COM              98849810      1565    23600 SH       SHARED      23           23600
D YUM BRANDS INC                 COM              98849810       884    13329 SH       SHR/OTHR    23                          13329
D YUM BRANDS INC                 COM              98849810       729    11000 SH       SHARED      29           11000
D ZAGG INC                       COM              98884U10        32     3818 SH       SHARED                    3818
D ZAGG INC                       COM              98884U10        14     1700 SH       SHARED      01            1700
D ZAGG INC                       COM              98884U10         0        6 SH       SHARED      02               6
D ZALE CORP NEW                  COM              98885810      1801   261137 SH       SHARED                  261137
D ZALE CORP NEW                  COM              98885810         0       44 SH       SHARED      02              44
D ZALICUS INC                    COM              98887C10         3     4500 SH       SHARED      02                           4500
D ZAZA ENERGY CORP               COM              98919T10        11     4023 SH       SHARED                    4023
D ZAZA ENERGY CORP               COM              98919T10         0      225 SH       SHARED      01             225
D ZAZA ENERGY CORP               COM              98919T10         0        5 SH       SHARED      02               5
D ZAZA ENERGY CORP               COM              98919T10        52    17600 SH       SHARED      10           17600
D ZEBRA TECHNOLOGIES CORP        CL A             98920710      1859    49613 SH       SHARED                   49555             58
D ZEBRA TECHNOLOGIES CORP        CL A             98920710         0        1 SH       SHARED      02               1
D ZEBRA TECHNOLOGIES CORP        CL A             98920710         7      200 SH       SHARED      10             200
D ZELTIQ AESTHETICS INC          COM              98933Q10         3      654 SH       SHARED                     654
D ZELTIQ AESTHETICS INC          COM              98933Q10         0        3 SH       SHARED      02               3
D ZELTIQ AESTHETICS INC          COM              98933Q10        23     4200 SH       SHARED      10            4200
D ZEP INC                        COM              98944B10       385    25481 SH       SHARED                   25481
D ZEP INC                        COM              98944B10         0       42 SH       SHARED      02              42
D ZEP INC                        COM              98944B10         7      500 SH       SHARED      23                            500
D ZHONGPIN INC                   COM              98952K10         2      225 SH       SHARED      01             225
D ZILLOW INC                     CL A             98954A10      1011    23991 SH       SHARED                   23991
D ZILLOW INC                     CL A             98954A10       363     8620 SH       SHARED      01            7020           1600
D ZILLOW INC                     CL A             98954A10       746    17700 SH       SHR/OTHR    01                          17700
D ZILLOW INC                     CL A             98954A10         1       24 SH       SHARED      02               1             23
D ZIMMER HLDGS INC               COM              98956P10        95     1413 SH       SHARED                    1413
D ZIMMER HLDGS INC               COM              98956P10     16388   242365 SH       SHARED                  242365
D ZIMMER HLDGS INC               COM              98956P10      6869   101588 SH       SHARED      01           52428          49160
D ZIMMER HLDGS INC               COM              98956P10       684    10130 SH       SHR/OTHR    01                          10130
D ZIMMER HLDGS INC               COM              98956P10       138     2053 SH       SHARED      02             204           1849
D ZIMMER HLDGS INC               COM              98956P10         2      500 SH CALL  SHARED      02             500
D ZIMMER HLDGS INC               COM              98956P10      3617    53500 SH       SHARED      04           53500
D ZIMMER HLDGS INC               COM              98956P10       110     1630 SH       SHARED      05            1630
D ZIMMER HLDGS INC               COM              98956P10       990    14651 SH       SHARED      06            8560           6091
D ZIMMER HLDGS INC               COM              98956P10      8456   125060 SH       SHARED      10          125060
D ZIMMER HLDGS INC               COM              98956P10       121     1800 SH       SHARED      20            1800
D ZIMMER HLDGS INC               COM              98956P10        15      226 SH       SHR/OTHR    20                            226
D ZIMMER HLDGS INC               COM              98956P10         2       40 SH       SHARED      21                             40
D ZIMMER HLDGS INC               COM              98956P10         4       60 SH       SHR/OTHR    21                             60
D ZIMMER HLDGS INC               COM              98956P10       286     4233 SH       SHARED      23            4233
D ZIMMER HLDGS INC               COM              98956P10      1882    27846 SH       SHR/OTHR    23                          27846
D ZIMMER HLDGS INC               COM              98956P10       385     5700 SH       SHARED      26            5700
D ZIMMER HLDGS INC               COM              98956P10       284     4200 SH       SHARED      32            4200
D ZION OIL & GAS INC             COM              98969610         9     4204 SH       SHARED                    4204
D ZIONS BANCORPORATION           COM              98970110        52     2531 SH       SHARED                    2531
D ZIONS BANCORPORATION           COM              98970110     20495   992058 SH       SHARED                  992058
D ZIONS BANCORPORATION           COM              98970110       272    13194 SH       SHARED      01           13194
D ZIONS BANCORPORATION           COM              98970110        72     3485 SH       SHARED      02            3279            206
D ZIONS BANCORPORATION           COM              98970110        68     3300 SH       SHARED      06                           3300
D ZIONS BANCORPORATION           COM              98970110      4162   201473 SH       SHARED      10          201473
D ZIONS BANCORPORATION           *W EXP 05/22/202 98970111       745   221859 SH       SHARED      02          221859
D ZIOPHARM ONCOLOGY INC          COM              98973P10        99    18284 SH       SHARED                   18284
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0       18 SH       SHARED      02              18
D ZIOPHARM ONCOLOGY INC          COM              98973P10         1     2469 SH PUT   SHARED      02            2469
D ZIOPHARM ONCOLOGY INC          COM              98973P10        50     9300 SH       SHARED      10            9300
D ZIOPHARM ONCOLOGY INC          COM              98973P10       288    52916 SH       SHARED      26           52916
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0    80500 SH CALL  SHARED      26           80500
D ZIOPHARM ONCOLOGY INC          COM              98973P10        85    15712 SH       SHARED      32           15712
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0    16000 SH CALL  SHARED      32           16000
D ZIX CORP                       COM              98974P10         7     2583 SH       SHARED                    2583
D ZIX CORP                       COM              98974P10         0       17 SH       SHARED      02              17
D ZIPREALTY INC                  COM              98974V10        47    17000 SH       SHARED      02                          17000
D ZIPCAR INC                     COM              98974X10        33     4372 SH       SHARED                    4372
D ZIPCAR INC                     COM              98974X10         0        8 SH       SHARED      02               8
D ZIPCAR INC                     COM              98974X10        64     8300 SH       SHARED      10            8300
D ZOLTEK COS INC                 COM              98975W10       168    21890 SH       SHARED                   21890
D ZOLTEK COS INC                 COM              98975W10        10     1404 SH       SHARED      02               4           1400
D ZOLTEK COS INC                 COM              98975W10        73     9600 SH       SHARED      10            9600
D ZOGENIX INC                    COM              98978L10         6     2309 SH       SHARED                    2309
D ZOGENIX INC                    COM              98978L10         0       16 SH       SHARED      02              16
D ZOGENIX INC                    COM              98978L10        72    27300 SH       SHARED      10           27300
D ZUMIEZ INC                     COM              98981710       912    32906 SH       SHARED                   32206            700
D ZUMIEZ INC                     COM              98981710         1       43 SH       SHARED      02              43
D ZWEIG TOTAL RETURN FD INC      COM NEW          98983720      1346   106330 SH       SHARED                  106330
D ZYGO CORP                      COM              98985510        39     2144 SH       SHARED                    2144
D ZYGO CORP                      COM              98985510      3866   211392 SH       SHARED      02               2         211390
D ZYNGA INC                      CL A             98986T10      1819   641959 SH       SHARED                  641959
D ZYNGA INC                      CL A             98986T10        33    11900 SH       SHARED      01           11900
D ZYNGA INC                      CL A             98986T10       138    48915 SH       SHARED      02              15          48900
D ZYNGA INC                      CL A             98986T10        34    12000 SH       SHARED      10           12000
S REPORT SUMMARY              210098 DATA RECORDS           103592145           0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED