SEC Info - Deutsche Bank AG - ‘13F-HR’ for 3/31/09

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Deutsche Bank AG – ‘13F-HR’ for 3/31/09

On: Friday, 5/15/09, at 4:08pm ET · Effective: 5/15/09 · For: 3/31/09 · Accession #: 948046-9-206 · File #: 28-10103

  As Of               Filer                 Filing    For·On·As Docs:Size

 5/15/09  Deutsche Bank AG                  13F-HR      3/31/09    1:1.1M

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a       354±  2.60M 
                Money Manager -- dbag13f                                         

13F-HR 1st “Page” of 3 TOC ↑Top Previous Next ↓Bottom Just 1st
 
 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM 13F

 FORM 13F COVER PAGE

Report for the Calender Year or Quarter Ended: MARCH 31, 2009 

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

13F-HR 2nd “Page” of 3 TOC 1st Previous Next ↓Bottom Just 2nd
Institutional Investment Manager Filing this Report:                            

Name:            Deutsche Bank Aktiengesellschaft                               
Address:         Taunusanlage 12                                                
60325 Frankfurt am Main, Germany              

13F File Number: 028-10103                                                      

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

Person Signing this Report on Behalf of Reporting Manager:                      

Name:          Pasquale Antolino                                                
Title:         Assistant Vice President                                         
Phone:         212-250-3556                                                     
Signature, Place, and Date of Signing:                                          

Pasquale Antolino         New York, New York      May 15, 2009          

Report Type (Check only one.):                                                  

{X}          13F HOLDINGS REPORT.                                               

{ }          13F NOTICE.                                                        

{ }          13F COMBINATION REPORT.                                            

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

13F-HR Last “Page” of 3 TOC 1st Previous Next ↓Bottom Just 3rd
FORM 13F SUMMARY PAGE                                                           

Report Summary:                                                                 

Number of Other Included Managers:                 15                           

Form 13F Information Table Entry Total:         18999                           

Form 13F Information Table Value Total:      60138364  VALUE TOTAL (X$1000)     

List of Other Included Managers:                                                

No. Form 13F File Number Name                                                   

01     28-05041         Deutsche Bank Trust Company Americas                    
02     28-05033         Deutsche Bank Securities Inc.                           
04     28-10152         DWS Deutsche Bank Gesellschaft fur Wertpapiersparen mbH 
05     28-10154         Deutsche Asset Management Limited                       
06     28-10155         Deutsche Asset Management Investmentgesellshaft         
10     28-10249         Deutsche Investment Management Americas Inc.            
11     28-04760         ROPRO US Holding, Inc.                                  
14     28-10468         DWS (Austria) Investmentgesellschaft mgH                
15     28-11401         Deutsche Asset Management Schweiz                       
19     28-11509         Deutsche Bank (Suisse) S.A.                             
20     28-11997         Deutsche Bank National Trust Company                    
21     28-11998         Deutsche Bank Trust Company Delaware                    
22     28-11999         Deutsche Bank Florida, National Association             
23     28-12000         Deutsche Bank Trust Company, National Association       
24     28-12485         DWS Tust                                                

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

                                                        [Enlarge/Download Table]
                                                                                                                  

                                            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 

                                                        [Enlarge/Download Table]

                                                                                                                                    

D DAIMLER AG                     REG SHS          D1668R12    951408 37251687 SH      SHARED              36835264            416423
D DAIMLER AG                     REG SHS          D1668R12      2987   116965 SH      SHARED      01        116765               200
D DAIMLER AG                     REG SHS          D1668R12       548    21491 SH      SHARED      02         21400                91
D DAIMLER AG                     REG SHS          D1668R12      5267   206257 SH      SHARED      04        154691             51566
D DAIMLER AG                     REG SHS          D1668R12    133747  5236798 SH      SHARED      04       5236798                  
D DAIMLER AG                     REG SHS          D1668R12      1416    55465 SH      SHARED      05         55465                  
D DAIMLER AG                     REG SHS          D1668R12     78545  3075372 SH      SHARED      06       2518378            556994
D DAIMLER AG                     REG SHS          D1668R12      2652   103866 SH      SHARED      10         78429             25437
D DAIMLER AG                     REG SHS          D1668R12      1580    61895 SH      SHARED      19                           61895
D DAIMLER AG                     REG SHS          D1668R12         6      274 SH      SHR/OTHR    23                             274
D DAIMLER AG                     REG SHS          D1668R12       291    11404 SH      SHARED      24         11404                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    896740 22060023 SH      SHARED              21484395            575628
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1754    43165 SH      SHARED      01         33633              9532
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1097    27000 SH      SHR/OTHR    01                           27000
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        72     1779 SH      SHARED      02                            1779
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       372     9170 SH      SHARED      04          5185              3985
D DEUTSCHE BANK AG               NAMEN AKT        D1819089    249344  6133924 SH      SHARED      04       6133924                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        12      296 SH      SHARED      05           296                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089     85663  2107351 SH      SHARED      06       1652063            455288
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       826    20321 SH      SHARED      10          4431             15890
D DEUTSCHE BANK AG               NAMEN AKT        D1819089       378     9300 SH      SHARED      15                            9300
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      2621    64489 SH      SHARED      19                           64489
D DEUTSCHE BANK AG               NAMEN AKT        D1819089        30      740 SH      SHARED      20           740                  
D DEUTSCHE BANK AG               NAMEN AKT        D1819089      1341    32997 SH      SHARED      21         32997                  
D TELVENT GIT SA                 SHS              E9021510         0       16 SH      SHARED                    16                  
D TELVENT GIT SA                 SHS              E9021510        10      825 SH      SHARED      02           825                  
D AIRCASTLE LTD                  COM              G0129K10        51    11113 SH      SHARED                 11113                  
D AIRCASTLE LTD                  COM              G0129K10         5     1217 SH      SHARED      02          1217                  
D AIRCASTLE LTD                  COM              G0129K10       100    21700 SH      SHARED      10         21700                  
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20       265     6971 SH      SHARED                  6971                  
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20       114     3000 SH      SHARED      01          3000                  
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20        12      332 SH      SHARED      02           332                  
D ALLIED WRLD ASSUR COM HLDG L   SHS              G0219G20     19868   522445 SH      SHARED      10        508445             14000
D AMDOCS LTD                     ORD              G0260210       168     9112 SH      SHARED                  9112                  
D AMDOCS LTD                     ORD              G0260210      1007    54425 SH      SHARED      02         54425                  
D AMDOCS LTD                     ORD              G0260210      2707   146200 SH      SHARED      10        146200                  
D AMERICAN SAFETY INS HLDGS LT   ORD              G0299510        34     3000 SH      SHARED                  3000                  
D AMERICAN SAFETY INS HLDGS LT   ORD              G0299510         5      445 SH      SHARED      02           445                  
D AMERICAN SAFETY INS HLDGS LT   ORD              G0299510        50     4400 SH      SHARED      10          4400                  
D A POWER ENERGY GENERAT SYS L   COM              G0413610       110    25400 SH      SHARED                 25400                  
D A POWER ENERGY GENERAT SYS L   COM              G0413610         6     1434 SH      SHARED      02          1434                  
D A POWER ENERGY GENERAT SYS L   COM              G0413610       334    77100 SH      SHARED      10         77100                  
D ARCH CAP GROUP LTD             ORD              G0450A10      1440    26746 SH      SHARED                 26746                  
D ARCH CAP GROUP LTD             ORD              G0450A10       495     9200 SH      SHARED      01          9200                  
D ARCH CAP GROUP LTD             ORD              G0450A10        10      200 SH      SHR/OTHR    01                             200
D ARCH CAP GROUP LTD             ORD              G0450A10       124     2312 SH      SHARED      02          2312                  
D ARCH CAP GROUP LTD             ORD              G0450A10      3710    68900 SH      SHARED      10         68900                  
D ARCH CAP GROUP LTD             ORD              G0450A10        24      450 SH      SHARED      23           450                  
D ARCH CAP GROUP LTD             ORD              G0450A10        40      750 SH      SHR/OTHR    23                             750
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10       299     9949 SH      SHARED                  9949                  
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10        52     1754 SH      SHARED      01          1754                  
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10       281     9344 SH      SHARED      02          2844              6500
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10     19239   638534 SH      SHARED      10        635134              3400
D ARGO GROUP INTL HLDGS LTD      COM              G0464B10        12      420 SH      SHARED      21                             420
D ARIES MARITIME TRNSPRT LTD     SHS              G0474B10        33    82141 SH      SHARED                 82141                  
D ASIA SPECIAL SIT ACQST CORP    SHS              G0538M10       240    25534 SH      SHARED                 25534                  
D ASIA SPECIAL SIT ACQST CORP    SHS              G0538M10       568    60500 SH      SHARED      02         60500                  
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       180     8028 SH      SHARED                  8028                  
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       170     7586 SH      SHARED      02          7461               125
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410     16503   734800 SH      SHARED      10        734800                  
D ASPEN INSURANCE HOLDINGS LTD   SHS              G0538410       197     8812 SH      SHARED      21          7570              1242
D ASPEN INSURANCE HOLDINGS LTD   PFD PRP INC EQ   G0538411      5224   129000 SH      SHARED                129000                  
D ASSURED GUARANTY LTD           COM              G0585R10        43     6403 SH      SHARED                  6403                  
D ASSURED GUARANTY LTD           COM              G0585R10        30     4449 SH      SHARED      02          3709               740
D ASSURED GUARANTY LTD           COM              G0585R10       112    16600 SH      SHARED      10         16600                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10      2408   106869 SH      SHARED                106869                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       599    26600 SH      SHARED      01         26600                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       279    12380 SH      SHARED      02         12380                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10        34     1550 SH      SHARED      06           250              1300
D AXIS CAPITAL HOLDINGS          SHS              G0692U10       401    17800 SH      SHARED      10         17800                  
D AXIS CAPITAL HOLDINGS          SHS              G0692U10         8      375 SH      SHR/OTHR    23                             375
D ENERGY XXI (BERMUDA) LTD       COM SHS          G1008210        16    43600 SH      SHARED      01         43600                  
D ENERGY XXI (BERMUDA) LTD       COM SHS          G1008210         1     3123 SH      SHARED      02          3123                  
D ACCENTURE LTD BERMUDA          CL A             G1150G11      3809   138595 SH      SHARED                114156             24439
D ACCENTURE LTD BERMUDA          CL A             G1150G11     10359   376849 SH      SHARED      01        306811             70038
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1492    54281 SH      SHR/OTHR    01                           54281
D ACCENTURE LTD BERMUDA          CL A             G1150G11      2121    77168 SH      SHARED      02         73050              4118
D ACCENTURE LTD BERMUDA          CL A             G1150G11         8      320 SH      SHARED      05           320                  
D ACCENTURE LTD BERMUDA          CL A             G1150G11     64921  2361627 SH      SHARED      10       2342314             19313
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1681    61184 SH      SHARED      20         46210      155    14819
D ACCENTURE LTD BERMUDA          CL A             G1150G11       286    10410 SH      SHR/OTHR    20                           10410
D ACCENTURE LTD BERMUDA          CL A             G1150G11       103     3750 SH      SHARED      21          1650              2100
D ACCENTURE LTD BERMUDA          CL A             G1150G11        68     2500 SH      SHR/OTHR    21                            2500
D ACCENTURE LTD BERMUDA          CL A             G1150G11       188     6840 SH      SHARED      22          5315              1525
D ACCENTURE LTD BERMUDA          CL A             G1150G11       181     6600 SH      SHR/OTHR    22                            6600
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1546    56245 SH      SHARED      23         51935              4310
D ACCENTURE LTD BERMUDA          CL A             G1150G11      1203    43780 SH      SHR/OTHR    23                           43780
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210         0       21 SH      SHARED      02             1                20
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210         2      210 SH      SHARED      23                             210
D BROOKFIELD INFRAST PARTNERS    LP INT UNIT      G1625210        15     1200 SH      SHR/OTHR    23                            1200
D BUNGE LIMITED                  COM              G1696210      6740   118979 SH      SHARED                106897             12082
D BUNGE LIMITED                  COM              G1696210      2022    35700 SH      SHARED      01         35700                  
D BUNGE LIMITED                  COM              G1696210      2218    39170 SH      SHARED      02         32615              6555
D BUNGE LIMITED                  COM              G1696210     42072   742670 SH      SHARED      10        718770             23900
D BUNGE LIMITED                  COM              G1696210        56     1000 SH      SHR/OTHR    23                            1000
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520       859    75002 SH      SHARED                 75002                  
D CENTRAL EUROPEAN MEDIA ENTRP   CL A NEW         G2004520        26     2349 SH      SHARED      02          2349                  
D CDC CORP                       SHS A            G2022L10        48    43697 SH      SHARED                 43697                  
D CDC CORP                       SHS A            G2022L10         1     1170 SH      SHARED      19                            1170
D CHINA YUCHAI INTL LTD          COM              G2108210        15     3200 SH      SHARED                  3200                  
D CHINA YUCHAI INTL LTD          COM              G2108210         1      300 SH      SHARED      02           300                  
D CHINA NATURAL RESOURCES INC    COM              G2110U10         0       32 SH      SHARED                    32                  
D CHINA CABLECOM HOLDINGS LTD    *W EXP 04/10/201 G2117611         0      420 SH      SHARED                   420                  
D CONSOLIDATED WATER CO INC      ORD              G2377310       171    15810 SH      SHARED                 15810                  
D CONSOLIDATED WATER CO INC      ORD              G2377310         0       35 SH      SHARED      01            35                  
D CONSOLIDATED WATER CO INC      ORD              G2377310         9      830 SH      SHARED      02           830                  
D COOPER INDS LTD                CL A             G2418210      1239    47912 SH      SHARED                 47912                  
D COOPER INDS LTD                CL A             G2418210      1280    49525 SH      SHARED      01         48150              1375
D COOPER INDS LTD                CL A             G2418210         5      225 SH      SHR/OTHR    01                             225
D COOPER INDS LTD                CL A             G2418210       334    12920 SH      SHARED      02         12320               600
D COOPER INDS LTD                CL A             G2418210      4240   163985 SH      SHARED      05        163985                  
D COOPER INDS LTD                CL A             G2418210      4237   163847 SH      SHARED      10        163847                  
D COOPER INDS LTD                CL A             G2418210         4      175 SH      SHR/OTHR    21                             175
D CREDICORP LTD                  COM              G2519Y10        79     1690 SH      SHARED                                    1690
D CREDICORP LTD                  COM              G2519Y10      6022   128575 SH      SHARED                128575                  
D CREDICORP LTD                  COM              G2519Y10      1506    32170 SH      SHARED      01         32170                  
D CREDICORP LTD                  COM              G2519Y10       136     2906 SH      SHARED      02          2906                  
D CREDICORP LTD                  COM              G2519Y10      2187    46700 SH      SHARED      04         46700                  
D CREDICORP LTD                  COM              G2519Y10     18675   398700 SH      SHARED      10        398700                  
D COSAN LTD                      SHS A            G2534310         3     1400 SH      SHARED                  1400                  
D COSAN LTD                      SHS A            G2534310        25    10279 SH      SHARED                 10279                  
D COSAN LTD                      SHS A            G2534310        15     6257 SH      SHARED      02          6257                  
D COVIDIEN LTD                   COM              G2552X10         0        1 SH      SHARED                     1                  
D COVIDIEN LTD                   COM              G2552X10      6622   199220 SH      SHARED                199220                  
D COVIDIEN LTD                   COM              G2552X10      4264   128298 SH      SHARED      01        125798              2500
D COVIDIEN LTD                   COM              G2552X10     14402   433290 SH      SHARED      02        425295              7995
D COVIDIEN LTD                   COM              G2552X10      9006   270942 SH      SHARED      04        270942                  
D COVIDIEN LTD                   COM              G2552X10         8      265 SH      SHARED      05           265                  
D COVIDIEN LTD                   COM              G2552X10     17139   515631 SH      SHARED      06        222086            293545
D COVIDIEN LTD                   COM              G2552X10     12631   380014 SH      SHARED      10        378214              1800
D COVIDIEN LTD                   COM              G2552X10        88     2650 SH      SHR/OTHR    20                            2650
D COVIDIEN LTD                   COM              G2552X10        55     1680 SH      SHARED      21                            1680
D CRM HOLDINGS LTD               COM              G2554P10         0      337 SH      SHARED                   337                  
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710        97     3896 SH      SHARED                  3896                  
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       311    12506 SH      SHARED      02         11973               533
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710     17381   696950 SH      SHARED      10        696950                  
D ENDURANCE SPECIALTY HLDGS LT   SHS              G3039710       191     7675 SH      SHARED      21          5775              1900
D ENSTAR GROUP LIMITED           SHS              G3075P10       197     3506 SH      SHARED                  3506                  
D ENSTAR GROUP LIMITED           SHS              G3075P10         8      148 SH      SHARED      02           148                  
D ENSTAR GROUP LIMITED           SHS              G3075P10       168     3000 SH      SHARED      10          3000                  
D ENSTAR GROUP LIMITED           SHS              G3075P10        33      600 SH      SHARED      23           600                  
D ASA LIMITED                    COM              G3156P10        42      800 SH      SHARED                   800                  
D CRYPTOLOGIC LIMITED            SHS              G3159C10        16     3600 SH      SHARED                  3600                  
D EVEREST RE GROUP LTD           COM              G3223R10      1798    25402 SH      SHARED                 25402                  
D EVEREST RE GROUP LTD           COM              G3223R10      2508    35429 SH      SHARED      01         15800             19629
D EVEREST RE GROUP LTD           COM              G3223R10       299     4230 SH      SHARED      02          4230                  
D EVEREST RE GROUP LTD           COM              G3223R10      4212    59500 SH      SHARED      10         57600              1900
D FGX INTERNATIONAL HLDGS LTD    ORD SHS          G3396L10         4      399 SH      SHARED                   399                  
D FGX INTERNATIONAL HLDGS LTD    ORD SHS          G3396L10         4      400 SH      SHARED      01           400                  
D FGX INTERNATIONAL HLDGS LTD    ORD SHS          G3396L10         4      359 SH      SHARED      02           359                  
D FGX INTERNATIONAL HLDGS LTD    ORD SHS          G3396L10        23     2000 SH      SHARED      10          2000                  
D FGX INTERNATIONAL HLDGS LTD    ORD SHS          G3396L10        25     2155 SH      SHARED      21                            2155
D FLAGSTONE REINSURANCE HLDGS    SHS              G3529T10      2921   375030 SH      SHARED                375030                  
D FLAGSTONE REINSURANCE HLDGS    SHS              G3529T10         6      788 SH      SHARED      02           788                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810       775    47200 SH      SHARED                                   47200
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810      1202    73241 SH      SHARED                 73241                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810        69     4250 SH      SHARED      01          4250                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810        55     3393 SH      SHARED      02          2993               400
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810      7540   459200 SH      SHARED      04        459200                  
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810     23574  1435732 SH      SHARED      10       1212232            223500
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810        83     5100 SH      SHARED      15                            5100
D FRESH DEL MONTE PRODUCE INC    ORD              G3673810        95     5800 SH      SHARED      24          5800                  
D FRONTLINE LTD                  SHS              G3682E12       266    15307 SH      SHARED                 15307                  
D FRONTLINE LTD                  SHS              G3682E12        75     4344 SH      SHARED      01          2984              1360
D FRONTLINE LTD                  SHS              G3682E12         3      175 SH      SHR/OTHR    01                             175
D FRONTLINE LTD                  SHS              G3682E12        28     1649 SH      SHARED      02          1649                  
D FRONTLINE LTD                  SHS              G3682E12      8894   511461 SH      SHARED      10        511461                  
D FRONTLINE LTD                  SHS              G3682E12         2      140 SH      SHR/OTHR    21                             140
D GARMIN LTD                     ORD              G3726010       511    24116 SH      SHARED                 24116                  
D GARMIN LTD                     ORD              G3726010       413    19500 SH      SHARED      01         19500                  
D GARMIN LTD                     ORD              G3726010        52     2459 SH      SHARED      02           859              1600
D GARMIN LTD                     ORD              G3726010         1       50 SH      SHARED      05            50                  
D GARMIN LTD                     ORD              G3726010      6496   306300 SH      SHARED      10        291600             14700
D GLOBAL CROSSING LTD            SHS NEW          G3921A17        55     7904 SH      SHARED                  7904                  
D GLOBAL CROSSING LTD            SHS NEW          G3921A17        44     6350 SH      SHARED      02          6350                  
D GLOBAL CROSSING LTD            SHS NEW          G3921A17        86    12300 SH      SHARED      10         12300                  
D GENPACT LIMITED                SHS              G3922B10       137    15536 SH      SHARED                 15536                  
D GENPACT LIMITED                SHS              G3922B10         5      605 SH      SHARED      02           605                  
D GLOBAL SOURCES LTD             ORD              G3930010        84    21679 SH      SHARED                 21679                  
D GLOBAL SOURCES LTD             ORD              G3930010         4     1243 SH      SHARED      02          1243                  
D GLOBAL SOURCES LTD             ORD              G3930010       166    42830 SH      SHARED      10         41036              1794
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10      1317    82529 SH      SHARED                 82529                  
D GREENLIGHT CAPITAL RE LTD      CLASS A          G4095J10        11      749 SH      SHARED      02           749                  
D HELEN OF TROY CORP LTD         COM              G4388N10        20     1512 SH      SHARED                  1512                  
D HELEN OF TROY CORP LTD         COM              G4388N10        11      830 SH      SHARED      02           830                  
D HELEN OF TROY CORP LTD         COM              G4388N10       108     7900 SH      SHARED      10          7900                  
D HERBALIFE LTD                  COM USD SHS      G4412G10       763    50966 SH      SHARED                 50966                  
D HERBALIFE LTD                  COM USD SHS      G4412G10        10      725 SH      SHARED      01                             725
D HERBALIFE LTD                  COM USD SHS      G4412G10        13      900 SH      SHR/OTHR    01                             900
D HERBALIFE LTD                  COM USD SHS      G4412G10       449    30021 SH      SHARED      02         30021                  
D HERBALIFE LTD                  COM USD SHS      G4412G10     13250   884572 SH      SHARED      10        869472             15100
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10      3140   227543 SH      SHARED                227543                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10      1737   125920 SH      SHARED      01         70233             55687
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10        10      725 SH      SHR/OTHR    01                             725
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10      1134    82222 SH      SHARED      02         42047             40175
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10         1      110 SH      SHARED      05           110                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10       531    38495 SH      SHARED      10         38495                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10         4      317 SH      SHARED      20                             317
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10        70     5130 SH      SHARED      23          5130                  
D INGERSOLL-RAND COMPANY LTD     CL A             G4776G10        10      780 SH      SHR/OTHR    23                             780
D INVESCO LTD                    SHS              G491BT10      1251    90316 SH      SHARED                 90316                  
D INVESCO LTD                    SHS              G491BT10      9828   709094 SH      SHARED                709094                  
D INVESCO LTD                    SHS              G491BT10      1261    91000 SH      SHARED      01         91000                  
D INVESCO LTD                    SHS              G491BT10       480    34637 SH      SHARED      02         29490              5147
D INVESCO LTD                    SHS              G491BT10        22     1600 SH      SHARED      04          1600                  
D INVESCO LTD                    SHS              G491BT10         4      308 SH      SHARED      05           308                  
D INVESCO LTD                    SHS              G491BT10       378    27300 SH      SHARED      06         14700             12600
D INVESCO LTD                    SHS              G491BT10      2417   174443 SH      SHARED      10        174443                  
D INVESCO LTD                    SHS              G491BT10       866    62500 SH      SHARED      15                           62500
D INVESCO LTD                    SHS              G491BT10         5      430 SH      SHARED      21                             430
D IPC HLDGS LTD                  ORD              G4933P10      1166    43132 SH      SHARED                 43132                  
D IPC HLDGS LTD                  ORD              G4933P10       767    28374 SH      SHARED      02         28232               142
D IPC HLDGS LTD                  ORD              G4933P10       524    19400 SH      SHARED      10         19400                  
D IPC HLDGS LTD                  ORD              G4933P10        38     1407 SH      SHARED      21                            1407
D JINPAN INTL LTD                ORD              G5138L10         4      262 SH      SHARED      02           262                  
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G10       149    10300 SH      SHARED                 10300                  
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G10        15     1099 SH      SHARED      02          1099                  
D LAZARD LTD                     SHS A            G5405010      2572    87500 SH      SHARED                                   87500
D LAZARD LTD                     SHS A            G5405010     16017   544817 SH      SHARED                544817                  
D LAZARD LTD                     SHS A            G5405010       244     8300 SH      SHARED      01          8300                  
D LAZARD LTD                     SHS A            G5405010       162     5528 SH      SHARED      02           528              5000
D LAZARD LTD                     SHS A            G5405010       420    14300 SH      SHARED      04         14300                  
D LAZARD LTD                     SHS A            G5405010     58775  1999162 SH      SHARED      10       1574877            424285
D LAZARD LTD                     SHS A            G5405010       267     9100 SH      SHARED      15                            9100
D LAZARD LTD                     SHS A            G5405010       343    11700 SH      SHARED      24         11700                  
D MAIDEN HOLDINGS LTD            SHS              G5753U11        80    17984 SH      SHARED                 17984                  
D MAIDEN HOLDINGS LTD            SHS              G5753U11        18     4200 SH      SHARED      01          4200                  
D MAIDEN HOLDINGS LTD            SHS              G5753U11         5     1313 SH      SHARED      02          1313                  
D MAIDEN HOLDINGS LTD            SHS              G5753U11       227    51000 SH      SHARED      10         51000                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      7975   870643 SH      SHARED                870643                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1146   125146 SH      SHARED      01        120000              5146
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10     10745  1173137 SH      SHARED      02       1114177             58960
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      1374   150000 SH      SHARED      05        150000                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10        59     6500 SH      SHARED      06          1500              5000
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10      9649  1053400 SH      SHARED      10       1053400                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10        22     2402 SH      SHARED      21          2402                  
D MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H10         1      200 SH      SHR/OTHR    21                             200
D MAX CAPITAL GROUP LTD          SHS              G6052F10        39     2294 SH      SHARED                  2294                  
D MAX CAPITAL GROUP LTD          SHS              G6052F10        37     2187 SH      SHARED      02          2187                  
D MAX CAPITAL GROUP LTD          SHS              G6052F10       267    15500 SH      SHARED      10         11400              4100
D MF GLOBAL LTD                  SHS              G6064210       149    35395 SH      SHARED                 35395                  
D MF GLOBAL LTD                  SHS              G6064210       516   122200 SH      SHARED      01        122200                  
D MF GLOBAL LTD                  SHS              G6064210        35     8396 SH      SHARED      02          8396                  
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510        49     3846 SH      SHARED                  3846                  
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       109     8474 SH      SHARED      02          8474                  
D MONTPELIER RE HOLDINGS LTD     SHS              G6218510       449    34700 SH      SHARED      10         26300              8400
D NABORS INDUSTRIES LTD          SHS              G6359F10      1237   123890 SH      SHARED                123890                  
D NABORS INDUSTRIES LTD          SHS              G6359F10       601    60200 SH      SHARED      01         60200                  
D NABORS INDUSTRIES LTD          SHS              G6359F10       262    26323 SH      SHARED      02         25823               500
D NABORS INDUSTRIES LTD          SHS              G6359F10       100    10037 SH      SHARED      10         10037                  
D NOBLE CORPORATION              SHS              G6542210       148     6182 SH      SHARED                  6182                  
D NOBLE CORPORATION              SHS              G6542210        48     2000 SH      SHARED      01          2000                  
D NOBLE CORPORATION              SHS              G6542210        12      500 SH      SHARED      02           500                  
D NOBLE CORPORATION              SHS              G6542210       257    10700 SH      SHARED      10          9200              1500
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310       454    15526 SH      SHARED                 15526                  
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310       108     3689 SH      SHARED      02           889              2800
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310       172     5900 SH      SHARED      10          5900                  
D NORDIC AMERICAN TANKER SHIPP   COM              G6577310         4      150 SH      SHR/OTHR    23                             150
D NORTH ASIA INVESTMENT CORP     COM              G6620210      2318   255300 SH      SHARED      02        255300                  
D NORTH ASIA INVESTMENT CORP     *W EXP 07/23/201 G6620211        21   255300 SH      SHARED      02        255300                  
D OPENTV CORP                    CL A             G6754310         3     2271 SH      SHARED      02          2271                  
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         7      814 SH      SHARED                   814                  
D ONEBEACON INSURANCE GROUP LT   CL A             G6774210         1      203 SH      SHARED      02           203                  
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310        17     4254 SH      SHARED                  4254                  
D ORIENT-EXPRESS HOTELS LTD      CL A             G6774310         1      287 SH      SHARED      02           287                  
D OVERTURE ACQUISITION CORP      SHS              G6830P10      5414   573620 SH      SHARED                573620                  
D OVERTURE ACQUISITION CORP      *W EXP 01/30/201 G6830P11         2    32609 SH      SHARED      02         32609                  
D OVERTURE ACQUISITION CORP      UNIT 99/99/9999  G6830P20       395    41900 SH      SHARED      02         41900                  
D PARTNERRE LTD                  COM              G6852T10     14579   234886 SH      SHARED                234886                  
D PARTNERRE LTD                  COM              G6852T10       707    11400 SH      SHARED      01         11400                  
D PARTNERRE LTD                  COM              G6852T10        23      374 SH      SHARED      02           374                  
D PARTNERRE LTD                  COM              G6852T10        93     1500 SH      SHARED      10                            1500
D PARTNERRE LTD                  COM              G6852T10         3       50 SH      SHARED      21                              50
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10       126     4458 SH      SHARED                  4458                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10        32     1148 SH      SHARED      02          1148                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10       779    27500 SH      SHARED      10         27500                  
D PLATINUM UNDERWRITER HLDGS L   COM              G7127P10        15      558 SH      SHARED      21           558                  
D PRIMUS GUARANTY LTD            SHS              G7245710        30    19286 SH      SHARED                 19286                  
D PRIMUS GUARANTY LTD            SHS              G7245710         8     5574 SH      SHARED      02          5574                  
D QIAO XING UNIVERSAL TELEPHON   ORD              G7303A10         0      506 SH      SHARED                   506                  
D QIAO XING UNIVERSAL TELEPHON   ORD              G7303A10         4     3736 SH      SHARED      02          3736                  
D QIAO XING MOBILE COMM CO LTD   SHS              G7303110         0      406 SH      SHARED      02           406                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10      2163    43765 SH      SHARED                 43765                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10       659    13340 SH      SHARED      01         13340                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        20      418 SH      SHARED      02           418                  
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10         2       55 SH      SHARED      21                              55
D RENAISSANCERE HOLDINGS LTD     COM              G7496G10        18      375 SH      SHR/OTHR    23                             375
D SEAGATE TECHNOLOGY             SHS              G7945J10      2456   408748 SH      SHARED                408748                  
D SEAGATE TECHNOLOGY             SHS              G7945J10       786   130800 SH      SHARED      01        130800                  
D SEAGATE TECHNOLOGY             SHS              G7945J10      1545   257214 SH      SHARED      02        238965             18249
D SEAGATE TECHNOLOGY             SHS              G7945J10     12709  2114700 SH      SHARED      10       1955800            158900
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510       880   134157 SH      SHARED                134157                  
D SHIP FINANCE INTERNATIONAL L   SHS              G8107510         8     1287 SH      SHARED      02           987               300
D SIGNET JEWELERS LIMITED        SHS              G8127610         6      600 SH      SHARED                   600                  
D SIGNET JEWELERS LIMITED        SHS              G8127610      7395   645915 SH      SHARED                645915                  
D SIGNET JEWELERS LIMITED        SHS              G8127610         6      536 SH      SHARED      02           536                  
D SIGNET JEWELERS LIMITED        SHS              G8127610       245    21400 SH      SHARED      10         21400                  
D SINA CORP                      ORD              G8147710     25487  1096242 SH      SHARED               1096242                  
D SINA CORP                      ORD              G8147710      1067    45900 SH      SHARED      01         45900                  
D SINA CORP                      ORD              G8147710       214     9239 SH      SHARED      02          8789               450
D SINA CORP                      ORD              G8147710      3117   134100 SH      SHARED      10        134100                  
D SMART MODULAR TECHNOLOGIES I   ORD SHS          G8224510         1     1141 SH      SHARED      02          1141                  
D CHINA TECH DEVELOPMENT GP CO   SHS              G8438410         1      500 SH      SHARED                   500                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515       306    41650 SH      SHARED                 41650                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515         2      273 SH      SHARED      02           273                  
D TBS INTERNATIONAL LIMITED      COM CL A         G8697515       551    75100 SH      SHARED      10         72600              2500
D UTI WORLDWIDE INC              ORD              G8721010       954    79880 SH      SHARED                 79880                  
D UTI WORLDWIDE INC              ORD              G8721010       153    12875 SH      SHARED      01          1500             11375
D UTI WORLDWIDE INC              ORD              G8721010       118     9958 SH      SHARED      02          9958                  
D UTI WORLDWIDE INC              ORD              G8721010       170    14300 SH      SHARED      10         14300                  
D UTI WORLDWIDE INC              ORD              G8721010         5      500 SH      SHARED      20           500                  
D UTI WORLDWIDE INC              ORD              G8721010         1      100 SH      SHR/OTHR    21                             100
D UTI WORLDWIDE INC              ORD              G8721010        21     1767 SH      SHARED      23          1767                  
D TEXTAINER GROUP HOLDINGS LTD   SHS              G8766E10         1      249 SH      SHARED      02           249                  
D TSAKOS ENERGY NAVIGATION LTD   SHS              G9108L10       504    35821 SH      SHARED                 35821                  
D TSAKOS ENERGY NAVIGATION LTD   SHS              G9108L10         0        1 SH      SHARED      02             1                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10         0        1 SH      SHARED                     1                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10      1659   150278 SH      SHARED                150278                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10      1339   121373 SH      SHARED      01        121373                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10      4839   438338 SH      SHARED      02        432631              5707
D TYCO ELECTRONICS LTD           COM NEW          G9144P10        32     2900 SH      SHARED      04          2900                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10         3      275 SH      SHARED      05           275                  
D TYCO ELECTRONICS LTD           COM NEW          G9144P10       366    33206 SH      SHARED      06         16386             16820
D TYCO ELECTRONICS LTD           COM NEW          G9144P10      3583   324584 SH      SHARED      10        319284              5300
D TYCO ELECTRONICS LTD           COM NEW          G9144P10        28     2570 SH      SHR/OTHR    20                            2570
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       146     6200 SH      SHARED                  6200                  
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10        14      600 SH      SHARED      01           600                  
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       113     4812 SH      SHARED      02          4812                  
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10       916    38700 SH      SHARED      10         38700                  
D VALIDUS HOLDINGS LTD           COM SHS          G9319H10        22      955 SH      SHARED      21                             955
D VANTAGE DRILLING COMPANY       ORD SHS          G9320511      1288  1301100 SH      SHARED               1301100                  
D VANTAGE DRILLING COMPANY       *W EXP 05/24/201 G9320512         1    26354 SH      SHARED                 26354                  
D VISTAPRINT LIMITED             SHS              G9376220       376    13700 SH      SHARED                 13700                  
D VISTAPRINT LIMITED             SHS              G9376220       226     8228 SH      SHARED      01                            8228
D VISTAPRINT LIMITED             SHS              G9376220       135     4935 SH      SHARED      02          1743              3192
D VISTAPRINT LIMITED             SHS              G9376220       702    25570 SH      SHARED      10         22470              3100
D VISTAPRINT LIMITED             SHS              G9376220        40     1456 SH      SHARED      21           656               800
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10      1613   153353 SH      SHARED                153353                  
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10       326    31000 SH      SHARED      01         31000                  
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10       148    14117 SH      SHARED      02          6578              7539
D WARNER CHILCOTT LIMITED        COM CL A         G9435N10        74     7100 SH      SHARED      23          7100                  
D GOLAR LNG LTD BERMUDA          SHS              G9456A10       247    72254 SH      SHARED                 72254                  
D GOLAR LNG LTD BERMUDA          SHS              G9456A10         3      928 SH      SHARED      02           928                  
D GOLAR LNG LTD BERMUDA          SHS              G9456A10        39    11500 SH      SHARED      10         11500                  
D WHITE MTNS INS GROUP LTD       COM              G9618E10      1488     8657 SH      SHARED                  6157              2500
D WHITE MTNS INS GROUP LTD       COM              G9618E10       206     1200 SH      SHARED      01          1200                  
D WHITE MTNS INS GROUP LTD       COM              G9618E10        68      401 SH      SHARED      02           401                  
D WHITE MTNS INS GROUP LTD       COM              G9618E10        10       60 SH      SHARED      06                              60
D WHITE MTNS INS GROUP LTD       COM              G9618E10       807     4700 SH      SHARED      10          4400               300
D WHITE MTNS INS GROUP LTD       COM              G9618E10        42      250 SH      SHARED      23                             250
D WILLIS GROUP HOLDINGS LTD      SHS              G9665510      3061   139173 SH      SHARED                139173                  
D WILLIS GROUP HOLDINGS LTD      SHS              G9665510       743    33800 SH      SHARED      01         33800                  
D WILLIS GROUP HOLDINGS LTD      SHS              G9665510        97     4411 SH      SHARED      02          1711              2700
D WILLIS GROUP HOLDINGS LTD      SHS              G9665510        44     2022 SH      SHARED      10          2022                  
D XOMA LTD                       ORD              G9825R10         0        9 SH      SHARED                     9                  
D XOMA LTD                       ORD              G9825R10         3     6272 SH      SHARED      02          6272                  
D XL CAP LTD                     CL A             G9825510      2350   430515 SH      SHARED                430515                  
D XL CAP LTD                     CL A             G9825510       131    24000 SH      SHARED      01         24000                  
D XL CAP LTD                     CL A             G9825510       281    51606 SH      SHARED      02         20830             30776
D XL CAP LTD                     CL A             G9825510      4169   763610 SH      SHARED      10        763610                  
D XL CAP LTD                     CL A             G9825510        70    12990 SH      SHARED      21         12990                  
D XL CAP LTD                     CL A             G9825510         0      150 SH      SHR/OTHR    23                             150
D XYRATEX LTD                    COM              G9826810        28    13020 SH      SHARED                 13020                  
D YUCHENG TECHNOLOGIES LTD       COM              G9877710         4      770 SH      SHARED      02           770                  
D ACE LTD                        SHS              H0023R10      5149   127461 SH      SHARED                127461                  
D ACE LTD                        SHS              H0023R10      2977    73700 SH      SHARED      01         72900               800
D ACE LTD                        SHS              H0023R10       464    11487 SH      SHARED      02          6457              5030
D ACE LTD                        SHS              H0023R10      1921    47550 SH      SHARED      04         47550                  
D ACE LTD                        SHS              H0023R10         8      220 SH      SHARED      05           220                  
D ACE LTD                        SHS              H0023R10     10209   252720 SH      SHARED      06         96800            155920
D ACE LTD                        SHS              H0023R10     40161   994108 SH      SHARED      10        994108                  
D ACE LTD                        SHS              H0023R10      1389    34400 SH      SHARED      15                           34400
D ACE LTD                        SHS              H0023R10       238     5900 SH      SHARED      19                            5900
D ACE LTD                        SHS              H0023R10        32      800 SH      SHARED      21           800                  
D ACE LTD                        SHS              H0023R10        15      375 SH      SHR/OTHR    23                             375
D ALCON INC                      COM SHS          H0130110       520     5721 SH      SHARED                  5521               200
D ALCON INC                      COM SHS          H0130110      1470    16174 SH      SHARED      02         15674               500
D ALCON INC                      COM SHS          H0130110        63      700 SH      SHARED      06           700                  
D ALCON INC                      COM SHS          H0130110      2654    29200 SH      SHARED      10         29200                  
D ALCON INC                      COM SHS          H0130110        13      150 SH      SHARED      20           150                  
D ALCON INC                      COM SHS          H0130110       481     5300 SH      SHARED      21                            5300
D WEATHERFORD INTERNATIONAL LT   REG              H2701310      5592   505176 SH      SHARED                505176                  
D WEATHERFORD INTERNATIONAL LT   REG              H2701310      1701   153700 SH      SHARED      01        151900              1800
D WEATHERFORD INTERNATIONAL LT   REG              H2701310      3834   346420 SH      SHARED      02        162229            184191
D WEATHERFORD INTERNATIONAL LT   REG              H2701310      2734   247000 SH      SHARED      04        247000                  
D WEATHERFORD INTERNATIONAL LT   REG              H2701310         3      360 SH      SHARED      05           360                  
D WEATHERFORD INTERNATIONAL LT   REG              H2701310       154    13920 SH      SHARED      06          6600              7320
D WEATHERFORD INTERNATIONAL LT   REG              H2701310      2058   185944 SH      SHARED      10        185944                  
D WEATHERFORD INTERNATIONAL LT   REG              H2701310        47     4330 SH      SHARED      23                            4330
D WEATHERFORD INTERNATIONAL LT   REG              H2701310       282    25500 SH      SHR/OTHR    23                           25500
D FOSTER WHEELER AG              COM              H2717810      7359   421260 SH      SHARED                421260                  
D FOSTER WHEELER AG              COM              H2717810      1409    80695 SH      SHARED      01         57510             23185
D FOSTER WHEELER AG              COM              H2717810        55     3160 SH      SHR/OTHR    01                            3160
D FOSTER WHEELER AG              COM              H2717810       510    29221 SH      SHARED      02          6779             22442
D FOSTER WHEELER AG              COM              H2717810         8      485 SH      SHARED      04                             485
D FOSTER WHEELER AG              COM              H2717810        50     2900 SH      SHARED      06          1200              1700
D FOSTER WHEELER AG              COM              H2717810      7199   412100 SH      SHARED      10        412100                  
D FOSTER WHEELER AG              COM              H2717810        33     1890 SH      SHARED      20          1890                  
D FOSTER WHEELER AG              COM              H2717810        26     1535 SH      SHARED      21           150              1385
D FOSTER WHEELER AG              COM              H2717810        52     3000 SH      SHARED      22          3000                  
D FOSTER WHEELER AG              COM              H2717810        17      990 SH      SHARED      23           990                  
D FOSTER WHEELER AG              COM              H2717810        11      675 SH      SHR/OTHR    23                             675
D LOGITECH INTL S A              SHS              H5043023       530    51582 SH      SHARED                 51582                  
D LOGITECH INTL S A              SHS              H5043023      1450   141097 SH      SHARED                138416              2681
D LOGITECH INTL S A              SHS              H5043023       163    15913 SH      SHARED      01         15913                  
D LOGITECH INTL S A              SHS              H5043023       792    77101 SH      SHARED      04         77101                  
D LOGITECH INTL S A              SHS              H5043023       119    11656 SH      SHARED      06          8720              2936
D LOGITECH INTL S A              SHS              H5043023      1158   112690 SH      SHARED      10        107823              4867
D TRANSOCEAN LTD                 REG SHS          H8817H10       942    16021 SH      SHARED                  1180             14841
D TRANSOCEAN LTD                 REG SHS          H8817H10     16429   279220 SH      SHARED                259783             19437
D TRANSOCEAN LTD                 REG SHS          H8817H10      8403   142826 SH      SHARED      01        118786             24040
D TRANSOCEAN LTD                 REG SHS          H8817H10      1270    21585 SH      SHR/OTHR    01                           21585
D TRANSOCEAN LTD                 REG SHS          H8817H10      2216    37662 SH      SHARED      02         34949              2713
D TRANSOCEAN LTD                 REG SHS          H8817H10       184     3135 SH      SHARED      04                            3135
D TRANSOCEAN LTD                 REG SHS          H8817H10     30633   520628 SH      SHARED      04        520628                  
D TRANSOCEAN LTD                 REG SHS          H8817H10      3552    60379 SH      SHARED      05         60379                  
D TRANSOCEAN LTD                 REG SHS          H8817H10     19697   334769 SH      SHARED      06        132698            202071
D TRANSOCEAN LTD                 REG SHS          H8817H10     37012   629030 SH      SHARED      10        602172             26858
D TRANSOCEAN LTD                 REG SHS          H8817H10       273     4650 SH      SHARED      15                            4650
D TRANSOCEAN LTD                 REG SHS          H8817H10      1308    22239 SH      SHARED      19                           22239
D TRANSOCEAN LTD                 REG SHS          H8817H10       963    16377 SH      SHARED      20         14407       35     1935
D TRANSOCEAN LTD                 REG SHS          H8817H10        20      350 SH      SHR/OTHR    20                             350
D TRANSOCEAN LTD                 REG SHS          H8817H10       200     3400 SH      SHARED      21          3400                  
D TRANSOCEAN LTD                 REG SHS          H8817H10        46      791 SH      SHR/OTHR    21                             791
D TRANSOCEAN LTD                 REG SHS          H8817H10       424     7215 SH      SHARED      22          5470              1745
D TRANSOCEAN LTD                 REG SHS          H8817H10        82     1405 SH      SHR/OTHR    22                            1405
D TRANSOCEAN LTD                 REG SHS          H8817H10       983    16715 SH      SHARED      23         15170              1545
D TRANSOCEAN LTD                 REG SHS          H8817H10      1073    18247 SH      SHR/OTHR    23                           18247
D UBS AG                         SHS NEW          H8923133     74194  7867918 SH      SHARED               7793587             74331
D UBS AG                         SHS NEW          H8923133    141570 15012795 SH      SHARED              14874858            137937
D UBS AG                         SHS NEW          H8923133      2320   246109 SH      SHARED      01        246109                  
D UBS AG                         SHS NEW          H8923133        29     3125 SH      SHR/OTHR    01                            3125
D UBS AG                         SHS NEW          H8923133      2027   215020 SH      SHARED      02        215020                  
D UBS AG                         SHS NEW          H8923133      1292   137048 SH      SHARED      04        129136              7912
D UBS AG                         SHS NEW          H8923133     28506  3022912 SH      SHARED      04       3022912                  
D UBS AG                         SHS NEW          H8923133      1063   112741 SH      SHARED      05        112741                  
D UBS AG                         SHS NEW          H8923133     25610  2715893 SH      SHARED      06       1268689           1447204
D UBS AG                         SHS NEW          H8923133      2408   255382 SH      SHARED      10        169455             85927
D UBS AG                         SHS NEW          H8923133     92838  9845049 SH      SHARED      15                         9845049
D UBS AG                         SHS NEW          H8923133      2421   256827 SH      SHARED      19                          256827
D UBS AG                         SHS NEW          H8923133        20     2198 SH      SHARED      21                            2198
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11      1611    43496 SH      SHARED                 43496                  
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11       213     5762 SH      SHARED      02          5411               351
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11      3155    85200 SH      SHARED      10         85200                  
D MILLICOM INTL CELLULAR S A     SHS NEW          L6388F11        57     1560 SH      SHARED      21                            1560
D ALLOT COMMUNICATIONS LTD       SHS              M0854Q10        69    43300 SH      SHARED      04         43300                  
D ALVARION LTD                   SHS              M0861T10        88    26877 SH      SHARED                 26877                  
D ALVARION LTD                   SHS              M0861T10       220    66704 SH      SHARED      02         66704                  
D AUDIOCODES LTD                 ORD              M1534210         9     8313 SH      SHARED                  8313                  
D CAMTEK LTD                     ORD              M2079110         2     7500 SH      SHARED      02                            7500
D CELLCOM ISRAEL LTD             SHS              M2196U10      1394    65469 SH      SHARED                 65469                  
D CELLCOM ISRAEL LTD             SHS              M2196U10       259    12200 SH      SHARED      02                           12200
D CERAGON NETWORKS LTD           ORD              M2201310         6     1585 SH      SHARED                  1585                  
D CERAGON NETWORKS LTD           ORD              M2201310        29     7000 SH      SHARED      02                            7000
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510     10916   491531 SH      SHARED                491531                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510       701    31600 SH      SHARED      01         31600                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510      1243    56000 SH      SHARED      04         56000                  
D CHECK POINT SOFTWARE TECH LT   ORD              M2246510     12378   557340 SH      SHARED      10        557340                  
D ECTEL LTD                      ORD              M2992510         0       53 SH      SHARED                    53                  
D ELBIT SYS LTD                  ORD              M3760D10      1341    27821 SH      SHARED                 27821                  
D ELBIT SYS LTD                  ORD              M3760D10      1265    26248 SH      SHARED      01         26248                  
D ELBIT SYS LTD                  ORD              M3760D10         0        2 SH      SHARED      02             2                  
D ELBIT SYS LTD                  ORD              M3760D10      4263    88400 SH      SHARED      10         88400                  
D EZCHIP SEMICONDUCTOR LIMITED   ORD              M4146Y10       174    14100 SH      SHARED                 14100                  
D FUNDTECH LTD                   ORD              M4709510         0       32 SH      SHARED                    32                  
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311       129    15549 SH      SHARED                 15549                  
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311      2843   341400 SH      SHARED      10        341400                  
D MELLANOX TECHNOLOGIES LTD      SHS              M5136311        16     1924 SH      SHARED      21          1924                  
D GIVEN IMAGING                  ORD SHS          M5202010         9     1300 SH      SHARED                  1300                  
D INTERNET GOLD-GOLDEN LINES L   ORD              M5659510         4      900 SH      SHARED                   900                  
D ITURAN LOCATION AND CONTROL    SHS              M6158M10        15     2008 SH      SHARED                  2008                  
D RRSAT GLOBAL COMM NTWRK LTD    SHS              M8183P10       721    60100 SH      SHARED      10         60100                  
D RADVISION LTD                  ORD              M8186910         7     1408 SH      SHARED                  1408                  
D RADWARE LTD                    ORD              M8187310       531    91406 SH      SHARED                 91406                  
D SILICOM LTD                    ORD              M8411610         0        8 SH      SHARED                     8                  
D SYNERON MEDICAL LTD            ORD SHS          M8724510        62    10595 SH      SHARED                 10595                  
D AERCAP HOLDINGS NV             SHS              N0098510       100    30927 SH      SHARED                 30927                  
D AERCAP HOLDINGS NV             SHS              N0098510         8     2750 SH      SHARED      21                            2750
D ASM INTL N V                   COM              N0704510      2524   306334 SH      SHARED                306334                  
D ASM INTL N V                   COM              N0704510         1      200 SH      SHARED      02           200                  
D ASM INTL N V                   COM              N0704510       247    30000 SH      SHARED      06         30000                  
D ASML HOLDING N V               NY REG SHS       N0705918      2254   128779 SH      SHARED                128779                  
D ASML HOLDING N V               NY REG SHS       N0705918        20     1144 SH      SHARED      02           802               342
D ASML HOLDING N V               NY REG SHS       N0705918      4558   260310 SH      SHARED      10        260310                  
D ASML HOLDING N V               NY REG SHS       N0705918        19     1111 SH      SHR/OTHR    23                            1111
D CASCAL N V                     COM              N1842P10        54    16900 SH      SHARED                 16900                  
D CNH GLOBAL N V                 SHS NEW          N2093520        76     7388 SH      SHARED                  7388                  
D CNH GLOBAL N V                 SHS NEW          N2093520       950    91600 SH      SHARED      10         91600                  
D CNH GLOBAL N V                 SHS NEW          N2093520        25     2500 SH      SHARED      23                            2500
D CORE LABORATORIES N V          COM              N2271710       918    12559 SH      SHARED                 12559                  
D EURAND N V                     SHS              N3101010        51     4634 SH      SHARED                  4634                  
D EURAND N V                     SHS              N3101010         7      696 SH      SHARED      02           696                  
D EURAND N V                     SHS              N3101010        17     1600 SH      SHARED      21                            1600
D ORTHOFIX INTL N V              COM              N6748L10       198    10700 SH      SHARED                 10700                  
D ORTHOFIX INTL N V              COM              N6748L10        17      945 SH      SHARED      02           945                  
D QIAGEN N V                     ORD              N7248210      3578   224194 SH      SHARED                  4941            219253
D QIAGEN N V                     ORD              N7248210     11086   694622 SH      SHARED                591912            102710
D QIAGEN N V                     ORD              N7248210      3789   237415 SH      SHARED      01        237415                  
D QIAGEN N V                     ORD              N7248210        31     1990 SH      SHR/OTHR    01                            1990
D QIAGEN N V                     ORD              N7248210       343    21505 SH      SHARED      02         21505                  
D QIAGEN N V                     ORD              N7248210      1093    68523 SH      SHARED      04         26032             42491
D QIAGEN N V                     ORD              N7248210    175327 10985430 SH      SHARED      04      10985430                  
D QIAGEN N V                     ORD              N7248210      1276    80000 SH      SHARED      05         80000                  
D QIAGEN N V                     ORD              N7248210      9383   587956 SH      SHARED      06        148569            439387
D QIAGEN N V                     ORD              N7248210     72400  4536342 SH      SHARED      10       3611845            924497
D QIAGEN N V                     ORD              N7248210       271    17000 SH      SHARED      15                           17000
D QIAGEN N V                     ORD              N7248210      1912   119838 SH      SHARED      19                          119838
D QIAGEN N V                     ORD              N7248210       891    55834 SH      SHARED      24         55834                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413        62     6700 SH      SHARED                  6700                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413        41     4390 SH      SHARED      01          4390                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413         7      810 SH      SHARED      02           810                  
D BANCO LATINOAMERICANO DE EXP   CL E             P1699413       769    82100 SH      SHARED      10         82100                  
D COPA HOLDINGS SA               CL A             P3107610       705    24610 SH      SHARED                 24610                  
D COPA HOLDINGS SA               CL A             P3107610      1991    69479 SH      SHARED      01         69479                  
D COPA HOLDINGS SA               CL A             P3107610        43     1519 SH      SHARED      02           208              1311
D COPA HOLDINGS SA               CL A             P3107610      2867   100000 SH      SHARED      04        100000                  
D STEINER LEISURE LTD            ORD              P8744Y10       290    11900 SH      SHARED                 11900                  
D STEINER LEISURE LTD            ORD              P8744Y10        43     1800 SH      SHARED      01          1800                  
D STEINER LEISURE LTD            ORD              P8744Y10         9      378 SH      SHARED      02           378                  
D STEINER LEISURE LTD            ORD              P8744Y10       876    35900 SH      SHARED      10         35900                  
D STEINER LEISURE LTD            ORD              P8744Y10         5      224 SH      SHARED      21                             224
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        54    20192 SH      SHARED                 20192                  
D ULTRAPETROL BAHAMAS LTD        COM              P9439810         2      839 SH      SHARED      02           539               300
D ULTRAPETROL BAHAMAS LTD        COM              P9439810        12     4800 SH      SHARED      10          4800                  
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10      1013   224325 SH      SHARED                224325                  
D EXCEL MARITIME CARRIERS LTD    COM              V3267N10         7     1736 SH      SHARED      02          1736                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       818   102215 SH      SHARED                102215                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       197    24600 SH      SHARED      01         24600                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10       438    54778 SH      SHARED      02         54778                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T10        51     6400 SH      SHARED      10          6400                  
D AEGEAN MARINE PETROLEUM NETW   SHS              Y0017S10       377    22512 SH      SHARED                 22512                  
D CAPITAL PRODUCT PARTNERS L P   COM UNIT LP      Y1108210        23     3452 SH      SHARED                  3452                  
D DANAOS CORPORATION             SHS              Y1968P10         5     1700 SH      SHARED                  1700                  
D DANAOS CORPORATION             SHS              Y1968P10         3     1000 SH      SHARED      02           600               400
D DHT MARITIME INC               COM              Y2065G10        55    14376 SH      SHARED                 14376                  
D DHT MARITIME INC               COM              Y2065G10         3     1022 SH      SHARED      02          1022                  
D DIANA SHIPPING INC             COM              Y2066G10      1897   160932 SH      SHARED                160932                  
D DRYSHIPS INC                   SHS              Y2109Q10      1154   226891 SH      SHARED                226891                  
D DRYSHIPS INC                   SHS              Y2109Q10        11     2340 SH      SHARED      02           640              1700
D EAGLE BULK SHIPPING INC        COM              Y2187A10       258    60937 SH      SHARED                 60937                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10        17     4043 SH      SHARED      02          1218              2825
D EAGLE BULK SHIPPING INC        COM              Y2187A10        14     3300 SH      SHARED      10          3300                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10         8     2000 SH      SHARED      20          2000                  
D EAGLE BULK SHIPPING INC        COM              Y2187A10        27     6500 SH      SHARED      21          6500                  
D EUROSEAS LTD                   COM NEW          Y2359220        75    19631 SH      SHARED                 19631                  
D EUROSEAS LTD                   COM NEW          Y2359220         7     2000 SH      SHARED      02                            2000
D FLEXTRONICS INTL LTD           ORD              Y2573F10      3182  1101210 SH      SHARED               1101210                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10       445   154200 SH      SHARED      01        154200                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10       357   123598 SH      SHARED      02        120703              2895
D FLEXTRONICS INTL LTD           ORD              Y2573F10       578   200000 SH      SHARED      04        200000                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10         1      547 SH      SHARED      05           547                  
D FLEXTRONICS INTL LTD           ORD              Y2573F10        39    13520 SH      SHARED      06          6400              7120
D FLEXTRONICS INTL LTD           ORD              Y2573F10      1203   416400 SH      SHARED      10        416400                  
D FREESEAS INC                   COM              Y2649610       159   132904 SH      SHARED      02                          132904
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10       148    12068 SH      SHARED                 12068                  
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10         6      567 SH      SHARED      02           567                  
D GENCO SHIPPING & TRADING LTD   SHS              Y2685T10        87     7100 SH      SHARED      10          7100                  
D GENERAL MARITIME CORP NEW      SHS              Y2693R10       135    19419 SH      SHARED                 19419                  
D GENERAL MARITIME CORP NEW      SHS              Y2693R10        22     3173 SH      SHARED      02          1173              2000
D GENERAL MARITIME CORP NEW      SHS              Y2693R10        37     5360 SH      SHARED      10          5360                  
D GIGAMEDIA LTD                  ORD              Y2711Y10       395    71587 SH      SHARED                 71587                  
D GIGAMEDIA LTD                  ORD              Y2711Y10         7     1400 SH      SHARED      02          1400                  
D GLOBAL SHIP LEASE INC NEW      SHS A            Y2718310         3     1807 SH      SHARED      02          1807                  
D GLOBAL SHIP LEASE INC NEW      *W EXP 08/24/201 Y2718311         1    16836 SH      SHARED                 16836                  
D NAVIOS MARITIME ACQUIS CORP    SHS              Y6215910      1656   183488 SH      SHARED                183488                  
D NAVIOS MARITIME ACQUIS CORP    *W EXP 06/25/201 Y6215911        26   138641 SH      SHARED                138641                  
D NAVIOS MARITIME ACQUIS CORP    *W EXP 06/25/201 Y6215911        50   268100 SH      SHARED      02        268100                  
D NAVIOS MARITIME ACQUIS CORP    UNIT 99/99/9999  Y6215912        91    10000 SH      SHARED      02                           10000
D NAVIOS MARITIME HOLDINGS INC   COM              Y6219610       130    56811 SH      SHARED                 56811                  
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710         2      289 SH      SHARED                   289                  
D NAVIOS MARITIME PARTNERS L P   UNIT LPI         Y6226710         6      800 SH      SHARED      02                             800
D OCEANFREIGHT INC               SHS              Y6420210         0      528 SH      SHARED                   528                  
D OCEANFREIGHT INC               SHS              Y6420210         0      450 SH      SHARED      02           450                  
D OMEGA NAVIGATION ENTERPRISES   CLASS A          Y6476R10        17     4699 SH      SHARED                  4699                  
D OMEGA NAVIGATION ENTERPRISES   CLASS A          Y6476R10         5     1515 SH      SHARED      02           615               900
D SEANERGY MARITIME HLDGS CORP   *W EXP 09/24/201 Y7376011         4    58267 SH      SHARED                 58267                  
D SAFE BULKERS INC               COM              Y7388L10        14     4700 SH      SHARED                  4700                  
D SAFE BULKERS INC               COM              Y7388L10         1      438 SH      SHARED      02           438                  
D SEASPAN CORP                   SHS              Y7563810         0      100 SH      SHARED                   100                  
D SEASPAN CORP                   SHS              Y7563810       237    28890 SH      SHARED      02          2890             26000
D STAR BULK CARRIERS CORP        COM              Y8162K10        20     9300 SH      SHARED                  9300                  
D STAR BULK CARRIERS CORP        COM              Y8162K10         3     1418 SH      SHARED      02          1418                  
D STAR BULK CARRIERS CORP        *W EXP 12/16/200 Y8162K11         0     7191 SH      SHARED                  7191                  
D STEALTHGAS INC                 SHS              Y8166910        22     4340 SH      SHARED                  4340                  
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10        26     1574 SH      SHARED                  1574                  
D TEEKAY LNG PARTNERS L P        PRTNRSP UNITS    Y8564M10      3743   222970 SH      SHARED      02          1200            221770
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10        84     7368 SH      SHARED                  7368                  
D TEEKAY OFFSHORE PARTNERS L P   PARTNERSHIP UN   Y8565J10       516    45200 SH      SHARED      02                           45200
D TEEKAY TANKERS LTD             CL A             Y8565N10        57     6038 SH      SHARED                  6038                  
D TEEKAY TANKERS LTD             CL A             Y8565N10        21     2300 SH      SHARED      01          2300                  
D TEEKAY TANKERS LTD             CL A             Y8565N10         8      851 SH      SHARED      02           351               500
D TEEKAY TANKERS LTD             CL A             Y8565N10       306    32200 SH      SHARED      10         32200                  
D TEEKAY TANKERS LTD             CL A             Y8565N10       310    32600 SH      SHARED      23                           32600
D TOP SHIPS INC                  COM NEW          Y8897Y30      1039  1060620 SH      SHARED               1060620                  
D TOP SHIPS INC                  COM NEW          Y8897Y30        19    20000 SH      SHARED      02                           20000
D VERIGY LTD                     SHS              Y9369110       584    70836 SH      SHARED                 70836                  
D VERIGY LTD                     SHS              Y9369110        24     3009 SH      SHARED      01          3009                  
D VERIGY LTD                     SHS              Y9369110         0       13 SH      SHARED      02            13                  
D VERIGY LTD                     SHS              Y9369110        23     2900 SH      SHARED      06          2900                  
D VERIGY LTD                     SHS              Y9369110         3      420 SH      SHARED      23           420                  
D VERIGY LTD                     SHS              Y9369110         2      250 SH      SHR/OTHR    23                             250
D AAON INC                       COM PAR $0.004   00036020        92     5108 SH      SHARED                  5108                  
D AAON INC                       COM PAR $0.004   00036020        45     2500 SH      SHARED      01          2500                  
D AAON INC                       COM PAR $0.004   00036020         6      351 SH      SHARED      02           351                  
D AAON INC                       COM PAR $0.004   00036020       889    49100 SH      SHARED      10         49100                  
D AAR CORP                       NOTE  1.750% 2/0 000361AH      2310  3200000 PRN     SHARED               3200000                  
D AAR CORP                       COM              00036110         7      620 SH      SHARED                   620                  
D AAR CORP                       COM              00036110        37     3000 SH      SHARED      01                            3000
D AAR CORP                       COM              00036110        94     7506 SH      SHARED      02          7506                  
D AAR CORP                       COM              00036110       216    17300 SH      SHARED      10         17300                  
D ABB LTD                        SPONSORED ADR    00037520       453    32510 SH      SHARED                 32510                  
D ABB LTD                        SPONSORED ADR    00037520        20     1500 SH      SHARED      01                            1500
D ABB LTD                        SPONSORED ADR    00037520      1656   118864 SH      SHARED      02          3884            114980
D ABB LTD                        SPONSORED ADR    00037520        61     4400 SH      SHARED      10          4400                  
D ABB LTD                        SPONSORED ADR    00037520        25     1840 SH      SHARED      23                            1840
D ACCO BRANDS CORP               COM              00081T10        13    13737 SH      SHARED                 13737                  
D ACCO BRANDS CORP               COM              00081T10         0        1 SH      SHARED      01             1                  
D ACCO BRANDS CORP               COM              00081T10         4     4313 SH      SHARED      02          4313                  
D ACCO BRANDS CORP               COM              00081T10         0      234 SH      SHARED      23                             234
D ACCO BRANDS CORP               COM              00081T10         0       86 SH      SHR/OTHR    23                              86
D A C MOORE ARTS & CRAFTS INC    COM              00086T10         1      670 SH      SHARED                   670                  
D A D A M INC                    COM              00088U10         0      220 SH      SHARED                   220                  
D A D C TELECOMMUNICATIONS       COM NEW          00088630       979   223023 SH      SHARED                223023                  
D A D C TELECOMMUNICATIONS       COM NEW          00088630       228    52094 SH      SHARED      01         16194             35900
D A D C TELECOMMUNICATIONS       COM NEW          00088630        23     5243 SH      SHARED      02          4603               640
D A D C TELECOMMUNICATIONS       COM NEW          00088630      3442   784200 SH      SHARED      10        763100             21100
D ACM MANAGED DLR INCOME FD      COM              00094910         2      521 SH      SHARED      01           521                  
D ABM INDS INC                   COM              00095710        95     5814 SH      SHARED                  5814                  
D ABM INDS INC                   COM              00095710       477    29107 SH      SHARED      02         29107                  
D ABM INDS INC                   COM              00095710       136     8300 SH      SHARED      10          8300                  
D ABM INDS INC                   COM              00095710         5      348 SH      SHARED      21                             348
D AEP INDS INC                   COM              00103110        15     1026 SH      SHARED      02          1026                  
D AFC ENTERPRISES INC            COM              00104Q10         6     1360 SH      SHARED                  1360                  
D AFC ENTERPRISES INC            COM              00104Q10         2      656 SH      SHARED      02           656                  
D AFLAC INC                      COM              00105510     13935   719810 SH      SHARED                719810                  
D AFLAC INC                      COM              00105510      2302   118935 SH      SHARED      01        116525              2410
D AFLAC INC                      COM              00105510      5615   290037 SH      SHARED      02        281031              9006
D AFLAC INC                      COM              00105510         5      300 SH      SHARED      04                             300
D AFLAC INC                      COM              00105510        13      700 SH      SHARED      04           700                  
D AFLAC INC                      COM              00105510         5      290 SH      SHARED      05           290                  
D AFLAC INC                      COM              00105510       821    42440 SH      SHARED      06         26850             15590
D AFLAC INC                      COM              00105510      7998   413130 SH      SHARED      10        413130                  
D AFLAC INC                      COM              00105510         0        2 SH      SHARED      19                               2
D AFLAC INC                      COM              00105510       538    27810 SH      SHARED      20         11200             16610
D AFLAC INC                      COM              00105510        28     1475 SH      SHR/OTHR    20                            1475
D AFLAC INC                      COM              00105510       115     5987 SH      SHARED      21          5987                  
D AFLAC INC                      COM              00105510         7      400 SH      SHARED      22                             400
D AFLAC INC                      COM              00105510         3      200 SH      SHARED      23           200                  
D AFLAC INC                      COM              00105510       261    13500 SH      SHR/OTHR    23                           13500
D AGCO CORP                      NOTE  1.250%12/1 001084AM       185   243000 PRN     SHARED      02        243000                  
D AGCO CORP                      COM              00108410      1029    52500 SH      SHARED                                   52500
D AGCO CORP                      COM              00108410     10269   523962 SH      SHARED                508871             15091
D AGCO CORP                      COM              00108410      1079    55100 SH      SHARED      01         25900             29200
D AGCO CORP                      COM              00108410       429    21908 SH      SHARED      02         21908                  
D AGCO CORP                      COM              00108410     15340   782700 SH      SHARED      04        782700                  
D AGCO CORP                      COM              00108410      3116   159000 SH      SHARED      05        159000                  
D AGCO CORP                      COM              00108410      1207    61600 SH      SHARED      06         10600             51000
D AGCO CORP                      COM              00108410     44691  2280191 SH      SHARED      10       2006604            273587
D AGCO CORP                      COM              00108410       101     5200 SH      SHARED      15                            5200
D AGCO CORP                      COM              00108410       139     7100 SH      SHARED      24          7100                  
D AGL RES INC                    COM              00120410       714    26914 SH      SHARED                 26914                  
D AGL RES INC                    COM              00120410       663    24991 SH      SHARED      01           591             24400
D AGL RES INC                    COM              00120410        83     3157 SH      SHARED      02          3157                  
D AGL RES INC                    COM              00120410       600    22650 SH      SHARED      10         22650                  
D AGL RES INC                    COM              00120410       600    22650 SH      SHARED      11         22650                  
D AGL RES INC                    COM              00120410        21      793 SH      SHARED      21           793                  
D A H BELO CORP                  COM CL A         00128210         0      284 SH      SHARED                   284                  
D A H BELO CORP                  COM CL A         00128210        20    20709 SH      SHR/OTHR    01                           20709
D A H BELO CORP                  COM CL A         00128210         0      531 SH      SHARED      02           531                  
D AES CORP                       COM              00130H10      8289  1426773 SH      SHARED               1362287             64486
D AES CORP                       COM              00130H10      1233   212285 SH      SHARED      01        212285                  
D AES CORP                       COM              00130H10       874   150591 SH      SHARED      02        142441              8150
D AES CORP                       COM              00130H10        31     5500 SH      SHARED      04          5500                  
D AES CORP                       COM              00130H10         2      390 SH      SHARED      05           390                  
D AES CORP                       COM              00130H10       277    47830 SH      SHARED      06         27250             20580
D AES CORP                       COM              00130H10      9442  1625241 SH      SHARED      10       1611941             13300
D AK STL HLDG CORP               COM              00154710      2943   413429 SH      SHARED                413429                  
D AK STL HLDG CORP               COM              00154710        88    12450 SH      SHARED      01         12450                  
D AK STL HLDG CORP               COM              00154710       261    36696 SH      SHARED      02         36696                  
D AK STL HLDG CORP               COM              00154710        29     4100 SH      SHARED      06          1900              2200
D AK STL HLDG CORP               COM              00154710      1421   199600 SH      SHARED      10        199600                  
D AMB PROPERTY CORP              COM              00163T10      2758   191550 SH      SHARED                191550                  
D AMB PROPERTY CORP              COM              00163T10       185    12903 SH      SHARED                  9155              3748
D AMB PROPERTY CORP              COM              00163T10      1297    90100 SH      SHARED      01         57200             32900
D AMB PROPERTY CORP              COM              00163T10       108     7558 SH      SHARED      02          6343              1215
D AMB PROPERTY CORP              COM              00163T10     11774   817672 SH      SHARED      10        812972              4700
D AMB PROPERTY CORP              COM              00163T10    109335  7592750 SH      SHARED      11       3802650           3790100
D AMB PROPERTY CORP              COM              00163T10         3      225 SH      SHR/OTHR    23                             225
D AMAG PHARMACEUTICALS INC       COM              00163U10       482    13135 SH      SHARED                 13135                  
D AMAG PHARMACEUTICALS INC       COM              00163U10        88     2400 SH      SHARED      01          2400                  
D AMAG PHARMACEUTICALS INC       COM              00163U10       426    11594 SH      SHARED      02           644             10950
D AMDL INC                       COM PAR 2006     00167K50         0      389 SH      SHARED                   389                  
D AMICAS INC                     COM              00171210         2     1168 SH      SHARED                  1168                  
D AMICAS INC                     COM              00171210         0      200 SH      SHARED      02           200                  
D AMN HEALTHCARE SERVICES INC    COM              00174410       104    20548 SH      SHARED                 20548                  
D AMN HEALTHCARE SERVICES INC    COM              00174410        46     9027 SH      SHARED      02          9027                  
D AMR CORP                       NOTE  4.500% 2/1 001765BB         6     6000 PRN     SHARED      02                            6000
D AMR CORP                       COM              00176510       211    66322 SH      SHARED                 66322                  
D AMR CORP                       COM              00176510        49    15600 SH      SHARED      01         15600                  
D AMR CORP                       COM              00176510      1007   315900 SH      SHARED      02        313763              2137
D AMR CORP                       COM              00176510         6     2000 SH      SHR/OTHR    23                            2000
D APAC CUSTOMER SERVICES INC     COM              00185E10         1      475 SH      SHARED                   475                  
D APAC CUSTOMER SERVICES INC     COM              00185E10        41    12300 SH      SHARED      02         12300                  
D AP PHARMA INC                  COM NEW          00202J20         0      802 SH      SHARED                   802                  
D AT&T INC                       COM              00206R10      1945    77184 SH      SHARED                  1580             75604
D AT&T INC                       COM              00206R10    110258  4375330 SH      SHARED               4285771             89559
D AT&T INC                       COM              00206R10     59300  2353213 SH      SHARED      01       2008575            344638
D AT&T INC                       COM              00206R10      3758   149143 SH      SHR/OTHR    01                          149143
D AT&T INC                       COM              00206R10     19055   756174 SH      SHARED      02        544051            212123
D AT&T INC                       COM              00206R10       324    12892 SH      SHARED      04                           12892
D AT&T INC                       COM              00206R10     96104  3813683 SH      SHARED      04       3813683                  
D AT&T INC                       COM              00206R10      4762   189002 SH      SHARED      05        189002                  
D AT&T INC                       COM              00206R10     26042  1033439 SH      SHARED      06        603781            429658
D AT&T INC                       COM              00206R10    197519  7838084 SH      SHARED      10       7561982            276102
D AT&T INC                       COM              00206R10       277    11000 SH      SHARED      15                           11000
D AT&T INC                       COM              00206R10      2033    80703 SH      SHARED      19                           80703
D AT&T INC                       COM              00206R10      3025   120042 SH      SHARED      20         94883      300    24859
D AT&T INC                       COM              00206R10       365    14523 SH      SHR/OTHR    20                           14523
D AT&T INC                       COM              00206R10       572    22700 SH      SHARED      21         19975              2725
D AT&T INC                       COM              00206R10       417    16587 SH      SHR/OTHR    21                           16587
D AT&T INC                       COM              00206R10       776    30812 SH      SHARED      22         21459              9353
D AT&T INC                       COM              00206R10       396    15734 SH      SHR/OTHR    22                           15734
D AT&T INC                       COM              00206R10      4449   176560 SH      SHARED      23        154487             22073
D AT&T INC                       COM              00206R10      6602   262000 SH      SHR/OTHR    23                          262000
D ATMI INC                       COM              00207R10       233    15148 SH      SHARED                 15148                  
D ATMI INC                       COM              00207R10        18     1179 SH      SHARED      02          1179                  
D ATMI INC                       COM              00207R10       192    12500 SH      SHARED      10         12500                  
D ATP OIL & GAS CORP             COM              00208J10        10     1950 SH      SHARED                  1950                  
D ATP OIL & GAS CORP             COM              00208J10        13     2600 SH      SHARED      01          2600                  
D ATP OIL & GAS CORP             COM              00208J10         6     1199 SH      SHARED      02          1199                  
D A S DAMPSKIBSSELSKABET TORM    SPONSORED ADR    00208W10         0       16 SH      SHARED                    16                  
D A S DAMPSKIBSSELSKABET TORM    SPONSORED ADR    00208W10         6      800 SH      SHR/OTHR    23                             800
D ATS MED INC                    COM              00208310         1      405 SH      SHARED                   405                  
D ATS MED INC                    COM              00208310         4     1851 SH      SHARED      02          1851                  
D ATC TECHNOLOGY CORP            COM              00211W10       778    69500 SH      SHARED                 69500                  
D ATC TECHNOLOGY CORP            COM              00211W10        48     4324 SH      SHARED      02          4324                  
D ATC TECHNOLOGY CORP            COM              00211W10        44     4000 SH      SHARED      10          4000                  
D ARCA BIOPHARMA INC             COM              00211Y10         1      207 SH      SHARED                   207                  
D ARCA BIOPHARMA INC             COM              00211Y10         0      100 SH      SHARED      02           100                  
D AU OPTRONICS CORP              SPONSORED ADR    00225510      1342   159982 SH      SHARED                159982                  
D AU OPTRONICS CORP              SPONSORED ADR    00225510        12     1433 SH      SHARED      02          1433                  
D AU OPTRONICS CORP              SPONSORED ADR    00225510      3356   400000 SH      SHARED      04        400000                  
D AU OPTRONICS CORP              SPONSORED ADR    00225510      1174   139960 SH      SHARED      06          9960            130000
D AVI BIOPHARMA INC              COM              00234610         2     3767 SH      SHARED      02          3767                  
D AVX CORP NEW                   COM              00244410       174    19234 SH      SHARED                 19234                  
D AVX CORP NEW                   COM              00244410        30     3331 SH      SHARED      02          2906               425
D AXT INC                        COM              00246W10         0      579 SH      SHARED                   579                  
D AZZ INC                        COM              00247410        93     3531 SH      SHARED                  3531                  
D AZZ INC                        COM              00247410        81     3100 SH      SHARED      01                            3100
D AZZ INC                        COM              00247410         8      305 SH      SHARED      02           305                  
D AZZ INC                        COM              00247410       506    19200 SH      SHARED      10         19200                  
D AASTROM BIOSCIENCES INC        COM              00253U10        78   207821 SH      SHARED                207821                  
D AARON RENTS INC                COM              00253520       512    19216 SH      SHARED                 19216                  
D AARON RENTS INC                COM              00253520        61     2300 SH      SHARED      01          2300                  
D AARON RENTS INC                COM              00253520       164     6163 SH      SHARED      02          5663               500
D AARON RENTS INC                COM              00253520     12756   478500 SH      SHARED      10        478500                  
D AARON RENTS INC                COM              00253520        25      945 SH      SHARED      21                             945
D AARON RENTS INC                CL A             00253530         2      100 SH      SHARED      02           100                  
D ABAXIS INC                     COM              00256710       174    10142 SH      SHARED                 10142                  
D ABAXIS INC                     COM              00256710        71     4142 SH      SHARED      02          3842               300
D ABAXIS INC                     COM              00256710       103     6000 SH      SHARED      10          6000                  
D ABAXIS INC                     COM              00256710         4      245 SH      SHARED      21                             245
D ABBOTT LABS                    COM              00282410       732    15364 SH      SHARED                  6705              8659
D ABBOTT LABS                    COM              00282410     53099  1113195 SH      SHARED               1059160             54035
D ABBOTT LABS                    COM              00282410     40985   859227 SH      SHARED      01        663589      500   195138
D ABBOTT LABS                    COM              00282410      7283   152688 SH      SHR/OTHR    01                          152688
D ABBOTT LABS                    COM              00282410      3805    79773 SH      SHARED      02         30885             48888
D ABBOTT LABS                    COM              00282410        20      428 SH      SHARED      04                             428
D ABBOTT LABS                    COM              00282410     11223   235302 SH      SHARED      04        235302                  
D ABBOTT LABS                    COM              00282410        37      790 SH      SHARED      05           790                  
D ABBOTT LABS                    COM              00282410     29010   608178 SH      SHARED      06        246244            361934
D ABBOTT LABS                    COM              00282410    145301  3046156 SH      SHARED      10       2996264             49892
D ABBOTT LABS                    COM              00282410       954    20000 SH      SHARED      15                           20000
D ABBOTT LABS                    COM              00282410      3101    65013 SH      SHARED      19                           65013
D ABBOTT LABS                    COM              00282410      4601    96472 SH      SHARED      20         73971      165    22336
D ABBOTT LABS                    COM              00282410      2050    42990 SH      SHR/OTHR    20                           42990
D ABBOTT LABS                    COM              00282410       398     8358 SH      SHARED      21          8358                  
D ABBOTT LABS                    COM              00282410        23      500 SH      SHR/OTHR    21                             500
D ABBOTT LABS                    COM              00282410       997    20920 SH      SHARED      22         18540              2380
D ABBOTT LABS                    COM              00282410       785    16458 SH      SHR/OTHR    22                           16458
D ABBOTT LABS                    COM              00282410     16820   352636 SH      SHARED      23        333366             19270
D ABBOTT LABS                    COM              00282410     13649   286156 SH      SHR/OTHR    23                          286156
D ABERCROMBIE & FITCH CO         CL A             00289620      2846   119590 SH      SHARED                105590             14000
D ABERCROMBIE & FITCH CO         CL A             00289620       533    22405 SH      SHARED      01         21405              1000
D ABERCROMBIE & FITCH CO         CL A             00289620      1631    68556 SH      SHARED      02         68556                  
D ABERCROMBIE & FITCH CO         CL A             00289620      3647   153270 SH      SHARED      06        150550              2720
D ABERCROMBIE & FITCH CO         CL A             00289620       916    38500 SH      SHARED      10         38500                  
D ABERCROMBIE & FITCH CO         CL A             00289620        28     1216 SH      SHARED      21                            1216
D ABERDEEN ASIA PACIFIC INCOM    COM              00300910        62    13100 SH      SHARED                 13100                  
D ABERDEEN ASIA PACIFIC INCOM    COM              00300910       258    54120 SH      SHARED      10         54120                  
D ABINGTON BANCORP INC           COM              00350L10        17     2132 SH      SHARED                  2132                  
D ABINGTON BANCORP INC           COM              00350L10         4      574 SH      SHARED      02           574                  
D ABIOMED INC                    COM              00365410       233    47594 SH      SHARED                 47594                  
D ABIOMED INC                    COM              00365410       317    64709 SH      SHARED      02          2259             62450
D ABIOMED INC                    COM              00365410       382    78000 SH      SHARED      04         78000                  
D ABITIBIBOWATER INC             COM              00368710         0       92 SH      SHARED                    92                  
D ABITIBIBOWATER INC             COM              00368710        24    44548 SH      SHARED                 44548                  
D ABITIBIBOWATER INC             COM              00368710         9    16800 SH      SHARED      01         16800                  
D ABITIBIBOWATER INC             COM              00368710         0     1496 SH      SHARED      02          1496                  
D ABITIBIBOWATER INC             COM              00368710         6    11200 SH      SHARED      10         11200                  
D ABLEAUCTIONS COM INC           COM PAR $0.001   00371F30         0        1 SH      SHARED      02             1                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10        28      604 SH      SHARED                   604                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10         3       75 SH      SHARED      01            75                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10         2       54 SH      SHARED      02            54                  
D ABRAXIS BIOSCIENCE INC NEW     COM              00383Y10         8      173 SH      SHARED      06           173                  
D ABRAXAS PETE CORP              COM              00383010         1     1079 SH      SHARED      02          1079                  
D ACACIA RESH CORP               ACACIA TCH COM   00388130         1      482 SH      SHARED                   482                  
D ACACIA RESH CORP               ACACIA TCH COM   00388130        44    11000 SH      SHARED      02         11000                  
D ACADIA PHARMACEUTICALS INC     COM              00422510         7     7700 SH      SHARED      01          7700                  
D ACADIA PHARMACEUTICALS INC     COM              00422510         1     1389 SH      SHARED      02          1389                  
D ACADIA RLTY TR                 COM SH BEN INT   00423910         6      629 SH      SHARED                   629                  
D ACADIA RLTY TR                 COM SH BEN INT   00423910        24     2267 SH      SHARED      02          2267                  
D ACCELRYS INC                   COM              00430U10       124    31302 SH      SHARED                 31302                  
D ACCELRYS INC                   COM              00430U10         5     1388 SH      SHARED      02          1388                  
D ACCELR8 TECHNOLOGY CORP        COM NEW          00430420         0      239 SH      SHARED                   239                  
D ACCESS INTEGRATED TECHNLGS I   CL A             00432910         0      577 SH      SHARED                   577                  
D ACCESS PLANS USA INC           COM              00433N10         0      368 SH      SHARED                   368                  
D ACCESS NATL CORP               COM              00433710         1      306 SH      SHARED                   306                  
D ACCURAY INC                    COM              00439710         4      937 SH      SHARED      02           937                  
D ACERGY S A                     SPONSORED ADR    00443E10        90    14696 SH      SHARED                 14696                  
D ACETO CORP                     COM              00444610        45     7568 SH      SHARED                  7568                  
D ACETO CORP                     COM              00444610         3      574 SH      SHARED      02           574                  
D ACI WORLDWIDE INC              COM              00449810       463    24713 SH      SHARED                 24713                  
D ACI WORLDWIDE INC              COM              00449810       247    13200 SH      SHARED      01          2100             11100
D ACI WORLDWIDE INC              COM              00449810        99     5297 SH      SHARED      02          5297                  
D ACI WORLDWIDE INC              COM              00449810       345    18400 SH      SHARED      10         18400                  
D ACME PACKET INC                COM              00476410        49     8151 SH      SHARED                  8151                  
D ACME PACKET INC                COM              00476410         3      588 SH      SHARED      02           588                  
D ACORDA THERAPEUTICS INC        COM              00484M10      9156   462200 SH      SHARED                462200                  
D ACORDA THERAPEUTICS INC        COM              00484M10        86     4375 SH      SHARED      01          4375                  
D ACORDA THERAPEUTICS INC        COM              00484M10        35     1817 SH      SHARED      02          1817                  
D ACORDA THERAPEUTICS INC        COM              00484M10      8401   424100 SH      SHARED      04        424100                  
D ACORDA THERAPEUTICS INC        COM              00484M10       624    31500 SH      SHARED      10         31500                  
D ACORN INTL INC                 SPON ADR         00485410         1      300 SH      SHARED      02                             300
D ACTION PRODS INTL INC          COM              00492010         0       96 SH      SHARED                    96                  
D ACTEL CORP                     COM              00493410      1281   126583 SH      SHARED                126583                  
D ACTEL CORP                     COM              00493410       104    10290 SH      SHARED      02         10230                60
D ACTIVE POWER INC               COM              00504W10         0     1286 SH      SHARED                  1286                  
D ACTIVIDENTITY CORP             COM              00506P10         0      100 SH      SHARED                   100                  
D ACTIVIDENTITY CORP             COM              00506P10         2     1187 SH      SHARED                  1187                  
D ACTIVIDENTITY CORP             COM              00506P10        56    27507 SH      SHARED      02          2007             25500
D ACTIONS SEMICONDUCTOR CO LTD   ADR              00507E10         9     5875 SH      SHARED                  5875                  
D ACTIVISION BLIZZARD INC        COM              00507V10      3234   309198 SH      SHARED                309198                  
D ACTIVISION BLIZZARD INC        COM              00507V10      1353   129351 SH      SHARED      01        122500              6851
D ACTIVISION BLIZZARD INC        COM              00507V10       903    86343 SH      SHARED      02         80643              5700
D ACTIVISION BLIZZARD INC        COM              00507V10      2401   229600 SH      SHARED      04        229600                  
D ACTIVISION BLIZZARD INC        COM              00507V10     14365  1373400 SH      SHARED      06        516200            857200
D ACTIVISION BLIZZARD INC        COM              00507V10      5202   497410 SH      SHARED      10        497410                  
D ACTIVISION BLIZZARD INC        COM              00507V10        73     7000 SH      SHARED      19                            7000
D ACTIVISION BLIZZARD INC        COM              00507V10       173    16624 SH      SHARED      20         16624                  
D ACTIVISION BLIZZARD INC        COM              00507V10       640    61200 SH      SHARED      23                           61200
D ACTUATE CORP                   COM              00508B10        37    12189 SH      SHARED                 12189                  
D ACTUATE CORP                   COM              00508B10         4     1414 SH      SHARED      02          1414                  
D ACTUANT CORP                   SDCV  2.000%11/1 00508XAB      1896  2250000 PRN     SHARED               2250000                  
D ACTUANT CORP                   CL A NEW         00508X20         1      140 SH      SHARED                   140                  
D ACTUANT CORP                   CL A NEW         00508X20        99     9672 SH      SHARED      02          9596                76
D ACTUANT CORP                   CL A NEW         00508X20       323    31300 SH      SHARED      10         28400              2900
D ACTUANT CORP                   CL A NEW         00508X20        12     1173 SH      SHARED      21                            1173
D ACUITY BRANDS INC              COM              00508Y10      6089   270177 SH      SHARED                270177                  
D ACUITY BRANDS INC              COM              00508Y10       220     9766 SH      SHARED      02          9766                  
D ACUITY BRANDS INC              COM              00508Y10      1102    48900 SH      SHARED      10         48900                  
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         3      483 SH      SHARED                   483                  
D ACURA PHARMACEUTICALS INC      COM NEW          00509L70         1      211 SH      SHARED      02           211                  
D ACXIOM CORP                    COM              00512510       825   111612 SH      SHARED                111612                  
D ACXIOM CORP                    COM              00512510       214    29000 SH      SHARED      01          5400             23600
D ACXIOM CORP                    COM              00512510       126    17028 SH      SHARED      02         16980                48
D ACXIOM CORP                    COM              00512510       800   108200 SH      SHARED      10        108200                  
D ADA ES INC                     COM              00520810         0      185 SH      SHARED                   185                  
D ADAMS RES & ENERGY INC         COM NEW          00635130         0       58 SH      SHARED                    58                  
D ADAMS RES & ENERGY INC         COM NEW          00635130         1       93 SH      SHARED      02            93                  
D ADAPTEC INC                    NOTE  0.750%12/2 00651FAG         1     2000 PRN     SHARED      02                            2000
D ADAPTEC INC                    COM              00651F10        23     9781 SH      SHARED                  9781                  
D ADAPTEC INC                    COM              00651F10        30    12510 SH      SHARED      02         12510                  
D ADAPTEC INC                    COM              00651F10       103    43000 SH      SHARED      10         43000                  
D ADDVANTAGE TECHNOLOGIES GP I   COM NEW          00674330         0      158 SH      SHARED                   158                  
D ADEONA PHARMACEUTICALS INC     COM              00685T10         0      222 SH      SHARED                   222                  
D ADEPT TECHNOLOGY INC           COM NEW          00685420         0      195 SH      SHARED                   195                  
D ADMINISTAFF INC                COM              00709410        26     1239 SH      SHARED                  1239                  
D ADMINISTAFF INC                COM              00709410         0        5 SH      SHARED      01             5                  
D ADMINISTAFF INC                COM              00709410       580    27472 SH      SHARED      02         27472                  
D ADOBE SYS INC                  COM              00724F10     24363  1139005 SH      SHARED               1139005                  
D ADOBE SYS INC                  COM              00724F10      3273   153026 SH      SHARED      01        148341              4685
D ADOBE SYS INC                  COM              00724F10        94     4400 SH      SHR/OTHR    01                            4400
D ADOBE SYS INC                  COM              00724F10      2341   109449 SH      SHARED      02        104037              5412
D ADOBE SYS INC                  COM              00724F10     23627  1104600 SH      SHARED      04       1104600                  
D ADOBE SYS INC                  COM              00724F10         6      290 SH      SHARED      05           290                  
D ADOBE SYS INC                  COM              00724F10       825    38616 SH      SHARED      06         20746             17870
D ADOBE SYS INC                  COM              00724F10     31987  1495458 SH      SHARED      10       1490858              4600
D ADOBE SYS INC                  COM              00724F10        55     2585 SH      SHARED      21          2585                  
D ADOBE SYS INC                  COM              00724F10        11      551 SH      SHR/OTHR    21                             551
D ADOLOR CORP                    COM              00724X10         5     2791 SH      SHARED      02          2791                  
D ADTRAN INC                     COM              00738A10      1149    70894 SH      SHARED                 70894                  
D ADTRAN INC                     COM              00738A10       319    19700 SH      SHARED      01          1300             18400
D ADTRAN INC                     COM              00738A10       379    23411 SH      SHARED      02         23411                  
D ADTRAN INC                     COM              00738A10       118     7300 SH      SHARED      10          7300                  
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10         0      374 SH      SHARED                   374                  
D ADVANCE AMER CASH ADVANCE CT   COM              00739W10         6     3685 SH      SHARED      02          3685                  
D ADVANCE AUTO PARTS INC         COM              00751Y10     11418   277963 SH      SHARED                277963                  
D ADVANCE AUTO PARTS INC         COM              00751Y10      2121    51650 SH      SHARED      01         20900             30750
D ADVANCE AUTO PARTS INC         COM              00751Y10        68     1658 SH      SHARED      02          1658                  
D ADVANCE AUTO PARTS INC         COM              00751Y10       821    20000 SH      SHARED      04         20000                  
D ADVANCE AUTO PARTS INC         COM              00751Y10        46     1120 SH      SHARED      06           200               920
D ADVANCE AUTO PARTS INC         COM              00751Y10     15214   370370 SH      SHARED      10        368470              1900
D ADVANCE AUTO PARTS INC         COM              00751Y10        15      379 SH      SHARED      21           379                  
D ADVANCED BATTERY TECHNOLOG I   COM              00752H10        47    22302 SH      SHARED                 22302                  
D ADVANCED BATTERY TECHNOLOG I   COM              00752H10         2     1154 SH      SHARED      02          1154                  
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10        79    22208 SH      SHARED                 22208                  
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10        33     9440 SH      SHARED      02          9440                  
D ADVANCED ANALOGIC TECHNOLOGI   COM              00752J10        45    12700 SH      SHARED      04         12700                  
D ADVANCED PHOTONIX INC          CL A             00754E10         0      567 SH      SHARED                   567                  
D ADVANCED TECHNOLOGY ACQU COR   COM              00755610      4509   583403 SH      SHARED                583403                  
D ADVANCED TECHNOLOGY ACQU COR   COM              00755610      1710   221300 SH      SHARED      02        221300                  
D ADVANCED TECHNOLOGY ACQU COR   *W EXP 06/18/201 00755611         0   142323 SH      SHARED                142323                  
D ADVANCED TECHNOLOGY ACQU COR   *W EXP 06/18/201 00755611         3   507800 SH      SHARED      02        507800                  
D ADVANCED TECHNOLOGY ACQU COR   UNIT 06/11/2011  00755620       761    99400 SH      SHARED      02         99400                  
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40       494   197020 SH      SHARED                197020                  
D ADVANCED SEMICONDUCTOR ENGR    SPONSORED ADR    00756M40         0        9 SH      SHARED      02             9                  
D ADVOCAT INC                    COM              00758610         0      165 SH      SHARED                   165                  
D AEHR TEST SYSTEMS              COM              00760J10         0      197 SH      SHARED                   197                  
D ADVANTAGE ENERGY INCOME FD     TR UNIT          00762L10      1259   518313 SH      SHARED                518313                  
D ADVANTAGE ENERGY INCOME FD     TR UNIT          00762L10         4     2000 SH      SHARED      02                            2000
D ADVANTEST CORP                 SPON ADR NEW     00762U20        14      935 SH      SHARED                   935                  
D ADVANTEST CORP                 SPON ADR NEW     00762U20         3      200 SH      SHARED      02           200                  
D ADVISORY BRD CO                COM              00762W10        90     5448 SH      SHARED                  5448                  
D ADVISORY BRD CO                COM              00762W10        30     1840 SH      SHARED      02          1821                19
D ADVISORY BRD CO                COM              00762W10        18     1100 SH      SHARED      10          1100                  
D ADVENT CLAY GBL CONV SEC INC   COM BENE INTER   00763910        10     2067 SH      SHARED      02                            2067
D ADVENT CLAYMORE CV SECS & IN   COM              00764C10        13     1350 SH      SHARED      02                            1350
D ADVENTRX PHARMACEUTICALS INC   COM              00764X10         0     2338 SH      SHARED                  2338                  
D ADVENT CLAYMORE ENH GRW & IN   COM              00765E10         3      500 SH      SHARED      02                             500
D ADVANCED LIFE SCIENCES HLDGS   COM              00765H10         0      442 SH      SHARED                   442                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       279    10716 SH      SHARED                 10716                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       771    29600 SH      SHARED      01                           29600
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10       258     9929 SH      SHARED      02          1929              8000
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10     14057   539000 SH      SHARED      04        539000                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10     12449   477345 SH      SHARED      10        477345                  
D AECOM TECHNOLOGY CORP DELAWA   COM              00766T10        21      834 SH      SHARED      21           834                  
D ADVANSOURCE BIOMATERIALS COR   COM              00767T10         0      522 SH      SHARED                   522                  
D AERO GROW INTL INC             COM              00768M10         0      304 SH      SHARED                   304                  
D AEROCENTURY CORP               COM              00773710         0       32 SH      SHARED                    32                  
D AEROPOSTALE                    COM              00786510      2944   110875 SH      SHARED                110875                  
D AEROPOSTALE                    COM              00786510       666    25105 SH      SHARED      01          2455             22650
D AEROPOSTALE                    COM              00786510       543    20481 SH      SHARED      02         12181              8300
D AEROPOSTALE                    COM              00786510      5284   198950 SH      SHARED      10        196850              2100
D AEROPOSTALE                    COM              00786510        16      633 SH      SHARED      21           633                  
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL       186   500000 PRN     SHARED                500000                  
D ADVANCED MICRO DEVICES INC     NOTE  6.000% 5/0 007903AL       373  1000000 PRN     SHARED      02       1000000                  
D ADVANCED MICRO DEVICES INC     COM              00790310      5535  1814881 SH      SHARED               1814881                  
D ADVANCED MICRO DEVICES INC     COM              00790310       698   229057 SH      SHARED      01        229057                  
D ADVANCED MICRO DEVICES INC     COM              00790310        44    14746 SH      SHARED      02         11546              3200
D ADVANCED MICRO DEVICES INC     COM              00790310         0      261 SH      SHARED      05           261                  
D ADVANCED MICRO DEVICES INC     COM              00790310        76    25020 SH      SHARED      06          9100             15920
D ADVANCED MICRO DEVICES INC     COM              00790310      1557   510603 SH      SHARED      10        510603                  
D ADVANCED MICRO DEVICES INC     COM              00790310         5     1800 SH      SHR/OTHR    23                            1800
D AEGON N V                      NY REGISTRY SH   00792410         7     1899 SH      SHARED      01           399              1500
D AEGON N V                      NY REGISTRY SH   00792410        18     4801 SH      SHARED      21                            4801
D ADVANTA CORP                   CL B             00794220         7    10650 SH      SHARED                 10650                  
D ADVANTA CORP                   CL B             00794220         0       40 SH      SHARED      01            40                  
D ADVANTA CORP                   CL B             00794220         0      999 SH      SHARED      02           999                  
D ADVANTA CORP                   CL B             00794220         5     7650 SH      SHARED      10          7650                  
D ADVANCED ENVIRON RECYCLING T   CL A             00794710         0      907 SH      SHARED                   907                  
D ADVANCED ENERGY INDS           COM              00797310       187    24915 SH      SHARED                 24915                  
D ADVANCED ENERGY INDS           COM              00797310        95    12717 SH      SHARED      02         12717                  
D ADVANCED ENERGY INDS           COM              00797310       111    14800 SH      SHARED      10         14800                  
D ADVENT SOFTWARE INC            COM              00797410       110     3328 SH      SHARED                  3328                  
D ADVENT SOFTWARE INC            COM              00797410       203     6100 SH      SHARED      01           800              5300
D ADVENT SOFTWARE INC            COM              00797410        53     1592 SH      SHARED      02          1592                  
D ADVENT SOFTWARE INC            COM              00797410       852    25600 SH      SHARED      10         25600                  
D AEROSONIC CORP DEL             COM PAR $0.40    00801530         0       98 SH      SHARED                    98                  
D AEROVIRONMENT INC              COM              00807310       290    13919 SH      SHARED                 13919                  
D AEROVIRONMENT INC              COM              00807310        36     1763 SH      SHARED      02           263              1500
D AETRIUM INC                    COM              00817R10         0      268 SH      SHARED                   268                  
D AETNA INC NEW                  COM              00817Y10      6713   275930 SH      SHARED                257785             18145
D AETNA INC NEW                  COM              00817Y10      3364   138275 SH      SHARED      01        138275                  
D AETNA INC NEW                  COM              00817Y10      2778   114194 SH      SHARED      02        101842             12352
D AETNA INC NEW                  COM              00817Y10      6111   251197 SH      SHARED      04        251197                  
D AETNA INC NEW                  COM              00817Y10         6      260 SH      SHARED      05           260                  
D AETNA INC NEW                  COM              00817Y10       889    36574 SH      SHARED      06         20534             16040
D AETNA INC NEW                  COM              00817Y10    108865  4474522 SH      SHARED      10       4439622             34900
D AETNA INC NEW                  COM              00817Y10       124     5120 SH      SHR/OTHR    23                            5120
D AFFILIATED COMPUTER SERVICES   CL A             00819010      9220   192533 SH      SHARED                192533                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010      1002    20925 SH      SHARED      01         20925                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010       419     8755 SH      SHARED      02          8299               456
D AFFILIATED COMPUTER SERVICES   CL A             00819010       334     6990 SH      SHARED      06          3800              3190
D AFFILIATED COMPUTER SERVICES   CL A             00819010      7339   153266 SH      SHARED      10        153266                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010        25      525 SH      SHARED      20           525                  
D AFFILIATED COMPUTER SERVICES   CL A             00819010        86     1808 SH      SHARED      21           363              1445
D AFFILIATED COMPUTER SERVICES   CL A             00819010        71     1500 SH      SHR/OTHR    23                            1500
D AFFILIATED MANAGERS GROUP      COM              00825210       357     8565 SH      SHARED                  8565                  
D AFFILIATED MANAGERS GROUP      COM              00825210      1141    27370 SH      SHARED      01         12040             15330
D AFFILIATED MANAGERS GROUP      COM              00825210      1153    27646 SH      SHARED      02         24336              3310
D AFFILIATED MANAGERS GROUP      COM              00825210       104     2516 SH      SHARED      21          2370               146
D AFFYMAX INC                    COM              00826A10         1       96 SH      SHARED                    96                  
D AFFYMAX INC                    COM              00826A10         3      245 SH      SHARED      02           245                  
D AFFYMETRIX INC                 NOTE  3.500% 1/1 00826TAG        23    45000 PRN     SHARED      02         45000                  
D AFFYMETRIX INC                 COM              00826T10       256    78533 SH      SHARED                 78533                  
D AFFYMETRIX INC                 COM              00826T10        66    20200 SH      SHARED      01                           20200
D AFFYMETRIX INC                 COM              00826T10        26     8230 SH      SHARED      02          8230                  
D AGFEED INDUSTRIES INC          COM              00846L10        89    39583 SH      SHARED                 39583                  
D AGFEED INDUSTRIES INC          COM              00846L10         1      800 SH      SHARED      02           800                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      1689   109902 SH      SHARED                109902                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      1603   104339 SH      SHARED      01        104339                  
D AGILENT TECHNOLOGIES INC       COM              00846U10      1623   105597 SH      SHARED      02        103617              1980
D AGILENT TECHNOLOGIES INC       COM              00846U10        21     1400 SH      SHARED      04          1400                  
D AGILENT TECHNOLOGIES INC       COM              00846U10         3      225 SH      SHARED      05           225                  
D AGILENT TECHNOLOGIES INC       COM              00846U10       391    25470 SH      SHARED      06         14700             10770
D AGILENT TECHNOLOGIES INC       COM              00846U10      2093   136239 SH      SHARED      10        136239                  
D AGILENT TECHNOLOGIES INC       COM              00846U10       109     7130 SH      SHARED      21          7130                  
D AGILENT TECHNOLOGIES INC       COM              00846U10        38     2500 SH      SHARED      23          2500                  
D AGILENT TECHNOLOGIES INC       COM              00846U10        70     4574 SH      SHR/OTHR    23                            4574
D AGILYSYS INC                   COM              00847J10        23     5531 SH      SHARED      02          5531                  
D AGILYSYS INC                   COM              00847J10        37     8800 SH      SHARED      10          8800                  
D AGNICO EAGLE MINES LTD         COM              00847410      2339    41107 SH      SHARED                 41107                  
D AGNICO EAGLE MINES LTD         COM              00847410     31204   548223 SH      SHARED                548223                  
D AGNICO EAGLE MINES LTD         COM              00847410      3248    57075 SH      SHARED      02         49100              7975
D AGNICO EAGLE MINES LTD         COM              00847410      2696    47370 SH      SHARED      04         47370                  
D AGNICO EAGLE MINES LTD         COM              00847410         5      100 SH      SHARED      05           100                  
D AGNICO EAGLE MINES LTD         COM              00847410        99     1750 SH      SHARED      06           900               850
D AGNICO EAGLE MINES LTD         COM              00847410     23243   408360 SH      SHARED      10        408360                  
D AGREE REALTY CORP              COM              00849210         2      175 SH      SHARED      02           175                  
D AGREE REALTY CORP              COM              00849210        92     5900 SH      SHARED      10          5900                  
D AGRIUM INC                     COM              00891610      3452    96454 SH      SHARED                 96454                  
D AGRIUM INC                     COM              00891610        21      600 SH      SHARED      01           100               500
D AGRIUM INC                     COM              00891610        16      450 SH      SHR/OTHR    01                             450
D AGRIUM INC                     COM              00891610        67     1893 SH      SHARED      02          1818                75
D AGRIUM INC                     COM              00891610     25275   706204 SH      SHARED      04        706204                  
D AGRIUM INC                     COM              00891610     12231   341762 SH      SHARED      05        341762                  
D AGRIUM INC                     COM              00891610       839    23457 SH      SHARED      06         19250              4207
D AGRIUM INC                     COM              00891610     13400   374415 SH      SHARED      10        315782             58633
D AGRIUM INC                     COM              00891610         7      200 SH      SHR/OTHR    23                             200
D AIR METHODS CORP               COM PAR $.06     00912830         5      296 SH      SHARED      02           296                  
D AIR PRODS & CHEMS INC          COM              00915810       628    11170 SH      SHARED                                   11170
D AIR PRODS & CHEMS INC          COM              00915810     17046   303045 SH      SHARED                301495              1550
D AIR PRODS & CHEMS INC          COM              00915810      3634    64614 SH      SHARED      01         58224              6390
D AIR PRODS & CHEMS INC          COM              00915810       142     2525 SH      SHR/OTHR    01                            2525
D AIR PRODS & CHEMS INC          COM              00915810      1076    19142 SH      SHARED      02          5116             14026
D AIR PRODS & CHEMS INC          COM              00915810     53362   948660 SH      SHARED      04        948660                  
D AIR PRODS & CHEMS INC          COM              00915810      2664    47360 SH      SHARED      05         47360                  
D AIR PRODS & CHEMS INC          COM              00915810      9487   168675 SH      SHARED      06        105250             63425
D AIR PRODS & CHEMS INC          COM              00915810     19508   346821 SH      SHARED      10        280553             66268
D AIR PRODS & CHEMS INC          COM              00915810       860    15305 SH      SHARED      20         12155              3150
D AIR PRODS & CHEMS INC          COM              00915810       870    15470 SH      SHR/OTHR    20                           15470
D AIR PRODS & CHEMS INC          COM              00915810       177     3160 SH      SHARED      22          3160                  
D AIR PRODS & CHEMS INC          COM              00915810        82     1475 SH      SHR/OTHR    22                            1475
D AIR PRODS & CHEMS INC          COM              00915810       855    15217 SH      SHARED      23         14317               900
D AIR PRODS & CHEMS INC          COM              00915810       747    13285 SH      SHR/OTHR    23                           13285
D AIR TRANSPORT SERVICES GRP I   COM              00922R10         1     1564 SH      SHARED                  1564                  
D AIRGAS INC                     COM              00936310      5884   174055 SH      SHARED                174055                  
D AIRGAS INC                     COM              00936310       895    26500 SH      SHARED      01                           26500
D AIRGAS INC                     COM              00936310      1820    53851 SH      SHARED      02         53017               834
D AIRGAS INC                     COM              00936310     10407   307820 SH      SHARED      10        307820                  
D AIRGAS INC                     COM              00936310        49     1470 SH      SHARED      20          1470                  
D AIRGAS INC                     COM              00936310       123     3664 SH      SHARED      21          2407              1257
D AIRMEDIA GROUP INC             SPONSORED ADR    00941110       315    75300 SH      SHARED                 75300                  
D AIRTRAN HLDGS INC              NOTE  7.000% 7/0 00949PAB      1514  2000000 PRN     SHARED      02       2000000                  
D AIRTRAN HLDGS INC              COM              00949P10        97    21441 SH      SHARED                 21441                  
D AIRTRAN HLDGS INC              COM              00949P10       186    40900 SH      SHARED      01                           40900
D AIRTRAN HLDGS INC              COM              00949P10        23     5193 SH      SHARED      02          5193                  
D AIRTRAN HLDGS INC              COM              00949P10       140    30800 SH      SHARED      10         30800                  
D AIRTRAN HLDGS INC              COM              00949P10        18     4148 SH      SHARED      21          4148                  
D AIRSPAN NETWORKS INC           COM              00950H10         0     1525 SH      SHARED                  1525                  
D AIRVANA INC                    COM              00950V10         1      331 SH      SHARED                   331                  
D AIRVANA INC                    COM              00950V10        24     4132 SH      SHARED      02           632              3500
D AIRVANA INC                    COM              00950V10       585   100000 SH      SHARED      04        100000                  
D AIXTRON AKTIENGESELLSCHAFT     SPONSORED ADR    00960610         1      300 SH      SHARED      02           300                  
D AKAMAI TECHNOLOGIES INC        NOTE  1.000%12/1 00971TAE      2704  2000000 PRN     SHARED               2000000                  
D AKAMAI TECHNOLOGIES INC        COM              00971T10      3054   157437 SH      SHARED                157437                  
D AKAMAI TECHNOLOGIES INC        COM              00971T10       992    51165 SH      SHARED      01         49470              1695
D AKAMAI TECHNOLOGIES INC        COM              00971T10      2616   134866 SH      SHARED      02        130266              4600
D AKAMAI TECHNOLOGIES INC        COM              00971T10      1707    88000 SH      SHARED      04         88000                  
D AKAMAI TECHNOLOGIES INC        COM              00971T10       194    10050 SH      SHARED      06          5750              4300
D AKAMAI TECHNOLOGIES INC        COM              00971T10      2506   129197 SH      SHARED      10        129197                  
D AKEENA SOLAR INC DE            COM              00972010        39    35429 SH      SHARED                 35429                  
D AKEENA SOLAR INC DE            COM              00972010         0      539 SH      SHARED      02           539                  
D AKORN INC                      COM              00972810         2     2835 SH      SHARED      02          2835                  
D ALABAMA AIRCRAFT IND INC       COM              01023E10         0       58 SH      SHARED                    58                  
D ALAMO GROUP INC                COM              01131110         0        8 SH      SHARED                     8                  
D ALAMO GROUP INC                COM              01131110         1      147 SH      SHARED      02           147                  
D ALANCO TECHNOLOGIES INC        CL A NO PV NEW   01161260         0      410 SH      SHARED                   410                  
D ALASKA AIR GROUP INC           COM              01165910      2498   142184 SH      SHARED                142184                  
D ALASKA AIR GROUP INC           COM              01165910       253    14400 SH      SHARED      01          2700             11700
D ALASKA AIR GROUP INC           COM              01165910       438    24942 SH      SHARED      02         24942                  
D ALASKA AIR GROUP INC           COM              01165910       360    20500 SH      SHARED      10         20500                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10       511    76330 SH      SHARED                 76330                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10       101    15139 SH      SHARED      02         15139                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10      9666  1442700 SH      SHARED      10       1442700                  
D ALASKA COMMUNICATIONS SYS GR   COM              01167P10        23     3510 SH      SHARED      21                            3510
D ALBANY INTL CORP               CL A             01234810       120    13333 SH      SHARED                 13333                  
D ALBANY INTL CORP               CL A             01234810       366    40510 SH      SHARED      02         40462                48
D ALBANY INTL CORP               CL A             01234810        59     6600 SH      SHARED      10          6600                  
D ALBANY MOLECULAR RESH INC      COM              01242310        40     4337 SH      SHARED                  4337                  
D ALBANY MOLECULAR RESH INC      COM              01242310        26     2852 SH      SHARED      02          2852                  
D ALBEMARLE CORP                 COM              01265310      1299    59683 SH      SHARED                 59683                  
D ALBEMARLE CORP                 COM              01265310       725    33320 SH      SHARED      01          1520             31800
D ALBEMARLE CORP                 COM              01265310       219    10104 SH      SHARED      02         10104                  
D ALBERTO CULVER CO NEW          COM              01307810      2534   112115 SH      SHARED                112115                  
D ALBERTO CULVER CO NEW          COM              01307810       673    29774 SH      SHARED      01          1974             27800
D ALBERTO CULVER CO NEW          COM              01307810       174     7725 SH      SHARED      02          7725                  
D ALBERTO CULVER CO NEW          COM              01307810      1560    69000 SH      SHARED      06                           69000
D ALBERTO CULVER CO NEW          COM              01307810       586    25940 SH      SHARED      10         25940                  
D ALBERTO CULVER CO NEW          COM              01307810         6      300 SH      SHARED      23                             300
D ALCOA INC                      COM              01381710      9816  1337415 SH      SHARED               1337415                  
D ALCOA INC                      COM              01381710      2404   327549 SH      SHARED      01        326199              1350
D ALCOA INC                      COM              01381710         3      480 SH      SHR/OTHR    01                             480
D ALCOA INC                      COM              01381710       180    24570 SH      SHARED      02         15300              9270
D ALCOA INC                      COM              01381710       690    94100 SH      SHARED      04         94100                  
D ALCOA INC                      COM              01381710         3      430 SH      SHARED      05           430                  
D ALCOA INC                      COM              01381710       416    56800 SH      SHARED      06         30600             26200
D ALCOA INC                      COM              01381710      4533   617628 SH      SHARED      10        613228              4400
D ALCOA INC                      COM              01381710        51     7000 SH      SHARED      19                            7000
D ALCOA INC                      COM              01381710         6      840 SH      SHARED      20           740               100
D ALCOA INC                      COM              01381710        92    12540 SH      SHARED      21         12540                  
D ALCOA INC                      COM              01381710         4      600 SH      SHR/OTHR    22                             600
D ALCOA INC                      COM              01381710        75    10233 SH      SHR/OTHR    23                           10233
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      3723  2002078 SH      SHARED               2001860               218
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         1      604 SH      SHARED      01            19               585
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      1360   731353 SH      SHARED      02        730546               807
D ALCATEL-LUCENT                 SPONSORED ADR    01390430      1940  1043100 SH      SHARED      10       1043100                  
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         4     2342 SH      SHARED      19                            2342
D ALCATEL-LUCENT                 SPONSORED ADR    01390430        37    20094 SH      SHARED      21                           20094
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         0      184 SH      SHARED      23           184                  
D ALCATEL-LUCENT                 SPONSORED ADR    01390430         1     1015 SH      SHR/OTHR    23                            1015
D ALDILA INC                     COM NEW          01438420         0      142 SH      SHARED                   142                  
D ALEXANDER & BALDWIN INC        COM              01448210       247    12986 SH      SHARED                 12986                  
D ALEXANDER & BALDWIN INC        COM              01448210       260    13700 SH      SHARED      01                           13700
D ALEXANDER & BALDWIN INC        COM              01448210       768    40365 SH      SHARED      02         18865             21500
D ALESCO FINL INC                NOTE  7.625% 5/1 014485AB       750  1000000 PRN     SHARED               1000000                  
D ALESCO FINL INC                COM              01448510         2     5629 SH      SHARED                  5629                  
D ALESCO FINL INC                COM              01448510         5    11900 SH      SHARED      10         11900                  
D ALEXANDERS INC                 COM              01475210        26      154 SH      SHARED                   154                  
D ALEXANDERS INC                 COM              01475210       255     1500 SH      SHARED      01          1500                  
D ALEXANDERS INC                 COM              01475210         9       54 SH      SHARED      02            54                  
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110        53     1467 SH      SHARED                  1467                  
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110       440    12100 SH      SHARED      01           300             11800
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110        87     2392 SH      SHARED      02          1542               850
D ALEXANDRIA REAL ESTATE EQ IN   COM              01527110     10581   290700 SH      SHARED      10        290700                  
D ALEXION PHARMACEUTICALS INC    NOTE  1.375% 2/0 015351AF      2527  1050000 PRN     SHARED               1050000                  
D ALEXION PHARMACEUTICALS INC    COM              01535110      2386    63360 SH      SHARED                 63360                  
D ALEXION PHARMACEUTICALS INC    COM              01535110       207     5500 SH      SHARED      01          5500                  
D ALEXION PHARMACEUTICALS INC    COM              01535110       705    18733 SH      SHARED      02         18733                  
D ALEXION PHARMACEUTICALS INC    COM              01535110     18226   483978 SH      SHARED      04        483978                  
D ALEXION PHARMACEUTICALS INC    COM              01535110        37     1000 SH      SHARED      06          1000                  
D ALEXION PHARMACEUTICALS INC    COM              01535110      8375   222410 SH      SHARED      10        222410                  
D ALEXION PHARMACEUTICALS INC    COM              01535110        23      615 SH      SHARED      21           615                  
D ALEXZA PHARMACEUTICALS INC     COM              01538410         2     1016 SH      SHARED      02          1016                  
D ALICO INC                      COM              01623010         1       83 SH      SHARED                    83                  
D ALICO INC                      COM              01623010         2       93 SH      SHARED      02            93                  
D ALIGN TECHNOLOGY INC           COM              01625510       252    31870 SH      SHARED                 31870                  
D ALIGN TECHNOLOGY INC           COM              01625510        52     6605 SH      SHARED      01          6605                  
D ALIGN TECHNOLOGY INC           COM              01625510       132    16678 SH      SHARED      02         16678                  
D ALKERMES INC                   COM              01642T10       171    14111 SH      SHARED                 14111                  
D ALKERMES INC                   COM              01642T10        61     5100 SH      SHARED      01          5100                  
D ALKERMES INC                   COM              01642T10        69     5742 SH      SHARED      02          5725                17
D ALKERMES INC                   COM              01642T10        25     2076 SH      SHARED      06          2076                  
D ALLEGHANY CORP DEL             COM              01717510       128      475 SH      SHARED                   475                  
D ALLEGHANY CORP DEL             COM              01717510        59      218 SH      SHARED      02           218                  
D ALLEGHANY CORP DEL             COM              01717510       345     1275 SH      SHARED      04          1275                  
D ALLEGHANY CORP DEL             COM              01717510       754     2787 SH      SHARED      10          2787                  
D ALLEGHENY ENERGY INC           COM              01736110      4922   212453 SH      SHARED                212453                  
D ALLEGHENY ENERGY INC           COM              01736110       882    38100 SH      SHARED      01         38100                  
D ALLEGHENY ENERGY INC           COM              01736110       242    10463 SH      SHARED      02         10463                  
D ALLEGHENY ENERGY INC           COM              01736110     11149   481183 SH      SHARED      04        481183                  
D ALLEGHENY ENERGY INC           COM              01736110         2       90 SH      SHARED      05            90                  
D ALLEGHENY ENERGY INC           COM              01736110     14571   628905 SH      SHARED      06        256930            371975
D ALLEGHENY ENERGY INC           COM              01736110     30076  1298093 SH      SHARED      10       1298093                  
D ALLEGHENY ENERGY INC           COM              01736110       238    10300 SH      SHARED      15                           10300
D ALLEGHENY ENERGY INC           COM              01736110       132     5700 SH      SHARED      19                            5700
D ALLEGHENY ENERGY INC           COM              01736110        10      471 SH      SHARED      21           281               190
D ALLEGHENY ENERGY INC           COM              01736110        92     4000 SH      SHARED      23          1000              3000
D ALLEGHENY ENERGY INC           COM              01736110       111     4800 SH      SHR/OTHR    23                            4800
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      6074   276982 SH      SHARED                258182             18800
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       380    17350 SH      SHARED      01         17300                50
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       365    16685 SH      SHARED      02         12741              3944
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       146     6700 SH      SHARED      06          4100              2600
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10      1561    71187 SH      SHARED      10         71187                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10       372    17000 SH      SHARED      15                           17000
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10         3      166 SH      SHARED      23           166                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R10        21     1000 SH      SHR/OTHR    23                            1000
D ALLEGIANT TRAVEL CO            COM              01748X10       391     8620 SH      SHARED                  8620                  
D ALLEGIANT TRAVEL CO            COM              01748X10        63     1400 SH      SHARED      01           400              1000
D ALLEGIANT TRAVEL CO            COM              01748X10        14      322 SH      SHARED      02           322                  
D ALLEGIANT TRAVEL CO            COM              01748X10       631    13900 SH      SHARED      10         13900                  
D ALLERGAN INC                   NOTE  1.500% 4/0 018490AL         3     3000 PRN     SHARED      02                            3000
D ALLERGAN INC                   NOTE  1.500% 4/0 018490AL     11700 11250000 PRN     SHARED      06      10000000           1250000
D ALLERGAN INC                   COM              01849010      9268   194072 SH      SHARED                194072                  
D ALLERGAN INC                   COM              01849010      3797    79502 SH      SHARED      01         79502                  
D ALLERGAN INC                   COM              01849010       621    13017 SH      SHARED      02          9983              3034
D ALLERGAN INC                   COM              01849010      1705    35716 SH      SHARED      04         35716                  
D ALLERGAN INC                   COM              01849010         7      150 SH      SHARED      05           150                  
D ALLERGAN INC                   COM              01849010      1048    21950 SH      SHARED      06         11300             10650
D ALLERGAN INC                   COM              01849010     23960   501687 SH      SHARED      10        501687                  
D ALLERGAN INC                   COM              01849010        32      680 SH      SHARED      20           480               200
D ALLERGAN INC                   COM              01849010       333     6993 SH      SHARED      21          6993                  
D ALLETE INC                     COM NEW          01852230        67     2527 SH      SHARED                  2527                  
D ALLETE INC                     COM NEW          01852230         6      232 SH      SHARED      01           232                  
D ALLETE INC                     COM NEW          01852230       167     6259 SH      SHARED      02          6259                  
D ALLETE INC                     COM NEW          01852230     13286   497800 SH      SHARED      10        497800                  
D ALLIANCE BANKSHARES CORP       COM              01853510         0      133 SH      SHARED                   133                  
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      5630   152393 SH      SHARED                152393                  
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      3651    98825 SH      SHARED      01         78725             20100
D ALLIANCE DATA SYSTEMS CORP     COM              01858110      4602   124557 SH      SHARED      02        124557                  
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       195     5300 SH      SHARED      06          4200              1100
D ALLIANCE DATA SYSTEMS CORP     COM              01858110       406    11000 SH      SHARED      10         11000                  
D ALLIANCE DATA SYSTEMS CORP     COM              01858110        53     1449 SH      SHARED      21          1449                  
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620        37     5500 SH      SHARED                  5500                  
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620         6     1000 SH      SHARED      01          1000                  
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620         6      963 SH      SHARED      02           963                  
D ALLIANCE HEALTHCARE SRVCS IN   COM NEW          01860620       196    28900 SH      SHARED      10         28900                  
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10       439    27346 SH      SHARED                 27346                  
D ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G10        24     1500 SH      SHARED      02                            1500
D ALLIANCE FIBER OPTIC PRODS I   COM              01868010         0      707 SH      SHARED                   707                  
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10        79     2747 SH      SHARED                  2747                  
D ALLIANCE RES PARTNER L P       UT LTD PART      01877R10        26      920 SH      SHARED      02                             920
D ALLIANCE ONE INTL INC          COM              01877210        36     9414 SH      SHARED                  9414                  
D ALLIANCE ONE INTL INC          COM              01877210       306    79725 SH      SHARED      02         44725             35000
D ALLIANCEBERNSTEIN GBL HGH IN   COM              01879R10         0      100 SH      SHARED      01           100                  
D ALLIANCEBERNSTEIN GBL HGH IN   COM              01879R10         8     1000 SH      SHARED      02                            1000
D ALLIANT ENERGY CORP            COM              01880210      7445   301575 SH      SHARED                301575                  
D ALLIANT ENERGY CORP            COM              01880210      1409    57100 SH      SHARED      01         21900             35200
D ALLIANT ENERGY CORP            COM              01880210       484    19637 SH      SHARED      02         18237              1400
D ALLIANT ENERGY CORP            COM              01880210        27     1100 SH      SHARED      04          1100                  
D ALLIANT ENERGY CORP            COM              01880210        29     1200 SH      SHARED      06           200              1000
D ALLIANT ENERGY CORP            COM              01880210       145     5900 SH      SHARED      10          5900                  
D ALLIANT TECHSYSTEMS INC        NOTE  2.750% 2/1 018804AH         2     2000 PRN     SHARED      02                            2000
D ALLIANT TECHSYSTEMS INC        NOTE  2.750% 9/1 018804AN         2     3000 PRN     SHARED      02          3000                  
D ALLIANT TECHSYSTEMS INC        COM              01880410      5358    80000 SH      SHARED                 80000                  
D ALLIANT TECHSYSTEMS INC        COM              01880410       725    10825 SH      SHARED      01           425             10400
D ALLIANT TECHSYSTEMS INC        COM              01880410       502     7506 SH      SHARED      02          7506                  
D ALLIANT TECHSYSTEMS INC        COM              01880410      6379    95250 SH      SHARED      10         95250                  
D ALLIANT TECHSYSTEMS INC        COM              01880410       138     2069 SH      SHARED      20          2069                  
D ALLIANT TECHSYSTEMS INC        COM              01880410        52      778 SH      SHARED      21           245               533
D ALLIANZ SE                     SP ADR 1/10 SH   01880510       236    28308 SH      SHARED                 28308                  
D ALLIANZ SE                     SP ADR 1/10 SH   01880510         2      347 SH      SHARED      02           100               247
D ALLIANCEBERNSTEIN INCOME FUN   COM              01881E10        72    10140 SH      SHARED      20         10140                  
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10       112     7613 SH      SHARED                  7613                  
D ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G10      1993   135455 SH      SHARED      02           100            135355
D ALLIED CAP CORP NEW            COM              01903Q10        93    58582 SH      SHARED                 58582                  
D ALLIED CAP CORP NEW            COM              01903Q10         7     4448 SH      SHARED      01          4448                  
D ALLIED CAP CORP NEW            COM              01903Q10        52    33049 SH      SHARED      02         22624             10425
D ALLIED DEFENSE GROUP INC       COM              01911810         0      187 SH      SHARED                   187                  
D ALLIANCE FINANCIAL CORP NY     COM              01920510         2      125 SH      SHARED                   125                  
D ALLIED HEALTHCARE PRODS INC    COM              01922210        11     3624 SH      SHARED                  3624                  
D ALLIED IRISH BKS P L C         SPON ADR ORD     01922840       122    79176 SH      SHARED                 79176                  
D ALLIED IRISH BKS P L C         SPON ADR ORD     01922840        69    44894 SH      SHARED      02           894             44000
D ALLIED HEALTHCARE INTL INC     COM              01923A10         0      259 SH      SHARED                   259                  
D ALLIED NEVADA GOLD CORP        COM              01934410        50     8620 SH      SHARED                  8620                  
D ALLIED NEVADA GOLD CORP        COM              01934410        41     7100 SH      SHARED      01          7100                  
D ALLIED NEVADA GOLD CORP        COM              01934410         6     1178 SH      SHARED      02          1178                  
D ALLIED WASTE INDS INC          SDCV  4.250% 4/1 019589AD         0     1000 PRN     SHARED      02                            1000
D ALLION HEALTHCARE INC          COM              01961510         1      415 SH      SHARED                   415                  
D ALLION HEALTHCARE INC          COM              01961510         3      865 SH      SHARED      02           865                  
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550         2     1100 SH      SHARED                  1100                  
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550        55    29001 SH      SHARED      02           726             28275
D ALLIS CHALMERS ENERGY INC      COM PAR $.01NW   01964550        13     7000 SH      SHARED      10          7000                  
D ALLOS THERAPEUTICS INC         COM              01977710        59     9600 SH      SHARED      01          9600                  
D ALLOS THERAPEUTICS INC         COM              01977710        15     2585 SH      SHARED      02          2585                  
D ALLOS THERAPEUTICS INC         COM              01977710      5867   949410 SH      SHARED      04        949410                  
D ALLOS THERAPEUTICS INC         COM              01977710         9     1500 SH      SHARED      06          1500                  
D ALLOS THERAPEUTICS INC         COM              01977710       752   121700 SH      SHARED      10        121700                  
D ALLOY INC                      NEW COM          01985530         2      638 SH      SHARED                   638                  
D ALLSCRIPT MISYS HEALTCAR SOL   COM              01988P10        33     3234 SH      SHARED                  3234                  
D ALLSCRIPT MISYS HEALTCAR SOL   COM              01988P10        74     7210 SH      SHARED      02          6362               848
D ALLSCRIPT MISYS HEALTCAR SOL   COM              01988P10       205    20000 SH      SHARED      04         20000                  
D ALLSCRIPT MISYS HEALTCAR SOL   COM              01988P10      1524   148200 SH      SHARED      10        148200                  
D ALLSTATE CORP                  COM              02000210     14842   775062 SH      SHARED                759406             15656
D ALLSTATE CORP                  COM              02000210      3167   165418 SH      SHARED      01        160993              4425
D ALLSTATE CORP                  COM              02000210      2777   145014 SH      SHARED      02        142143              2871
D ALLSTATE CORP                  COM              02000210        21     1100 SH      SHARED      04          1100                  
D ALLSTATE CORP                  COM              02000210      1096    57250 SH      SHARED      05         57250                  
D ALLSTATE CORP                  COM              02000210      1360    71066 SH      SHARED      06         53176             17890
D ALLSTATE CORP                  COM              02000210     61297  3200897 SH      SHARED      10       3154397             46500
D ALLSTATE CORP                  COM              02000210         1       85 SH      SHARED      20            85                  
D ALLSTATE CORP                  COM              02000210        67     3540 SH      SHARED      21          3100               440
D ALLSTATE CORP                  COM              02000210       410    21412 SH      SHR/OTHR    23                           21412
D ALMOST FAMILY INC              COM              02040910        46     2420 SH      SHARED                  2420                  
D ALMOST FAMILY INC              COM              02040910         3      173 SH      SHARED      02           173                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       527    27715 SH      SHARED                 27715                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10        72     3800 SH      SHARED      01          3800                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10        31     1675 SH      SHARED      02          1675                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10      4493   236000 SH      SHARED      04        236000                  
D ALNYLAM PHARMACEUTICALS INC    COM              02043Q10       422    22200 SH      SHARED      10         12400              9800
D ALON USA ENERGY INC            COM              02052010        58     4262 SH      SHARED                  4262                  
D ALON USA ENERGY INC            COM              02052010        33     2419 SH      SHARED      02          1069              1350
D ALON USA ENERGY INC            COM              02052010       108     7900 SH      SHARED      10          7900                  
D ALPHA NATURAL RESOURCES INC    COM              02076X10      4472   251952 SH      SHARED                251952                  
D ALPHA NATURAL RESOURCES INC    COM              02076X10       237    13400 SH      SHARED      01         13400                  
D ALPHA NATURAL RESOURCES INC    COM              02076X10      1562    88039 SH      SHARED      02         17189             70850
D ALPHA NATURAL RESOURCES INC    COM              02076X10         7      400 SH      SHARED      06                             400
D ALPHA NATURAL RESOURCES INC    COM              02076X10     13859   780800 SH      SHARED      10        766500             14300
D ALPHA SEC GROUP CORP           COM              02078A10        41     4159 SH      SHARED                  4159                  
D ALPHA SEC GROUP CORP           COM              02078A10      1527   153700 SH      SHARED      02        153700                  
D ALPHA SEC GROUP CORP           *W EXP 03/23/201 02078A11         0     6056 SH      SHARED                  6056                  
D ALPHA SEC GROUP CORP           *W EXP 03/23/201 02078A11         0     6400 SH      SHARED      02          6400                  
D ALPHATEC HOLDINGS INC          COM              02081G10         1      634 SH      SHARED      02           634                  
D ALPINE GLOBAL DYNAMIC DIVD F   COM              02082E10         9     1500 SH      SHARED      02                            1500
D ALPINE GLOBAL PREMIER PPTYS    COM SBI          02083A10        10     3713 SH      SHARED      02                            3713
D ALPINE TOTAL DYNAMIC DIVID F   COM SBI          02106010        61    10700 SH      SHARED                 10700                  
D ALPINE TOTAL DYNAMIC DIVID F   COM SBI          02106010       119    20843 SH      SHARED      02                           20843
D ALSERES PHARMACEUTICALS INC    COM              02115210         0      222 SH      SHARED                   222                  
D ALSIUS CORPORATION             COM              02121110         0      437 SH      SHARED                   437                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310         1     1125 SH      SHARED                  1125                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310      1143  1078992 SH      SHARED      04       1078992                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310      1361  1284414 SH      SHARED      05       1284414                  
D ALTAIR NANOTECHNOLOGIES INC    COM              02137310        77    72793 SH      SHARED      06                           72793
D ALTERA CORP                    COM              02144110     12736   725732 SH      SHARED                725732                  
D ALTERA CORP                    COM              02144110      1327    75625 SH      SHARED      01         65625             10000
D ALTERA CORP                    COM              02144110      1135    64712 SH      SHARED      02         28612             36100
D ALTERA CORP                    COM              02144110      2457   140000 SH      SHARED      04        140000                  
D ALTERA CORP                    COM              02144110         2      160 SH      SHARED      05           160                  
D ALTERA CORP                    COM              02144110       413    23570 SH      SHARED      06         12450             11120
D ALTERA CORP                    COM              02144110     14975   853311 SH      SHARED      10        853311                  
D ALTERA CORP                    COM              02144110       263    15000 SH      SHARED      20         15000                  
D ALTIGEN COMMUNICATIONS INC     COM              02148910         0      371 SH      SHARED                   371                  
D ALTERNATIVE ASSET MGMT ACQU    COM              02149U10      5147   534520 SH      SHARED                534520                  
D ALTERNATIVE ASSET MGMT ACQU    COM              02149U10      1930   200517 SH      SHARED      02        200517                  
D ALTERNATIVE ASSET MGMT ACQU    *W EXP 08/01/201 02149U11         0    96449 SH      SHARED                 96449                  
D ALTERNATIVE ASSET MGMT ACQU    *W EXP 08/01/201 02149U11         1   166600 SH      SHARED      02        166600                  
D ALTRA HOLDINGS INC             COM              02208R10        25     6600 SH      SHARED                  6600                  
D ALTRA HOLDINGS INC             COM              02208R10         2      652 SH      SHARED      02           652                  
D ALTRIA GROUP INC               COM              02209S10       630    39383 SH      SHARED                                   39383
D ALTRIA GROUP INC               COM              02209S10     79420  4957558 SH      SHARED               4919352             38206
D ALTRIA GROUP INC               COM              02209S10     11298   705282 SH      SHARED      01        599038            106244
D ALTRIA GROUP INC               COM              02209S10     34553  2156870 SH      SHR/OTHR    01                         2156870
D ALTRIA GROUP INC               COM              02209S10     12732   794792 SH      SHARED      02        604516            190276
D ALTRIA GROUP INC               COM              02209S10       183    11477 SH      SHARED      04          3549              7928
D ALTRIA GROUP INC               COM              02209S10     46115  2878610 SH      SHARED      04       2878610                  
D ALTRIA GROUP INC               COM              02209S10      4825   301190 SH      SHARED      05        301190                  
D ALTRIA GROUP INC               COM              02209S10      3245   202566 SH      SHARED      06        123450             79116
D ALTRIA GROUP INC               COM              02209S10    193524 12080191 SH      SHARED      10      12039891             40300
D ALTRIA GROUP INC               COM              02209S10         9      600 SH      SHARED      19                             600
D ALTRIA GROUP INC               COM              02209S10       170    10630 SH      SHARED      20          8080              2550
D ALTRIA GROUP INC               COM              02209S10       464    29017 SH      SHR/OTHR    20                           29017
D ALTRIA GROUP INC               COM              02209S10       110     6879 SH      SHARED      21          6019               860
D ALTRIA GROUP INC               COM              02209S10         8      550 SH      SHR/OTHR    21                             550
D ALTRIA GROUP INC               COM              02209S10         9      600 SH      SHARED      22                             600
D ALTRIA GROUP INC               COM              02209S10       325    20301 SH      SHARED      23         17501              2800
D ALTRIA GROUP INC               COM              02209S10       706    44090 SH      SHR/OTHR    23                           44090
D ALTUS PHARMACEUTICALS INC      COM              02216N10         0      435 SH      SHARED      02           435                  
D ALUMINA LTD                    SPONSORED ADR    02220510       100    27134 SH      SHARED                 27134                  
D ALUMINA LTD                    SPONSORED ADR    02220510         3      840 SH      SHARED      02           600               240
D ALUMINA LTD                    SPONSORED ADR    02220510        29     8065 SH      SHARED      21                            8065
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610       848    58047 SH      SHARED                 58047                  
D ALUMINUM CORP CHINA LTD        SPON ADR H SHS   02227610        70     4818 SH      SHARED      02          4218               600
D ALZA CORP                      SDCV         7/2 02261WAB        18    22000 PRN     SHARED      02                           22000
D ALYST ACQUISTION CORP          COM              02263A10       691    90000 SH      SHARED                 90000                  
D ALYST ACQUISTION CORP          COM              02263A10      1006   131000 SH      SHARED      02        131000                  
D ALYST ACQUISTION CORP          *W EXP 06/28/201 02263A11         3    79348 SH      SHARED                 79348                  
D ALYST ACQUISTION CORP          *W EXP 06/28/201 02263A11         1    29800 SH      SHARED      02         29800                  
D AMAZON COM INC                 COM              02313510        22      310 SH      SHARED                   310                  
D AMAZON COM INC                 COM              02313510     36973   503453 SH      SHARED                496233              7220
D AMAZON COM INC                 COM              02313510      6640    90425 SH      SHARED      01         90425                  
D AMAZON COM INC                 COM              02313510      8222   111963 SH      SHARED      02         61897             50066
D AMAZON COM INC                 COM              02313510      2283    31100 SH      SHARED      04         31100                  
D AMAZON COM INC                 COM              02313510      6712    91400 SH      SHARED      05         91400                  
D AMAZON COM INC                 COM              02313510      3208    43686 SH      SHARED      06         33366             10320
D AMAZON COM INC                 COM              02313510     30947   421396 SH      SHARED      10        414596              6800
D AMAZON COM INC                 COM              02313510        36      500 SH      SHARED      20           500                  
D AMAZON COM INC                 COM              02313510       110     1500 SH      SHARED      21                            1500
D AMAZON COM INC                 COM              02313510        71      970 SH      SHARED      23                             970
D AMBAC FINL GROUP INC           COM              02313910        34    44537 SH      SHARED                 44537                  
D AMBAC FINL GROUP INC           COM              02313910        18    24200 SH      SHARED      01         24200                  
D AMBAC FINL GROUP INC           COM              02313910      1059  1358887 SH      SHARED      02       1358587               300
D AMBAC FINL GROUP INC           COM              02313910        66    85000 SH      SHARED      10         85000                  
D AMBASSADORS GROUP INC          COM              02317710        30     3816 SH      SHARED                  3816                  
D AMBASSADORS GROUP INC          COM              02317710         4      499 SH      SHARED      02           499                  
D AMBASSADORS INTL INC           COM              02317810         0      211 SH      SHARED                   211                  
D AMCON DISTRG CO                COM NEW          02341Q20         0       10 SH      SHARED                    10                  
D AMCOL INTL CORP                COM              02341W10       142     9574 SH      SHARED                  9574                  
D AMCOL INTL CORP                COM              02341W10       205    13832 SH      SHARED      02         13832                  
D AMCOL INTL CORP                COM              02341W10       112     7600 SH      SHARED      10          7600                  
D AMDOCS LTD                     NOTE  0.500% 3/1 02342TAD       796   800000 PRN     SHARED      06        800000                  
D AMEDISYS INC                   COM              02343610      1519    55272 SH      SHARED                 55272                  
D AMEDISYS INC                   COM              02343610       747    27209 SH      SHARED      01         27209                  
D AMEDISYS INC                   COM              02343610      1179    42890 SH      SHR/OTHR    01                           42890
D AMEDISYS INC                   COM              02343610       162     5925 SH      SHARED      02          5925                  
D AMEDISYS INC                   COM              02343610     11498   418263 SH      SHARED      10        418263                  
D AMERCO                         COM              02358610        53     1602 SH      SHARED                  1602                  
D AMERCO                         COM              02358610        24      732 SH      SHARED      02           342               390
D AMERCO                         COM              02358610        80     2400 SH      SHARED      10          2400                  
D AMEREN CORP                    COM              02360810      2181    94070 SH      SHARED                 94070                  
D AMEREN CORP                    COM              02360810      1189    51300 SH      SHARED      01         51300                  
D AMEREN CORP                    COM              02360810       338    14583 SH      SHARED      02         11836              2747
D AMEREN CORP                    COM              02360810        37     1600 SH      SHARED      04          1600                  
D AMEREN CORP                    COM              02360810         3      170 SH      SHARED      05           170                  
D AMEREN CORP                    COM              02360810       357    15420 SH      SHARED      06          8300              7120
D AMEREN CORP                    COM              02360810      4633   199796 SH      SHARED      10        199796                  
D AMEREN CORP                    COM              02360810        51     2215 SH      SHARED      21                            2215
D AMERICA SVC GROUP INC          COM              02364L10         3      290 SH      SHARED                   290                  
D AMERICA SVC GROUP INC          COM              02364L10         1      100 SH      SHARED      02           100                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       845    31230 SH      SHARED                                   31230
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      8902   328730 SH      SHARED                328730                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      5352   197668 SH      SHARED      01        194468              3200
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       612    22622 SH      SHARED      02         22201               421
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      5252   193970 SH      SHARED      04        193970                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      2708   100000 SH      SHARED      05        100000                  
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10      1662    61400 SH      SHARED      06           400             61000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10     64415  2378700 SH      SHARED      10       2237300            141400
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10        83     3100 SH      SHARED      15                            3100
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10        81     3000 SH      SHR/OTHR    22                            3000
D AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W10       314    11619 SH      SHARED      24         11619                  
D AMERICAN APPAREL INC           COM              02385010        54    18729 SH      SHARED                 18729                  
D AMERICAN APPAREL INC           COM              02385010        80    27596 SH      SHARED      02           896             26700
D AMCORE FINL INC                COM              02391210         7     4850 SH      SHARED                  4850                  
D AMCORE FINL INC                COM              02391210         6     4305 SH      SHARED      02          1730              2575
D AMCORE FINL INC                COM              02391210         9     5974 SH      SHARED      10          5974                  
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110        61    46246 SH      SHARED                 46246                  
D AMERICAN AXLE & MFG HLDGS IN   COM              02406110       122    92742 SH      SHARED      02         92702                40
D AMERICAN BANCORP N J INC       COM              02407E10         0       49 SH      SHARED                    49                  
D AMERICAN BANCORP N J INC       COM              02407E10         4      426 SH      SHARED      02           426                  
D AMER BIO MEDICA CORP           COM              02460010         0      473 SH      SHARED                   473                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510      1400    80650 SH      SHARED                 80650                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510        52     3013 SH      SHARED                  3013                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510         8      512 SH      SHARED      01           512                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510       228    13169 SH      SHARED      02         11869              1300
D AMERICAN CAMPUS CMNTYS INC     COM              02483510      6262   360754 SH      SHARED      10        360754                  
D AMERICAN CAMPUS CMNTYS INC     COM              02483510     54727  3152500 SH      SHARED      11       1566300           1586200
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10       427    25004 SH      SHARED                 25004                  
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10         4      238 SH      SHARED      02           238                  
D AMERICAN CAPITAL AGENCY CORP   COM              02503X10        78     4600 SH      SHARED      10          4600                  
D AMERICAN CAP LTD               COM              02503Y10       102    55000 SH      SHARED                 55000                  
D AMERICAN CAP LTD               COM              02503Y10       168    89939 SH      SHARED                 89939                  
D AMERICAN CAP LTD               COM              02503Y10         2     1575 SH      SHARED      01          1575                  
D AMERICAN CAP LTD               COM              02503Y10        24    13354 SH      SHARED      02         10214              3140
D AMERICAN CAP LTD               COM              02503Y10       190   102000 SH      SHARED      10        102000                  
D AMERICAN CAP LTD               COM              02503Y10         0      525 SH      SHR/OTHR    23                             525
D AMERICAN CARESOURCE HLDGS IN   COM              02505A10        16     2141 SH      SHARED                  2141                  
D AMERICAN CLAIMS EVALUATION I   COM              02514410         0       43 SH      SHARED                    43                  
D AMERICAN COMMERCIAL LINES      COM NEW          02519520       109    34687 SH      SHARED                 34687                  
D AMERICAN COMMERCIAL LINES      COM NEW          02519520         9     2900 SH      SHARED      01          2900                  
D AMERICAN COMMERCIAL LINES      COM NEW          02519520       109    34429 SH      SHARED      02         34429                  
D AMERICAN COMMERCIAL LINES      COM NEW          02519520       263    83200 SH      SHARED      10         83200                  
D AMERICAN CMNTY PPTYS TR        COM              02520N10         0       44 SH      SHARED                    44                  
D AMERICAN CMNTY BANCSHARES IN   COM              02520W10         0      167 SH      SHARED                   167                  
D AMERICAN DAIRY INC             COM              02533410       100     5901 SH      SHARED                  5901                  
D AMERICAN DAIRY INC             COM              02533410         3      187 SH      SHARED      02           187                  
D AMERICAN DENTAL PARTNERS       COM              02535310         1      232 SH      SHARED                   232                  
D AMERICAN DENTAL PARTNERS       COM              02535310         3      565 SH      SHARED      02           565                  
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10      4112   335952 SH      SHARED                335952                  
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10      1250   102150 SH      SHARED      01         33000             69150
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10       261    21335 SH      SHARED      02         17335              4000
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10        16     1350 SH      SHARED      06           300              1050
D AMERICAN EAGLE OUTFITTERS NE   COM              02553E10      9109   744200 SH      SHARED      10        744200                  
D AMERICAN ECOLOGY CORP          COM NEW          02553340        66     4800 SH      SHARED                  4800                  
D AMERICAN ECOLOGY CORP          COM NEW          02553340         5      428 SH      SHARED      02           428                  
D AMERICAN ELEC PWR INC          COM              02553710        44     1769 SH      SHARED                  1769                  
D AMERICAN ELEC PWR INC          COM              02553710      6599   261251 SH      SHARED                261251                  
D AMERICAN ELEC PWR INC          COM              02553710      4880   193211 SH      SHARED      01        173680             19531
D AMERICAN ELEC PWR INC          COM              02553710       324    12837 SH      SHR/OTHR    01                           12837
D AMERICAN ELEC PWR INC          COM              02553710      1551    61421 SH      SHARED      02         59141              2280
D AMERICAN ELEC PWR INC          COM              02553710        70     2800 SH      SHARED      04          2800                  
D AMERICAN ELEC PWR INC          COM              02553710         5      200 SH      SHARED      05           200                  
D AMERICAN ELEC PWR INC          COM              02553710      1037    41080 SH      SHARED      06         15050             26030
D AMERICAN ELEC PWR INC          COM              02553710     23275   921456 SH      SHARED      10        876756             44700
D AMERICAN ELEC PWR INC          COM              02553710        23      920 SH      SHARED      19                             920
D AMERICAN ELEC PWR INC          COM              02553710       250     9900 SH      SHARED      20          9850                50
D AMERICAN ELEC PWR INC          COM              02553710        50     2000 SH      SHR/OTHR    20                            2000
D AMERICAN ELEC PWR INC          COM              02553710        15      600 SH      SHARED      21           600                  
D AMERICAN ELEC PWR INC          COM              02553710         5      200 SH      SHR/OTHR    21                             200
D AMERICAN ELEC PWR INC          COM              02553710       189     7500 SH      SHARED      22          7200               300
D AMERICAN ELEC PWR INC          COM              02553710       396    15715 SH      SHARED      23         15065               650
D AMERICAN ELEC PWR INC          COM              02553710       229     9085 SH      SHR/OTHR    23                            9085
D AMERICAN ELECTRIC TECH INC     COM              02557610         0      100 SH      SHARED                   100                  
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AE      1240  2000000 PRN     SHARED               2000000                  
D AMERICAN EQTY INVT LIFE HLD    NOTE  5.250%12/0 025676AE      2005  3235000 PRN     SHARED      02       3235000                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620        61    14800 SH      SHARED                 14800                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620        47    11400 SH      SHARED      01         11400                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620         7     1770 SH      SHARED      02          1428               342
D AMERICAN EQTY INVT LIFE HLD    COM              02567620       572   137500 SH      SHARED      10        137500                  
D AMERICAN EQTY INVT LIFE HLD    COM              02567620        20     4900 SH      SHARED      21                            4900
D AMERICAN EXPRESS CO            COM              02581610         8      650 SH      SHARED                   650                  
D AMERICAN EXPRESS CO            COM              02581610     20970  1538575 SH      SHARED               1538575                  
D AMERICAN EXPRESS CO            COM              02581610      4344   318749 SH      SHARED      01        298799             19950
D AMERICAN EXPRESS CO            COM              02581610      2556   187553 SH      SHARED      02         95492             92061
D AMERICAN EXPRESS CO            COM              02581610        49     3600 SH      SHARED      04          3600                  
D AMERICAN EXPRESS CO            COM              02581610         8      640 SH      SHARED      05           640                  
D AMERICAN EXPRESS CO            COM              02581610      1238    90840 SH      SHARED      06         53600             37240
D AMERICAN EXPRESS CO            COM              02581610     36353  2667157 SH      SHARED      10       2667157                  
D AMERICAN EXPRESS CO            COM              02581610        12      920 SH      SHARED      19                             920
D AMERICAN EXPRESS CO            COM              02581610        34     2500 SH      SHARED      20          1060              1440
D AMERICAN EXPRESS CO            COM              02581610       171    12550 SH      SHR/OTHR    20                           12550
D AMERICAN EXPRESS CO            COM              02581610         7      560 SH      SHR/OTHR    21                             560
D AMERICAN EXPRESS CO            COM              02581610        10      800 SH      SHARED      22           800                  
D AMERICAN EXPRESS CO            COM              02581610       169    12400 SH      SHARED      23          9400              3000
D AMERICAN EXPRESS CO            COM              02581610      1031    75707 SH      SHR/OTHR    23                           75707
D AMERICAN FINL GROUP INC OHIO   COM              02593210       686    42788 SH      SHARED                 42788                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210       376    23465 SH      SHARED      01            15             23450
D AMERICAN FINL GROUP INC OHIO   COM              02593210        47     2936 SH      SHARED      02          2936                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210       422    26300 SH      SHARED      10         26300                  
D AMERICAN FINL GROUP INC OHIO   COM              02593210         4      300 SH      SHR/OTHR    23                             300
D AMERICAN GREETINGS CORP        CL A             02637510        15     3117 SH      SHARED                  3117                  
D AMERICAN GREETINGS CORP        CL A             02637510        91    18000 SH      SHARED      01                           18000
D AMERICAN GREETINGS CORP        CL A             02637510        57    11456 SH      SHARED      02         11456                  
D AMERICAN GREETINGS CORP        CL A             02637510        56    11200 SH      SHARED      10         11200                  
D AMERICAN INDEPENDENCE CORP     COM NEW          02676040         0      114 SH      SHARED                   114                  
D AMERICAN INTL GROUP INC        COM              02687410        42    42957 SH      SHARED                                   42957
D AMERICAN INTL GROUP INC        COM              02687410      4060  4060471 SH      SHARED               4060471                  
D AMERICAN INTL GROUP INC        COM              02687410       740   740121 SH      SHARED      01        701531             38590
D AMERICAN INTL GROUP INC        COM              02687410       885   885920 SH      SHARED      02        776737            109183
D AMERICAN INTL GROUP INC        COM              02687410         1     1609 SH      SHARED      05          1609                  
D AMERICAN INTL GROUP INC        COM              02687410        11    11000 SH      SHARED      06                           11000
D AMERICAN INTL GROUP INC        COM              02687410      1164  1164196 SH      SHARED      10       1103496             60700
D AMERICAN INTL GROUP INC        COM              02687410         0       40 SH      SHARED      20            40                  
D AMERICAN INTL GROUP INC        COM              02687410         1     1687 SH      SHR/OTHR    20                            1687
D AMERICAN INTL GROUP INC        COM              02687410         0      600 SH      SHARED      23           600                  
D AMERICAN INTL GROUP INC        COM              02687410        34    34771 SH      SHR/OTHR    23                           34771
D AMERICAN INTL GROUP INC        UNIT 99/99/9999  02687411        72  1337800 PRN     SHARED               1337800                  
D AMERICAN INTL GROUP INC        UNIT 99/99/9999  02687411         0      266 PRN     SHARED      02                             266
D AMERICAN INTL GROUP INC        UNIT 99/99/9999  02687411         4    89400 PRN     SHARED      10         89400                  
D AMERICAN ITALIAN PASTA CO      CL A             02707010        92     2671 SH      SHARED                  2671                  
D AMERICAN ITALIAN PASTA CO      CL A             02707010       281     8088 SH      SHARED      02          8088                  
D AMERICAN ITALIAN PASTA CO      CL A             02707010         3      103 SH      SHARED      10           103                  
D AMERICAN MED SYS HLDGS INC     NOTE  3.250% 7/0 02744MAA        10    13000 PRN     SHARED      02         13000                  
D AMERICAN MED SYS HLDGS INC     COM              02744M10      1353   121413 SH      SHARED                121413                  
D AMERICAN MED SYS HLDGS INC     COM              02744M10       113    10205 SH      SHARED      02         10205                  
D AMERICAN NATL BANKSHARES INC   COM              02774510         2      141 SH      SHARED                   141                  
D AMERICAN NATL BANKSHARES INC   COM              02774510         1      100 SH      SHARED      02           100                  
D AMERICAN MED ALERT CORP        COM              02790410         0      191 SH      SHARED                   191                  
D AMERICAN NATL INS CO           COM              02859110        61     1164 SH      SHARED                  1164                  
D AMERICAN NATL INS CO           COM              02859110        23      454 SH      SHARED      02           454                  
D AMERICAN OIL & GAS INC NEW     COM              02872310         0      953 SH      SHARED      02           953                  
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110        25     6548 SH      SHARED                  6548                  
D AMERICAN ORIENTAL BIOENGR IN   COM              02873110         5     1449 SH      SHARED      02          1449                  
D AMERICAN PAC CORP              COM              02874010         1      200 SH      SHARED                   200                  
D AMERICAN PHYSICIANS SVC GROU   COM              02888210         3      190 SH      SHARED                   190                  
D AMERICAN PHYSICIANS SVC GROU   COM              02888210         5      290 SH      SHARED      02           290                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410        39      964 SH      SHARED                   964                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410        36      900 SH      SHARED      01           900                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410         8      206 SH      SHARED      02           206                  
D AMERICAN PHYSICIANS CAPITAL    COM              02888410       626    15300 SH      SHARED      10         15300                  
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10       235     5590 SH      SHARED                  5590                  
D AMERICAN PUBLIC EDUCATION IN   COM              02913V10        14      350 SH      SHARED      02           350                  
D AMERICAN RAILCAR INDS INC      COM              02916P10         1      242 SH      SHARED      02           242                  
D AMERICAN RLTY INVS INC         COM              02917410         0       28 SH      SHARED                    28                  
D AMERICAN REPROGRAPHICS CO      COM              02926310        88    25116 SH      SHARED                 25116                  
D AMERICAN REPROGRAPHICS CO      COM              02926310        84    23952 SH      SHARED      02         23952                  
D AMERICAN RIVER BANKSHARES      COM              02932610         1      162 SH      SHARED                   162                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910       315     5651 SH      SHARED                  5651                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910         4       75 SH      SHARED      01            75                  
D AMERICAN SCIENCE & ENGR INC    COM              02942910        13      248 SH      SHARED      02           248                  
D AMERICAN SHARED HOSPITAL SVC   COM              02959510         0       10 SH      SHARED                    10                  
D AMERICAN SOFTWARE INC          CL A             02968310         3      585 SH      SHARED      02           585                  
D AMERICAN STS WTR CO            COM              02989910        83     2293 SH      SHARED                  2293                  
D AMERICAN STS WTR CO            COM              02989910       806    22215 SH      SHARED      01         22215                  
D AMERICAN STS WTR CO            COM              02989910      1176    32390 SH      SHR/OTHR    01                           32390
D AMERICAN STS WTR CO            COM              02989910        35      976 SH      SHARED      02           476               500
D AMERICAN STS WTR CO            COM              02989910       205     5670 SH      SHARED      10          5670                  
D AMERICAN TOWER CORP            NOTE  5.000% 2/1 029912AF      3805  3805000 PRN     SHARED      02       3805000                  
D AMERICAN TOWER CORP            NOTE  5.000% 2/1 029912AF        10    10000 PRN     SHARED      23         10000                  
D AMERICAN TOWER CORP            NOTE  5.000% 2/1 029912AF        10    10000 PRN     SHR/OTHR    23                           10000
D AMERICAN TOWER CORP            CL A             02991220       391    12855 SH      SHARED                  2180             10675
D AMERICAN TOWER CORP            CL A             02991220     15281   502190 SH      SHARED                483690             18500
D AMERICAN TOWER CORP            CL A             02991220     14260   468637 SH      SHARED      01        323308            145329
D AMERICAN TOWER CORP            CL A             02991220      2416    79409 SH      SHR/OTHR    01                           79409
D AMERICAN TOWER CORP            CL A             02991220       989    32504 SH      SHARED      02          9334             23170
D AMERICAN TOWER CORP            CL A             02991220        17      588 SH      SHARED      04                             588
D AMERICAN TOWER CORP            CL A             02991220      8695   285760 SH      SHARED      04        285760                  
D AMERICAN TOWER CORP            CL A             02991220         6      230 SH      SHARED      05           230                  
D AMERICAN TOWER CORP            CL A             02991220     14114   463820 SH      SHARED      06        197450            266370
D AMERICAN TOWER CORP            CL A             02991220     57734  1897305 SH      SHARED      10       1894730              2575
D AMERICAN TOWER CORP            CL A             02991220      3542   116425 SH      SHARED      11        116425                  
D AMERICAN TOWER CORP            CL A             02991220      2701    88767 SH      SHARED      19                           88767
D AMERICAN TOWER CORP            CL A             02991220      2194    72112 SH      SHARED      20         60150      190    11772
D AMERICAN TOWER CORP            CL A             02991220       194     6390 SH      SHR/OTHR    20                            6390
D AMERICAN TOWER CORP            CL A             02991220       391    12870 SH      SHARED      21         12870                  
D AMERICAN TOWER CORP            CL A             02991220       424    13950 SH      SHARED      22         11900              2050
D AMERICAN TOWER CORP            CL A             02991220       150     4955 SH      SHR/OTHR    22                            4955
D AMERICAN TOWER CORP            CL A             02991220      1789    58816 SH      SHARED      23         50321              8495
D AMERICAN TOWER CORP            CL A             02991220      2321    76294 SH      SHR/OTHR    23                           76294
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110      3034   175303 SH      SHARED                175303                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        51     3000 SH      SHARED      01          3000                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       133     7703 SH      SHARED      02          5403              2300
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110      4379   253000 SH      SHARED      04        253000                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110      5670   327584 SH      SHARED      05        327584                  
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110       670    38761 SH      SHARED      06                           38761
D AMERICAN SUPERCONDUCTOR CORP   COM              03011110        48     2800 SH      SHARED      10          1400              1400
D AMERICAN TECHNOLOGY CORP       COM NEW          03014520         0      685 SH      SHARED                   685                  
D AMERICAN VANGUARD CORP         COM              03037110         0       48 SH      SHARED                    48                  
D AMERICAN VANGUARD CORP         COM              03037110        19     1520 SH      SHARED      02          1520                  
D AMERICAN VANGUARD CORP         COM              03037110        90     7000 SH      SHARED      10          7000                  
D AMERICAN WTR WKS CO INC NEW    COM              03042010       362    18839 SH      SHARED                  3139             15700
D AMERICAN WTR WKS CO INC NEW    COM              03042010        29     1520 SH      SHARED      02           470              1050
D AMERICAN WTR WKS CO INC NEW    COM              03042010       498    25900 SH      SHARED      10         18200              7700
D AMERICAN WOODMARK CORP         COM              03050610       132     7537 SH      SHARED                  7537                  
D AMERICAN WOODMARK CORP         COM              03050610         4      273 SH      SHARED      02           273                  
D AMERICAN WOODMARK CORP         COM              03050610        42     2400 SH      SHARED      10          2400                  
D AMERICANWEST BANCORPORATION    COM              03058P10         0      472 SH      SHARED                   472                  
D AMERICREDIT CORP               NOTE  0.750% 9/1 03060RAP      2200  5000000 PRN     SHARED               5000000                  
D AMERICREDIT CORP               NOTE  0.750% 9/1 03060RAP      3973  9030000 PRN     SHARED      02       9030000                  
D AMERICREDIT CORP               NOTE  2.125% 9/1 03060RAR       112   300000 PRN     SHARED                300000                  
D AMERICREDIT CORP               NOTE  2.125% 9/1 03060RAR      2042  5447000 PRN     SHARED      02       5447000                  
D AMERICREDIT CORP               COM              03060R10      3649   622800 SH      SHARED                622800                  
D AMERICREDIT CORP               COM              03060R10       347    59275 SH      SHARED      01         14075             45200
D AMERICREDIT CORP               COM              03060R10        86    14776 SH      SHARED      02         14776                  
D AMERICREDIT CORP               COM              03060R10       398    68000 SH      SHARED      10         68000                  
D AMERICREDIT CORP               COM              03060R10         1      250 SH      SHARED      20                             250
D AMERICAS CAR MART INC          COM              03062T10         3      265 SH      SHARED      02           265                  
D AMERICAS CAR MART INC          COM              03062T10        95     7000 SH      SHARED      10          7000                  
D AMERIGON INC                   COM              03070L30        32     8700 SH      SHARED                  8700                  
D AMERIGON INC                   COM              03070L30         2      577 SH      SHARED      02           577                  
D AMERISTAR CASINOS INC          COM              03070Q10       771    61315 SH      SHARED                 61315                  
D AMERISTAR CASINOS INC          COM              03070Q10        84     6725 SH      SHARED      02          6725                  
D AMERISTAR CASINOS INC          COM              03070Q10       155    12400 SH      SHARED      10         12400                  
D AMERISAFE INC                  COM              03071H10       126     8232 SH      SHARED                  8232                  
D AMERISAFE INC                  COM              03071H10         9      618 SH      SHARED      02           618                  
D AMERISAFE INC                  COM              03071H10       136     8900 SH      SHARED      10          8900                  
D AMERON INTL INC                COM              03071010       444     8450 SH      SHARED                  8450                  
D AMERON INTL INC                COM              03071010        12      241 SH      SHARED      02           241                  
D AMERON INTL INC                COM              03071010      4265    81000 SH      SHARED      04         81000                  
D AMERON INTL INC                COM              03071010      3665    69600 SH      SHARED      05         69600                  
D AMERON INTL INC                COM              03071010        36      690 SH      SHARED      06                             690
D AMERON INTL INC                COM              03071010       279     5300 SH      SHARED      10          5300                  
D AMERISOURCEBERGEN CORP         COM              03073E10      3053    93508 SH      SHARED                 93508                  
D AMERISOURCEBERGEN CORP         COM              03073E10      1164    35656 SH      SHARED      01         35656                  
D AMERISOURCEBERGEN CORP         COM              03073E10         9      300 SH      SHR/OTHR    01                             300
D AMERISOURCEBERGEN CORP         COM              03073E10       777    23791 SH      SHARED      02         13618             10173
D AMERISOURCEBERGEN CORP         COM              03073E10        62     1900 SH      SHARED      04          1900                  
D AMERISOURCEBERGEN CORP         COM              03073E10         4      130 SH      SHARED      05           130                  
D AMERISOURCEBERGEN CORP         COM              03073E10       401    12280 SH      SHARED      06          7050              5230
D AMERISOURCEBERGEN CORP         COM              03073E10     11547   353578 SH      SHARED      10        338578             15000
D AMERISOURCEBERGEN CORP         COM              03073E10         5      170 SH      SHARED      21                             170
D AMERIGROUP CORP                NOTE  2.000% 5/1 03073TAB        44    50000 PRN     SHARED      02         50000                  
D AMERIGROUP CORP                COM              03073T10      2012    73067 SH      SHARED                 73067                  
D AMERIGROUP CORP                COM              03073T10       775    28145 SH      SHARED      01         26325              1820
D AMERIGROUP CORP                COM              03073T10      1092    39680 SH      SHR/OTHR    01                           39680
D AMERIGROUP CORP                COM              03073T10       300    10907 SH      SHARED      02         10907                  
D AMERIGROUP CORP                COM              03073T10     14866   539811 SH      SHARED      10        539811                  
D AMERIGROUP CORP                COM              03073T10        47     1726 SH      SHARED      21           686              1040
D AMERITYRE CORP                 COM              03073V10         0      555 SH      SHARED                   555                  
D AMERISERV FINL INC             COM              03074A10         0      489 SH      SHARED                   489                  
D AMERISERV FINL INC             COM              03074A10         3     2000 SH      SHARED      01          2000                  
D AMERIPRISE FINL INC            COM              03076C10        14      702 SH      SHARED                   702                  
D AMERIPRISE FINL INC            COM              03076C10      5090   248442 SH      SHARED                248442                  
D AMERIPRISE FINL INC            COM              03076C10      1291    63024 SH      SHARED      01         60054              2970
D AMERIPRISE FINL INC            COM              03076C10       720    35171 SH      SHARED      02         34716               455
D AMERIPRISE FINL INC            COM              03076C10        24     1200 SH      SHARED      04          1200                  
D AMERIPRISE FINL INC            COM              03076C10         2      120 SH      SHARED      05           120                  
D AMERIPRISE FINL INC            COM              03076C10       414    20240 SH      SHARED      06         13570              6670
D AMERIPRISE FINL INC            COM              03076C10      5316   259490 SH      SHARED      10        259490                  
D AMERIPRISE FINL INC            COM              03076C10         2      120 SH      SHARED      19                             120
D AMERIPRISE FINL INC            COM              03076C10        28     1400 SH      SHR/OTHR    20                            1400
D AMERIPRISE FINL INC            COM              03076C10         4      225 SH      SHARED      21                             225
D AMERIPRISE FINL INC            COM              03076C10        21     1060 SH      SHARED      23           460               600
D AMERIPRISE FINL INC            COM              03076C10       170     8298 SH      SHR/OTHR    23                            8298
D AMERIS BANCORP                 COM              03076K10         5     1165 SH      SHARED      02           415               750
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510        27      970 SH      SHARED                   970                  
D AMERIGAS PARTNERS L P          UNIT L P INT     03097510        89     3150 SH      SHARED      02                            3150
D AMES NATL CORP                 COM              03100110        53     3145 SH      SHARED                  3145                  
D AMES NATL CORP                 COM              03100110         2      164 SH      SHARED      02           164                  
D AMETEK INC NEW                 COM              03110010       383    12258 SH      SHARED                                   12258
D AMETEK INC NEW                 COM              03110010      7657   244890 SH      SHARED                213890             31000
D AMETEK INC NEW                 COM              03110010     14505   463893 SH      SHARED      01        249844            214049
D AMETEK INC NEW                 COM              03110010      4428   141621 SH      SHR/OTHR    01                          141621
D AMETEK INC NEW                 COM              03110010        35     1148 SH      SHARED      02          1148                  
D AMETEK INC NEW                 COM              03110010        22      712 SH      SHARED      04                             712
D AMETEK INC NEW                 COM              03110010      1259    40275 SH      SHARED      04         40275                  
D AMETEK INC NEW                 COM              03110010        40     1300 SH      SHARED      06                            1300
D AMETEK INC NEW                 COM              03110010     65173  2084204 SH      SHARED      10       2080754              3450
D AMETEK INC NEW                 COM              03110010      2904    92881 SH      SHARED      19                           92881
D AMETEK INC NEW                 COM              03110010      2534    81048 SH      SHARED      20         64716      275    16057
D AMETEK INC NEW                 COM              03110010       473    15155 SH      SHR/OTHR    20                           15155
D AMETEK INC NEW                 COM              03110010       171     5491 SH      SHARED      21          5341               150
D AMETEK INC NEW                 COM              03110010        12      400 SH      SHR/OTHR    21                             400
D AMETEK INC NEW                 COM              03110010       979    31335 SH      SHARED      22         26385              4950
D AMETEK INC NEW                 COM              03110010       275     8799 SH      SHR/OTHR    22                            8799
D AMETEK INC NEW                 COM              03110010      3848   123061 SH      SHARED      23        111211             11850
D AMETEK INC NEW                 COM              03110010      4430   141670 SH      SHR/OTHR    23                          141670
D AMGEN INC                      NOTE  0.125% 2/0 031162AN        23    25000 PRN     SHR/OTHR    01                           25000
D AMGEN INC                      NOTE  0.125% 2/0 031162AN      3801  4083000 PRN     SHARED      02       4068000             15000
D AMGEN INC                      NOTE  0.125% 2/0 031162AN     31933 34300000 PRN     SHARED      06      33300000           1000000
D AMGEN INC                      NOTE  0.125% 2/0 031162AN       232   250000 PRN     SHARED      23                          250000
D AMGEN INC                      NOTE  0.375% 2/0 031162AQ      2184  2400000 PRN     SHARED      06       2400000                  
D AMGEN INC                      COM              03116210       288     5824 SH      SHARED                   890              4934
D AMGEN INC                      COM              03116210     51332  1036592 SH      SHARED                995986             40606
D AMGEN INC                      COM              03116210     26179   528657 SH      SHARED      01        465895             62762
D AMGEN INC                      COM              03116210      2838    57313 SH      SHR/OTHR    01                           57313
D AMGEN INC                      COM              03116210      6141   124025 SH      SHARED      02        102509             21516
D AMGEN INC                      COM              03116210     32121   648660 SH      SHARED      04        648660                  
D AMGEN INC                      COM              03116210        28      570 SH      SHARED      05           570                  
D AMGEN INC                      COM              03116210      5088   102755 SH      SHARED      06         67595             35160
D AMGEN INC                      COM              03116210     61520  1242327 SH      SHARED      10       1217901             24426
D AMGEN INC                      COM              03116210       880    17785 SH      SHARED      19                           17785
D AMGEN INC                      COM              03116210      3986    80508 SH      SHARED      20         58098      120    22290
D AMGEN INC                      COM              03116210       652    13180 SH      SHR/OTHR    20                           13180
D AMGEN INC                      COM              03116210       217     4385 SH      SHARED      21          4385                  
D AMGEN INC                      COM              03116210        15      310 SH      SHR/OTHR    21                             310
D AMGEN INC                      COM              03116210       318     6440 SH      SHARED      22          5275              1165
D AMGEN INC                      COM              03116210       248     5015 SH      SHR/OTHR    22                            5015
D AMGEN INC                      COM              03116210      2534    51190 SH      SHARED      23         47040              4150
D AMGEN INC                      COM              03116210      2859    57743 SH      SHR/OTHR    23                           57743
D AMICUS THERAPEUTICS INC        COM              03152W10         1      125 SH      SHARED      02           125                  
D AMKOR TECHNOLOGY INC           NOTE  2.500% 5/1 031652AX       207   274000 PRN     SHARED      02        274000                  
D AMKOR TECHNOLOGY INC           COM              03165210       565   210270 SH      SHARED                210270                  
D AMKOR TECHNOLOGY INC           COM              03165210        45    17100 SH      SHARED      01          4500             12600
D AMKOR TECHNOLOGY INC           COM              03165210       261    97391 SH      SHARED      02         85191             12200
D AMPAL AMERN ISRAEL CORP        CL A             03201510         0      448 SH      SHARED      02           448                  
D AMPCO-PITTSBURGH CORP          COM              03203710        59     4516 SH      SHARED                  4516                  
D AMPCO-PITTSBURGH CORP          COM              03203710         2      218 SH      SHARED      02           218                  
D AMPCO-PITTSBURGH CORP          COM              03203710        15     1200 SH      SHARED      10          1200                  
D AMPHENOL CORP NEW              CL A             03209510      1749    61415 SH      SHARED                 61415                  
D AMPHENOL CORP NEW              CL A             03209510      1329    46660 SH      SHARED      01         46300               360
D AMPHENOL CORP NEW              CL A             03209510       121     4254 SH      SHARED      02          3754               500
D AMPHENOL CORP NEW              CL A             03209510       355    12490 SH      SHARED      06          6850              5640
D AMPHENOL CORP NEW              CL A             03209510      3242   113800 SH      SHARED      10        113800                  
D AMPHENOL CORP NEW              CL A             03209510       888    31200 SH      SHARED      23          6000             25200
D AMREP CORP NEW                 COM              03215910        30     1961 SH      SHARED                  1961                  
D AMREP CORP NEW                 COM              03215910         0       47 SH      SHARED      02            47                  
D AMSURG CORP                    COM              03232P40       172    10908 SH      SHARED                 10908                  
D AMSURG CORP                    COM              03232P40       125     7931 SH      SHARED      02          7931                  
D AMSURG CORP                    COM              03232P40     12205   770054 SH      SHARED      10        770054                  
D AMTECH SYS INC                 COM PAR $0.01N   03233250         0      249 SH      SHARED                   249                  
D AMYLIN PHARMACEUTICALS INC     NOTE  3.000% 6/1 032346AF      1950  3250000 PRN     SHARED      02       3250000                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610      5952   506638 SH      SHARED                506638                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610       365    31145 SH      SHARED      01         31145                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610       133    11324 SH      SHARED      02          7629              3695
D AMYLIN PHARMACEUTICALS INC     COM              03234610      6061   515872 SH      SHARED      04        515872                  
D AMYLIN PHARMACEUTICALS INC     COM              03234610        15     1300 SH      SHARED      06           700               600
D AMTRUST FINANCIAL SERVICES I   COM              03235930        11     1199 SH      SHARED                  1199                  
D AMTRUST FINANCIAL SERVICES I   COM              03235930       149    15700 SH      SHARED      01         12000              3700
D AMTRUST FINANCIAL SERVICES I   COM              03235930         4      513 SH      SHARED      02           513                  
D AMTRUST FINANCIAL SERVICES I   COM              03235930       641    67200 SH      SHARED      10         67200                  
D ANADARKO PETE CORP             COM              03251110      2788    71700 SH      SHARED                                   71700
D ANADARKO PETE CORP             COM              03251110     39831  1024197 SH      SHARED               1024197                  
D ANADARKO PETE CORP             COM              03251110      5022   129149 SH      SHARED      01        121418              7731
D ANADARKO PETE CORP             COM              03251110       638    16413 SH      SHR/OTHR    01                           16413
D ANADARKO PETE CORP             COM              03251110     16707   429613 SH      SHARED      02        415244             14369
D ANADARKO PETE CORP             COM              03251110     88770  2282600 SH      SHARED      04       2282600                  
D ANADARKO PETE CORP             COM              03251110         8      230 SH      SHARED      05           230                  
D ANADARKO PETE CORP             COM              03251110      4265   109680 SH      SHARED      06         94550             15130
D ANADARKO PETE CORP             COM              03251110    199771  5136825 SH      SHARED      10       4773825            363000
D ANADARKO PETE CORP             COM              03251110      1252    32200 SH      SHARED      15                           32200
D ANADARKO PETE CORP             COM              03251110        26      675 SH      SHARED      20           400               275
D ANADARKO PETE CORP             COM              03251110        77     2000 SH      SHR/OTHR    20                            2000
D ANADARKO PETE CORP             COM              03251110       252     6500 SH      SHARED      21                            6500
D ANADARKO PETE CORP             COM              03251110         4      105 SH      SHR/OTHR    21                             105
D ANADARKO PETE CORP             COM              03251110        77     2000 SH      SHARED      22          1000              1000
D ANADARKO PETE CORP             COM              03251110       735    18910 SH      SHARED      23         18310               600
D ANADARKO PETE CORP             COM              03251110      1222    31430 SH      SHR/OTHR    23                           31430
D ANADARKO PETE CORP             COM              03251110       361     9300 SH      SHARED      24          9300                  
D ANADIGICS INC                  COM              03251510       127    61815 SH      SHARED                 61815                  
D ANADIGICS INC                  COM              03251510         3     1639 SH      SHARED      02          1639                  
D ANADIGICS INC                  COM              03251510       854   412900 SH      SHARED      10        412900                  
D ANADYS PHARMACEUTICALS INC     COM              03252Q40         7     1124 SH      SHARED      02          1124                  
D ANADYS PHARMACEUTICALS INC     COM              03252Q40       380    56000 SH      SHARED      04         56000                  
D ANALOG DEVICES INC             COM              03265410      5974   310021 SH      SHARED                310021                  
D ANALOG DEVICES INC             COM              03265410      1806    93723 SH      SHARED      01         93723                  
D ANALOG DEVICES INC             COM              03265410      1508    78279 SH      SHARED      02         53779             24500
D ANALOG DEVICES INC             COM              03265410      1676    87000 SH      SHARED      04         87000                  
D ANALOG DEVICES INC             COM              03265410         5      260 SH      SHARED      05           260                  
D ANALOG DEVICES INC             COM              03265410       407    21150 SH      SHARED      06         12200              8950
D ANALOG DEVICES INC             COM              03265410      2177   113002 SH      SHARED      10        113002                  
D ANALOG DEVICES INC             COM              03265410         6      340 SH      SHR/OTHR    23                             340
D ANALOGIC CORP                  COM PAR $0.05    03265720       298     9331 SH      SHARED                  9331                  
D ANALOGIC CORP                  COM PAR $0.05    03265720        14      468 SH      SHARED      02           468                  
D ANALOGIC CORP                  COM PAR $0.05    03265720        89     2800 SH      SHARED      10          2800                  
D ANALYSTS INTL CORP             COM              03268110         0      654 SH      SHARED                   654                  
D ANAREN INC                     COM              03274410        16     1532 SH      SHARED                  1532                  
D ANAREN INC                     COM              03274410         9      900 SH      SHARED      01           900                  
D ANAREN INC                     COM              03274410        12     1182 SH      SHARED      02          1182                  
D ANCHOR BANCORP WIS INC         COM              03283910         4     3115 SH      SHARED                  3115                  
D ANCHOR BANCORP WIS INC         COM              03283910         3     2657 SH      SHARED      02          2657                  
D ANCHOR BANCORP WIS INC         COM              03283910        10     8000 SH      SHARED      10          8000                  
D ANDERSONS INC                  COM              03416410       375    26540 SH      SHARED                 26540                  
D ANDERSONS INC                  COM              03416410         0       45 SH      SHARED      01            45                  
D ANDERSONS INC                  COM              03416410         7      500 SH      SHARED      02           500                  
D ANDERSONS INC                  COM              03416410      1918   135700 SH      SHARED      04        135700                  
D ANDERSONS INC                  COM              03416410      1042    73700 SH      SHARED      10         73700                  
D ANESIVA INC COM                COM              03460L10         0      550 SH      SHARED                   550                  
D ANGEION CORP                   COM              03462H40         0      106 SH      SHARED                   106                  
D ANGIODYNAMICS INC              COM              03475V10        26     2396 SH      SHARED                  2396                  
D ANGIODYNAMICS INC              COM              03475V10        16     1432 SH      SHARED      02           632               800
D ANGIODYNAMICS INC              COM              03475V10        24     2200 SH      SHARED      10          2200                  
D ANGLO AMERN PLC                ADR NEW          03485P20      2863   335682 SH      SHARED                335682                  
D ANGLO AMERN PLC                ADR NEW          03485P20       124    14560 SH      SHARED      01                           14560
D ANGLO AMERN PLC                ADR NEW          03485P20        53     6237 SH      SHARED      02          6237                  
D ANGLO AMERN PLC                ADR NEW          03485P20         3      391 SH      SHARED      21           391                  
D ANGLO AMERN PLC                ADR NEW          03485P20       232    27300 SH      SHARED      23         27300                  
D ANGLO AMERN PLC                ADR NEW          03485P20       232    27300 SH      SHR/OTHR    23                           27300
D ANGIOTECH PHARMACEUTICALS IN   COM              03491810         1     2494 SH      SHARED                  2494                  
D ANGIOTECH PHARMACEUTICALS IN   COM              03491810         0      633 SH      SHARED      02           633                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820      9567   260277 SH      SHARED                260277                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       220     6000 SH      SHARED      01                            6000
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       242     6600 SH      SHARED      02          6600                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820      3796   103276 SH      SHARED      10        103276                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820        62     1696 SH      SHARED      21                            1696
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       397    10800 SH      SHARED      23         10800                  
D ANGLOGOLD ASHANTI LTD          SPONSORED ADR    03512820       257     7000 SH      SHR/OTHR    23                            7000
D ANIMAL HEALTH INTL INC         COM              03525N10         0      170 SH      SHARED                   170                  
D ANIMAL HEALTH INTL INC         COM              03525N10         8     6380 SH      SHARED      01          6380                  
D ANIMAL HEALTH INTL INC         COM              03525N10        19    15118 SH      SHARED      23         15118                  
D ANIKA THERAPEUTICS INC         COM              03525510         0      132 SH      SHARED                   132                  
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ       151   200000 PRN     SHARED                200000                  
D ANIXTER INTL INC               NOTE  1.000% 2/1 035290AJ         9    12000 PRN     SHARED      02          6000              6000
D ANIXTER INTL INC               COM              03529010       358    11309 SH      SHARED                 11309                  
D ANIXTER INTL INC               COM              03529010       207     6565 SH      SHARED      01          6565                  
D ANIXTER INTL INC               COM              03529010       342    10800 SH      SHR/OTHR    01                           10800
D ANIXTER INTL INC               COM              03529010       100     3174 SH      SHARED      02          3174                  
D ANIXTER INTL INC               COM              03529010     17521   553080 SH      SHARED      10        553080                  
D ANNALY CAP MGMT INC            COM              03571040      9947   717160 SH      SHARED                717160                  
D ANNALY CAP MGMT INC            COM              03571040      2113   152370 SH      SHARED      01        136370             16000
D ANNALY CAP MGMT INC            COM              03571040       596    43000 SH      SHR/OTHR    01                           43000
D ANNALY CAP MGMT INC            COM              03571040      1008    72686 SH      SHARED      02         24539             48147
D ANNALY CAP MGMT INC            COM              03571040         4      290 SH      SHARED      05           290                  
D ANNALY CAP MGMT INC            COM              03571040      3410   245900 SH      SHARED      10        234100             11800
D ANNALY CAP MGMT INC            COM              03571040        48     3500 SH      SHARED      19                            3500
D ANNALY CAP MGMT INC            COM              03571040         2      155 SH      SHARED      20           155                  
D ANNALY CAP MGMT INC            COM              03571040       119     8635 SH      SHARED      21                            8635
D ANNTAYLOR STORES CORP          COM              03611510      1783   343025 SH      SHARED                343025                  
D ANNTAYLOR STORES CORP          COM              03611510       372    71630 SH      SHARED      01         51830             19800
D ANNTAYLOR STORES CORP          COM              03611510       421    81140 SH      SHR/OTHR    01                           81140
D ANNTAYLOR STORES CORP          COM              03611510       188    36243 SH      SHARED      02         36243                  
D ANNTAYLOR STORES CORP          COM              03611510       123    23676 SH      SHARED      10         17976              5700
D ANOORAQ RES CORP               COM              03633E10         0      200 SH      SHARED                   200                  
D ANSYS INC                      COM              03662Q10       261    10423 SH      SHARED                 10423                  
D ANSYS INC                      COM              03662Q10       833    33225 SH      SHARED      01          3325             29900
D ANSYS INC                      COM              03662Q10        46     1837 SH      SHARED      02          1584               253
D ANSYS INC                      COM              03662Q10      2683   106900 SH      SHARED      10        106900                  
D ANSYS INC                      COM              03662Q10        86     3443 SH      SHARED      21          3109               334
D ANSWERS CORP                   COM              03662X10         1      216 SH      SHARED                   216                  
D ANSWERS CORP                   COM              03662X10         1      200 SH      SHARED      02                             200
D ANTARES PHARMA INC             COM              03664210         0     1464 SH      SHARED                  1464                  
D ANTHRACITE CAP INC             COM              03702310        20    58856 SH      SHARED                 58856                  
D ANTHRACITE CAP INC             COM              03702310         2     7537 SH      SHARED      02          1537              6000
D ANTHRACITE CAP INC             COM              03702310         3    10700 SH      SHARED      10         10700                  
D ANTIGENICS INC DEL             NOTE  5.250% 2/0 037032AC       209  1263000 PRN     SHARED               1263000                  
D ANTIGENICS INC DEL             COM              03703210         0      886 SH      SHARED      02           886                  
D ANWORTH MORTGAGE ASSET CP      COM              03734710       734   119774 SH      SHARED                119774                  
D ANWORTH MORTGAGE ASSET CP      COM              03734710       267    43575 SH      SHARED      01         43575                  
D ANWORTH MORTGAGE ASSET CP      COM              03734710       380    62000 SH      SHR/OTHR    01                           62000
D ANWORTH MORTGAGE ASSET CP      COM              03734710       373    60935 SH      SHARED      02         22035             38900
D ANWORTH MORTGAGE ASSET CP      COM              03734710       106    17314 SH      SHARED      10         17314                  
D AON CORP                       COM              03738910     17786   435742 SH      SHARED                435742                  
D AON CORP                       COM              03738910      2929    71772 SH      SHARED      01         70402              1370
D AON CORP                       COM              03738910         7      175 SH      SHR/OTHR    01                             175
D AON CORP                       COM              03738910       495    12148 SH      SHARED      02          9777              2371
D AON CORP                       COM              03738910      4043    99050 SH      SHARED      04         99050                  
D AON CORP                       COM              03738910         6      170 SH      SHARED      05           170                  
D AON CORP                       COM              03738910     14139   346380 SH      SHARED      06        129600            216780
D AON CORP                       COM              03738910      9228   226082 SH      SHARED      10        226082                  
D AON CORP                       COM              03738910        34      850 SH      SHARED      21                             850
D AON CORP                       COM              03738910         6      165 SH      SHR/OTHR    21                             165
D APACHE CORP                    COM              03741110      2419    37750 SH      SHARED                  8750             29000
D APACHE CORP                    COM              03741110     43543   679414 SH      SHARED                672389              7025
D APACHE CORP                    COM              03741110      6996   109161 SH      SHARED      01         98816      200    10145
D APACHE CORP                    COM              03741110      1117    17435 SH      SHR/OTHR    01                           17435
D APACHE CORP                    COM              03741110      1283    20023 SH      SHARED      02         16039              3984
D APACHE CORP                    COM              03741110       124     1943 SH      SHARED      04                            1943
D APACHE CORP                    COM              03741110     85802  1338775 SH      SHARED      04       1338775                  
D APACHE CORP                    COM              03741110        12      190 SH      SHARED      05           190                  
D APACHE CORP                    COM              03741110      2120    33090 SH      SHARED      06         22070             11020
D APACHE CORP                    COM              03741110    211884  3306047 SH      SHARED      10       3097772            208275
D APACHE CORP                    COM              03741110       179     2800 SH      SHARED      15                            2800
D APACHE CORP                    COM              03741110       392     6120 SH      SHARED      20          2130              3990
D APACHE CORP                    COM              03741110        81     1275 SH      SHR/OTHR    20                            1275
D APACHE CORP                    COM              03741110       187     2931 SH      SHARED      21          1895              1036
D APACHE CORP                    COM              03741110        94     1469 SH      SHR/OTHR    21                            1469
D APACHE CORP                    COM              03741110        64     1000 SH      SHARED      22                            1000
D APACHE CORP                    COM              03741110       903    14100 SH      SHARED      23         13900               200
D APACHE CORP                    COM              03741110      1728    26965 SH      SHR/OTHR    23                           26965
D APACHE CORP                    COM              03741110       243     3800 SH      SHARED      24          3800                  
D APARTMENT INVT & MGMT CO       CL A             03748R10       562   102609 SH      SHARED                102609                  
D APARTMENT INVT & MGMT CO       CL A             03748R10       179    32810 SH      SHARED      01         32810                  
D APARTMENT INVT & MGMT CO       CL A             03748R10       244    44689 SH      SHARED      02         18426             26263
D APARTMENT INVT & MGMT CO       CL A             03748R10        11     2080 SH      SHARED      06                            2080
D APARTMENT INVT & MGMT CO       CL A             03748R10      1169   213416 SH      SHARED      10        205820              7596
D APARTMENT INVT & MGMT CO       CL A             03748R10         0       94 SH      SHARED      11            94                  
D APCO ARGENTINA INC CAYMAN IS   ORD              03748910         3      309 SH      SHARED                   309                  
D APCO ARGENTINA INC CAYMAN IS   ORD              03748910         1       94 SH      SHARED      02            94                  
D APEX BIOVENTURES ACQ CORP      COM              03753Q10      3711   478874 SH      SHARED                478874                  
D APEX BIOVENTURES ACQ CORP      COM              03753Q10      3406   439500 SH      SHARED      02        439500                  
D APEX BIOVENTURES ACQ CORP      *W EXP 06/07/201 03753Q11         0    64014 SH      SHARED                 64014                  
D APEX BIOVENTURES ACQ CORP      *W EXP 06/07/201 03753Q11         1   139500 SH      SHARED      02        139500                  
D APOGEE ENTERPRISES INC         COM              03759810        23     2100 SH      SHARED                  2100                  
D APOGEE ENTERPRISES INC         COM              03759810       223    20376 SH      SHARED                 20376                  
D APOGEE ENTERPRISES INC         COM              03759810        92     8400 SH      SHARED      01          4400              4000
D APOGEE ENTERPRISES INC         COM              03759810       424    38617 SH      SHARED      02         38617                  
D APOGEE ENTERPRISES INC         COM              03759810      1267   115426 SH      SHARED      04        115426                  
D APOGEE ENTERPRISES INC         COM              03759810       894    81500 SH      SHARED      10         81500                  
D APOGENT TECHNOLOGIES INC       DBCV        12/1 03760AAK      1896  1500000 PRN     SHARED               1500000                  
D APOGENT TECHNOLOGIES INC       DBCV        12/1 03760AAK      3599  2848000 PRN     SHARED      02       2848000                  
D APOLLO GROUP INC               CL A             03760410     17199   219579 SH      SHARED                219579                  
D APOLLO GROUP INC               CL A             03760410      2971    37939 SH      SHARED      01         37939                  
D APOLLO GROUP INC               CL A             03760410         7      100 SH      SHR/OTHR    01                             100
D APOLLO GROUP INC               CL A             03760410      1217    15548 SH      SHARED      02         15548                  
D APOLLO GROUP INC               CL A             03760410        31      400 SH      SHARED      04           400                  
D APOLLO GROUP INC               CL A             03760410      2749    35100 SH      SHARED      05         35100                  
D APOLLO GROUP INC               CL A             03760410      1343    17150 SH      SHARED      06         12900              4250
D APOLLO GROUP INC               CL A             03760410      3942    50337 SH      SHARED      10         50337                  
D APOLLO GROUP INC               CL A             03760410       165     2110 SH      SHARED      21          1857               253
D APOLLO INVT CORP               COM              03761U10       348   100024 SH      SHARED                100024                  
D APOLLO INVT CORP               COM              03761U10       155    44700 SH      SHARED      01                           44700
D APOLLO INVT CORP               COM              03761U10       125    36003 SH      SHARED      02         29888              6115
D APOLLO INVT CORP               COM              03761U10       122    35100 SH      SHARED      10         29600              5500
D APOLLO INVT CORP               COM              03761U10        27     7850 SH      SHARED      20          7850                  
D APPALACHIAN BANCSHARES INC     COM              03767510         0      126 SH      SHARED                   126                  
D APPLE INC                      COM              03783310      1448    13781 SH      SHARED                  1675             12106
D APPLE INC                      COM              03783310    127450  1212424 SH      SHARED               1172223             40201
D APPLE INC                      COM              03783310     43953   418126 SH      SHARED      01        339746      200    78180
D APPLE INC                      COM              03783310      6579    62590 SH      SHR/OTHR    01                           62590
D APPLE INC                      COM              03783310      6245    59415 SH      SHARED      02         28399             31016
D APPLE INC                      COM              03783310       121     1154 SH      SHARED      04                            1154
D APPLE INC                      COM              03783310     54790   521215 SH      SHARED      04        521215                  
D APPLE INC                      COM              03783310      6354    60450 SH      SHARED      05         60450                  
D APPLE INC                      COM              03783310      7999    76100 SH      SHARED      06         47100             29000
D APPLE INC                      COM              03783310    199356  1896468 SH      SHARED      10       1825307             71161
D APPLE INC                      COM              03783310       151     1440 SH      SHARED      15                            1440
D APPLE INC                      COM              03783310      2648    25191 SH      SHARED      19                           25191
D APPLE INC                      COM              03783310      4387    41735 SH      SHARED      20         34176       80     7479
D APPLE INC                      COM              03783310      1023     9740 SH      SHR/OTHR    20                            9740
D APPLE INC                      COM              03783310      1192    11341 SH      SHARED      21          7755              3586
D APPLE INC                      COM              03783310       283     2700 SH      SHR/OTHR    21                            2700
D APPLE INC                      COM              03783310      1410    13416 SH      SHARED      22         10436              2980
D APPLE INC                      COM              03783310       488     4651 SH      SHR/OTHR    22                            4651
D APPLE INC                      COM              03783310      5458    51923 SH      SHARED      23         43828              8095
D APPLE INC                      COM              03783310      7636    72643 SH      SHR/OTHR    23                           72643
D APPLE INC                      COM              03783310       126     1200 SH      SHARED      24          1200                  
D APPLIANCE RECYCLING CTRS AME   COM NEW          03814F20         0       84 SH      SHARED                    84                  
D APPLIED ENERGETICS INC         COM              03819M10         0     1102 SH      SHARED                  1102                  
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10        10      642 SH      SHARED                   642                  
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       149     8850 SH      SHARED      02          8850                  
D APPLIED INDL TECHNOLOGIES IN   COM              03820C10       128     7600 SH      SHARED      10          7600                  
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40       764   157261 SH      SHARED                157261                  
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40        30     6318 SH      SHARED      02          1693              4625
D APPLIED MICRO CIRCUITS CORP    COM NEW          03822W40        70    14425 SH      SHARED      10         14425                  
D APPLIED MATLS INC              COM              03822210         9      850 SH      SHARED                   850                  
D APPLIED MATLS INC              COM              03822210     16153  1502637 SH      SHARED               1502637                  
D APPLIED MATLS INC              COM              03822210      3544   329755 SH      SHARED      01        304950             24805
D APPLIED MATLS INC              COM              03822210        75     7000 SH      SHR/OTHR    01                            7000
D APPLIED MATLS INC              COM              03822210      2379   221356 SH      SHARED      02        204046             17310
D APPLIED MATLS INC              COM              03822210       109    10200 SH      SHARED      04                           10200
D APPLIED MATLS INC              COM              03822210      3950   367524 SH      SHARED      04        367524                  
D APPLIED MATLS INC              COM              03822210         8      800 SH      SHARED      05           800                  
D APPLIED MATLS INC              COM              03822210      1034    96227 SH      SHARED      06         49600             46627
D APPLIED MATLS INC              COM              03822210     10457   972825 SH      SHARED      10        972825                  
D APPLIED MATLS INC              COM              03822210       860    80000 SH      SHARED      15                           80000
D APPLIED MATLS INC              COM              03822210      1326   123385 SH      SHARED      20         89205             34180
D APPLIED MATLS INC              COM              03822210         8      800 SH      SHR/OTHR    20                             800
D APPLIED MATLS INC              COM              03822210       836    77850 SH      SHARED      23         77850                  
D APPLIED MATLS INC              COM              03822210       671    62455 SH      SHR/OTHR    23                           62455
D APPLIED SIGNAL TECHNOLOGY IN   COM              03823710       224    11100 SH      SHARED                 11100                  
D APPLIED SIGNAL TECHNOLOGY IN   COM              03823710         6      345 SH      SHARED      02           345                  
D APTARGROUP INC                 COM              03833610       363    11671 SH      SHARED                 11671                  
D APTARGROUP INC                 COM              03833610       691    22200 SH      SHARED      01                           22200
D APTARGROUP INC                 COM              03833610        17      575 SH      SHARED      02           465               110
D APTARGROUP INC                 COM              03833610       165     5300 SH      SHARED      10          5300                  
D APTARGROUP INC                 COM              03833610         9      309 SH      SHARED      21                             309
D APPROACH RESOURCES INC         COM              03834A10         0       77 SH      SHARED                    77                  
D APPROACH RESOURCES INC         COM              03834A10         6     1034 SH      SHARED      02          1034                  
D AQUA AMERICA INC               COM              03836W10      2461   123091 SH      SHARED                123091                  
D AQUA AMERICA INC               COM              03836W10      1439    71998 SH      SHARED      01         27665             44333
D AQUA AMERICA INC               COM              03836W10      4881   244051 SH      SHARED      02        211305             32746
D AQUA AMERICA INC               COM              03836W10     11174   558713 SH      SHARED      04        558713                  
D AQUA AMERICA INC               COM              03836W10     11058   552943 SH      SHARED      05        552943                  
D AQUA AMERICA INC               COM              03836W10        84     4212 SH      SHARED      06                            4212
D AQUA AMERICA INC               COM              03836W10       357    17850 SH      SHARED      10         17850                  
D AQUA AMERICA INC               COM              03836W10       313    15650 SH      SHARED      11         15650                  
D ARABIAN AMERN DEV CO           COM              03846510       871   581110 SH      SHARED                581110                  
D ARACRUZ CELULOSE S A           SPON ADR PFD B   03849620       159    24155 SH      SHARED                 24155                  
D ARACRUZ CELULOSE S A           SPON ADR PFD B   03849620         0      100 SH      SHARED      02           100                  
D ARBINET THEXCHANGE INC         COM              03875P10         0      583 SH      SHARED                   583                  
D ARBITRON INC                   COM              03875Q10       223    14873 SH      SHARED                 14873                  
D ARBITRON INC                   COM              03875Q10        13      914 SH      SHARED      01           914                  
D ARBITRON INC                   COM              03875Q10        12      847 SH      SHARED      02           847                  
D ARBITRON INC                   COM              03875Q10        16     1100 SH      SHARED      10          1100                  
D ARBOR RLTY TR INC              COM              03892310         9    12900 SH      SHARED                 12900                  
D ARBOR RLTY TR INC              COM              03892310         0      374 SH      SHARED      02           374                  
D ARCADIA RES INC                COM              03920910         0     2161 SH      SHARED                  2161                  
D ARCH CHEMICALS INC             COM              03937R10       285    15066 SH      SHARED                 15066                  
D ARCH CHEMICALS INC             COM              03937R10        28     1500 SH      SHARED      01                            1500
D ARCH CHEMICALS INC             COM              03937R10        31     1682 SH      SHARED      02          1682                  
D ARCH CHEMICALS INC             COM              03937R10       235    12400 SH      SHARED      10         12400                  
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10      2734   136460 SH      SHARED                136460                  
D ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L10         2      101 SH      SHARED      02           101                  
D ARCH COAL INC                  COM              03938010      8478   634158 SH      SHARED                634158                  
D ARCH COAL INC                  COM              03938010       957    71600 SH      SHARED      01         26000             45600
D ARCH COAL INC                  COM              03938010        85     6418 SH      SHARED      02          6418                  
D ARCH COAL INC                  COM              03938010      1403   105000 SH      SHARED      04        105000                  
D ARCH COAL INC                  COM              03938010         1      110 SH      SHARED      05           110                  
D ARCH COAL INC                  COM              03938010        25     1900 SH      SHARED      06          1200               700
D ARCH COAL INC                  COM              03938010     15412  1152800 SH      SHARED      10       1152800                  
D ARCHER DANIELS MIDLAND CO      NOTE  0.875% 2/1 039483AW     13734 14800000 PRN     SHARED      06      14100000            700000
D ARCHER DANIELS MIDLAND CO      COM              03948310     31176  1122254 SH      SHARED               1078336             43918
D ARCHER DANIELS MIDLAND CO      COM              03948310      5230   188282 SH      SHARED      01        179176              9106
D ARCHER DANIELS MIDLAND CO      COM              03948310      2748    98938 SH      SHARED      02         79133             19805
D ARCHER DANIELS MIDLAND CO      COM              03948310      9685   348668 SH      SHARED      04        348668                  
D ARCHER DANIELS MIDLAND CO      COM              03948310      9184   330606 SH      SHARED      05        330606                  
D ARCHER DANIELS MIDLAND CO      COM              03948310     14920   537080 SH      SHARED      06        203480            333600
D ARCHER DANIELS MIDLAND CO      COM              03948310     63298  2278566 SH      SHARED      10       2209370             69196
D ARCHER DANIELS MIDLAND CO      COM              03948310       408    14700 SH      SHARED      15                           14700
D ARCHER DANIELS MIDLAND CO      COM              03948310       222     8000 SH      SHARED      19                            8000
D ARCHER DANIELS MIDLAND CO      COM              03948310       169     6092 SH      SHARED      23          2092              4000
D ARCHER DANIELS MIDLAND CO      COM              03948310       138     5000 SH      SHR/OTHR    23                            5000
D ARCHER DANIELS MIDLAND CO      UNIT 99/99/9999  03948320      1954    53200 SH      SHARED      02         53000               200
D ARCSIGHT INC                   COM              03966610        30     2361 SH      SHARED                  2361                  
D ARCSIGHT INC                   COM              03966610         2      179 SH      SHARED      02           179                  
D ARCSIGHT INC                   COM              03966610       653    51177 SH      SHARED      04         51177                  
D ARCTIC CAT INC                 COM              03967010         0      214 SH      SHARED                   214                  
D ARCTIC CAT INC                 COM              03967010        17     4446 SH      SHARED      02          4446                  
D ARDEA BIOSCIENCES INC          COM              03969P10        36     3568 SH      SHARED                  3568                  
D ARDEA BIOSCIENCES INC          COM              03969P10         5      499 SH      SHARED      02           374               125
D ARDEA BIOSCIENCES INC          COM              03969P10       236    23000 SH      SHARED      04         23000                  
D ARDEN GROUP INC                CL A             03976210        67      575 SH      SHARED                   575                  
D ARDEN GROUP INC                CL A             03976210         3       28 SH      SHARED      02            28                  
D ARENA PHARMACEUTICALS INC      COM              04004710        21     7163 SH      SHARED      02          7163                  
D ARENA PHARMACEUTICALS INC      COM              04004710      1362   452800 SH      SHARED      04        452800                  
D ARENA PHARMACEUTICALS INC      COM              04004710         6     2076 SH      SHARED      06          2076                  
D ARENA PHARMACEUTICALS INC      COM              04004710        45    15200 SH      SHARED      10         15200                  
D ARENA RESOURCES INC            COM              04004910       183     7184 SH      SHARED                  7184                  
D ARENA RESOURCES INC            COM              04004910        65     2570 SH      SHARED      01          2570                  
D ARENA RESOURCES INC            COM              04004910       260    10220 SH      SHARED      02         10220                  
D ARENA RESOURCES INC            COM              04004910      2407    94500 SH      SHARED      10         94500                  
D ARENA RESOURCES INC            COM              04004910        33     1325 SH      SHARED      21                            1325
D ARGAN INC                      COM              04010E10         3      271 SH      SHARED                   271                  
D ARGAN INC                      COM              04010E10         2      200 SH      SHARED      02           200                  
D ARES CAP CORP                  COM              04010L10      1854   383249 SH      SHARED                383249                  
D ARES CAP CORP                  COM              04010L10        33     6824 SH      SHARED      02          6412               412
D ARES CAP CORP                  COM              04010L10        72    14965 SH      SHARED      10         14965                  
D ARGON ST INC                   COM              04014910         9      508 SH      SHARED                   508                  
D ARGON ST INC                   COM              04014910        19     1043 SH      SHARED      02          1043                  
D ARIAD PHARMACEUTICALS INC      COM              04033A10         0      700 SH      SHARED                   700                  
D ARIAD PHARMACEUTICALS INC      COM              04033A10         3     2771 SH      SHARED      02          2771                  
D ARIBA INC                      COM NEW          04033V20        95    10897 SH      SHARED                 10897                  
D ARIBA INC                      COM NEW          04033V20        48     5550 SH      SHARED      01          5550                  
D ARIBA INC                      COM NEW          04033V20        99    11375 SH      SHARED      02          2232              9143
D ARIBA INC                      COM NEW          04033V20      1519   174000 SH      SHARED      04        174000                  
D ARIBA INC                      COM NEW          04033V20      3368   385800 SH      SHARED      10        382600              3200
D ARISTOTLE CORP                 COM NEW          04044820         0       36 SH      SHARED                    36                  
D ARISTOTLE CORP                 COM NEW          04044820         0       31 SH      SHARED      02            31                  
D ARKANSAS BEST CORP DEL         COM              04079010       150     7902 SH      SHARED                  7902                  
D ARKANSAS BEST CORP DEL         COM              04079010        21     1128 SH      SHARED      02          1128                  
D ARKANSAS BEST CORP DEL         COM              04079010       163     8600 SH      SHARED      10          8600                  
D ARM HLDGS PLC                  SPONSORED ADR    04206810        36     8211 SH      SHARED                  8211                  
D ARM HLDGS PLC                  SPONSORED ADR    04206810         3      700 SH      SHARED      02           700                  
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10       464    42154 SH      SHARED                 18254             23900
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10      3966   360307 SH      SHARED      02        360307                  
D ARMSTRONG WORLD INDS INC NEW   COM              04247X10       427    38800 SH      SHARED      10         38800                  
D AROTECH CORP                   COM NEW          04268220         0      374 SH      SHARED                   374                  
D ARQULE INC                     COM              04269E10        20     4855 SH      SHARED      02          4855                  
D ARRIS GROUP INC                COM              04269Q10       164    22367 SH      SHARED                 22367                  
D ARRIS GROUP INC                COM              04269Q10        27     3700 SH      SHARED      01          3700                  
D ARRIS GROUP INC                COM              04269Q10         0       90 SH      SHR/OTHR    01                              90
D ARRIS GROUP INC                COM              04269Q10       464    62966 SH      SHARED      02         62966                  
D ARRIS GROUP INC                COM              04269Q10      1100   149300 SH      SHARED      10        149300                  
D ARRAY BIOPHARMA INC            COM              04269X10         0        6 SH      SHARED                     6                  
D ARRAY BIOPHARMA INC            COM              04269X10         4     1756 SH      SHARED      02          1756                  
D ARRAY BIOPHARMA INC            COM              04269X10       636   241081 SH      SHARED      04        241081                  
D ARRHYTHMIA RESH TECHNOLOGY I   COM PAR $0.01    04269830         2     1000 SH      SHARED      02                            1000
D ARROW ELECTRS INC              COM              04273510      1992   104519 SH      SHARED                 82219             22300
D ARROW ELECTRS INC              COM              04273510      1724    90500 SH      SHARED      01         51400             39100
D ARROW ELECTRS INC              COM              04273510       535    28071 SH      SHARED      02         28071                  
D ARROW ELECTRS INC              COM              04273510        13      700 SH      SHARED      06                             700
D ARROW ELECTRS INC              COM              04273510     15008   787450 SH      SHARED      10        746350             41100
D ARROW FINL CORP                COM              04274410        26     1100 SH      SHARED                  1100                  
D ARROW FINL CORP                COM              04274410         5      217 SH      SHARED      02           217                  
D ARROWHEAD RESH CORP            COM              04279710         0      925 SH      SHARED                   925                  
D ART TECHNOLOGY GROUP INC       COM              04289L10      1081   423946 SH      SHARED                423946                  
D ART TECHNOLOGY GROUP INC       COM              04289L10        12     4854 SH      SHARED      02          4854                  
D ARTESIAN RESOURCES CORP        CL A             04311320         2      185 SH      SHARED                   185                  
D ARTESIAN RESOURCES CORP        CL A             04311320         1      100 SH      SHARED      02           100                  
D ARUBA NETWORKS INC             COM              04317610        40    13031 SH      SHARED                 13031                  
D ARUBA NETWORKS INC             COM              04317610         4     1366 SH      SHARED      02          1366                  
D ARVINMERITOR INC               NOTE  4.625% 3/0 043353AF      4117 18549008 PRN     SHARED      02      18549008                  
D ARVINMERITOR INC               NOTE  4.000% 2/1 043353AH      4897 24487008 PRN     SHARED      02      24487008                  
D ARVINMERITOR INC               COM              04335310       112   142975 SH      SHARED                142975                  
D ARVINMERITOR INC               COM              04335310        82   104820 SH      SHARED      02        104820                  
D ARVINMERITOR INC               COM              04335310        25    32300 SH      SHARED      10         32300                  
D ARYX THERAPEUTICS INC          COM              04338710         0      130 SH      SHARED                   130                  
D ARYX THERAPEUTICS INC          COM              04338710       888   257500 SH      SHARED      04        257500                  
D ASBURY AUTOMOTIVE GROUP INC    NOTE  3.000% 9/1 043436AG      4796 10900000 PRN     SHARED      02      10900000                  
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610        70    16363 SH      SHARED                 16363                  
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610        86    20049 SH      SHARED      02         20049                  
D ASBURY AUTOMOTIVE GROUP INC    COM              04343610        30     7100 SH      SHARED      10          7100                  
D ASCENT MEDIA CORP              COM SER A        04363210        73     2950 SH      SHARED                  2950                  
D ASCENT MEDIA CORP              COM SER A        04363210         8      328 SH      SHARED      01           321                 7
D ASCENT MEDIA CORP              COM SER A        04363210         7      309 SH      SHARED      02            85               224
D ASCENT MEDIA CORP              COM SER A        04363210       200     8000 SH      SHARED      10          8000                  
D ASCENT MEDIA CORP              COM SER A        04363210         0       33 SH      SHR/OTHR    20                              33
D ASCENT MEDIA CORP              COM SER A        04363210         6      275 SH      SHARED      23                             275
D ASCENT SOLAR TECHNOLOGIES IN   COM              04363510        15     3844 SH      SHARED                  3844                  
D ASCENT SOLAR TECHNOLOGIES IN   COM              04363510         0      188 SH      SHARED      02           188                  
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310        25    16715 SH      SHARED      02         16715                  
D ASHFORD HOSPITALITY TR INC     COM SHS          04410310        31    20600 SH      SHARED      10         20600                  
D ASHLAND INC NEW                COM              04420910      2125   205791 SH      SHARED                205791                  
D ASHLAND INC NEW                COM              04420910       587    56901 SH      SHARED      01         34501             22400
D ASHLAND INC NEW                COM              04420910      1354   131094 SH      SHARED      02        129748              1346
D ASHLAND INC NEW                COM              04420910         0       89 SH      SHARED      04                              89
D ASHLAND INC NEW                COM              04420910     15924  1541544 SH      SHARED      10       1465738             75806
D ASHLAND INC NEW                COM              04420910         2      249 SH      SHARED      21                             249
D ASHLAND INC NEW                COM              04420910         5      504 SH      SHR/OTHR    23                             504
D ASIA PAC FD INC                COM              04490110        13     2150 SH      SHARED                  2150                  
D ASIA PAC FD INC                COM              04490110         1      300 SH      SHARED      02                             300
D ASIA PAC FD INC                COM              04490110        93    15000 SH      SHR/OTHR    23                           15000
D ASIAINFO HLDGS INC             COM              04518A10        26     1600 SH      SHARED                  1600                  
D ASIAINFO HLDGS INC             COM              04518A10        91     5405 SH      SHARED      02          5405                  
D ASIAINFO HLDGS INC             COM              04518A10        79     4700 SH      SHARED      10          4700                  
D ASPECT MED SYS INC             COM              04523510         1      473 SH      SHARED                   473                  
D ASPECT MED SYS INC             COM              04523510         2      500 SH      SHARED      02           500                  
D ASPENBIO PHARMA INC            COM              04534610         0      196 SH      SHARED                   196                  
D ASPYRA INC                     COM              04538V10         0      209 SH      SHARED                   209                  
D ASSET ACCEP CAP CORP           COM              04543P10         4      778 SH      SHARED                   778                  
D ASSET ACCEP CAP CORP           COM              04543P10         0       25 SH      SHARED      01            25                  
D ASSET ACCEP CAP CORP           COM              04543P10         3      690 SH      SHARED      02           690                  
D ASSOCIATED BANC CORP           COM              04548710      1863   120603 SH      SHARED                120603                  
D ASSOCIATED BANC CORP           COM              04548710      1084    70197 SH      SHARED      01         26400             43797
D ASSOCIATED BANC CORP           COM              04548710        31     2037 SH      SHARED      02          2037                  
D ASSOCIATED BANC CORP           COM              04548710        23     1510 SH      SHARED      06           400              1110
D ASSOCIATED BANC CORP           COM              04548710     11708   757800 SH      SHARED      10        757800                  
D ASSOCIATED ESTATES RLTY CORP   COM              04560410        38     6800 SH      SHARED                  6800                  
D ASSOCIATED ESTATES RLTY CORP   COM              04560410         0       39 SH      SHARED      02            39                  
D ASSURANT INC                   COM              04621X10     11499   527963 SH      SHARED                527963                  
D ASSURANT INC                   COM              04621X10       712    32715 SH      SHARED      01         32715                  
D ASSURANT INC                   COM              04621X10       231    10624 SH      SHARED      02         10624                  
D ASSURANT INC                   COM              04621X10        30     1400 SH      SHARED      04          1400                  
D ASSURANT INC                   COM              04621X10         0       30 SH      SHARED      05            30                  
D ASSURANT INC                   COM              04621X10       196     9000 SH      SHARED      06          4900              4100
D ASSURANT INC                   COM              04621X10      7453   342227 SH      SHARED      10        334127              8100
D ASTA FDG INC                   COM              04622010         0      200 SH      SHARED                   200                  
D ASTEC INDS INC                 COM              04622410       362    13829 SH      SHARED                 13829                  
D ASTEC INDS INC                 COM              04622410        63     2404 SH      SHARED      02          2404                  
D ASTEC INDS INC                 COM              04622410      1830    69800 SH      SHARED      10         69800                  
D ASTORIA FINL CORP              COM              04626510       152    16551 SH      SHARED                 16551                  
D ASTORIA FINL CORP              COM              04626510       342    37275 SH      SHARED      01         11025             26250
D ASTORIA FINL CORP              COM              04626510        24     2691 SH      SHARED      02          2691                  
D ASTORIA FINL CORP              COM              04626510      2494   271400 SH      SHARED      10        243000             28400
D ASTRAZENECA PLC                SPONSORED ADR    04635310      2508    70774 SH      SHARED                 70774                  
D ASTRAZENECA PLC                SPONSORED ADR    04635310        14      400 SH      SHARED      01                             400
D ASTRAZENECA PLC                SPONSORED ADR    04635310        13      390 SH      SHR/OTHR    01                             390
D ASTRAZENECA PLC                SPONSORED ADR    04635310       451    12737 SH      SHARED      02         11302              1435
D ASTRAZENECA PLC                SPONSORED ADR    04635310        33      940 SH      SHARED      21           940                  
D ASTRO-MED INC NEW              COM              04638F10         0       29 SH      SHARED                    29                  
D ASTRONICS CORP                 COM              04643310         1      100 SH      SHARED                   100                  
D ASTRONICS CORP                 COM              04643310         3      303 SH      SHARED      02           303                  
D ASYST TECHNOLOGY CORP          COM              04648X10         0        4 SH      SHARED                     4                  
D ASYST TECHNOLOGY CORP          COM              04648X10         0     1753 SH      SHARED      02          1303               450
D ASTROTECH CORP                 COM              04648410         0      451 SH      SHARED                   451                  
D ASTROTECH CORP                 COM              04648410         3     7800 SH      SHARED      23                            7800
D ATHENAHEALTH INC               COM              04685W10        35     1459 SH      SHARED                  1459                  
D ATHENAHEALTH INC               COM              04685W10        53     2239 SH      SHARED      02          2239                  
D ATHENAHEALTH INC               COM              04685W10        72     3000 SH      SHARED      10          3000                  
D ATHEROS COMMUNICATIONS INC     COM              04743P10       872    59538 SH      SHARED                 59538                  
D ATHEROS COMMUNICATIONS INC     COM              04743P10       112     7700 SH      SHARED      01          7700                  
D ATHEROS COMMUNICATIONS INC     COM              04743P10       111     7615 SH      SHARED      02          7115               500
D ATHEROS COMMUNICATIONS INC     COM              04743P10      4947   337450 SH      SHARED      10        335450              2000
D ATHEROS COMMUNICATIONS INC     COM              04743P10        20     1420 SH      SHARED      21          1420                  
D ATHERSYS INC                   COM              04744L10         0      500 SH      SHARED                   500                  
D ATLANTIC AMERN CORP            COM              04820910         0      166 SH      SHARED                   166                  
D ATLANTIC COAST FED CORP        COM              04842510         0      143 SH      SHARED                   143                  
D ATLANTIC SOUTHERN FINL GRP I   COM              04887710         0      102 SH      SHARED                   102                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920        37     1932 SH      SHARED                  1932                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920        24     1300 SH      SHARED      01          1300                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920        38     2001 SH      SHARED      02          2001                  
D ATLANTIC TELE NETWORK INC      COM NEW          04907920       792    41325 SH      SHARED      10         41325                  
D ATLAS ACQUISITION HLDGS CORP   COM              04916210       224    23816 SH      SHARED                 23816                  
D ATLAS ACQUISITION HLDGS CORP   COM              04916210      1884   200000 SH      SHARED      02        200000                  
D ATLAS ACQUISITION HLDGS CORP   *W EXP 01/23/201 04916211         6   164500 SH      SHARED      02        164500                  
D ATLAS ACQUISITION HLDGS CORP   UNIT 99/99/9999  04916220       128    13600 SH      SHARED      02         13600                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       280    16164 SH      SHARED                 16164                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420       326    18808 SH      SHARED      02         18808                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        19     1100 SH      SHARED      10          1100                  
D ATLAS AIR WORLDWIDE HLDGS IN   COM NEW          04916420        22     1295 SH      SHARED      21                            1295
D ATLAS AMER INC                 COM              04916710       122    14023 SH      SHARED                 14023                  
D ATLAS AMER INC                 COM              04916710        20     2373 SH      SHARED      01          2175               198
D ATLAS AMER INC                 COM              04916710         9     1099 SH      SHR/OTHR    01                            1099
D ATLAS AMER INC                 COM              04916710       398    45548 SH      SHARED      02          1798             43750
D ATLAS ENERGY RESOURCES LLC     COM              04930310       375    35627 SH      SHARED                 35627                  
D ATLAS ENERGY RESOURCES LLC     COM              04930310       611    57960 SH      SHARED      02                           57960
D ATLAS PIPELINE HOLDINGS LP     COM UNITS LP     04939R10         0      274 SH      SHARED                   274                  
D ATLAS PIPELINE HOLDINGS LP     COM UNITS LP     04939R10        85    59645 SH      SHARED      02                           59645
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210        16     4100 SH      SHARED                  4100                  
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     04939210       155    39550 SH      SHARED      02                           39550
D ATMEL CORP                     COM              04951310       325    89752 SH      SHARED                 89752                  
D ATMEL CORP                     COM              04951310       584   160900 SH      SHARED      01         18500            142400
D ATMEL CORP                     COM              04951310       152    41917 SH      SHARED      02         36117              5800
D ATMEL CORP                     COM              04951310        14     4000 SH      SHR/OTHR    23                            4000
D ATMOS ENERGY CORP              COM              04956010       699    30250 SH      SHARED                 16716             13534
D ATMOS ENERGY CORP              COM              04956010         8      350 SH      SHARED      01           350                  
D ATMOS ENERGY CORP              COM              04956010       351    15190 SH      SHARED      02         13240              1950
D ATMOS ENERGY CORP              COM              04956010      2385   103200 SH      SHARED      10        103200                  
D ATMOS ENERGY CORP              COM              04956010       603    26100 SH      SHARED      11         26100                  
D ATMOS ENERGY CORP              COM              04956010        13      605 SH      SHARED      21                             605
D ATRICURE INC                   COM              04963C20         0      277 SH      SHARED                   277                  
D ATRION CORP                    COM              04990410         0        8 SH      SHARED                     8                  
D ATRION CORP                    COM              04990410         3       39 SH      SHARED      02            39                  
D ATWOOD OCEANICS INC            COM              05009510      1763   106310 SH      SHARED                106310                  
D ATWOOD OCEANICS INC            COM              05009510        93     5650 SH      SHARED      01          5650                  
D ATWOOD OCEANICS INC            COM              05009510       161     9716 SH      SHARED      02          9716                  
D ATWOOD OCEANICS INC            COM              05009510     12689   764900 SH      SHARED      10        764900                  
D AUDIOVOX CORP                  CL A             05075710        52    15309 SH      SHARED                 15309                  
D AUDIOVOX CORP                  CL A             05075710         1      480 SH      SHARED      02           480                  
D AUGUSTA RES CORP               COM NEW          05091220      1061   775000 SH      SHARED      02        775000                  
D AURIZON MINES LTD              COM              05155P10      1242   276000 SH      SHARED                276000                  
D AURIZON MINES LTD              COM              05155P10       697   155000 SH      SHARED      04        155000                  
D AURORA OIL & GAS CORP          COM              05203610         0     2445 SH      SHARED                  2445                  
D AUTHENTEC INC                  COM              05266010         0      588 SH      SHARED      02           588                  
D AUTHENTIDATE HLDG CORP         COM              05266610         0      897 SH      SHARED                   897                  
D AUTOBYTEL INC                  COM              05275N10         0     1131 SH      SHARED                  1131                  
D AUTODESK INC                   COM              05276910       867    51601 SH      SHARED                 51601                  
D AUTODESK INC                   COM              05276910      1013    60299 SH      SHARED      01         60299                  
D AUTODESK INC                   COM              05276910       824    49072 SH      SHARED      02         48273               799
D AUTODESK INC                   COM              05276910       208    12380 SH      SHARED      04                           12380
D AUTODESK INC                   COM              05276910        21     1300 SH      SHARED      04          1300                  
D AUTODESK INC                   COM              05276910         1      100 SH      SHARED      05           100                  
D AUTODESK INC                   COM              05276910       266    15870 SH      SHARED      06          9400              6470
D AUTODESK INC                   COM              05276910      1920   114251 SH      SHARED      10        114251                  
D AUTODESK INC                   COM              05276910        50     3000 SH      SHARED      20                            3000
D AUTOLIV INC                    COM              05280010      1298    69900 SH      SHARED                                   69900
D AUTOLIV INC                    COM              05280010      2478   133466 SH      SHARED                133466                  
D AUTOLIV INC                    COM              05280010       158     8515 SH      SHARED      01          8515                  
D AUTOLIV INC                    COM              05280010       339    18265 SH      SHARED      02         18199                66
D AUTOLIV INC                    COM              05280010       209    11300 SH      SHARED      04         11300                  
D AUTOLIV INC                    COM              05280010       126     6800 SH      SHARED      06          6800                  
D AUTOLIV INC                    COM              05280010     31518  1697276 SH      SHARED      10       1341476            355800
D AUTOLIV INC                    COM              05280010       124     6700 SH      SHARED      15                            6700
D AUTOLIV INC                    COM              05280010         4      253 SH      SHR/OTHR    23                             253
D AUTOLIV INC                    COM              05280010       180     9700 SH      SHARED      24          9700                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510      5926   168564 SH      SHARED                151713             16851
D AUTOMATIC DATA PROCESSING IN   COM              05301510      5578   158674 SH      SHARED      01        149174              9500
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1231    35017 SH      SHR/OTHR    01                           35017
D AUTOMATIC DATA PROCESSING IN   COM              05301510       784    22318 SH      SHARED      02         17752              4566
D AUTOMATIC DATA PROCESSING IN   COM              05301510       636    18100 SH      SHARED      04         18100                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510         9      270 SH      SHARED      05           270                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1852    52689 SH      SHARED      06         34850             17839
D AUTOMATIC DATA PROCESSING IN   COM              05301510     43532  1238139 SH      SHARED      10       1223139             15000
D AUTOMATIC DATA PROCESSING IN   COM              05301510       193     5515 SH      SHARED      20          4915               600
D AUTOMATIC DATA PROCESSING IN   COM              05301510        86     2450 SH      SHR/OTHR    20                            2450
D AUTOMATIC DATA PROCESSING IN   COM              05301510       537    15296 SH      SHARED      21          6377              8919
D AUTOMATIC DATA PROCESSING IN   COM              05301510       193     5500 SH      SHR/OTHR    21                            5500
D AUTOMATIC DATA PROCESSING IN   COM              05301510        14      424 SH      SHR/OTHR    22                             424
D AUTOMATIC DATA PROCESSING IN   COM              05301510      1212    34487 SH      SHARED      23         34487                  
D AUTOMATIC DATA PROCESSING IN   COM              05301510       778    22129 SH      SHR/OTHR    23                           22129
D AUTONATION INC                 COM              05329W10      9756   702948 SH      SHARED                702948                  
D AUTONATION INC                 COM              05329W10        38     2798 SH      SHARED      01          2798                  
D AUTONATION INC                 COM              05329W10       172    12392 SH      SHARED      02         12392                  
D AUTONATION INC                 COM              05329W10        57     4177 SH      SHARED      06          1177              3000
D AUTONATION INC                 COM              05329W10      1988   143273 SH      SHARED      10        130173             13100
D AUTOZONE INC                   COM              05333210     13049    80243 SH      SHARED                 80243                  
D AUTOZONE INC                   COM              05333210      2004    12327 SH      SHARED      01         11905               422
D AUTOZONE INC                   COM              05333210        85      525 SH      SHR/OTHR    01                             525
D AUTOZONE INC                   COM              05333210       629     3871 SH      SHARED      02          2825              1046
D AUTOZONE INC                   COM              05333210        32      200 SH      SHARED      04           200                  
D AUTOZONE INC                   COM              05333210         3       20 SH      SHARED      05            20                  
D AUTOZONE INC                   COM              05333210       762     4690 SH      SHARED      06          3250              1440
D AUTOZONE INC                   COM              05333210      6124    37661 SH      SHARED      10         37661                  
D AUTOZONE INC                   COM              05333210         5       35 SH      SHR/OTHR    20                              35
D AUTOZONE INC                   COM              05333210         5       34 SH      SHARED      21                              34
D AUTOZONE INC                   COM              05333210         8       52 SH      SHR/OTHR    21                              52
D AUTOZONE INC                   COM              05333210        60      375 SH      SHR/OTHR    23                             375
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      1137    41034 SH      SHARED                 41034                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10        44     1600 SH      SHARED      01          1600                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10       402    14536 SH      SHARED      02         14536                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10      5674   204716 SH      SHARED      04        204716                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10       102     3700 SH      SHARED      10          3700                  
D AUXILIUM PHARMACEUTICALS INC   COM              05334D10        16      609 SH      SHARED      21           609                  
D AVALON PHARMACEUTICALS INC     COM              05346P10         0      419 SH      SHARED                   419                  
D AVANIR PHARMACEUTICALS         CL A NEW         05348P40         0     1110 SH      SHARED                  1110                  
D AVANEX CORP                    COM NEW          05348W30         2     1366 SH      SHARED                  1366                  
D AVANEX CORP                    COM NEW          05348W30         0      390 SH      SHARED      02           390                  
D AVALONBAY CMNTYS INC           COM              05348410      3977    84527 SH      SHARED                 84527                  
D AVALONBAY CMNTYS INC           COM              05348410      3138    66681 SH      SHARED                 66681                  
D AVALONBAY CMNTYS INC           COM              05348410       880    18709 SH      SHARED      01         18709                  
D AVALONBAY CMNTYS INC           COM              05348410      1139    24222 SH      SHARED      02         22724              1498
D AVALONBAY CMNTYS INC           COM              05348410         2       61 SH      SHARED      05            61                  
D AVALONBAY CMNTYS INC           COM              05348410        86     1841 SH      SHARED      06                            1841
D AVALONBAY CMNTYS INC           COM              05348410     21900   465368 SH      SHARED      10        460674              4694
D AVALONBAY CMNTYS INC           COM              05348410    149750  3182125 SH      SHARED      11       1596748           1585377
D AVALONBAY CMNTYS INC           COM              05348410        38      824 SH      SHR/OTHR    23                             824
D AVATAR HLDGS INC               COM              05349410       140     9387 SH      SHARED                  9387                  
D AVATAR HLDGS INC               COM              05349410        20     1340 SH      SHARED      02          1340                  
D AVATAR HLDGS INC               COM              05349410        20     1400 SH      SHARED      10          1400                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40         1    15729 SH      SHARED                 15729                  
D AVENTINE RENEWABLE ENERGY      COM              05356X40         0     1954 SH      SHARED      02          1954                  
D AVERY DENNISON CORP            COM              05361110      2380   106537 SH      SHARED                106537                  
D AVERY DENNISON CORP            COM              05361110       595    26675 SH      SHARED      01         22824              3851
D AVERY DENNISON CORP            COM              05361110        11      500 SH      SHR/OTHR    01                             500
D AVERY DENNISON CORP            COM              05361110       249    11161 SH      SHARED      02         11161                  
D AVERY DENNISON CORP            COM              05361110       416    18640 SH      SHARED      06          3700             14940
D AVERY DENNISON CORP            COM              05361110      1349    60418 SH      SHARED      10         60418                  
D AVERY DENNISON CORP            COM              05361110        27     1250 SH      SHARED      20                            1250
D AVERY DENNISON CORP            COM              05361110         3      150 SH      SHR/OTHR    22                             150
D AVERY DENNISON CORP            COM              05361110       104     4700 SH      SHARED      23          4700                  
D AVERY DENNISON CORP            COM              05361110       356    15967 SH      SHR/OTHR    23                           15967
D AVID TECHNOLOGY INC            COM              05367P10        66     7254 SH      SHARED                  7254                  
D AVID TECHNOLOGY INC            COM              05367P10        16     1755 SH      SHARED      01          1755                  
D AVID TECHNOLOGY INC            COM              05367P10        60     6630 SH      SHARED      02          6630                  
D AVID TECHNOLOGY INC            COM              05367P10        81     8900 SH      SHARED      10          8900                  
D AVIS BUDGET GROUP              COM              05377410       109   120159 SH      SHARED                 83664             36495
D AVIS BUDGET GROUP              COM              05377410         8     9200 SH      SHARED      01          9200                  
D AVIS BUDGET GROUP              COM              05377410         0      688 SH      SHARED      02           688                  
D AVIS BUDGET GROUP              COM              05377410         0      100 SH      SHR/OTHR    23                             100
D AVISTA CORP                    COM              05379B10       234    17017 SH      SHARED                 17017                  
D AVISTA CORP                    COM              05379B10        64     4700 SH      SHARED      01          4700                  
D AVISTA CORP                    COM              05379B10       212    15385 SH      SHARED      02         15385                  
D AVISTA CORP                    COM              05379B10       764    55500 SH      SHARED      10         55500                  
D AVISTAR COMMUNICATIONS CORP    COM NEW          05379X20         0      358 SH      SHARED                   358                  
D AVNET INC                      DBCV  2.000% 3/1 053807AL         7     8000 PRN     SHARED      02                            8000
D AVNET INC                      COM              05380710      1465    83721 SH      SHARED                 83721                  
D AVNET INC                      COM              05380710      1878   107300 SH      SHARED      01         57100             50200
D AVNET INC                      COM              05380710       469    26813 SH      SHARED      02         26813                  
D AVNET INC                      COM              05380710        28     1600 SH      SHARED      06           700               900
D AVNET INC                      COM              05380710     13337   761726 SH      SHARED      10        699426             62300
D AVNET INC                      COM              05380710        66     3825 SH      SHARED      21          3825                  
D AVIZA TECHNOLOGY INC           COM              05381A10         0      289 SH      SHARED                   289                  
D AVOCENT CORP                   COM              05389310       365    30098 SH      SHARED                 30098                  
D AVOCENT CORP                   COM              05389310       187    15470 SH      SHARED      01           700             14770
D AVOCENT CORP                   COM              05389310       242    19962 SH      SHARED      02         19962                  
D AVOCENT CORP                   COM              05389310       553    45600 SH      SHARED      10         43100              2500
D AVON PRODS INC                 COM              05430310     21666  1126679 SH      SHARED               1126679                  
D AVON PRODS INC                 COM              05430310      2810   146147 SH      SHARED      01        136047             10100
D AVON PRODS INC                 COM              05430310       524    27272 SH      SHR/OTHR    01                           27272
D AVON PRODS INC                 COM              05430310      6450   335418 SH      SHARED      02        330418              5000
D AVON PRODS INC                 COM              05430310     32213  1675150 SH      SHARED      04       1675150                  
D AVON PRODS INC                 COM              05430310         6      320 SH      SHARED      05           320                  
D AVON PRODS INC                 COM              05430310     10227   531840 SH      SHARED      06        217000            314840
D AVON PRODS INC                 COM              05430310      3306   171959 SH      SHARED      10        171959                  
D AVON PRODS INC                 COM              05430310         7      400 SH      SHARED      20                             400
D AVON PRODS INC                 COM              05430310        19     1000 SH      SHR/OTHR    20                            1000
D AVON PRODS INC                 COM              05430310       250    13033 SH      SHARED      21         13033                  
D AVON PRODS INC                 COM              05430310        34     1800 SH      SHARED      22                            1800
D AVON PRODS INC                 COM              05430310       120     6280 SH      SHARED      23          6280                  
D AVON PRODS INC                 COM              05430310       649    33800 SH      SHR/OTHR    23                           33800
D AWARE INC MASS                 COM              05453N10         1      501 SH      SHARED                   501                  
D AWARE INC MASS                 COM              05453N10         0      100 SH      SHARED      02           100                  
D AXA                            SPONSORED ADR    05453610        65     5499 SH      SHARED                  5499                  
D AXA                            SPONSORED ADR    05453610         2      182 SH      SHARED      02            94                88
D AXCELIS TECHNOLOGIES INC       COM              05454010         1     3135 SH      SHARED      02          2635               500
D AXCELIS TECHNOLOGIES INC       COM              05454010         9    24300 SH      SHARED      10         24300                  
D AXESSTEL INC                   COM              05459T10         0      419 SH      SHARED                   419                  
D AXSYS TECHNOLOGIES INC         COM              05461510       366     8709 SH      SHARED                  8709                  
D AXSYS TECHNOLOGIES INC         COM              05461510         8      200 SH      SHARED      01           200                  
D AXSYS TECHNOLOGIES INC         COM              05461510         9      216 SH      SHARED      02           216                  
D AXSYS TECHNOLOGIES INC         COM              05461510       714    17000 SH      SHARED      10         17000                  
D BB&T CORP                      COM              05493710     23826  1408197 SH      SHARED               1408197                  
D BB&T CORP                      COM              05493710      2454   145045 SH      SHARED      01        145045                  
D BB&T CORP                      COM              05493710       780    46107 SH      SHARED      02         24599             21508
D BB&T CORP                      COM              05493710       328    19400 SH      SHARED      04         19400                  
D BB&T CORP                      COM              05493710         5      330 SH      SHARED      05           330                  
D BB&T CORP                      COM              05493710       835    49360 SH      SHARED      06         31700             17660
D BB&T CORP                      COM              05493710      7802   461112 SH      SHARED      10        461112                  
D BB&T CORP                      COM              05493710        27     1600 SH      SHR/OTHR    22                            1600
D B & G FOODS INC NEW            CL A             05508R10        50     9804 SH      SHARED                  9804                  
D B & G FOODS INC NEW            CL A             05508R10        45     8746 SH      SHARED      02          8746                  
D B & G FOODS INC NEW            UNIT 99/99/9999  05508R20         6      605 SH      SHARED      20           605                  
D BCB BANCORP INC                COM              05529810         1      122 SH      SHARED                   122                  
D BCE INC                        COM NEW          05534B76     13780   692489 SH      SHARED                692489                  
D BCE INC                        COM NEW          05534B76        44     2261 SH      SHARED      01          2261                  
D BCE INC                        COM NEW          05534B76        51     2600 SH      SHARED      02          2600                  
D BCE INC                        COM NEW          05534B76     12248   615521 SH      SHARED      04        615521                  
D BCE INC                        COM NEW          05534B76         3      201 SH      SHARED      05           201                  
D BCE INC                        COM NEW          05534B76       379    19046 SH      SHARED      06         17583              1463
D BCE INC                        COM NEW          05534B76      2291   115169 SH      SHARED      10        115169                  
D BCE INC                        COM NEW          05534B76        39     2005 SH      SHARED      21          2005                  
D BCE INC                        COM NEW          05534B76       349    17555 SH      SHARED      24         17555                  
D BGC PARTNERS INC               CL A             05541T10       133    60367 SH      SHARED                 60367                  
D BGC PARTNERS INC               CL A             05541T10         1      874 SH      SHARED      02           874                  
D BGC PARTNERS INC               CL A             05541T10        22    10100 SH      SHARED      10         10100                  
D BHP BILLITON PLC               SPONSORED ADR    05545E20      1585    40100 SH      SHARED                 40100                  
D BHP BILLITON PLC               SPONSORED ADR    05545E20        23      600 SH      SHARED      01                             600
D BHP BILLITON PLC               SPONSORED ADR    05545E20        71     1800 SH      SHARED      02          1800                  
D BJS WHOLESALE CLUB INC         COM              05548J10       505    15791 SH      SHARED                                   15791
D BJS WHOLESALE CLUB INC         COM              05548J10       555    17361 SH      SHARED                 17361                  
D BJS WHOLESALE CLUB INC         COM              05548J10      6684   208968 SH      SHARED      01        148066      400    60502
D BJS WHOLESALE CLUB INC         COM              05548J10      1383    43256 SH      SHR/OTHR    01                           43256
D BJS WHOLESALE CLUB INC         COM              05548J10      1617    50576 SH      SHARED      02         50458               118
D BJS WHOLESALE CLUB INC         COM              05548J10        27      849 SH      SHARED      04                             849
D BJS WHOLESALE CLUB INC         COM              05548J10        78     2466 SH      SHARED      10           446              2020
D BJS WHOLESALE CLUB INC         COM              05548J10      3637   113715 SH      SHARED      19                          113715
D BJS WHOLESALE CLUB INC         COM              05548J10      1412    44142 SH      SHARED      20         37701       90     6351
D BJS WHOLESALE CLUB INC         COM              05548J10       201     6290 SH      SHR/OTHR    20                            6290
D BJS WHOLESALE CLUB INC         COM              05548J10        19      608 SH      SHARED      21           425               183
D BJS WHOLESALE CLUB INC         COM              05548J10        12      400 SH      SHR/OTHR    21                             400
D BJS WHOLESALE CLUB INC         COM              05548J10       246     7700 SH      SHARED      22          6950               750
D BJS WHOLESALE CLUB INC         COM              05548J10       183     5725 SH      SHR/OTHR    22                            5725
D BJS WHOLESALE CLUB INC         COM              05548J10      1229    38441 SH      SHARED      23         37841               600
D BJS WHOLESALE CLUB INC         COM              05548J10       912    28533 SH      SHR/OTHR    23                           28533
D BJ SVCS CO                     COM              05548210      2302   231427 SH      SHARED                231427                  
D BJ SVCS CO                     COM              05548210       818    82305 SH      SHARED      01         81500               805
D BJ SVCS CO                     COM              05548210       606    60989 SH      SHARED      02         58829              2160
D BJ SVCS CO                     COM              05548210         2      210 SH      SHARED      05           210                  
D BJ SVCS CO                     COM              05548210       569    57230 SH      SHARED      06         47700              9530
D BJ SVCS CO                     COM              05548210      2997   301293 SH      SHARED      10        301293                  
D BOK FINL CORP                  COM NEW          05561Q20       626    18166 SH      SHARED                 18166                  
D BOK FINL CORP                  COM NEW          05561Q20         2       74 SH      SHARED      02            74                  
D BP PLC                         SPONSORED ADR    05562210        46     1160 SH      SHARED                  1160                  
D BP PLC                         SPONSORED ADR    05562210        24      600 SH      SHR/OTHR                                   600
D BP PLC                         SPONSORED ADR    05562210      4219   105235 SH      SHARED                105235                  
D BP PLC                         SPONSORED ADR    05562210      6210   154874 SH      SHARED      01         33215            121659
D BP PLC                         SPONSORED ADR    05562210      1802    44958 SH      SHR/OTHR    01                           44958
D BP PLC                         SPONSORED ADR    05562210      4317   107657 SH      SHARED      02         30400             77257
D BP PLC                         SPONSORED ADR    05562210      1371    34209 SH      SHARED      06         34209                  
D BP PLC                         SPONSORED ADR    05562210       138     3444 SH      SHARED      10          3444                  
D BP PLC                         SPONSORED ADR    05562210      1133    28272 SH      SHARED      20         15008             13264
D BP PLC                         SPONSORED ADR    05562210       829    20692 SH      SHR/OTHR    20                           20692
D BP PLC                         SPONSORED ADR    05562210      2837    70772 SH      SHARED      21         69337              1435
D BP PLC                         SPONSORED ADR    05562210       120     3000 SH      SHR/OTHR    21                            3000
D BP PLC                         SPONSORED ADR    05562210       180     4489 SH      SHARED      22          3833               656
D BP PLC                         SPONSORED ADR    05562210       161     4030 SH      SHR/OTHR    22                            4030
D BP PLC                         SPONSORED ADR    05562210     10534   262710 SH      SHARED      23        254976              7734
D BP PLC                         SPONSORED ADR    05562210     10121   252401 SH      SHR/OTHR    23                          252401
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       959    14730 SH      SHARED                 14730                  
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010       143     2200 SH      SHARED      01                            2200
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        26      400 SH      SHARED      02           400                  
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     05563010        41      640 SH      SHR/OTHR    23                             640
D BPW ACQUISITION CORP           COM              05563710      5339   570485 SH      SHARED                570485                  
D BPW ACQUISITION CORP           COM              05563710      1167   124700 SH      SHARED      02        124700                  
D BPW ACQUISITION CORP           *W EXP 02/26/201 05563711         5    34497 SH      SHARED                 34497                  
D BPW ACQUISITION CORP           *W EXP 02/26/201 05563711         9    58400 SH      SHARED      02         58400                  
D BPZ RESOURCES INC              COM              05563910       171    46300 SH      SHARED                 46300                  
D BPZ RESOURCES INC              COM              05563910         5     1400 SH      SHARED      02          1400                  
D BPZ RESOURCES INC              COM              05563910      4101  1108600 SH      SHARED      10       1108600                  
D BRE PROPERTIES INC             CL A             05564E10       567    28900 SH      SHARED                 28900                  
D BRE PROPERTIES INC             CL A             05564E10       238    12153 SH      SHARED                 12153                  
D BRE PROPERTIES INC             CL A             05564E10       361    18400 SH      SHARED      01                           18400
D BRE PROPERTIES INC             CL A             05564E10        40     2088 SH      SHARED      02          2088                  
D BRE PROPERTIES INC             CL A             05564E10      2930   149300 SH      SHARED      10        149300                  
D BRE PROPERTIES INC             CL A             05564E10     28529  1453378 SH      SHARED      11        625378            828000
D BRT RLTY TR                    SH BEN INT NEW   05564530         0      209 SH      SHARED                   209                  
D BNC BANCORP                    COM              05566T10         1      185 SH      SHARED                   185                  
D BOFI HLDG INC                  COM              05566U10         0      146 SH      SHARED                   146                  
D BSD MED CORP DEL               COM              05566210         0      319 SH      SHARED                   319                  
D BMP SUNSTONE CORP              COM              05569C10        11     3459 SH      SHARED                  3459                  
D BMP SUNSTONE CORP              COM              05569C10         3     1124 SH      SHARED      02          1124                  
D BT GROUP PLC                   ADR              05577E10       495    44380 SH      SHARED                 44380                  
D BT GROUP PLC                   ADR              05577E10         0       50 SH      SHARED      01            50                  
D BT GROUP PLC                   ADR              05577E10        17     1532 SH      SHARED      02          1400               132
D BMC SOFTWARE INC               COM              05592110        34     1050 SH      SHARED                  1050                  
D BMC SOFTWARE INC               COM              05592110      4287   129933 SH      SHARED                120133              9800
D BMC SOFTWARE INC               COM              05592110      1489    45150 SH      SHARED      01         45150                  
D BMC SOFTWARE INC               COM              05592110       267     8120 SH      SHARED      02          5454              2666
D BMC SOFTWARE INC               COM              05592110      2184    66200 SH      SHARED      04         66200                  
D BMC SOFTWARE INC               COM              05592110      2312    70070 SH      SHARED      05         70070                  
D BMC SOFTWARE INC               COM              05592110       582    17660 SH      SHARED      06         11350              6310
D BMC SOFTWARE INC               COM              05592110     14813   448901 SH      SHARED      10        445901              3000
D BMC SOFTWARE INC               COM              05592110         5      173 SH      SHARED      21                             173
D BMC SOFTWARE INC               COM              05592110        19      600 SH      SHR/OTHR    23                             600
D BTU INTL INC                   COM              05603210         0        2 SH      SHARED                     2                  
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    05603310         0       60 SH      SHARED      02            60                  
D BADGER METER INC               COM              05652510        97     3359 SH      SHARED                  3359                  
D BADGER METER INC               COM              05652510        24      843 SH      SHARED      02           843                  
D BADGER METER INC               COM              05652510       569    19700 SH      SHARED      10         19700                  
D BAIDU INC                      SPON ADR REP A   05675210       527     2988 SH      SHARED                  2988                  
D BAIDU INC                      SPON ADR REP A   05675210       181     1030 SH      SHARED      02           700               330
D BAKER MICHAEL CORP             COM              05714910        65     2500 SH      SHARED                  2500                  
D BAKER MICHAEL CORP             COM              05714910        31     1200 SH      SHARED      01          1200                  
D BAKER MICHAEL CORP             COM              05714910         4      168 SH      SHARED      02           168                  
D BAKER MICHAEL CORP             COM              05714910       699    26900 SH      SHARED      10         26900                  
D BAKER HUGHES INC               COM              05722410       371    13024 SH      SHARED                                   13024
D BAKER HUGHES INC               COM              05722410     29376  1028950 SH      SHARED               1028950                  
D BAKER HUGHES INC               COM              05722410      2916   102168 SH      SHARED      01         99988              2180
D BAKER HUGHES INC               COM              05722410         7      250 SH      SHR/OTHR    01                             250
D BAKER HUGHES INC               COM              05722410      3869   135536 SH      SHARED      02        134791               745
D BAKER HUGHES INC               COM              05722410     71270  2496343 SH      SHARED      04       2496343                  
D BAKER HUGHES INC               COM              05722410         5      200 SH      SHARED      05           200                  
D BAKER HUGHES INC               COM              05722410       620    21750 SH      SHARED      06         11550             10200
D BAKER HUGHES INC               COM              05722410      5360   187748 SH      SHARED      10        187748                  
D BAKER HUGHES INC               COM              05722410        12      445 SH      SHARED      20           445                  
D BAKER HUGHES INC               COM              05722410        28     1000 SH      SHARED      23          1000                  
D BAKER HUGHES INC               COM              05722410        22      780 SH      SHR/OTHR    23                             780
D BAKERS FOOTWEAR GROUP INC      COM              05746510         0      137 SH      SHARED                   137                  
D BALCHEM CORP                   COM              05766520       277    11045 SH      SHARED                 11045                  
D BALCHEM CORP                   COM              05766520        10      435 SH      SHARED      01           435                  
D BALCHEM CORP                   COM              05766520        12      502 SH      SHARED      02           502                  
D BALCHEM CORP                   COM              05766520       145     5800 SH      SHARED      10          5800                  
D BALDOR ELEC CO                 COM              05774110        33     2311 SH      SHARED                  2311                  
D BALDOR ELEC CO                 COM              05774110       844    58308 SH      SHARED      02         12808             45500
D BALDOR ELEC CO                 COM              05774110        17     1200 SH      SHARED      06                            1200
D BALDOR ELEC CO                 COM              05774110     12883   889100 SH      SHARED      10        889100                  
D BALDWIN & LYONS INC            CL B             05775520         4      226 SH      SHARED      02           226                  
D BALDWIN & LYONS INC            CL B             05775520        35     1900 SH      SHARED      10          1900                  
D BALDWIN TECHNOLOGY INC         CL A             05826410         0      394 SH      SHARED                   394                  
D BALL CORP                      COM              05849810      2571    59258 SH      SHARED                 59258                  
D BALL CORP                      COM              05849810      2301    53028 SH      SHARED      01         50893              2135
D BALL CORP                      COM              05849810        65     1510 SH      SHR/OTHR    01                            1510
D BALL CORP                      COM              05849810       981    22615 SH      SHARED      02         22615                  
D BALL CORP                      COM              05849810        56     1300 SH      SHARED      04          1300                  
D BALL CORP                      COM              05849810       302     6970 SH      SHARED      06          3750              3220
D BALL CORP                      COM              05849810      2138    49280 SH      SHARED      10         49280                  
D BALL CORP                      COM              05849810        71     1650 SH      SHARED      19                            1650
D BALL CORP                      COM              05849810       154     3555 SH      SHARED      20          3535                20
D BALLANTYNE OMAHA INC           COM              05851610         0      200 SH      SHARED                   200                  
D BALLARD PWR SYS INC NEW        COM              05858610        24    15000 SH      SHARED                 15000                  
D BALLARD PWR SYS INC NEW        COM              05858610       148    92900 SH      SHARED                 82900             10000
D BALLARD PWR SYS INC NEW        COM              05858610         1     1000 SH      SHARED      02                            1000
D BALLY TECHNOLOGIES INC         COM              05874B10      2544   138137 SH      SHARED                138137                  
D BALLY TECHNOLOGIES INC         COM              05874B10        69     3775 SH      SHARED      01          3775                  
D BALLY TECHNOLOGIES INC         COM              05874B10        44     2396 SH      SHARED      02          2396                  
D BALLY TECHNOLOGIES INC         COM              05874B10       261    14200 SH      SHARED      10         12400              1800
D BALLY TECHNOLOGIES INC         COM              05874B10        13      725 SH      SHARED      21           725                  
D BANCFIRST CORP                 COM              05945F10        18      500 SH      SHARED                   500                  
D BANCFIRST CORP                 COM              05945F10        21      594 SH      SHARED      02           594                  
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10       498    61303 SH      SHARED                 61303                  
D BANCO BILBAO VIZCAYA ARGENTA   SPONSORED ADR    05946K10       538    66218 SH      SHARED      02         66047               171
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      1904   192400 SH      SHARED                                  192400
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      8943   903390 SH      SHARED                903390                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      2398   242310 SH      SHARED      01        242310                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      2990   302101 SH      SHARED      02        302101                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030       406    41100 SH      SHARED      04         41100                  
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030      1049   106050 SH      SHARED      06          1050            105000
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030     71179  7189850 SH      SHARED      10       5960950           1228900
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030       279    28200 SH      SHARED      15                           28200
D BANCO BRADESCO S A             SP ADR PFD NEW   05946030       324    32800 SH      SHARED      24         32800                  
D BANCO DE CHILE                 SPONSORED ADR    05952010        14      408 SH      SHARED                   408                  
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220        64     5900 SH      SHARED                                    5900
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220     11030  1013815 SH      SHARED               1013815                  
D BANCO ITAU HLDG FINANCIERA S   SP ADR 500 PFD   05960220       929    85400 SH      SHARED      02         85400                  
D BANCO MACRO SA                 SPON ADR B       05961W10       381    37533 SH      SHARED                 37533                  
D BANCO SANTANDER SA             ADR              05964H10      1456   211085 SH      SHARED                210284               801
D BANCO SANTANDER SA             ADR              05964H10        97    14153 SH      SHARED      02         12932              1221
D BANCO SANTANDER SA             ADR              05964H10        44     6412 SH      SHARED      04                            6412
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10       845    24608 SH      SHARED                 24608                  
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10       364    10600 SH      SHARED      02         10600                  
D BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X10      7364   214400 SH      SHARED      10        214400                  
D BANCOLOMBIA S A                SPON ADR PREF    05968L10      5647   290040 SH      SHARED                290040                  
D BANCOLOMBIA S A                SPON ADR PREF    05968L10       486    25000 SH      SHARED      04         25000                  
D BANCORP INC DEL                COM              05969A10         1      417 SH      SHARED                   417                  
D BANCORP RHODE ISLAND INC       COM              05969010         1       65 SH      SHARED                    65                  
D BANCORP RHODE ISLAND INC       COM              05969010         4      264 SH      SHARED      02           100               164
D BANCORP RHODE ISLAND INC       COM              05969010        22     1250 SH      SHR/OTHR    23                            1250
D BANCORPSOUTH INC               COM              05969210       286    13743 SH      SHARED                 13743                  
D BANCORPSOUTH INC               COM              05969210       541    26000 SH      SHARED      01           700             25300
D BANCORPSOUTH INC               COM              05969210        41     1969 SH      SHARED      02          1969                  
D BANCTRUST FINANCIAL GP         COM              05978R10        15     2396 SH      SHARED                  2396                  
D BANCTRUST FINANCIAL GP         COM              05978R10         2      406 SH      SHARED      02           406                  
D BANK OF AMERICA CORPORATION    COM              06050510        36     5355 SH      SHARED                  5355                  
D BANK OF AMERICA CORPORATION    COM              06050510    113396 16627098 SH      SHARED              16504393            122705
D BANK OF AMERICA CORPORATION    COM              06050510     14020  2055744 SH      SHARED      01       1931881            123863
D BANK OF AMERICA CORPORATION    COM              06050510       211    31029 SH      SHR/OTHR    01                           31029
D BANK OF AMERICA CORPORATION    COM              06050510      9618  1410366 SH      SHARED      02       1329936             80430
D BANK OF AMERICA CORPORATION    COM              06050510        14     2120 SH      SHARED      04                            2120
D BANK OF AMERICA CORPORATION    COM              06050510       466    68377 SH      SHARED      04         68377                  
D BANK OF AMERICA CORPORATION    COM              06050510        24     3627 SH      SHARED      05          3627                  
D BANK OF AMERICA CORPORATION    COM              06050510      3287   482093 SH      SHARED      06        233179            248914
D BANK OF AMERICA CORPORATION    COM              06050510    145514 21336416 SH      SHARED      10      20918960            417466
D BANK OF AMERICA CORPORATION    COM              06050510       439    64462 SH      SHARED      15                           64462
D BANK OF AMERICA CORPORATION    COM              06050510       163    23910 SH      SHARED      20         22835              1075
D BANK OF AMERICA CORPORATION    COM              06050510       120    17613 SH      SHR/OTHR    20                           17613
D BANK OF AMERICA CORPORATION    COM              06050510        49     7275 SH      SHARED      21          7275                  
D BANK OF AMERICA CORPORATION    COM              06050510         7     1038 SH      SHR/OTHR    21                            1038
D BANK OF AMERICA CORPORATION    COM              06050510        12     1800 SH      SHARED      22           800              1000
D BANK OF AMERICA CORPORATION    COM              06050510         5      800 SH      SHR/OTHR    22                             800
D BANK OF AMERICA CORPORATION    COM              06050510       129    19052 SH      SHARED      23         17302              1750
D BANK OF AMERICA CORPORATION    COM              06050510       330    48389 SH      SHR/OTHR    23                           48389
D BANK FLA CORP NAPLES           COM              06212810         1      342 SH      SHARED                   342                  
D BANK OF GRANITE CORP           COM              06240110         0      402 SH      SHARED                   402                  
D BANK OF GRANITE CORP           COM              06240110        11     7000 SH      SHARED      02                            7000
D BANK OF GRANITE CORP           COM              06240110        10     5925 SH      SHARED      10          5925                  
D BANK HAWAII CORP               COM              06254010      4754   144176 SH      SHARED                144176                  
D BANK HAWAII CORP               COM              06254010       610    18500 SH      SHARED      01          1700             16800
D BANK HAWAII CORP               COM              06254010       324     9833 SH      SHARED      02          9833                  
D BANK HAWAII CORP               COM              06254010      1652    50100 SH      SHARED      10         50100                  
D BANK OF MARIN BANCORP          COM              06342510         2      134 SH      SHARED                   134                  
D BANK OF MARIN BANCORP          COM              06342510         1       50 SH      SHARED      02                              50
D BANK MONTREAL QUE              COM              06367110        72     2770 SH      SHARED                  2770                  
D BANK MONTREAL QUE              COM              06367110      6335   242644 SH      SHARED                242644                  
D BANK MONTREAL QUE              COM              06367110       334    12810 SH      SHARED      01         12810                  
D BANK MONTREAL QUE              COM              06367110        23      900 SH      SHARED      02           900                  
D BANK MONTREAL QUE              COM              06367110        28     1100 SH      SHARED      04          1100                  
D BANK MONTREAL QUE              COM              06367110         7      282 SH      SHARED      05           282                  
D BANK MONTREAL QUE              COM              06367110       185     7100 SH      SHARED      06          4000              3100
D BANK MONTREAL QUE              COM              06367110       158     6052 SH      SHARED      10          6052                  
D BANK MUTUAL CORP NEW           COM              06375010       372    41087 SH      SHARED                 41087                  
D BANK MUTUAL CORP NEW           COM              06375010        12     1432 SH      SHARED      02          1432                  
D BANK MUTUAL CORP NEW           COM              06375010       113    12500 SH      SHARED      10         12500                  
D BANK OF THE OZARKS INC         COM              06390410         9      432 SH      SHARED                   432                  
D BANK OF THE OZARKS INC         COM              06390410         9      394 SH      SHARED      02           394                  
D BANK OF THE OZARKS INC         COM              06390410       270    11700 SH      SHARED      10         11700                  
D BANK OF THE OZARKS INC         COM              06390410        28     1245 SH      SHARED      21                            1245
D BANK OF NEW YORK MELLON CORP   COM              06405810       326    11570 SH      SHARED                   943             10627
D BANK OF NEW YORK MELLON CORP   COM              06405810     51971  1839707 SH      SHARED               1792737             46970
D BANK OF NEW YORK MELLON CORP   COM              06405810     23989   849186 SH      SHARED      01        689941            159245
D BANK OF NEW YORK MELLON CORP   COM              06405810     12184   431296 SH      SHR/OTHR    01                          431296
D BANK OF NEW YORK MELLON CORP   COM              06405810      1280    45320 SH      SHARED      02         39601              5719
D BANK OF NEW YORK MELLON CORP   COM              06405810        22      800 SH      SHARED      04                             800
D BANK OF NEW YORK MELLON CORP   COM              06405810       440    15600 SH      SHARED      04         15600                  
D BANK OF NEW YORK MELLON CORP   COM              06405810        17      614 SH      SHARED      05           614                  
D BANK OF NEW YORK MELLON CORP   COM              06405810      3349   118550 SH      SHARED      06         45174             73376
D BANK OF NEW YORK MELLON CORP   COM              06405810     81379  2880681 SH      SHARED      10       2827959             52722
D BANK OF NEW YORK MELLON CORP   COM              06405810      2765    97878 SH      SHARED      19                           97878
D BANK OF NEW YORK MELLON CORP   COM              06405810      3837   135836 SH      SHARED      20        107661      260    27915
D BANK OF NEW YORK MELLON CORP   COM              06405810       972    34420 SH      SHR/OTHR    20                           34420
D BANK OF NEW YORK MELLON CORP   COM              06405810       100     3550 SH      SHARED      21          3550                  
D BANK OF NEW YORK MELLON CORP   COM              06405810       151     5371 SH      SHR/OTHR    21                            5371
D BANK OF NEW YORK MELLON CORP   COM              06405810       891    31550 SH      SHARED      22         28000              3550
D BANK OF NEW YORK MELLON CORP   COM              06405810       483    17101 SH      SHR/OTHR    22                           17101
D BANK OF NEW YORK MELLON CORP   COM              06405810      5906   209084 SH      SHARED      23        196124             12960
D BANK OF NEW YORK MELLON CORP   COM              06405810     11001   389446 SH      SHR/OTHR    23                          389446
D BANK NOVA SCOTIA HALIFAX       COM              06414910       440    17976 SH      SHARED                                   17976
D BANK NOVA SCOTIA HALIFAX       COM              06414910     10623   433239 SH      SHARED                433239                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910         7      295 SH      SHARED      01           295                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910        39     1600 SH      SHARED      02          1600                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910     28985  1182102 SH      SHARED      04       1182102                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910      2466   100599 SH      SHARED      05        100599                  
D BANK NOVA SCOTIA HALIFAX       COM              06414910       439    17930 SH      SHARED      06          8700              9230
D BANK NOVA SCOTIA HALIFAX       COM              06414910       248    10152 SH      SHARED      10         10152                  
D BANK OF THE CAROLINES CORP     COM              06425J10         0       98 SH      SHARED                    98                  
D BANK VA CHESTERFIELD           COM              06544P10         0       79 SH      SHARED                    79                  
D BANKATLANTIC BANCORP           CL A NEW         06590860         1      723 SH      SHARED      02           623               100
D BANKFINANCIAL CORP             COM              06643P10         5      515 SH      SHARED      02           515                  
D BANKFINANCIAL CORP             COM              06643P10        37     3800 SH      SHARED      10          3800                  
D BANKRATE INC                   COM              06646V10      1256    50347 SH      SHARED                 50347                  
D BANKRATE INC                   COM              06646V10       107     4300 SH      SHARED      01          4300                  
D BANKRATE INC                   COM              06646V10        43     1756 SH      SHARED      02          1656               100
D BANKRATE INC                   COM              06646V10      1489    59700 SH      SHARED      10         59700                  
D BANKS COM INC                  COM              06647010         0       84 SH      SHARED                    84                  
D BANKUNITED FINL CORP           NOTE  3.125% 3/0 06652BAE       120  1500000 PRN     SHARED      02       1500000                  
D BANKUNITED FINL CORP           CL A             06652B10         0      909 SH      SHARED                   909                  
D BANNER CORP                    COM              06652V10        19     6854 SH      SHARED                  6854                  
D BANNER CORP                    COM              06652V10        17     5900 SH      SHARED      01          5900                  
D BANNER CORP                    COM              06652V10         1      390 SH      SHARED      02           390                  
D BANNER CORP                    COM              06652V10        30    10500 SH      SHARED      10         10500                  
D BAR HBR BANKSHARES             COM              06684910         3      164 SH      SHARED                   164                  
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       885    26780 SH      SHARED                 26780                  
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      2020    61144 SH      SHARED      01         14563             46581
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       190     5774 SH      SHR/OTHR    01                            5774
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77        40     1238 SH      SHARED      02                            1238
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      1027    31092 SH      SHARED      20         26057              5035
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       369    11190 SH      SHR/OTHR    20                           11190
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       107     3260 SH      SHR/OTHR    21                            3260
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       820    24835 SH      SHARED      22         12735             12100
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77       725    21940 SH      SHR/OTHR    22                           21940
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77     16965   513331 SH      SHARED      23        501723             11608
D BARCLAYS BK PLC                DJAIG CMDT ETN   06738C77      5516   166912 SH      SHR/OTHR    23                          166912
D BARCLAYS BK PLC                IPSP CROIL ETN   06738C78       879    46600 SH      SHARED                 46600                  
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79        42     1720 SH      SHARED      01          1720                  
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79       404    16490 SH      SHR/OTHR    01                           16490
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79         8      337 SH      SHARED      02                             337
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79        16      690 SH      SHARED      23           690                  
D BARCLAYS BK PLC                IPSPGS TTL ETN   06738C79       479    19560 SH      SHR/OTHR    23                           19560
D BARCLAYS PLC                   ADR              06738E20      1030   121189 SH      SHARED                121189                  
D BARCLAYS PLC                   ADR              06738E20        32     3822 SH      SHARED      02          2430              1392
D BARD C R INC                   COM              06738310      4039    50666 SH      SHARED                 42241              8425
D BARD C R INC                   COM              06738310      2368    29714 SH      SHARED      01         29349               365
D BARD C R INC                   COM              06738310        23      300 SH      SHR/OTHR    01                             300
D BARD C R INC                   COM              06738310      3833    48086 SH      SHARED      02         41866              6220
D BARD C R INC                   COM              06738310       701     8800 SH      SHARED      04          8800                  
D BARD C R INC                   COM              06738310         4       60 SH      SHARED      05            60                  
D BARD C R INC                   COM              06738310       547     6870 SH      SHARED      06          3650              3220
D BARD C R INC                   COM              06738310     11373   142671 SH      SHARED      10        138371              4300
D BARD C R INC                   COM              06738310        20      260 SH      SHARED      20           260                  
D BARD C R INC                   COM              06738310        23      300 SH      SHR/OTHR    23                             300
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        41     1375 SH      SHARED      01          1375                  
D BARCLAYS BK PLC                IPMS INDIA ETN   06739F29        52     1737 SH      SHARED      02                            1737
D BARCLAYS BANK PLC              ADR PFD SR 5     06739H36        19     1500 SH      SHARED      02                            1500
D BARCLAYS BANK PLC              ETN IPTH NTRL    06739H64         1      100 SH      SHARED      02                             100
D BARCLAYS BANK PLC              ETN IPTH LVSTK   06739H74         6      200 SH      SHARED      02                             200
D BARCLAYS BANK PLC              ETN IPTH LVSTK   06739H74     10120   327731 SH      SHARED      10        186925            140806
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        64     5500 SH      SHARED      01          1500              4000
D BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H77        23     2000 SH      SHARED      02                            2000
D BARE ESCENTUALS INC            COM              06751110        79    19467 SH      SHARED                 19467                  
D BARE ESCENTUALS INC            COM              06751110         1      442 SH      SHARED      02           442                  
D BARNES & NOBLE INC             COM              06777410      1943    90890 SH      SHARED                 90890                  
D BARNES & NOBLE INC             COM              06777410       254    11900 SH      SHARED      01                           11900
D BARNES & NOBLE INC             COM              06777410       553    25874 SH      SHARED      02         25874                  
D BARNES & NOBLE INC             COM              06777410      3425   160200 SH      SHARED      10        146200             14000
D BARNES GROUP INC               NOTE  3.750% 8/0 067806AB      4911  5550000 PRN     SHARED               5550000                  
D BARNES GROUP INC               NOTE  3.375% 3/1 067806AD      6993 10500000 PRN     SHARED              10500000                  
D BARNES GROUP INC               COM              06780610        89     8338 SH      SHARED                  8338                  
D BARNES GROUP INC               COM              06780610        58     5426 SH      SHARED      02          5409                17
D BARNES GROUP INC               COM              06780610     14322  1339850 SH      SHARED      10       1339850                  
D BARRICK GOLD CORP              COM              06790110      4764   146960 SH      SHARED                146960                  
D BARRICK GOLD CORP              COM              06790110     16619   512642 SH      SHARED                512642                  
D BARRICK GOLD CORP              COM              06790110        14      445 SH      SHARED      01           445                  
D BARRICK GOLD CORP              COM              06790110      3428   105745 SH      SHARED      02        101763              3982
D BARRICK GOLD CORP              COM              06790110     14792   456286 SH      SHARED      04        456286                  
D BARRICK GOLD CORP              COM              06790110        17      527 SH      SHARED      05           527                  
D BARRICK GOLD CORP              COM              06790110      1957    60392 SH      SHARED      06         10100             50292
D BARRICK GOLD CORP              COM              06790110    100529  3100853 SH      SHARED      10       2971069            129784
D BARRICK GOLD CORP              COM              06790110        10      311 SH      SHARED      20           311                  
D BARRICK GOLD CORP              COM              06790110       152     4707 SH      SHR/OTHR    20                            4707
D BARRICK GOLD CORP              COM              06790110        57     1778 SH      SHARED      21                            1778
D BARRICK GOLD CORP              COM              06790110       129     4000 SH      SHARED      23          4000                  
D BARRICK GOLD CORP              COM              06790110       194     6000 SH      SHR/OTHR    23                            6000
D BARNWELL INDS INC              COM              06822110         6     1541 SH      SHARED                  1541                  
D BARRETT BILL CORP              NOTE  5.000% 3/1 06846NAA       881  1114000 PRN     SHARED      02       1114000                  
D BARRETT BILL CORP              COM              06846N10       157     7097 SH      SHARED                  7097                  
D BARRETT BILL CORP              COM              06846N10       286    12900 SH      SHARED      01          2400             10500
D BARRETT BILL CORP              COM              06846N10       557    25087 SH      SHARED      02         25087                  
D BARRETT BILL CORP              COM              06846N10       186     8400 SH      SHARED      10          8400                  
D BARRETT BUSINESS SERVICES IN   COM              06846310         2      237 SH      SHARED                   237                  
D BARRETT BUSINESS SERVICES IN   COM              06846310         2      287 SH      SHARED      02           287                  
D BARRY R G CORP OHIO            COM              06879810         1      272 SH      SHARED                   272                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10        33     5132 SH      SHARED                  5132                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10        36     5700 SH      SHARED      01          5700                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10       141    21869 SH      SHARED      02         21869                  
D BASIC ENERGY SVCS INC NEW      COM              06985P10        21     3300 SH      SHARED      10          3300                  
D BASIN WTR INC                  COM              07011T30         0      448 SH      SHARED                   448                  
D BASIN WTR INC                  COM              07011T30         6     7250 SH      SHARED      02                            7250
D BASSETT FURNITURE INDS INC     COM              07020310         0       16 SH      SHARED                    16                  
D BASSETT FURNITURE INDS INC     COM              07020310         0        1 SH      SHARED      01             1                  
D BAUER EDDIE HLDGS INC          COM              07162510         0      811 SH      SHARED                   811                  
D BAXTER INTL INC                COM              07181310     21142   412787 SH      SHARED                397885             14902
D BAXTER INTL INC                COM              07181310      8963   175001 SH      SHARED      01        171516              3485
D BAXTER INTL INC                COM              07181310      5339   104247 SH      SHARED      02         91577             12670
D BAXTER INTL INC                COM              07181310         2       47 SH      SHARED      04                              47
D BAXTER INTL INC                COM              07181310      7417   144816 SH      SHARED      04        144816                  
D BAXTER INTL INC                COM              07181310        15      310 SH      SHARED      05           310                  
D BAXTER INTL INC                COM              07181310     24613   480540 SH      SHARED      06        241570            238970
D BAXTER INTL INC                COM              07181310     76719  1497836 SH      SHARED      10       1492836              5000
D BAXTER INTL INC                COM              07181310       768    14995 SH      SHARED      20          3215             11780
D BAXTER INTL INC                COM              07181310        40      800 SH      SHR/OTHR    20                             800
D BAXTER INTL INC                COM              07181310       599    11699 SH      SHARED      21          6399              5300
D BAXTER INTL INC                COM              07181310       202     3962 SH      SHARED      22                            3962
D BAXTER INTL INC                COM              07181310       122     2400 SH      SHR/OTHR    22                            2400
D BAXTER INTL INC                COM              07181310       889    17360 SH      SHARED      23         15800              1560
D BAXTER INTL INC                COM              07181310      2105    41100 SH      SHR/OTHR    23                           41100
D BAY NATL CORP                  COM              07250010         0       58 SH      SHARED                    58                  
D BAYTEX ENERGY TR               TRUST UNIT       07317610      3017   250000 SH      SHARED                250000                  
D BAYTEX ENERGY TR               TRUST UNIT       07317610         4      375 SH      SHARED      01                             375
D BAYTEX ENERGY TR               TRUST UNIT       07317610        36     3000 SH      SHARED      02           100              2900
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10        53    21232 SH      SHARED                 21232                  
D BBVA BANCO FRANCES S A         SPONSORED ADR    07329M10         0      100 SH      SHARED      02           100                  
D BE AEROSPACE INC               COM              07330210       541    62480 SH      SHARED                 62480                  
D BE AEROSPACE INC               COM              07330210       299    34600 SH      SHARED      01                           34600
D BE AEROSPACE INC               COM              07330210       596    68792 SH      SHARED      02         66292              2500
D BE AEROSPACE INC               COM              07330210       520    60000 SH      SHARED      04         60000                  
D BE AEROSPACE INC               COM              07330210       133    15349 SH      SHARED      06         15349                  
D BE AEROSPACE INC               COM              07330210      5250   605640 SH      SHARED      10        605640                  
D BE AEROSPACE INC               COM              07330210         8      985 SH      SHARED      21           985                  
D BEACH FIRST NATL BANCSHARES    COM              07333410         0      124 SH      SHARED                   124                  
D BEACON FED BANCORP INC         COM              07358210         1      186 SH      SHARED                   186                  
D BEACON POWER CORP              COM              07367710        28    60797 SH      SHARED                 60797                  
D BEACON POWER CORP              COM              07367710         8    18200 SH      SHARED      01         18200                  
D BEACON POWER CORP              COM              07367710         1     2205 SH      SHARED      02          2205                  
D BEACON ROOFING SUPPLY INC      COM              07368510        48     3600 SH      SHARED                  3600                  
D BEACON ROOFING SUPPLY INC      COM              07368510       597    44640 SH      SHARED      02         43955               685
D BEACON ROOFING SUPPLY INC      COM              07368510       463    34600 SH      SHARED      10         34600                  
D BEAR STEARNS COS INC           ALER MLP27 ETN   07390283        25     1080 SH      SHARED      02                            1080
D BEASLEY BROADCAST GROUP INC    CL A             07401410         0      186 SH      SHARED                   186                  
D BEAZER HOMES USA INC           NOTE  4.625% 6/1 07556QAL      3430 14000000 PRN     SHARED      02      14000000                  
D BEAZER HOMES USA INC           COM              07556Q10      2534  2509152 SH      SHARED               2509152                  
D BEAZER HOMES USA INC           COM              07556Q10         3     3123 SH      SHARED      02          3123                  
D BEBE STORES INC                COM              07557110       811   121653 SH      SHARED                121653                  
D BEBE STORES INC                COM              07557110        57     8606 SH      SHARED      02          8606                  
D BEBE STORES INC                COM              07557110        49     7400 SH      SHARED      10          7400                  
D BECKMAN COULTER INC            NOTE  2.500%12/1 075811AD     11400 12000000 PRN     SHARED      04      12000000                  
D BECKMAN COULTER INC            NOTE  2.500%12/1 075811AD       950  1000000 PRN     SHARED      06       1000000                  
D BECKMAN COULTER INC            COM              07581110      1171    22969 SH      SHARED                 22969                  
D BECKMAN COULTER INC            COM              07581110      1652    32400 SH      SHARED      01         12000             20400
D BECKMAN COULTER INC            COM              07581110      2846    55802 SH      SHARED      02          7370             48432
D BECKMAN COULTER INC            COM              07581110      3540    69400 SH      SHARED      04         69400                  
D BECKMAN COULTER INC            COM              07581110        19      390 SH      SHARED      06           100               290
D BECKMAN COULTER INC            COM              07581110      2229    43700 SH      SHARED      10         41700              2000
D BECTON DICKINSON & CO          COM              07588710        53      800 SH      SHARED                   800                  
D BECTON DICKINSON & CO          COM              07588710        47      700 SH      SHR/OTHR                                   700
D BECTON DICKINSON & CO          COM              07588710      5257    78193 SH      SHARED                 70328              7865
D BECTON DICKINSON & CO          COM              07588710      5115    76078 SH      SHARED      01         74823              1255
D BECTON DICKINSON & CO          COM              07588710       119     1780 SH      SHR/OTHR    01                            1780
D BECTON DICKINSON & CO          COM              07588710      1156    17205 SH      SHARED      02         16020              1185
D BECTON DICKINSON & CO          COM              07588710      6246    92900 SH      SHARED      04         92900                  
D BECTON DICKINSON & CO          COM              07588710         8      130 SH      SHARED      05           130                  
D BECTON DICKINSON & CO          COM              07588710     10637   158200 SH      SHARED      06         79000             79200
D BECTON DICKINSON & CO          COM              07588710     44355   659653 SH      SHARED      10        656153              3500
D BECTON DICKINSON & CO          COM              07588710      1447    21525 SH      SHARED      20         14300              7225
D BECTON DICKINSON & CO          COM              07588710       460     6850 SH      SHR/OTHR    20                            6850
D BECTON DICKINSON & CO          COM              07588710        73     1093 SH      SHARED      21                            1093
D BECTON DICKINSON & CO          COM              07588710        35      530 SH      SHR/OTHR    21                             530
D BECTON DICKINSON & CO          COM              07588710       466     6932 SH      SHARED      22                            6932
D BECTON DICKINSON & CO          COM              07588710       114     1700 SH      SHR/OTHR    22                            1700
D BECTON DICKINSON & CO          COM              07588710       578     8600 SH      SHARED      23          8600                  
D BECTON DICKINSON & CO          COM              07588710      1586    23600 SH      SHR/OTHR    23                           23600
D BED BATH & BEYOND INC          COM              07589610       788    31864 SH      SHARED                 31864                  
D BED BATH & BEYOND INC          COM              07589610      1695    68525 SH      SHARED      01         68100               425
D BED BATH & BEYOND INC          COM              07589610      1077    43538 SH      SHARED      02         43138               400
D BED BATH & BEYOND INC          COM              07589610         4      200 SH      SHARED      05           200                  
D BED BATH & BEYOND INC          COM              07589610       491    19860 SH      SHARED      06         11200              8660
D BED BATH & BEYOND INC          COM              07589610      2868   115912 SH      SHARED      10        115912                  
D BED BATH & BEYOND INC          COM              07589610        48     1950 SH      SHARED      20          1550               400
D BEL FUSE INC                   CL B             07734730        25     1900 SH      SHARED                  1900                  
D BEL FUSE INC                   CL B             07734730        13      997 SH      SHARED      02           997                  
D BEL FUSE INC                   CL B             07734730       173    12900 SH      SHARED      10          8800              4100
D BELDEN INC                     COM              07745410        50     4060 SH      SHARED                  4060                  
D BELDEN INC                     COM              07745410        15     1200 SH      SHARED      01          1200                  
D BELDEN INC                     COM              07745410       122     9815 SH      SHARED      02          9115               700
D BELDEN INC                     COM              07745410       146    11700 SH      SHARED      10          9900              1800
D BELDEN INC                     COM              07745410         9      747 SH      SHARED      21                             747
D BELO CORP                      COM SER A        08055510         6    10341 SH      SHARED                 10341                  
D BELO CORP                      COM SER A        08055510         8    13700 SH      SHARED      01                           13700
D BELO CORP                      COM SER A        08055510         1     2326 SH      SHARED      02          2326                  
D BELO CORP                      COM SER A        08055510        43    70500 SH      SHARED      10         62100              8400
D BEMIS INC                      COM              08143710      2191   104493 SH      SHARED                104493                  
D BEMIS INC                      COM              08143710       338    16154 SH      SHARED      01         16154                  
D BEMIS INC                      COM              08143710       704    33615 SH      SHARED      02         33615                  
D BEMIS INC                      COM              08143710       110     5250 SH      SHARED      06          3250              2000
D BEMIS INC                      COM              08143710       789    37667 SH      SHARED      10         37667                  
D BENCHMARK ELECTRS INC          COM              08160H10        14     1253 SH      SHARED                  1253                  
D BENCHMARK ELECTRS INC          COM              08160H10        24     2200 SH      SHARED      01          2200                  
D BENCHMARK ELECTRS INC          COM              08160H10       370    33079 SH      SHARED      02         32954               125
D BENCHMARK ELECTRS INC          COM              08160H10      1047    93500 SH      SHARED      10         93500                  
D BENCHMARK ELECTRS INC          COM              08160H10        29     2600 SH      SHARED      21                            2600
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10         8      858 SH      SHARED      02           858                  
D BENEFICIAL MUTUAL BANCORP IN   COM              08173R10        82     8400 SH      SHARED      10          8400                  
D BENIHANA INC                   COM              08204710         0       56 SH      SHARED                    56                  
D BENIHANA INC                   CL A             08204720         1      453 SH      SHARED                   453                  
D BENJAMIN FRANKLIN BANCORP IN   COM              08207310         1      187 SH      SHARED                   187                  
D BENJAMIN FRANKLIN BANCORP IN   COM              08207310         3      343 SH      SHARED      02           343                  
D BERKLEY W R CORP               COM              08442310       261    11600 SH      SHARED                 11600                  
D BERKLEY W R CORP               COM              08442310      2449   108647 SH      SHARED                108647                  
D BERKLEY W R CORP               COM              08442310      1751    77650 SH      SHARED      01         32225             45425
D BERKLEY W R CORP               COM              08442310       353    15693 SH      SHARED      02         15693                  
D BERKLEY W R CORP               COM              08442310         2      130 SH      SHARED      05           130                  
D BERKLEY W R CORP               COM              08442310        31     1405 SH      SHARED      06           150              1255
D BERKLEY W R CORP               COM              08442310      2006    89000 SH      SHARED      10         89000                  
D BERKLEY W R CORP               COM              08442310         4      190 SH      SHARED      21                             190
D BERKLEY W R CORP               COM              08442310         6      300 SH      SHR/OTHR    23                             300
D BERKSHIRE BANCORP INC DEL      COM NEW          08459720         0       87 SH      SHARED                    87                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       30 SH      SHARED                     1                29
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       78 SH      SHARED                    67                11
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       87 SH      SHARED      01             4        5       78
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       13 SH      SHR/OTHR    01                              13
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        8 SH      SHARED      02                               8
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        2 SH      SHARED      04                               2
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        3 SH      SHARED      04             3                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       41 SH      SHARED      06            41                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0      477 SH      SHARED      10           349               128
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        2 SH      SHARED      15                               2
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0       18 SH      SHARED      20            18                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        1 SH      SHR/OTHR    20                               1
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        4 SH      SHARED      21                               4
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        5 SH      SHARED      23             5                  
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        1 SH      SHR/OTHR    23                               1
D BERKSHIRE HATHAWAY INC DEL     CL A             08467010         0        4 SH      SHARED      24             4                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020         8        3 SH      SHARED                                       3
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020     18812     6671 SH      SHARED                  6471               200
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      8271     2933 SH      SHARED      01          2764               169
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       270       96 SH      SHR/OTHR    01                              96
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1226      435 SH      SHARED      02                             435
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020     25690     9110 SH      SHARED      04          9110                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020        28       10 SH      SHARED      05            10                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       707      251 SH      SHARED      06           119               132
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020     21629     7670 SH      SHARED      10          7670                  
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       163       58 SH      SHARED      19                              58
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1085      385 SH      SHARED      20           269               116
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       298      106 SH      SHR/OTHR    20                             106
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       690      245 SH      SHARED      21           135               110
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       194       69 SH      SHR/OTHR    21                              69
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020        70       25 SH      SHARED      22                              25
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020       267       95 SH      SHR/OTHR    22                              95
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1421      504 SH      SHARED      23           474                30
D BERKSHIRE HATHAWAY INC DEL     CL B             08467020      1923      682 SH      SHR/OTHR    23                             682
D BERKSHIRE HILLS BANCORP INC    COM              08468010         6      280 SH      SHARED      02           280                  
D BERKSHIRE HILLS BANCORP INC    COM              08468010        75     3300 SH      SHARED      10          3300                  
D BERRY PETE CO                  CL A             08578910       205    18743 SH      SHARED                 18743                  
D BERRY PETE CO                  CL A             08578910        36     3300 SH      SHARED      01          3300                  
D BERRY PETE CO                  CL A             08578910        42     3874 SH      SHARED      02          3802                72
D BEST BUY INC                   SDCV  2.250% 1/1 086516AF      4910  5000000 PRN     SHARED      02       5000000                  
D BEST BUY INC                   COM              08651610       818    21550 SH      SHARED                 21550                  
D BEST BUY INC                   COM              08651610     27713   730058 SH      SHARED                730058                  
D BEST BUY INC                   COM              08651610      3157    83175 SH      SHARED      01         82525               650
D BEST BUY INC                   COM              08651610        16      425 SH      SHR/OTHR    01                             425
D BEST BUY INC                   COM              08651610     12327   324757 SH      SHARED      02        323782               975
D BEST BUY INC                   COM              08651610        45     1200 SH      SHARED      04          1200                  
D BEST BUY INC                   COM              08651610         8      230 SH      SHARED      05           230                  
D BEST BUY INC                   COM              08651610      1060    27935 SH      SHARED      06         15750             12185
D BEST BUY INC                   COM              08651610     14106   371620 SH      SHARED      10        371620                  
D BEVERLY NATL CORP              COM              08811510         0       61 SH      SHARED                    61                  
D BEVERLY NATL CORP              COM              08811510        25     1755 SH      SHR/OTHR    01                            1755
D BHP BILLITON LTD               SPONSORED ADR    08860610     71482  1602750 SH      SHARED               1602750                  
D BHP BILLITON LTD               SPONSORED ADR    08860610      1817    40754 SH      SHARED      01         16669      450    23635
D BHP BILLITON LTD               SPONSORED ADR    08860610       884    19823 SH      SHR/OTHR    01                           19823
D BHP BILLITON LTD               SPONSORED ADR    08860610       795    17827 SH      SHARED      02          3000             14827
D BHP BILLITON LTD               SPONSORED ADR    08860610     74921  1679863 SH      SHARED      10       1679863                  
D BHP BILLITON LTD               SPONSORED ADR    08860610       352     7895 SH      SHARED      20          7390               505
D BHP BILLITON LTD               SPONSORED ADR    08860610         8      200 SH      SHR/OTHR    20                             200
D BHP BILLITON LTD               SPONSORED ADR    08860610        23      529 SH      SHARED      21           529                  
D BHP BILLITON LTD               SPONSORED ADR    08860610        37      840 SH      SHR/OTHR    21                             840
D BHP BILLITON LTD               SPONSORED ADR    08860610       175     3937 SH      SHARED      22          2937              1000
D BHP BILLITON LTD               SPONSORED ADR    08860610       335     7524 SH      SHR/OTHR    22                            7524
D BHP BILLITON LTD               SPONSORED ADR    08860610       441     9900 SH      SHARED      23          9840                60
D BHP BILLITON LTD               SPONSORED ADR    08860610      1307    29325 SH      SHR/OTHR    23                           29325
D BIDZ COM INC                   COM              08883T20         6     1717 SH      SHARED                  1717                  
D BIDZ COM INC                   COM              08883T20         8     2100 SH      SHARED      01          2100                  
D BIDZ COM INC                   COM              08883T20         0      148 SH      SHARED      02           148                  
D BIG 5 SPORTING GOODS CORP      COM              08915P10       105    17897 SH      SHARED                 17897                  
D BIG 5 SPORTING GOODS CORP      COM              08915P10        37     6440 SH      SHARED      02          6440                  
D BIG 5 SPORTING GOODS CORP      COM              08915P10        33     5700 SH      SHARED      10          5700                  
D BIG LOTS INC                   COM              08930210      2277   109594 SH      SHARED                109594                  
D BIG LOTS INC                   COM              08930210      1457    70138 SH      SHARED      02         70138                  
D BIG LOTS INC                   COM              08930210      1558    75000 SH      SHARED      05         75000                  
D BIG LOTS INC                   COM              08930210       442    21300 SH      SHARED      06         19800              1500
D BIG LOTS INC                   COM              08930210      3902   187793 SH      SHARED      10        187793                  
D BIGBAND NETWORKS INC           COM              08975050        20     3205 SH      SHARED                  3205                  
D BIGBAND NETWORKS INC           COM              08975050        26     4000 SH      SHARED      01          4000                  
D BIGBAND NETWORKS INC           COM              08975050         5      865 SH      SHARED      02           865                  
D BIGBAND NETWORKS INC           COM              08975050       118    18100 SH      SHARED      10         18100                  
D BIO IMAGING TECHNOLOGIES INC   COM              09056N10         1      309 SH      SHARED                   309                  
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60         2      138 SH      SHARED                   138                  
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60         6      321 SH      SHARED      02           321                  
D BIO-REFERENCE LABS INC         COM $.01 NEW     09057G60        85     4100 SH      SHARED      10          4100                  
D BIO RAD LABS INC               CL A             09057220       296     4502 SH      SHARED                  4502                  
D BIO RAD LABS INC               CL A             09057220       401     6100 SH      SHARED      01                            6100
D BIO RAD LABS INC               CL A             09057220       257     3915 SH      SHARED      02          3915                  
D BIO RAD LABS INC               CL A             09057220       191     2900 SH      SHARED      10          2900                  
D BIOCRYST PHARMACEUTICALS       COM              09058V10         2     1233 SH      SHARED      02          1233                  
D BIODELIVERY SCIENCES INTL IN   COM              09060J10       906   265137 SH      SHARED                265137                  
D BIOMARIN PHARMACEUTICAL INC    NOTE  1.875% 4/2 09061GAD      8234 10584000 PRN     SHARED      02      10584000                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        24     1952 SH      SHARED                  1952                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        57     4675 SH      SHARED      01          4675                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10        84     6880 SH      SHARED      02          5780              1100
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10      7217   584419 SH      SHARED      04        584419                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G10      6497   526100 SH      SHARED      10        526100                  
D BIOGEN IDEC INC                COM              09062X10     36625   698698 SH      SHARED                698698                  
D BIOGEN IDEC INC                COM              09062X10      3749    71525 SH      SHARED      01         71025               500
D BIOGEN IDEC INC                COM              09062X10        20      400 SH      SHR/OTHR    01                             400
D BIOGEN IDEC INC                COM              09062X10      5014    95654 SH      SHARED      02         95491               163
D BIOGEN IDEC INC                COM              09062X10     18849   359590 SH      SHARED      04        359590                  
D BIOGEN IDEC INC                COM              09062X10         8      170 SH      SHARED      05           170                  
D BIOGEN IDEC INC                COM              09062X10      2097    40011 SH      SHARED      06         30591              9420
D BIOGEN IDEC INC                COM              09062X10     14721   280845 SH      SHARED      10        280845                  
D BIOGEN IDEC INC                COM              09062X10         5      109 SH      SHARED      21                             109
D BIOGEN IDEC INC                COM              09062X10       699    13350 SH      SHR/OTHR    23                           13350
D BIOMED REALTY TRUST INC        COM              09063H10       590    87150 SH      SHARED                 87150                  
D BIOMED REALTY TRUST INC        COM              09063H10         6      978 SH      SHARED                   978                  
D BIOMED REALTY TRUST INC        COM              09063H10        31     4700 SH      SHARED      01          4700                  
D BIOMED REALTY TRUST INC        COM              09063H10        50     7516 SH      SHARED      02          7516                  
D BIOMED REALTY TRUST INC        COM              09063H10      3420   505250 SH      SHARED      10        505250                  
D BIOMED REALTY TRUST INC        COM              09063H10     23469  3466715 SH      SHARED      11       1562900           1903815
D BIODEL INC                     COM              09064M10         3      594 SH      SHARED      02           594                  
D BIODEL INC                     COM              09064M10       364    69900 SH      SHARED      05         69900                  
D BIOMIMETIC THERAPEUTICS INC    COM              09064X10       432    60982 SH      SHARED      02         54009              6973
D BIOFUEL ENERGY CORP            COM              09064Y10         0      147 SH      SHARED                   147                  
D BIONOVO INC                    COM              09064310         0     1511 SH      SHARED                  1511                  
D BIOFORM MEDICAL INC            COM              09065G10         0      556 SH      SHARED      02           556                  
D BIOPURE CORP                   CL A PAR $0.01   09065H40         0      846 SH      SHARED                   846                  
D BIOPURE CORP                   CL A PAR $0.01   09065H40         2    10000 SH      SHARED      02         10000                  
D BIOPURE CORP                   CL A PAR $0.01   09065H40         4    21689 SH      SHARED      10         21689                  
D BIOSANTE PHARMACEUTICALS INC   COM NEW          09065V20         0      139 SH      SHARED                   139                  
D BIOSPHERE MEDICAL INC          COM              09066V10         0      336 SH      SHARED                   336                  
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20     35030   200210 SH      SHARED                200210                  
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20      4660    26635 SH      SHARED      02         26035               600
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20       402     2300 SH      SHARED      15                            2300
D BIOTECH HOLDRS TR              DEPOSTRY RCPTS   09067D20       227     1300 SH      SHARED      19                            1300
D BIOVAIL CORP                   COM              09067J10       385    35229 SH      SHARED                 35229                  
D BIOVAIL CORP                   COM              09067J10        99     9066 SH      SHARED      02          9066                  
D BIOVAIL CORP                   COM              09067J10         1      100 SH      SHARED      05           100                  
D BIOVAIL CORP                   COM              09067J10       369    33700 SH      SHARED      06         33700                  
D BIOVAIL CORP                   COM              09067J10      2791   254950 SH      SHARED      10        254950                  
D BIOVAIL CORP                   COM              09067J10         2      210 SH      SHARED      21                             210
D BIOSCRIP INC                   COM              09069N10        14     6264 SH      SHARED                  6264                  
D BIOSCRIP INC                   COM              09069N10         3     1600 SH      SHARED      02          1600                  
D BIRKS & MAYORS INC             CL A VTG         09088110         0       14 SH      SHARED                    14                  
D BIOLASE TECHNOLOGY INC         COM              09091110         0      750 SH      SHARED                   750                  
D BIOLASE TECHNOLOGY INC         COM              09091110         0      350 SH      SHARED                   350                  
D BITSTREAM INC                  CL A             09173610         0      162 SH      SHARED                   162                  
D BLACK & DECKER CORP            COM              09179710       492    15617 SH      SHARED                 15617                  
D BLACK & DECKER CORP            COM              09179710       445    14125 SH      SHARED      01         14125                  
D BLACK & DECKER CORP            COM              09179710       112     3569 SH      SHARED      02          3469               100
D BLACK & DECKER CORP            COM              09179710         1       60 SH      SHARED      05            60                  
D BLACK & DECKER CORP            COM              09179710       180     5730 SH      SHARED      06          3850              1880
D BLACK & DECKER CORP            COM              09179710       712    22576 SH      SHARED      10         22576                  
D BLACK & DECKER CORP            COM              09179710         6      200 SH      SHARED      21                             200
D BJS RESTAURANTS INC            COM              09180C10         0       50 SH      SHARED                    50                  
D BJS RESTAURANTS INC            COM              09180C10        24     1752 SH      SHARED      02          1752                  
D BJS RESTAURANTS INC            COM              09180C10       136     9800 SH      SHARED      10          9800                  
D BLACK BOX CORP DEL             COM              09182610       481    20375 SH      SHARED                 20375                  
D BLACK BOX CORP DEL             COM              09182610        12      550 SH      SHARED      01           550                  
D BLACK BOX CORP DEL             COM              09182610        58     2476 SH      SHARED      02          2433                43
D BLACK BOX CORP DEL             COM              09182610       455    19300 SH      SHARED      10         19300                  
D BLACKBOARD INC                 COM              09193550        18      568 SH      SHARED                   568                  
D BLACKBOARD INC                 COM              09193550         1       55 SH      SHARED      01            55                  
D BLACKBOARD INC                 COM              09193550        59     1880 SH      SHARED      02          1230               650
D BLACKBOARD INC                 COM              09193550      9312   293400 SH      SHARED      10        291900              1500
D BLACK HILLS CORP               COM              09211310       212    11880 SH      SHARED                 11880                  
D BLACK HILLS CORP               COM              09211310       243    13600 SH      SHARED      01                           13600
D BLACK HILLS CORP               COM              09211310       484    27075 SH      SHARED      02         27075                  
D BLACK HILLS CORP               COM              09211310       323    18100 SH      SHARED      10         18100                  
D BLACKBAUD INC                  COM              09227Q10       342    29485 SH      SHARED                 29485                  
D BLACKBAUD INC                  COM              09227Q10        44     3858 SH      SHARED      02          1734              2124
D BLACKBAUD INC                  COM              09227Q10         4      420 SH      SHARED      21                             420
D BLACKROCK INC                  DBCV  2.625% 2/1 09247XAB       275   200000 PRN     SHARED                200000                  
D BLACKROCK INC                  DBCV  2.625% 2/1 09247XAB      2948  2140000 PRN     SHARED      02       2140000                  
D BLACKROCK INC                  COM              09247X10      3751    28848 SH      SHARED                 28848                  
D BLACKROCK INC                  COM              09247X10       303     2335 SH      SHARED      01          1700               635
D BLACKROCK INC                  COM              09247X10        13      100 SH      SHR/OTHR    01                             100
D BLACKROCK INC                  COM              09247X10        42      329 SH      SHARED      02             2               327
D BLACKROCK INC                  COM              09247X10       588     4526 SH      SHARED      10          4226               300
D BLACKROCK INC                  COM              09247X10        10       80 SH      SHR/OTHR    21                              80
D BLACKROCK INCOME OPP TRUST I   COM              09247510         8     1000 SH      SHARED      01          1000                  
D BLACKROCK CA INS MUN INC TR    COM              09248410        34     3333 SH      SHARED      20          3333                  
D BLACKROCK CORE BD TR           SHS BEN INT      09249E10        15     1500 SH      SHARED      02                            1500
D BLACKROCK MD MUNICIPAL BOND    COM              09249L10        51     4000 SH      SHARED      02                            4000
D BLACKROCK PFD OPPORTUNITY TR   COM SHS          09249V10         8     1500 SH      SHARED      02                            1500
D BLACKROCK INS MUNIC INC INV    COM              09250G10       110    10000 SH      SHARED      02                           10000
D BLACKROCK FLA MUN 2020 TERM    COM SHS          09250M10        56     5000 SH      SHARED      02                            5000
D BLACKROCK FLA MUN 2020 TERM    COM SHS          09250M10        26     2350 SH      SHARED      22          2350                  
D BLACKROCK DIVID ACHIEVRS TM    COM              09250N10      1011   159518 SH      SHARED      02                          159518
D BLACKROCK DIVID ACHIEVRS TM    COM              09250N10        50     8000 SH      SHARED      21          8000                  
D BLACKROCK GLBL ENRGY & RES T   COM              09250U10         5      380 SH      SHARED      01                             380
D BLACKROCK GLBL ENRGY & RES T   COM              09250U10       721    47000 SH      SHARED      02           600             46400
D BLACKROCK HEALTH SCIENCES TR   COM              09250W10      1919   102459 SH      SHARED      02                          102459
D BLACKROCK HEALTH SCIENCES TR   COM              09250W10         7      385 SH      SHARED      20           385                  
D BLACKROCK GLOBAL OPP EQTY TR   COM              09250110         5      435 SH      SHARED      02                             435
D BLACKROCK PFD & EQ ADVANTAGE   COM              09250810         6     1105 SH      SHARED      02                            1105
D BLACKROCK ENHANCED DIV ACHV    COM              09251A10       207    32500 SH      SHARED      02                           32500
D BLACKROCK ENHANCED DIV ACHV    COM              09251A10        51     8000 SH      SHARED      21          8000                  
D BLACKROCK INTL GRWTH & INC T   COM BENE INTER   09252410        15     2096 SH      SHARED      02                            2096
D BLACKROCK MUNIVEST FD INC      COM              09253R10        42     5706 SH      SHARED      01          5706                  
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10      3457   476844 SH      SHARED                476844                  
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10       446    61522 SH      SHARED      02         11091             50431
D BLACKSTONE GROUP L P           COM UNIT LTD     09253U10        21     3000 SH      SHARED      06          3000                  
D BLACKROCK MUNIENHANCED FD IN   COM              09253Y10        78     9000 SH      SHARED      02                            9000
D BLACKROCK KELSO CAPITAL CORP   COM              09253310        37     8863 SH      SHARED                  8863                  
D BLACKROCK KELSO CAPITAL CORP   COM              09253310         1      336 SH      SHARED      02           336                  
D BLACKROCK REAL ASSET EQUITY    COM              09254B10       323    45800 SH      SHARED                 45800                  
D BLACKROCK REAL ASSET EQUITY    COM              09254B10       300    42600 SH      SHARED      02                           42600
D BLACKROCK MUNIYIELD QUALITY    COM              09254G10        48     5072 SH      SHARED      01          5072                  
D BLACKROCK MUNIHOLDINGS N Y I   COM              09255C10       289    28313 SH      SHARED      01         28261                52
D BLACKROCK MUNIYIELD N Y INSD   COM              09255E10       274    27978 SH      SHARED      01         27978                  
D BLACKROCK MUNIYIELD N Y INSD   COM              09255E10       330    33669 SH      SHR/OTHR    23                           33669
D BLACKROCK CORPOR HI YLD III    COM              09255M10       455   116757 SH      SHARED      21        116757                  
D BLACKROCK CORPOR HI YLD FD V   COM              09255P10         3      500 SH      SHARED      02                             500
D BLACKROCK ENH CAP & INC FD I   COM              09256A10        49     5000 SH      SHARED      21          5000                  
D BLDRS INDEX FDS TR             DEV MK 100 ADR   09348R20         5      370 SH      SHARED      02                             370
D BLOCK H & R INC                COM              09367110      6478   356145 SH      SHARED                356145                  
D BLOCK H & R INC                COM              09367110      1640    90199 SH      SHARED      01         90199                  
D BLOCK H & R INC                COM              09367110       507    27893 SH      SHARED      02         27893                  
D BLOCK H & R INC                COM              09367110        32     1800 SH      SHARED      04          1800                  
D BLOCK H & R INC                COM              09367110         3      200 SH      SHARED      05           200                  
D BLOCK H & R INC                COM              09367110       729    40080 SH      SHARED      06         27900             12180
D BLOCK H & R INC                COM              09367110      6917   380301 SH      SHARED      10        380301                  
D BLOCK H & R INC                COM              09367110        90     5000 SH      SHARED      23          5000                  
D BLOCK H & R INC                COM              09367110         3      200 SH      SHR/OTHR    23                             200
D BLOCKBUSTER INC                CL A             09367910        75   105458 SH      SHARED                105458                  
D BLOCKBUSTER INC                CL A             09367910         3     4614 SH      SHARED      02          4614                  
D BLOCKBUSTER INC                CL A             09367910        31    43200 SH      SHARED      10         43200                  
D BLONDER TONGUE LABS INC        COM              09369810         0       99 SH      SHARED                    99                  
D BLOUNT INTL INC NEW            COM              09518010       494   107034 SH      SHARED                107034                  
D BLOUNT INTL INC NEW            COM              09518010        33     7300 SH      SHARED      01          7300                  
D BLOUNT INTL INC NEW            COM              09518010        82    17799 SH      SHARED      02         17799                  
D BLOUNT INTL INC NEW            COM              09518010       376    81500 SH      SHARED      10         81500                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50       945    78764 SH      SHARED                 78764                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        52     4400 SH      SHARED      01          4400                  
D BLUE COAT SYSTEMS INC          COM NEW          09534T50        38     3224 SH      SHARED      02          3224                  
D BLUE DOLPHIN ENERGY CO         COM NEW          09539520         0      232 SH      SHARED                   232                  
D BLUE NILE INC                  COM              09578R10       669    22219 SH      SHARED                 22219                  
D BLUE NILE INC                  COM              09578R10        62     2072 SH      SHARED      02          2072                  
D BLUEGREEN CORP                 COM              09623110         0      335 SH      SHARED      02           335                  
D BLUELINX HLDGS INC             COM              09624H10         0      354 SH      SHARED                   354                  
D BLUELINX HLDGS INC             COM              09624H10         1      625 SH      SHARED      02           625                  
D BLYTH INC                      COM NEW          09643P20        26     1018 SH      SHARED                  1018                  
D BLYTH INC                      COM NEW          09643P20        37     1450 SH      SHARED      01                            1450
D BLYTH INC                      COM NEW          09643P20        78     2997 SH      SHARED      02          2997                  
D BLYTH INC                      COM NEW          09643P20       116     4450 SH      SHARED      10          4450                  
D BMB MUNAI INC                  COM              09656A10         8    14900 SH      SHARED                 14900                  
D BMB MUNAI INC                  COM              09656A10         0     1031 SH      SHARED      02          1031                  
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710        34     1524 SH      SHARED                  1524                  
D BOARDWALK PIPELINE PARTNERS    UT LTD PARTNER   09662710      1023    45695 SH      SHARED      02                           45695
D BOB EVANS FARMS INC            COM              09676110      1091    48676 SH      SHARED                 48676                  
D BOB EVANS FARMS INC            COM              09676110       228    10175 SH      SHARED      01          1175              9000
D BOB EVANS FARMS INC            COM              09676110       569    25398 SH      SHARED      02         25398                  
D BOB EVANS FARMS INC            COM              09676110       163     7300 SH      SHARED      10          7300                  
D BOEING CO                      COM              09702310        33      950 SH      SHARED                                     950
D BOEING CO                      COM              09702310     60048  1687717 SH      SHARED               1687467               250
D BOEING CO                      COM              09702310      7144   200814 SH      SHARED      01        191074              9740
D BOEING CO                      COM              09702310       104     2925 SH      SHR/OTHR    01                            2925
D BOEING CO                      COM              09702310     26412   742332 SH      SHARED      02        704915             37417
D BOEING CO                      COM              09702310        39     1100 SH      SHARED      04          1100                  
D BOEING CO                      COM              09702310        14      410 SH      SHARED      05           410                  
D BOEING CO                      COM              09702310      3132    88050 SH      SHARED      06         38650             49400
D BOEING CO                      COM              09702310     11871   333659 SH      SHARED      10        319359             14300
D BOEING CO                      COM              09702310         5      165 SH      SHARED      20           165                  
D BOEING CO                      COM              09702310        28      800 SH      SHR/OTHR    20                             800
D BOEING CO                      COM              09702310       173     4884 SH      SHARED      21          4479               405
D BOEING CO                      COM              09702310         3       91 SH      SHR/OTHR    21                              91
D BOEING CO                      COM              09702310       106     3000 SH      SHARED      22          3000                  
D BOEING CO                      COM              09702310        32      910 SH      SHARED      23           250               660
D BOEING CO                      COM              09702310      1347    37880 SH      SHR/OTHR    23                           37880
D BOISE INC                      COM              09746Y10         0      826 SH      SHARED      02           826                  
D BOISE INC                      *W EXP 06/18/201 09746Y11         1    53686 SH      SHARED                 53686                  
D BOLT TECHNOLOGY CORP           COM              09769810        37     5325 SH      SHARED                  5325                  
D BOLT TECHNOLOGY CORP           COM              09769810        25     3600 SH      SHARED      01          3600                  
D BOLT TECHNOLOGY CORP           COM              09769810         1      269 SH      SHARED      02           269                  
D BON-TON STORES INC             COM              09776J10         0      339 SH      SHARED                   339                  
D BOOKHAM INC                    COM              09856E10         0       12 SH      SHARED                    12                  
D BOOKHAM INC                    COM              09856E10         1     2603 SH      SHARED      02          2603                  
D BOOKS-A-MILLION INC            COM              09857010         1      222 SH      SHARED                   222                  
D BOOTS & COOTS/INTL WELL CTRL   COM NEW          09946950         0      589 SH      SHARED                   589                  
D BOOTS & COOTS/INTL WELL CTRL   COM NEW          09946950         4     3379 SH      SHARED      02          3379                  
D BORDERS GROUP INC              COM              09970910        34    54748 SH      SHARED                 54748                  
D BORDERS GROUP INC              COM              09970910         1     1612 SH      SHARED      02          1612                  
D BORDERS GROUP INC              COM              09970910         9    14500 SH      SHARED      10         14500                  
D BORGWARNER INC                 COM              09972410      1957    96408 SH      SHARED                 96408                  
D BORGWARNER INC                 COM              09972410      1174    57860 SH      SHARED      01         19600             38260
D BORGWARNER INC                 COM              09972410        54     2708 SH      SHARED      02          2660                48
D BORGWARNER INC                 COM              09972410      3670   180800 SH      SHARED      04        180800                  
D BORGWARNER INC                 COM              09972410      4719   232500 SH      SHARED      05        232500                  
D BORGWARNER INC                 COM              09972410       629    31000 SH      SHARED      06           300             30700
D BORLAND SOFTWARE CORP          COM              09984910         0     1936 SH      SHARED                  1936                  
D BOSTON BEER INC                CL A             10055710         0       32 SH      SHARED                    32                  
D BOSTON BEER INC                CL A             10055710         9      454 SH      SHARED      02           454                  
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910        91    26122 SH      SHARED                 26122                  
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910        22     6300 SH      SHARED      01          6300                  
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910         5     1569 SH      SHARED      02          1521                48
D BOSTON PRIVATE FINL HLDGS IN   COM              10111910        31     9000 SH      SHARED      10          9000                  
D BOSTON PROPERTIES INC          COM              10112110      4469   127586 SH      SHARED                127586                  
D BOSTON PROPERTIES INC          COM              10112110      7256   207143 SH      SHARED                207143                  
D BOSTON PROPERTIES INC          COM              10112110      1236    35300 SH      SHARED      01         33150              2150
D BOSTON PROPERTIES INC          COM              10112110         8      250 SH      SHR/OTHR    01                             250
D BOSTON PROPERTIES INC          COM              10112110       824    23549 SH      SHARED      02         18448              5101
D BOSTON PROPERTIES INC          COM              10112110         3      100 SH      SHARED      05           100                  
D BOSTON PROPERTIES INC          COM              10112110        80     2300 SH      SHARED      06                            2300
D BOSTON PROPERTIES INC          COM              10112110     23331   666037 SH      SHARED      10        659837              6200
D BOSTON PROPERTIES INC          COM              10112110    149317  4262568 SH      SHARED      11       2287662           1974906
D BOSTON PROPERTIES INC          COM              10112110       576    16460 SH      SHARED      20          1860             14600
D BOSTON PROPERTIES INC          COM              10112110        10      300 SH      SHR/OTHR    22                             300
D BOSTON PROPERTIES INC          COM              10112110        19      550 SH      SHARED      23           550                  
D BOSTON PROPERTIES INC          COM              10112110        37     1075 SH      SHR/OTHR    23                            1075
D BOSTON SCIENTIFIC CORP         COM              10113710         1      155 SH      SHARED                   155                  
D BOSTON SCIENTIFIC CORP         COM              10113710      3996   502712 SH      SHARED                502712                  
D BOSTON SCIENTIFIC CORP         COM              10113710      2807   353186 SH      SHARED      01        353186                  
D BOSTON SCIENTIFIC CORP         COM              10113710      4949   622536 SH      SHARED      02        614721              7815
D BOSTON SCIENTIFIC CORP         COM              10113710       117    14800 SH      SHARED      04         14800                  
D BOSTON SCIENTIFIC CORP         COM              10113710         6      755 SH      SHARED      05           755                  
D BOSTON SCIENTIFIC CORP         COM              10113710      1314   165377 SH      SHARED      06        118514             46863
D BOSTON SCIENTIFIC CORP         COM              10113710      5287   665093 SH      SHARED      10        665093                  
D BOSTON SCIENTIFIC CORP         COM              10113710       795   100000 SH      SHARED      15                          100000
D BOSTON SCIENTIFIC CORP         COM              10113710       135    17000 SH      SHARED      20         17000                  
D BOSTON SCIENTIFIC CORP         COM              10113710        27     3400 SH      SHARED      23          3400                  
D BOTTOMLINE TECH DEL INC        COM              10138810        94    14400 SH      SHARED                 14400                  
D BOTTOMLINE TECH DEL INC        COM              10138810        39     5970 SH      SHARED      02          5970                  
D BOTTOMLINE TECH DEL INC        COM              10138810        27     4200 SH      SHARED      10          4200                  
D BOVIE MEDICAL CORP             COM              10211F10         3      462 SH      SHARED                   462                  
D BOVIE MEDICAL CORP             COM              10211F10         4      623 SH      SHARED      02           623                  
D BOWNE & CO INC                 COM              10304310        70    21975 SH      SHARED                 21975                  
D BOWNE & CO INC                 COM              10304310       185    57882 SH      SHARED      02         57882                  
D BOWNE & CO INC                 COM              10304310         6     2024 SH      SHARED      10          2024                  
D BOYD GAMING CORP               COM              10330410      1097   294223 SH      SHARED                294223                  
D BOYD GAMING CORP               COM              10330410        59    15900 SH      SHARED      01                           15900
D BOYD GAMING CORP               COM              10330410        41    11207 SH      SHARED      02         10707               500
D BOYD GAMING CORP               COM              10330410        14     4000 SH      SHARED      23                            4000
D BRADY CORP                     CL A             10467410        39     2256 SH      SHARED                  2256                  
D BRADY CORP                     CL A             10467410        72     4113 SH      SHARED      02          4113                  
D BRADY CORP                     CL A             10467410       470    26700 SH      SHARED      10         23500              3200
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        29    10426 SH      SHARED                 10426                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        18     6600 SH      SHARED      01          6600                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820        54    19246 SH      SHARED      02         18212              1034
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820         6     2125 SH      SHARED      10          2125                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820       702   246600 SH      SHARED      11                          246600
D BRANDYWINE RLTY TR             SH BEN INT NEW   10536820         8     2850 SH      SHARED      21                            2850
D BRASIL TELECOM SA              SPONS ADR PFD    10553M10         1       64 SH      SHARED                    64                  
D BRASIL TELECOM SA              SPONS ADR PFD    10553M10         1      100 SH      SHARED      02           100                  
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     10553010      1126    31176 SH      SHARED                 31176                  
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     10553010         3      101 SH      SHARED      02           100                 1
D BRASKEM S A                    SP ADR PFD A     10553210        55    13554 SH      SHARED                 13554                  
D BRASKEM S A                    SP ADR PFD A     10553210        10     2501 SH      SHARED      02          2501                  
D BREEZE EASTERN CORP            COM              10676410         1      193 SH      SHARED                   193                  
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610      3627   555550 SH      SHARED                555550                  
D BREITBURN ENERGY PARTNERS LP   COM UT LTD PTN   10677610      4317   661252 SH      SHARED                661252                  
D BRIDGE CAP HLDGS               COM              10803010         0      172 SH      SHARED                   172                  
D BRIDGE BANCORP INC             COM              10803510       179     9000 SH      SHARED      01                            9000
D BRIDGE BANCORP INC             COM              10803510         3      200 SH      SHARED      02           200                  
D BRIDGELINE SOFTWARE INC        COM              10807Q20         0      100 SH      SHARED                   100                  
D BRIDGFORD FOODS CORP           COM              10876310         0       82 SH      SHARED                    82                  
D BRIGGS & STRATTON CORP         COM              10904310       100     6103 SH      SHARED                  6103                  
D BRIGGS & STRATTON CORP         COM              10904310        31     1899 SH      SHARED      01          1899                  
D BRIGGS & STRATTON CORP         COM              10904310       175    10640 SH      SHARED      02         10640                  
D BRIGGS & STRATTON CORP         COM              10904310       584    35400 SH      SHARED      10         35400                  
D BRIGHAM EXPLORATION CO         COM              10917810         9     4794 SH      SHARED                  4794                  
D BRIGHAM EXPLORATION CO         COM              10917810         2     1209 SH      SHARED      02          1209                  
D BRIGHAM EXPLORATION CO         COM              10917810         3     1800 SH      SHARED      10          1800                  
D BRIGHTPOINT INC                COM NEW          10947340       144    33708 SH      SHARED                 33708                  
D BRIGHTPOINT INC                COM NEW          10947340        23     5600 SH      SHARED      01          5600                  
D BRIGHTPOINT INC                COM NEW          10947340        57    13373 SH      SHARED      02         13373                  
D BRIGHTPOINT INC                COM NEW          10947340        50    11700 SH      SHARED      10         11700                  
D BRINKER INTL INC               COM              10964110       285    18913 SH      SHARED                 18913                  
D BRINKER INTL INC               COM              10964110       488    32325 SH      SHARED      01                           32325
D BRINKER INTL INC               COM              10964110        25     1695 SH      SHARED      02          1400               295
D BRINKER INTL INC               COM              10964110     12786   846800 SH      SHARED      10        842500              4300
D BRINKER INTL INC               COM              10964110       228    15135 SH      SHARED      21         15135                  
D BRINKS CO                      COM              10969610      1116    42208 SH      SHARED                 26452             15756
D BRINKS CO                      COM              10969610       562    21250 SH      SHARED      01          8350             12900
D BRINKS CO                      COM              10969610       226     8550 SH      SHARED      02          8150               400
D BRINKS CO                      COM              10969610     32626  1233044 SH      SHARED      10       1219344             13700
D BRINKS HOME SEC HLDGS INC      COM              10969910        87     3891 SH      SHARED                  3891                  
D BRINKS HOME SEC HLDGS INC      COM              10969910       315    13950 SH      SHARED      01           850             13100
D BRINKS HOME SEC HLDGS INC      COM              10969910        11      524 SH      SHARED      02           324               200
D BRINKS HOME SEC HLDGS INC      COM              10969910      1633    72300 SH      SHARED      10         70400              1900
D BRISTOL MYERS SQUIBB CO        DBCV         9/1 110122AN     14922 18000000 PRN     SHARED      04      18000000                  
D BRISTOL MYERS SQUIBB CO        COM              11012210         4      190 SH      SHARED                                     190
D BRISTOL MYERS SQUIBB CO        COM              11012210     71449  3259569 SH      SHARED               3241269             18300
D BRISTOL MYERS SQUIBB CO        COM              11012210     14054   641160 SH      SHARED      01        506217            134943
D BRISTOL MYERS SQUIBB CO        COM              11012210       752    34309 SH      SHR/OTHR    01                           34309
D BRISTOL MYERS SQUIBB CO        COM              11012210      3785   172688 SH      SHARED      02        127286             45402
D BRISTOL MYERS SQUIBB CO        COM              11012210     14046   640820 SH      SHARED      04        640820                  
D BRISTOL MYERS SQUIBB CO        COM              11012210      1411    64380 SH      SHARED      05         64380                  
D BRISTOL MYERS SQUIBB CO        COM              11012210      3357   153169 SH      SHARED      06         88000             65169
D BRISTOL MYERS SQUIBB CO        COM              11012210     24115  1100164 SH      SHARED      10       1093364              6800
D BRISTOL MYERS SQUIBB CO        COM              11012210      1717    78350 SH      SHARED      15                           78350
D BRISTOL MYERS SQUIBB CO        COM              11012210       224    10250 SH      SHARED      19                           10250
D BRISTOL MYERS SQUIBB CO        COM              11012210       109     4976 SH      SHARED      20                            4976
D BRISTOL MYERS SQUIBB CO        COM              11012210       192     8788 SH      SHR/OTHR    20                            8788
D BRISTOL MYERS SQUIBB CO        COM              11012210       325    14868 SH      SHARED      21          8594              6274
D BRISTOL MYERS SQUIBB CO        COM              11012210        76     3500 SH      SHR/OTHR    21                            3500
D BRISTOL MYERS SQUIBB CO        COM              11012210       214     9800 SH      SHARED      22          4800              5000
D BRISTOL MYERS SQUIBB CO        COM              11012210      1440    65736 SH      SHARED      23         65736                  
D BRISTOL MYERS SQUIBB CO        COM              11012210     13816   630336 SH      SHR/OTHR    23                          630336
D BRISTOW GROUP INC              COM              11039410        88     4135 SH      SHARED                  4135                  
D BRISTOW GROUP INC              COM              11039410        17      800 SH      SHARED      01           800                  
D BRISTOW GROUP INC              COM              11039410        38     1783 SH      SHARED      02          1709                74
D BRISTOW GROUP INC              COM              11039410     11402   532100 SH      SHARED      10        532100                  
D BRISTOW GROUP INC              PFD CNV 5.50%    11039440     12559   405000 SH      SHARED                405000                  
D BRISTOW GROUP INC              PFD CNV 5.50%    11039440      2480    80000 SH      SHARED      02         80000                  
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        18      400 SH      SHARED                   400                  
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810      1525    33168 SH      SHARED                 33168                  
D BRITISH AMERN TOB PLC          SPONSORED ADR    11044810        80     1754 SH      SHARED      02          1600               154
D BRITISH SKY BROADCASTING GRO   SPONSORED ADR    11101310       508    20500 SH      SHARED                 20500                  
D BRITISH SKY BROADCASTING GRO   SPONSORED ADR    11101310        12      500 SH      SHARED      02           500                  
D BROADBAND HOLDRS TR            DEPOSITRY RCPT   11130P10         0       10 SH      SHARED      02            10                  
D BROADCOM CORP                  CL A             11132010        76     3810 SH      SHARED                   550              3260
D BROADCOM CORP                  CL A             11132010     27975  1400194 SH      SHARED               1361194             39000
D BROADCOM CORP                  CL A             11132010      8275   414165 SH      SHARED      01        321516             92649
D BROADCOM CORP                  CL A             11132010      1220    61102 SH      SHR/OTHR    01                           61102
D BROADCOM CORP                  CL A             11132010       674    33771 SH      SHARED      02         27241              6530
D BROADCOM CORP                  CL A             11132010         4      217 SH      SHARED      04                             217
D BROADCOM CORP                  CL A             11132010      3355   167960 SH      SHARED      04        167960                  
D BROADCOM CORP                  CL A             11132010         4      225 SH      SHARED      05           225                  
D BROADCOM CORP                  CL A             11132010       679    34030 SH      SHARED      06         19350             14680
D BROADCOM CORP                  CL A             11132010     71982  3602742 SH      SHARED      10       3601362              1380
D BROADCOM CORP                  CL A             11132010       548    27451 SH      SHARED      19                           27451
D BROADCOM CORP                  CL A             11132010       934    46770 SH      SHARED      20         39875      100     6795
D BROADCOM CORP                  CL A             11132010       118     5940 SH      SHR/OTHR    20                            5940
D BROADCOM CORP                  CL A             11132010        50     2525 SH      SHARED      21          2525                  
D BROADCOM CORP                  CL A             11132010       329    16500 SH      SHARED      22         14175              2325
D BROADCOM CORP                  CL A             11132010        86     4340 SH      SHR/OTHR    22                            4340
D BROADCOM CORP                  CL A             11132010      1061    53112 SH      SHARED      23         45002              8110
D BROADCOM CORP                  CL A             11132010       438    21970 SH      SHR/OTHR    23                           21970
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10      1782    95787 SH      SHARED                 67787             28000
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10      1050    56449 SH      SHARED      01          8849             47600
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10         4      250 SH      SHR/OTHR    01                             250
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        90     4852 SH      SHARED      02          4003               849
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10       249    13400 SH      SHARED      06         13400                  
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10      5897   316900 SH      SHARED      10        293500             23400
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        67     3610 SH      SHARED      21                            3610
D BROADRIDGE FINL SOLUTIONS IN   COM              11133T10        59     3181 SH      SHR/OTHR    23                            3181
D BROADPOINT SECURITIES GRP IN   COM              11133V10        18     5542 SH      SHARED                  5542                  
D BROADPOINT SECURITIES GRP IN   COM              11133V10         2      621 SH      SHARED      02           621                  
D BROADVISION INC                COM PAR $.001    11141270         0       78 SH      SHARED                    76                 2
D BROADWAY FINL CORP DEL         COM              11144410         0       43 SH      SHARED                    43                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130        56    16388 SH      SHARED                 16388                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130         2      839 SH      SHARED      01           839                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130       601   174323 SH      SHARED      02        149060             25263
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130      9651  2797547 SH      SHARED      04       2797547                  
D BROCADE COMMUNICATIONS SYS I   COM NEW          11162130      1312   380408 SH      SHARED      10        380408                  
D BRONCO DRILLING CO INC         COM              11221110         0       16 SH      SHARED                    16                  
D BRONCO DRILLING CO INC         COM              11221110         3      686 SH      SHARED      02           686                  
D BRONCO DRILLING CO INC         COM              11221110        71    13500 SH      SHARED      10         13500                  
D BROOKDALE SR LIVING INC        COM              11246310      2820   558521 SH      SHARED                558521                  
D BROOKDALE SR LIVING INC        COM              11246310         0       25 SH      SHARED      01            25                  
D BROOKDALE SR LIVING INC        COM              11246310        38     7706 SH      SHARED      02          7706                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510      2854   207127 SH      SHARED                207127                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510         1      138 SH      SHARED      01           138                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        55     4062 SH      SHARED      02           900              3162
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510         4      300 SH      SHARED      05           300                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       103     7475 SH      SHARED      06          4600              2875
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510       175    12750 SH      SHARED      10         12750                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        10      797 SH      SHARED      21           797                  
D BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   11258510        86     6250 SH      SHARED      23          1000              5250
D BROOKFIELD HOMES CORP          COM              11272310        24     7033 SH      SHARED                  7033                  
D BROOKFIELD HOMES CORP          COM              11272310        22     6564 SH      SHARED      02          6564                  
D BROOKFIELD PPTYS CORP          COM              11290010        22     3995 SH      SHARED                  3995                  
D BROOKFIELD PPTYS CORP          COM              11290010       137    23983 SH      SHARED      02         23983                  
D BROOKFIELD PPTYS CORP          COM              11290010        27     4875 SH      SHARED      06          1650              3225
D BROOKFIELD PPTYS CORP          COM              11290010        37     6500 SH      SHARED      10          6500                  
D BROOKLINE BANCORP INC DEL      COM              11373M10       321    33841 SH      SHARED                 33841                  
D BROOKLINE BANCORP INC DEL      COM              11373M10        18     1979 SH      SHARED      02          1604               375
D BROOKLINE BANCORP INC DEL      COM              11373M10       315    33200 SH      SHARED      10         33200                  
D BROOKLINE BANCORP INC DEL      COM              11373M10        16     1724 SH      SHARED      21          1724                  
D BROOKLYN FEDERAL BANCORP INC   COM              11403910         9      827 SH      SHARED                   827                  
D BROOKLYN FEDERAL BANCORP INC   COM              11403910         0       86 SH      SHARED      02            86                  
D BROOKS AUTOMATION INC          COM              11434010        22     4804 SH      SHARED                  4804                  
D BROOKS AUTOMATION INC          COM              11434010        29     6293 SH      SHARED      02          6293                  
D BROOKS AUTOMATION INC          COM              11434010        46    10100 SH      SHARED      10         10100                  
D BROWN & BROWN INC              COM              11523610       476    25210 SH      SHARED                 25210                  
D BROWN & BROWN INC              COM              11523610       755    39975 SH      SHARED      01          2075             37900
D BROWN & BROWN INC              COM              11523610        17      900 SH      SHR/OTHR    01                             900
D BROWN & BROWN INC              COM              11523610       138     7350 SH      SHARED      02          7350                  
D BROWN FORMAN CORP              CL B             11563720       991    25541 SH      SHARED                 25541                  
D BROWN FORMAN CORP              CL B             11563720      1029    26501 SH      SHARED      01         26501                  
D BROWN FORMAN CORP              CL B             11563720       467    12031 SH      SHARED      02         10250              1781
D BROWN FORMAN CORP              CL B             11563720        18      475 SH      SHARED      04           475                  
D BROWN FORMAN CORP              CL B             11563720       203     5237 SH      SHARED      06          2812              2425
D BROWN FORMAN CORP              CL B             11563720      1697    43728 SH      SHARED      10         43728                  
D BROWN SHOE INC NEW             COM              11573610        97    26012 SH      SHARED                 26012                  
D BROWN SHOE INC NEW             COM              11573610         6     1800 SH      SHARED      01                            1800
D BROWN SHOE INC NEW             COM              11573610       166    44466 SH      SHARED      02         44466                  
D BROWN SHOE INC NEW             COM              11573610        40    10925 SH      SHARED      10         10925                  
D BROWN SHOE INC NEW             COM              11573610       506   135000 SH      SHR/OTHR    23                          135000
D BRUKER CORP                    COM              11679410       203    33049 SH      SHARED                 33049                  
D BRUKER CORP                    COM              11679410        25     4200 SH      SHARED      01          4200                  
D BRUKER CORP                    COM              11679410         8     1458 SH      SHARED      02          1458                  
D BRUNSWICK CORP                 COM              11704310       158    45900 SH      SHARED                 45900                  
D BRUNSWICK CORP                 COM              11704310         6     1800 SH      SHARED      01          1800                  
D BRUNSWICK CORP                 COM              11704310        32     9545 SH      SHARED      02          9395               150
D BRUNSWICK CORP                 COM              11704310       179    51900 SH      SHARED      10         46600              5300
D BRUSH ENGINEERED MATLS INC     COM              11742110       199    14407 SH      SHARED                 14407                  
D BRUSH ENGINEERED MATLS INC     COM              11742110       340    24566 SH      SHARED      02         19166              5400
D BRUSH ENGINEERED MATLS INC     COM              11742110        63     4600 SH      SHARED      10          4600                  
D BRYN MAWR BK CORP              COM              11766510        13      772 SH      SHARED                   772                  
D BRYN MAWR BK CORP              COM              11766510         2      154 SH      SHARED      02           154                  
D BSQUARE CORP                   COM NEW          11776U30         0      275 SH      SHARED                   275                  
D BSQUARE CORP                   COM NEW          11776U30         0      100 SH      SHARED      02           100                  
D BUCKEYE GP HOLDINGS LP         COM UNITS LP     11816710     11722   728999 SH      SHARED                728999                  
D BUCKEYE GP HOLDINGS LP         COM UNITS LP     11816710       956    59500 SH      SHARED      02                           59500
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010      1074    30128 SH      SHARED                 30128                  
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   11823010      2474    69385 SH      SHARED      02                           69385
D BUCKEYE TECHNOLOGIES INC       COM              11825510        29    13900 SH      SHARED                 13900                  
D BUCKEYE TECHNOLOGIES INC       COM              11825510        13     6376 SH      SHARED      02          6376                  
D BUCKEYE TECHNOLOGIES INC       COM              11825510        15     7500 SH      SHARED      10          7500                  
D BUCKLE INC                     COM              11844010      1492    46741 SH      SHARED                 46741                  
D BUCKLE INC                     COM              11844010        54     1700 SH      SHARED      01          1700                  
D BUCKLE INC                     COM              11844010       147     4608 SH      SHARED      02          4608                  
D BUCKLE INC                     COM              11844010      3205   100400 SH      SHARED      10         77950             22450
D BUCYRUS INTL INC NEW           COM              11875910      3956   260656 SH      SHARED                260656                  
D BUCYRUS INTL INC NEW           COM              11875910       365    24100 SH      SHARED      01                           24100
D BUCYRUS INTL INC NEW           COM              11875910       532    35095 SH      SHARED      02         34287               808
D BUCYRUS INTL INC NEW           COM              11875910       256    16900 SH      SHARED      10         16900                  
D BUCYRUS INTL INC NEW           COM              11875910        18     1238 SH      SHARED      21                            1238
D BUFFALO WILD WINGS INC         COM              11984810      1188    32484 SH      SHARED                 32484                  
D BUFFALO WILD WINGS INC         COM              11984810        25      700 SH      SHARED      01           700                  
D BUFFALO WILD WINGS INC         COM              11984810        20      549 SH      SHARED      02           493                56
D BUFFALO WILD WINGS INC         COM              11984810      5760   157490 SH      SHARED      10        157490                  
D BUILD A BEAR WORKSHOP          COM              12007610        43     7100 SH      SHARED                  7100                  
D BUILD A BEAR WORKSHOP          COM              12007610         9     1606 SH      SHARED      02          1606                  
D BUILD A BEAR WORKSHOP          COM              12007610        35     5900 SH      SHARED      10          5900                  
D BUILDERS FIRSTSOURCE INC       COM              12008R10        14     7413 SH      SHARED                  7413                  
D BUILDERS FIRSTSOURCE INC       COM              12008R10         2     1265 SH      SHARED      02           465               800
D BURGER KING HLDGS INC          COM              12120820      2546   110939 SH      SHARED                110939                  
D BURGER KING HLDGS INC          COM              12120820       739    32221 SH      SHARED      02          1196             31025
D BURGER KING HLDGS INC          COM              12120820      3000   130754 SH      SHARED      04        130754                  
D BURGER KING HLDGS INC          COM              12120820      8438   367700 SH      SHARED      10        367700                  
D BURGER KING HLDGS INC          COM              12120820        16      709 SH      SHARED      21           709                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       165     2745 SH      SHARED                  1091              1654
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     10253   170460 SH      SHARED                162710              7750
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     13199   219437 SH      SHARED      01        171494             47943
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1345    22362 SH      SHR/OTHR    01                           22362
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1104    18364 SH      SHARED      02         12706              5658
D BURLINGTON NORTHN SANTA FE C   COM              12189T10         5       97 SH      SHARED      04                              97
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     12291   204350 SH      SHARED      04        204350                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10        11      190 SH      SHARED      05           190                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1319    21930 SH      SHARED      06         11500             10430
D BURLINGTON NORTHN SANTA FE C   COM              12189T10     35477   589815 SH      SHARED      10        587760              2055
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       838    13932 SH      SHARED      19                           13932
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      1540    25604 SH      SHARED      20         21932       45     3627
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       452     7530 SH      SHR/OTHR    20                            7530
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       386     6419 SH      SHARED      21          6419                  
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       573     9533 SH      SHR/OTHR    21                            9533
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       251     4175 SH      SHARED      22          2325              1850
D BURLINGTON NORTHN SANTA FE C   COM              12189T10       102     1700 SH      SHR/OTHR    22                            1700
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      5365    89195 SH      SHARED      23         16845             72350
D BURLINGTON NORTHN SANTA FE C   COM              12189T10      6910   114892 SH      SHR/OTHR    23                          114892
D BWAY HOLDING COMPANY           COM              12429T10         4      619 SH      SHARED                   619                  
D BWAY HOLDING COMPANY           COM              12429T10        46     5900 SH      SHARED      01          1100              4800
D BWAY HOLDING COMPANY           COM              12429T10         1      195 SH      SHARED      02           195                  
D BWAY HOLDING COMPANY           COM              12429T10       202    25700 SH      SHARED      10         25700                  
D C & F FINL CORP                COM              12466Q10         1       83 SH      SHARED                    83                  
D C&D TECHNOLOGIES INC           COM              12466110         7     4035 SH      SHARED                  4035                  
D C&D TECHNOLOGIES INC           COM              12466110         2     1450 SH      SHARED      02          1450                  
D CAE INC                        COM              12476510       383    62794 SH      SHARED                 62794                  
D CAE INC                        COM              12476510         4      700 SH      SHARED      01           700                  
D CAE INC                        COM              12476510      3903   639919 SH      SHARED      10        639919                  
D CAS MED SYS INC                COM PAR $0.004   12476920         0      238 SH      SHARED                   238                  
D CAI INTERNATIONAL INC          COM              12477X10       107    37854 SH      SHARED                 37854                  
D CAI INTERNATIONAL INC          COM              12477X10         0      168 SH      SHARED      02           168                  
D CBIZ INC                       NOTE  3.125% 6/0 124805AB      1513  1750000 PRN     SHARED               1750000                  
D CBIZ INC                       COM              12480510       460    66024 SH      SHARED                 66024                  
D CBIZ INC                       COM              12480510        19     2770 SH      SHARED      02          2770                  
D CBL & ASSOC PPTYS INC          COM              12483010       101    42799 SH      SHARED                 42799                  
D CBL & ASSOC PPTYS INC          COM              12483010        46    19830 SH      SHARED      02         19130               700
D CBL & ASSOC PPTYS INC          COM              12483010        62    26500 SH      SHARED      10         26500                  
D CBL & ASSOC PPTYS INC          COM              12483010      1052   446168 SH      SHARED      11                          446168
D CBS CORP NEW                   CL A             12485710         0      135 SH      SHARED      01           135                  
D CBS CORP NEW                   CL A             12485710         2      750 SH      SHARED      02                             750
D CBS CORP NEW                   CL B             12485720      3856  1004400 SH      SHARED               1004400                  
D CBS CORP NEW                   CL B             12485720       662   172458 SH      SHARED      01        172258               200
D CBS CORP NEW                   CL B             12485720       843   219714 SH      SHARED      02        216516              3198
D CBS CORP NEW                   CL B             12485720        17     4500 SH      SHARED      04          4500                  
D CBS CORP NEW                   CL B             12485720         0      235 SH      SHARED      05           235                  
D CBS CORP NEW                   CL B             12485720       626   163230 SH      SHARED      06        143775             19455
D CBS CORP NEW                   CL B             12485720     11565  3011940 SH      SHARED      10       2874040            137900
D CBS CORP NEW                   CL B             12485720         0      150 SH      SHARED      20                             150
D CBS CORP NEW                   CL B             12485720         1      340 SH      SHARED      21                             340
D CBS CORP NEW                   CL B             12485720         1      500 SH      SHARED      23                             500
D CBS CORP NEW                   CL B             12485720        34     9058 SH      SHR/OTHR    23                            9058
D CCF HLDG CO                    COM              12487X10         0       79 SH      SHARED                    79                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10         1      450 SH      SHARED                   450                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10      1135   281670 SH      SHARED                281670                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        33     8325 SH      SHARED      01          3100              5225
D CB RICHARD ELLIS GROUP INC     CL A             12497T10       509   126350 SH      SHARED      02         31350             95000
D CB RICHARD ELLIS GROUP INC     CL A             12497T10        47    11800 SH      SHARED      06          5800              6000
D CB RICHARD ELLIS GROUP INC     CL A             12497T10       276    68528 SH      SHARED      10         68528                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10         1      400 SH      SHARED      20           400                  
D CB RICHARD ELLIS GROUP INC     CL A             12497T10         1      468 SH      SHARED      23           468                  
D C D I CORP                     COM              12507110        13     1348 SH      SHARED                  1348                  
D C D I CORP                     COM              12507110        21     2164 SH      SHARED      02          2164                  
D C D I CORP                     COM              12507110        27     2800 SH      SHARED      10          2800                  
D CEC ENTMT INC                  COM              12513710      1368    52891 SH      SHARED                 52891                  
D CEC ENTMT INC                  COM              12513710        49     1900 SH      SHARED      01          1900                  
D CEC ENTMT INC                  COM              12513710       333    12869 SH      SHARED      02         12869                  
D CEC ENTMT INC                  COM              12513710      3497   135150 SH      SHARED      10        119950             15200
D CECO ENVIRONMENTAL CORP        COM              12514110         0      260 SH      SHARED                   260                  
D CE FRANKLIN LTD                COM              12515110         0       40 SH      SHARED                    40                  
D CFS BANCORP INC                COM              12525D10         1      261 SH      SHARED                   261                  
D CF INDS HLDGS INC              COM              12526910      7941   111642 SH      SHARED                111642                  
D CF INDS HLDGS INC              COM              12526910      1370    19268 SH      SHARED      01         19268                  
D CF INDS HLDGS INC              COM              12526910       643     9040 SH      SHR/OTHR    01                            9040
D CF INDS HLDGS INC              COM              12526910       734    10328 SH      SHARED      02         10328                  
D CF INDS HLDGS INC              COM              12526910        21      300 SH      SHARED      04           300                  
D CF INDS HLDGS INC              COM              12526910      1796    25250 SH      SHARED      06          5800             19450
D CF INDS HLDGS INC              COM              12526910     37547   527873 SH      SHARED      10        522973              4900
D CH ENERGY GROUP INC            COM              12541M10       226     4824 SH      SHARED                  4824                  
D CH ENERGY GROUP INC            COM              12541M10        79     1700 SH      SHARED      01          1700                  
D CH ENERGY GROUP INC            COM              12541M10       248     5288 SH      SHARED      02          5288                  
D CH ENERGY GROUP INC            COM              12541M10       248     5300 SH      SHARED      10          5300                  
D CH ENERGY GROUP INC            COM              12541M10        46     1000 SH      SHARED      23                            1000
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      4112    90174 SH      SHARED                 90174                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      2897    63520 SH      SHARED      01         63520                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20       182     4000 SH      SHR/OTHR    01                            4000
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      1243    27270 SH      SHARED      02         17935              9335
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20         5      120 SH      SHARED      05           120                  
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20       549    12050 SH      SHARED      06          6100              5950
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20      4656   102090 SH      SHARED      10         99390              2700
D C H ROBINSON WORLDWIDE INC     COM NEW          12541W20        19      426 SH      SHARED      21                             426
D CIGNA CORP                     COM              12550910     16125   916752 SH      SHARED                916752                  
D CIGNA CORP                     COM              12550910      1541    87649 SH      SHARED      01         86497              1152
D CIGNA CORP                     COM              12550910      2172   123530 SH      SHARED      02        119915              3615
D CIGNA CORP                     COM              12550910        73     4180 SH      SHARED      04          4180                  
D CIGNA CORP                     COM              12550910         3      180 SH      SHARED      05           180                  
D CIGNA CORP                     COM              12550910       351    19958 SH      SHARED      06         10928              9030
D CIGNA CORP                     COM              12550910      2611   148465 SH      SHARED      10        148465                  
D CIGNA CORP                     COM              12550910       311    17694 SH      SHARED      23         17694                  
D CIGNA CORP                     COM              12550910       158     9000 SH      SHR/OTHR    23                            9000
D CIT GROUP INC                  COM              12558110      2303   808129 SH      SHARED                808129                  
D CIT GROUP INC                  COM              12558110        14     5100 SH      SHARED      01          5100                  
D CIT GROUP INC                  COM              12558110       231    81396 SH      SHARED      02         25560             55836
D CIT GROUP INC                  COM              12558110        36    12800 SH      SHARED      06          1800             11000
D CIT GROUP INC                  COM              12558110       384   134892 SH      SHARED      10        134892                  
D CIT GROUP INC                  8.75%PFD SER C   12558160        54   300000 PRN     SHARED                300000                  
D CIT GROUP INC                  8.75%PFD SER C   12558160         5    30000 PRN     SHARED      02         30000                  
D CIT GROUP INC                  8.75%PFD SER C   12558160        40   225000 PRN     SHARED      10        225000                  
D CKE RESTAURANTS INC            COM              12561E10       915   108940 SH      SHARED                108940                  
D CKE RESTAURANTS INC            COM              12561E10        13     1549 SH      SHARED      02          1549                  
D CKE RESTAURANTS INC            COM              12561E10        65     7800 SH      SHARED      10          7800                  
D CLECO CORP NEW                 COM              12561W10       117     5405 SH      SHARED                  5405                  
D CLECO CORP NEW                 COM              12561W10        88     4100 SH      SHARED      01          4100                  
D CLECO CORP NEW                 COM              12561W10       677    31248 SH      SHARED      02         31108               140
D CLECO CORP NEW                 COM              12561W10      1082    49900 SH      SHARED      10         49900                  
D CLECO CORP NEW                 COM              12561W10        86     4000 SH      SHR/OTHR    23                            4000
D CKX INC                        COM              12562M10       286    69938 SH      SHARED                 69938                  
D CKX INC                        COM              12562M10        28     7000 SH      SHARED      01                            7000
D CKX INC                        COM              12562M10         5     1374 SH      SHARED      02          1374                  
D CME GROUP INC                  COM              12572Q10     37263   151239 SH      SHARED                148939              2300
D CME GROUP INC                  COM              12572Q10      4573    18560 SH      SHARED      01         18560                  
D CME GROUP INC                  COM              12572Q10      1901     7718 SH      SHARED      02          7417               301
D CME GROUP INC                  COM              12572Q10     30510   123830 SH      SHARED      04        123830                  
D CME GROUP INC                  COM              12572Q10      2471    10030 SH      SHARED      05         10030                  
D CME GROUP INC                  COM              12572Q10      1165     4731 SH      SHARED      06          2606              2125
D CME GROUP INC                  COM              12572Q10     44029   178699 SH      SHARED      10        174899              3800
D CME GROUP INC                  COM              12572Q10         8       33 SH      SHARED      21            33                  
D CME GROUP INC                  COM              12572Q10      4929    20008 SH      SHARED      23                           20008
D CME GROUP INC                  COM              12572Q10       275     1120 SH      SHR/OTHR    23                            1120
D CMS ENERGY CORP                COM              12589610     15741  1329502 SH      SHARED               1329502                  
D CMS ENERGY CORP                COM              12589610       169    14350 SH      SHARED      01         14350                  
D CMS ENERGY CORP                COM              12589610       732    61859 SH      SHARED      02         52613              9246
D CMS ENERGY CORP                COM              12589610       146    12400 SH      SHARED      06          8700              3700
D CMS ENERGY CORP                COM              12589610      1552   131163 SH      SHARED      10        131163                  
D CMS ENERGY CORP                COM              12589610        59     5000 SH      SHR/OTHR    23                            5000
D CPI CORP                       COM              12590210        22     3065 SH      SHARED                  3065                  
D CPI CORP                       COM              12590210        14     1896 SH      SHARED      02           396              1500
D CSS INDS INC                   COM              12590610        92     5442 SH      SHARED                  5442                  
D CSS INDS INC                   COM              12590610       236    13911 SH      SHARED      01         13911                  
D CSS INDS INC                   COM              12590610         3      182 SH      SHARED      02           182                  
D CTI INDUSTRIES CORP            COM NEW          12596130         0       48 SH      SHARED                    48                  
D CNA FINL CORP                  COM              12611710       343    37474 SH      SHARED                 37474                  
D CNA FINL CORP                  COM              12611710        23     2549 SH      SHARED      01          2549                  
D CNA FINL CORP                  COM              12611710       164    17920 SH      SHARED      02         17920                  
D CNA FINL CORP                  COM              12611710      1080   117920 SH      SHARED      10        117920                  
D CNA SURETY CORP                COM              12612L10         3      200 SH      SHARED                   200                  
D CNA SURETY CORP                COM              12612L10         7      400 SH      SHARED      01           400                  
D CNA SURETY CORP                COM              12612L10       115     6237 SH      SHARED      02          6237                  
D CNA SURETY CORP                COM              12612L10       352    19100 SH      SHARED      10         19100                  
D CNB FINL CORP PA               COM              12612810         2      223 SH      SHARED                   223                  
D CNOOC LTD                      SPONSORED ADR    12613210       905     9000 SH      SHARED                                    9000
D CNOOC LTD                      SPONSORED ADR    12613210      1205    11983 SH      SHARED                 11983                  
D CNOOC LTD                      SPONSORED ADR    12613210        85      850 SH      SHARED      01           850                  
D CNOOC LTD                      SPONSORED ADR    12613210       241     2400 SH      SHARED      02           900              1500
D CNOOC LTD                      SPONSORED ADR    12613210       145     1450 SH      SHARED      04          1450                  
D CNOOC LTD                      SPONSORED ADR    12613210     17827   177211 SH      SHARED      10        133661             43550
D CNOOC LTD                      SPONSORED ADR    12613210        83      830 SH      SHARED      15                             830
D CNOOC LTD                      SPONSORED ADR    12613210         5       56 SH      SHARED      21            56                  
D CNOOC LTD                      SPONSORED ADR    12613210       115     1150 SH      SHARED      24          1150                  
D CPFL ENERGIA S A               SPONSORED ADR    12615310        52     1292 SH      SHARED                  1292                  
D CP HOLDRS                      DEP RCPTS  CP    12616K10        14      200 SH      SHR/OTHR    23                             200
D CNX GAS CORP                   COM              12618H30        20      846 SH      SHARED                   846                  
D CNX GAS CORP                   COM              12618H30       374    15801 SH      SHARED      02         15801                  
D CNX GAS CORP                   COM              12618H30       248    10500 SH      SHARED      10         10500                  
D CPI INTERNATIONAL INC          COM              12618M10         2      217 SH      SHARED      02           217                  
D CRA INTL INC                   COM              12618T10       330    17508 SH      SHARED                 17508                  
D CRA INTL INC                   COM              12618T10         5      288 SH      SHARED      02           288                  
D CRH PLC                        ADR              12626K20       843    38800 SH      SHARED                 38800                  
D CRH PLC                        ADR              12626K20        20      956 SH      SHARED      02           900                56
D CSG SYS INTL INC               COM              12634910       545    38194 SH      SHARED                 38194                  
D CSG SYS INTL INC               COM              12634910        42     3000 SH      SHARED      01          3000                  
D CSG SYS INTL INC               COM              12634910       297    20815 SH      SHARED      02         20815                  
D CSG SYS INTL INC               COM              12634910      1279    89600 SH      SHARED      10         80500              9100
D CSP INC                        COM              12638910         0       94 SH      SHARED                    94                  
D CSX CORP                       COM              12640810      1548    59900 SH      SHARED                                   59900
D CSX CORP                       COM              12640810     17456   675304 SH      SHARED                659116             16188
D CSX CORP                       COM              12640810      3408   131850 SH      SHARED      01        119850             12000
D CSX CORP                       COM              12640810      3107   120210 SH      SHARED      02        116719              3491
D CSX CORP                       COM              12640810     65161  2520770 SH      SHARED      04       2520770                  
D CSX CORP                       COM              12640810         5      230 SH      SHARED      05           230                  
D CSX CORP                       COM              12640810       757    29300 SH      SHARED      06         15800             13500
D CSX CORP                       COM              12640810     36676  1418814 SH      SHARED      10       1131914            286900
D CSX CORP                       COM              12640810       129     5000 SH      SHARED      15                            5000
D CSX CORP                       COM              12640810      2585   100000 SH      SHARED      19                          100000
D CSX CORP                       COM              12640810       259    10032 SH      SHARED      23         10032                  
D CSX CORP                       COM              12640810       439    17000 SH      SHR/OTHR    23                           17000
D CSX CORP                       COM              12640810       188     7300 SH      SHARED      24          7300                  
D CTC MEDIA INC                  COM              12642X10       120    26492 SH      SHARED                 26492                  
D CTC MEDIA INC                  COM              12642X10       117    25800 SH      SHARED      01         25800                  
D CTC MEDIA INC                  COM              12642X10         1      321 SH      SHARED      02           321                  
D CTC MEDIA INC                  COM              12642X10      5797  1271308 SH      SHARED      04       1271308                  
D CTC MEDIA INC                  COM              12642X10       912   200000 SH      SHARED      06                          200000
D CTS CORP                       COM              12650110         9     2621 SH      SHARED                  2621                  
D CTS CORP                       COM              12650110        40    11285 SH      SHARED      02         11285                  
D CTS CORP                       COM              12650110        47    13200 SH      SHARED      10         13200                  
D CVB FINL CORP                  COM              12660010       234    35423 SH      SHARED                 35423                  
D CVB FINL CORP                  COM              12660010        86    13004 SH      SHARED      01         13004                  
D CVB FINL CORP                  COM              12660010       106    16096 SH      SHARED      02         16096                  
D CVB FINL CORP                  COM              12660010       368    55600 SH      SHARED      10         55600                  
D CVR ENERGY INC                 COM              12662P10        16     2986 SH      SHARED                  2986                  
D CVR ENERGY INC                 COM              12662P10         3      608 SH      SHARED      02           608                  
D CVS CAREMARK CORPORATION       COM              12665010      3976   144669 SH      SHARED                 17869            126800
D CVS CAREMARK CORPORATION       COM              12665010     21985   799759 SH      SHARED                794759              5000
D CVS CAREMARK CORPORATION       COM              12665010     14586   530621 SH      SHARED      01        510456             20165
D CVS CAREMARK CORPORATION       COM              12665010     12393   450849 SH      SHR/OTHR    01                          450849
D CVS CAREMARK CORPORATION       COM              12665010     33423  1215840 SH      SHARED      02       1195948             19892
D CVS CAREMARK CORPORATION       COM              12665010       129     4707 SH      SHARED      04          1996              2711
D CVS CAREMARK CORPORATION       COM              12665010     50719  1845028 SH      SHARED      04       1845028                  
D CVS CAREMARK CORPORATION       COM              12665010      1971    71700 SH      SHARED      05         71700                  
D CVS CAREMARK CORPORATION       COM              12665010     28525  1037673 SH      SHARED      06        594697            442976
D CVS CAREMARK CORPORATION       COM              12665010    103932  3780731 SH      SHARED      10       3133331            647400
D CVS CAREMARK CORPORATION       COM              12665010       801    29150 SH      SHARED      15                           29150
D CVS CAREMARK CORPORATION       COM              12665010       371    13500 SH      SHARED      19                           13500
D CVS CAREMARK CORPORATION       COM              12665010        75     2736 SH      SHARED      20          1484              1252
D CVS CAREMARK CORPORATION       COM              12665010        27     1002 SH      SHARED      21          1002                  
D CVS CAREMARK CORPORATION       COM              12665010        11      420 SH      SHR/OTHR    21                             420
D CVS CAREMARK CORPORATION       COM              12665010       255     9305 SH      SHARED      22          4634              4671
D CVS CAREMARK CORPORATION       COM              12665010         9      343 SH      SHR/OTHR    22                             343
D CVS CAREMARK CORPORATION       COM              12665010       867    31572 SH      SHARED      23         21511             10061
D CVS CAREMARK CORPORATION       COM              12665010      3170   115327 SH      SHR/OTHR    23                          115327
D CVS CAREMARK CORPORATION       COM              12665010       445    16200 SH      SHARED      24         16200                  
D CV THERAPEUTICS INC            NOTE  2.000% 5/1 126667AD      3467  3549000 PRN     SHARED      02       3549000                  
D CV THERAPEUTICS INC            COM              12666710      1508    75867 SH      SHARED                 75867                  
D CV THERAPEUTICS INC            COM              12666710        55     2800 SH      SHARED      01          2800                  
D CV THERAPEUTICS INC            COM              12666710      1064    53555 SH      SHARED      02         53555                  
D CV THERAPEUTICS INC            COM              12666710      1821    91600 SH      SHARED      10         91600                  
D CA INC                         COM              12673P10      8087   459267 SH      SHARED                459267                  
D CA INC                         COM              12673P10      2020   114732 SH      SHARED      01        114732                  
D CA INC                         COM              12673P10       470    26726 SH      SHARED      02         26726                  
D CA INC                         COM              12673P10      3687   209400 SH      SHARED      04        209400                  
D CA INC                         COM              12673P10         5      300 SH      SHARED      05           300                  
D CA INC                         COM              12673P10       613    34840 SH      SHARED      06         22250             12590
D CA INC                         COM              12673P10      2941   167015 SH      SHARED      10        167015                  
D CABELAS INC                    COM              12680430       151    16645 SH      SHARED                 16645                  
D CABELAS INC                    COM              12680430       299    32910 SH      SHARED      02         32010               900
D CABELAS INC                    COM              12680430        44     4900 SH      SHARED      10          4900                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10      4281   330855 SH      SHARED                330855                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       499    38600 SH      SHARED      01         38600                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       267    20664 SH      SHARED      02         11443              9221
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        25     2000 SH      SHARED      04          2000                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        57     4470 SH      SHARED      06          2650              1820
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       257    19920 SH      SHARED      10         19920                  
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10        58     4520 SH      SHARED      21                            4520
D CABLEVISION SYS CORP           CL A NY CABLVS   12686C10       129    10000 SH      SHARED      23                           10000
D CABOT CORP                     COM              12705510      3485   331671 SH      SHARED                331671                  
D CABOT CORP                     COM              12705510       221    21100 SH      SHARED      01                           21100
D CABOT CORP                     COM              12705510       315    29995 SH      SHARED      02         29870               125
D CABOT MICROELECTRONICS CORP    COM              12709P10       466    19417 SH      SHARED                 19417                  
D CABOT MICROELECTRONICS CORP    COM              12709P10        28     1193 SH      SHARED      02           968               225
D CABOT MICROELECTRONICS CORP    COM              12709P10       187     7800 SH      SHARED      10          7800                  
D CABOT OIL & GAS CORP           COM              12709710        33     1407 SH      SHARED                  1407                  
D CABOT OIL & GAS CORP           COM              12709710       581    24650 SH      SHARED      01         24650                  
D CABOT OIL & GAS CORP           COM              12709710       325    13794 SH      SHARED      02         13654               140
D CABOT OIL & GAS CORP           COM              12709710     24291  1030600 SH      SHARED      04       1030600                  
D CABOT OIL & GAS CORP           COM              12709710       124     5300 SH      SHARED      06          2400              2900
D CABOT OIL & GAS CORP           COM              12709710       916    38900 SH      SHARED      10         38900                  
D CACHE INC                      COM NEW          12715030         2      889 SH      SHARED      02           889                  
D CACI INTL INC                  NOTE  2.125% 5/0 127190AD         9    11000 PRN     SHARED      02                           11000
D CACI INTL INC                  CL A             12719030       245     6735 SH      SHARED                  6735                  
D CACI INTL INC                  CL A             12719030       981    26890 SH      SHARED                 26890                  
D CACI INTL INC                  CL A             12719030       654    17940 SH      SHARED      02         17940                  
D CACI INTL INC                  CL A             12719030     12463   341550 SH      SHARED      10        340150              1400
D CACI INTL INC                  CL A             12719030        65     1788 SH      SHARED      21                            1788
D CADBURY PLC                    SPONS ADR        12721E10      3456   114073 SH      SHARED                114073                  
D CADBURY PLC                    SPONS ADR        12721E10        48     1600 SH      SHARED      02           600              1000
D CADBURY PLC                    SPONS ADR        12721E10         9      320 SH      SHARED      21           320                  
D CADBURY PLC                    SPONS ADR        12721E10        48     1600 SH      SHARED      23                            1600
D CADENCE FINL CORP              COM              12738A10         1      373 SH      SHARED                   373                  
D CADENCE PHARMACEUTICALS INC    COM              12738T10       107    11422 SH      SHARED                 11422                  
D CADENCE PHARMACEUTICALS INC    COM              12738T10       313    33428 SH      SHARED      02         26028              7400
D CADENCE DESIGN SYSTEM INC      COM              12738710       868   206852 SH      SHARED                206852                  
D CADENCE DESIGN SYSTEM INC      COM              12738710       342    81500 SH      SHARED      01                           81500
D CADENCE DESIGN SYSTEM INC      COM              12738710         7     1780 SH      SHARED      02          1625               155
D CADIZ INC                      COM NEW          12753720        29     3669 SH      SHARED                  3669                  
D CADIZ INC                      COM NEW          12753720         8     1100 SH      SHARED      01          1100                  
D CADIZ INC                      COM NEW          12753720         2      305 SH      SHARED      02           305                  
D CADIZ INC                      COM NEW          12753720       123    15493 SH      SHARED      10         15493                  
D CAGLES INC                     CL A             12770310         0       47 SH      SHARED                    47                  
D CAL DIVE INTL INC              NOTE  3.250%12/1 127914AB     11232 24000000 PRN     SHARED              24000000                  
D CAL DIVE INTL INC              NOTE  3.250%12/1 127914AB       702  1500000 PRN     SHARED      02       1500000                  
D CAL DIVE INTL INC DEL          COM              12802T10       116    17198 SH      SHARED                 17198                  
D CAL DIVE INTL INC DEL          COM              12802T10        49     7300 SH      SHARED      01          7300                  
D CAL DIVE INTL INC DEL          COM              12802T10        39     5787 SH      SHARED      02          1036              4751
D CAL DIVE INTL INC DEL          COM              12802T10        43     6412 SH      SHARED      10          6412                  
D CAL DIVE INTL INC DEL          COM              12802T10        12     1851 SH      SHARED      21          1851                  
D CAL MAINE FOODS INC            COM NEW          12803020       407    18187 SH      SHARED                 18187                  
D CAL MAINE FOODS INC            COM NEW          12803020       293    13125 SH      SHARED      01         13125                  
D CAL MAINE FOODS INC            COM NEW          12803020       483    21590 SH      SHR/OTHR    01                           21590
D CAL MAINE FOODS INC            COM NEW          12803020        11      497 SH      SHARED      02           497                  
D CAL MAINE FOODS INC            COM NEW          12803020       316    14148 SH      SHARED      10         14148                  
D CALAMOS GBL DYN INCOME FUND    COM              12811L10         5     1000 SH      SHARED      02                            1000
D CALAMOS CONV & HIGH INCOME F   COM SHS          12811P10         1      200 SH      SHARED      02           200                  
D CALAMOS ASSET MGMT INC         CL A             12811R10        50    10545 SH      SHARED                 10545                  
D CALAMOS ASSET MGMT INC         CL A             12811R10         2      623 SH      SHARED      02           623                  
D CALAMOS ASSET MGMT INC         CL A             12811R10        28     6000 SH      SHARED      10          6000                  
D CALAMOS CONV OPP AND INC FD    SH BEN INT       12811710         5      600 SH      SHARED      02                             600
D CALAMOS CONV OPP AND INC FD    SH BEN INT       12811710        27     3165 SH      SHARED      20          3165                  
D CALAMOS STRATEGIC TOTL RETN    COM SH BEN INT   12812510       535    94100 SH      SHARED                 94100                  
D CALAMOS STRATEGIC TOTL RETN    COM SH BEN INT   12812510        38     6798 SH      SHARED      02                            6798
D CALAMP CORP                    COM              12812610         0      616 SH      SHARED                   616                  
D CALAVO GROWERS INC             COM              12824610        15     1300 SH      SHARED                  1300                  
D CALAVO GROWERS INC             COM              12824610         2      238 SH      SHARED      02           238                  
D CALGON CARBON CORP             COM              12960310       477    33670 SH      SHARED                 33670                  
D CALGON CARBON CORP             COM              12960310         7      500 SH      SHARED      01           500                  
D CALGON CARBON CORP             COM              12960310       127     8975 SH      SHARED      02          8075               900
D CALGON CARBON CORP             COM              12960310      3487   246100 SH      SHARED      04        246100                  
D CALGON CARBON CORP             COM              12960310      4591   324000 SH      SHARED      05        324000                  
D CALGON CARBON CORP             COM              12960310       593    41880 SH      SHARED      06                           41880
D CALGON CARBON CORP             COM              12960310       177    12500 SH      SHARED      10         12500                  
D CALIFORNIA MICRO DEVICES COR   COM              13043910         0      199 SH      SHARED                   199                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10       141    10800 SH      SHARED                 10800                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10        17     1300 SH      SHARED      01          1300                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10        56     4346 SH      SHARED      02          4346                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D10       209    16050 SH      SHARED      10         16050                  
D CALIFORNIA WTR SVC GROUP       COM              13078810       171     4100 SH      SHARED                  4100                  
D CALIFORNIA WTR SVC GROUP       COM              13078810       104     2500 SH      SHARED      01          2500                  
D CALIFORNIA WTR SVC GROUP       COM              13078810       169     4059 SH      SHARED      02           659              3400
D CALIFORNIA WTR SVC GROUP       COM              13078810       849    20300 SH      SHARED      10         20300                  
D CALIPER LIFE SCIENCES INC      COM              13087210         1     1746 SH      SHARED      02          1746                  
D CALLAWAY GOLF CO               COM              13119310        78    10908 SH      SHARED                 10908                  
D CALLAWAY GOLF CO               COM              13119310       138    19300 SH      SHARED      01                           19300
D CALLAWAY GOLF CO               COM              13119310         7     1000 SH      SHR/OTHR    01                            1000
D CALLAWAY GOLF CO               COM              13119310        72    10151 SH      SHARED      02         10151                  
D CALLAWAY GOLF CO               COM              13119310       106    14900 SH      SHARED      10         14900                  
D CALLIDUS SOFTWARE INC          COM              13123E50         2      693 SH      SHARED      02           693                  
D CALLON PETE CO DEL             COM              13123X10         0      546 SH      SHARED      02           546                  
D CALLON PETE CO DEL             COM              13123X10         5     4600 SH      SHARED      10          2300              2300
D CALLWAVE INC DEL               COM              13126N10         0      250 SH      SHARED                   250                  
D CALLWAVE INC DEL               COM              13126N10         1     2000 SH      SHARED      02                            2000
D CALPINE CORP                   COM NEW          13134730       204    29977 SH      SHARED                 29977                  
D CALPINE CORP                   COM NEW          13134730       118    17400 SH      SHARED      01         17400                  
D CALPINE CORP                   COM NEW          13134730       549    80662 SH      SHARED      02          2727             77935
D CALPINE CORP                   COM NEW          13134730         2      370 SH      SHARED      21                             370
D CALPINE CORP                   COM NEW          13134730        38     5670 SH      SHARED      23                            5670
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610        86     7898 SH      SHARED                  7898                  
D CALUMET SPECIALTY PRODS PTNR   UT LTD PARTNER   13147610       270    24800 SH      SHARED      02                           24800
D CAMBREX CORP                   COM              13201110       107    47040 SH      SHARED                 47040                  
D CAMBREX CORP                   COM              13201110         5     2603 SH      SHARED      02          2603                  
D CAMBREX CORP                   COM              13201110        18     8300 SH      SHARED      10          8300                  
D CAMCO FINL CORP                COM              13261810         0      188 SH      SHARED                   188                  
D CAMDEN NATL CORP               COM              13303410         8      375 SH      SHARED      02           375                  
D CAMDEN NATL CORP               COM              13303410        41     1800 SH      SHARED      10          1800                  
D CAMDEN PPTY TR                 SH BEN INT       13313110      1332    61750 SH      SHARED                 61750                  
D CAMDEN PPTY TR                 SH BEN INT       13313110        62     2899 SH      SHARED                  2899                  
D CAMDEN PPTY TR                 SH BEN INT       13313110       543    25200 SH      SHARED      01          7100             18100
D CAMDEN PPTY TR                 SH BEN INT       13313110        15      700 SH      SHR/OTHR    01                             700
D CAMDEN PPTY TR                 SH BEN INT       13313110       304    14092 SH      SHARED      02         14092                  
D CAMDEN PPTY TR                 SH BEN INT       13313110      6357   294600 SH      SHARED      10        294100               500
D CAMDEN PPTY TR                 SH BEN INT       13313110     57094  2645700 SH      SHARED      11       1175700           1470000
D CAMECO CORP                    COM              13321L10      1368    79681 SH      SHARED                 74281              5400
D CAMECO CORP                    COM              13321L10        42     2500 SH      SHARED      01           100              2400
D CAMECO CORP                    COM              13321L10       527    30700 SH      SHARED      02         13100             17600
D CAMECO CORP                    COM              13321L10     33943  1976910 SH      SHARED      04       1976910                  
D CAMECO CORP                    COM              13321L10         3      200 SH      SHARED      05           200                  
D CAMECO CORP                    COM              13321L10       158     9250 SH      SHARED      06          7850              1400
D CAMECO CORP                    COM              13321L10      1844   107450 SH      SHARED      10        107450                  
D CAMECO CORP                    COM              13321L10        20     1170 SH      SHARED      21                            1170
D CAMECO CORP                    COM              13321L10        42     2500 SH      SHARED      23          2500                  
D CAMECO CORP                    COM              13321L10        51     3000 SH      SHR/OTHR    23                            3000
D CAMERON INTERNATIONAL CORP     NOTE  2.500% 6/1 13342BAB        16    16000 PRN     SHARED      02                           16000
D CAMERON INTERNATIONAL CORP     COM              13342B10       201     9195 SH      SHARED                  2040              7155
D CAMERON INTERNATIONAL CORP     COM              13342B10      8899   405827 SH      SHARED                367527             38300
D CAMERON INTERNATIONAL CORP     COM              13342B10      8313   379106 SH      SHARED      01        210111            168995
D CAMERON INTERNATIONAL CORP     COM              13342B10      2435   111065 SH      SHR/OTHR    01                          111065
D CAMERON INTERNATIONAL CORP     COM              13342B10       112     5149 SH      SHARED      02          4849               300
D CAMERON INTERNATIONAL CORP     COM              13342B10         9      440 SH      SHARED      04                             440
D CAMERON INTERNATIONAL CORP     COM              13342B10       218     9975 SH      SHARED      04          9975                  
D CAMERON INTERNATIONAL CORP     COM              13342B10         3      180 SH      SHARED      05           180                  
D CAMERON INTERNATIONAL CORP     COM              13342B10       368    16800 SH      SHARED      06         10600              6200
D CAMERON INTERNATIONAL CORP     COM              13342B10     46736  2131170 SH      SHARED      10       2008307            122863
D CAMERON INTERNATIONAL CORP     COM              13342B10      1333    60809 SH      SHARED      19                           60809
D CAMERON INTERNATIONAL CORP     COM              13342B10      1596    72803 SH      SHARED      20         64433      175     8195
D CAMERON INTERNATIONAL CORP     COM              13342B10       369    16840 SH      SHR/OTHR    20                           16840
D CAMERON INTERNATIONAL CORP     COM              13342B10       100     4603 SH      SHARED      21          4603                  
D CAMERON INTERNATIONAL CORP     COM              13342B10        70     3200 SH      SHR/OTHR    21                            3200
D CAMERON INTERNATIONAL CORP     COM              13342B10       671    30638 SH      SHARED      22         25655              4983
D CAMERON INTERNATIONAL CORP     COM              13342B10        94     4315 SH      SHR/OTHR    22                            4315
D CAMERON INTERNATIONAL CORP     COM              13342B10      1184    53998 SH      SHARED      23         48693              5305
D CAMERON INTERNATIONAL CORP     COM              13342B10      2361   107700 SH      SHR/OTHR    23                          107700
D CAMPBELL SOUP CO               COM              13442910      5957   217757 SH      SHARED                217757                  
D CAMPBELL SOUP CO               COM              13442910      2224    81319 SH      SHARED      01         77919              3400
D CAMPBELL SOUP CO               COM              13442910       210     7680 SH      SHARED      02          7180               500
D CAMPBELL SOUP CO               COM              13442910        57     2100 SH      SHARED      04          2100                  
D CAMPBELL SOUP CO               COM              13442910         5      200 SH      SHARED      05           200                  
D CAMPBELL SOUP CO               COM              13442910       476    17430 SH      SHARED      06          9850              7580
D CAMPBELL SOUP CO               COM              13442910      4899   179067 SH      SHARED      10        176067              3000
D CAMPBELL SOUP CO               COM              13442910       109     4000 SH      SHR/OTHR    22                            4000
D CAMPBELL SOUP CO               COM              13442910        87     3200 SH      SHR/OTHR    23                            3200
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       830    22868 SH      SHARED                  3414             19454
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     10006   275523 SH      SHARED                275523                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910         3      100 SH      SHARED      01           100                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910        32      900 SH      SHARED      02           900                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910     44211  1217280 SH      SHARED      04       1217280                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910         7      203 SH      SHARED      05           203                  
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       191     5270 SH      SHARED      06          2950              2320
D CDN IMPERIAL BK OF COMMERCE    COM              13606910       814    22418 SH      SHARED      10         22418                  
D CANADIAN NATL RY CO            COM              13637510       194     5500 SH      SHARED                                    5500
D CANADIAN NATL RY CO            COM              13637510      1585    44713 SH      SHARED                 44713                  
D CANADIAN NATL RY CO            COM              13637510       170     4810 SH      SHARED      01          1610              3200
D CANADIAN NATL RY CO            COM              13637510        74     2100 SH      SHR/OTHR    01                            2100
D CANADIAN NATL RY CO            COM              13637510      1779    50204 SH      SHARED      02         49504               700
D CANADIAN NATL RY CO            COM              13637510      7760   218911 SH      SHARED      04        218911                  
D CANADIAN NATL RY CO            COM              13637510      8590   242341 SH      SHARED      05        242341                  
D CANADIAN NATL RY CO            COM              13637510     12399   349775 SH      SHARED      06        121000            228775
D CANADIAN NATL RY CO            COM              13637510      4312   121656 SH      SHARED      10         94956             26700
D CANADIAN NATL RY CO            COM              13637510       127     3600 SH      SHARED      15                            3600
D CANADIAN NATL RY CO            COM              13637510        24      700 SH      SHARED      24           700                  
D CANADIAN NAT RES LTD           COM              13638510     15994   414803 SH      SHARED                414803                  
D CANADIAN NAT RES LTD           COM              13638510         5      146 SH      SHARED      01           146                  
D CANADIAN NAT RES LTD           COM              13638510        53     1395 SH      SHARED      02          1200               195
D CANADIAN NAT RES LTD           COM              13638510      6123   158800 SH      SHARED      04        158800                  
D CANADIAN NAT RES LTD           COM              13638510        10      275 SH      SHARED      05           275                  
D CANADIAN NAT RES LTD           COM              13638510       329     8550 SH      SHARED      06          4750              3800
D CANADIAN NAT RES LTD           COM              13638510       347     9000 SH      SHARED      10          9000                  
D CANADIAN NAT RES LTD           COM              13638510        19      500 SH      SHARED      21           500                  
D CANADIAN NAT RES LTD           COM              13638510        16      435 SH      SHR/OTHR    23                             435
D CANADIAN PAC RY LTD            COM              13645T10        14      505 SH      SHARED                   505                  
D CANADIAN PAC RY LTD            COM              13645T10       867    29270 SH      SHARED                 29270                  
D CANADIAN PAC RY LTD            COM              13645T10        45     1525 SH      SHARED      01           400              1125
D CANADIAN PAC RY LTD            COM              13645T10        21      730 SH      SHARED      02           300               430
D CANADIAN PAC RY LTD            COM              13645T10     51363  1733500 SH      SHARED      04       1733500                  
D CANADIAN PAC RY LTD            COM              13645T10         4      155 SH      SHARED      05           155                  
D CANADIAN PAC RY LTD            COM              13645T10       330    11150 SH      SHARED      06         10350               800
D CANADIAN PAC RY LTD            COM              13645T10       258     8713 SH      SHARED      10          8713                  
D CANADIAN PAC RY LTD            COM              13645T10       740    25000 SH      SHARED      15                           25000
D CANADIAN PAC RY LTD            COM              13645T10         5      195 SH      SHARED      21                             195
D CANADIAN SOLAR INC             COM              13663510      1190   199154 SH      SHARED                195154              4000
D CANADIAN SOLAR INC             COM              13663510        24     4050 SH      SHARED      02           200              3850
D CANADIAN SOLAR INC             COM              13663510        26     4470 SH      SHARED      04          4470                  
D CANDELA CORP                   COM              13690710         0      601 SH      SHARED                   601                  
D CANDELA CORP                   COM              13690710         0       57 SH      SHARED      02                              57
D CANO PETE INC                  COM              13780110         0      665 SH      SHARED                   665                  
D CANO PETE INC                  COM              13780110         9    21800 SH      SHARED      01         21800                  
D CANO PETE INC                  COM              13780110         0     1240 SH      SHARED      02          1240                  
D CANON INC                      ADR              13800630      2258    77800 SH      SHARED                 77800                  
D CANON INC                      ADR              13800630        13      450 SH      SHARED      01                             450
D CANON INC                      ADR              13800630        44     1547 SH      SHARED      02          1100               447
D CANON INC                      ADR              13800630         2      100 SH      SHR/OTHR    23                             100
D CANTEL MEDICAL CORP            COM              13809810       207    16100 SH      SHARED                 16100                  
D CANTEL MEDICAL CORP            COM              13809810         4      327 SH      SHARED      02           327                  
D CAPE FEAR BK CORP              COM              13938010         0       92 SH      SHARED                    92                  
D CAPELLA EDUCATION COMPANY      COM              13959410       360     6807 SH      SHARED                  6807                  
D CAPELLA EDUCATION COMPANY      COM              13959410        20      394 SH      SHARED      02           394                  
D CAPELLA EDUCATION COMPANY      COM              13959410      4944    93300 SH      SHARED      10         93300                  
D CAPELLA EDUCATION COMPANY      COM              13959410        15      290 SH      SHARED      21                             290
D CAPITAL CITY BK GROUP INC      COM              13967410       266    23218 SH      SHARED                 23218                  
D CAPITAL CITY BK GROUP INC      COM              13967410         3      311 SH      SHARED      02           311                  
D CAPITAL CITY BK GROUP INC      COM              13967410       105     9200 SH      SHARED      10          4600              4600
D CAPITAL BK CORP                COM              13979310         1      293 SH      SHARED                   293                  
D CAPLEASE INC                   COM              14028810         5     2600 SH      SHARED                  2600                  
D CAPLEASE INC                   COM              14028810         2     1163 SH      SHARED      02          1163                  
D CAPLEASE INC                   COM              14028810        79    40300 SH      SHARED      10         29200             11100
D CAPITAL ONE FINL CORP          COM              14040H10       212    17321 SH      SHARED                 17321                  
D CAPITAL ONE FINL CORP          COM              14040H10     10060   821929 SH      SHARED                821929                  
D CAPITAL ONE FINL CORP          COM              14040H10      1473   120374 SH      SHARED      01        120374                  
D CAPITAL ONE FINL CORP          COM              14040H10       522    42696 SH      SHARED      02         42506               190
D CAPITAL ONE FINL CORP          COM              14040H10        18     1500 SH      SHARED      04          1500                  
D CAPITAL ONE FINL CORP          COM              14040H10         2      200 SH      SHARED      05           200                  
D CAPITAL ONE FINL CORP          COM              14040H10       325    26560 SH      SHARED      06         13250             13310
D CAPITAL ONE FINL CORP          COM              14040H10      4057   331464 SH      SHARED      10        331464                  
D CAPITAL ONE FINL CORP          COM              14040H10         0       15 SH      SHR/OTHR    23                              15
D CAPITAL SR LIVING CORP         COM              14047510         3     1540 SH      SHARED                  1540                  
D CAPITAL SR LIVING CORP         COM              14047510         1      518 SH      SHARED      02           518                  
D CAPITAL SOUTHWEST CORP         COM              14050110       130     1712 SH      SHARED                  1712                  
D CAPITAL SOUTHWEST CORP         COM              14050110         5       70 SH      SHARED      02            70                  
D CAPITAL TRUST INC MD           CL A NEW         14052H50         7     7132 SH      SHARED                  7132                  
D CAPITAL TRUST INC MD           CL A NEW         14052H50         2     1836 SH      SHARED      02          1836                  
D CAPITOL ACQUISITION CORP DEL   COM              14055E10      1372   144750 SH      SHARED                144750                  
D CAPITOL ACQUISITION CORP DEL   *W EXP 11/08/201 14055E11         8   110245 SH      SHARED                110245                  
D CAPITALSOURCE INC              COM              14055X10      4212  3452591 SH      SHARED               3452591                  
D CAPITALSOURCE INC              COM              14055X10         1     1400 SH      SHARED      01          1400                  
D CAPITALSOURCE INC              COM              14055X10        82    67307 SH      SHARED      02         66307              1000
D CAPITALSOUTH BANCORP           COM              14056A10         0      106 SH      SHARED                   106                  
D CAPITOL BANCORP LTD            COM              14056D10        14     3466 SH      SHARED                  3466                  
D CAPITOL BANCORP LTD            COM              14056D10         1      374 SH      SHARED      02           374                  
D CAPITOL FED FINL               COM              14057C10       237     6275 SH      SHARED                  6275                  
D CAPITOL FED FINL               COM              14057C10         3      100 SH      SHARED      01           100                  
D CAPITOL FED FINL               COM              14057C10         9      251 SH      SHARED      02           251                  
D CAPITOL FED FINL               COM              14057C10       472    12500 SH      SHARED      04         12500                  
D CAPITOL FED FINL               COM              14057C10       569    15067 SH      SHARED      10         15067                  
D CAPSTONE TURBINE CORP          COM              14067D10        46    65202 SH      SHARED                 65202                  
D CAPSTONE TURBINE CORP          COM              14067D10         3     4711 SH      SHARED      02          4536               175
D CAPSTEAD MTG CORP              PFD B CV $1.26   14067E30        55     4200 SH      SHARED      23                            4200
D CAPSTEAD MTG CORP              COM NO PAR       14067E50      1548   144159 SH      SHARED                144159                  
D CAPSTEAD MTG CORP              COM NO PAR       14067E50       210    19604 SH      SHARED      02         18104              1500
D CAPSTEAD MTG CORP              COM NO PAR       14067E50       183    17100 SH      SHARED      10         17100                  
D CAPSTEAD MTG CORP              COM NO PAR       14067E50      1284   119600 SH      SHARED      11                          119600
D CARACO PHARMACEUTICAL LABS L   COM              14075T10        61    17408 SH      SHARED                 17408                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10         6     1800 SH      SHARED      01          1800                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10         1      290 SH      SHARED      02           290                  
D CARACO PHARMACEUTICAL LABS L   COM              14075T10       171    48800 SH      SHARED      10         48800                  
D CARBO CERAMICS INC             COM              14078110       849    29872 SH      SHARED                 29872                  
D CARBO CERAMICS INC             COM              14078110         5      200 SH      SHARED      01           200                  
D CARBO CERAMICS INC             COM              14078110        54     1928 SH      SHARED      02          1928                  
D CARBO CERAMICS INC             COM              14078110      6384   224500 SH      SHARED      10        224500                  
D CARBO CERAMICS INC             COM              14078110         4      163 SH      SHARED      21                             163
D CARAUSTAR INDS INC             COM              14090910         0      758 SH      SHARED                   758                  
D CARDERO RES CORP               COM              14140U10       404   343220 SH      SHARED                343220                  
D CARDIAC SCIENCE CORP           COM              14141A10        90    29916 SH      SHARED                 29916                  
D CARDIAC SCIENCE CORP           COM              14141A10         1      607 SH      SHARED      02           607                  
D CARDICA INC                    COM              14141R10         1      398 SH      SHARED                   398                  
D CARDINAL FINL CORP             COM              14149F10        77    13578 SH      SHARED                 13578                  
D CARDINAL FINL CORP             COM              14149F10        69    12100 SH      SHARED      01                           12100
D CARDINAL FINL CORP             COM              14149F10         3      561 SH      SHARED      02           561                  
D CARDINAL HEALTH INC            COM              14149Y10     15357   487842 SH      SHARED                487842                  
D CARDINAL HEALTH INC            COM              14149Y10      2950    93727 SH      SHARED      01         93727                  
D CARDINAL HEALTH INC            COM              14149Y10      1027    32630 SH      SHARED      02         31583              1047
D CARDINAL HEALTH INC            COM              14149Y10       122     3900 SH      SHARED      04          3900                  
D CARDINAL HEALTH INC            COM              14149Y10         5      190 SH      SHARED      05           190                  
D CARDINAL HEALTH INC            COM              14149Y10      1256    39920 SH      SHARED      06         28200             11720
D CARDINAL HEALTH INC            COM              14149Y10      6884   218703 SH      SHARED      10        218703                  
D CARDINAL HEALTH INC            COM              14149Y10        57     1825 SH      SHARED      20          1725               100
D CARDINAL HEALTH INC            COM              14149Y10         8      280 SH      SHARED      21                             280
D CARDINAL HEALTH INC            COM              14149Y10         6      200 SH      SHARED      23           200                  
D CARDINAL HEALTH INC            COM              14149Y10        31     1009 SH      SHR/OTHR    23                            1009
D CARDIONET INC                  COM              14159L10        14      512 SH      SHARED                   512                  
D CARDIONET INC                  COM              14159L10         3      117 SH      SHARED      02           117                  
D CARDIOME PHARMA CORP           COM NEW          14159U20         5     1822 SH      SHARED      02           822              1000
D CARDIOME PHARMA CORP           COM NEW          14159U20       140    47850 SH      SHARED      04         47850                  
D CARDIOME PHARMA CORP           COM NEW          14159U20       236    80600 SH      SHARED      10         80600                  
D CARDIODYNAMICS INTL CORP       COM NEW          14159730         0      156 SH      SHARED                   156                  
D CARDIODYNAMICS INTL CORP       COM NEW          14159730         0        1 SH      SHARED      02             1                  
D CARDTRONICS INC                COM              14161H10       326   184431 SH      SHARED                184431                  
D CARDTRONICS INC                COM              14161H10         0      314 SH      SHARED      02           314                  
D CARDIOVASCULAR SYS INC DEL     COM              14161910         0       40 SH      SHARED                    40                  
D CARE INVESTMENT TRUST INC      COM              14165710       108    19799 SH      SHARED                 19799                  
D CARE INVESTMENT TRUST INC      COM              14165710         1      308 SH      SHARED      02           308                  
D CAREER EDUCATION CORP          COM              14166510      1970    82243 SH      SHARED                 82243                  
D CAREER EDUCATION CORP          COM              14166510       714    29825 SH      SHARED      01          4125             25700
D CAREER EDUCATION CORP          COM              14166510        70     2926 SH      SHARED      02          2926                  
D CAREER EDUCATION CORP          COM              14166510       134     5600 SH      SHARED      06          5600                  
D CARDIUM THERAPEUTICS INC       COM              14191610         1      923 SH      SHARED                   923                  
D CARDIUM THERAPEUTICS INC       COM              14191610         6     4000 SH      SHARED      02                            4000
D CARIBOU COFFEE INC             COM              14204220         0      198 SH      SHARED                   198                  
D CARLISLE COS INC               COM              14233910       266    13573 SH      SHARED                 13573                  
D CARLISLE COS INC               COM              14233910       433    22100 SH      SHARED      01          2500             19600
D CARLISLE COS INC               COM              14233910       822    41919 SH      SHARED      02         38621              3298
D CARLISLE COS INC               COM              14233910       227    11600 SH      SHARED      10         11600                  
D CARLISLE COS INC               COM              14233910        25     1300 SH      SHARED      20          1300                  
D CARMAX INC                     COM              14313010      3461   278241 SH      SHARED                278241                  
D CARMAX INC                     COM              14313010      1549   124567 SH      SHARED      01         50567             74000
D CARMAX INC                     COM              14313010       346    27866 SH      SHARED      02         17220             10646
D CARMAX INC                     COM              14313010      1492   120000 SH      SHARED      04        120000                  
D CARMAX INC                     COM              14313010        16     1340 SH      SHARED      06           300              1040
D CARMIKE CINEMAS INC            COM              14343640         4     1558 SH      SHARED                  1558                  
D CARNIVAL PLC                   ADR              14365C10         9      400 SH      SHARED                   400                  
D CARNIVAL PLC                   ADR              14365C10         9      400 SH      SHARED      02           400                  
D CARNIVAL CORP                  DBCV  2.000% 4/1 143658AN      2028  2200000 PRN     SHARED      06       2200000                  
D CARNIVAL CORP                  DBCV         4/2 143658AV      1938  3000000 PRN     SHARED      06       3000000                  
D CARNIVAL CORP                  PAIRED CTF       14365830         5      242 SH      SHARED                   242                  
D CARNIVAL CORP                  PAIRED CTF       14365830     24640  1140786 SH      SHARED               1140786                  
D CARNIVAL CORP                  PAIRED CTF       14365830      2283   105700 SH      SHARED      01        105700                  
D CARNIVAL CORP                  PAIRED CTF       14365830      5870   271791 SH      SHARED      02        266438              5353
D CARNIVAL CORP                  PAIRED CTF       14365830     10820   500951 SH      SHARED      04        500951                  
D CARNIVAL CORP                  PAIRED CTF       14365830         5      240 SH      SHARED      05           240                  
D CARNIVAL CORP                  PAIRED CTF       14365830       987    45730 SH      SHARED      06         31650             14080
D CARNIVAL CORP                  PAIRED CTF       14365830     46898  2171238 SH      SHARED      10       2150338             20900
D CARNIVAL CORP                  PAIRED CTF       14365830         7      325 SH      SHARED      21           325                  
D CARNIVAL CORP                  PAIRED CTF       14365830        54     2500 SH      SHR/OTHR    23                            2500
D CARRIAGE SVCS INC              COM              14390510         0      473 SH      SHARED                   473                  
D CARPENTER TECHNOLOGY CORP      COM              14428510      1774   125689 SH      SHARED                125689                  
D CARPENTER TECHNOLOGY CORP      COM              14428510       206    14600 SH      SHARED      01                           14600
D CARPENTER TECHNOLOGY CORP      COM              14428510        42     2986 SH      SHARED      02          2986                  
D CARPENTER TECHNOLOGY CORP      COM              14428510       112     8000 SH      SHARED      10          8000                  
D CARRIZO OIL & CO INC           NOTE  4.375% 6/0 144577AA       786  1570000 PRN     SHARED      02       1570000                  
D CARRIZO OIL & CO INC           NOTE  4.375% 6/0 144577AA       100   200000 PRN     SHARED      23                          200000
D CARRIZO OIL & CO INC           COM              14457710       251    28304 SH      SHARED                 28304                  
D CARRIZO OIL & CO INC           COM              14457710        15     1800 SH      SHARED      01          1800                  
D CARRIZO OIL & CO INC           COM              14457710         6      717 SH      SHARED      02           717                  
D CARRIZO OIL & CO INC           COM              14457710      2492   280740 SH      SHARED      10        280740                  
D CARROLLTON BANCORP             COM              14528210         0       64 SH      SHARED                    64                  
D CARTER INC                     COM              14622910      2515   133720 SH      SHARED                133720                  
D CARTER INC                     COM              14622910        86     4600 SH      SHARED      01          2700              1900
D CARTER INC                     COM              14622910       324    17262 SH      SHARED      02         16898               364
D CARTER INC                     COM              14622910      6677   355000 SH      SHARED      10        355000                  
D CARTER INC                     COM              14622910        88     4725 SH      SHARED      21          4725                  
D CASCADE BANCORP                COM              14715410        55    33886 SH      SHARED                 33886                  
D CASCADE BANCORP                COM              14715410         1      619 SH      SHARED      02           619                  
D CASCADE BANCORP                COM              14715410        14     8600 SH      SHARED      10          8600                  
D CASCADE CORP                   COM              14719510         4      265 SH      SHARED      02           265                  
D CASCADE CORP                   COM              14719510        24     1400 SH      SHARED      10          1400                  
D CASCADE FINL CORP              COM              14727210         0      250 SH      SHARED                   250                  
D CASCADE MICROTECH INC          COM              14732210         0      238 SH      SHARED                   238                  
D CASELLA WASTE SYS INC          CL A             14744810        22    13033 SH      SHARED                 13033                  
D CASELLA WASTE SYS INC          CL A             14744810         9     5500 SH      SHARED      01          5500                  
D CASELLA WASTE SYS INC          CL A             14744810         2     1236 SH      SHARED      02          1236                  
D CASEYS GEN STORES INC          COM              14752810      2012    75478 SH      SHARED                 75478                  
D CASEYS GEN STORES INC          COM              14752810       377    14158 SH      SHARED      02         14158                  
D CASEYS GEN STORES INC          COM              14752810      2876   107900 SH      SHARED      10        107900                  
D CASH AMER INTL INC             COM              14754D10       456    29153 SH      SHARED                 29153                  
D CASH AMER INTL INC             COM              14754D10        84     5397 SH      SHARED      02          5397                  
D CASH AMER INTL INC             COM              14754D10       876    56000 SH      SHARED      04         56000                  
D CASH AMER INTL INC             COM              14754D10      1437    91800 SH      SHARED      10         90300              1500
D CASS INFORMATION SYS INC       COM              14808P10        18      584 SH      SHARED                   584                  
D CASS INFORMATION SYS INC       COM              14808P10        13      406 SH      SHARED      02           161               245
D CASTLE A M & CO                COM              14841110         0       32 SH      SHARED                    32                  
D CASTLE A M & CO                COM              14841110        88     9867 SH      SHARED      02          9867                  
D CASTLE A M & CO                COM              14841110        14     1600 SH      SHARED      10          1600                  
D CASTLE BRANDS INC              COM              14843510         0      324 SH      SHARED                   324                  
D CASUAL MALE RETAIL GRP INC     COM              14871110         0      961 SH      SHARED      02           961                  
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10       568    28702 SH      SHARED                 28702                  
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10        26     1313 SH      SHARED      02          1197               116
D CATALYST HEALTH SOLUTIONS IN   COM              14888B10        56     2841 SH      SHARED      21          2096               745
D CATALYST PHARM PARTNERS INC    COM              14888U10         0      213 SH      SHARED                   213                  
D CATAPULT COMMUNICATIONS CORP   COM              14901610         0       90 SH      SHARED                    90                  
D CATAPULT COMMUNICATIONS CORP   COM              14901610         3      544 SH      SHARED      02           544                  
D CATERPILLAR INC DEL            COM              14912310        32     1180 SH      SHARED                   200               980
D CATERPILLAR INC DEL            COM              14912310     37381  1336976 SH      SHARED               1336176               800
D CATERPILLAR INC DEL            COM              14912310      5278   188784 SH      SHARED      01        169495             19289
D CATERPILLAR INC DEL            COM              14912310       109     3900 SH      SHR/OTHR    01                            3900
D CATERPILLAR INC DEL            COM              14912310      1233    44102 SH      SHARED      02         14339             29763
D CATERPILLAR INC DEL            COM              14912310       160     5745 SH      SHARED      04                            5745
D CATERPILLAR INC DEL            COM              14912310      1705    61000 SH      SHARED      04         61000                  
D CATERPILLAR INC DEL            COM              14912310         9      350 SH      SHARED      05           350                  
D CATERPILLAR INC DEL            COM              14912310      1488    53221 SH      SHARED      06         32881             20340
D CATERPILLAR INC DEL            COM              14912310     44767  1601125 SH      SHARED      10       1601125                  
D CATERPILLAR INC DEL            COM              14912310      1378    49290 SH      SHARED      20         45290              4000
D CATERPILLAR INC DEL            COM              14912310        48     1750 SH      SHR/OTHR    20                            1750
D CATERPILLAR INC DEL            COM              14912310        54     1945 SH      SHARED      21                            1945
D CATERPILLAR INC DEL            COM              14912310         5      207 SH      SHR/OTHR    21                             207
D CATERPILLAR INC DEL            COM              14912310        88     3180 SH      SHARED      23          1100              2080
D CATERPILLAR INC DEL            COM              14912310       294    10550 SH      SHR/OTHR    23                           10550
D CATHAY GENERAL BANCORP         COM              14915010       884    84797 SH      SHARED                 84797                  
D CATHAY GENERAL BANCORP         COM              14915010       194    18675 SH      SHARED      01          3075             15600
D CATHAY GENERAL BANCORP         COM              14915010        13     1288 SH      SHARED      02          1288                  
D CATHAY GENERAL BANCORP         COM              14915010       108    10400 SH      SHARED      10         10400                  
D CATO CORP NEW                  CL A             14920510       294    16096 SH      SHARED                 16096                  
D CATO CORP NEW                  CL A             14920510        49     2700 SH      SHARED      01          2700                  
D CATO CORP NEW                  CL A             14920510        99     5464 SH      SHARED      02          5464                  
D CATO CORP NEW                  CL A             14920510       926    50700 SH      SHARED      10         50700                  
D CAVALIER HOMES INC             COM              14950710         0      477 SH      SHARED                   477                  
D CAVCO INDS INC DEL             COM              14956810        24     1031 SH      SHARED                  1031                  
D CAVCO INDS INC DEL             COM              14956810         5      238 SH      SHARED      01           238                  
D CAVCO INDS INC DEL             COM              14956810         3      164 SH      SHARED      02           164                  
D CAVIUM NETWORKS INC            COM              14965A10        24     2100 SH      SHARED      01          2100                  
D CAVIUM NETWORKS INC            COM              14965A10       104     9013 SH      SHARED      02          1713              7300
D CAVIUM NETWORKS INC            COM              14965A10      2088   181000 SH      SHARED      04        181000                  
D CAVIUM NETWORKS INC            COM              14965A10      2024   175400 SH      SHARED      10        175400                  
D CBEYOND INC                    COM              14984710        38     2048 SH      SHARED                  2048                  
D CBEYOND INC                    COM              14984710        47     2500 SH      SHARED      01          2500                  
D CBEYOND INC                    COM              14984710       376    19996 SH      SHARED      02          6996             13000
D CBEYOND INC                    COM              14984710        94     5000 SH      SHARED      04          5000                  
D CBEYOND INC                    COM              14984710      2602   138200 SH      SHARED      10        138200                  
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510       681    73402 SH      SHARED                 73402                  
D CEDAR FAIR L P                 DEPOSITRY UNIT   15018510         9      975 SH      SHARED      02           600               375
D CEDAR SHOPPING CTRS INC        COM NEW          15060220        62    35700 SH      SHARED                 35700                  
D CEDAR SHOPPING CTRS INC        COM NEW          15060220         1     1133 SH      SHARED      02          1133                  
D CEDAR SHOPPING CTRS INC        COM NEW          15060220        27    15800 SH      SHARED      10         15800                  
D CEL-SCI CORP                   COM NEW          15083740         0     2896 SH      SHARED                  2896                  
D CELADON GROUP INC              COM              15083810        59    10688 SH      SHARED                 10688                  
D CELADON GROUP INC              COM              15083810         2      511 SH      SHARED      02           511                  
D CELANESE CORP DEL              COM SER A        15087010        83     6263 SH      SHARED                                    6263
D CELANESE CORP DEL              COM SER A        15087010      1896   141870 SH      SHARED                127870             14000
D CELANESE CORP DEL              COM SER A        15087010      3927   293750 SH      SHARED      01        211897      400    81453
D CELANESE CORP DEL              COM SER A        15087010       556    41610 SH      SHR/OTHR    01                           41610
D CELANESE CORP DEL              COM SER A        15087010       697    52205 SH      SHARED      02         24246             27959
D CELANESE CORP DEL              COM SER A        15087010        91     6850 SH      SHARED      04          6850                  
D CELANESE CORP DEL              COM SER A        15087010        60     4500 SH      SHARED      06          3200              1300
D CELANESE CORP DEL              COM SER A        15087010     11518   861499 SH      SHARED      10        859756              1743
D CELANESE CORP DEL              COM SER A        15087010       668    49989 SH      SHARED      19                           49989
D CELANESE CORP DEL              COM SER A        15087010       675    50545 SH      SHARED      20         45190      130     5225
D CELANESE CORP DEL              COM SER A        15087010        39     2925 SH      SHR/OTHR    20                            2925
D CELANESE CORP DEL              COM SER A        15087010        27     2080 SH      SHARED      21          2080                  
D CELANESE CORP DEL              COM SER A        15087010       154    11585 SH      SHARED      22         11185               400
D CELANESE CORP DEL              COM SER A        15087010        52     3920 SH      SHR/OTHR    22                            3920
D CELANESE CORP DEL              COM SER A        15087010       537    40190 SH      SHARED      23         36695              3495
D CELANESE CORP DEL              COM SER A        15087010       660    49410 SH      SHR/OTHR    23                           49410
D CELANESE CORP DEL              PFD 4.25% CONV   15087020         6      303 SH      SHARED      02                             303
D CELL GENESYS INC               COM              15092110         0      949 SH      SHARED                   949                  
D CELL GENESYS INC               COM              15092110         1     3740 SH      SHARED      02          3740                  
D CELL THERAPEUTICS INC          COM NO PAR       15093450         0      124 SH      SHARED                   124                  
D CELL THERAPEUTICS INC          COM NO PAR       15093450         0      125 SH      SHARED      02                             125
D CELERA CORP                    COM              15100E10       125    16452 SH      SHARED                 16452                  
D CELERA CORP                    COM              15100E10       104    13704 SH      SHARED      01          4550              9154
D CELERA CORP                    COM              15100E10        37     4973 SH      SHARED      02          4973                  
D CELERA CORP                    COM              15100E10       470    61600 SH      SHARED      04         61600                  
D CELERA CORP                    COM              15100E10      1773   232500 SH      SHARED      10        232500                  
D CELESTICA INC                  SUB VTG SHS      15101Q10      2798   785985 SH      SHARED                785985                  
D CELESTICA INC                  SUB VTG SHS      15101Q10       636   178900 SH      SHARED      02        178900                  
D CELESTICA INC                  SUB VTG SHS      15101Q10       381   107100 SH      SHARED      06        107100                  
D CELESTICA INC                  SUB VTG SHS      15101Q10        21     6100 SH      SHARED      10          6100                  
D CELGENE CORP                   COM              15102010       275     6197 SH      SHARED                                    6197
D CELGENE CORP                   COM              15102010     17658   397712 SH      SHARED                369162             28550
D CELGENE CORP                   COM              15102010     22694   511141 SH      SHARED      01        287721            223420
D CELGENE CORP                   COM              15102010      9521   214449 SH      SHR/OTHR    01                          214449
D CELGENE CORP                   COM              15102010       992    22356 SH      SHARED      02         16166              6190
D CELGENE CORP                   COM              15102010        15      338 SH      SHARED      04                             338
D CELGENE CORP                   COM              15102010     24868   560098 SH      SHARED      04        560098                  
D CELGENE CORP                   COM              15102010        10      240 SH      SHARED      05           240                  
D CELGENE CORP                   COM              15102010      1532    34520 SH      SHARED      06         19550             14970
D CELGENE CORP                   COM              15102010     70419  1586018 SH      SHARED      10       1583883              2135
D CELGENE CORP                   COM              15102010      2298    51759 SH      SHARED      19                           51759
D CELGENE CORP                   COM              15102010      3040    68482 SH      SHARED      20         54322      135    14025
D CELGENE CORP                   COM              15102010      1127    25395 SH      SHR/OTHR    20                           25395
D CELGENE CORP                   COM              15102010       623    14051 SH      SHARED      21         14051                  
D CELGENE CORP                   COM              15102010        56     1270 SH      SHR/OTHR    21                            1270
D CELGENE CORP                   COM              15102010      1181    26615 SH      SHARED      22         23985              2630
D CELGENE CORP                   COM              15102010       248     5600 SH      SHR/OTHR    22                            5600
D CELGENE CORP                   COM              15102010      4597   103548 SH      SHARED      23         97123              6425
D CELGENE CORP                   COM              15102010      6893   155251 SH      SHR/OTHR    23                          155251
D CELLDEX THERAPEUTICS INC NEW   COM              15117B10        50     7683 SH      SHARED      02          1683              6000
D CELSION CORPORATION            COM NEW          15117N30         1      279 SH      SHARED                   279                  
D CEMEX SAB DE CV                SPON ADR NEW     15129088       156    25000 SH      SHARED                                   25000
D CEMEX SAB DE CV                SPON ADR NEW     15129088      5897   943587 SH      SHARED                943587                  
D CEMEX SAB DE CV                SPON ADR NEW     15129088      1963   314205 SH      SHARED      01        310205              4000
D CEMEX SAB DE CV                SPON ADR NEW     15129088       195    31298 SH      SHARED      02         12954             18344
D CEMEX SAB DE CV                SPON ADR NEW     15129088       531    85000 SH      SHARED      04         85000                  
D CEMEX SAB DE CV                SPON ADR NEW     15129088        41     6617 SH      SHARED      10          6617                  
D CENTENNIAL COMMUNCTNS CORP N   CL A NEW         15133V20      2116   256219 SH      SHARED                256219                  
D CENTENNIAL COMMUNCTNS CORP N   CL A NEW         15133V20       939   113795 SH      SHARED      02        113795                  
D CENTENE CORP DEL               COM              15135B10       933    51822 SH      SHARED                 51822                  
D CENTENE CORP DEL               COM              15135B10      1138    63155 SH      SHARED      01         63155                  
D CENTENE CORP DEL               COM              15135B10      1728    95940 SH      SHR/OTHR    01                           95940
D CENTENE CORP DEL               COM              15135B10       451    25036 SH      SHARED      02         25036                  
D CENTENE CORP DEL               COM              15135B10      4637   257366 SH      SHARED      10        251966              5400
D CENTER BANCORP INC             COM              15140810         2      335 SH      SHARED                   335                  
D CENTER BANCORP INC             COM              15140810         3      500 SH      SHARED      02           500                  
D CENTER FINL CORP CALIF         COM              15146E10       101    35933 SH      SHARED                 35933                  
D CENTER FINL CORP CALIF         COM              15146E10         2      736 SH      SHARED      02           736                  
D CENTERPOINT ENERGY INC         COM              15189T10      5933   568891 SH      SHARED                568891                  
D CENTERPOINT ENERGY INC         COM              15189T10       731    70108 SH      SHARED      01         65201              4907
D CENTERPOINT ENERGY INC         COM              15189T10       384    36876 SH      SHARED      02         36876                  
D CENTERPOINT ENERGY INC         COM              15189T10        26     2500 SH      SHARED      04          2500                  
D CENTERPOINT ENERGY INC         COM              15189T10         3      300 SH      SHARED      05           300                  
D CENTERPOINT ENERGY INC         COM              15189T10       234    22500 SH      SHARED      06         11300             11200
D CENTERPOINT ENERGY INC         COM              15189T10      3439   329797 SH      SHARED      10        329797                  
D CENTERPOINT ENERGY INC         COM              15189T10      1791   171750 SH      SHARED      11        171750                  
D CENTERPOINT ENERGY INC         COM              15189T10       150    14400 SH      SHR/OTHR    23                           14400
D CENTERSTATE BKS FLA INC        COM              15201P10        30     2773 SH      SHARED                  2773                  
D CENTERSTATE BKS FLA INC        COM              15201P10         2      234 SH      SHARED      02           234                  
D CENTEX CORP                    COM              15231210      7868  1049183 SH      SHARED               1049183                  
D CENTEX CORP                    COM              15231210        41     5524 SH      SHARED      01          5524                  
D CENTEX CORP                    COM              15231210      1854   247259 SH      SHARED      02        247259                  
D CENTEX CORP                    COM              15231210       151    20200 SH      SHARED      06         17700              2500
D CENTEX CORP                    COM              15231210      3881   517553 SH      SHARED      10        480353             37200
D CENTRAIS ELETRICAS BRASILEIR   SPON ADR PFD B   15234Q10        33     3126 SH      SHARED      21                            3126
D CENTRAIS ELETRICAS BRASILEIR   SPONSORED ADR    15234Q20       447    41300 SH      SHARED                 41300                  
D CENTRAIS ELETRICAS BRASILEIR   SPONSORED ADR    15234Q20         4      375 SH      SHARED      02                             375
D CENTRAL BANCORP INC MASS       COM              15241810         0       28 SH      SHARED                    28                  
D CENTRAL EUROPEAN DIST CORP     NOTE  3.000% 3/1 153435AA       224   614000 PRN     SHARED      02        614000                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510       161    15000 SH      SHARED                 15000                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510       360    33537 SH      SHARED                 33537                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510         0       65 SH      SHARED      01            65                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510        80     7513 SH      SHARED      02          7513                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510       295    27500 SH      SHARED      04         27500                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510     10280   955400 SH      SHARED      10        955400                  
D CENTRAL EUROPEAN DIST CORP     COM              15343510         9      878 SH      SHARED      21           878                  
D CENTRAL EUROPE AND RUSSIA FD   COM              15343610        37     2449 SH      SHARED      02                            2449
D CENTRAL FED CORP               COM              15346Q10         0      112 SH      SHARED                   112                  
D CENTRAL FD CDA LTD             CL A             15350110       119    10000 SH      SHARED      01                           10000
D CENTRAL FD CDA LTD             CL A             15350110        30     2550 SH      SHARED      02          1800               750
D CENTRAL GARDEN & PET CO        COM              15352710        50     6700 SH      SHARED      02          6700                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720        43     5839 SH      SHARED                  5839                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720        38     5100 SH      SHARED      01          5100                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720        12     1613 SH      SHARED      02          1613                  
D CENTRAL GARDEN & PET CO        CL A NON-VTG     15352720       940   125000 SH      SHARED      10        125000                  
D CENTRAL GOLDTRUST              TR UNIT          15354610        34      800 SH      SHARED      02                             800
D CENTRAL JERSEY BANCORP NJ      COM              15377010         1      237 SH      SHARED                   237                  
D CENTRAL PAC FINL CORP          COM              15476010         3      632 SH      SHARED                   632                  
D CENTRAL PAC FINL CORP          COM              15476010         4      790 SH      SHARED      02           790                  
D CENTRAL PAC FINL CORP          COM              15476010        38     6800 SH      SHARED      10          6800                  
D CENTRAL SUN MINING INC         COM              15543210        17    28571 SH      SHARED                 28571                  
D CENTRAL VALLEY CMNTY BANCORP   COM              15568510         0      125 SH      SHARED                   125                  
D CENTRAL VT PUB SVC CORP        COM              15577110        20     1200 SH      SHARED                  1200                  
D CENTRAL VT PUB SVC CORP        COM              15577110         5      320 SH      SHARED      02           320                  
D CENTRAL VT PUB SVC CORP        COM              15577110       173    10000 SH      SHARED      10          5000              5000
D CENTRAL VT PUB SVC CORP        COM              15577110        25     1500 SH      SHARED      23          1500                  
D CENTRAL VT PUB SVC CORP        COM              15577110        25     1500 SH      SHR/OTHR    23                            1500
D CENTURY ALUM CO                NOTE  1.750% 8/0 156431AE      1635  3675000 PRN     SHARED      02       3675000                  
D CENTURY ALUM CO                COM              15643110      1045   495538 SH      SHARED                495538                  
D CENTURY ALUM CO                COM              15643110        33    15749 SH      SHARED      02         15749                  
D CENTURY ALUM CO                COM              15643110         5     2500 SH      SHARED      10          2500                  
D CENTURY CASINOS INC            COM              15649210         0      342 SH      SHARED                   342                  
D CEPHEID                        COM              15670R10         3      578 SH      SHARED                   578                  
D CEPHEID                        COM              15670R10        70    10200 SH      SHARED      01          3600              6600
D CEPHEID                        COM              15670R10        79    11538 SH      SHARED      02          1483             10055
D CEPHEID                        COM              15670R10      1119   162200 SH      SHARED      04        162200                  
D CEPHEID                        COM              15670R10       416    60400 SH      SHARED      10         60400                  
D CENVEO INC                     COM              15670S10        19     5920 SH      SHARED                  5920                  
D CENVEO INC                     COM              15670S10        21     6734 SH      SHARED      02          6734                  
D CENTURYTEL INC                 COM              15670010     12982   461676 SH      SHARED                461676                  
D CENTURYTEL INC                 COM              15670010      1453    51697 SH      SHARED      01         46987              4710
D CENTURYTEL INC                 COM              15670010        20      725 SH      SHR/OTHR    01                             725
D CENTURYTEL INC                 COM              15670010       464    16528 SH      SHARED      02         16528                  
D CENTURYTEL INC                 COM              15670010       167     5950 SH      SHARED      06          3450              2500
D CENTURYTEL INC                 COM              15670010      4845   172298 SH      SHARED      10        172298                  
D CENTURYTEL INC                 COM              15670010        63     2269 SH      SHR/OTHR    20                            2269
D CENTURYTEL INC                 COM              15670010        24      884 SH      SHARED      21           789                95
D CENTURYTEL INC                 COM              15670010         7      257 SH      SHR/OTHR    21                             257
D CENTURYTEL INC                 COM              15670010        14      500 SH      SHARED      22           500                  
D CENTURYTEL INC                 COM              15670010        42     1500 SH      SHARED      23                            1500
D CENTURYTEL INC                 COM              15670010         6      225 SH      SHR/OTHR    23                             225
D CEPHALON INC                   NOTE  2.000% 6/0 156708AP      2033  1364000 PRN     SHARED      02       1364000                  
D CEPHALON INC                   COM              15670810    131584  1932221 SH      SHARED               1932221                  
D CEPHALON INC                   COM              15670810      1069    15700 SH      SHARED      01         15700                  
D CEPHALON INC                   COM              15670810      1418    20835 SH      SHARED      02         20835                  
D CEPHALON INC                   COM              15670810      5139    75466 SH      SHARED      04         75466                  
D CEPHALON INC                   COM              15670810      4679    68710 SH      SHARED      05         68710                  
D CEPHALON INC                   COM              15670810       442     6500 SH      SHARED      06          4400              2100
D CEPHALON INC                   COM              15670810      1791    26300 SH      SHARED      10         26300                  
D CEPHALON INC                   COM              15670810        23      348 SH      SHARED      21           259                89
D CEPHALON INC                   COM              15670810       115     1700 SH      SHARED      23          1700                  
D CEPHALON INC                   COM              15670810         5       75 SH      SHR/OTHR    23                              75
D CERADYNE INC                   COM              15671010         9      519 SH      SHARED                   519                  
D CERADYNE INC                   COM              15671010        36     2000 SH      SHARED      01                            2000
D CERADYNE INC                   COM              15671010        25     1424 SH      SHARED      02          1424                  
D CERADYNE INC                   COM              15671010       195    10800 SH      SHARED      10          9500              1300
D CERNER CORP                    COM              15678210       572    13016 SH      SHARED                 13016                  
D CERNER CORP                    COM              15678210      1137    25860 SH      SHARED      01          2000             23860
D CERNER CORP                    COM              15678210       599    13645 SH      SHARED      02         11845              1800
D CERNER CORP                    COM              15678210       175     4000 SH      SHARED      04          4000                  
D CERNER CORP                    COM              15678210      6199   141000 SH      SHARED      10        141000                  
D CERUS CORP                     COM              15708510       161   237658 SH      SHARED      02           471            237187
D CEVA INC                       COM              15721010         0        8 SH      SHARED                     8                  
D CEVA INC                       COM              15721010         5      769 SH      SHARED      02           769                  
D CHAMPION ENTERPRISES INC       COM              15849610         2     4196 SH      SHARED                  4196                  
D CHAMPION ENTERPRISES INC       COM              15849610         0     2050 SH      SHARED      02          2050                  
D CHAMPION INDS INC W VA         COM              15852010         0      156 SH      SHARED                   156                  
D CHARLES & COLVARD LTD          COM              15976510         0      399 SH      SHARED                   399                  
D CHARLES RIVER ASSOCIATES       DBCV  2.875% 6/1 159852AB       827  1000000 PRN     SHARED               1000000                  
D CHARLES RIV LABS INTL INC      NOTE  2.250% 6/1 159864AB      1440  1752000 PRN     SHARED      02       1752000                  
D CHARLES RIV LABS INTL INC      COM              15986410       617    22677 SH      SHARED                 22677                  
D CHARLES RIV LABS INTL INC      COM              15986410       971    35700 SH      SHARED      01         13500             22200
D CHARLES RIV LABS INTL INC      COM              15986410        61     2247 SH      SHARED      02          2247                  
D CHARLES RIV LABS INTL INC      COM              15986410        10      400 SH      SHARED      06                             400
D CHARLES RIV LABS INTL INC      COM              15986410      1123    41300 SH      SHARED      10         41300                  
D CHARLOTTE RUSSE HLDG INC       COM              16104810       305    37489 SH      SHARED                 37489                  
D CHARLOTTE RUSSE HLDG INC       COM              16104810       145    17819 SH      SHARED      02         17819                  
D CHARLOTTE RUSSE HLDG INC       COM              16104810        89    11000 SH      SHARED      10         11000                  
D CHARMING SHOPPES INC           COM              16113310         0      505 SH      SHARED                   505                  
D CHARMING SHOPPES INC           COM              16113310         4     3095 SH      SHARED      02          2674               421
D CHARMING SHOPPES INC           COM              16113310        37    26700 SH      SHARED      10         26700                  
D CHART INDS INC                 COM PAR $0.01    16115Q30        98    12458 SH      SHARED                 12458                  
D CHART INDS INC                 COM PAR $0.01    16115Q30        64     8200 SH      SHARED      01          5700              2500
D CHART INDS INC                 COM PAR $0.01    16115Q30         7      969 SH      SHARED      02           969                  
D CHART INDS INC                 COM PAR $0.01    16115Q30       782    99300 SH      SHARED      10         99300                  
D CHARTER COMMUNICATIONS INC D   NOTE  6.500%10/0 16117MAF      1695 24225008 PRN     SHARED      02      24225008                  
D CHARTER COMMUNICATIONS INC D   CL A             16117M10         8   415843 SH      SHARED                415843                  
D CHARTER COMMUNICATIONS INC D   CL A             16117M10         0     2000 SH      SHARED      01                            2000
D CHARTER COMMUNICATIONS INC D   CL A             16117M10         0     3201 SH      SHARED      02          1101              2100
D CHARTER COMMUNICATIONS INC D   CL A             16117M10         1    71200 SH      SHARED      10         71200                  
D CHARTERED SEMICONDUCTOR MFG    ADR              16133R10        19    26086 SH      SHARED                 26086                  
D CHASE CORP                     COM              16150R10         1      178 SH      SHARED                   178                  
D CHASE CORP                     COM              16150R10         2      274 SH      SHARED      02           274                  
D CHATTEM INC                    NOTE  2.000%11/1 162456AP      3633  3700000 PRN     SHARED               3700000                  
D CHATTEM INC                    NOTE  1.625% 5/0 162456AR      1731  2200000 PRN     SHARED               2200000                  
D CHATTEM INC                    COM              16245610       405     7238 SH      SHARED                  7238                  
D CHATTEM INC                    COM              16245610       406     7255 SH      SHARED      01          7255                  
D CHATTEM INC                    COM              16245610       668    11930 SH      SHR/OTHR    01                           11930
D CHATTEM INC                    COM              16245610       194     3464 SH      SHARED      02          1244              2220
D CHATTEM INC                    COM              16245610      5614   100168 SH      SHARED      10        100168                  
D CHATTEM INC                    COM              16245610       527     9412 SH      SHARED      21                            9412
D CHECKPOINT SYS INC             COM              16282510        86     9635 SH      SHARED                  9635                  
D CHECKPOINT SYS INC             COM              16282510       949   105892 SH      SHARED      02         26392             79500
D CHECKPOINT SYS INC             COM              16282510        74     8300 SH      SHARED      10          8300                  
D CHEESECAKE FACTORY INC         COM              16307210      6758   590243 SH      SHARED                590243                  
D CHEESECAKE FACTORY INC         COM              16307210       259    22693 SH      SHARED      01                           22693
D CHEESECAKE FACTORY INC         COM              16307210       262    22955 SH      SHARED      02         15329              7626
D CHELSEA THERAPEUTICS INTL LT   COM              16342810         0      581 SH      SHARED                   581                  
D CHEMED CORP NEW                COM              16359R10       125     3226 SH      SHARED                  3226                  
D CHEMED CORP NEW                COM              16359R10        43     1125 SH      SHARED      01          1125                  
D CHEMED CORP NEW                COM              16359R10       129     3329 SH      SHARED      02          2954               375
D CHEMED CORP NEW                COM              16359R10        39     1010 SH      SHARED      21                            1010
D CHEMED CORP NEW                COM              16359R10        38     1000 SH      SHARED      23                            1000
D CHEMICAL FINL CORP             COM              16373110       146     7041 SH      SHARED                  7041                  
D CHEMICAL FINL CORP             COM              16373110        15      724 SH      SHARED      02           724                  
D CHEMTURA CORP                  COM              16389310         8   179034 SH      SHARED                179034                  
D CHEMTURA CORP                  COM              16389310         0        1 SH      SHARED      01             1                  
D CHEMTURA CORP                  COM              16389310         0     3967 SH      SHARED      02          3967                  
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10         2      371 SH      SHARED                   371                  
D CHENIERE ENERGY PARTNERS LP    COM UNIT         16411Q10        21     3650 SH      SHARED      02          2900               750
D CHENIERE ENERGY INC            NOTE  2.250% 8/0 16411RAE       199   824000 PRN     SHARED      02        824000                  
D CHENIERE ENERGY INC            COM NEW          16411R20       221    52001 SH      SHARED                 52001                  
D CHENIERE ENERGY INC            COM NEW          16411R20       145    34125 SH      SHARED      01         34125                  
D CHENIERE ENERGY INC            COM NEW          16411R20         5     1341 SH      SHARED      02          1341                  
D CHEROKEE INC DEL NEW           COM              16444H10        22     1465 SH      SHARED                  1465                  
D CHEROKEE INC DEL NEW           COM              16444H10         3      195 SH      SHARED      02           195                  
D CHESAPEAKE ENERGY CORP         NOTE  2.750%11/1 165167BW      4160  6501000 PRN     SHARED      02       6488000             13000
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167BZ     25349 23559008 PRN     SHARED              23559008                  
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167BZ      6579  6115000 PRN     SHARED      02       5875000            240000
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167CA         0   500000 PRN     SHARED                500000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.500% 5/1 165167CA         0 28430000 PRN     SHARED              28430000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.250%12/1 165167CB         0  6550000 PRN     SHARED               6550000                  
D CHESAPEAKE ENERGY CORP         NOTE  2.250%12/1 165167CB         0  1687000 PRN     SHARED      02       1682000              5000
D CHESAPEAKE ENERGY CORP         NOTE  2.250%12/1 165167CB         0  2189000 PRN     SHARED      10       2189000                  
D CHESAPEAKE ENERGY CORP         COM              16516710     27747  1626490 SH      SHARED               1626490                  
D CHESAPEAKE ENERGY CORP         COM              16516710      2564   150345 SH      SHARED      01        148345              2000
D CHESAPEAKE ENERGY CORP         COM              16516710       904    53043 SH      SHARED      02         24189             28854
D CHESAPEAKE ENERGY CORP         COM              16516710       788    46200 SH      SHARED      04         46200                  
D CHESAPEAKE ENERGY CORP         COM              16516710         5      350 SH      SHARED      05           350                  
D CHESAPEAKE ENERGY CORP         COM              16516710       602    35330 SH      SHARED      06         17250             18080
D CHESAPEAKE ENERGY CORP         COM              16516710     75943  4451565 SH      SHARED      10       4451565                  
D CHESAPEAKE ENERGY CORP         COM              16516710        46     2750 SH      SHARED      19                            2750
D CHESAPEAKE ENERGY CORP         COM              16516710        51     3000 SH      SHARED      22                            3000
D CHESAPEAKE ENERGY CORP         COM              16516710       312    18320 SH      SHR/OTHR    23                           18320
D CHESAPEAKE ENERGY CORP         6.25% PFD CONV   16516781         1      784 PRN     SHARED                   784                  
D CHESAPEAKE UTILS CORP          COM              16530310        12      400 SH      SHARED      01           400                  
D CHESAPEAKE UTILS CORP          COM              16530310         7      261 SH      SHARED      02           261                  
D CHESAPEAKE UTILS CORP          COM              16530310       170     5600 SH      SHARED      10          5600                  
D CHEVRON CORP NEW               COM              16676410       497     7398 SH      SHARED                  3795              3603
D CHEVRON CORP NEW               COM              16676410    169884  2526539 SH      SHARED               2481011             45528
D CHEVRON CORP NEW               COM              16676410     51603   767456 SH      SHARED      01        677925      400    89131
D CHEVRON CORP NEW               COM              16676410      3825    56899 SH      SHR/OTHR    01                           56899
D CHEVRON CORP NEW               COM              16676410     11386   169335 SH      SHARED      02        137745             31590
D CHEVRON CORP NEW               COM              16676410      2454    36500 SH      SHARED      04         36500                  
D CHEVRON CORP NEW               COM              16676410        71     1057 SH      SHARED      05          1057                  
D CHEVRON CORP NEW               COM              16676410     12873   191461 SH      SHARED      06        124719             66742
D CHEVRON CORP NEW               COM              16676410    307384  4571451 SH      SHARED      10       4338988            232463
D CHEVRON CORP NEW               COM              16676410       487     7254 SH      SHARED      19                            7254
D CHEVRON CORP NEW               COM              16676410      5441    80920 SH      SHARED      20         51934       75    28911
D CHEVRON CORP NEW               COM              16676410      3022    44944 SH      SHR/OTHR    20                           44944
D CHEVRON CORP NEW               COM              16676410       144     2147 SH      SHARED      21          1967               180
D CHEVRON CORP NEW               COM              16676410        30      450 SH      SHR/OTHR    21                             450
D CHEVRON CORP NEW               COM              16676410       418     6222 SH      SHARED      22          3765              2457
D CHEVRON CORP NEW               COM              16676410       235     3505 SH      SHR/OTHR    22                            3505
D CHEVRON CORP NEW               COM              16676410      7304   108629 SH      SHARED      23        103954              4675
D CHEVRON CORP NEW               COM              16676410     11232   167058 SH      SHR/OTHR    23                          167058
D CHEVIOT FINL CORP              COM              16677410         0       92 SH      SHARED                    92                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010       278    44477 SH      SHARED                 44477                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010        46     7450 SH      SHARED      02                            7450
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010      1517   242100 SH      SHARED      10        242100                  
D CHICAGO BRIDGE & IRON CO N V   N Y REGISTRY SH  16725010         0      150 SH      SHARED      21                             150
D CHICOPEE BANCORP INC           COM              16856510         1      151 SH      SHARED                   151                  
D CHICOS FAS INC                 COM              16861510      1586   295499 SH      SHARED                295499                  
D CHICOS FAS INC                 COM              16861510       289    54000 SH      SHARED      01                           54000
D CHICOS FAS INC                 COM              16861510       207    38587 SH      SHARED      02         37707               880
D CHICOS FAS INC                 COM              16861510       106    19800 SH      SHARED      10         19800                  
D CHICOS FAS INC                 COM              16861510       100    18735 SH      SHARED      21         18735                  
D CHILDRENS PL RETAIL STORES I   COM              16890510       667    30486 SH      SHARED                 30486                  
D CHILDRENS PL RETAIL STORES I   COM              16890510        41     1900 SH      SHARED      01          1900                  
D CHILDRENS PL RETAIL STORES I   COM              16890510       779    35597 SH      SHARED      02         35297               300
D CHILDRENS PL RETAIL STORES I   COM              16890510     11479   524400 SH      SHARED      10        524400                  
D CHIMERA INVT CORP              COM              16934Q10       550   163941 SH      SHARED                163941                  
D CHIMERA INVT CORP              COM              16934Q10        91    27200 SH      SHARED      01         27200                  
D CHIMERA INVT CORP              COM              16934Q10        30     8946 SH      SHARED      02          8946                  
D CHIMERA INVT CORP              COM              16934Q10       100    29900 SH      SHARED      10         29900                  
D CHINA AUTOMOTIVE SYS INC       COM              16936R10         0        8 SH      SHARED                     8                  
D CHINA AUTOMOTIVE SYS INC       COM              16936R10         0      200 SH      SHARED      02           200                  
D CHINA BAK BATTERY INC          COM              16936Y10        20    12041 SH      SHARED                 12041                  
D CHINA BAK BATTERY INC          COM              16936Y10         1      851 SH      SHARED      02           851                  
D CHINA ARCHITECTURAL ENGR INC   COM              16937S10        14    14359 SH      SHARED                 14359                  
D CHINA ARCHITECTURAL ENGR INC   COM              16937S10         0      484 SH      SHARED      02           484                  
D CHINA FD INC                   COM              16937310       237    15197 SH      SHARED      02                           15197
D CHINA FD INC                   COM              16937310        76     4914 SH      SHR/OTHR    23                            4914
D CHINA FIN ONLINE CO LTD        SPONSORED ADR    16937910         0       16 SH      SHARED                    16                  
D CHINA DIGITAL TV HLDG CO LTD   SPONSORED ADR    16938G10       435    64700 SH      SHARED                 64700                  
D CHINA FIRE & SEC GROUP INC     COM              16938R10        74     9480 SH      SHARED                  9480                  
D CHINA FIRE & SEC GROUP INC     COM              16938R10         2      366 SH      SHARED      02           366                  
D CHINA DIRECT INC               COM NEW          16938420         2     1977 SH      SHARED                  1977                  
D CHINA DIRECT INC               COM NEW          16938420         0      179 SH      SHARED      02           179                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10        24      500 SH      SHARED                   500                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      4625    93934 SH      SHARED                 93934                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      2240    45500 SH      SHARED      01         45500                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10      1553    31550 SH      SHARED      02         31550                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10     13015   264318 SH      SHARED      10        264318                  
D CHINA LIFE INS CO LTD          SPON ADR REP H   16939P10         6      126 SH      SHARED      21           126                  
D CHINA HOUSING & LAND DEV INC   COM              16939V10       118    98671 SH      SHARED      23                           98671
D CHINA SOUTHN AIRLS LTD         SPON ADR CL H    16940910         1      108 SH      SHARED                   108                  
D CHINA PRECISION STEEL INC      COM              16941J10        16    14350 SH      SHARED                 14350                  
D CHINA PRECISION STEEL INC      COM              16941J10         0      399 SH      SHARED      02           399                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      1283    29500 SH      SHARED                                   29500
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      3910    89850 SH      SHARED                 89850                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      1264    29050 SH      SHARED      01         29050                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10      6312   145050 SH      SHARED      02        144000              1050
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       206     4750 SH      SHARED      04          4750                  
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10     43838  1007309 SH      SHARED      10        857009            150300
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       129     2980 SH      SHARED      15                            2980
D CHINA MOBILE LIMITED           SPONSORED ADR    16941M10       335     7700 SH      SHARED      24          7700                  
D CHINA SKY ONE MED INC          COM              16941P10        88     7723 SH      SHARED                  7723                  
D CHINA SKY ONE MED INC          COM              16941P10        32     2800 SH      SHARED      01          2800                  
D CHINA SKY ONE MED INC          COM              16941P10         2      203 SH      SHARED      02           203                  
D CHINA SKY ONE MED INC          COM              16941P10       548    47700 SH      SHARED      10         47700                  
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10     10919   170172 SH      SHARED                170172                  
D CHINA PETE & CHEM CORP         SPON ADR H SHS   16941R10        25      390 SH      SHARED      02           390                  
D CHINA SEC & SURVE TECH INC     COM              16942J10        16     4337 SH      SHARED                  4337                  
D CHINA SEC & SURVE TECH INC     COM              16942J10         2      665 SH      SHARED      02           665                  
D CHINA HLDGS ACQUISITION CORP   COM              16942N10         7      800 SH      SHARED                   800                  
D CHINA HLDGS ACQUISITION CORP   COM              16942N10       306    32852 SH      SHARED                 32852                  
D CHINA HLDGS ACQUISITION CORP   COM              16942N10      3934   421700 SH      SHARED      02        421700                  
D CHINA HLDGS ACQUISITION CORP   *W EXP 11/16/201 16942N11         2    55123 SH      SHARED                 55123                  
D CHINA SUNERGY CO LTD           SPON ADR         16942X10         0       50 SH      SHARED                    50                  
D CHINA SUNERGY CO LTD           SPON ADR         16942X10      1297   425246 SH      SHARED                425246                  
D CHINA SUNERGY CO LTD           SPON ADR         16942X10        55    18200 SH      SHARED      02         18200                  
D CHINA SUNERGY CO LTD           SPON ADR         16942X10        20     6816 SH      SHARED      04          6816                  
D CHINA TECHFAITH WIRLS COMM T   SPONSORED ADR    16942410         1      800 SH      SHARED                   800                  
D CHINA TELECOM CORP LTD         SPON ADR H SHS   16942610       539    13018 SH      SHARED                 13018                  
D CHINA NEPSTAR CHAIN DRUGSTOR   SPONSORED ADR    16943C10       145    36000 SH      SHARED                 36000                  
D CHINA GREEN AGRICULTURE INC    COM              16943W10         3     1029 SH      SHARED      02          1029                  
D CHINA INFORMATION SEC TECH I   COM              16944F10         1      532 SH      SHARED      02           532                  
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10       473    45532 SH      SHARED                 45532                  
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10       540    51900 SH      SHARED      02         51900                  
D CHINA UNICOM (HONG KONG) LTD   SPONSORED ADR    16945R10         5      560 SH      SHARED      21           560                  
D CHINACAST EDU CORP             COM              16946T10         3     1166 SH      SHARED      02          1166                  
D CHINDEX INTERNATIONAL INC      COM              16946710        27     5574 SH      SHARED                  5574                  
D CHINDEX INTERNATIONAL INC      COM              16946710        75    15288 SH      SHARED      02           288             15000
D CHINA MED TECHNOLOGIES INC     NOTE  4.000% 8/1 169483AC      2790  5875000 PRN     SHARED               5875000                  
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310      2219   161154 SH      SHARED                161154                  
D CHINA MED TECHNOLOGIES INC     SPONSORED ADR    16948310       619    45000 SH      SHARED      15                           45000
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610      1692    25503 SH      SHARED                 25503                  
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610       690    10400 SH      SHARED      01                           10400
D CHIPOTLE MEXICAN GRILL INC     CL A             16965610        16      253 SH      SHARED      02           253                  
D CHIPOTLE MEXICAN GRILL INC     CL B             16965620      1198    20905 SH      SHARED                 20905                  
D CHOICE HOTELS INTL INC         COM              16990510      1597    61873 SH      SHARED                 61873                  
D CHOICE HOTELS INTL INC         COM              16990510       126     4901 SH      SHARED      01          4901                  
D CHOICE HOTELS INTL INC         COM              16990510      1287    49876 SH      SHARED      02         49876                  
D CHIQUITA BRANDS INTL INC       NOTE  4.250% 8/1 170032AT      5550 10000000 PRN     SHARED              10000000                  
D CHIQUITA BRANDS INTL INC       NOTE  4.250% 8/1 170032AT       122   220000 PRN     SHARED      02        220000                  
D CHIQUITA BRANDS INTL INC       COM              17003280        39     5981 SH      SHARED                  5981                  
D CHIQUITA BRANDS INTL INC       COM              17003280        11     1699 SH      SHARED      02          1531               168
D CHIQUITA BRANDS INTL INC       COM              17003280      5976   901400 SH      SHARED      04        901400                  
D CHIQUITA BRANDS INTL INC       COM              17003280      3525   531800 SH      SHARED      10        531800                  
D CHORDIANT SOFTWARE INC         COM NEW          17040430      1811   597900 SH      SHARED                597900                  
D CHORDIANT SOFTWARE INC         COM NEW          17040430         5     1725 SH      SHARED      02          1725                  
D CHRISTOPHER & BANKS CORP       COM              17104610         4     1042 SH      SHARED                  1042                  
D CHRISTOPHER & BANKS CORP       COM              17104610         9     2372 SH      SHARED      02          2372                  
D CHROMCRAFT REVINGTON INC       COM              17111710         0       99 SH      SHARED                    99                  
D CHUBB CORP                     COM              17123210     25395   600075 SH      SHARED                600075                  
D CHUBB CORP                     COM              17123210      4614   109048 SH      SHARED      01         91148             17900
D CHUBB CORP                     COM              17123210       202     4780 SH      SHR/OTHR    01                            4780
D CHUBB CORP                     COM              17123210      1630    38520 SH      SHARED      02         38418               102
D CHUBB CORP                     COM              17123210        42     1000 SH      SHARED      04          1000                  
D CHUBB CORP                     COM              17123210         8      200 SH      SHARED      05           200                  
D CHUBB CORP                     COM              17123210      1079    25510 SH      SHARED      06         13000             12510
D CHUBB CORP                     COM              17123210     10249   242192 SH      SHARED      10        242192                  
D CHUBB CORP                     COM              17123210        65     1550 SH      SHARED      20          1550                  
D CHUBB CORP                     COM              17123210        11      260 SH      SHR/OTHR    20                             260
D CHUBB CORP                     COM              17123210        67     1600 SH      SHR/OTHR    22                            1600
D CHUBB CORP                     COM              17123210       482    11400 SH      SHARED      23         11400                  
D CHUBB CORP                     COM              17123210       363     8600 SH      SHR/OTHR    23                            8600
D CHUNGHWA TELECOM CO LTD        SPONS ADR NEW 09 17133Q40      2593   142243 SH      SHARED                142243                  
D CHUNGHWA TELECOM CO LTD        SPONS ADR NEW 09 17133Q40       755    41464 SH      SHARED      01         41464                  
D CHUNGHWA TELECOM CO LTD        SPONS ADR NEW 09 17133Q40        18      994 SH      SHARED      02           994                  
D CHUNGHWA TELECOM CO LTD        SPONS ADR NEW 09 17133Q40     63479  3482147 SH      SHARED      04       3482147                  
D CHUNGHWA TELECOM CO LTD        SPONS ADR NEW 09 17133Q40      3071   168474 SH      SHARED      10        168474                  
D CHURCH & DWIGHT INC            COM              17134010      5191    99391 SH      SHARED                 99391                  
D CHURCH & DWIGHT INC            COM              17134010      2083    39900 SH      SHARED      01         17100             22800
D CHURCH & DWIGHT INC            COM              17134010       496     9500 SH      SHR/OTHR    01                            9500
D CHURCH & DWIGHT INC            COM              17134010       143     2739 SH      SHARED      02          2587               152
D CHURCH & DWIGHT INC            COM              17134010        41      800 SH      SHARED      06                             800
D CHURCH & DWIGHT INC            COM              17134010      2329    44600 SH      SHARED      10         44600                  
D CHURCH & DWIGHT INC            COM              17134010       132     2538 SH      SHARED      21          2418               120
D CHURCHILL DOWNS INC            COM              17148410       198     6595 SH      SHARED                  6595                  
D CHURCHILL DOWNS INC            COM              17148410        16      550 SH      SHARED      01           550                  
D CHURCHILL DOWNS INC            COM              17148410         7      249 SH      SHARED      02           249                  
D CHYRON CORP                    COM PAR $.01     17160530         0      357 SH      SHARED                   357                  
D CIBER INC                      COM              17163B10       488   179050 SH      SHARED                179050                  
D CIBER INC                      COM              17163B10        29    10900 SH      SHARED      01         10900                  
D CIBER INC                      COM              17163B10       110    40469 SH      SHARED      02         40469                  
D CIBER INC                      COM              17163B10       174    64000 SH      SHARED      10         64000                  
D CIENA CORP                     NOTE  0.250% 5/0 171779AB        78   131000 PRN     SHARED      02        131000                  
D CIENA CORP                     NOTE  0.875% 6/1 171779AE      4593 10859000 PRN     SHARED              10859000                  
D CIENA CORP                     COM NEW          17177930      1116   143449 SH      SHARED                143449                  
D CIENA CORP                     COM NEW          17177930       280    36076 SH      SHARED      02         10076             26000
D CIENA CORP                     COM NEW          17177930        14     1900 SH      SHARED      06          1900                  
D CIENA CORP                     COM NEW          17177930       383    49280 SH      SHARED      10         49280                  
D CIMAREX ENERGY CO              COM              17179810       421    22920 SH      SHARED                  6920             16000
D CIMAREX ENERGY CO              COM              17179810       849    46220 SH      SHARED      01         17420             28800
D CIMAREX ENERGY CO              COM              17179810       945    51466 SH      SHARED      02         13537             37929
D CIMAREX ENERGY CO              COM              17179810        90     4900 SH      SHARED      06          4400               500
D CIMAREX ENERGY CO              COM              17179810     14230   774250 SH      SHARED      10        752650             21600
D CIMAREX ENERGY CO              COM              17179810         1       80 SH      SHARED      21                              80
D CINCINNATI BELL INC NEW        COM              17187110       223    97028 SH      SHARED                 97028                  
D CINCINNATI BELL INC NEW        COM              17187110       190    82800 SH      SHARED      01                           82800
D CINCINNATI BELL INC NEW        COM              17187110        79    34614 SH      SHARED      02         34614                  
D CINCINNATI BELL INC NEW        COM              17187110       295   128500 SH      SHARED      10         94400             34100
D CINCINNATI FINL CORP           COM              17206210     10453   457095 SH      SHARED                457095                  
D CINCINNATI FINL CORP           COM              17206210       640    28020 SH      SHARED      01         28020                  
D CINCINNATI FINL CORP           COM              17206210       483    21151 SH      SHARED      02         19419              1732
D CINCINNATI FINL CORP           COM              17206210         3      150 SH      SHARED      05           150                  
D CINCINNATI FINL CORP           COM              17206210       272    11928 SH      SHARED      06          6623              5305
D CINCINNATI FINL CORP           COM              17206210      7333   320677 SH      SHARED      10        320677                  
D CINEMARK HOLDINGS INC          COM              17243V10       345    36816 SH      SHARED                 36816                  
D CINEMARK HOLDINGS INC          COM              17243V10        12     1360 SH      SHARED      02          1360                  
D CIRCOR INTL INC                COM              17273K10       257    11432 SH      SHARED                 11432                  
D CIRCOR INTL INC                COM              17273K10        18      800 SH      SHARED      01           800                  
D CIRCOR INTL INC                COM              17273K10        37     1658 SH      SHARED      02          1658                  
D CIRCOR INTL INC                COM              17273K10       556    24700 SH      SHARED      10         20400              4300
D CISCO SYS INC                  COM              17275R10      1452    86604 SH      SHARED                 21200             65404
D CISCO SYS INC                  COM              17275R10     57001  3399021 SH      SHARED               3170554            228467
D CISCO SYS INC                  COM              17275R10     43324  2583450 SH      SHARED      01       2045384     1500   536566
D CISCO SYS INC                  COM              17275R10      7934   473156 SH      SHR/OTHR    01                          473156
D CISCO SYS INC                  COM              17275R10      7071   421663 SH      SHARED      02        250071            171592
D CISCO SYS INC                  COM              17275R10       359    21451 SH      SHARED      04                           21451
D CISCO SYS INC                  COM              17275R10    136490  8138984 SH      SHARED      04       8138984                  
D CISCO SYS INC                  COM              17275R10      1960   116899 SH      SHARED      05        116899                  
D CISCO SYS INC                  COM              17275R10     16102   960169 SH      SHARED      06        629861            330308
D CISCO SYS INC                  COM              17275R10    173606 10352185 SH      SHARED      10      10191434            160751
D CISCO SYS INC                  COM              17275R10       838    50000 SH      SHARED      15                           50000
D CISCO SYS INC                  COM              17275R10      1861   110998 SH      SHARED      19                          110998
D CISCO SYS INC                  COM              17275R10      4241   252915 SH      SHARED      20        164830      355    87730
D CISCO SYS INC                  COM              17275R10      2262   134915 SH      SHR/OTHR    20                          134915
D CISCO SYS INC                  COM              17275R10      1384    82547 SH      SHARED      21         47747             34800
D CISCO SYS INC                  COM              17275R10       371    22150 SH      SHR/OTHR    21                           22150
D CISCO SYS INC                  COM              17275R10      1202    71680 SH      SHARED      22         51080             20600
D CISCO SYS INC                  COM              17275R10       550    32830 SH      SHR/OTHR    22                           32830
D CISCO SYS INC                  COM              17275R10      7029   419165 SH      SHARED      23        374240             44925
D CISCO SYS INC                  COM              17275R10     13280   791891 SH      SHR/OTHR    23                          791891
D CIRRUS LOGIC INC               COM              17275510        65    17294 SH      SHARED                 17294                  
D CIRRUS LOGIC INC               COM              17275510        48    12994 SH      SHARED      02         12994                  
D CINTAS CORP                    COM              17290810       724    29309 SH      SHARED                 29309                  
D CINTAS CORP                    COM              17290810       679    27500 SH      SHARED      01         27500                  
D CINTAS CORP                    COM              17290810      6405   259118 SH      SHARED      02        258306               812
D CINTAS CORP                    COM              17290810         2      100 SH      SHARED      05           100                  
D CINTAS CORP                    COM              17290810       203     8240 SH      SHARED      06          4950              3290
D CINTAS CORP                    COM              17290810      1181    47785 SH      SHARED      10         47785                  
D CINTAS CORP                    COM              17290810        97     3950 SH      SHARED      21          2000              1950
D CITIZENS & NORTHN CORP         COM              17292210       123     6680 SH      SHARED                  6680                  
D CITIZENS & NORTHN CORP         COM              17292210         3      203 SH      SHARED      02           203                  
D CITIGROUP INC                  COM              17296710       175    69507 SH      SHARED                 44251             25256
D CITIGROUP INC                  COM              17296710     49816 19690144 SH      SHARED              19526320            163827
D CITIGROUP INC                  COM              17296710      3935  1555658 SH      SHARED      01       1495976             59682
D CITIGROUP INC                  COM              17296710         1      700 SH      SHR/OTHR    01                             700
D CITIGROUP INC                  COM              17296710      6463  2554714 SH      SHARED      02       2489455             65259
D CITIGROUP INC                  COM              17296710        79    31463 SH      SHARED      04                           31463
D CITIGROUP INC                  COM              17296710        54    21600 SH      SHARED      04         21600                  
D CITIGROUP INC                  COM              17296710         7     2890 SH      SHARED      05          2890                  
D CITIGROUP INC                  COM              17296710       962   380510 SH      SHARED      06        202650            177860
D CITIGROUP INC                  COM              17296710     31802 12570317 SH      SHARED      10      12317517            252800
D CITIGROUP INC                  COM              17296710         5     2000 SH      SHARED      19                            2000
D CITIGROUP INC                  COM              17296710         0       50 SH      SHARED      20            50                  
D CITIGROUP INC                  COM              17296710         5     2000 SH      SHARED      21          2000                  
D CITIGROUP INC                  COM              17296710         1      466 SH      SHR/OTHR    21                             466
D CITIGROUP INC                  COM              17296710        12     4964 SH      SHARED      23          4631               333
D CITIGROUP INC                  COM              17296710       111    44080 SH      SHR/OTHR    23                           44080
D CITI TRENDS INC                COM              17306X10        27     1180 SH      SHARED                  1180                  
D CITI TRENDS INC                COM              17306X10        12      558 SH      SHARED      02           558                  
D CITIZENS REPUBLIC BANCORP IN   COM              17442010        76    49190 SH      SHARED                 49190                  
D CITIZENS REPUBLIC BANCORP IN   COM              17442010        31    20300 SH      SHARED      01         20300                  
D CITIZENS REPUBLIC BANCORP IN   COM              17442010        82    52968 SH      SHARED      02          2968             50000
D CITIZENS REPUBLIC BANCORP IN   COM              17442010        58    38000 SH      SHARED      10         38000                  
D CITIZENS FIRST BANCORP INC D   COM              17461R10         0       84 SH      SHARED                    84                  
D CITIZENS FIRST BANCORP INC D   COM              17461R10       129   121000 SH      SHARED      02                          121000
D CITIZENS INC                   CL A             17474010        80    11053 SH      SHARED                 11053                  
D CITIZENS INC                   CL A             17474010         1      255 SH      SHARED      01           255                  
D CITIZENS INC                   CL A             17474010         6      875 SH      SHARED      02           875                  
D CITIZENS CMNTY BANCORP INC M   COM              17490310         1      186 SH      SHARED                   186                  
D CITIZENS SOUTH BKG CP DEL      COM              17668210         0      196 SH      SHARED                   196                  
D CITRIX SYS INC                 COM              17737610      3913   172850 SH      SHARED                172850                  
D CITRIX SYS INC                 COM              17737610       907    40075 SH      SHARED      01         40075                  
D CITRIX SYS INC                 COM              17737610     20809   919129 SH      SHARED      02        786188            132941
D CITRIX SYS INC                 COM              17737610       251    11100 SH      SHARED      04         11100                  
D CITRIX SYS INC                 COM              17737610       279    12350 SH      SHARED      06          7100              5250
D CITRIX SYS INC                 COM              17737610      4228   186767 SH      SHARED      10        186767                  
D CITY BK LYNNWOOD WASH          COM              17770A10        45    13637 SH      SHARED                 13637                  
D CITY BK LYNNWOOD WASH          COM              17770A10        35    10800 SH      SHARED      01         10800                  
D CITY BK LYNNWOOD WASH          COM              17770A10         1      415 SH      SHARED      02           415                  
D CITY BK LYNNWOOD WASH          COM              17770A10        33    10200 SH      SHARED      10         10200                  
D CITY HLDG CO                   COM              17783510        82     3016 SH      SHARED                  3016                  
D CITY HLDG CO                   COM              17783510        64     2378 SH      SHARED      02          2378                  
D CITY NATL CORP                 COM              17856610       383    11359 SH      SHARED                 11359                  
D CITY NATL CORP                 COM              17856610       472    14000 SH      SHARED      01                           14000
D CITY NATL CORP                 COM              17856610        11      341 SH      SHARED      02           341                  
D CLARCOR INC                    COM              17989510      1065    42317 SH      SHARED                 42317                  
D CLARCOR INC                    COM              17989510       212     8436 SH      SHARED      02          8396                40
D CLARCOR INC                    COM              17989510      2719   107967 SH      SHARED      04        107967                  
D CLARCOR INC                    COM              17989510      3035   120524 SH      SHARED      05        120524                  
D CLARCOR INC                    COM              17989510       409    16239 SH      SHARED      06                           16239
D CLARCOR INC                    COM              17989510       448    17800 SH      SHARED      10         14400              3400
D CLARCOR INC                    COM              17989510        13      517 SH      SHARED      21           517                  
D CLARIENT INC                   COM              18048910         1      751 SH      SHARED                   751                  
D CLARIENT INC                   COM              18048910         0      300 SH      SHARED      02           300                  
D CLAYMORE EXCHANGE TRADED FD    BNY BRI&C PTF    18383M10       994    42262 SH      SHARED      02                           42262
D CLAYMORE EXCHANGE TRADED FD    MAC GLOB SOLAR   18383M62       192    27694 SH      SHARED                 27694                  
D CLAYMORE EXCHANGE TRADED FD    MAC GLOB SOLAR   18383M62       310    44700 SH      SHARED      02         39900              4800
D CLAYMORE EXCHANGE TRADED FD    MAC GLOB SOLAR   18383M62         3      527 SH      SHARED      21           527                  
D CLAYMORE ETF TRUST 2           S&P GBL WATER    18383Q50         5      468 SH      SHARED      02                             468
D CLAYMORE ETF TRUST 2           DELTA GLOB ETF   18383Q82       261    31055 SH      SHARED      02                           31055
D CLAYMORE ETF TRUST 2           CLAY/ALPH CHN    18383Q86         5      500 SH      SHARED      02                             500
D CLEAN DIESEL TECHNOLOGIES IN   COM NEW          18449C30         0      154 SH      SHARED                   154                  
D CLEAN HARBORS INC              COM              18449610      2047    42650 SH      SHARED                 42650                  
D CLEAN HARBORS INC              COM              18449610       307     6400 SH      SHARED      01                            6400
D CLEAN HARBORS INC              COM              18449610        48     1003 SH      SHARED      02          1003                  
D CLEAN HARBORS INC              COM              18449610       230     4800 SH      SHARED      10          4800                  
D CLEAN ENERGY FUELS CORP        COM              18449910        64    10556 SH      SHARED                 10556                  
D CLEAN ENERGY FUELS CORP        COM              18449910         4      747 SH      SHARED      02           647               100
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10        33     9073 SH      SHARED                  9073                  
D CLEAR CHANNEL OUTDOOR HLDGS    CL A             18451C10        94    25841 SH      SHARED      02         25841                  
D CLEARFIELD INC                 COM              18482P10         0       46 SH      SHARED                    46                  
D CLEARONE COMMUNICATIONS INC    COM              18506010         0      208 SH      SHARED                   208                  
D CLEARWIRE CORP NEW             CL A             18538Q10        27     5245 SH      SHARED                  5245                  
D CLEARWIRE CORP NEW             CL A             18538Q10        10     1959 SH      SHARED      02          1959                  
D CLEARWIRE CORP NEW             CL A             18538Q10       939   182500 SH      SHARED      10        182500                  
D CLEARWATER PAPER CORP          COM              18538R10        26     3300 SH      SHARED                  3300                  
D CLEARWATER PAPER CORP          COM              18538R10         1      185 SH      SHARED      01           185                  
D CLEARWATER PAPER CORP          COM              18538R10         5      661 SH      SHARED      02           661                  
D CLEARWATER PAPER CORP          COM              18538R10       107    13398 SH      SHARED      10         13398                  
D CLEVELAND BIOLABS INC          COM              18586010         0      174 SH      SHARED                   174                  
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      5925   326300 SH      SHARED                326300                  
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      1270    69985 SH      SHARED      01         33285             36700
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       314    17330 SH      SHR/OTHR    01                           17330
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      2393   131776 SH      SHARED      02         35976             95800
D CLIFFS NATURAL RESOURCES INC   COM              18683K10       363    20000 SH      SHARED      04         20000                  
D CLIFFS NATURAL RESOURCES INC   COM              18683K10        27     1500 SH      SHARED      06           800               700
D CLIFFS NATURAL RESOURCES INC   COM              18683K10      5951   327708 SH      SHARED      10        313108             14600
D CLIFFS NATURAL RESOURCES INC   COM              18683K10        20     1132 SH      SHARED      21                            1132
D CLIFTON SVGS BANCORP INC       COM              18712Q10        15     1512 SH      SHARED                  1512                  
D CLIFTON SVGS BANCORP INC       COM              18712Q10         2      266 SH      SHARED      02           266                  
D CLINICAL DATA INC NEW          COM              18725U10         1       97 SH      SHARED                    97                  
D CLINICAL DATA INC NEW          COM              18725U10         3      288 SH      SHARED      02           288                  
D CLOROX CO DEL                  COM              18905410     12219   237359 SH      SHARED                237359                  
D CLOROX CO DEL                  COM              18905410      1881    36549 SH      SHARED      01         36549                  
D CLOROX CO DEL                  COM              18905410      1750    34012 SH      SHARED      02         31961              2051
D CLOROX CO DEL                  COM              18905410        41      800 SH      SHARED      04           800                  
D CLOROX CO DEL                  COM              18905410         5      100 SH      SHARED      05           100                  
D CLOROX CO DEL                  COM              18905410       543    10560 SH      SHARED      06          5250              5310
D CLOROX CO DEL                  COM              18905410      3202    62201 SH      SHARED      10         62201                  
D CLOROX CO DEL                  COM              18905410       138     2700 SH      SHARED      20          2700                  
D CLOROX CO DEL                  COM              18905410        51     1000 SH      SHR/OTHR    20                            1000
D CLOROX CO DEL                  COM              18905410        10      200 SH      SHARED      23           200                  
D CLOROX CO DEL                  COM              18905410       172     3350 SH      SHR/OTHR    23                            3350
D COACH INC                      COM              18975410      6424   384730 SH      SHARED                384730                  
D COACH INC                      COM              18975410      1912   114492 SH      SHARED      01        110892              3600
D COACH INC                      COM              18975410        59     3550 SH      SHR/OTHR    01                            3550
D COACH INC                      COM              18975410       985    59033 SH      SHARED      02         58776               257
D COACH INC                      COM              18975410       961    57600 SH      SHARED      04         57600                  
D COACH INC                      COM              18975410         3      190 SH      SHARED      05           190                  
D COACH INC                      COM              18975410      9296   556670 SH      SHARED      06        356300            200370
D COACH INC                      COM              18975410      3240   194012 SH      SHARED      10        194012                  
D COACH INC                      COM              18975410        66     4000 SH      SHARED      19                            4000
D COACH INC                      COM              18975410        66     4000 SH      SHR/OTHR    23                            4000
D CNINSURE INC                   SPONSORED ADR    18976M10         8     1200 SH      SHARED                  1200                  
D COACHMEN INDS INC              COM              18987310         0      408 SH      SHARED                   408                  
D COBIZ FINANCIAL INC            COM              19089710        15     2858 SH      SHARED                  2858                  
D COBIZ FINANCIAL INC            COM              19089710        38     7275 SH      SHARED      01                            7275
D COBIZ FINANCIAL INC            COM              19089710         2      498 SH      SHARED      02           498                  
D COBIZ FINANCIAL INC            COM              19089710        94    18000 SH      SHARED      10         18000                  
D COBIZ FINANCIAL INC            COM              19089710       282    53814 SH      SHR/OTHR    23                           53814
D COBRA ELECTRS CORP             COM              19104210         0      177 SH      SHARED                   177                  
D COCA COLA BOTTLING CO CONS     COM              19109810         6      131 SH      SHARED                   131                  
D COCA COLA BOTTLING CO CONS     COM              19109810         5      101 SH      SHARED      02           101                  
D COCA COLA HELLENIC BTTLG CO    SPONSORED ADR    1912EP10         5      400 SH      SHARED      02                             400
D COCA COLA CO                   COM              19121610      1417    32250 SH      SHARED                                   32250
D COCA COLA CO                   COM              19121610     90816  2066354 SH      SHARED               2002474             63880
D COCA COLA CO                   COM              19121610     25113   571418 SH      SHARED      01        553404             18014
D COCA COLA CO                   COM              19121610      1354    30826 SH      SHR/OTHR    01                           30826
D COCA COLA CO                   COM              19121610     68777  1564907 SH      SHARED      02       1509305             55602
D COCA COLA CO                   COM              19121610       349     7960 SH      SHARED      04                            7960
D COCA COLA CO                   COM              19121610       510    11620 SH      SHARED      04         11620                  
D COCA COLA CO                   COM              19121610        47     1090 SH      SHARED      05          1090                  
D COCA COLA CO                   COM              19121610      6866   156225 SH      SHARED      06         85900             70325
D COCA COLA CO                   COM              19121610     51045  1161441 SH      SHARED      10       1118741             42700
D COCA COLA CO                   COM              19121610       136     3100 SH      SHARED      19                            3100
D COCA COLA CO                   COM              19121610      6580   149737 SH      SHARED      20        120661             29076
D COCA COLA CO                   COM              19121610      1216    27676 SH      SHR/OTHR    20                           27676
D COCA COLA CO                   COM              19121610       170     3889 SH      SHARED      21          3889                  
D COCA COLA CO                   COM              19121610       439    10000 SH      SHR/OTHR    21                           10000
D COCA COLA CO                   COM              19121610        58     1330 SH      SHARED      22           430               900
D COCA COLA CO                   COM              19121610       327     7450 SH      SHR/OTHR    22                            7450
D COCA COLA CO                   COM              19121610      3434    78140 SH      SHARED      23         75625              2515
D COCA COLA CO                   COM              19121610      4203    95648 SH      SHR/OTHR    23                           95648
D COCA COLA ENTERPRISES INC      COM              19121910      3716   281762 SH      SHARED                281762                  
D COCA COLA ENTERPRISES INC      COM              19121910      1109    84100 SH      SHARED      01         80300              3800
D COCA COLA ENTERPRISES INC      COM              19121910        30     2300 SH      SHR/OTHR    01                            2300
D COCA COLA ENTERPRISES INC      COM              19121910      1389   105323 SH      SHARED      02        105323                  
D COCA COLA ENTERPRISES INC      COM              19121910       323    24500 SH      SHARED      06         13900             10600
D COCA COLA ENTERPRISES INC      COM              19121910     12723   964647 SH      SHARED      10        873847             90800
D COCA COLA ENTERPRISES INC      COM              19121910       659    50000 SH      SHARED      15                           50000
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110       616    18097 SH      SHARED                 18097                  
D COCA COLA FEMSA S A B DE C V   SPON ADR REP L   19124110       143     4200 SH      SHARED      10          4200                  
D COEUR D ALENE MINES CORP IDA   NOTE  1.250% 1/1 192108AQ        37    62000 PRN     SHARED      02                           62000
D COEUR D ALENE MINES CORP IDA   NOTE  3.250% 3/1 192108AR      1676  3827000 PRN     SHARED      02       3827000                  
D COEUR D ALENE MINES CORP IDA   COM              19210810      1048  1114928 SH      SHARED               1114928                  
D COEUR D ALENE MINES CORP IDA   COM              19210810        96   102600 SH      SHARED      01         78600             24000
D COEUR D ALENE MINES CORP IDA   COM              19210810       390   415915 SH      SHARED      02         12915            403000
D COEUR D ALENE MINES CORP IDA   COM              19210810        67    71600 SH      SHARED      10         57900             13700
D COEUR D ALENE MINES CORP IDA   COM              19210810        47    51000 SH      SHARED      23         51000                  
D COEUR D ALENE MINES CORP IDA   COM              19210810        56    60000 SH      SHR/OTHR    23                           60000
D COGDELL SPENCER INC            COM              19238U10        40     8038 SH      SHARED                  8038                  
D COGDELL SPENCER INC            COM              19238U10         1      312 SH      SHARED      02           312                  
D COGDELL SPENCER INC            COM              19238U10       351    69000 SH      SHARED      10         69000                  
D COGDELL SPENCER INC            COM              19238U10      9534  1869543 SH      SHARED      11        422117           1447426
D COGENT COMM GROUP INC          NOTE  1.000% 6/1 19239VAB      2900  5000000 PRN     SHARED               5000000                  
D COGENT COMM GROUP INC          COM NEW          19239V30       310    43151 SH      SHARED                 43151                  
D COGENT COMM GROUP INC          COM NEW          19239V30        24     3400 SH      SHARED      01          3400                  
D COGENT COMM GROUP INC          COM NEW          19239V30         8     1163 SH      SHARED      02          1163                  
D COGENT INC                     COM              19239Y10       376    31645 SH      SHARED                 31645                  
D COGENT INC                     COM              19239Y10        11     1000 SH      SHARED      01          1000                  
D COGENT INC                     COM              19239Y10       110     9245 SH      SHARED      02          9245                  
D COGENT INC                     COM              19239Y10      4273   359113 SH      SHARED      10        359113                  
D COGNEX CORP                    COM              19242210       175    13128 SH      SHARED                 13128                  
D COGNEX CORP                    COM              19242210       163    12280 SH      SHARED      02         12280                  
D COGNEX CORP                    COM              19242210        22     1700 SH      SHARED      10          1700                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      3623   174296 SH      SHARED                174296                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      1446    69600 SH      SHARED      01         69600                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       541    26042 SH      SHARED      02         25751               291
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610        31     1500 SH      SHARED      04          1500                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610         3      180 SH      SHARED      05           180                  
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610       435    20940 SH      SHARED      06         12300              8640
D COGNIZANT TECHNOLOGY SOLUTIO   CL A             19244610      6498   312588 SH      SHARED      10        312588                  
D COGO GROUP INC                 COM              19244810       300    44936 SH      SHARED                 44936                  
D COGO GROUP INC                 COM              19244810        14     2160 SH      SHARED      02          2160                  
D COHEN & STEERS INC             COM              19247A10        58     5262 SH      SHARED                  5262                  
D COHEN & STEERS INC             COM              19247A10        28     2537 SH      SHARED      02          2537                  
D COHEN & STEERS INC             COM              19247A10         3      325 SH      SHARED      21                             325
D COHEN & STEERS QUALITY RLTY    COM              19247L10        21    10675 SH      SHARED      02                           10675
D COHEN & STEERS PREM INC RLTY   COM              19247V10         2     1500 SH      SHARED      02                            1500
D COHEN & STEERS REIT & PFD IN   COM              19247X10         5     1350 SH      SHARED      02                            1350
D COHEN & STEERS REIT & UTIL I   COM              19247Y10       188    43693 SH      SHARED      02                           43693
D COHEN & STEERS REIT & UTIL I   COM              19247Y10        43    10000 SH      SHARED      21         10000                  
D COHERENT INC                   COM              19247910       389    22600 SH      SHARED                 22600                  
D COHERENT INC                   COM              19247910        36     2144 SH      SHARED      02          2021               123
D COHERENT INC                   COM              19247910       182    10600 SH      SHARED      10         10600                  
D COHEN & STEERS SELECT UTIL F   COM              19248A10       335    37200 SH      SHARED                 37200                  
D COHEN & STEERS SELECT UTIL F   COM              19248A10       172    19200 SH      SHARED      02                           19200
D COHEN & STEERS SELECT UTIL F   COM              19248A10        47     5312 SH      SHARED      20          5312                  
D COHEN & STEERS WRLDWD RLT IN   COM              19248J10         7     3696 SH      SHARED      02                            3696
D COHEN & STEERS GLOBAL INC BL   COM              19248M10        42     7000 SH      SHARED      02                            7000
D COHEN & STEERS CLOSED END OP   COM              19248P10       272    33072 SH      SHARED      02                           33072
D COHU INC                       COM              19257610       124    17334 SH      SHARED                 17334                  
D COHU INC                       COM              19257610         5      734 SH      SHARED      02           734                  
D COHU INC                       COM              19257610       131    18200 SH      SHARED      10         12100              6100
D COINSTAR INC                   COM              19259P30       151     4636 SH      SHARED                  4636                  
D COINSTAR INC                   COM              19259P30        20      620 SH      SHARED      01           620                  
D COINSTAR INC                   COM              19259P30       248     7578 SH      SHARED      02          7494                84
D COINSTAR INC                   COM              19259P30       196     6000 SH      SHARED      10          6000                  
D COLDWATER CREEK INC            COM              19306810        83    33114 SH      SHARED                 33114                  
D COLDWATER CREEK INC            COM              19306810        29    11800 SH      SHARED      01                           11800
D COLDWATER CREEK INC            COM              19306810       110    44183 SH      SHARED      02         43983               200
D COLDWATER CREEK INC            COM              19306810       246    98200 SH      SHARED      10         98200                  
D COLE KENNETH PRODTNS INC       CL A             19329410        88    13928 SH      SHARED                 13928                  
D COLE KENNETH PRODTNS INC       CL A             19329410        32     5034 SH      SHARED      02          5034                  
D COLEMAN CABLE INC              COM              19345930         5     2360 SH      SHARED                  2360                  
D COLEMAN CABLE INC              COM              19345930         0      203 SH      SHARED      02           203                  
D COLFAX CORP                    COM              19401410        46     6800 SH      SHARED                  6800                  
D COLFAX CORP                    COM              19401410        47     6912 SH      SHARED      02           562              6350
D COLGATE PALMOLIVE CO           COM              19416210       531     9012 SH      SHARED                   262              8750
D COLGATE PALMOLIVE CO           COM              19416210     23386   396517 SH      SHARED                372885             23632
D COLGATE PALMOLIVE CO           COM              19416210     19159   324850 SH      SHARED      01        241120             83730
D COLGATE PALMOLIVE CO           COM              19416210      3114    52799 SH      SHR/OTHR    01                           52799
D COLGATE PALMOLIVE CO           COM              19416210      1595    27052 SH      SHARED      02         13852             13200
D COLGATE PALMOLIVE CO           COM              19416210       196     3335 SH      SHARED      04                            3335
D COLGATE PALMOLIVE CO           COM              19416210     31191   528850 SH      SHARED      04        528850                  
D COLGATE PALMOLIVE CO           COM              19416210        15      270 SH      SHARED      05           270                  
D COLGATE PALMOLIVE CO           COM              19416210      3046    51650 SH      SHARED      06         27200             24450
D COLGATE PALMOLIVE CO           COM              19416210     99354  1684546 SH      SHARED      10       1679619              4927
D COLGATE PALMOLIVE CO           COM              19416210       206     3500 SH      SHARED      19                            3500
D COLGATE PALMOLIVE CO           COM              19416210      5962   101102 SH      SHARED      20         94897       60     6145
D COLGATE PALMOLIVE CO           COM              19416210       340     5772 SH      SHR/OTHR    20                            5772
D COLGATE PALMOLIVE CO           COM              19416210       452     7670 SH      SHARED      21          6362              1308
D COLGATE PALMOLIVE CO           COM              19416210        41      700 SH      SHR/OTHR    21                             700
D COLGATE PALMOLIVE CO           COM              19416210      1184    20088 SH      SHARED      22         16088              4000
D COLGATE PALMOLIVE CO           COM              19416210       391     6637 SH      SHR/OTHR    22                            6637
D COLGATE PALMOLIVE CO           COM              19416210      6814   115540 SH      SHARED      23        101200             14340
D COLGATE PALMOLIVE CO           COM              19416210      7459   126469 SH      SHR/OTHR    23                          126469
D COLLECTIVE BRANDS INC          COM              19421W10      1441   148036 SH      SHARED                148036                  
D COLLECTIVE BRANDS INC          COM              19421W10       234    24126 SH      SHARED      01          3248             20878
D COLLECTIVE BRANDS INC          COM              19421W10       126    13008 SH      SHARED      02         13008                  
D COLLECTIVE BRANDS INC          COM              19421W10       111    11400 SH      SHARED      10         11400                  
D COLLECTIVE BRANDS INC          COM              19421W10         0       15 SH      SHARED      23            15                  
D COLONIAL BANCGROUP INC         COM              19549330        86    95893 SH      SHARED                 95893                  
D COLONIAL BANCGROUP INC         COM              19549330       130   145100 SH      SHARED      01         81000             64100
D COLONIAL BANCGROUP INC         COM              19549330        40    44524 SH      SHARED      02         44063               461
D COLONIAL BANCGROUP INC         COM              19549330       121   134600 SH      SHARED      10        128400              6200
D COLONIAL BANCGROUP INC         COM              19549330         4     5000 SH      SHR/OTHR    23                            5000
D COLONIAL BANKSHARES INC        COM              19557210         0       54 SH      SHARED                    54                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210        64    17052 SH      SHARED                 17052                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210         6     1700 SH      SHARED      01          1700                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210        25     6672 SH      SHARED      02          6140               532
D COLONIAL PPTYS TR              COM SH BEN INT   19587210       277    72750 SH      SHARED      10         72750                  
D COLONIAL PPTYS TR              COM SH BEN INT   19587210         7     2020 SH      SHARED      21                            2020
D COLONY BANKCORP INC            COM              19623P10         1      163 SH      SHARED                   163                  
D COLUMBIA BANCORP ORE           COM              19723110         0      249 SH      SHARED                   249                  
D COLUMBIA BKG SYS INC           COM              19723610       131    20500 SH      SHARED                 20500                  
D COLUMBIA BKG SYS INC           COM              19723610         3      493 SH      SHARED      02           493                  
D COLUMBIA BKG SYS INC           COM              19723610        24     3900 SH      SHARED      10          3900                  
D COLUMBIA LABS INC              COM              19777910         2     1865 SH      SHARED                  1865                  
D COLUMBIA LABS INC              COM              19777910         4     3238 SH      SHARED      02          2388               850
D COLUMBIA SPORTSWEAR CO         COM              19851610      1849    61821 SH      SHARED                 61821                  
D COLUMBIA SPORTSWEAR CO         COM              19851610        71     2387 SH      SHARED      02          2387                  
D COLUMBIA SPORTSWEAR CO         COM              19851610        53     1800 SH      SHARED      10          1800                  
D COLUMBUS ACQUISITION CORP      COM              19885110      1382   174741 SH      SHARED                174741                  
D COLUMBUS ACQUISITION CORP      *W EXP 05/18/201 19885111         2   127545 SH      SHARED                127545                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310       584    67083 SH      SHARED                 67083                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310        11     1300 SH      SHARED      01          1300                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310        19     2280 SH      SHARED      02          2280                  
D COLUMBUS MCKINNON CORP N Y     COM              19933310       202    23200 SH      SHARED      10         23200                  
D COMFORT SYS USA INC            COM              19990810       325    31400 SH      SHARED                 31400                  
D COMFORT SYS USA INC            COM              19990810        44     4300 SH      SHARED      01          4300                  
D COMFORT SYS USA INC            COM              19990810       310    29945 SH      SHARED      02         29945                  
D COMFORT SYS USA INC            COM              19990810      1078   104000 SH      SHARED      10        104000                  
D COMARCO INC                    COM              20008010         0      141 SH      SHARED                   141                  
D COMBINATORX INC                COM              20010A10        16    26779 SH      SHARED                 26779                  
D COMBINATORX INC                COM              20010A10         0      489 SH      SHARED      02           489                  
D COMCAST CORP NEW               CL A             20030N10     32566  2387561 SH      SHARED               2307153             80408
D COMCAST CORP NEW               CL A             20030N10      8961   657009 SH      SHARED      01        653486              3523
D COMCAST CORP NEW               CL A             20030N10       477    35000 SH      SHR/OTHR    01                           35000
D COMCAST CORP NEW               CL A             20030N10     14880  1090974 SH      SHARED      02       1075261             15713
D COMCAST CORP NEW               CL A             20030N10      4868   356900 SH      SHARED      04        356900                  
D COMCAST CORP NEW               CL A             20030N10        13      990 SH      SHARED      05           990                  
D COMCAST CORP NEW               CL A             20030N10     16870  1236845 SH      SHARED      06        494294            742551
D COMCAST CORP NEW               CL A             20030N10     78407  5748335 SH      SHARED      10       5574885            173450
D COMCAST CORP NEW               CL A             20030N10        24     1800 SH      SHARED      22           854               946
D COMCAST CORP NEW               CL A             20030N10       126     9291 SH      SHARED      23          1341              7950
D COMCAST CORP NEW               CL A             20030N10       163    11954 SH      SHR/OTHR    23                           11954
D COMCAST CORP NEW               CL A SPL         20030N20     33670  2616182 SH      SHARED               2616182                  
D COMCAST CORP NEW               CL A SPL         20030N20      2675   207850 SH      SHARED      01        202600              5250
D COMCAST CORP NEW               CL A SPL         20030N20        13     1050 SH      SHR/OTHR    01                            1050
D COMCAST CORP NEW               CL A SPL         20030N20      2294   178279 SH      SHARED      02        109100             69179
D COMCAST CORP NEW               CL A SPL         20030N20        87     6800 SH      SHARED      04          6800                  
D COMCAST CORP NEW               CL A SPL         20030N20         6      510 SH      SHARED      05           510                  
D COMCAST CORP NEW               CL A SPL         20030N20       265    20595 SH      SHARED      06          8275             12320
D COMCAST CORP NEW               CL A SPL         20030N20      7780   604550 SH      SHARED      10        604550                  
D COMCAST CORP NEW               CL A SPL         20030N20        14     1162 SH      SHARED      20                            1162
D COMCAST CORP NEW               CL A SPL         20030N20       131    10243 SH      SHR/OTHR    20                           10243
D COMCAST CORP NEW               CL A SPL         20030N20       106     8250 SH      SHARED      22          6427              1823
D COMCAST CORP NEW               CL A SPL         20030N20        36     2850 SH      SHARED      23          2700               150
D COMCAST CORP NEW               CL A SPL         20030N20       121     9450 SH      SHR/OTHR    23                            9450
D COMERICA INC                   COM              20034010     12567   686351 SH      SHARED                686351                  
D COMERICA INC                   COM              20034010       537    29375 SH      SHARED      01         29375                  
D COMERICA INC                   COM              20034010      1837   100340 SH      SHARED      02         98586              1754
D COMERICA INC                   COM              20034010         1      100 SH      SHARED      05           100                  
D COMERICA INC                   COM              20034010       498    27220 SH      SHARED      06         23200              4020
D COMERICA INC                   COM              20034010      5390   294420 SH      SHARED      10        294420                  
D COMERICA INC                   COM              20034010        37     2025 SH      SHARED      20          2025                  
D COMERICA INC                   COM              20034010         6      347 SH      SHR/OTHR    20                             347
D COMFORCE CORP                  COM              20038K10         0      291 SH      SHARED                   291                  
D COMMAND SEC CORP               COM              20050L10         0      160 SH      SHARED                   160                  
D COMMERCE BANCSHARES INC        COM              20052510      3627    99919 SH      SHARED                 99919                  
D COMMERCE BANCSHARES INC        COM              20052510       850    23432 SH      SHARED      01           942             22490
D COMMERCE BANCSHARES INC        COM              20052510       221     6109 SH      SHARED      02          6109                  
D COMMERCIAL METALS CO           COM              20172310      2342   202820 SH      SHARED                202820                  
D COMMERCIAL METALS CO           COM              20172310       369    32000 SH      SHARED      01                           32000
D COMMERCIAL METALS CO           COM              20172310       129    11191 SH      SHARED      02         11191                  
D COMMERCIAL METALS CO           COM              20172310      2093   181296 SH      SHARED      10        120099             61197
D COMMERCIAL VEH GROUP INC       COM              20260810         0       56 SH      SHARED                    56                  
D COMMERCIAL VEH GROUP INC       COM              20260810         0      562 SH      SHARED      02           562                  
D COMMERCIAL VEH GROUP INC       COM              20260810         2     5200 SH      SHARED      10          5200                  
D COMMONWEALTH BANKSHARES INC    COM              20273610         0      179 SH      SHARED                   179                  
D COMMONWEALTH BIOTECHNOLOGIES   COM              20273910         0       86 SH      SHARED                    86                  
D COMMSCOPE INC                  COM              20337210      5093   448379 SH      SHARED                448379                  
D COMMSCOPE INC                  COM              20337210       267    23518 SH      SHARED      01          1135             22383
D COMMSCOPE INC                  COM              20337210       263    23236 SH      SHARED      02         23236                  
D COMMSCOPE INC                  COM              20337210     10062   885823 SH      SHARED      10        885823                  
D COMMUNITY BANCORP NEV          COM              20343T10         0      300 SH      SHARED                   300                  
D COMMUNITY BK SHS IND INC       COM              20359910         0       89 SH      SHARED                    89                  
D COMMUNITY BK SYS INC           COM              20360710       399    23842 SH      SHARED                 23842                  
D COMMUNITY BK SYS INC           COM              20360710       195    11699 SH      SHARED      02         11699                  
D COMMUNITY BK SYS INC           COM              20360710       283    16900 SH      SHARED      10         16900                  
D COMMUNITY CAP CORP S C         COM              20363C10         0      115 SH      SHARED                   115                  
D COMMUNITY FINL CORP VA         COM              20365L10         0        6 SH      SHARED                     6                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       444    28970 SH      SHARED                 28970                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       467    30500 SH      SHARED      01                           30500
D COMMUNITY HEALTH SYS INC NEW   COM              20366810        43     2859 SH      SHARED      02          2859                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810         4      276 SH      SHARED      06           276                  
D COMMUNITY HEALTH SYS INC NEW   COM              20366810      1460    95200 SH      SHARED      10         83100             12100
D COMMUNITY HEALTH SYS INC NEW   COM              20366810       143     9325 SH      SHARED      21          9325                  
D COMMUNICATIONS SYS INC         COM              20390010         1      154 SH      SHARED                   154                  
D COMMUNICATIONS SYS INC         COM              20390010         2      327 SH      SHARED      02           327                  
D COMMUNITY PARTNERS BANCORP     COM              20401810         0      179 SH      SHARED                   179                  
D COMMUNITY TR BANCORP INC       COM              20414910        18      699 SH      SHARED                   699                  
D COMMUNITY TR BANCORP INC       COM              20414910        10      390 SH      SHARED      02           390                  
D COMMUNITY TR BANCORP INC       COM              20414910       304    11400 SH      SHARED      10          7300              4100
D COMMUNITY VALLEY BANCORP CA    COM              20415P10         0      159 SH      SHARED                   159                  
D COMMUNITY WEST BANCSHARES      COM              20415710         0      136 SH      SHARED                   136                  
D COMMVAULT SYSTEMS INC          COM              20416610       783    71467 SH      SHARED                 71467                  
D COMMVAULT SYSTEMS INC          COM              20416610         6      600 SH      SHARED      01           600                  
D COMMVAULT SYSTEMS INC          COM              20416610        13     1252 SH      SHARED      02          1174                78
D COMMVAULT SYSTEMS INC          COM              20416610       109    10000 SH      SHARED      04         10000                  
D COMMVAULT SYSTEMS INC          COM              20416610       177    16200 SH      SHARED      10         16200                  
D CGG VERITAS                    SPONSORED ADR    20438610        15     1331 SH      SHARED                  1331                  
D CGG VERITAS                    SPONSORED ADR    20438610        39     3389 SH      SHARED      02                            3389
D COMPANHIA BRASILEIRA DE DIST   SPON ADR PFD     20440T20       752    27800 SH      SHARED                 27800                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10       222    15000 SH      SHARED                                   15000
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10     13005   876376 SH      SHARED                876376                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      2116   142650 SH      SHARED      01        142650                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10      4422   297997 SH      SHARED      02        297997                  
D COMPANHIA SIDERURGICA NACION   SPONSORED ADR    20440W10       371    25000 SH      SHARED      04         25000                  
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      2705   183030 SH      SHARED                183030                  
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960         7      503 SH      SHARED      02           503                  
D COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   20440960      7728   522900 SH      SHARED      10        522900                  
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10       259    12151 SH      SHARED                 12151                  
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10        32     1500 SH      SHARED      02                            1500
D COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR    20441A10        64     3000 SH      SHARED      10          3000                  
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40       393    37731 SH      SHARED                 37731                  
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40        10     1025 SH      SHR/OTHR    01                            1025
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40         1      100 SH      SHARED      02           100                  
D COMPANHIA PARANAENSE ENERG C   SPON ADR PFD     20441B40      5811   557200 SH      SHARED      10        557200                  
D COMPANHIA DE BEBIDAS DAS AME   SPONSORED ADR    20441W10        70     1831 SH      SHARED                  1831                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      1154    24182 SH      SHARED                 24182                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      3294    69000 SH      SHARED      01         69000                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20       283     5940 SH      SHARED      02           540              5400
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20      1162    24342 SH      SHARED      04         24342                  
D COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W20     17572   368000 SH      SHARED      10        368000                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210     14618  1295994 SH      SHARED               1295994                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210      1679   148896 SH      SHARED      01        148896                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210         9      800 SH      SHARED      02           800                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210       798    70800 SH      SHARED      06         70800                  
D COMPANHIA VALE DO RIO DOCE     SPON ADR PFD     20441210     59786  5300205 SH      SHARED      10       5300205                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220       189    14250 SH      SHARED                 14250                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220     14837  1115586 SH      SHARED               1115586                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      3744   281549 SH      SHARED      01        278149              3400
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      5928   445763 SH      SHARED      02        369848             75915
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      5123   385240 SH      SHARED      04        385240                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220      4154   312400 SH      SHARED      06          1400            311000
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220     13273   997986 SH      SHARED      10        997986                  
D COMPANHIA VALE DO RIO DOCE     SPONSORED ADR    20441220        47     3560 SH      SHR/OTHR    23                            3560
D COMPANIA CERVECERIAS UNIDAS    SPONSORED ADR    20442910         0       32 SH      SHARED                    32                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      1534    64000 SH      SHARED                 64000                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      2115    88205 SH      SHARED                 88205                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810      2124    88600 SH      SHARED      01         88600                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810     13860   578000 SH      SHARED      04        578000                  
D COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    20444810     33407  1393158 SH      SHARED      10       1393158                  
D COMPASS MINERALS INTL INC      COM              20451N10      2425    43035 SH      SHARED                 43035                  
D COMPASS MINERALS INTL INC      COM              20451N10       276     4913 SH      SHARED      02          4063               850
D COMPASS MINERALS INTL INC      COM              20451N10       411     7300 SH      SHARED      10          7300                  
D COMPASS MINERALS INTL INC      COM              20451N10        90     1600 SH      SHR/OTHR    23                            1600
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10        11     1324 SH      SHARED      02          1324                  
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10       149    16706 SH      SHARED      20         16706                  
D COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q10        16     1875 SH      SHARED      21                            1875
D COMPETITIVE TECHNOLOGIES INC   COM              20451210         0      109 SH      SHARED                   109                  
D COMPELLENT TECHNOLOGIES INC    COM              20452A10        11     1060 SH      SHARED                  1060                  
D COMPELLENT TECHNOLOGIES INC    COM              20452A10         3      367 SH      SHARED      02           367                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10        47    15310 SH      SHARED                 15310                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10        15     5075 SH      SHARED      01          5075                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10         9     3198 SH      SHARED      02          3198                  
D COMPLETE PRODUCTION SERVICES   COM              20453E10        28     9200 SH      SHARED      10          9200                  
D COMPUCREDIT CORP               NOTE  3.625% 5/3 20478NAB       382  1643000 PRN     SHARED      02       1643000                  
D COMPUCREDIT CORP               COM              20478N10        43    17716 SH      SHARED                 17716                  
D COMPUCREDIT CORP               COM              20478N10        24    10185 SH      SHARED      02         10185                  
D COMPUTER ASSOC INTL INC        NOTE  1.625%12/1 204912AQ       561   532000 PRN     SHARED      02        532000                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610        42     1282 SH      SHARED                  1282                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610        36     1100 SH      SHARED      01          1100                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610         8      253 SH      SHARED      02           253                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610       884    26600 SH      SHARED      10         26600                  
D COMPUTER PROGRAMS & SYS INC    COM              20530610         8      265 SH      SHARED      21                             265
D COMPUTER SCIENCES CORP         COM              20536310     11366   308535 SH      SHARED                294833             13702
D COMPUTER SCIENCES CORP         COM              20536310      1457    39576 SH      SHARED      01         38376              1200
D COMPUTER SCIENCES CORP         COM              20536310      1078    29283 SH      SHARED      02         27483              1800
D COMPUTER SCIENCES CORP         COM              20536310         4      130 SH      SHARED      05           130                  
D COMPUTER SCIENCES CORP         COM              20536310       383    10410 SH      SHARED      06          4950              5460
D COMPUTER SCIENCES CORP         COM              20536310     29770   808104 SH      SHARED      10        801704              6400
D COMPUTER TASK GROUP INC        COM              20547710         0      215 SH      SHARED                   215                  
D COMPUTER TASK GROUP INC        COM              20547710         4     1300 SH      SHARED      02          1300                  
D COMPX INTERNATIONAL INC        CL A             20563P10         0       73 SH      SHARED                    73                  
D COMPX INTERNATIONAL INC        CL A             20563P10         0      100 SH      SHARED      02           100                  
D COMPUWARE CORP                 COM              20563810      4920   746586 SH      SHARED                746586                  
D COMPUWARE CORP                 COM              20563810       132    20100 SH      SHARED      01         20100                  
D COMPUWARE CORP                 COM              20563810        38     5830 SH      SHARED      02          5830                  
D COMPUWARE CORP                 COM              20563810       260    39550 SH      SHARED      06         34550              5000
D COMPUWARE CORP                 COM              20563810      4488   681077 SH      SHARED      10        633177             47900
D COMSCORE INC                   COM              20564W10        27     2235 SH      SHARED                  2235                  
D COMSCORE INC                   COM              20564W10        37     3100 SH      SHARED      01          3100                  
D COMSCORE INC                   COM              20564W10         5      493 SH      SHARED      02           493                  
D COMSTOCK HOMEBUILDING COS IN   CL A             20568410         0      338 SH      SHARED                   338                  
D COMSTOCK RES INC               COM NEW          20576820       361    12126 SH      SHARED                 12126                  
D COMSTOCK RES INC               COM NEW          20576820       441    14800 SH      SHARED      01           100             14700
D COMSTOCK RES INC               COM NEW          20576820       260     8757 SH      SHARED      02          8757                  
D COMSTOCK RES INC               COM NEW          20576820       432    14500 SH      SHARED      10         10900              3600
D COMSTOCK RES INC               COM NEW          20576820        14      490 SH      SHARED      21                             490
D COMSYS IT PARTNERS INC         COM              20581E10      2156   975800 SH      SHARED                975800                  
D COMSYS IT PARTNERS INC         COM              20581E10         3     1700 SH      SHARED      01          1700                  
D COMSYS IT PARTNERS INC         COM              20581E10         0      375 SH      SHARED      02           375                  
D COMSYS IT PARTNERS INC         COM              20581E10        57    26200 SH      SHARED      10         26200                  
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620        35     1420 SH      SHARED                  1420                  
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620       327    13222 SH      SHARED      02         13208                14
D COMTECH TELECOMMUNICATIONS C   COM NEW          20582620       148     6000 SH      SHARED      10          6000                  
D COMVERGE INC                   COM              20585910        60     8767 SH      SHARED                  8767                  
D COMVERGE INC                   COM              20585910        31     4500 SH      SHR/OTHR    01                            4500
D COMVERGE INC                   COM              20585910         3      569 SH      SHARED      02           569                  
D CONAGRA FOODS INC              COM              20588710     19378  1148722 SH      SHARED               1148722                  
D CONAGRA FOODS INC              COM              20588710      1921   113872 SH      SHARED      01        111872              2000
D CONAGRA FOODS INC              COM              20588710       456    27080 SH      SHARED      02         24646              2434
D CONAGRA FOODS INC              COM              20588710      1933   114600 SH      SHARED      04        114600                  
D CONAGRA FOODS INC              COM              20588710         5      350 SH      SHARED      05           350                  
D CONAGRA FOODS INC              COM              20588710      1030    61110 SH      SHARED      06         47050             14060
D CONAGRA FOODS INC              COM              20588710      5150   305276 SH      SHARED      10        305276                  
D CONAGRA FOODS INC              COM              20588710        10      600 SH      SHARED      20                             600
D CONAGRA FOODS INC              COM              20588710       134     7950 SH      SHR/OTHR    20                            7950
D CONAGRA FOODS INC              COM              20588710        24     1461 SH      SHARED      21          1461                  
D CONAGRA FOODS INC              COM              20588710        36     2164 SH      SHR/OTHR    23                            2164
D CON-WAY INC                    COM              20594410      2396   133658 SH      SHARED                133658                  
D CON-WAY INC                    COM              20594410       294    16445 SH      SHARED      01          1345             15100
D CON-WAY INC                    COM              20594410        98     5482 SH      SHARED      02          5482                  
D CON-WAY INC                    COM              20594410       177     9900 SH      SHARED      10          9900                  
D CONCEPTUS INC                  COM              20601610         0       16 SH      SHARED                    16                  
D CONCEPTUS INC                  COM              20601610        76     6488 SH      SHARED      02           988              5500
D CONCEPTUS INC                  COM              20601610       115     9800 SH      SHARED      10          9800                  
D CONCHO RES INC                 COM              20605P10       211     8260 SH      SHARED                  8260                  
D CONCHO RES INC                 COM              20605P10        61     2400 SH      SHARED      01          2400                  
D CONCHO RES INC                 COM              20605P10       115     4520 SH      SHARED      02          4520                  
D CONCHO RES INC                 COM              20605P10       130     5100 SH      SHARED      10          5100                  
D CONCHO RES INC                 COM              20605P10        58     2273 SH      SHARED      21          1020              1253
D CONCUR TECHNOLOGIES INC        COM              20670810       166     8673 SH      SHARED                  8673                  
D CONCUR TECHNOLOGIES INC        COM              20670810       298    15556 SH      SHARED      02         11956              3600
D CONCUR TECHNOLOGIES INC        COM              20670810       287    15000 SH      SHARED      04         15000                  
D CONCUR TECHNOLOGIES INC        COM              20670810      4707   245300 SH      SHARED      10        244000              1300
D CONCUR TECHNOLOGIES INC        COM              20670810        13      695 SH      SHARED      21           695                  
D CONCURRENT COMPUTER CORP NEW   COM PAR $.01     20671040         0      229 SH      SHARED                   229                  
D CONCURRENT COMPUTER CORP NEW   COM PAR $.01     20671040         0      200 SH      SHARED      02           200                  
D CONEXANT SYSTEMS INC           NOTE  4.000% 3/0 207142AH      3648 19200000 PRN     SHARED              19200000                  
D CONEXANT SYSTEMS INC           NOTE  4.000% 3/0 207142AH        39   210000 PRN     SHARED      02        210000                  
D CONEXANT SYSTEMS INC           COM NEW          20714230         9    14357 SH      SHARED                 14357                  
D CONEXANT SYSTEMS INC           COM NEW          20714230         5     8310 SH      SHARED      10          8310                  
D CONMED CORP                    COM              20741010        38     2700 SH      SHARED      01                            2700
D CONMED CORP                    COM              20741010        11      789 SH      SHARED      02           789                  
D CONMED CORP                    COM              20741010       239    16600 SH      SHARED      10         16600                  
D CONNECTICUT WTR SVC INC        COM              20779710         3      196 SH      SHARED      02           196                  
D CONNECTICUT WTR SVC INC        COM              20779710       239    11800 SH      SHARED      10          5900              5900
D CONNS INC                      COM              20824210       149    10624 SH      SHARED                 10624                  
D CONNS INC                      COM              20824210        89     6402 SH      SHARED      02          6402                  
D CONNS INC                      COM              20824210        33     2400 SH      SHARED      10          2400                  
D CONOCOPHILLIPS                 COM              20825C10      1991    50850 SH      SHARED                                   50850
D CONOCOPHILLIPS                 COM              20825C10     83617  2135281 SH      SHARED               2108047             27234
D CONOCOPHILLIPS                 COM              20825C10     19246   491487 SH      SHARED      01        438652             52835
D CONOCOPHILLIPS                 COM              20825C10       242     6200 SH      SHR/OTHR    01                            6200
D CONOCOPHILLIPS                 COM              20825C10      9797   250194 SH      SHARED      02        239468             10726
D CONOCOPHILLIPS                 COM              20825C10     73768  1883778 SH      SHARED      04       1883778                  
D CONOCOPHILLIPS                 COM              20825C10      1038    26510 SH      SHARED      05         26510                  
D CONOCOPHILLIPS                 COM              20825C10      6440   164455 SH      SHARED      06        115205             49250
D CONOCOPHILLIPS                 COM              20825C10    293751  7501314 SH      SHARED      10       7156614            344700
D CONOCOPHILLIPS                 COM              20825C10       561    14350 SH      SHARED      15                           14350
D CONOCOPHILLIPS                 COM              20825C10       207     5300 SH      SHARED      19                            5300
D CONOCOPHILLIPS                 COM              20825C10       399    10205 SH      SHARED      20          7655              2550
D CONOCOPHILLIPS                 COM              20825C10        23      600 SH      SHR/OTHR    20                             600
D CONOCOPHILLIPS                 COM              20825C10       200     5116 SH      SHARED      21          4876               240
D CONOCOPHILLIPS                 COM              20825C10       308     7868 SH      SHR/OTHR    21                            7868
D CONOCOPHILLIPS                 COM              20825C10       148     3800 SH      SHARED      22                            3800
D CONOCOPHILLIPS                 COM              20825C10       167     4266 SH      SHR/OTHR    22                            4266
D CONOCOPHILLIPS                 COM              20825C10       587    14996 SH      SHARED      23         12930              2066
D CONOCOPHILLIPS                 COM              20825C10      2620    66914 SH      SHR/OTHR    23                           66914
D CONOCOPHILLIPS                 COM              20825C10       250     6400 SH      SHARED      24          6400                  
D CONOLOG CORP                   COM PAR$.01FEB09 20825486         0        1 SH      SHARED                     1                  
D CONOLOG CORP                   COM PAR$.01FEB09 20825486         0        1 SH      SHARED      02             1                  
D CONSECO INC                    COM NEW          20846488       432   470185 SH      SHARED                470185                  
D CONSECO INC                    COM NEW          20846488        27    29700 SH      SHARED      01         29700                  
D CONSECO INC                    COM NEW          20846488       124   135769 SH      SHARED      02          1269            134500
D CONSOL ENERGY INC              COM              20854P10      9825   389282 SH      SHARED                387182              2100
D CONSOL ENERGY INC              COM              20854P10      1182    46850 SH      SHARED      01         46850                  
D CONSOL ENERGY INC              COM              20854P10       212     8421 SH      SHARED      02          8421                  
D CONSOL ENERGY INC              COM              20854P10        12      500 SH      SHARED      04           500                  
D CONSOL ENERGY INC              COM              20854P10         4      170 SH      SHARED      05           170                  
D CONSOL ENERGY INC              COM              20854P10       501    19880 SH      SHARED      06         14400              5480
D CONSOL ENERGY INC              COM              20854P10      2400    95120 SH      SHARED      10         95120                  
D CONSOL ENERGY INC              COM              20854P10         3      120 SH      SHARED      21                             120
D CONSOLIDATED COMM HLDGS INC    COM              20903410       141    13835 SH      SHARED                 13835                  
D CONSOLIDATED COMM HLDGS INC    COM              20903410        56     5515 SH      SHARED      02          4962               553
D CONSOLIDATED EDISON INC        COM              20911510     10150   256260 SH      SHARED                246560              9700
D CONSOLIDATED EDISON INC        COM              20911510      3414    86194 SH      SHARED      01         73974             12220
D CONSOLIDATED EDISON INC        COM              20911510        15      385 SH      SHR/OTHR    01                             385
D CONSOLIDATED EDISON INC        COM              20911510      1126    28443 SH      SHARED      02         25313              3130
D CONSOLIDATED EDISON INC        COM              20911510        67     1700 SH      SHARED      04          1700                  
D CONSOLIDATED EDISON INC        COM              20911510         7      190 SH      SHARED      05           190                  
D CONSOLIDATED EDISON INC        COM              20911510       750    18950 SH      SHARED      06         10350              8600
D CONSOLIDATED EDISON INC        COM              20911510     11144   281347 SH      SHARED      10        279247              2100
D CONSOLIDATED EDISON INC        COM              20911510      1578    39850 SH      SHARED      11         39850                  
D CONSOLIDATED EDISON INC        COM              20911510        68     1740 SH      SHARED      21                            1740
D CONSOLIDATED EDISON INC        COM              20911510        12      304 SH      SHR/OTHR    22                             304
D CONSOLIDATED EDISON INC        COM              20911510       158     4000 SH      SHARED      23          4000                  
D CONSOLIDATED EDISON INC        COM              20911510       198     5000 SH      SHR/OTHR    23                            5000
D CONSOLIDATED GRAPHICS INC      COM              20934110       185    14548 SH      SHARED                 14548                  
D CONSOLIDATED GRAPHICS INC      COM              20934110       321    25271 SH      SHARED      02         25271                  
D CONSOLIDATED TOMOKA LD CO      COM              21022610         3      126 SH      SHARED      02           126                  
D CONSTANT CONTACT INC           COM              21031310        89     6431 SH      SHARED                  6431                  
D CONSTANT CONTACT INC           COM              21031310       565    40398 SH      SHARED      01         40398                  
D CONSTANT CONTACT INC           COM              21031310         7      530 SH      SHARED      02           530                  
D CONSTELLATION BRANDS INC       CL A             21036P10       732    61545 SH      SHARED                 61545                  
D CONSTELLATION BRANDS INC       CL A             21036P10       508    42707 SH      SHARED      01         39707              3000
D CONSTELLATION BRANDS INC       CL A             21036P10       488    41070 SH      SHARED      02         38570              2500
D CONSTELLATION BRANDS INC       CL A             21036P10       155    13100 SH      SHARED      06          7350              5750
D CONSTELLATION BRANDS INC       CL A             21036P10      1233   103648 SH      SHARED      10        103648                  
D CONSTELLATION BRANDS INC       CL A             21036P10        71     6000 SH      SHR/OTHR    23                            6000
D CONSTELLATION ENERGY GROUP I   COM              21037110      1434    69427 SH      SHARED                 69427                  
D CONSTELLATION ENERGY GROUP I   COM              21037110      1034    50075 SH      SHARED      01         50075                  
D CONSTELLATION ENERGY GROUP I   COM              21037110       313    15186 SH      SHARED      02         14986               200
D CONSTELLATION ENERGY GROUP I   COM              21037110        28     1400 SH      SHARED      04          1400                  
D CONSTELLATION ENERGY GROUP I   COM              21037110         2      120 SH      SHARED      05           120                  
D CONSTELLATION ENERGY GROUP I   COM              21037110       644    31210 SH      SHARED      06          6200             25010
D CONSTELLATION ENERGY GROUP I   COM              21037110      1646    79707 SH      SHARED      10         79707                  
D CONSTELLATION ENERGY GROUP I   COM              21037110        41     2000 SH      SHARED      23          2000                  
D CONSTELLATION ENERGY PRTNR L   COM UNIT LLC B   21038E10       684   435800 SH      SHARED                435800                  
D CONSUMER PORTFOLIO SVCS INC    COM              21050210         0      350 SH      SHARED                   350                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20        99     2541 SH      SHARED                  2541                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20        60     1535 SH      SHARED      01          1535                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20        13      343 SH      SHARED      02           343                  
D CONTANGO OIL & GAS COMPANY     COM NEW          21075N20       113     2900 SH      SHARED      10          2900                  
D CONTINENTAL AIRLS INC          NOTE  5.000% 6/1 210795PJ      2395  2950000 PRN     SHARED               2950000                  
D CONTINENTAL AIRLS INC          NOTE  5.000% 6/1 210795PJ      4249  5233000 PRN     SHARED      02       5233000                  
D CONTINENTAL AIRLS INC          CL B             21079530      1120   127202 SH      SHARED                127202                  
D CONTINENTAL AIRLS INC          CL B             21079530        69     7900 SH      SHARED      01          7900                  
D CONTINENTAL AIRLS INC          CL B             21079530       225    25594 SH      SHARED      02         25594                  
D CONTINENTAL AIRLS INC          CL B             21079530         7      900 SH      SHARED      06           900                  
D CONTINENTAL AIRLS INC          CL B             21079530       256    29150 SH      SHARED      10         29150                  
D CONVERA CORP                   CL A             21191910         0      769 SH      SHARED                   769                  
D CONTINENTAL RESOURCES INC      COM              21201510        93     4393 SH      SHARED                  4393                  
D CONTINENTAL RESOURCES INC      COM              21201510        51     2409 SH      SHARED      02          2409                  
D CONTINUCARE CORP               COM              21217210         1      990 SH      SHARED                   990                  
D CONTINUCARE CORP               COM              21217210         3     1591 SH      SHARED      02          1591                  
D CONVERGYS CORP                 COM              21248510       395    48976 SH      SHARED                 48976                  
D CONVERGYS CORP                 COM              21248510       878   108706 SH      SHARED      02        108508               198
D CONVERGYS CORP                 COM              21248510        34     4250 SH      SHARED      06          1250              3000
D CONVERGYS CORP                 COM              21248510      1303   161363 SH      SHARED      10        161363                  
D COOPER CAMERON CORP            DBCV  1.500% 5/1 216640AE      6235  4815000 PRN     SHARED      02       4815000                  
D COOPER COS INC                 COM NEW          21664840        56     2146 SH      SHARED                  2146                  
D COOPER COS INC                 COM NEW          21664840        97     3700 SH      SHARED      01          3700                  
D COOPER COS INC                 COM NEW          21664840       178     6748 SH      SHARED      02          6710                38
D COOPER COS INC                 COM NEW          21664840        18      700 SH      SHARED      06           700                  
D COOPER COS INC                 COM NEW          21664840      2967   112250 SH      SHARED      10        112250                  
D COOPER TIRE & RUBR CO          COM              21683110       763   189088 SH      SHARED                189088                  
D COOPER TIRE & RUBR CO          COM              21683110        69    17319 SH      SHARED      02         17269                50
D COOPER TIRE & RUBR CO          COM              21683110        48    11900 SH      SHARED      10         11900                  
D COOPERATIVE BANKSHARES INC     COM              21684410         0      142 SH      SHARED                   142                  
D COPANO ENERGY L L C            COM UNITS        21720210       695    52200 SH      SHARED                 52200                  
D COPANO ENERGY L L C            COM UNITS        21720210      1559   117072 SH      SHARED                117072                  
D COPART INC                     COM              21720410       140     4741 SH      SHARED                  4741                  
D COPART INC                     COM              21720410       608    20500 SH      SHARED      01                           20500
D COPART INC                     COM              21720410       314    10590 SH      SHARED      02         10590                  
D CORCEPT THERAPEUTICS INC       COM              21835210         0      335 SH      SHARED                   335                  
D CORCEPT THERAPEUTICS INC       COM              21835210         2     2000 SH      SHARED      02                            2000
D CORE LABORATORIES LP           NOTE  0.250%10/3 21868FAB      4201  4300000 PRN     SHARED               4300000                  
D CORE LABORATORIES LP           NOTE  0.250%10/3 21868FAB      1890  1935000 PRN     SHARED      02       1935000                  
D CORE MARK HOLDING CO INC       COM              21868110        38     2100 SH      SHARED                  2100                  
D CORE MARK HOLDING CO INC       COM              21868110         4      242 SH      SHARED      02           242                  
D CORE MARK HOLDING CO INC       COM              21868110        29     1600 SH      SHARED      10          1600                  
D CORE MOLDING TECHNOLOGIES IN   COM              21868310         0       64 SH      SHARED                    64                  
D CORINTHIAN COLLEGES INC        COM              21886810      2534   130331 SH      SHARED                130331                  
D CORINTHIAN COLLEGES INC        COM              21886810       636    32750 SH      SHARED      01          3750             29000
D CORINTHIAN COLLEGES INC        COM              21886810       239    12323 SH      SHARED      02         12323                  
D CORINTHIAN COLLEGES INC        COM              21886810        89     4600 SH      SHARED      10          2300              2300
D CORN PRODS INTL INC            COM              21902310      5335   251670 SH      SHARED                251670                  
D CORN PRODS INTL INC            COM              21902310       582    27479 SH      SHARED      01          2875             24604
D CORN PRODS INTL INC            COM              21902310        39     1868 SH      SHARED      02          1868                  
D CORN PRODS INTL INC            COM              21902310     11689   551400 SH      SHARED      04        551400                  
D CORN PRODS INTL INC            COM              21902310       805    38000 SH      SHARED      06                           38000
D CORN PRODS INTL INC            COM              21902310     29645  1398362 SH      SHARED      10       1320869             77493
D CORN PRODS INTL INC            COM              21902310         2       95 SH      SHARED      21                              95
D CORN PRODS INTL INC            COM              21902310       231    10900 SH      SHR/OTHR    23                           10900
D CORNELL COMPANIES INC          COM              21914110       103     6316 SH      SHARED                  6316                  
D CORNELL COMPANIES INC          COM              21914110        24     1488 SH      SHARED      02          1488                  
D CORNERSTONE STRATEGIC VALUE    COM NEW          21924B20         8     1156 SH      SHARED      01                            1156
D CORNERSTONE STRATEGIC VALUE    COM NEW          21924B20         2      288 SH      SHARED      02                             288
D CORNING INC                    COM              21935010     24843  1872171 SH      SHARED               1872171                  
D CORNING INC                    COM              21935010      6350   478574 SH      SHARED      01        462878             15696
D CORNING INC                    COM              21935010      1472   110962 SH      SHARED      02         51536             59426
D CORNING INC                    COM              21935010      1958   147600 SH      SHARED      04        147600                  
D CORNING INC                    COM              21935010        13     1020 SH      SHARED      05          1020                  
D CORNING INC                    COM              21935010     20922  1576650 SH      SHARED      06        758050            818600
D CORNING INC                    COM              21935010     12586   948471 SH      SHARED      10        948471                  
D CORNING INC                    COM              21935010        23     1800 SH      SHR/OTHR    20                            1800
D CORNING INC                    COM              21935010       471    35504 SH      SHR/OTHR    23                           35504
D CORPORATE EXECUTIVE BRD CO     COM              21988R10        87     6048 SH      SHARED                  6048                  
D CORPORATE EXECUTIVE BRD CO     COM              21988R10       147    10200 SH      SHARED      01                           10200
D CORPORATE EXECUTIVE BRD CO     COM              21988R10        45     3106 SH      SHARED      02          3031                75
D CORPORATE EXECUTIVE BRD CO     COM              21988R10       131     9100 SH      SHARED      10          9100                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10        10      440 SH      SHARED                   440                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10        96     3900 SH      SHARED      01          3900                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10      1938    78061 SH      SHARED      02         78061                  
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T10       568    22900 SH      SHARED      10         22900                  
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       206    16146 SH      SHARED                 16146                  
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       526    41100 SH      SHARED      01                           41100
D CORRECTIONS CORP AMER NEW      COM NEW          22025Y40       121     9466 SH      SHARED      02          9037               429
D CORRIENTE RES INC              COM NEW          22027E40       394    84300 SH      SHARED                 84300                  
D CORTEX PHARMACEUTICALS INC     COM NEW          22052430         0     1226 SH      SHARED                  1226                  
D CORUS BANKSHARES INC           COM              22087310         4    14929 SH      SHARED                 14929                  
D CORUS BANKSHARES INC           COM              22087310         1     6587 SH      SHARED      02          6587                  
D CORUS ENTERTAINMENT INC        COM CL B NON VTG 22087410        67     6300 SH      SHARED                  6300                  
D CORVEL CORP                    COM              22100610        19      950 SH      SHARED      01           950                  
D CORVEL CORP                    COM              22100610         3      186 SH      SHARED      02           186                  
D CORVEL CORP                    COM              22100610       353    17500 SH      SHARED      10         17500                  
D COSI INC                       COM              22122P10         6    19936 SH      SHARED                 19936                  
D COST PLUS INC CALIF            COM              22148510         2     2539 SH      SHARED                  2539                  
D COSTCO WHSL CORP NEW           COM              22160K10     18107   390922 SH      SHARED                388222              2700
D COSTCO WHSL CORP NEW           COM              22160K10      5633   121627 SH      SHARED      01        113726              7901
D COSTCO WHSL CORP NEW           COM              22160K10       204     4425 SH      SHR/OTHR    01                            4425
D COSTCO WHSL CORP NEW           COM              22160K10     19441   419729 SH      SHARED      02        407007             12722
D COSTCO WHSL CORP NEW           COM              22160K10        64     1400 SH      SHARED      04          1400                  
D COSTCO WHSL CORP NEW           COM              22160K10        10      230 SH      SHARED      05           230                  
D COSTCO WHSL CORP NEW           COM              22160K10      1437    31030 SH      SHARED      06         16450             14580
D COSTCO WHSL CORP NEW           COM              22160K10      8391   181155 SH      SHARED      10        179455              1700
D COSTCO WHSL CORP NEW           COM              22160K10       356     7694 SH      SHARED      20          5059              2635
D COSTCO WHSL CORP NEW           COM              22160K10       271     5854 SH      SHARED      21          4155              1699
D COSTCO WHSL CORP NEW           COM              22160K10        11      250 SH      SHR/OTHR    21                             250
D COSTCO WHSL CORP NEW           COM              22160K10        37      800 SH      SHARED      22           400               400
D COSTCO WHSL CORP NEW           COM              22160K10         9      200 SH      SHR/OTHR    22                             200
D COSTCO WHSL CORP NEW           COM              22160K10        37      800 SH      SHARED      23           800                  
D COSTCO WHSL CORP NEW           COM              22160K10       472    10200 SH      SHR/OTHR    23                           10200
D COSTAR GROUP INC               COM              22160N10       514    17018 SH      SHARED                 17018                  
D COSTAR GROUP INC               COM              22160N10        21      700 SH      SHARED      01           700                  
D COSTAR GROUP INC               COM              22160N10        38     1262 SH      SHARED      02          1107               155
D COSTAR GROUP INC               COM              22160N10       278     9200 SH      SHARED      10          7100              2100
D COTT CORP QUE                  COM              22163N10         0      284 SH      SHARED                   284                  
D COUGAR BIOTECHNOLOGY INC       COM              22208310       196     6100 SH      SHARED      01          6100                  
D COUGAR BIOTECHNOLOGY INC       COM              22208310        25      790 SH      SHARED      02           790                  
D COURIER CORP                   COM              22266010         7      500 SH      SHARED                   500                  
D COURIER CORP                   COM              22266010         7      500 SH      SHARED      01           500                  
D COURIER CORP                   COM              22266010         4      266 SH      SHARED      02           266                  
D COURIER CORP                   COM              22266010       109     7200 SH      SHARED      10          7200                  
D COUSINS PPTYS INC              COM              22279510         6     1000 SH      SHARED                  1000                  
D COUSINS PPTYS INC              COM              22279510       519    80727 SH      SHARED      01         60345             20382
D COUSINS PPTYS INC              COM              22279510       569    88500 SH      SHR/OTHR    01                           88500
D COUSINS PPTYS INC              COM              22279510        23     3579 SH      SHARED      02          3258               321
D COUSINS PPTYS INC              COM              22279510       128    19924 SH      SHARED      10         19924                  
D COVANCE INC                    COM              22281610       770    21614 SH      SHARED                 21614                  
D COVANCE INC                    COM              22281610      1337    37552 SH      SHARED      01         17052             20500
D COVANCE INC                    COM              22281610       412    11573 SH      SHARED      02         11573                  
D COVANCE INC                    COM              22281610        28      800 SH      SHARED      06                             800
D COVANCE INC                    COM              22281610      6203   174100 SH      SHARED      10        174100                  
D COVANCE INC                    COM              22281610        64     1800 SH      SHARED      19                            1800
D COVANCE INC                    COM              22281610        28      800 SH      SHR/OTHR    23                             800
D COVANTA HLDG CORP              DBCV  1.000% 2/0 22282EAA      1931  2460000 PRN     SHARED      02       2438000             22000
D COVANTA HLDG CORP              COM              22282E10      2900   221557 SH      SHARED                221557                  
D COVANTA HLDG CORP              COM              22282E10       255    19485 SH      SHARED      01         19485                  
D COVANTA HLDG CORP              COM              22282E10       204    15598 SH      SHARED      02         13036              2562
D COVANTA HLDG CORP              COM              22282E10     10533   804668 SH      SHARED      04        804668                  
D COVANTA HLDG CORP              COM              22282E10     10811   825953 SH      SHARED      05        825953                  
D COVANTA HLDG CORP              COM              22282E10       733    56066 SH      SHARED      06                           56066
D COVANTA HLDG CORP              COM              22282E10       366    27980 SH      SHARED      10         27980                  
D COVANTA HLDG CORP              COM              22282E10         2      200 SH      SHR/OTHR    23                             200
D COVENANT TRANSN GROUP INC      CL A             22284P10         0       27 SH      SHARED                    27                  
D COVENTRY HEALTH CARE INC       COM              22286210      5429   419553 SH      SHARED                419553                  
D COVENTRY HEALTH CARE INC       COM              22286210      1062    82100 SH      SHARED      01         81700               400
D COVENTRY HEALTH CARE INC       COM              22286210      1165    90077 SH      SHARED      02         90077                  
D COVENTRY HEALTH CARE INC       COM              22286210       476    36800 SH      SHARED      04         36800                  
D COVENTRY HEALTH CARE INC       COM              22286210         1      130 SH      SHARED      05           130                  
D COVENTRY HEALTH CARE INC       COM              22286210       368    28515 SH      SHARED      06         24450              4065
D COVENTRY HEALTH CARE INC       COM              22286210     14669  1133689 SH      SHARED      10       1061589             72100
D COVENTRY HEALTH CARE INC       COM              22286210       131    10130 SH      SHARED      21         10130                  
D COWEN GROUP INC                COM              22362110         4      829 SH      SHARED                   829                  
D COWEN GROUP INC                COM              22362110         1      300 SH      SHARED      02           300                  
D COWLITZ BANCORP LONGVIEW WAS   COM              22376710         0      110 SH      SHARED                   110                  
D COX RADIO INC                  CL A             22405110        16     4116 SH      SHARED                  4116                  
D COX RADIO INC                  CL A             22405110         6     1560 SH      SHARED      02          1560                  
D CRACKER BARREL OLD CTRY STOR   COM              22410J10       345    12060 SH      SHARED                 12060                  
D CRACKER BARREL OLD CTRY STOR   COM              22410J10        56     1982 SH      SHARED      02          1982                  
D CRACKER BARREL OLD CTRY STOR   COM              22410J10       229     8000 SH      SHARED      10          8000                  
D CRAFT BREWERS ALLIANCE INC     COM              22412210         0      206 SH      SHARED                   206                  
D CRAFTMADE INTL INC             COM              22413E10         0      135 SH      SHARED                   135                  
D CRANE CO                       COM              22439910        91     5404 SH      SHARED                  5404                  
D CRANE CO                       COM              22439910       306    18150 SH      SHARED      01          2550             15600
D CRANE CO                       COM              22439910       309    18345 SH      SHARED      02         18345                  
D CRANE CO                       COM              22439910       168    10000 SH      SHARED      10         10000                  
D CRANE CO                       COM              22439910         2      175 SH      SHARED      21                             175
D CRAWFORD & CO                  CL B             22463310       430    64041 SH      SHARED                 64041                  
D CRAWFORD & CO                  CL B             22463310         3      530 SH      SHARED      01           530                  
D CRAWFORD & CO                  CL B             22463310        64     9632 SH      SHARED      02          9632                  
D CRAWFORD & CO                  CL B             22463310        28     4200 SH      SHARED      10          4200                  
D CRAY INC                       COM NEW          22522330        89    25586 SH      SHARED                 25586                  
D CRAY INC                       COM NEW          22522330         2      763 SH      SHARED      02           763                  
D CREDIT ACCEP CORP MICH         COM              22531010        37     1740 SH      SHARED                  1740                  
D CREDIT ACCEP CORP MICH         COM              22531010         9      430 SH      SHARED      01           430                  
D CREDIT ACCEP CORP MICH         COM              22531010        16      756 SH      SHARED      02           756                  
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110      5201   170598 SH      SHARED                170598                  
D CREDIT SUISSE GROUP            SPONSORED ADR    22540110        62     2042 SH      SHARED      02           800              1242
D CREDO PETE CORP                COM PAR $0.10    22543920         2      334 SH      SHARED                   334                  
D CREDO PETE CORP                COM PAR $0.10    22543920         2      300 SH      SHARED      02           300                  
D CREE INC                       COM              22544710      3089   131300 SH      SHARED                131300                  
D CREE INC                       COM              22544710       663    28200 SH      SHARED      01                           28200
D CREE INC                       COM              22544710       366    15557 SH      SHARED      02         15557                  
D CREE INC                       COM              22544710      2038    86628 SH      SHARED      04         86628                  
D CREE INC                       COM              22544710      2860   121562 SH      SHARED      05        121562                  
D CREE INC                       COM              22544710       343    14601 SH      SHARED      06                           14601
D CREE INC                       COM              22544710       171     7300 SH      SHARED      10          7300                  
D CREE INC                       COM              22544710        35     1500 SH      SHARED      19                            1500
D CRESCENT FINL CORP             COM              22574410         0      262 SH      SHARED                   262                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610        10     1384 SH      SHARED                  1384                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      3278   451544 SH      SHARED      04        451544                  
D CRESUD S A C I F Y A           SPONSORED ADR    22640610      1511   208218 SH      SHARED      10        208218                  
D CROCS INC                      COM              22704610        52    44155 SH      SHARED                 44155                  
D CROCS INC                      COM              22704610        91    77273 SH      SHARED      02          2288             74985
D CROSS A T CO                   CL A             22747810         0      210 SH      SHARED                   210                  
D CROSS CTRY HEALTHCARE INC      COM              22748310         7     1216 SH      SHARED                  1216                  
D CROSS CTRY HEALTHCARE INC      COM              22748310        57     8854 SH      SHARED      02          8645               209
D CROSS CTRY HEALTHCARE INC      COM              22748310        64     9900 SH      SHARED      10          9900                  
D CROSS TIMBERS RTY TR           TR UNIT          22757R10         3      165 SH      SHARED                   165                  
D CROSSTEX ENERGY L P            COM              22765U10        29    15485 SH      SHARED                 15485                  
D CROSSTEX ENERGY INC            COM              22765Y10        26    16187 SH      SHARED                 16187                  
D CROSSTEX ENERGY INC            COM              22765Y10         3     2038 SH      SHARED      02          2038                  
D CROWN CASTLE INTL CORP         COM              22822710      2375   116378 SH      SHARED                116378                  
D CROWN CASTLE INTL CORP         COM              22822710      1532    75063 SH      SHARED      01         75063                  
D CROWN CASTLE INTL CORP         COM              22822710     14586   714684 SH      SHARED      02        707743              6941
D CROWN CASTLE INTL CORP         COM              22822710      1669    81800 SH      SHARED      04         81800                  
D CROWN CASTLE INTL CORP         COM              22822710         2      130 SH      SHARED      05           130                  
D CROWN CASTLE INTL CORP         COM              22822710        83     4110 SH      SHARED      06          1900              2210
D CROWN CASTLE INTL CORP         COM              22822710      3496   171325 SH      SHARED      10        171325                  
D CROWN CASTLE INTL CORP         COM              22822710      3257   159625 SH      SHARED      11        159625                  
D CROWN CRAFTS INC               COM              22830910         0      222 SH      SHARED                   222                  
D CROWN CRAFTS INC               COM              22830910       278   145805 SH      SHR/OTHR    01                          145805
D CROWN HOLDINGS INC             COM              22836810      2453   107959 SH      SHARED                107959                  
D CROWN HOLDINGS INC             COM              22836810        36     1600 SH      SHARED      01                            1600
D CROWN HOLDINGS INC             COM              22836810       781    34371 SH      SHARED      02         12921             21450
D CROWN HOLDINGS INC             COM              22836810        90     4000 SH      SHARED      06          4000                  
D CROWN HOLDINGS INC             COM              22836810      7503   330098 SH      SHARED      10        218628            111470
D CROWN HOLDINGS INC             COM              22836810        22     1000 SH      SHARED      23          1000                  
D CROWN HOLDINGS INC             COM              22836810        27     1200 SH      SHR/OTHR    23                            1200
D CROWN MEDIA HLDGS INC          CL A             22841110         6     3293 SH      SHARED                  3293                  
D CROWN MEDIA HLDGS INC          CL A             22841110         0      245 SH      SHARED      02           245                  
D CRUCELL N V                    SPONSORED ADR    22876910       322    16350 SH      SHARED                 16350                  
D CRUCELL N V                    SPONSORED ADR    22876910         3      183 SH      SHARED      02           183                  
D CRUCELL N V                    SPONSORED ADR    22876910       216    11000 SH      SHARED      06                           11000
D CRUSADER ENERGY GROUP INC      COM              22883410         0       83 SH      SHARED                    83                  
D CRYOLIFE INC                   COM              22890310         3      767 SH      SHARED      02           767                  
D CTRIP COM INTL LTD             ADR              22943F10     39107  1427295 SH      SHARED               1427295                  
D CTRIP COM INTL LTD             ADR              22943F10       187     6846 SH      SHARED      02          6752                94
D CUBIC CORP                     COM              22966910       186     7361 SH      SHARED                  7361                  
D CUBIC CORP                     COM              22966910        57     2275 SH      SHARED      01          2275                  
D CUBIC CORP                     COM              22966910       114     4528 SH      SHARED      02          4528                  
D CUBIC CORP                     COM              22966910       739    29200 SH      SHARED      10         29200                  
D CUBIC CORP                     COM              22966910       101     4000 SH      SHR/OTHR    23                            4000
D CUBIC ENERGY INC               COM              22967510         0      200 SH      SHARED                   200                  
D CUBIC ENERGY INC               COM              22967510         2     1464 SH      SHARED      02          1464                  
D CUBIST PHARMACEUTICALS INC     COM              22967810       498    30488 SH      SHARED                 30488                  
D CUBIST PHARMACEUTICALS INC     COM              22967810       190    11625 SH      SHARED      01          9225              2400
D CUBIST PHARMACEUTICALS INC     COM              22967810        96     5896 SH      SHARED      02          5896                  
D CUBIST PHARMACEUTICALS INC     COM              22967810      6292   384612 SH      SHARED      04        384612                  
D CUBIST PHARMACEUTICALS INC     COM              22967810      2094   128000 SH      SHARED      10        122100              5900
D CUBIST PHARMACEUTICALS INC     COM              22967810        17     1070 SH      SHARED      21          1070                  
D CUBIST PHARMACEUTICALS INC     COM              22967810        89     5500 SH      SHR/OTHR    23                            5500
D CULLEN FROST BANKERS INC       COM              22989910      4408    93913 SH      SHARED                 93913                  
D CULLEN FROST BANKERS INC       COM              22989910       929    19800 SH      SHARED      01           100             19700
D CULLEN FROST BANKERS INC       COM              22989910       404     8615 SH      SHARED      02          8597                18
D CULLEN FROST BANKERS INC       COM              22989910        51     1104 SH      SHARED      21                            1104
D CUISINE SOLUTIONS INC          COM              22990410         0      195 SH      SHARED                   195                  
D CULP INC                       COM              23021510         0       56 SH      SHARED                    56                  
D CUMMINS INC                    COM              23102110      7067   277707 SH      SHARED                277707                  
D CUMMINS INC                    COM              23102110      1058    41600 SH      SHARED      01         41600                  
D CUMMINS INC                    COM              23102110       243     9573 SH      SHARED      02          9573                  
D CUMMINS INC                    COM              23102110         3      120 SH      SHARED      05           120                  
D CUMMINS INC                    COM              23102110       356    14000 SH      SHARED      06          8000              6000
D CUMMINS INC                    COM              23102110     15004   589563 SH      SHARED      10        587463              2100
D CUMMINS INC                    COM              23102110        40     1600 SH      SHR/OTHR    23                            1600
D CUMULUS MEDIA INC              CL A             23108210         5     5884 SH      SHARED                  5884                  
D CUMULUS MEDIA INC              CL A             23108210         3     3366 SH      SHARED      02          3366                  
D CURAGEN CORP                   COM              23126R10         1     1204 SH      SHARED                  1204                  
D CURIS INC                      COM              23126910         2     1647 SH      SHARED                  1647                  
D CURIS INC                      COM              23126910         1      800 SH      SHARED      02           800                  
D CURRENCYSHARES AUSTRALIAN DL   AUSTRALIAN DOL   23129U10         6      100 SH      SHARED      02                             100
D CURRENCYSHARES SWISS FRANC T   SWISS FRANC SH   23129V10        33      381 SH      SHARED      20           381                  
D CURRENCYSHS JAPANESE YEN TR    JAPANESE YEN     23130A10       504     5016 SH      SHARED      01            16              5000
D CURRENCYSHARES EURO TR         EURO SHS         23130C10         3       27 SH      SHARED      01            27                  
D CURRENCYSHARES EURO TR         EURO SHS         23130C10       438     3300 SH      SHARED      02          3200               100
D CURTISS WRIGHT CORP            COM              23156110       286    10210 SH      SHARED                 10210                  
D CURTISS WRIGHT CORP            COM              23156110        21      750 SH      SHARED      01           750                  
D CURTISS WRIGHT CORP            COM              23156110        56     2027 SH      SHARED      02          2027                  
D CURTISS WRIGHT CORP            COM              23156110     20956   747100 SH      SHARED      10        744600              2500
D CUSHING MLP TOTAL RETURN FD    COM SHS          23163110       755   162172 SH      SHARED      02                          162172
D CUTERA INC                     COM              23210910        86    13589 SH      SHARED                 13589                  
D CUTERA INC                     COM              23210910         3      560 SH      SHARED      02           560                  
D CYANOTECH CORP                 COM PAR $0.02    23243730         0      106 SH      SHARED                   106                  
D CYBERSOURCE CORP               COM              23251J10       514    34733 SH      SHARED                 34733                  
D CYBERSOURCE CORP               COM              23251J10        72     4900 SH      SHARED      01          4900                  
D CYBERSOURCE CORP               COM              23251J10       204    13809 SH      SHARED      02         13677               132
D CYBERSOURCE CORP               COM              23251J10       429    29000 SH      SHARED      04         29000                  
D CYBERSOURCE CORP               COM              23251J10     10221   690200 SH      SHARED      10        690200                  
D CYBERONICS INC                 COM              23251P10       278    20954 SH      SHARED                 20954                  
D CYBERONICS INC                 COM              23251P10        31     2350 SH      SHARED      02          2350                  
D CYBERONICS INC                 COM              23251P10       209    15800 SH      SHARED      10         15800                  
D CYBEROPTICS CORP               COM              23251710         0      172 SH      SHARED                   172                  
D CYBEX INTL INC                 COM              23252E10         0      288 SH      SHARED                   288                  
D CYCLACEL PHARMACEUTICALS INC   COM              23254L10         0      532 SH      SHARED                   532                  
D CYCLACEL PHARMACEUTICALS INC   PFD CONV EX 6%   23254L20       224   132213 SH      SHARED                132213                  
D CYMER INC                      COM              23257210      5045   226664 SH      SHARED                226664                  
D CYMER INC                      COM              23257210      2013    90450 SH      SHARED      02         90233               217
D CYMER INC                      COM              23257210      3165   142200 SH      SHARED      10        142200                  
D CYNOSURE INC                   CL A             23257720        27     4499 SH      SHARED                  4499                  
D CYNOSURE INC                   CL A             23257720         1      249 SH      SHARED      02           249                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450         0      140 SH      SHARED                   140                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450        42     6025 SH      SHARED      01          6025                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450        29     4185 SH      SHARED      02          4185                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450      3555   500111 SH      SHARED      04        500111                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450        14     2000 SH      SHARED      06          2000                  
D CYPRESS BIOSCIENCES INC        COM PAR $.02     23267450      1387   195200 SH      SHARED      10        185600              9600
D CYPRESS SEMICONDUCTOR CORP     NOTE  1.000% 9/1 232806AK         1     1000 PRN     SHARED      02                            1000
D CYPRESS SEMICONDUCTOR CORP     COM              23280610      5053   746489 SH      SHARED                746489                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610        21     3175 SH      SHARED      01          3175                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       148    21988 SH      SHARED      02         21988                  
D CYPRESS SEMICONDUCTOR CORP     COM              23280610       160    23700 SH      SHARED      06         23700                  
D CYTOKINETICS INC               COM              23282W10        49    28896 SH      SHARED                 28896                  
D CYTOKINETICS INC               COM              23282W10         2     1599 SH      SHARED      02          1599                  
D CYTEC INDS INC                 COM              23282010      1748   116400 SH      SHARED                 96100             20300
D CYTEC INDS INC                 COM              23282010       234    15644 SH      SHARED      01           743             14901
D CYTEC INDS INC                 COM              23282010       544    36278 SH      SHARED      02         36278                  
D CYTEC INDS INC                 COM              23282010      1760   117200 SH      SHARED      10        105700             11500
D CYTRX CORP                     COM NEW          23282830         0     2312 SH      SHARED                  2312                  
D CYTOMEDIX INC                  COM NEW          23283B20         0      689 SH      SHARED                   689                  
D CYTORI THERAPEUTICS INC        COM              23283K10        50    29582 SH      SHARED                 29582                  
D CYTORI THERAPEUTICS INC        COM              23283K10         0      476 SH      SHARED      02           476                  
D D & E COMMUNICATIONS INC       COM              23286010         2      376 SH      SHARED                   376                  
D D & E COMMUNICATIONS INC       COM              23286010         3      634 SH      SHARED      02           634                  
D CYCLE CTRY ACCESSORIES CORP    COM              23298410         0      110 SH      SHARED                   110                  
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10       264    18800 SH      SHARED                 18800                  
D DCP MIDSTREAM PARTNERS LP      COM UT LTD PTN   23311P10        63     4500 SH      SHARED      02                            4500
D DCT INDUSTRIAL TRUST INC       COM              23315310       101    32000 SH      SHARED                 32000                  
D DCT INDUSTRIAL TRUST INC       COM              23315310        22     7144 SH      SHARED                  7144                  
D DCT INDUSTRIAL TRUST INC       COM              23315310        81    25700 SH      SHARED      01         13900             11800
D DCT INDUSTRIAL TRUST INC       COM              23315310        52    16628 SH      SHARED      02         16628                  
D DCT INDUSTRIAL TRUST INC       COM              23315310       842   265700 SH      SHARED      10        248000             17700
D DCT INDUSTRIAL TRUST INC       COM              23315310      4832  1524387 SH      SHARED      11        341850           1182537
D DDI CORP                       COM 0.0001 NEW   23316250      1137   369241 SH      SHARED                369241                  
D DDI CORP                       COM 0.0001 NEW   23316250         2      656 SH      SHARED      02           656                  
D DGSE COMPANIES INC             COM              23323G10         0       94 SH      SHARED                    94                  
D DNP SELECT INCOME FD           COM              23325P10        44     6500 SH      SHARED      23          6500                  
D DG FASTCHANNEL INC             COM              23326R10        84     4500 SH      SHARED                  4500                  
D DG FASTCHANNEL INC             COM              23326R10         1      100 SH      SHARED      01           100                  
D DG FASTCHANNEL INC             COM              23326R10        34     1818 SH      SHARED      02          1768                50
D DG FASTCHANNEL INC             COM              23326R10       715    38100 SH      SHARED      10         38100                  
D DPL INC                        COM              23329310      1501    66634 SH      SHARED                 66634                  
D DPL INC                        COM              23329310       900    39962 SH      SHARED      01                           39962
D DPL INC                        COM              23329310       195     8659 SH      SHARED      02          8659                  
D DPL INC                        COM              23329310        94     4187 SH      SHARED      23          1187              3000
D DRI CORPORATION                COM              23330F10         0      315 SH      SHARED                   315                  
D D R HORTON INC                 COM              23331A10     11312  1166214 SH      SHARED               1130914             35300
D D R HORTON INC                 COM              23331A10       778    80300 SH      SHARED      01         80300                  
D D R HORTON INC                 COM              23331A10       575    59298 SH      SHARED      02         58298              1000
D D R HORTON INC                 COM              23331A10         1      200 SH      SHARED      05           200                  
D D R HORTON INC                 COM              23331A10       612    63123 SH      SHARED      06         55700              7423
D D R HORTON INC                 COM              23331A10      3976   409906 SH      SHARED      10        373906             36000
D DSP GROUP INC                  COM              23332B10        20     4718 SH      SHARED                  4718                  
D DSP GROUP INC                  COM              23332B10        32     7438 SH      SHARED      02          7438                  
D DSP GROUP INC                  COM              23332B10        44    10400 SH      SHARED      10         10400                  
D DST SYS INC DEL                DBCV         8/1 233326AD       876  1000000 PRN     SHARED               1000000                  
D DST SYS INC DEL                COM              23332610       645    18634 SH      SHARED                 18634                  
D DST SYS INC DEL                COM              23332610       647    18700 SH      SHARED      01          5500             13200
D DST SYS INC DEL                COM              23332610       423    12234 SH      SHARED      02         12234                  
D DST SYS INC DEL                COM              23332610        11      320 SH      SHARED      06                             320
D DST SYS INC DEL                COM              23332610     13785   398200 SH      SHARED      10        398200                  
D DTE ENERGY CO                  COM              23333110      3094   111707 SH      SHARED                111707                  
D DTE ENERGY CO                  COM              23333110      1267    45765 SH      SHARED      01         45765                  
D DTE ENERGY CO                  COM              23333110       902    32599 SH      SHARED      02         32599                  
D DTE ENERGY CO                  COM              23333110        41     1500 SH      SHARED      04          1500                  
D DTE ENERGY CO                  COM              23333110         3      130 SH      SHARED      05           130                  
D DTE ENERGY CO                  COM              23333110       670    24200 SH      SHARED      06          7900             16300
D DTE ENERGY CO                  COM              23333110      7528   271780 SH      SHARED      10        271780                  
D DTE ENERGY CO                  COM              23333110        13      500 SH      SHARED      23           500                  
D DTE ENERGY CO                  COM              23333110        36     1300 SH      SHR/OTHR    23                            1300
D DSW INC                        CL A             23334L10        45     4882 SH      SHARED                  4882                  
D DSW INC                        CL A             23334L10       116    12523 SH      SHARED      02         12523                  
D DSW INC                        CL A             23334L10       316    34100 SH      SHARED      10         34100                  
D DTS INC                        COM              23335C10        14      585 SH      SHARED      02           585                  
D DWS HIGH INCOME TR             SHS              23337C10         2     1000 SH      SHARED      01          1000                  
D DXP ENTERPRISES INC NEW        COM NEW          23337740       164    15953 SH      SHARED                 15953                  
D DXP ENTERPRISES INC NEW        COM NEW          23337740         1      168 SH      SHARED      02           168                  
D DWS MULTI MKT INCOME TR        SHS              23338L10         6     1000 SH      SHARED      01          1000                  
D DWS GLOBAL HIGH INCOME FD      COM              23338W10        98    16958 SH      SHARED      02                           16958
D DWS RREEF REAL ESTATE FD II    COM              23338X10         4    11579 SH      SHARED      02                           11579
D DWS GLOBAL COMMODITIES STK F   COM              23338Y10       438    76954 SH      SHARED      10         76954                  
D DWS RREEF REAL ESTATE FD INC   COM              23338410         6     4320 SH      SHARED      02                            4320
D DWS DREMAN VAL INCOME EDGE F   COM              23339M10       538   158400 SH      SHARED      02                          158400
D DWS RREEF WORLD REAL EST & T   COM              23339T10        29     6720 SH      SHARED                  6720                  
D DWS RREEF WORLD REAL EST & T   COM              23339T10        28     6525 SH      SHARED      02                            6525
D DAKTRONICS INC                 COM              23426410        83    12767 SH      SHARED                 12767                  
D DAKTRONICS INC                 COM              23426410        10     1650 SH      SHARED      01          1650                  
D DAKTRONICS INC                 COM              23426410       340    51920 SH      SHARED      02         51920                  
D DAKTRONICS INC                 COM              23426410       233    35700 SH      SHARED      10         35700                  
D DANA HOLDING CORP              COM              23582520        44    96100 SH      SHARED                 96100                  
D DANA HOLDING CORP              COM              23582520        76   166570 SH      SHARED      02          2570            164000
D DANA HOLDING CORP              COM              23582520        10    23300 SH      SHARED      10         23300                  
D DANAHER CORP DEL               NOTE         1/2 235851AF      4532  5289000 PRN     SHARED      02       5289000                  
D DANAHER CORP DEL               COM              23585110     25846   476689 SH      SHARED                476689                  
D DANAHER CORP DEL               COM              23585110      3510    64750 SH      SHARED      01         63950               800
D DANAHER CORP DEL               COM              23585110       818    15096 SH      SHARED      02         14695               401
D DANAHER CORP DEL               COM              23585110     15758   290631 SH      SHARED      04        290631                  
D DANAHER CORP DEL               COM              23585110     11083   204416 SH      SHARED      05        204416                  
D DANAHER CORP DEL               COM              23585110      1108    20450 SH      SHARED      06         10000             10450
D DANAHER CORP DEL               COM              23585110     10081   185939 SH      SHARED      10        184539              1400
D DANAHER CORP DEL               COM              23585110       108     2000 SH      SHARED      19                            2000
D DANAHER CORP DEL               COM              23585110        13      240 SH      SHARED      20           240                  
D DANAHER CORP DEL               COM              23585110       435     8031 SH      SHARED      21          3731              4300
D DANAHER CORP DEL               COM              23585110       140     2600 SH      SHR/OTHR    21                            2600
D DANAHER CORP DEL               COM              23585110        43      800 SH      SHARED      22                             800
D DANAHER CORP DEL               COM              23585110       384     7100 SH      SHARED      23                            7100
D DANAHER CORP DEL               COM              23585110        62     1150 SH      SHR/OTHR    23                            1150
D DANVERS BANCORP INC            COM              23644210        27     1984 SH      SHARED      02          1984                  
D DANVERS BANCORP INC            COM              23644210         6      473 SH      SHARED      21                             473
D DARA BIOSCIENCES INC           COM              23703P10         0       25 SH      SHARED                    25                  
D DARDEN RESTAURANTS INC         COM              23719410      8641   252228 SH      SHARED                239228             13000
D DARDEN RESTAURANTS INC         COM              23719410      4187   122234 SH      SHARED      01         99874             22360
D DARDEN RESTAURANTS INC         COM              23719410       562    16413 SH      SHR/OTHR    01                           16413
D DARDEN RESTAURANTS INC         COM              23719410       111     3244 SH      SHARED      02          3244                  
D DARDEN RESTAURANTS INC         COM              23719410       200     5850 SH      SHARED      04          5850                  
D DARDEN RESTAURANTS INC         COM              23719410       336     9810 SH      SHARED      06          5200              4610
D DARDEN RESTAURANTS INC         COM              23719410     39573  1155081 SH      SHARED      10       1155081                  
D DARDEN RESTAURANTS INC         COM              23719410       222     6505 SH      SHARED      20          5790               715
D DARDEN RESTAURANTS INC         COM              23719410         1       45 SH      SHR/OTHR    20                              45
D DARDEN RESTAURANTS INC         COM              23719410        49     1438 SH      SHARED      21          1438                  
D DARDEN RESTAURANTS INC         COM              23719410        47     1400 SH      SHARED      22          1175               225
D DARDEN RESTAURANTS INC         COM              23719410        42     1230 SH      SHR/OTHR    22                            1230
D DARDEN RESTAURANTS INC         COM              23719410       435    12720 SH      SHARED      23         10270              2450
D DARDEN RESTAURANTS INC         COM              23719410       271     7915 SH      SHR/OTHR    23                            7915
D DARLING INTL INC               COM              23726610       299    80672 SH      SHARED                 80672                  
D DARLING INTL INC               COM              23726610        58    15900 SH      SHARED      01          9600              6300
D DARLING INTL INC               COM              23726610         8     2254 SH      SHARED      02          2254                  
D DARLING INTL INC               COM              23726610      1349   363700 SH      SHARED      10        363700                  
D DATA DOMAIN INC                COM              23767P10       295    23537 SH      SHARED                 23537                  
D DATA DOMAIN INC                COM              23767P10        15     1200 SH      SHARED      01          1200                  
D DATA DOMAIN INC                COM              23767P10        76     6077 SH      SHARED      02           777              5300
D DATA DOMAIN INC                COM              23767P10       263    21000 SH      SHARED      04         21000                  
D DATA DOMAIN INC                COM              23767P10      3215   255800 SH      SHARED      10        255800                  
D DATA I O CORP                  COM              23769010         0       87 SH      SHARED                    87                  
D DATAWATCH CORP                 COM NEW          23791720         0      105 SH      SHARED                   105                  
D DATALINK CORP                  COM              23793410         0      236 SH      SHARED                   236                  
D DATARAM CORP                   COM PAR $1       23810820         0      122 SH      SHARED                   122                  
D DATATRAK INTL INC              COM              23813410         0      354 SH      SHARED                   354                  
D DAVITA INC                     COM              23918K10      3406    77512 SH      SHARED                 77512                  
D DAVITA INC                     COM              23918K10      1120    25500 SH      SHARED      01         25500                  
D DAVITA INC                     COM              23918K10        89     2030 SH      SHARED      02          2030                  
D DAVITA INC                     COM              23918K10      1151    26200 SH      SHARED      04         26200                  
D DAVITA INC                     COM              23918K10       307     6990 SH      SHARED      06          3600              3390
D DAVITA INC                     COM              23918K10      2346    53390 SH      SHARED      10         53390                  
D DAWSON GEOPHYSICAL CO          COM              23935910       132     9801 SH      SHARED                  9801                  
D DAWSON GEOPHYSICAL CO          COM              23935910        10      745 SH      SHARED      01           745                  
D DAWSON GEOPHYSICAL CO          COM              23935910         6      498 SH      SHARED      02           498                  
D DAXOR CORP                     COM              23946710         0       39 SH      SHARED                    39                  
D DAYSTAR TECHNOLOGIES INC       COM              23962Q10         0      544 SH      SHARED                   544                  
D DAYTON SUPERIOR CORP           COM              24002830         0      100 SH      SHARED                   100                  
D DEALERTRACK HLDGS INC          COM              24230910        78     5999 SH      SHARED                  5999                  
D DEALERTRACK HLDGS INC          COM              24230910       194    14868 SH      SHARED      02         14388               480
D DEALERTRACK HLDGS INC          COM              24230910       327    25000 SH      SHARED      04         25000                  
D DEAN FOODS CO NEW              COM              24237010       289    16000 SH      SHARED                 16000                  
D DEAN FOODS CO NEW              COM              24237010      2284   126373 SH      SHARED                126373                  
D DEAN FOODS CO NEW              COM              24237010      1388    76801 SH      SHARED      01         76801                  
D DEAN FOODS CO NEW              COM              24237010        37     2100 SH      SHR/OTHR    01                            2100
D DEAN FOODS CO NEW              COM              24237010       757    41870 SH      SHARED      02         41870                  
D DEAN FOODS CO NEW              COM              24237010     37429  2070200 SH      SHARED      04       2070200                  
D DEAN FOODS CO NEW              COM              24237010       226    12550 SH      SHARED      06          9300              3250
D DEAN FOODS CO NEW              COM              24237010      3465   191686 SH      SHARED      10        174386             17300
D DEAN FOODS CO NEW              COM              24237010         4      276 SH      SHARED      21                             276
D DEARBORN BANCORP INC           COM              24242R10         0      227 SH      SHARED                   227                  
D DECKERS OUTDOOR CORP           COM              24353710      3471    65452 SH      SHARED                 65452                  
D DECKERS OUTDOOR CORP           COM              24353710       561    10585 SH      SHARED      01          9785               800
D DECKERS OUTDOOR CORP           COM              24353710       852    16080 SH      SHR/OTHR    01                           16080
D DECKERS OUTDOOR CORP           COM              24353710        33      635 SH      SHARED      02           484               151
D DECKERS OUTDOOR CORP           COM              24353710      5928   111782 SH      SHARED      10        111182               600
D DECODE GENETICS INC            COM              24358610         0     1000 SH      SHARED      02          1000                  
D DECORATOR INDS INC             COM PAR $0.20    24363120         0       70 SH      SHARED                    70                  
D DEERE & CO                     COM              24419910     16372   498088 SH      SHARED                495838              2250
D DEERE & CO                     COM              24419910      4414   134298 SH      SHARED      01        128398              5900
D DEERE & CO                     COM              24419910         9      300 SH      SHR/OTHR    01                             300
D DEERE & CO                     COM              24419910       744    22662 SH      SHARED      02         15259              7403
D DEERE & CO                     COM              24419910      5068   154200 SH      SHARED      04        154200                  
D DEERE & CO                     COM              24419910      3049    92760 SH      SHARED      05         92760                  
D DEERE & CO                     COM              24419910      2565    78046 SH      SHARED      06         36786             41260
D DEERE & CO                     COM              24419910      5869   178576 SH      SHARED      10        178576                  
D DEERE & CO                     COM              24419910       387    11800 SH      SHARED      20          2280              9520
D DEERE & CO                     COM              24419910         4      148 SH      SHARED      21           148                  
D DEERE & CO                     COM              24419910        56     1720 SH      SHARED      23          1090               630
D DEERE & CO                     COM              24419910       118     3600 SH      SHR/OTHR    23                            3600
D DEERFIELD CAPITAL CORP         COM NEW          24433130         0      225 SH      SHARED                   225                  
D DEERFIELD CAPITAL CORP         COM NEW          24433130         0      668 SH      SHARED      02           168               500
D DEERFIELD CAPITAL CORP         COM NEW          24433130         1     1260 SH      SHARED      10          1260                  
D DEL MONTE FOODS CO             COM              24522P10         5      804 SH      SHARED                   804                  
D DEL MONTE FOODS CO             COM              24522P10       123    16903 SH      SHARED                 16903                  
D DEL MONTE FOODS CO             COM              24522P10       428    58748 SH      SHARED      01         57946               802
D DEL MONTE FOODS CO             COM              24522P10       581    79758 SH      SHARED      02         75882              3876
D DEL MONTE FOODS CO             COM              24522P10     15337  2103850 SH      SHARED      10       2103850                  
D DEL MONTE FOODS CO             COM              24522P10        17     2344 SH      SHR/OTHR    21                            2344
D DEL MONTE FOODS CO             COM              24522P10        62     8572 SH      SHARED      23          3572              5000
D DEL MONTE FOODS CO             COM              24522P10        31     4292 SH      SHR/OTHR    23                            4292
D DELEK US HLDGS INC             COM              24664710         6      657 SH      SHARED                   657                  
D DELEK US HLDGS INC             COM              24664710         3      315 SH      SHARED      02           315                  
D DELIA'S INC NEW                COM              24691110         3     1800 SH      SHARED                  1800                  
D DELL INC                       COM              24702R10       958   101140 SH      SHARED                   500            100640
D DELL INC                       COM              24702R10     43096  5863516 SH      SHARED               5833763             29753
D DELL INC                       COM              24702R10      5235   552260 SH      SHARED      01        541425             10835
D DELL INC                       COM              24702R10        53     5600 SH      SHR/OTHR    01                            5600
D DELL INC                       COM              24702R10      8269   872313 SH      SHARED      02        855227             17086
D DELL INC                       COM              24702R10      1692   178500 SH      SHARED      04        178500                  
D DELL INC                       COM              24702R10         9      970 SH      SHARED      05           970                  
D DELL INC                       COM              24702R10      1700   179402 SH      SHARED      06        121750             57652
D DELL INC                       COM              24702R10     25338  2672869 SH      SHARED      10       2202769            470100
D DELL INC                       COM              24702R10        66     7000 SH      SHARED      15                            7000
D DELL INC                       COM              24702R10        28     3000 SH      SHARED      20                            3000
D DELL INC                       COM              24702R10        16     1700 SH      SHARED      21          1700                  
D DELL INC                       COM              24702R10         8      893 SH      SHR/OTHR    21                             893
D DELL INC                       COM              24702R10       108    11400 SH      SHR/OTHR    23                           11400
D DELL INC                       COM              24702R10       125    13200 SH      SHARED      24         13200                  
D DELPHI FINL GROUP INC          CL A             24713110        63     4734 SH      SHARED                  4734                  
D DELPHI FINL GROUP INC          CL A             24713110        92     6900 SH      SHARED      01          6900                  
D DELPHI FINL GROUP INC          CL A             24713110       123     9168 SH      SHARED      02          9168                  
D DELPHI FINL GROUP INC          CL A             24713110       226    16850 SH      SHARED      10         16850                  
D DELTA AIR LINES INC DEL        COM NEW          24736170       329    58558 SH      SHARED                 58558                  
D DELTA AIR LINES INC DEL        COM NEW          24736170       125    22350 SH      SHARED      01         22350                  
D DELTA AIR LINES INC DEL        COM NEW          24736170       125    22220 SH      SHARED      02         21216              1004
D DELTA AIR LINES INC DEL        COM NEW          24736170        45     8000 SH      SHARED      10          8000                  
D DELTA APPAREL INC              COM              24736810         0       66 SH      SHARED                    66                  
D DELTA NAT GAS INC              COM              24774810         1       90 SH      SHARED                    90                  
D DELTA NAT GAS INC              COM              24774810         2      100 SH      SHARED      02           100                  
D DELTEK INC                     COM              24784L10         1      320 SH      SHARED      02           320                  
D DELTIC TIMBER CORP             COM              24785010        18      476 SH      SHARED                   476                  
D DELTIC TIMBER CORP             COM              24785010      2096    53199 SH      SHARED      01                           53199
D DELTIC TIMBER CORP             COM              24785010       731    18571 SH      SHR/OTHR    01                           18571
D DELTIC TIMBER CORP             COM              24785010        38      989 SH      SHARED      02           989                  
D DELTIC TIMBER CORP             COM              24785010        28      715 SH      SHARED      21                             715
D DELTIC TIMBER CORP             COM              24785010       327     8312 SH      SHARED      22          8312                  
D DELTA PETE CORP                COM NEW          24790720        48    40242 SH      SHARED                 40242                  
D DELTA PETE CORP                COM NEW          24790720         9     7623 SH      SHARED      02          3573              4050
D DENBURY RES INC                COM NEW          24791620       683    45983 SH      SHARED                 45983                  
D DENBURY RES INC                COM NEW          24791620      2189   147320 SH      SHARED      01         64420             82900
D DENBURY RES INC                COM NEW          24791620      3133   210836 SH      SHARED      02        210836                  
D DENBURY RES INC                COM NEW          24791620        66     4500 SH      SHARED      06          1700              2800
D DENBURY RES INC                COM NEW          24791620       332    22359 SH      SHARED      21          3359             19000
D DELUXE CORP                    COM              24801910       581    60368 SH      SHARED                 60368                  
D DELUXE CORP                    COM              24801910       216    22526 SH      SHARED      01          5226             17300
D DELUXE CORP                    COM              24801910       151    15690 SH      SHARED      02         15690                  
D DELUXE CORP                    COM              24801910       282    29300 SH      SHARED      10         24400              4900
D DEMANDTEC INC                  COM NEW          24802R50        20     2300 SH      SHARED                  2300                  
D DEMANDTEC INC                  COM NEW          24802R50        43     5017 SH      SHARED      02           517              4500
D DENDREON CORP                  NOTE  4.750% 6/1 24823QAB      2925  5000000 PRN     SHARED               5000000                  
D DENDREON CORP                  COM              24823Q10         7     1679 SH      SHARED                  1679                  
D DENDREON CORP                  COM              24823Q10        24     5900 SH      SHARED      01          5900                  
D DENDREON CORP                  COM              24823Q10        50    11944 SH      SHARED      02         11944                  
D DENISON MINES CORP             COM              24835610        24    34015 SH      SHARED                 34015                  
D DENISON MINES CORP             COM              24835610         4     6900 SH      SHARED      02          6900                  
D DENNYS CORP                    COM              24869P10       155    92820 SH      SHARED                 92820                  
D DENNYS CORP                    COM              24869P10         4     2461 SH      SHARED      02          2461                  
D DENTSPLY INTL INC NEW          COM              24903010      3094   115253 SH      SHARED                115253                  
D DENTSPLY INTL INC NEW          COM              24903010       757    28200 SH      SHARED      01         28200                  
D DENTSPLY INTL INC NEW          COM              24903010        42     1600 SH      SHR/OTHR    01                            1600
D DENTSPLY INTL INC NEW          COM              24903010       195     7272 SH      SHARED      02          6672               600
D DENTSPLY INTL INC NEW          COM              24903010        59     2200 SH      SHARED      04          2200                  
D DENTSPLY INTL INC NEW          COM              24903010         3      130 SH      SHARED      05           130                  
D DENTSPLY INTL INC NEW          COM              24903010       244     9120 SH      SHARED      06          4600              4520
D DENTSPLY INTL INC NEW          COM              24903010      2102    78300 SH      SHARED      10         78300                  
D DENTSPLY INTL INC NEW          COM              24903010        40     1500 SH      SHARED      23                            1500
D DEPOMED INC                    COM              24990810        69    29428 SH      SHARED                 29428                  
D DEPOMED INC                    COM              24990810         4     1945 SH      SHARED      02          1945                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10       696    52620 SH      SHARED                 52620                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10       393    29700 SH      SHARED      01         29700                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10      3165   239100 SH      SHARED      10        239100                  
D DESARROLLADORA HOMEX S A DE    SPONSORED ADR    25030W10       125     9500 SH      SHR/OTHR    23                            9500
D DESIGN WITHIN REACH INC        COM              25055710         0      261 SH      SHARED                   261                  
D DESTINATION MATERNITY CORP     COM              25065D10         0      141 SH      SHARED                   141                  
D DESTINATION MATERNITY CORP     COM              25065D10         0        1 SH      SHARED      02                               1
D DEUTSCHE BK AG LDN BRH         PS GOLD DL ETN   25154H74      3487   176500 SH      SHARED      02        169900              6600
D DEUTSCHE BK AG LDN BRH         PS GOLD DL ETN   25154H74        35     1800 SH      SHARED      20          1800                  
D DEUTSCHE BK AG LDN BRH         PS GOLD DS ETN   25154H75         2      100 SH      SHARED      02           100                  
D DEUTSCHE BK AG LONDON BRH      PS CR OIL LG ETN 25154K86         9     1000 SH      SHARED      02                            1000
D DEUTSCHE BK AG LONDON BRH      PS CR OIL DD ETN 25154K88       440   159000 SH      SHARED      02        150000              9000
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610      2212   179138 SH      SHARED                179138                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610       223    18120 SH      SHARED      01         18120                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610        77     6250 SH      SHARED      02          5000              1250
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610        67     5479 SH      SHARED      21          5479                  
D DEUTSCHE TELEKOM AG            SPONSORED ADR    25156610        55     4500 SH      SHR/OTHR    23                            4500
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110       225   105734 SH      SHARED                105734                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110        45    21150 SH      SHARED      01         21150                  
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110        93    43845 SH      SHARED      02         11944             31901
D DEVELOPERS DIVERSIFIED RLTY    COM              25159110         7     3656 SH      SHARED      10          3656                  
D DEVON ENERGY CORP NEW          COM              25179M10       131     2950 SH      SHARED                  2950                  
D DEVON ENERGY CORP NEW          COM              25179M10     62519  1398957 SH      SHARED               1392129              6828
D DEVON ENERGY CORP NEW          COM              25179M10      4574   102365 SH      SHARED      01        101700               665
D DEVON ENERGY CORP NEW          COM              25179M10      3354    75054 SH      SHARED      02         52748             22306
D DEVON ENERGY CORP NEW          COM              25179M10     31694   709200 SH      SHARED      04        709200                  
D DEVON ENERGY CORP NEW          COM              25179M10        10      230 SH      SHARED      05           230                  
D DEVON ENERGY CORP NEW          COM              25179M10      1623    36330 SH      SHARED      06         21850             14480
D DEVON ENERGY CORP NEW          COM              25179M10    137737  3082058 SH      SHARED      10       3079158              2900
D DEVON ENERGY CORP NEW          COM              25179M10        17      400 SH      SHARED      20           400                  
D DEVON ENERGY CORP NEW          COM              25179M10       191     4284 SH      SHARED      23          4284                  
D DEVON ENERGY CORP NEW          COM              25179M10       335     7500 SH      SHR/OTHR    23                            7500
D DEVRY INC DEL                  COM              25189310      3473    72087 SH      SHARED                 72087                  
D DEVRY INC DEL                  COM              25189310      1589    33000 SH      SHARED      01         13000             20000
D DEVRY INC DEL                  COM              25189310        13      290 SH      SHARED      02           290                  
D DEVRY INC DEL                  COM              25189310        19      400 SH      SHARED      06                             400
D DEXCOM INC                     NOTE  4.750% 3/1 252131AD       140   200000 PRN     SHARED                200000                  
D DEXCOM INC                     COM              25213110         0      232 SH      SHARED                   232                  
D DEXCOM INC                     COM              25213110        22     5500 SH      SHARED      01          5500                  
D DEXCOM INC                     COM              25213110        22     5511 SH      SHARED      02          1076              4435
D DEXCOM INC                     COM              25213110       383    92657 SH      SHARED      04         92657                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20      2027    45300 SH      SHARED                 45300                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20        44     1000 SH      SHARED      01                            1000
D DIAGEO P L C                   SPON ADR NEW     25243Q20         8      195 SH      SHR/OTHR    01                             195
D DIAGEO P L C                   SPON ADR NEW     25243Q20      2264    50593 SH      SHARED      02          1100             49493
D DIAGEO P L C                   SPON ADR NEW     25243Q20         5      125 SH      SHARED      20                             125
D DIAGEO P L C                   SPON ADR NEW     25243Q20        67     1504 SH      SHARED      21          1504                  
D DIAGEO P L C                   SPON ADR NEW     25243Q20        96     2150 SH      SHARED      23          2150                  
D DIALYSIS CORP AMER             COM              25252910         1      204 SH      SHARED                   204                  
D DIALYSIS CORP AMER             COM              25252910         0      100 SH      SHARED      02           100                  
D DIAMOND FOODS INC              COM              25260310       376    13482 SH      SHARED                 13482                  
D DIAMOND FOODS INC              COM              25260310        41     1500 SH      SHARED      01          1500                  
D DIAMOND FOODS INC              COM              25260310        29     1045 SH      SHARED      02          1045                  
D DIAMOND FOODS INC              COM              25260310      6111   218800 SH      SHARED      10        218800                  
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20        48     1236 SH      SHARED                  1236                  
D DIAMOND HILL INVESTMENT GROU   COM NEW          25264R20         1       49 SH      SHARED      02            49                  
D DIAMOND MGMT & TECHNOLOGY CO   COM              25269L10         2      952 SH      SHARED                   952                  
D DIAMOND MGMT & TECHNOLOGY CO   COM              25269L10         2     1113 SH      SHARED      02          1113                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       952    15147 SH      SHARED                                   15147
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     12506   198952 SH      SHARED                190252              8700
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      1018    16200 SH      SHARED      01         16200                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      3083    49050 SH      SHARED      02         46400              2650
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10     64571  1027222 SH      SHARED      04       1027222                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      4400    70000 SH      SHARED      05         70000                  
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10       380     6050 SH      SHARED      06          4100              1950
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10      7146   113690 SH      SHARED      10        108790              4900
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10         9      154 SH      SHARED      21                             154
D DIAMOND OFFSHORE DRILLING IN   COM              25271C10        20      330 SH      SHARED      23                             330
D DIAMONDROCK HOSPITALITY CO     COM              25278430       190    47613 SH      SHARED      02         46713               900
D DIAMONDROCK HOSPITALITY CO     COM              25278430        71    17900 SH      SHARED      10         17900                  
D DIAMONDS TR                    UNIT SER 1       25278710       275     3637 SH      SHARED                  3637                  
D DIAMONDS TR                    UNIT SER 1       25278710       119     1575 SH      SHARED      01          1000               575
D DIAMONDS TR                    UNIT SER 1       25278710      2743    36172 SH      SHARED      02          1291             34881
D DIAMONDS TR                    UNIT SER 1       25278710        30      400 SH      SHARED      23           400                  
D DICE HLDGS INC                 COM              25301710         0       64 SH      SHARED                    64                  
D DICE HLDGS INC                 COM              25301710         1      364 SH      SHARED      02           364                  
D DICKS SPORTING GOODS INC       COM              25339310      1434   100543 SH      SHARED                100543                  
D DICKS SPORTING GOODS INC       COM              25339310       385    27000 SH      SHARED      01                           27000
D DICKS SPORTING GOODS INC       COM              25339310       479    33608 SH      SHARED      02         33608                  
D DICKS SPORTING GOODS INC       COM              25339310     10184   713700 SH      SHARED      10        713700                  
D DIEBOLD INC                    COM              25365110       441    20681 SH      SHARED                 20681                  
D DIEBOLD INC                    COM              25365110       472    22150 SH      SHARED      01            50             22100
D DIEBOLD INC                    COM              25365110       253    11876 SH      SHARED      02         11626               250
D DIEBOLD INC                    COM              25365110       190     8900 SH      SHARED      10          8900                  
D DIEBOLD INC                    COM              25365110        42     2000 SH      SHARED      23                            2000
D DIEDRICH COFFEE INC            COM NEW          25367520         0       81 SH      SHARED                    81                  
D DIGI INTL INC                  COM              25379810         3      473 SH      SHARED                   473                  
D DIGI INTL INC                  COM              25379810        24     3217 SH      SHARED      02          2107              1110
D DIGIMARC CORP NEW              COM              25381B10         0       18 SH      SHARED      02            18                  
D DIGITAL ALLY INC               COM              25382P10         0      406 SH      SHARED                   406                  
D DIGIRAD CORP                   COM              25382710         0      423 SH      SHARED                   423                  
D DIGITAL ANGEL CORP NEW         COM NEW          25383A20         0      321 SH      SHARED                   321                  
D DIGITAL ANGEL CORP NEW         COM NEW          25383A20         0      525 SH      SHARED      02                             525
D DIGITAL PWR CORP               COM              25386210         0       82 SH      SHARED                    82                  
D DIGITAL RLTY TR INC            COM              25386810      2761    83217 SH      SHARED                 83217                  
D DIGITAL RLTY TR INC            COM              25386810       124     3757 SH      SHARED                  3757                  
D DIGITAL RLTY TR INC            COM              25386810       182     5500 SH      SHARED      01          5500                  
D DIGITAL RLTY TR INC            COM              25386810       218     6575 SH      SHARED      02          6575                  
D DIGITAL RLTY TR INC            COM              25386810     12627   380570 SH      SHARED      10        380270               300
D DIGITAL RLTY TR INC            COM              25386810    108848  3280557 SH      SHARED      11       1707847           1572710
D DIGITAL RLTY TR INC            COM              25386810        49     1480 SH      SHARED      21           510               970
D DIGITAL RIV INC                NOTE  1.250% 1/0 25388BAB         4     4000 PRN     SHARED      02                            4000
D DIGITAL RIV INC                COM              25388B10       147     4944 SH      SHARED                  4944                  
D DIGITAL RIV INC                COM              25388B10       664    22300 SH      SHARED      01         10900             11400
D DIGITAL RIV INC                COM              25388B10       117     3927 SH      SHARED      02          1871              2056
D DIGITAL RIV INC                COM              25388B10      1162    39000 SH      SHARED      04         39000                  
D DIGITAL RIV INC                COM              25388B10      3864   129600 SH      SHARED      10        128600              1000
D DIME CMNTY BANCSHARES          COM              25392210       182    19424 SH      SHARED                 19424                  
D DIME CMNTY BANCSHARES          COM              25392210        59     6316 SH      SHARED      02          6316                  
D DIME CMNTY BANCSHARES          COM              25392210       321    34300 SH      SHARED      10         34300                  
D DIME CMNTY BANCSHARES          COM              25392210         6      675 SH      SHR/OTHR    23                             675
D DILLARDS INC                   CL A             25406710       439    77034 SH      SHARED                 77034                  
D DILLARDS INC                   CL A             25406710         3      700 SH      SHARED      01           700                  
D DILLARDS INC                   CL A             25406710        89    15691 SH      SHARED      02         15691                  
D DILLARDS INC                   CL A             25406710       304    53400 SH      SHARED      10         53400                  
D DINEEQUITY INC                 COM              25442310       240    20310 SH      SHARED                 20310                  
D DINEEQUITY INC                 COM              25442310         9      773 SH      SHARED      02           503               270
D DINEEQUITY INC                 COM              25442310        33     2800 SH      SHARED      10          2800                  
D DIODES INC                     COM              25454310        11     1098 SH      SHARED      02           905               193
D DIODES INC                     COM              25454310        24     2340 SH      SHARED      21                            2340
D DIONEX CORP                    COM              25454610       640    13561 SH      SHARED                 13561                  
D DIONEX CORP                    COM              25454610        40      850 SH      SHARED      01           850                  
D DIONEX CORP                    COM              25454610       227     4811 SH      SHARED      02          4806                 5
D DIRECTV GROUP INC              COM              25459L10     10636   466724 SH      SHARED                455493             11231
D DIRECTV GROUP INC              COM              25459L10      3110   136468 SH      SHARED      01        136468                  
D DIRECTV GROUP INC              COM              25459L10      3439   150933 SH      SHARED      02        148613              2320
D DIRECTV GROUP INC              COM              25459L10      3527   154800 SH      SHARED      04        154800                  
D DIRECTV GROUP INC              COM              25459L10         6      285 SH      SHARED      05           285                  
D DIRECTV GROUP INC              COM              25459L10       973    42704 SH      SHARED      06         22424             20280
D DIRECTV GROUP INC              COM              25459L10     20830   914006 SH      SHARED      10        914006                  
D DIRECTV GROUP INC              COM              25459L10       190     8360 SH      SHARED      23          5599              2761
D DIREXION SHS ETF TR            FINL BULL 3X     25459W50        16     3000 SH      SHARED      02                            3000
D DIREXION SHS ETF TR            FINL BEAR 3X     25459W60      2069   100000 SH      SHARED                100000                  
D DIREXION SHS ETF TR            FINL BEAR 3X     25459W60         0       15 SH      SHARED      02                              15
D DISCOVERY LABORATORIES INC N   COM              25466810        44    36100 SH      SHARED                 36100                  
D DISCOVERY LABORATORIES INC N   COM              25466810        24    20000 SH      SHARED      01         20000                  
D DISCOVERY LABORATORIES INC N   COM              25466810        10     8661 SH      SHARED      02          3661              5000
D DISNEY WALT CO                 COM DISNEY       25468710      2731   150425 SH      SHARED                149575               850
D DISNEY WALT CO                 COM DISNEY       25468710     17791   979694 SH      SHARED                954275             25419
D DISNEY WALT CO                 COM DISNEY       25468710     10388   572066 SH      SHARED      01        486568             85498
D DISNEY WALT CO                 COM DISNEY       25468710       401    22125 SH      SHR/OTHR    01                           22125
D DISNEY WALT CO                 COM DISNEY       25468710      3639   200418 SH      SHARED      02         46121            154297
D DISNEY WALT CO                 COM DISNEY       25468710      1289    71000 SH      SHARED      04         71000                  
D DISNEY WALT CO                 COM DISNEY       25468710        18     1020 SH      SHARED      05          1020                  
D DISNEY WALT CO                 COM DISNEY       25468710      2901   159790 SH      SHARED      06         98350             61440
D DISNEY WALT CO                 COM DISNEY       25468710     65085  3583976 SH      SHARED      10       3548576             35400
D DISNEY WALT CO                 COM DISNEY       25468710        59     3275 SH      SHARED      19                            3275
D DISNEY WALT CO                 COM DISNEY       25468710       103     5690 SH      SHARED      20          2090              3600
D DISNEY WALT CO                 COM DISNEY       25468710       181    10000 SH      SHR/OTHR    20                           10000
D DISNEY WALT CO                 COM DISNEY       25468710       320    17675 SH      SHARED      21         16818               857
D DISNEY WALT CO                 COM DISNEY       25468710        27     1500 SH      SHR/OTHR    22                            1500
D DISNEY WALT CO                 COM DISNEY       25468710      1006    55433 SH      SHARED      23         30933             24500
D DISNEY WALT CO                 COM DISNEY       25468710      1869   102938 SH      SHR/OTHR    23                          102938
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10      4326   270060 SH      SHARED                270060                  
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10       488    30497 SH      SHARED      01         30422                75
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        47     2976 SH      SHARED      02           500              2476
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        18     1150 SH      SHARED      04          1150                  
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10         1       98 SH      SHARED      05            98                  
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        41     2607 SH      SHARED      06          1200              1407
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10         5      338 SH      SHR/OTHR    20                             338
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        16     1007 SH      SHARED      21          1007                  
D DISCOVERY COMMUNICATNS NEW     COM SER A        25470F10        12      750 SH      SHARED      23                             750
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30       824    56290 SH      SHARED                 56290                  
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30       372    25397 SH      SHARED      01         25322                75
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        48     3296 SH      SHARED      02           820              2476
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        16     1150 SH      SHARED      04          1150                  
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30         1       98 SH      SHARED      05            98                  
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        38     2607 SH      SHARED      06          1200              1407
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        35     2447 SH      SHARED      10          2447                  
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30         4      338 SH      SHR/OTHR    20                             338
D DISCOVERY COMMUNICATNS NEW     COM SER C        25470F30        10      750 SH      SHARED      23                             750
D DISH NETWORK CORP              CL A             25470M10      5595   503642 SH      SHARED                503642                  
D DISH NETWORK CORP              CL A             25470M10       517    46575 SH      SHARED      01         46575                  
D DISH NETWORK CORP              CL A             25470M10      2358   212307 SH      SHARED      02        210307              2000
D DISH NETWORK CORP              CL A             25470M10        37     3340 SH      SHARED      06          1550              1790
D DISH NETWORK CORP              CL A             25470M10      8555   770100 SH      SHARED      10        743400             26700
D DISH NETWORK CORP              CL A             25470M10        66     6000 SH      SHARED      23                            6000
D DISH NETWORK CORP              CL A             25470M10         0       75 SH      SHR/OTHR    23                              75
D DISCOVER FINL SVCS             COM              25470910         0      105 SH      SHARED                   105                  
D DISCOVER FINL SVCS             COM              25470910      6659  1055423 SH      SHARED               1055423                  
D DISCOVER FINL SVCS             COM              25470910       773   122643 SH      SHARED      01        121603              1040
D DISCOVER FINL SVCS             COM              25470910      2153   341305 SH      SHARED      02        340582               723
D DISCOVER FINL SVCS             COM              25470910        24     3900 SH      SHARED      04          3900                  
D DISCOVER FINL SVCS             COM              25470910         1      195 SH      SHARED      05           195                  
D DISCOVER FINL SVCS             COM              25470910       242    38425 SH      SHARED      06         22075             16350
D DISCOVER FINL SVCS             COM              25470910      2605   412917 SH      SHARED      10        412917                  
D DISCOVER FINL SVCS             COM              25470910         1      175 SH      SHARED      20                             175
D DISCOVER FINL SVCS             COM              25470910        18     3000 SH      SHARED      23                            3000
D DISCOVER FINL SVCS             COM              25470910        17     2749 SH      SHR/OTHR    23                            2749
D DITECH NETWORKS INC            COM              25500T10         0      690 SH      SHARED                   690                  
D DIVX INC                       COM              25541310        28     5675 SH      SHARED                  5675                  
D DIVX INC                       COM              25541310         3      702 SH      SHARED      02           702                  
D DIXIE GROUP INC                CL A             25551910         0      306 SH      SHARED                   306                  
D DR REDDYS LABS LTD             ADR              25613520       314    33286 SH      SHARED                 33286                  
D DOCUMENT SEC SYS INC           COM              25614T10         0      238 SH      SHARED                   238                  
D DOLAN MEDIA CO                 COM              25659P40         2      296 SH      SHARED                   296                  
D DOLAN MEDIA CO                 COM              25659P40         5      663 SH      SHARED      02           663                  
D DOLBY LABORATORIES INC         COM              25659T10      1374    40292 SH      SHARED                 40292                  
D DOLBY LABORATORIES INC         COM              25659T10       293     8600 SH      SHARED      01          8600                  
D DOLBY LABORATORIES INC         COM              25659T10       250     7346 SH      SHARED      02          7346                  
D DOLBY LABORATORIES INC         COM              25659T10        13      400 SH      SHARED      06                             400
D DOLBY LABORATORIES INC         COM              25659T10      2793    81900 SH      SHARED      10         81900                  
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB       109   240000 PRN     SHARED                240000                  
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB      5072 11100000 PRN     SHARED              11100000                  
D DOLLAR FINL CORP               NOTE  2.875% 6/3 256664AB        11    25000 PRN     SHARED      02         25000                  
D DOLLAR FINL CORP               COM              25666410        11     1169 SH      SHARED      02          1169                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310       224   193179 SH      SHARED                193179                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310        12    11200 SH      SHARED      01         11200                  
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              25674310         2     2425 SH      SHARED      02          2425                  
D DOLLAR TREE INC                COM              25674610      3583    80432 SH      SHARED                 80432                  
D DOLLAR TREE INC                COM              25674610      3572    80187 SH      SHARED      01         50337             29850
D DOLLAR TREE INC                COM              25674610      1582    35526 SH      SHARED      02         35326               200
D DOLLAR TREE INC                COM              25674610        44     1000 SH      SHARED      06                            1000
D DOLLAR TREE INC                COM              25674610       151     3400 SH      SHARED      10          1700              1700
D DOLLAR TREE INC                COM              25674610        16      379 SH      SHARED      21           379                  
D DOMINION RES INC VA NEW        COM              25746U10      7347   237084 SH      SHARED                237084                  
D DOMINION RES INC VA NEW        COM              25746U10      5368   173235 SH      SHARED      01        158423             14812
D DOMINION RES INC VA NEW        COM              25746U10      2588    83535 SH      SHARED      02         72828             10707
D DOMINION RES INC VA NEW        COM              25746U10       114     3700 SH      SHARED      04          3700                  
D DOMINION RES INC VA NEW        COM              25746U10         9      312 SH      SHARED      05           312                  
D DOMINION RES INC VA NEW        COM              25746U10      1246    40220 SH      SHARED      06         20900             19320
D DOMINION RES INC VA NEW        COM              25746U10     21444   691978 SH      SHARED      10        675878             16100
D DOMINION RES INC VA NEW        COM              25746U10        48     1550 SH      SHARED      20          1150               400
D DOMINION RES INC VA NEW        COM              25746U10        80     2600 SH      SHR/OTHR    20                            2600
D DOMINION RES INC VA NEW        COM              25746U10        51     1663 SH      SHARED      21          1663                  
D DOMINION RES INC VA NEW        COM              25746U10        68     2200 SH      SHR/OTHR    21                            2200
D DOMINION RES INC VA NEW        COM              25746U10        61     2000 SH      SHARED      22                            2000
D DOMINION RES INC VA NEW        COM              25746U10       822    26534 SH      SHARED      23         21634              4900
D DOMINION RES INC VA NEW        COM              25746U10       872    28148 SH      SHR/OTHR    23                           28148
D DOMINOS PIZZA INC              COM              25754A20       142    21804 SH      SHARED                 21804                  
D DOMINOS PIZZA INC              COM              25754A20       201    30724 SH      SHARED      02         30724                  
D DOMINOS PIZZA INC              COM              25754A20        49     7600 SH      SHARED      10          7600                  
D DOMTAR CORP                    COM              25755910       618   651408 SH      SHARED                651408                  
D DOMTAR CORP                    COM              25755910         2     2662 SH      SHARED      02          2662                  
D DOMTAR CORP                    COM              25755910         7     8000 SH      SHR/OTHR    23                            8000
D DONALDSON INC                  COM              25765110       205     7660 SH      SHARED                  7660                  
D DONALDSON INC                  COM              25765110       719    26800 SH      SHARED      01                           26800
D DONALDSON INC                  COM              25765110        88     3302 SH      SHARED      02          2051              1251
D DONALDSON INC                  COM              25765110      3453   128667 SH      SHARED      04        128667                  
D DONALDSON INC                  COM              25765110      3801   141633 SH      SHARED      05        141633                  
D DONALDSON INC                  COM              25765110       277    10323 SH      SHARED      06                           10323
D DONALDSON INC                  COM              25765110       214     8000 SH      SHARED      10          8000                  
D DONEGAL GROUP INC              CL A             25770120         4      273 SH      SHARED      02           273                  
D DONNELLEY R R & SONS CO        COM              25786710      1371   187159 SH      SHARED                142869             44290
D DONNELLEY R R & SONS CO        COM              25786710       409    55800 SH      SHARED      01         55800                  
D DONNELLEY R R & SONS CO        COM              25786710       903   123292 SH      SHARED      02        122192              1100
D DONNELLEY R R & SONS CO        COM              25786710         0      130 SH      SHARED      05           130                  
D DONNELLEY R R & SONS CO        COM              25786710        96    13120 SH      SHARED      06          7400              5720
D DONNELLEY R R & SONS CO        COM              25786710      9085  1239499 SH      SHARED      10       1140399             99100
D DONNELLEY R R & SONS CO        COM              25786710         4      600 SH      SHR/OTHR    20                             600
D DONNELLEY R R & SONS CO        COM              25786710         4      630 SH      SHARED      21                             630
D DONNELLEY R R & SONS CO        COM              25786710        10     1366 SH      SHR/OTHR    23                            1366
D DORAL FINL CORP                COM NEW          25811P88        62    34684 SH      SHARED                 34684                  
D DORAL FINL CORP                COM NEW          25811P88        10     6000 SH      SHARED      01          6000                  
D DORAL FINL CORP                COM NEW          25811P88         1      940 SH      SHARED      02           940                  
D DORAL FINL CORP                COM NEW          25811P88       111    62100 SH      SHARED      10         62100                  
D DORCHESTER MINERALS LP         COM UNIT         25820R10        97     5995 SH      SHARED                  5995                  
D DORCHESTER MINERALS LP         COM UNIT         25820R10        32     2000 SH      SHARED      02                            2000
D DORMAN PRODUCTS INC            COM              25827810         2      281 SH      SHARED      02           281                  
D DOT HILL SYS CORP              COM              25848T10         6    11788 SH      SHARED                 11788                  
D DOT HILL SYS CORP              COM              25848T10         0     1001 SH      SHARED      02                            1001
D DOUBLE EAGLE PETE CO           COM PAR $0.10    25857020         1      211 SH      SHARED      02           211                  
D DOUBLE-TAKE SOFTWARE INC       COM              25859810         0      105 SH      SHARED                   105                  
D DOUBLE-TAKE SOFTWARE INC       COM              25859810         3      452 SH      SHARED      02           452                  
D DOUBLE-TAKE SOFTWARE INC       COM              25859810       298    44100 SH      SHARED      10         44100                  
D DOUGLAS EMMETT INC             COM              25960P10        18     2507 SH      SHARED                  2507                  
D DOUGLAS EMMETT INC             COM              25960P10        16     2300 SH      SHARED      01          2300                  
D DOUGLAS EMMETT INC             COM              25960P10       380    51469 SH      SHARED      02         51469                  
D DOVER CORP                     COM              26000310      2969   112576 SH      SHARED                 99042             13534
D DOVER CORP                     COM              26000310      1216    46119 SH      SHARED      01         45874               245
D DOVER CORP                     COM              26000310      2744   104025 SH      SHARED      02        102560              1465
D DOVER CORP                     COM              26000310         4      170 SH      SHARED      05           170                  
D DOVER CORP                     COM              26000310       354    13440 SH      SHARED      06          8050              5390
D DOVER CORP                     COM              26000310      9326   353562 SH      SHARED      10        349962              3600
D DOVER CORP                     COM              26000310        50     1900 SH      SHR/OTHR    20                            1900
D DOVER CORP                     COM              26000310         6      260 SH      SHARED      21                             260
D DOVER CORP                     COM              26000310       432    16400 SH      SHARED      23         16400                  
D DOVER CORP                     COM              26000310        28     1070 SH      SHR/OTHR    23                            1070
D DOVER DOWNS GAMING & ENTMT I   COM              26009510         0       26 SH      SHARED                    26                  
D DOVER DOWNS GAMING & ENTMT I   COM              26009510         0      322 SH      SHARED      02           322                  
D DOVER MOTORSPORTS INC          COM              26017410         0      383 SH      SHARED      02           383                  
D DOW CHEM CO                    COM              26054310        56     6650 SH      SHARED                                    6650
D DOW CHEM CO                    COM              26054310     25176  2986483 SH      SHARED               2920383             66100
D DOW CHEM CO                    COM              26054310      2406   285474 SH      SHARED      01        274037             11437
D DOW CHEM CO                    COM              26054310        66     7880 SH      SHR/OTHR    01                            7880
D DOW CHEM CO                    COM              26054310      8954  1062187 SH      SHARED      02       1009677             52510
D DOW CHEM CO                    COM              26054310        46     5500 SH      SHARED      04          5500                  
D DOW CHEM CO                    COM              26054310         4      570 SH      SHARED      05           570                  
D DOW CHEM CO                    COM              26054310       726    86180 SH      SHARED      06         55950             30230
D DOW CHEM CO                    COM              26054310     18144  2152354 SH      SHARED      10       2017654            134700
D DOW CHEM CO                    COM              26054310        26     3165 SH      SHARED      20           715              2450
D DOW CHEM CO                    COM              26054310        78     9300 SH      SHR/OTHR    20                            9300
D DOW CHEM CO                    COM              26054310         3      450 SH      SHARED      22           450                  
D DOW CHEM CO                    COM              26054310       286    34024 SH      SHARED      23         33124               900
D DOW CHEM CO                    COM              26054310       504    59905 SH      SHR/OTHR    23                           59905
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       118     6986 SH      SHARED                  6986                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10     29232  1728684 SH      SHARED               1728264               420
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       953    56400 SH      SHARED      01         56400                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       711    42094 SH      SHARED      02         35940              6154
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10         2      134 SH      SHARED      05           134                  
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10       368    21800 SH      SHARED      06         13500              8300
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10      2116   125150 SH      SHARED      10        119450              5700
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10         9      580 SH      SHARED      21           240               340
D DR PEPPER SNAPPLE GROUP INC    COM              26138E10        42     2500 SH      SHARED      23                            2500
D DRDGOLD LIMITED                SPON ADR NEW     26152H30        14     1700 SH      SHARED                  1700                  
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10      7175   331604 SH      SHARED                331604                  
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10       543    25100 SH      SHARED      01                           25100
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10        44     2073 SH      SHARED      02          1448               625
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10     12609   582700 SH      SHARED      10        582700                  
D DREAMWORKS ANIMATION SKG INC   CL A             26153C10        14      655 SH      SHARED      21           655                  
D DREMAN/CLAYMORE DIVID & INC    COM              26153R10         0        1 SH      SHARED      01             1                  
D DREMAN/CLAYMORE DIVID & INC    COM              26153R10       135    93500 SH      SHARED      02                           93500
D DRESS BARN INC                 NOTE  2.500%12/1 261570AB      2625  2100000 PRN     SHARED               2100000                  
D DRESS BARN INC                 COM              26157010        70     5728 SH      SHARED                  5728                  
D DRESS BARN INC                 COM              26157010       114     9341 SH      SHARED      02          9341                  
D DRESS BARN INC                 COM              26157010       145    11800 SH      SHARED      10         11800                  
D DRESSER-RAND GROUP INC         COM              26160810       892    40378 SH      SHARED                 40378                  
D DRESSER-RAND GROUP INC         COM              26160810        14      650 SH      SHARED      01           650                  
D DRESSER-RAND GROUP INC         COM              26160810       135     6118 SH      SHARED      02          6118                  
D DRESSER-RAND GROUP INC         COM              26160810      7020   317672 SH      SHARED      10        317672                  
D DREW INDS INC                  COM NEW          26168L20        81     9442 SH      SHARED      02          9442                  
D DREW INDS INC                  COM NEW          26168L20        46     5300 SH      SHARED      10          5300                  
D DREAMS INC                     COM              26198320         0      731 SH      SHARED                   731                  
D DRIL-QUIP INC                  COM              26203710       128     4195 SH      SHARED                  4195                  
D DRIL-QUIP INC                  COM              26203710       124     4050 SH      SHARED      01          4050                  
D DRIL-QUIP INC                  COM              26203710       224     7307 SH      SHARED      02          7307                  
D DRIL-QUIP INC                  COM              26203710      3561   116000 SH      SHARED      10        116000                  
D DRUGSTORE COM INC              COM              26224110         2     2164 SH      SHARED      02          2164                  
D DRYCLEAN USA INC               COM              26243210         0      136 SH      SHARED                   136                  
D DU PONT E I DE NEMOURS & CO    COM              26353410       167     7509 SH      SHARED                  1509              6000
D DU PONT E I DE NEMOURS & CO    COM              26353410     21112   945460 SH      SHARED                945460                  
D DU PONT E I DE NEMOURS & CO    COM              26353410      6549   293315 SH      SHARED      01        270135             23180
D DU PONT E I DE NEMOURS & CO    COM              26353410       275    12331 SH      SHR/OTHR    01                           12331
D DU PONT E I DE NEMOURS & CO    COM              26353410      6076   272133 SH      SHARED      02        202976             69157
D DU PONT E I DE NEMOURS & CO    COM              26353410       185     8320 SH      SHARED      04                            8320
D DU PONT E I DE NEMOURS & CO    COM              26353410      6850   306772 SH      SHARED      04        306772                  
D DU PONT E I DE NEMOURS & CO    COM              26353410      6595   295378 SH      SHARED      05        295378                  
D DU PONT E I DE NEMOURS & CO    COM              26353410      5017   224676 SH      SHARED      06         64600            160076
D DU PONT E I DE NEMOURS & CO    COM              26353410     19932   892632 SH      SHARED      10        868232             24400
D DU PONT E I DE NEMOURS & CO    COM              26353410       401    18000 SH      SHARED      15                           18000
D DU PONT E I DE NEMOURS & CO    COM              26353410       115     5180 SH      SHARED      20          3980              1200
D DU PONT E I DE NEMOURS & CO    COM              26353410        35     1600 SH      SHR/OTHR    20                            1600
D DU PONT E I DE NEMOURS & CO    COM              26353410       202     9085 SH      SHARED      21          9085                  
D DU PONT E I DE NEMOURS & CO    COM              26353410        17      800 SH      SHR/OTHR    22                             800
D DU PONT E I DE NEMOURS & CO    COM              26353410      2661   119179 SH      SHARED      23        115728              3451
D DU PONT E I DE NEMOURS & CO    COM              26353410      2604   116652 SH      SHR/OTHR    23                          116652
D DUCKWALL-ALCO STORES INC NEW   COM              26414210         0       62 SH      SHARED                    62                  
D DUCOMMUN INC DEL               COM              26414710       167    11508 SH      SHARED                 11508                  
D DUCOMMUN INC DEL               COM              26414710        73     5061 SH      SHARED      02           273              4788
D DUFF & PHELPS UTIL CORP BD T   COM              26432K10        22     1950 SH      SHARED      02                            1950
D DUFF & PHELPS CORP NEW         CL A             26433B10       330    21000 SH      SHARED                 21000                  
D DUFF & PHELPS CORP NEW         CL A             26433B10         4      280 SH      SHARED      02           280                  
D DUFF & PHELPS CORP NEW         CL A             26433B10       239    15200 SH      SHARED      10         15200                  
D DUKE ENERGY CORP NEW           COM              26441C10     28113  1963258 SH      SHARED               1936158             27100
D DUKE ENERGY CORP NEW           COM              26441C10      5326   371995 SH      SHARED      01        341415             30580
D DUKE ENERGY CORP NEW           COM              26441C10        81     5696 SH      SHR/OTHR    01                            5696
D DUKE ENERGY CORP NEW           COM              26441C10      8020   560075 SH      SHARED      02        460176             99899
D DUKE ENERGY CORP NEW           COM              26441C10       296    20700 SH      SHARED      04         20700                  
D DUKE ENERGY CORP NEW           COM              26441C10        10      710 SH      SHARED      05           710                  
D DUKE ENERGY CORP NEW           COM              26441C10      1970   137580 SH      SHARED      06         96900             40680
D DUKE ENERGY CORP NEW           COM              26441C10     28581  1995903 SH      SHARED      10       1951303             44600
D DUKE ENERGY CORP NEW           COM              26441C10        84     5880 SH      SHARED      20          3920              1960
D DUKE ENERGY CORP NEW           COM              26441C10        14     1000 SH      SHR/OTHR    20                            1000
D DUKE ENERGY CORP NEW           COM              26441C10        72     5092 SH      SHARED      21          5092                  
D DUKE ENERGY CORP NEW           COM              26441C10        14     1000 SH      SHARED      22          1000                  
D DUKE ENERGY CORP NEW           COM              26441C10        62     4350 SH      SHARED      23          1350              3000
D DUKE ENERGY CORP NEW           COM              26441C10       187    13068 SH      SHR/OTHR    23                           13068
D DUKE REALTY CORP               COM NEW          26441150       369    67119 SH      SHARED                 67119                  
D DUKE REALTY CORP               COM NEW          26441150       569   103625 SH      SHARED      01         48625             55000
D DUKE REALTY CORP               COM NEW          26441150       374    68060 SH      SHARED      02         45810             22250
D DUKE REALTY CORP               COM NEW          26441150       331    60250 SH      SHARED      10         60250                  
D DUKE REALTY CORP               COM NEW          26441150      2266   412050 SH      SHARED      11                          412050
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1751    22741 SH      SHARED                 22741                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      3057    39704 SH      SHARED      01         32824              6880
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       944    12266 SH      SHARED      02         12266                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10       280     3640 SH      SHARED      06          1800              1840
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1570    20400 SH      SHARED      10         20400                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      1967    25550 SH      SHARED      23         25550                  
D DUN & BRADSTREET CORP DEL NE   COM              26483E10      2352    30550 SH      SHR/OTHR    23                           30550
D DUNCAN ENERGY PARTNERS LP      COM UNITS        26502610         6      411 SH      SHARED                   411                  
D DUNCAN ENERGY PARTNERS LP      COM UNITS        26502610       673    45000 SH      SHARED      02                           45000
D DUNE ENERGY INC                COM NEW          26533820         0      845 SH      SHARED                   845                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10        88    12800 SH      SHARED                 12800                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10         7     1050 SH      SHARED                  1050                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10         8     1280 SH      SHARED      02          1280                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      2325   338050 SH      SHARED      10        338050                  
D DUPONT FABROS TECHNOLOGY INC   COM              26613Q10      1654   240550 SH      SHARED      11        130000            110550
D DURECT CORP                    COM              26660510         0       62 SH      SHARED                    62                  
D DURECT CORP                    COM              26660510        11     5266 SH      SHARED      02          5266                  
D DUSA PHARMACEUTICALS INC       COM              26689810         0      555 SH      SHARED                   555                  
D DYAX CORP                      COM              26746E10        13     5444 SH      SHARED      02          5444                  
D DYCOM INDS INC                 COM              26747510       409    70676 SH      SHARED                 70676                  
D DYCOM INDS INC                 COM              26747510        79    13800 SH      SHARED      01                           13800
D DYCOM INDS INC                 COM              26747510       217    37553 SH      SHARED      02         37553                  
D DYCOM INDS INC                 COM              26747510        37     6400 SH      SHARED      10          6400                  
D DYNACQ HEALTHCARE INC          COM              26779V10         0      182 SH      SHARED                   182                  
D DYNAMEX INC                    COM              26784F10        38     2908 SH      SHARED                  2908                  
D DYNAMEX INC                    COM              26784F10         5      448 SH      SHARED      02           203               245
D DYNAMIC MATLS CORP             COM              26788810        17     1911 SH      SHARED                  1911                  
D DYNAMIC MATLS CORP             COM              26788810         2      294 SH      SHARED      02           294                  
D DYNAMICS RESH CORP             COM              26805710         1      237 SH      SHARED                   237                  
D DYNATRONICS CORP               COM              26815710         0      263 SH      SHARED                   263                  
D DYNAVAX TECHNOLOGIES CORP      COM              26815810         0     1035 SH      SHARED                  1035                  
D DYNCORP INTL INC               CL A             26817C10       659    49469 SH      SHARED                 49469                  
D DYNCORP INTL INC               CL A             26817C10        41     3100 SH      SHARED      01          3100                  
D DYNCORP INTL INC               CL A             26817C10        30     2281 SH      SHARED      02          2281                  
D DYNCORP INTL INC               CL A             26817C10      1067    80100 SH      SHARED      10         80100                  
D DYNEGY INC DEL                 CL A             26817G10      1002   711167 SH      SHARED                711167                  
D DYNEGY INC DEL                 CL A             26817G10       149   105834 SH      SHARED      01        105834                  
D DYNEGY INC DEL                 CL A             26817G10        56    39745 SH      SHARED      02         36945              2800
D DYNEGY INC DEL                 CL A             26817G10        31    22200 SH      SHARED      06         19200              3000
D DYNEGY INC DEL                 CL A             26817G10       328   233216 SH      SHARED      10        233216                  
D DYNEX CAP INC                  COM NEW          26817Q50         8     1199 SH      SHARED                  1199                  
D DYNEX CAP INC                  COM NEW          26817Q50      1637   233265 SH      SHARED      02           465            232800
D DYNEX CAP INC                  PFD D 9.50%      26817Q60       170    18352 SH      SHARED      02                           18352
D EDCI HLDGS INC                 COM              26831510         0      164 SH      SHARED                   164                  
D EDCI HLDGS INC                 COM              26831510         0      100 SH      SHARED      02           100                  
D EF JOHNSON TECHNOLOGIES INC    COM              26843B10         0      677 SH      SHARED                   677                  
D E HOUSE CHINA HLDGS LTD        ADR              26852W10         1      185 SH      SHARED                   185                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AK        50    50000 PRN     SHARED      01                           50000
D E M C CORP MASS                NOTE  1.750%12/0 268648AK        15    15000 PRN     SHR/OTHR    01                           15000
D E M C CORP MASS                NOTE  1.750%12/0 268648AK       360   360000 PRN     SHARED      02        339000             21000
D E M C CORP MASS                NOTE  1.750%12/0 268648AK     19238 19200000 PRN     SHARED      06      19200000                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AM      2609  2674000 PRN     SHARED      02       2674000                  
D E M C CORP MASS                NOTE  1.750%12/0 268648AM     13664 14000000 PRN     SHARED      04      14000000                  
D E M C CORP MASS                COM              26864810       257    22614 SH      SHARED                  4416             18198
D E M C CORP MASS                COM              26864810     70594  6192511 SH      SHARED               6086711            105800
D E M C CORP MASS                COM              26864810     12995  1139941 SH      SHARED      01        945965            193976
D E M C CORP MASS                COM              26864810      2203   193282 SH      SHR/OTHR    01                          193282
D E M C CORP MASS                COM              26864810      5441   477304 SH      SHARED      02        407954             69350
D E M C CORP MASS                COM              26864810        12     1062 SH      SHARED      04                            1062
D E M C CORP MASS                COM              26864810     72760  6382500 SH      SHARED      04       6382500                  
D E M C CORP MASS                COM              26864810        13     1180 SH      SHARED      05          1180                  
D E M C CORP MASS                COM              26864810      2153   188940 SH      SHARED      06        120300             68640
D E M C CORP MASS                COM              26864810     63495  5569779 SH      SHARED      10       5532434             37345
D E M C CORP MASS                COM              26864810      1804   158319 SH      SHARED      19                          158319
D E M C CORP MASS                COM              26864810      1310   114970 SH      SHARED      20         98849      290    15831
D E M C CORP MASS                COM              26864810       141    12445 SH      SHR/OTHR    20                           12445
D E M C CORP MASS                COM              26864810       548    48142 SH      SHARED      21         46671              1471
D E M C CORP MASS                COM              26864810        29     2600 SH      SHR/OTHR    21                            2600
D E M C CORP MASS                COM              26864810       746    65455 SH      SHARED      22         53700             11755
D E M C CORP MASS                COM              26864810       170    14970 SH      SHR/OTHR    22                           14970
D E M C CORP MASS                COM              26864810      1855   162726 SH      SHARED      23        139111             23615
D E M C CORP MASS                COM              26864810      2999   263120 SH      SHR/OTHR    23                          263120
D EMC INS GROUP INC              COM              26866410         3      155 SH      SHARED      02           155                  
D EMS TECHNOLOGIES INC           COM              26873N10       105     6029 SH      SHARED                  6029                  
D EMS TECHNOLOGIES INC           COM              26873N10         7      427 SH      SHARED      02           427                  
D EMS TECHNOLOGIES INC           COM              26873N10      3181   182200 SH      SHARED      10        182200                  
D ENSCO INTL INC                 COM              26874Q10      7997   302926 SH      SHARED                302926                  
D ENSCO INTL INC                 COM              26874Q10      1087    41210 SH      SHARED      01         40310               900
D ENSCO INTL INC                 COM              26874Q10        89     3384 SH      SHR/OTHR    01                            3384
D ENSCO INTL INC                 COM              26874Q10      1420    53824 SH      SHARED      02         52974               850
D ENSCO INTL INC                 COM              26874Q10     33342  1262992 SH      SHARED      04       1262992                  
D ENSCO INTL INC                 COM              26874Q10         3      120 SH      SHARED      05           120                  
D ENSCO INTL INC                 COM              26874Q10      1645    62347 SH      SHARED      06         26497             35850
D ENSCO INTL INC                 COM              26874Q10      3604   136516 SH      SHARED      10        135616               900
D ENI S P A                      SPONSORED ADR    26874R10      5498   143476 SH      SHARED                143476                  
D ENI S P A                      SPONSORED ADR    26874R10        14      388 SH      SHARED      01           138               250
D ENI S P A                      SPONSORED ADR    26874R10        39     1041 SH      SHARED      02           850               191
D ENI S P A                      SPONSORED ADR    26874R10        61     1603 SH      SHARED      21          1603                  
D ENI S P A                      SPONSORED ADR    26874R10        38     1000 SH      SHR/OTHR    23                            1000
D EOG RES INC                    COM              26875P10        87     1602 SH      SHARED                                    1602
D EOG RES INC                    COM              26875P10     31996   584305 SH      SHARED                577055              7250
D EOG RES INC                    COM              26875P10      8311   151775 SH      SHARED      01        129593             22182
D EOG RES INC                    COM              26875P10       856    15640 SH      SHR/OTHR    01                           15640
D EOG RES INC                    COM              26875P10      1474    26918 SH      SHARED      02         26811               107
D EOG RES INC                    COM              26875P10      4265    77900 SH      SHARED      04         77900                  
D EOG RES INC                    COM              26875P10         7      130 SH      SHARED      05           130                  
D EOG RES INC                    COM              26875P10      1612    29450 SH      SHARED      06          9600             19850
D EOG RES INC                    COM              26875P10     38500   703080 SH      SHARED      10        701695              1385
D EOG RES INC                    COM              26875P10       727    13284 SH      SHARED      19                           13284
D EOG RES INC                    COM              26875P10       856    15635 SH      SHARED      20         13720       40     1875
D EOG RES INC                    COM              26875P10        20      380 SH      SHR/OTHR    20                             380
D EOG RES INC                    COM              26875P10       432     7890 SH      SHARED      21          7890                  
D EOG RES INC                    COM              26875P10         2       50 SH      SHR/OTHR    21                              50
D EOG RES INC                    COM              26875P10        16      310 SH      SHARED      22           145               165
D EOG RES INC                    COM              26875P10        48      880 SH      SHR/OTHR    22                             880
D EOG RES INC                    COM              26875P10       755    13805 SH      SHARED      23         11920              1885
D EOG RES INC                    COM              26875P10       558    10205 SH      SHR/OTHR    23                           10205
D EON COMMUNICATIONS CORP        COM NEW          26876320         0       52 SH      SHARED                    52                  
D EPIX PHARMACEUTICALS INC       COM NEW          26881Q30         0      940 SH      SHARED                   940                  
D EPIQ SYS INC                   COM              26882D10       244    13542 SH      SHARED                 13542                  
D EPIQ SYS INC                   COM              26882D10        60     3349 SH      SHARED      02          3349                  
D ERP OPER LTD PARTNERSHIP       NOTE  3.850% 8/1 26884AAV      4415  5000000 PRN     SHARED      02       5000000                  
D ESB FINL CORP                  COM              26884F10         3      296 SH      SHARED                   296                  
D ESB FINL CORP                  COM              26884F10         1      104 SH      SHARED      02           104                  
D EQT CORP                       COM              26884L10       871    27803 SH      SHARED                 27803                  
D EQT CORP                       COM              26884L10      1400    44700 SH      SHARED      01         29100             15600
D EQT CORP                       COM              26884L10       106     3395 SH      SHARED      02          2843               552
D EQT CORP                       COM              26884L10     12970   414000 SH      SHARED      04        414000                  
D EQT CORP                       COM              26884L10         2       90 SH      SHARED      05            90                  
D EQT CORP                       COM              26884L10       262     8370 SH      SHARED      06          4800              3570
D EQT CORP                       COM              26884L10      1785    57000 SH      SHARED      10         57000                  
D EQT CORP                       COM              26884L10        55     1760 SH      SHARED      21                            1760
D EQT CORP                       COM              26884L10       112     3600 SH      SHR/OTHR    23                            3600
D EAGLE BANCORP INC MD           COM              26894810         1      270 SH      SHARED                   270                  
D EAGLE BANCORP INC MD           COM              26894810         1      203 SH      SHARED      02           203                  
D E TRADE FINANCIAL CORP         COM              26924610      1390  1121691 SH      SHARED               1121691                  
D E TRADE FINANCIAL CORP         COM              26924610        38    30650 SH      SHARED      01         27500              3150
D E TRADE FINANCIAL CORP         COM              26924610       167   134794 SH      SHARED      02        104739             30055
D E TRADE FINANCIAL CORP         COM              26924610        32    26600 SH      SHARED      06          3600             23000
D E TRADE FINANCIAL CORP         COM              26924610       632   510214 SH      SHARED      10        510214                  
D EV ENERGY PARTNERS LP          COM UNITS        26926V10        36     2551 SH      SHARED                  2551                  
D EV ENERGY PARTNERS LP          COM UNITS        26926V10       191    13200 SH      SHARED      02                           13200
D EXCO RESOURCES INC             COM              26927940       417    41708 SH      SHARED                 41708                  
D EXCO RESOURCES INC             COM              26927940        97     9700 SH      SHARED      01          9700                  
D EXCO RESOURCES INC             COM              26927940       128    12893 SH      SHARED      02         12893                  
D EXCO RESOURCES INC             COM              26927940      6328   632836 SH      SHARED      10        632836                  
D EV3 INC                        COM              26928A20         5      725 SH      SHARED                                     725
D EV3 INC                        COM              26928A20        10     1500 SH      SHARED      01          1500                  
D EV3 INC                        COM              26928A20       175    24697 SH      SHARED      02         11767             12930
D EV3 INC                        COM              26928A20       106    15000 SH      SHARED      10         15000                  
D EAGLE MATERIALS INC            COM              26969P10      1181    48703 SH      SHARED                 48703                  
D EAGLE MATERIALS INC            COM              26969P10        31     1311 SH      SHARED      01          1311                  
D EAGLE MATERIALS INC            COM              26969P10        60     2499 SH      SHARED      02          2499                  
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10       431    84320 SH      SHARED                 84320                  
D EAGLE ROCK ENERGY PARTNERS L   UNIT             26985R10        17     3500 SH      SHARED      02                            3500
D EARTHLINK INC                  NOTE  3.250%11/1 270321AA      3804  4000000 PRN     SHARED      02       4000000                  
D EARTHLINK INC                  COM              27032110       539    82162 SH      SHARED                 82162                  
D EARTHLINK INC                  COM              27032110         3      500 SH      SHARED      01           500                  
D EARTHLINK INC                  COM              27032110       464    70721 SH      SHARED      02         70721                  
D EARTHLINK INC                  COM              27032110       361    55000 SH      SHARED      04         55000                  
D EARTHLINK INC                  COM              27032110       720   109700 SH      SHARED      10        109700                  
D EARTHLINK INC                  COM              27032110         6     1000 SH      SHARED      20                            1000
D EAST WEST BANCORP INC          COM              27579R10       121    26604 SH      SHARED                 26604                  
D EAST WEST BANCORP INC          COM              27579R10        17     3928 SH      SHARED      02          2744              1184
D EAST WEST BANCORP INC          COM              27579R10       119    26200 SH      SHARED      10         22000              4200
D EASTERN AMERN NAT GAS TR       SPERS RCT UNIT   27621710      1223    48830 SH      SHARED                 48830                  
D EASTERN INS HLDGS INC          COM              27653410         3      439 SH      SHARED                   439                  
D EASTERN INS HLDGS INC          COM              27653410         0      100 SH      SHARED      02           100                  
D EASTERN VA BANKSHARES INC      COM              27719610         1      159 SH      SHARED                   159                  
D EASTGROUP PPTY INC             COM              27727610       978    34848 SH      SHARED                 34848                  
D EASTGROUP PPTY INC             COM              27727610        16      600 SH      SHARED      01           600                  
D EASTGROUP PPTY INC             COM              27727610       151     5395 SH      SHARED      02          5395                  
D EASTGROUP PPTY INC             COM              27727610       204     7300 SH      SHARED      10          7300                  
D EASTMAN CHEM CO                COM              27743210      1482    55320 SH      SHARED                 55320                  
D EASTMAN CHEM CO                COM              27743210       482    18001 SH      SHARED      01         18001                  
D EASTMAN CHEM CO                COM              27743210       953    35567 SH      SHARED      02         34472              1095
D EASTMAN CHEM CO                COM              27743210        13      500 SH      SHARED      04           500                  
D EASTMAN CHEM CO                COM              27743210       156     5850 SH      SHARED      06          3350              2500
D EASTMAN CHEM CO                COM              27743210      4571   170589 SH      SHARED      10        158689             11900
D EASTMAN CHEM CO                COM              27743210        25      967 SH      SHARED      23           911                56
D EASTMAN CHEM CO                COM              27743210         2       75 SH      SHR/OTHR    23                              75
D EASTMAN KODAK CO               NOTE  3.375%10/1 277461BE         0     1000 PRN     SHARED      02                            1000
D EASTMAN KODAK CO               COM              27746110       275    72528 SH      SHARED                 72528                  
D EASTMAN KODAK CO               COM              27746110       222    58600 SH      SHARED      01         58600                  
D EASTMAN KODAK CO               COM              27746110       753   198217 SH      SHARED      02        185925             12292
D EASTMAN KODAK CO               COM              27746110         0      110 SH      SHARED      05           110                  
D EASTMAN KODAK CO               COM              27746110        96    25400 SH      SHARED      06         16300              9100
D EASTMAN KODAK CO               COM              27746110       402   105922 SH      SHARED      10        105922                  
D EASTMAN KODAK CO               COM              27746110        14     3870 SH      SHARED      23          3645               225
D EASTMAN KODAK CO               COM              27746110        35     9300 SH      SHR/OTHR    23                            9300
D EASYLINK SERVICES INTL CORP    CL A             27785810         0      533 SH      SHARED                   533                  
D EATON CORP                     COM              27805810     29456   799132 SH      SHARED                799132                  
D EATON CORP                     COM              27805810      1572    42674 SH      SHARED      01         42674                  
D EATON CORP                     COM              27805810       631    17137 SH      SHARED      02         17137                  
D EATON CORP                     COM              27805810       737    20000 SH      SHARED      04         20000                  
D EATON CORP                     COM              27805810         3       90 SH      SHARED      05            90                  
D EATON CORP                     COM              27805810      1031    27980 SH      SHARED      06          6350             21630
D EATON CORP                     COM              27805810     40495  1098629 SH      SHARED      10       1098629                  
D EATON CORP                     COM              27805810       147     4000 SH      SHARED      23          4000                  
D EATON VANCE SR INCOME TR       SH BEN INT       27826S10         1      350 SH      SHARED      02                             350
D EATON VANCE CORP               COM NON VTG      27826510       408    17893 SH      SHARED                 17893                  
D EATON VANCE CORP               COM NON VTG      27826510       892    39050 SH      SHARED      01          2850             36200
D EATON VANCE CORP               COM NON VTG      27826510        82     3616 SH      SHARED      02          3616                  
D EATON VANCE CORP               COM NON VTG      27826510       260    11400 SH      SHARED      10         11400                  
D EATON VANCE INS MUN BD FD      COM              27827X10        60     5556 SH      SHARED      02                            5556
D EATON VANCE FLTING RATE INC    COM              27827910      1516   183555 SH      SHARED                183555                  
D EATON VANCE FLTING RATE INC    COM              27827910        16     2000 SH      SHARED      02                            2000
D EATON VANCE INS CA MUN BD FD   COM              27828A10        15     1500 SH      SHARED      02                            1500
D EATON VANCE TAX ADVT DIV INC   COM              27828G10       466    52300 SH      SHARED                 52300                  
D EATON VANCE TAX ADVT DIV INC   COM              27828G10       285    31985 SH      SHARED      02           300             31685
D EATON VANCE LTD DUR INCOME F   COM              27828H10        10     1017 SH      SHARED      02                            1017
D EATON VANCE TX MGD DIV EQ IN   COM              27828N10      1820   186002 SH      SHARED      02          1800            184202
D EATON VANCE TX ADV GLBL DIV    COM              27828S10      1218   152110 SH      SHARED      02                          152110
D EATON VANCE TX ADV GLB DIV O   COM              27828U10        11     1000 SH      SHARED      02                            1000
D EATON VANCE TX MNG BY WRT OP   COM              27828Y10        11     1082 SH      SHARED      02                            1082
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10      3026   320580 SH      SHARED      02                          320580
D EATON VANCE TXMGD GL BUYWR O   COM              27829C10        67     7200 SH      SHR/OTHR    23                            7200
D EATON VANCE TAX MNG GBL DV E   COM              27829F10      1998   232371 SH      SHARED      02          1500            230871
D EATON VANCE RISK MNGD DIV EQ   COM              27829G10        98     5937 SH      SHARED      02                            5937
D EBAY INC                       COM              27864210        14     1150 SH      SHARED                   150              1000
D EBAY INC                       COM              27864210     35510  2827268 SH      SHARED               2827268                  
D EBAY INC                       COM              27864210      3533   281350 SH      SHARED      01        281350                  
D EBAY INC                       COM              27864210        41     3300 SH      SHR/OTHR    01                            3300
D EBAY INC                       COM              27864210      4165   331659 SH      SHARED      02        308167             23492
D EBAY INC                       COM              27864210        55     4400 SH      SHARED      04                            4400
D EBAY INC                       COM              27864210       501    39900 SH      SHARED      04         39900                  
D EBAY INC                       COM              27864210         7      630 SH      SHARED      05           630                  
D EBAY INC                       COM              27864210      1796   143058 SH      SHARED      06        105608             37450
D EBAY INC                       COM              27864210     15589  1241189 SH      SHARED      10       1233189              8000
D EBAY INC                       COM              27864210       368    29320 SH      SHARED      19                           29320
D EBIX INC                       COM NEW          27871520        62     2526 SH      SHARED                  2526                  
D EBIX INC                       COM NEW          27871520         4      178 SH      SHARED      02           178                  
D ECHELON CORP                   COM              27874N10        99    12261 SH      SHARED                 12261                  
D ECHELON CORP                   COM              27874N10        34     4223 SH      SHARED      02          2673              1550
D ECHELON CORP                   COM              27874N10         2      325 SH      SHARED      22                             325
D ECHOSTAR CORP                  CL A             27876810        85     5751 SH      SHARED                  5751                  
D ECHOSTAR CORP                  CL A             27876810       144     9735 SH      SHARED      01          9735                  
D ECHOSTAR CORP                  CL A             27876810         3      266 SH      SHARED      02           266                  
D ECHOSTAR CORP                  CL A             27876810      1048    70700 SH      SHARED      10         62300              8400
D ECHOSTAR CORP                  CL A             27876810         8      600 SH      SHARED      23                             600
D ECLIPSYS CORP                  COM              27885610       386    38153 SH      SHARED                 38153                  
D ECLIPSYS CORP                  COM              27885610      1389   137000 SH      SHARED      01        137000                  
D ECLIPSYS CORP                  COM              27885610       122    12050 SH      SHARED      02          4800              7250
D ECOLAB INC                     COM              27886510        27      799 SH      SHARED                                     799
D ECOLAB INC                     COM              27886510     13415   386280 SH      SHARED                369130             17150
D ECOLAB INC                     COM              27886510      7023   202218 SH      SHARED      01        162327             39891
D ECOLAB INC                     COM              27886510      1026    29548 SH      SHR/OTHR    01                           29548
D ECOLAB INC                     COM              27886510       423    12189 SH      SHARED      02         11798               391
D ECOLAB INC                     COM              27886510      4655   134050 SH      SHARED      04        134050                  
D ECOLAB INC                     COM              27886510         5      160 SH      SHARED      05           160                  
D ECOLAB INC                     COM              27886510       517    14900 SH      SHARED      06          7450              7450
D ECOLAB INC                     COM              27886510     46874  1349682 SH      SHARED      10       1348560              1122
D ECOLAB INC                     COM              27886510       587    16925 SH      SHARED      19                           16925
D ECOLAB INC                     COM              27886510       908    26170 SH      SHARED      20         20530       75     5565
D ECOLAB INC                     COM              27886510       106     3055 SH      SHR/OTHR    20                            3055
D ECOLAB INC                     COM              27886510       478    13773 SH      SHARED      21          7511              6262
D ECOLAB INC                     COM              27886510       106     3055 SH      SHARED      22          2650               405
D ECOLAB INC                     COM              27886510        81     2350 SH      SHR/OTHR    22                            2350
D ECOLAB INC                     COM              27886510      1214    34975 SH      SHARED      23         31475              3500
D ECOLAB INC                     COM              27886510       956    27555 SH      SHR/OTHR    23                           27555
D ECOLOGY & ENVIRONMENT INC      CL A             27887810         0       34 SH      SHARED                    34                  
D EDAC TECHNOLOGIES CORP         COM              27928510         0      133 SH      SHARED                   133                  
D EDAC TECHNOLOGIES CORP         COM              27928510       198   120000 SH      SHR/OTHR    01                          120000
D EDEN BIOSCIENCE CORP           COM PAR $.0025   27944587         0        1 SH      SHARED      02             1                  
D EDGAR ONLINE INC               COM              27976510         0       39 SH      SHARED                    39                  
D EDGE PETE CORP DEL             COM              27986210         0      758 SH      SHARED                   758                  
D EDGE PETE CORP DEL             COM              27986210         0      897 SH      SHARED      02           700               197
D EDGE PETE CORP DEL             PFD CONV A       27986220       253   275000 SH      SHARED                275000                  
D EDGEWATER TECHNOLOGY INC       COM              28035810         1      508 SH      SHARED                   508                  
D EDGEWATER TECHNOLOGY INC       COM              28035810         1      400 SH      SHARED      02           400                  
D EDIETS COM INC                 COM              28059710         0      281 SH      SHARED                   281                  
D EDISON INTL                    COM              28102010       179     6225 SH      SHARED                                    6225
D EDISON INTL                    COM              28102010      4199   145758 SH      SHARED                118779             26979
D EDISON INTL                    COM              28102010      8453   293408 SH      SHARED      01        240298             53110
D EDISON INTL                    COM              28102010      1205    41849 SH      SHR/OTHR    01                           41849
D EDISON INTL                    COM              28102010      5010   173913 SH      SHARED      02        150083             23830
D EDISON INTL                    COM              28102010        32     1114 SH      SHARED      04                            1114
D EDISON INTL                    COM              28102010       195     6800 SH      SHARED      04          6800                  
D EDISON INTL                    COM              28102010         6      220 SH      SHARED      05           220                  
D EDISON INTL                    COM              28102010      1007    34980 SH      SHARED      06         11650             23330
D EDISON INTL                    COM              28102010     62799  2179785 SH      SHARED      10       2125878             53907
D EDISON INTL                    COM              28102010      1303    45248 SH      SHARED      19                           45248
D EDISON INTL                    COM              28102010      1854    64354 SH      SHARED      20         51364      130    12860
D EDISON INTL                    COM              28102010       208     7240 SH      SHR/OTHR    20                            7240
D EDISON INTL                    COM              28102010        64     2250 SH      SHARED      21          2000               250
D EDISON INTL                    COM              28102010        20      700 SH      SHR/OTHR    21                             700
D EDISON INTL                    COM              28102010       503    17490 SH      SHARED      22         16815               675
D EDISON INTL                    COM              28102010        76     2650 SH      SHR/OTHR    22                            2650
D EDISON INTL                    COM              28102010      1199    41643 SH      SHARED      23         38983              2660
D EDISON INTL                    COM              28102010      1087    37745 SH      SHR/OTHR    23                           37745
D EDUCATION RLTY TR INC          COM              28140H10        30     8700 SH      SHARED                  8700                  
D EDUCATION RLTY TR INC          COM              28140H10        17     5000 SH      SHARED      01                            5000
D EDUCATION RLTY TR INC          COM              28140H10         2      748 SH      SHARED      02           748                  
D EDUCATION RLTY TR INC          COM              28140H10        32     9300 SH      SHARED      10          9300                  
D EDUCATIONAL DEV CORP           COM              28147910         0       73 SH      SHARED                    73                  
D EDWARDS LIFESCIENCES CORP      COM              28176E10       452     7464 SH      SHARED                   920              6544
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1985    32743 SH      SHARED                 10743             22000
D EDWARDS LIFESCIENCES CORP      COM              28176E10     21007   346486 SH      SHARED      01        183281      600   162605
D EDWARDS LIFESCIENCES CORP      COM              28176E10      6918   114106 SH      SHR/OTHR    01                          114106
D EDWARDS LIFESCIENCES CORP      COM              28176E10       125     2074 SH      SHARED      02          2002                72
D EDWARDS LIFESCIENCES CORP      COM              28176E10        48      799 SH      SHARED      04                             799
D EDWARDS LIFESCIENCES CORP      COM              28176E10       629    10375 SH      SHARED      04         10375                  
D EDWARDS LIFESCIENCES CORP      COM              28176E10     46805   771985 SH      SHARED      10        770074              1911
D EDWARDS LIFESCIENCES CORP      COM              28176E10      2959    48807 SH      SHARED      19                           48807
D EDWARDS LIFESCIENCES CORP      COM              28176E10      4043    66685 SH      SHARED      20         55210      130    11345
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1020    16825 SH      SHR/OTHR    20                           16825
D EDWARDS LIFESCIENCES CORP      COM              28176E10       143     2375 SH      SHARED      21          2375                  
D EDWARDS LIFESCIENCES CORP      COM              28176E10      1572    25930 SH      SHARED      22         24015              1915
D EDWARDS LIFESCIENCES CORP      COM              28176E10       606    10000 SH      SHR/OTHR    22                           10000
D EDWARDS LIFESCIENCES CORP      COM              28176E10      3923    64705 SH      SHARED      23         61400              3305
D EDWARDS LIFESCIENCES CORP      COM              28176E10      4276    70540 SH      SHR/OTHR    23                           70540
D EHEALTH INC                    COM              28238P10       252    15796 SH      SHARED                 15796                  
D EHEALTH INC                    COM              28238P10        76     4800 SH      SHARED      01          4800                  
D EHEALTH INC                    COM              28238P10        17     1089 SH      SHARED      02          1089                  
D EHEALTH INC                    COM              28238P10      5366   335200 SH      SHARED      10        335200                  
D EINSTEIN NOAH REST GROUP INC   COM              28257U10        23     3957 SH      SHARED                  3957                  
D EINSTEIN NOAH REST GROUP INC   COM              28257U10         0      116 SH      SHARED      02           116                  
D 8X8 INC NEW                    COM              28291410       168   295717 SH      SHARED                295717                  
D EL PASO CORP                   COM              28336L10      2197   351570 SH      SHARED                351570                  
D EL PASO CORP                   COM              28336L10      1592   254760 SH      SHARED      01        233065             21695
D EL PASO CORP                   COM              28336L10       823   131693 SH      SHARED      02        107643             24050
D EL PASO CORP                   COM              28336L10        13     2100 SH      SHARED      04          2100                  
D EL PASO CORP                   COM              28336L10         2      436 SH      SHARED      05           436                  
D EL PASO CORP                   COM              28336L10       308    49280 SH      SHARED      06         29400             19880
D EL PASO CORP                   COM              28336L10      3115   498497 SH      SHARED      10        483897             14600
D EL PASO CORP                   COM              28336L10         3      509 SH      SHARED      21           509                  
D EL PASO CORP                   COM              28336L10        22     3625 SH      SHR/OTHR    23                            3625
D EL PASO ELEC CO                COM NEW          28367785       487    34627 SH      SHARED                 34627                  
D EL PASO ELEC CO                COM NEW          28367785       152    10800 SH      SHARED      01          7300              3500
D EL PASO ELEC CO                COM NEW          28367785       174    12372 SH      SHARED      02         12372                  
D EL PASO ELEC CO                COM NEW          28367785       159    11300 SH      SHARED      10         11300                  
D EL PASO ELEC CO                COM NEW          28367785        28     2000 SH      SHARED      23                            2000
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210       321    18686 SH      SHARED                 18686                  
D EL PASO PIPELINE PARTNERS L    COM UNIT LPI     28370210       315    18350 SH      SHARED      02           800             17550
D ELAN PLC                       ADR              28413120       108    16308 SH      SHARED                 16308                  
D ELAN PLC                       ADR              28413120      2711   408432 SH      SHARED                408432                  
D ELAN PLC                       ADR              28413120       392    59168 SH      SHARED      02         59168                  
D ELAN PLC                       ADR              28413120         3      500 SH      SHARED      20           500                  
D ELDORADO GOLD CORP NEW         COM              28490210      2318   257610 SH      SHARED                257610                  
D ELDORADO GOLD CORP NEW         COM              28490210       846    94061 SH      SHARED                 94061                  
D ELDORADO GOLD CORP NEW         COM              28490210       304    33800 SH      SHARED      02         33800                  
D ELDORADO GOLD CORP NEW         COM              28490210       916   101800 SH      SHARED      04        101800                  
D ELDORADO GOLD CORP NEW         COM              28490210     18465  2051700 SH      SHARED      10       2051700                  
D ELECTRO OPTICAL SCIENCES INC   COM              28519210        11     2741 SH      SHARED                  2741                  
D ELECTRO OPTICAL SCIENCES INC   COM              28519210         3      773 SH      SHARED      02           773                  
D ELECTRO RENT CORP              COM              28521810        42     4435 SH      SHARED                  4435                  
D ELECTRO RENT CORP              COM              28521810         5      559 SH      SHARED      02           559                  
D ELECTRO RENT CORP              COM              28521810        23     2400 SH      SHARED      10          2400                  
D ELECTRO SCIENTIFIC INDS        COM              28522910        19     3244 SH      SHARED                  3244                  
D ELECTRO SCIENTIFIC INDS        COM              28522910        35     6000 SH      SHARED      01                            6000
D ELECTRO SCIENTIFIC INDS        COM              28522910        64    10917 SH      SHARED      02         10629               288
D ELECTRO SCIENTIFIC INDS        COM              28522910       105    17900 SH      SHARED      10         12900              5000
D ELECTRO-SENSORS INC            COM              28523310         0       50 SH      SHARED                    50                  
D ELECTROGLAS INC                COM              28532410         0      689 SH      SHARED                   689                  
D ELECTRONIC ARTS INC            COM              28551210      1348    74123 SH      SHARED                 74123                  
D ELECTRONIC ARTS INC            COM              28551210      1724    94810 SH      SHARED      01         76225             18585
D ELECTRONIC ARTS INC            COM              28551210        10      600 SH      SHR/OTHR    01                             600
D ELECTRONIC ARTS INC            COM              28551210      4148   228081 SH      SHARED      02        216686             11395
D ELECTRONIC ARTS INC            COM              28551210        27     1500 SH      SHARED      04          1500                  
D ELECTRONIC ARTS INC            COM              28551210      1458    80200 SH      SHARED      05         80200                  
D ELECTRONIC ARTS INC            COM              28551210       359    19760 SH      SHARED      06         10300              9460
D ELECTRONIC ARTS INC            COM              28551210      8100   445313 SH      SHARED      10        445313                  
D ELECTRONIC ARTS INC            COM              28551210         7      400 SH      SHARED      20           400                  
D ELECTRONIC ARTS INC            COM              28551210         3      200 SH      SHR/OTHR    21                             200
D ELECTRONIC ARTS INC            COM              28551210         3      200 SH      SHARED      22           200                  
D ELECTRONIC ARTS INC            COM              28551210        19     1093 SH      SHARED      23          1093                  
D ELECTRONIC ARTS INC            COM              28551210        38     2100 SH      SHR/OTHR    23                            2100
D ELECTRONICS FOR IMAGING INC    COM              28608210       127    13045 SH      SHARED                 13045                  
D ELECTRONICS FOR IMAGING INC    COM              28608210        40     4114 SH      SHARED      02          3889               225
D ELECTRONICS FOR IMAGING INC    COM              28608210       117    12000 SH      SHARED      10         12000                  
D ELECTRONICS FOR IMAGING INC    COM              28608210        14     1475 SH      SHARED      21                            1475
D ELITE PHARMACEUTICALS INC      CL A NEW         28659T20         0      540 SH      SHARED                   540                  
D ELIZABETH ARDEN INC            COM              28660G10        20     3488 SH      SHARED                  3488                  
D ELIZABETH ARDEN INC            COM              28660G10       143    24660 SH      SHARED      02         24539               121
D ELIZABETH ARDEN INC            COM              28660G10        25     4400 SH      SHARED      10          4400                  
D ELIXIR GAMING TECHNOLOGIES I   COM              28661G10         3    36295 SH      SHARED                 36295                  
D ELIXIR GAMING TECHNOLOGIES I   COM              28661G10         0     1722 SH      SHARED      02          1722                  
D ELLIS PERRY INTL INC           COM              28885310        16     4879 SH      SHARED                  4879                  
D ELLIS PERRY INTL INC           COM              28885310         1      336 SH      SHARED      02           336                  
D ELOYALTY CORP                  COM NEW          29015130         0      154 SH      SHARED                   154                  
D ELOYALTY CORP                  COM NEW          29015130         0      100 SH      SHARED      02           100                  
D ELRON ELECTR INDS LTD          ORD              29016010       195    82360 SH      SHARED      02                           82360
D EMAGEON INC                    COM              29076V10        25    14049 SH      SHARED                 14049                  
D EMBARQ CORP                    COM              29078E10     45363  1198514 SH      SHARED               1198514                  
D EMBARQ CORP                    COM              29078E10      1846    48774 SH      SHARED      01         44799              3975
D EMBARQ CORP                    COM              29078E10        41     1095 SH      SHR/OTHR    01                            1095
D EMBARQ CORP                    COM              29078E10      6667   176149 SH      SHARED      02        176149                  
D EMBARQ CORP                    COM              29078E10      2876    76000 SH      SHARED      04         76000                  
D EMBARQ CORP                    COM              29078E10         3       93 SH      SHARED      05            93                  
D EMBARQ CORP                    COM              29078E10       426    11275 SH      SHARED      06          6275              5000
D EMBARQ CORP                    COM              29078E10      7745   204647 SH      SHARED      10        204647                  
D EMBARQ CORP                    COM              29078E10        57     1510 SH      SHARED      20          1510                  
D EMBARQ CORP                    COM              29078E10         7      200 SH      SHARED      21                             200
D EMBARQ CORP                    COM              29078E10        15      410 SH      SHR/OTHR    21                             410
D EMBARQ CORP                    COM              29078E10         4      125 SH      SHR/OTHR    23                             125
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10      1571   118425 SH      SHARED                118425                  
D EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M10         3      300 SH      SHARED      02           300                  
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P20         0       32 SH      SHARED                    32                  
D EMCOR GROUP INC                COM              29084Q10       834    48593 SH      SHARED                 48593                  
D EMCOR GROUP INC                COM              29084Q10       612    35684 SH      SHARED      02         35684                  
D EMCOR GROUP INC                COM              29084Q10     24080  1402500 SH      SHARED      10       1389100             13400
D EMCORE CORP                    COM              29084610        30    40688 SH      SHARED                 40688                  
D EMCORE CORP                    COM              29084610         1     1927 SH      SHARED      02          1927                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10       964    71396 SH      SHARED                 71396                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10        22     1700 SH      SHARED      01                            1700
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10      1150    85151 SH      SHARED      02         85151                  
D EMERGENT BIOSOLUTIONS INC      COM              29089Q10        99     7400 SH      SHARED      10          7400                  
D EMERGENT GROUP INC NEV         COM NEW          29089V20         0       86 SH      SHARED                    86                  
D EMERGENT GROUP INC NEV         COM NEW          29089V20         0        3 SH      SHARED      02             3                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10       499    15900 SH      SHARED                 15900                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10       887    28280 SH      SHARED      01         28280                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10      1393    44380 SH      SHR/OTHR    01                           44380
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10         9      317 SH      SHARED      02           317                  
D EMERGENCY MEDICAL SVCS CORP    CL A             29100P10      1664    53036 SH      SHARED      10         53036                  
D EMERITUS CORP                  COM              29100510        53     8117 SH      SHARED                  8117                  
D EMERITUS CORP                  COM              29100510        13     2100 SH      SHARED      01          2100                  
D EMERITUS CORP                  COM              29100510         3      515 SH      SHARED      02           515                  
D EMERSON ELEC CO                COM              29101110       509    17827 SH      SHARED                                   17827
D EMERSON ELEC CO                COM              29101110     20301   710352 SH      SHARED                707352              3000
D EMERSON ELEC CO                COM              29101110      8554   299302 SH      SHARED      01        216498             82804
D EMERSON ELEC CO                COM              29101110       944    33034 SH      SHR/OTHR    01                           33034
D EMERSON ELEC CO                COM              29101110      3963   138683 SH      SHARED      02         84674             54009
D EMERSON ELEC CO                COM              29101110     51065  1786751 SH      SHARED      04       1786751                  
D EMERSON ELEC CO                COM              29101110      9494   332192 SH      SHARED      05        332192                  
D EMERSON ELEC CO                COM              29101110      5025   175848 SH      SHARED      06        107100             68748
D EMERSON ELEC CO                COM              29101110     12981   454203 SH      SHARED      10        449803              4400
D EMERSON ELEC CO                COM              29101110       342    12000 SH      SHARED      15                           12000
D EMERSON ELEC CO                COM              29101110       191     6700 SH      SHARED      19                            6700
D EMERSON ELEC CO                COM              29101110      1525    53368 SH      SHARED      20          9538             43830
D EMERSON ELEC CO                COM              29101110       474    16620 SH      SHR/OTHR    20                           16620
D EMERSON ELEC CO                COM              29101110       213     7475 SH      SHARED      21          5575              1900
D EMERSON ELEC CO                COM              29101110       685    24000 SH      SHR/OTHR    21                           24000
D EMERSON ELEC CO                COM              29101110       388    13600 SH      SHARED      22         12000              1600
D EMERSON ELEC CO                COM              29101110        27      964 SH      SHR/OTHR    22                             964
D EMERSON ELEC CO                COM              29101110      3842   134450 SH      SHARED      23        125575              8875
D EMERSON ELEC CO                COM              29101110      5027   175909 SH      SHR/OTHR    23                          175909
D EMERSON RADIO CORP             COM NEW          29108720        23    47718 SH      SHARED                 47718                  
D EMISPHERE TECHNOLOGIES INC     COM              29134510         0      671 SH      SHARED                   671                  
D EMISPHERE TECHNOLOGIES INC     COM              29134510        28    41300 SH      SHARED      02         41300                  
D EMMIS COMMUNICATIONS CORP      CL A             29152510         0     2554 SH      SHARED                  2554                  
D EMMIS COMMUNICATIONS CORP      PFD CV SER A     29152520       196   141600 SH      SHARED                141600                  
D EMPIRE DIST ELEC CO            COM              29164110        24     1700 SH      SHARED                  1700                  
D EMPIRE DIST ELEC CO            COM              29164110       176    12200 SH      SHARED      01         12200                  
D EMPIRE DIST ELEC CO            COM              29164110        98     6833 SH      SHARED      02          6833                  
D EMPIRE DIST ELEC CO            COM              29164110      1324    91700 SH      SHARED      10         82800              8900
D EMPIRE RESORTS INC             NOTE  8.000% 7/3 292052AB       380  1269000 PRN     SHARED               1269000                  
D EMPIRE RESORTS INC             COM              29205210         0      147 SH      SHARED                   147                  
D EMPLOYERS HOLDINGS INC         COM              29221810      7105   744800 SH      SHARED                744800                  
D EMPLOYERS HOLDINGS INC         COM              29221810       101    10600 SH      SHARED      01         10600                  
D EMPLOYERS HOLDINGS INC         COM              29221810        32     3425 SH      SHARED      02          3425                  
D EMPLOYERS HOLDINGS INC         COM              29221810       303    31800 SH      SHARED      10         31800                  
D EMPRESA DIST Y COMERCIAL NOR   SPON ADR         29244A10         1      502 SH      SHARED                   502                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       649    17328 SH      SHARED                 17328                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10      3303    88090 SH      SHARED      01         88090                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10         7      200 SH      SHARED      02           200                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10       750    20000 SH      SHARED      04         20000                  
D EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR    29244T10      7953   212100 SH      SHARED      10        212100                  
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820       135    20100 SH      SHARED                                   20100
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820        44     6665 SH      SHARED                  6665                  
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820        15     2350 SH      SHARED      02                            2350
D EMPRESAS ICA S A DE CV         SPONS ADR NEW    29244820      1350   200000 SH      SHARED      04        200000                  
D EN POINTE TECHNOLOGIES INC     COM              29247F10         0      143 SH      SHARED                   143                  
D EMULEX CORP                    COM NEW          29247520      2148   427149 SH      SHARED                427149                  
D EMULEX CORP                    COM NEW          29247520        21     4300 SH      SHARED      01          4300                  
D EMULEX CORP                    COM NEW          29247520        37     7530 SH      SHARED      02          7530                  
D EMULEX CORP                    COM NEW          29247520        51    10200 SH      SHARED      10         10200                  
D EMULEX CORP                    COM NEW          29247520        18     3700 SH      SHARED      21                            3700
D ENBRIDGE INC                   COM              29250N10       691    24025 SH      SHARED                                   24025
D ENBRIDGE INC                   COM              29250N10      5320   184732 SH      SHARED                184732                  
D ENBRIDGE INC                   COM              29250N10         4      164 SH      SHARED      01           164                  
D ENBRIDGE INC                   COM              29250N10        17      600 SH      SHARED      02           600                  
D ENBRIDGE INC                   COM              29250N10     45553  1581736 SH      SHARED      04       1581736                  
D ENBRIDGE INC                   COM              29250N10         5      200 SH      SHARED      05           200                  
D ENBRIDGE INC                   COM              29250N10       872    30300 SH      SHARED      06          3300             27000
D ENBRIDGE INC                   COM              29250N10      9936   345024 SH      SHARED      10        280654             64370
D ENBRIDGE INC                   COM              29250N10      4308   149600 SH      SHARED      11        149600                  
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10        80     2695 SH      SHARED                  2695                  
D ENBRIDGE ENERGY PARTNERS L P   COM              29250R10      1944    64982 SH      SHARED      02                           64982
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10        10      348 SH      SHARED                   348                  
D ENBRIDGE ENERGY MANAGEMENT L   SHS UNITS LLI    29250X10       245     8458 SH      SHARED      02             6              8452
D ENCANA CORP                    COM              29250510      1482    36498 SH      SHARED                 36498                  
D ENCANA CORP                    COM              29250510       175     4318 SH      SHARED      01           240              4078
D ENCANA CORP                    COM              29250510        20      500 SH      SHR/OTHR    01                             500
D ENCANA CORP                    COM              29250510       312     7683 SH      SHARED      02          6515              1168
D ENCANA CORP                    COM              29250510     99252  2444050 SH      SHARED      04       2444050                  
D ENCANA CORP                    COM              29250510        15      381 SH      SHARED      05           381                  
D ENCANA CORP                    COM              29250510       911    22450 SH      SHARED      06          6600             15850
D ENCANA CORP                    COM              29250510     14118   347651 SH      SHARED      10        236598            111053
D ENCANA CORP                    COM              29250510        16      405 SH      SHARED      21           205               200
D ENCANA CORP                    COM              29250510        24      600 SH      SHR/OTHR    22                             600
D ENCANA CORP                    COM              29250510       357     8800 SH      SHARED      23          4800              4000
D ENCANA CORP                    COM              29250510       203     5000 SH      SHR/OTHR    23                            5000
D ENCORE BANCSHARES INC          COM              29255V20         0        8 SH      SHARED                     8                  
D ENCORE BANCSHARES INC          COM              29255V20         1      164 SH      SHARED      02           164                  
D ENCORE ACQUISITION CO          COM              29255W10       270    11636 SH      SHARED                 11636                  
D ENCORE ACQUISITION CO          COM              29255W10       539    23200 SH      SHARED      01          5100             18100
D ENCORE ACQUISITION CO          COM              29255W10         8      366 SH      SHARED      02           366                  
D ENCORE ACQUISITION CO          COM              29255W10     19456   836100 SH      SHARED      10        811500             24600
D ENCORE CAP GROUP INC           NOTE  3.375% 9/1 292554AB      1073  1400000 PRN     SHARED               1400000                  
D ENCORE CAP GROUP INC           COM              29255410        16     3700 SH      SHARED                  3700                  
D ENCORE CAP GROUP INC           COM              29255410         1      358 SH      SHARED      02           358                  
D ENCORE CAP GROUP INC           COM              29255410        19     4300 SH      SHARED      10          4300                  
D ENCORE WIRE CORP               COM              29256210       407    19038 SH      SHARED                 19038                  
D ENCORE WIRE CORP               COM              29256210       466    21776 SH      SHARED      02         21776                  
D ENCORE WIRE CORP               COM              29256210       282    13200 SH      SHARED      10         13200                  
D ENCORE ENERGY PARTNERS LP      COM UNIT         29257A10        50     3540 SH      SHARED                  3540                  
D ENCORE ENERGY PARTNERS LP      COM UNIT         29257A10        28     2000 SH      SHARED      02                            2000
D ENCORIUM GROUP INC             COM              29257R10         0      394 SH      SHARED                   394                  
D ENDEAVOUR SILVER CORP          COM              29258Y10         9     5900 SH      SHARED                  5900                  
D ENDEAVOUR INTL CORP            COM              29259G10        54    62344 SH      SHARED                 62344                  
D ENDEAVOUR INTL CORP            COM              29259G10         2     2925 SH      SHARED      02          2925                  
D ENDWAVE CORP                   COM NEW          29264A20         0      203 SH      SHARED                   203                  
D ENDO PHARMACEUTICALS HLDGS I   NOTE  1.750% 4/1 29264FAA      3957  5120000 PRN     SHARED      02       5120000                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20      2481   140347 SH      SHARED                140347                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       678    38400 SH      SHARED      01                           38400
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       426    24106 SH      SHARED      02         24106                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20        55     3115 SH      SHARED      06          3115                  
D ENDO PHARMACEUTICALS HLDGS I   COM              29264F20       143     8100 SH      SHARED      10          8100                  
D ENDOCARE INC                   COM NEW          29264P20         0      274 SH      SHARED                   274                  
D ENERGEN CORP                   COM              29265N10      1891    64924 SH      SHARED                 64924                  
D ENERGEN CORP                   COM              29265N10      1138    39080 SH      SHARED      01         17280             21800
D ENERGEN CORP                   COM              29265N10      1121    38485 SH      SHARED      02         38485                  
D ENERGEN CORP                   COM              29265N10         2       70 SH      SHARED      05            70                  
D ENERGEN CORP                   COM              29265N10        11      400 SH      SHARED      06                             400
D ENERGEN CORP                   COM              29265N10        84     2900 SH      SHARED      10          2900                  
D ENERGEN CORP                   COM              29265N10        43     1500 SH      SHARED      21                            1500
D ENERGY CONVERSION DEVICES IN   COM              29265910       659    49712 SH      SHARED                 49712                  
D ENERGY CONVERSION DEVICES IN   COM              29265910        58     4400 SH      SHARED      01          4400                  
D ENERGY CONVERSION DEVICES IN   COM              29265910       200    15145 SH      SHARED      02         12645              2500
D ENERGY CONVERSION DEVICES IN   COM              29265910       100     7600 SH      SHARED      10          6600              1000
D ENERGIZER HLDGS INC            COM              29266R10        92     1865 SH      SHARED                                    1865
D ENERGIZER HLDGS INC            COM              29266R10      1751    35254 SH      SHARED                 23904             11350
D ENERGIZER HLDGS INC            COM              29266R10      7166   144217 SH      SHARED      01         86860      200    57157
D ENERGIZER HLDGS INC            COM              29266R10      1236    24882 SH      SHR/OTHR    01                           24882
D ENERGIZER HLDGS INC            COM              29266R10       974    19608 SH      SHARED      02         19508               100
D ENERGIZER HLDGS INC            COM              29266R10         4       83 SH      SHARED      04                              83
D ENERGIZER HLDGS INC            COM              29266R10       244     4925 SH      SHARED      04          4925                  
D ENERGIZER HLDGS INC            COM              29266R10        20      420 SH      SHARED      06           100               320
D ENERGIZER HLDGS INC            COM              29266R10     34279   689861 SH      SHARED      10        688692              1169
D ENERGIZER HLDGS INC            COM              29266R10       793    15974 SH      SHARED      19                           15974
D ENERGIZER HLDGS INC            COM              29266R10      1315    26476 SH      SHARED      20         21696       60     4720
D ENERGIZER HLDGS INC            COM              29266R10        54     1100 SH      SHR/OTHR    20                            1100
D ENERGIZER HLDGS INC            COM              29266R10        40      825 SH      SHARED      21           825                  
D ENERGIZER HLDGS INC            COM              29266R10        40      810 SH      SHR/OTHR    21                             810
D ENERGIZER HLDGS INC            COM              29266R10       251     5070 SH      SHARED      22          4670               400
D ENERGIZER HLDGS INC            COM              29266R10       172     3475 SH      SHR/OTHR    22                            3475
D ENERGIZER HLDGS INC            COM              29266R10      1318    26535 SH      SHARED      23         24125              2410
D ENERGIZER HLDGS INC            COM              29266R10       940    18935 SH      SHR/OTHR    23                           18935
D ENDOLOGIX INC                  COM              29266S10         2      976 SH      SHARED                   976                  
D ENDOLOGIX INC                  COM              29266S10         0      200 SH      SHARED      02           200                  
D ENER1 INC                      COM NEW          29267A20       158    30595 SH      SHARED                 30595                  
D ENER1 INC                      COM NEW          29267A20         5     1061 SH      SHARED      02          1061                  
D ENER1 INC                      COM NEW          29267A20       472    91311 SH      SHARED      04         91311                  
D ENER1 INC                      COM NEW          29267A20      1131   218800 SH      SHARED      05        218800                  
D ENER1 INC                      COM NEW          29267A20       110    21400 SH      SHARED      06                           21400
D ENERGY FOCUS INC               COM              29268T10         0      334 SH      SHARED                   334                  
D ENERGY INCOME & GROWTH FD      COM              29269710       247    13550 SH      SHARED      02                           13550
D ENERGY RECOVERY INC            COM              29270J10         5      691 SH      SHARED                   691                  
D ENERGY RECOVERY INC            COM              29270J10        14     1890 SH      SHARED      02           390              1500
D ENERGY RECOVERY INC            COM              29270J10       600    79060 SH      SHARED      06                           79060
D ENERGY RECOVERY INC            COM              29270J10       313    41300 SH      SHARED      10         41300                  
D ENERGY PARTNERS LTD            COM              29270U10         0       59 SH      SHARED                    59                  
D ENERGY PARTNERS LTD            COM              29270U10         0     3149 SH      SHARED      02          3149                  
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10      7589   205737 SH      SHARED                205737                  
D ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R10      3034    82260 SH      SHARED      02                           82260
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10     43955  2080229 SH      SHARED               2080229                  
D ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V10      1252    59268 SH      SHARED      02                           59268
D ENERGY WEST INC                COM NEW          29274A20         0       83 SH      SHARED                    83                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60      1670   102030 SH      SHARED                102030                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60       246    15050 SH      SHARED      02           300             14750
D ENERPLUS RES FD                UNIT TR G NEW    29274D60        11      700 SH      SHARED      04           700                  
D ENERPLUS RES FD                UNIT TR G NEW    29274D60        32     2000 SH      SHR/OTHR    23                            2000
D ENERSIS S A                    SPONSORED ADR    29274F10      1839   121843 SH      SHARED                121843                  
D ENERSIS S A                    SPONSORED ADR    29274F10        10      700 SH      SHARED      02           400               300
D ENERSIS S A                    SPONSORED ADR    29274F10       755    50000 SH      SHARED      04         50000                  
D ENERSIS S A                    SPONSORED ADR    29274F10      7636   505700 SH      SHARED      10        505700                  
D ENERSYS                        COM              29275Y10       344    28444 SH      SHARED                 28444                  
D ENERSYS                        COM              29275Y10       394    32577 SH      SHARED      02         31577              1000
D ENERSYS                        COM              29275Y10        50     4200 SH      SHARED      10          4200                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        11     1300 SH      SHARED                  1300                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        19     2200 SH      SHARED      01          2200                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        37     4335 SH      SHARED      02          4335                  
D ENERGYSOLUTIONS INC            DEPOSITARY SH    29275620        43     5016 SH      SHARED      21          1571              3445
D ENERNOC INC                    COM              29276410        46     3231 SH      SHARED                  3231                  
D ENERNOC INC                    COM              29276410        10      724 SH      SHARED      02           724                  
D ENERNOC INC                    COM              29276410        33     2300 SH      SHARED      10          2300                  
D ENGLOBAL CORP                  COM              29330610        32     7198 SH      SHARED                  7198                  
D ENGLOBAL CORP                  COM              29330610         3      710 SH      SHARED      02           710                  
D ENNIS INC                      COM              29338910       137    15504 SH      SHARED                 15504                  
D ENNIS INC                      COM              29338910         5      671 SH      SHARED      02           671                  
D ENNIS INC                      COM              29338910        76     8600 SH      SHARED      10          8600                  
D ENOVA SYSTEMS INC              COM NEW          29355M20        44    45471 SH      SHARED                 45471                  
D ENPRO INDS INC                 DBCV  3.937%10/1 29355XAB     18952 25750000 PRN     SHARED              25750000                  
D ENPRO INDS INC                 COM              29355X10       230    13500 SH      SHARED                 13500                  
D ENPRO INDS INC                 COM              29355X10        20     1202 SH      SHARED      01          1202                  
D ENPRO INDS INC                 COM              29355X10       532    31163 SH      SHARED      02         31163                  
D ENPRO INDS INC                 COM              29355X10       342    20000 SH      SHARED      10         20000                  
D ENSIGN GROUP INC               COM              29358P10        91     5900 SH      SHARED                  5900                  
D ENSIGN GROUP INC               COM              29358P10        15     1000 SH      SHARED      01                            1000
D ENSIGN GROUP INC               COM              29358P10         3      196 SH      SHARED      02           196                  
D ENSIGN GROUP INC               COM              29358P10        98     6400 SH      SHARED      10          6400                  
D ENTEGRIS INC                   COM              29362U10        37    43204 SH      SHARED                 43204                  
D ENTEGRIS INC                   COM              29362U10         3     3894 SH      SHARED      02          2674              1220
D ENTEGRIS INC                   COM              29362U10        33    38700 SH      SHARED      10         29800              8900
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910        16    14844 SH      SHARED                 14844                  
D ENTERCOM COMMUNICATIONS CORP   CL A             29363910        12    11295 SH      SHARED      02           595             10700
D ENTERGY CORP NEW               COM              29364G10       511     7506 SH      SHARED                                    7506
D ENTERGY CORP NEW               COM              29364G10     10041   147473 SH      SHARED                147473                  
D ENTERGY CORP NEW               COM              29364G10      4650    68299 SH      SHARED      01         62424      400     5475
D ENTERGY CORP NEW               COM              29364G10      1537    22575 SH      SHR/OTHR    01                           22575
D ENTERGY CORP NEW               COM              29364G10      4237    62232 SH      SHARED      02         61666               566
D ENTERGY CORP NEW               COM              29364G10     41049   602867 SH      SHARED      04        602867                  
D ENTERGY CORP NEW               COM              29364G10      5265    77328 SH      SHARED      05         77328                  
D ENTERGY CORP NEW               COM              29364G10      2029    29811 SH      SHARED      06          7370             22441
D ENTERGY CORP NEW               COM              29364G10      8332   122373 SH      SHARED      10        120473              1900
D ENTERGY CORP NEW               COM              29364G10       247     3635 SH      SHARED      20          1845              1790
D ENTERGY CORP NEW               COM              29364G10        25      380 SH      SHR/OTHR    20                             380
D ENTERGY CORP NEW               COM              29364G10        27      400 SH      SHARED      21           400                  
D ENTERGY CORP NEW               COM              29364G10       102     1500 SH      SHARED      22          1500                  
D ENTERGY CORP NEW               COM              29364G10       311     4575 SH      SHR/OTHR    22                            4575
D ENTERGY CORP NEW               COM              29364G10      1186    17422 SH      SHARED      23         13947              3475
D ENTERGY CORP NEW               COM              29364G10      2483    36476 SH      SHR/OTHR    23                           36476
D ENTEROMEDICS INC               COM              29365M10       299   220000 SH      SHARED      04        220000                  
D ENTERPRISE ACQUISITION CORP    COM              29365R10      2656   277882 SH      SHARED                277882                  
D ENTERPRISE ACQUISITION CORP    COM              29365R10      3977   416100 SH      SHARED      02        416100                  
D ENTERPRISE ACQUISITION CORP    *W EXP 11/07/201 29365R11         3   178084 SH      SHARED                178084                  
D ENTERPRISE ACQUISITION CORP    *W EXP 11/07/201 29365R11         5   261400 SH      SHARED      02        261400                  
D ENTERPRISE BANCORP INC MASS    COM              29366810         1      159 SH      SHARED                   159                  
D ENTERPRISE FINL SVCS CORP      COM              29371210        33     3386 SH      SHARED                  3386                  
D ENTERPRISE FINL SVCS CORP      COM              29371210         2      281 SH      SHARED      02           281                  
D ENTERPRISE GP HLDGS L P        UNIT LP INT      29371610      1013    44786 SH      SHARED                 44786                  
D ENTERPRISE GP HLDGS L P        UNIT LP INT      29371610        76     3400 SH      SHARED      02           100              3300
D ENTERPRISE PRODS PARTNERS L    COM              29379210       111     5000 SH      SHARED                  5000                  
D ENTERPRISE PRODS PARTNERS L    COM              29379210       591    26588 SH      SHARED                 26588                  
D ENTERPRISE PRODS PARTNERS L    COM              29379210      5440   244509 SH      SHARED      02                          244509
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10        11      731 SH      SHARED                   731                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10        14      900 SH      SHARED      01           900                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10        60     3860 SH      SHARED      02          3185               675
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10       557    35400 SH      SHARED      10         35400                  
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10      7523   477360 SH      SHARED      11        136787            340573
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T10         3      215 SH      SHARED      21                             215
D ENTERTAINMENT PPTYS TR         PFD C CNV 5.75%  29380T40        34   461065 PRN     SHARED                461065                  
D ENTERTAINMENT PPTYS TR         PFD C CNV 5.75%  29380T40         2    34600 PRN     SHARED      02         34600                  
D ENTERTAINMENT PPTYS TR         CONV PFD 9% SR E 29380T60       430    40000 SH      SHARED                 40000                  
D ENTERRA ENERGY TR              TR UNIT          29381P10         2     4000 SH      SHARED      02                            4000
D ENTREMED INC                   COM              29382F10         0     1577 SH      SHARED                  1577                  
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10        11    43500 SH      SHARED                 43500                  
D ENTRAVISION COMMUNICATIONS C   CL A             29382R10         0     1524 SH      SHARED      02          1524                  
D ENTREE GOLD INC                COM              29383G10         0      166 SH      SHARED      02                             166
D ENTORIAN TECHNOLOGIES INC      COM              29383P10         0      285 SH      SHARED                   285                  
D ENTROPIC COMMUNICATIONS INC    COM              29384R10         0      234 SH      SHARED      02           234                  
D ENTRUST INC                    COM              29384810        14     9454 SH      SHARED                  9454                  
D ENTRUST INC                    COM              29384810         2     1579 SH      SHARED      02          1579                  
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE     12986 16800000 PRN     SHARED              16800000                  
D ENZON PHARMACEUTICALS INC      NOTE  4.000% 6/0 293904AE      5797  7500000 PRN     SHARED      02       7500000                  
D ENZON PHARMACEUTICALS INC      COM              29390410        11     1900 SH      SHARED                  1900                  
D ENZON PHARMACEUTICALS INC      COM              29390410        38     6400 SH      SHARED      01          6400                  
D ENZON PHARMACEUTICALS INC      COM              29390410        26     4295 SH      SHARED      02          4295                  
D ENZON PHARMACEUTICALS INC      COM              29390410      1488   245200 SH      SHARED      10        214200             31000
D ENVIRONMENTAL PWR CORP         COM NEW          29406L20         0      394 SH      SHARED                   394                  
D ENVIRONMENTAL TECTONICS CORP   COM              29409210         0      107 SH      SHARED                   107                  
D ENZO BIOCHEM INC               COM              29410010         1      337 SH      SHARED                   337                  
D ENZO BIOCHEM INC               COM              29410010        13     3265 SH      SHARED      02          3265                  
D EPICOR SOFTWARE CORP           COM              29426L10       150    39384 SH      SHARED                 39384                  
D EPICOR SOFTWARE CORP           COM              29426L10         6     1637 SH      SHARED      02          1637                  
D EPICOR SOFTWARE CORP           COM              29426L10        61    16100 SH      SHARED      10         16100                  
D EPICEPT CORP                   COM              29426420       356   625796 SH      SHARED                625796                  
D EPLUS INC                      COM              29426810         1      129 SH      SHARED                   129                  
D EPOCH HOLDING CORP             COM              29428R10         1      267 SH      SHARED      02           267                  
D EQUIFAX INC                    COM              29442910      2982   121976 SH      SHARED                121976                  
D EQUIFAX INC                    COM              29442910       935    38271 SH      SHARED      01         23271             15000
D EQUIFAX INC                    COM              29442910        74     3050 SH      SHR/OTHR    01                            3050
D EQUIFAX INC                    COM              29442910       338    13835 SH      SHARED      02         13721               114
D EQUIFAX INC                    COM              29442910         2       90 SH      SHARED      05            90                  
D EQUIFAX INC                    COM              29442910       187     7650 SH      SHARED      06          4300              3350
D EQUIFAX INC                    COM              29442910      1155    47258 SH      SHARED      10         47258                  
D EQUIFAX INC                    COM              29442910       259    10625 SH      SHARED      20          4600              6025
D EQUIFAX INC                    COM              29442910       123     5059 SH      SHR/OTHR    20                            5059
D EQUIFAX INC                    COM              29442910      1444    59100 SH      SHARED      23         59100                  
D EQUIFAX INC                    COM              29442910       623    25500 SH      SHR/OTHR    23                           25500
D EQUINIX INC                    NOTE  3.000%10/1 29444UAG      3555  5000000 PRN     SHARED               5000000                  
D EQUINIX INC                    COM NEW          29444U50        77     1385 SH      SHARED                  1385                  
D EQUINIX INC                    COM NEW          29444U50       304     5425 SH      SHARED      01          5425                  
D EQUINIX INC                    COM NEW          29444U50       438     7807 SH      SHARED      02          7807                  
D EQUINIX INC                    COM NEW          29444U50     11230   200000 SH      SHARED      04        200000                  
D EQUINIX INC                    COM NEW          29444U50      4098    73000 SH      SHARED      10         73000                  
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       986    25892 SH      SHARED                 25892                  
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10         1       48 SH      SHARED                    48                  
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       193     5085 SH      SHARED      01          4185               900
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10       124     3264 SH      SHARED      02          2484               780
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10      4245   111420 SH      SHARED      10        111420                  
D EQUITY LIFESTYLE PPTYS INC     COM              29472R10     34849   914691 SH      SHARED      11        478139            436552
D EQUITY ONE                     COM              29475210       125    10323 SH      SHARED                 10323                  
D EQUITY ONE                     COM              29475210       176    14500 SH      SHARED      01          1200             13300
D EQUITY ONE                     COM              29475210        40     3320 SH      SHARED      02          3320                  
D EQUITY ONE                     COM              29475210       196    16100 SH      SHARED      10         16100                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      3675   200300 SH      SHARED                200300                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      4179   227786 SH      SHARED                226260              1526
D EQUITY RESIDENTIAL             SH BEN INT       29476L10      1640    89375 SH      SHARED      01         87175              2200
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       348    18978 SH      SHARED      02         15195              3783
D EQUITY RESIDENTIAL             SH BEN INT       29476L10         2      140 SH      SHARED      05           140                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        97     5300 SH      SHARED      06                            5300
D EQUITY RESIDENTIAL             SH BEN INT       29476L10     21032  1146159 SH      SHARED      10       1133959             12200
D EQUITY RESIDENTIAL             SH BEN INT       29476L10    145640  7936819 SH      SHARED      11       3912844           4023975
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        14      800 SH      SHARED      20           800                  
D EQUITY RESIDENTIAL             SH BEN INT       29476L10       148     8066 SH      SHR/OTHR    20                            8066
D EQUITY RESIDENTIAL             SH BEN INT       29476L10        16      900 SH      SHARED      23           900                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10        51     9781 SH      SHARED                  9781                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10        33     6300 SH      SHARED      01          6300                  
D ERESEARCHTECHNOLOGY INC        COM              29481V10       159    30377 SH      SHARED      02         30377                  
D ERICSSON L M TEL CO            ADR B SEK 10     29482160         2      271 SH      SHARED                   271                  
D ERICSSON L M TEL CO            ADR B SEK 10     29482160        46     5747 SH      SHARED      02          4900               847
D ERICSSON L M TEL CO            ADR B SEK 10     29482160       728    90000 SH      SHARED      04         90000                  
D ERICSSON L M TEL CO            ADR B SEK 10     29482160        25     3200 SH      SHR/OTHR    23                            3200
D ERIE INDTY CO                  CL A             29530P10       412    12054 SH      SHARED                 12054                  
D ERIE INDTY CO                  CL A             29530P10        55     1616 SH      SHARED      02          1616                  
D ESCALADE INC                   COM              29605610         0      229 SH      SHARED                   229                  
D ESCALON MED CORP               COM NEW          29607430         0       76 SH      SHARED                    76                  
D ESCO TECHNOLOGIES INC          COM              29631510        66     1727 SH      SHARED                  1727                  
D ESCO TECHNOLOGIES INC          COM              29631510       244     6309 SH      SHARED      02          5309              1000
D ESSA BANCORP INC               COM              29667D10         3      300 SH      SHARED                   300                  
D ESSA BANCORP INC               COM              29667D10         4      364 SH      SHARED      02           364                  
D ESSA BANCORP INC               COM              29667D10        42     3200 SH      SHARED      10          3200                  
D ESSEX PPTY TR INC              COM              29717810       692    12070 SH      SHARED                 12070                  
D ESSEX PPTY TR INC              COM              29717810       548     9570 SH      SHARED      01            70              9500
D ESSEX PPTY TR INC              COM              29717810       156     2730 SH      SHARED      02          2730                  
D ESSEX PPTY TR INC              COM              29717810      2901    50600 SH      SHARED      10         50600                  
D ESTERLINE TECHNOLOGIES CORP    COM              29742510       344    17052 SH      SHARED                 17052                  
D ESTERLINE TECHNOLOGIES CORP    COM              29742510        10      500 SH      SHARED      01           500                  
D ESTERLINE TECHNOLOGIES CORP    COM              29742510       275    13648 SH      SHARED      02         12407              1241
D ESTERLINE TECHNOLOGIES CORP    COM              29742510      9087   450100 SH      SHARED      10        450100                  
D ETABLISSEMENTS DELHAIZE FRER   SPONSORED ADR    29759W10        50      772 SH      SHARED                   772                  
D ETHAN ALLEN INTERIORS INC      COM              29760210       220    19622 SH      SHARED                 19622                  
D ETHAN ALLEN INTERIORS INC      COM              29760210        16     1486 SH      SHARED      02          1486                  
D ETHAN ALLEN INTERIORS INC      COM              29760210        55     4900 SH      SHARED      10          4900                  
D ETRIALS WORLDWIDE INC          COM              29786P10        13    21133 SH      SHARED                 21133                  
D EUROBANCSHARES INC             COM              29871610         0      293 SH      SHARED                   293                  
D EURONET WORLDWIDE INC          NOTE  3.500%10/1 298736AF      6990  9750000 PRN     SHARED               9750000                  
D EURONET WORLDWIDE INC          COM              29873610       161    12362 SH      SHARED                 12362                  
D EURONET WORLDWIDE INC          COM              29873610       581    44508 SH      SHARED      02         10433             34075
D EURONET WORLDWIDE INC          COM              29873610       146    11200 SH      SHARED      10         11200                  
D EUROPEAN EQUITY FUND           COM              29876810         0        2 SH      SHARED      02             2                  
D EVANS & SUTHERLAND COMPUTER    COM              29909610         0      231 SH      SHARED                   231                  
D EVANS BANCORP INC              COM NEW          29911Q20         0       69 SH      SHARED                    69                  
D EVERCORE PARTNERS INC          CLASS A          29977A10        54     3545 SH      SHARED                  3545                  
D EVERCORE PARTNERS INC          CLASS A          29977A10         5      357 SH      SHARED      02           357                  
D EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y10         1      235 SH      SHARED      01           235                  
D EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y10       386    62072 SH      SHARED      02                           62072
D EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y10        57     9240 SH      SHARED      20          9240                  
D EVERGREEN ENERGY INC           COM              30024B10       149   107051 SH      SHARED                107051                  
D EVERGREEN ENERGY INC           COM              30024B10        18    12949 SH      SHARED      02          8449              4500
D EVERGREEN GBL DIVID OPP FUND   COM              30024H10       238    29545 SH      SHARED      02                           29545
D EVERGREEN INTL BALANCED INCO   COM              30024R10         8      800 SH      SHARED      02                             800
D EVERGREEN SOLAR INC            NOTE  4.000% 7/1 30033RAC       528  1726000 PRN     SHARED      02       1726000                  
D EVERGREEN SOLAR INC            COM              30033R10       783   367926 SH      SHARED                359926              8000
D EVERGREEN SOLAR INC            COM              30033R10        19     9175 SH      SHARED      01          9175                  
D EVERGREEN SOLAR INC            COM              30033R10        14     6838 SH      SHARED      02          5138              1700
D EVOLUTION PETROLEUM CORP       COM              30049A10         0      468 SH      SHARED                   468                  
D EVOLVING SYS INC               COM              30049R10         0      460 SH      SHARED                   460                  
D EXACTECH INC                   COM              30064E10        98     8540 SH      SHARED                  8540                  
D EXACTECH INC                   COM              30064E10         2      202 SH      SHARED      02           202                  
D EXAR CORP                      COM              30064510        18     3041 SH      SHARED                  3041                  
D EXAR CORP                      COM              30064510        47     7634 SH      SHARED      02          7634                  
D EXAR CORP                      COM              30064510       118    19000 SH      SHARED      10          9500              9500
D EXELON CORP                    COM              30161N10     19134   421565 SH      SHARED                421565                  
D EXELON CORP                    COM              30161N10      8068   177750 SH      SHARED      01        173765              3985
D EXELON CORP                    COM              30161N10        78     1725 SH      SHR/OTHR    01                            1725
D EXELON CORP                    COM              30161N10     13816   304405 SH      SHARED      02        300747              3658
D EXELON CORP                    COM              30161N10      6243   137546 SH      SHARED      04        137546                  
D EXELON CORP                    COM              30161N10      5133   113091 SH      SHARED      05        113091                  
D EXELON CORP                    COM              30161N10     21140   465750 SH      SHARED      06        209100            256650
D EXELON CORP                    COM              30161N10     33736   743266 SH      SHARED      10        700266             43000
D EXELON CORP                    COM              30161N10       443     9760 SH      SHARED      20          7980              1780
D EXELON CORP                    COM              30161N10       127     2800 SH      SHR/OTHR    20                            2800
D EXELON CORP                    COM              30161N10        54     1200 SH      SHARED      21                            1200
D EXELON CORP                    COM              30161N10        14      320 SH      SHR/OTHR    21                             320
D EXELON CORP                    COM              30161N10        90     2000 SH      SHR/OTHR    22                            2000
D EXELON CORP                    COM              30161N10       247     5450 SH      SHARED      23           800              4650
D EXELON CORP                    COM              30161N10       232     5124 SH      SHR/OTHR    23                            5124
D EXELIXIS INC                   COM              30161Q10         2      570 SH      SHARED                   570                  
D EXELIXIS INC                   COM              30161Q10        31     6800 SH      SHARED      01          6800                  
D EXELIXIS INC                   COM              30161Q10        47    10256 SH      SHARED      02         10256                  
D EXELIXIS INC                   COM              30161Q10      2014   437931 SH      SHARED      04        437931                  
D EXETER RES CORP                COM              30183510       750   231600 SH      SHARED      10        231600                  
D EXIDE TECHNOLOGIES             FRNT         9/1 302051AL      3708 12700000 PRN     SHARED      02      12700000                  
D EXIDE TECHNOLOGIES             *W EXP 05/05/201 30205112         4    28574 SH      SHARED                 28574                  
D EXIDE TECHNOLOGIES             COM NEW          30205120         2      977 SH      SHARED                   977                  
D EXIDE TECHNOLOGIES             COM NEW          30205120        28     9500 SH      SHARED      01                            9500
D EXIDE TECHNOLOGIES             COM NEW          30205120        17     5864 SH      SHARED      02          5864                  
D EXLSERVICE HOLDINGS INC        COM              30208110        26     3099 SH      SHARED                  3099                  
D EXLSERVICE HOLDINGS INC        COM              30208110         3      367 SH      SHARED      02           367                  
D EXPEDIA INC DEL                COM              30212P10      1108   122100 SH      SHARED                                  122100
D EXPEDIA INC DEL                COM              30212P10      3176   349869 SH      SHARED                349869                  
D EXPEDIA INC DEL                COM              30212P10       595    65560 SH      SHARED      01         65560                  
D EXPEDIA INC DEL                COM              30212P10      1584   174507 SH      SHARED      02        174346               161
D EXPEDIA INC DEL                COM              30212P10       814    89700 SH      SHARED      04         89700                  
D EXPEDIA INC DEL                COM              30212P10         1      150 SH      SHARED      05           150                  
D EXPEDIA INC DEL                COM              30212P10       118    13050 SH      SHARED      06          7500              5550
D EXPEDIA INC DEL                COM              30212P10     26707  2941406 SH      SHARED      10       2332706            608700
D EXPEDIA INC DEL                COM              30212P10       118    13000 SH      SHARED      15                           13000
D EXPEDIA INC DEL                COM              30212P10         6      675 SH      SHR/OTHR    23                             675
D EXPEDIA INC DEL                COM              30212P10       147    16200 SH      SHARED      24         16200                  
D EXPEDITORS INTL WASH INC       COM              30213010     12135   428975 SH      SHARED                428975                  
D EXPEDITORS INTL WASH INC       COM              30213010      1273    45000 SH      SHARED      01         45000                  
D EXPEDITORS INTL WASH INC       COM              30213010       272     9637 SH      SHARED      02          9637                  
D EXPEDITORS INTL WASH INC       COM              30213010       461    16300 SH      SHARED      06          8800              7500
D EXPEDITORS INTL WASH INC       COM              30213010      2911   102905 SH      SHARED      10        102905                  
D EXPEDITORS INTL WASH INC       COM              30213010       149     5286 SH      SHARED      21          2907              2379
D EXPONENT INC                   COM              30214U10       299    11816 SH      SHARED                 11816                  
D EXPONENT INC                   COM              30214U10         8      322 SH      SHARED      02           322                  
D EXPONENT INC                   COM              30214U10       205     8100 SH      SHARED      10          8100                  
D EXPRESS 1 EXPEDITED SOLUTION   COM              30217Q10         0      626 SH      SHARED                   626                  
D EXPRESSJET HOLDINGS INC        NOTE 11.250% 8/0 30218UAB       748  1073000 PRN     SHARED      02       1073000                  
D EXPRESSJET HOLDINGS INC        COM NEW          30218U30         3     2820 SH      SHARED                  2820                  
D EXPRESS SCRIPTS INC            COM              30218210       327     7088 SH      SHARED                   880              6208
D EXPRESS SCRIPTS INC            COM              30218210     20288   439427 SH      SHARED                412527             26900
D EXPRESS SCRIPTS INC            COM              30218210     16983   367850 SH      SHARED      01        214081            153769
D EXPRESS SCRIPTS INC            COM              30218210      3527    76396 SH      SHR/OTHR    01                           76396
D EXPRESS SCRIPTS INC            COM              30218210      4995   108205 SH      SHARED      02         94691             13514
D EXPRESS SCRIPTS INC            COM              30218210        18      408 SH      SHARED      04                             408
D EXPRESS SCRIPTS INC            COM              30218210      3901    84500 SH      SHARED      04         84500                  
D EXPRESS SCRIPTS INC            COM              30218210         6      140 SH      SHARED      05           140                  
D EXPRESS SCRIPTS INC            COM              30218210       881    19100 SH      SHARED      06         11700              7400
D EXPRESS SCRIPTS INC            COM              30218210     94729  2051764 SH      SHARED      10       2040854             10910
D EXPRESS SCRIPTS INC            COM              30218210      2459    53260 SH      SHARED      19                           53260
D EXPRESS SCRIPTS INC            COM              30218210      3212    69578 SH      SHARED      20         55073      220    14285
D EXPRESS SCRIPTS INC            COM              30218210      1001    21700 SH      SHR/OTHR    20                           21700
D EXPRESS SCRIPTS INC            COM              30218210        69     1504 SH      SHARED      21          1400               104
D EXPRESS SCRIPTS INC            COM              30218210        27      600 SH      SHR/OTHR    21                             600
D EXPRESS SCRIPTS INC            COM              30218210       594    12866 SH      SHARED      22         10866              2000
D EXPRESS SCRIPTS INC            COM              30218210       277     6015 SH      SHR/OTHR    22                            6015
D EXPRESS SCRIPTS INC            COM              30218210      3912    84731 SH      SHARED      23         80111              4620
D EXPRESS SCRIPTS INC            COM              30218210      3191    69135 SH      SHR/OTHR    23                           69135
D EXTERRAN PARTNERS LP           COM UNITS        30225N10       476    40019 SH      SHARED                 40019                  
D EXTERRAN PARTNERS LP           COM UNITS        30225N10       876    73659 SH      SHARED      02                           73659
D EXTRA SPACE STORAGE INC        COM              30225T10       461    83700 SH      SHARED                 83700                  
D EXTRA SPACE STORAGE INC        COM              30225T10        24     4391 SH      SHARED                  4391                  
D EXTRA SPACE STORAGE INC        COM              30225T10        28     5100 SH      SHARED      01          5100                  
D EXTRA SPACE STORAGE INC        COM              30225T10        28     5091 SH      SHARED      02          5091                  
D EXTRA SPACE STORAGE INC        COM              30225T10      2507   455050 SH      SHARED      10        455050                  
D EXTRA SPACE STORAGE INC        COM              30225T10     25159  4566231 SH      SHARED      11       1740250           2825981
D EXTRA SPACE STORAGE INC        COM              30225T10        16     3000 SH      SHARED      20          3000                  
D EXTERRAN HLDGS INC             COM              30225X10       252    15743 SH      SHARED                 15743                  
D EXTERRAN HLDGS INC             COM              30225X10       311    19418 SH      SHARED      01           971             18447
D EXTERRAN HLDGS INC             COM              30225X10       293    18322 SH      SHARED      02         15547              2775
D EXTERRAN HLDGS INC             COM              30225X10       214    13412 SH      SHARED      10         13412                  
D EXTREME NETWORKS INC           COM              30226D10       442   291324 SH      SHARED                291324                  
D EXTREME NETWORKS INC           COM              30226D10      1195   786303 SH      SHARED      02          2303            784000
D EXTREME NETWORKS INC           COM              30226D10        42    27700 SH      SHARED      10         27700                  
D EZCORP INC                     CL A NON VTG     30230110       972    84082 SH      SHARED                 84082                  
D EZCORP INC                     CL A NON VTG     30230110         9      800 SH      SHARED      01           800                  
D EZCORP INC                     CL A NON VTG     30230110        16     1455 SH      SHARED      02          1455                  
D EZCORP INC                     CL A NON VTG     30230110       127    11000 SH      SHARED      04         11000                  
D EZCORP INC                     CL A NON VTG     30230110       722    62470 SH      SHARED      10         62470                  
D EXXON MOBIL CORP               COM              30231G10      9205   135173 SH      SHARED                 48485             86688
D EXXON MOBIL CORP               COM              30231G10    307327  4512890 SH      SHARED               4379554            133336
D EXXON MOBIL CORP               COM              30231G10    149044  2188612 SH      SHARED      01       1684111      600   503901
D EXXON MOBIL CORP               COM              30231G10     28054   411958 SH      SHR/OTHR    01                          411958
D EXXON MOBIL CORP               COM              30231G10     16853   247476 SH      SHARED      02        136893            110583
D EXXON MOBIL CORP               COM              30231G10       144     2117 SH      SHARED      04                            2117
D EXXON MOBIL CORP               COM              30231G10    100674  1478330 SH      SHARED      04       1478330                  
D EXXON MOBIL CORP               COM              30231G10      8347   122584 SH      SHARED      05        122584                  
D EXXON MOBIL CORP               COM              30231G10     31925   468800 SH      SHARED      06        305700            163100
D EXXON MOBIL CORP               COM              30231G10    520642  7645260 SH      SHARED      10       6854511            790749
D EXXON MOBIL CORP               COM              30231G10       429     6300 SH      SHARED      15                            6300
D EXXON MOBIL CORP               COM              30231G10      4409    64752 SH      SHARED      19                           64752
D EXXON MOBIL CORP               COM              30231G10     18401   270206 SH      SHARED      20        172602      225    97379
D EXXON MOBIL CORP               COM              30231G10      5985    87896 SH      SHR/OTHR    20                           87896
D EXXON MOBIL CORP               COM              30231G10      6349    93243 SH      SHARED      21         86167              7076
D EXXON MOBIL CORP               COM              30231G10      1318    19367 SH      SHR/OTHR    21                           19367
D EXXON MOBIL CORP               COM              30231G10      3760    55224 SH      SHARED      22         31095             24129
D EXXON MOBIL CORP               COM              30231G10      1749    25685 SH      SHR/OTHR    22                           25685
D EXXON MOBIL CORP               COM              30231G10     59938   880147 SH      SHARED      23        837010             43137
D EXXON MOBIL CORP               COM              30231G10     69808  1025091 SH      SHR/OTHR    23                         1025091
D EXXON MOBIL CORP               COM              30231G10       592     8700 SH      SHARED      24          8700                  
D FBL FINL GROUP INC             CL A             30239F10       105    25411 SH      SHARED                 25411                  
D FBL FINL GROUP INC             CL A             30239F10       138    33435 SH      SHARED      02         33435                  
D FEI CO                         COM              30241L10       312    20232 SH      SHARED                 20232                  
D FEI CO                         COM              30241L10        97     6325 SH      SHARED      01          6325                  
D FEI CO                         COM              30241L10       132     8588 SH      SHARED      02          8588                  
D FEI CO                         COM              30241L10       660    42800 SH      SHARED      10         39900              2900
D FFD FINL CORP                  COM              30243C10         0       23 SH      SHARED                    23                  
D FLIR SYS INC                   COM              30244510      2860   139683 SH      SHARED                139683                  
D FLIR SYS INC                   COM              30244510       702    34300 SH      SHARED      01         34300                  
D FLIR SYS INC                   COM              30244510       317    15500 SH      SHARED      02         15500                  
D FLIR SYS INC                   COM              30244510       174     8500 SH      SHARED      06          4100              4400
D FLIR SYS INC                   COM              30244510      5023   245300 SH      SHARED      10        245300                  
D FBR CAPITAL MARKETS CORP       COM              30247C30        35    10721 SH      SHARED                 10721                  
D FBR CAPITAL MARKETS CORP       COM              30247C30         2      644 SH      SHARED      02           644                  
D FMC TECHNOLOGIES INC           COM              30249U10      6991   222870 SH      SHARED                222870                  
D FMC TECHNOLOGIES INC           COM              30249U10      2077    66228 SH      SHARED      01         28236             37992
D FMC TECHNOLOGIES INC           COM              30249U10        25      800 SH      SHR/OTHR    01                             800
D FMC TECHNOLOGIES INC           COM              30249U10       106     3401 SH      SHARED      02          3401                  
D FMC TECHNOLOGIES INC           COM              30249U10        90     2900 SH      SHARED      06          1100              1800
D FMC TECHNOLOGIES INC           COM              30249U10      5539   176600 SH      SHARED      10        176600                  
D FMC TECHNOLOGIES INC           COM              30249U10         7      230 SH      SHARED      21                             230
D FMC TECHNOLOGIES INC           COM              30249U10       385    12300 SH      SHARED      23                           12300
D F M C CORP                     COM NEW          30249130      5346   123945 SH      SHARED                123945                  
D F M C CORP                     COM NEW          30249130      1084    25150 SH      SHARED      01          2250             22900
D F M C CORP                     COM NEW          30249130        43     1010 SH      SHARED      02           910               100
D F M C CORP                     COM NEW          30249130       949    22000 SH      SHARED      06                           22000
D F M C CORP                     COM NEW          30249130        47     1100 SH      SHARED      10          1100                  
D F M C CORP                     COM NEW          30249130         3       80 SH      SHARED      21                              80
D F N B UNITED CORP              COM              30251910         1      596 SH      SHARED                   596                  
D FNB CORP PA                    COM              30252010       229    29891 SH      SHARED                 29891                  
D FNB CORP PA                    COM              30252010       240    31307 SH      SHARED      02         31307                  
D FNB CORP PA                    COM              30252010       171    22379 SH      SHARED      10         22379                  
D FPB BANCORP INC                COM              30254M10         0       48 SH      SHARED                    48                  
D FPIC INS GROUP INC             COM              30256310        81     2196 SH      SHARED      02          2196                  
D FPIC INS GROUP INC             COM              30256310       170     4600 SH      SHARED      10          4600                  
D FPL GROUP INC                  COM              30257110       671    13230 SH      SHARED                                   13230
D FPL GROUP INC                  COM              30257110      8576   169063 SH      SHARED                169063                  
D FPL GROUP INC                  COM              30257110      9166   180695 SH      SHARED      01        164000             16695
D FPL GROUP INC                  COM              30257110       569    11235 SH      SHR/OTHR    01                           11235
D FPL GROUP INC                  COM              30257110      3272    64512 SH      SHARED      02         59787              4725
D FPL GROUP INC                  COM              30257110      4571    90116 SH      SHARED      04         90116                  
D FPL GROUP INC                  COM              30257110      3322    65500 SH      SHARED      05         65500                  
D FPL GROUP INC                  COM              30257110      3114    61401 SH      SHARED      06         15650             45751
D FPL GROUP INC                  COM              30257110     15326   302123 SH      SHARED      10        302123                  
D FPL GROUP INC                  COM              30257110      1828    36041 SH      SHARED      20         10220             25821
D FPL GROUP INC                  COM              30257110       142     2800 SH      SHR/OTHR    20                            2800
D FPL GROUP INC                  COM              30257110       336     6635 SH      SHARED      21          6635                  
D FPL GROUP INC                  COM              30257110         9      185 SH      SHR/OTHR    21                             185
D FPL GROUP INC                  COM              30257110        91     1800 SH      SHARED      22           300              1500
D FPL GROUP INC                  COM              30257110       131     2600 SH      SHR/OTHR    22                            2600
D FPL GROUP INC                  COM              30257110       451     8900 SH      SHARED      23          7100              1800
D FPL GROUP INC                  COM              30257110      1362    26849 SH      SHR/OTHR    23                           26849
D FSI INTL INC                   COM              30263310         0      791 SH      SHARED                   791                  
D FX ENERGY INC                  COM              30269510        27    10022 SH      SHARED                 10022                  
D FX ENERGY INC                  COM              30269510         2      938 SH      SHARED      02           938                  
D FX REAL ESTATE & ENTMT INC     COM              30270910         0      265 SH      SHARED      02           265                  
D FTI CONSULTING INC             NOTE  3.750% 7/1 302941AB      6182  3700000 PRN     SHARED               3700000                  
D FTI CONSULTING INC             COM              30294110      2149    43435 SH      SHARED                 43435                  
D FTI CONSULTING INC             COM              30294110      1574    31825 SH      SHARED      01         15225             16600
D FTI CONSULTING INC             COM              30294110       141     2864 SH      SHARED      02          1114              1750
D FTI CONSULTING INC             COM              30294110      3631    73400 SH      SHARED      04         73400                  
D FTI CONSULTING INC             COM              30294110        17      350 SH      SHARED      06                             350
D FTI CONSULTING INC             COM              30294110     15551   314300 SH      SHARED      10        314300                  
D FTI CONSULTING INC             COM              30294110        59     1193 SH      SHARED      21           525               668
D FACET BIOTECH CORP             SHS              30303Q10         2      266 SH      SHARED                   266                  
D FACET BIOTECH CORP             SHS              30303Q10         5      566 SH      SHARED                   566                  
D FACET BIOTECH CORP             SHS              30303Q10         5      624 SH      SHARED      02           624                  
D FACTSET RESH SYS INC           COM              30307510      5209   104213 SH      SHARED                104213                  
D FACTSET RESH SYS INC           COM              30307510       738    14775 SH      SHARED      01           875             13900
D FACTSET RESH SYS INC           COM              30307510       240     4819 SH      SHARED      02          4419               400
D FACTSET RESH SYS INC           COM              30307510       254     5100 SH      SHARED      10          5100                  
D FACTSET RESH SYS INC           COM              30307510        60     1202 SH      SHARED      21                            1202
D FAIR ISAAC CORP                COM              30325010        82     5841 SH      SHARED                  5841                  
D FAIR ISAAC CORP                COM              30325010       254    18062 SH      SHARED      01          2512             15550
D FAIR ISAAC CORP                COM              30325010       220    15671 SH      SHARED      02          6571              9100
D FAIR ISAAC CORP                COM              30325010       440    31300 SH      SHARED      10         28100              3200
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610      1708   458007 SH      SHARED                458007                  
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       186    50000 SH      SHARED      01                           50000
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610       146    39377 SH      SHARED      02         20267             19110
D FAIRCHILD SEMICONDUCTOR INTL   COM              30372610        14     3800 SH      SHARED      10          3800                  
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110      3516    13499 SH      SHARED                 13499                  
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110         4       17 SH      SHARED      05            17                  
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110       911     3500 SH      SHARED      06          3350               150
D FAIRFAX FINL HLDGS LTD         SUB VTG          30390110        52      200 SH      SHARED      10           200                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0       14 SH      SHARED                    14                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0        9 SH      SHR/OTHR                                     9
D FAIRPOINT COMMUNICATIONS INC   COM              30556010        67    87030 SH      SHARED                 87030                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0      619 SH      SHARED      01           382               237
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0       23 SH      SHR/OTHR    01                              23
D FAIRPOINT COMMUNICATIONS INC   COM              30556010        15    19397 SH      SHARED      02         17052              2345
D FAIRPOINT COMMUNICATIONS INC   COM              30556010        14    17987 SH      SHARED      10         17987                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0        7 SH      SHARED      20                               7
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0       17 SH      SHARED      22            17                  
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0       18 SH      SHR/OTHR    22                              18
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0      205 SH      SHARED      23            40               165
D FAIRPOINT COMMUNICATIONS INC   COM              30556010         0      387 SH      SHR/OTHR    23                             387
D FALCONSTOR SOFTWARE INC        COM              30613710        96    40190 SH      SHARED      02         10190             30000
D FALCONSTOR SOFTWARE INC        COM              30613710      1241   519540 SH      SHARED      10        519540                  
D FAMILY DLR STORES INC          COM              30700010      5748   172271 SH      SHARED                172271                  
D FAMILY DLR STORES INC          COM              30700010      2051    61484 SH      SHARED      01         61484                  
D FAMILY DLR STORES INC          COM              30700010       558    16745 SH      SHARED      02         14660              2085
D FAMILY DLR STORES INC          COM              30700010      1304    39100 SH      SHARED      05         39100                  
D FAMILY DLR STORES INC          COM              30700010       564    16930 SH      SHARED      06         12500              4430
D FAMILY DLR STORES INC          COM              30700010      2481    74374 SH      SHARED      10         74374                  
D FAMILY DLR STORES INC          COM              30700010         7      227 SH      SHARED      21                             227
D FAMOUS DAVES AMER INC          COM              30706810         1      354 SH      SHARED                   354                  
D FARMER BROS CO                 COM              30767510         7      408 SH      SHARED                   408                  
D FARMER BROS CO                 COM              30767510         2      154 SH      SHARED      02           154                  
D FARMER BROS CO                 COM              30767510        78     4400 SH      SHARED      10          4400                  
D FARMERS CAP BK CORP            COM              30956210        48     3101 SH      SHARED                  3101                  
D FARMERS CAP BK CORP            COM              30956210         2      163 SH      SHARED      02           163                  
D FARO TECHNOLOGIES INC          COM              31164210         0       16 SH      SHARED                    16                  
D FARO TECHNOLOGIES INC          COM              31164210         9      712 SH      SHARED      02           462               250
D FASTENAL CO                    COM              31190010      2190    68111 SH      SHARED                 68111                  
D FASTENAL CO                    COM              31190010       924    28750 SH      SHARED      01         28750                  
D FASTENAL CO                    COM              31190010       347    10812 SH      SHARED      02         10652               160
D FASTENAL CO                    COM              31190010       265     8250 SH      SHARED      06          4000              4250
D FASTENAL CO                    COM              31190010      1854    57670 SH      SHARED      10         57670                  
D FASTENAL CO                    COM              31190010       168     5227 SH      SHARED      21          4742               485
D FCSTONE GROUP INC              COM              31308T10        24    10854 SH      SHARED                 10854                  
D FCSTONE GROUP INC              COM              31308T10        35    15400 SH      SHARED      01         15400                  
D FCSTONE GROUP INC              COM              31308T10         1      593 SH      SHARED      02           593                  
D FEDERAL AGRIC MTG CORP         CL C             31314830         4     1800 SH      SHARED                  1800                  
D FEDERAL AGRIC MTG CORP         CL C             31314830         0      249 SH      SHARED      02           249                  
D FEDERAL AGRIC MTG CORP         CL C             31314830        11     4200 SH      SHARED      10          4200                  
D FEDERAL HOME LN MTG CORP       COM              31340030       262   345686 SH      SHARED                345686                  
D FEDERAL HOME LN MTG CORP       COM              31340030        93   123204 SH      SHARED      02        116618              6586
D FEDERAL HOME LN MTG CORP       COM              31340030         3     4600 SH      SHARED      10          4600                  
D FEDERAL MOGUL CORP             COM              31354940       201    30148 SH      SHARED                 30148                  
D FEDERAL MOGUL CORP             COM              31354940         0      127 SH      SHARED      02           127                  
D FEDERAL NATL MTG ASSN          COM              31358610       378   541219 SH      SHARED                541219                  
D FEDERAL NATL MTG ASSN          COM              31358610        24    35300 SH      SHARED      01         35300                  
D FEDERAL NATL MTG ASSN          COM              31358610        69    99665 SH      SHARED      02         87015             12650
D FEDERAL NATL MTG ASSN          COM              31358610         0      377 SH      SHARED      21           377                  
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      2803    60953 SH      SHARED                 60953                  
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       187     4084 SH      SHARED                  4084                  
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720      1426    31000 SH      SHARED      01         11400             19600
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720       318     6933 SH      SHARED      02          5813              1120
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720         2       50 SH      SHARED      05            50                  
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720     12778   277790 SH      SHARED      10        277590               200
D FEDERAL REALTY INVT TR         SH BEN INT NEW   31374720     84007  1826244 SH      SHARED      11        932779            893465
D FEDERAL SIGNAL CORP            COM              31385510       272    51622 SH      SHARED                 51622                  
D FEDERAL SIGNAL CORP            COM              31385510       111    21200 SH      SHARED      01                           21200
D FEDERAL SIGNAL CORP            COM              31385510        16     3155 SH      SHARED      02          3155                  
D FEDERAL SIGNAL CORP            COM              31385510        69    13200 SH      SHARED      10         13200                  
D FEDERATED INVS INC PA          CL B             31421110      5442   244494 SH      SHARED                244494                  
D FEDERATED INVS INC PA          CL B             31421110       580    26084 SH      SHARED      01         24186              1898
D FEDERATED INVS INC PA          CL B             31421110         6      300 SH      SHR/OTHR    01                             300
D FEDERATED INVS INC PA          CL B             31421110      2171    97539 SH      SHARED      02         97539                  
D FEDERATED INVS INC PA          CL B             31421110       248    11150 SH      SHARED      06          9150              2000
D FEDERATED INVS INC PA          CL B             31421110      2809   126206 SH      SHARED      10        126206                  
D FEDERATED INVS INC PA          CL B             31421110         5      239 SH      SHARED      21                             239
D FEDERATED INVS INC PA          CL B             31421110         5      231 SH      SHR/OTHR    21                             231
D FEDEX CORP                     COM              31428X10     11350   255128 SH      SHARED                248328              6800
D FEDEX CORP                     COM              31428X10      3878    87183 SH      SHARED      01         87183                  
D FEDEX CORP                     COM              31428X10      2559    57526 SH      SHARED      02         45413             12113
D FEDEX CORP                     COM              31428X10       162     3645 SH      SHARED      04                            3645
D FEDEX CORP                     COM              31428X10        24      550 SH      SHARED      04           550                  
D FEDEX CORP                     COM              31428X10         8      190 SH      SHARED      05           190                  
D FEDEX CORP                     COM              31428X10       973    21881 SH      SHARED      06         11700             10181
D FEDEX CORP                     COM              31428X10     61935  1392133 SH      SHARED      10       1373533             18600
D FEDEX CORP                     COM              31428X10        93     2100 SH      SHARED      20          1200               900
D FEDEX CORP                     COM              31428X10         8      200 SH      SHR/OTHR    20                             200
D FEDEX CORP                     COM              31428X10         6      150 SH      SHARED      22           150                  
D FEDEX CORP                     COM              31428X10        17      400 SH      SHARED      23           400                  
D FEDEX CORP                     COM              31428X10       148     3330 SH      SHR/OTHR    23                            3330
D FELCOR LODGING TR INC          COM              31430F10        70    51800 SH      SHARED                 51800                  
D FELCOR LODGING TR INC          COM              31430F10        17    12570 SH      SHARED      01         12570                  
D FELCOR LODGING TR INC          COM              31430F10        17    13082 SH      SHARED      02         12942               140
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F20         1      300 SH      SHARED      02                             300
D FEMALE HEALTH CO               COM              31446210         3     1069 SH      SHARED      02          1069                  
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310       437    32624 SH      SHARED                 32624                  
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    31529310        85     6380 SH      SHARED      02                            6380
D FERRO CORP                     NOTE  6.500% 8/1 315405AL        66   200000 PRN     SHARED      23                          200000
D FERRO CORP                     COM              31540510       123    86024 SH      SHARED                 86024                  
D FERRO CORP                     COM              31540510         5     4000 SH      SHARED      01                            4000
D FERRO CORP                     COM              31540510        10     7547 SH      SHARED      02          7547                  
D FERRO CORP                     COM              31540510        10     7500 SH      SHARED      10          7500                  
D FERRO CORP                     COM              31540510         7     5000 SH      SHARED      23                            5000
D F5 NETWORKS INC                COM              31561610       460    22004 SH      SHARED                 22004                  
D F5 NETWORKS INC                COM              31561610       808    38600 SH      SHARED      01         11400             27200
D F5 NETWORKS INC                COM              31561610        89     4275 SH      SHR/OTHR    01                            4275
D F5 NETWORKS INC                COM              31561610       249    11901 SH      SHARED      02         11528               373
D F5 NETWORKS INC                COM              31561610      1445    69000 SH      SHARED      05         69000                  
D F5 NETWORKS INC                COM              31561610      9286   443280 SH      SHARED      10        443280                  
D FIBERNET TELECOM GRP INC       COM PAR $0.001   31565340         2      193 SH      SHARED                   193                  
D FIBERNET TELECOM GRP INC       COM PAR $0.001   31565340      5710   519134 SH      SHARED      02        519134                  
D FIBERTOWER CORP                COM              31567R10         9    46473 SH      SHARED                 46473                  
D FIBERTOWER CORP                COM              31567R10         5    28476 SH      SHARED      02         28476                  
D FIBERTOWER CORP                COM              31567R10         0     3300 SH      SHARED      10          3300                  
D FIDELITY BANCORP INC           COM              31583110         0       75 SH      SHARED                    75                  
D FIDELITY NATL INFORMATION SV   COM              31620M10      1528    83967 SH      SHARED                 83967                  
D FIDELITY NATL INFORMATION SV   COM              31620M10      1242    68263 SH      SHARED      01         68263                  
D FIDELITY NATL INFORMATION SV   COM              31620M10        27     1500 SH      SHR/OTHR    01                            1500
D FIDELITY NATL INFORMATION SV   COM              31620M10       164     9033 SH      SHARED      02          9033                  
D FIDELITY NATL INFORMATION SV   COM              31620M10       207    11394 SH      SHARED      06          5498              5896
D FIDELITY NATL INFORMATION SV   COM              31620M10      1861   102276 SH      SHARED      10        102276                  
D FIDELITY NATL INFORMATION SV   COM              31620M10       449    24720 SH      SHARED      23         21200              3520
D FIDELITY NATL INFORMATION SV   COM              31620M10       160     8800 SH      SHR/OTHR    23                            8800
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10     10457   536021 SH      SHARED                536021                  
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10      2341   120005 SH      SHARED      01         50766             69239
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        88     4552 SH      SHARED      02          4432               120
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       237    12152 SH      SHARED      06          9604              2548
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10       231    11862 SH      SHARED      23                           11862
D FIDELITY NATIONAL FINANCIAL    CL A             31620R10        87     4500 SH      SHR/OTHR    23                            4500
D FIDELITY SOUTHERN CORP NEW     COM              31639410         0      180 SH      SHARED                   180                  
D FIELDPOINT PETROLEUM CORP      COM              31657010         0      157 SH      SHARED                   157                  
D FIFTH THIRD BANCORP            COM              31677310     10881  3726700 SH      SHARED               3726700                  
D FIFTH THIRD BANCORP            COM              31677310       488   167217 SH      SHARED      01        160717              6500
D FIFTH THIRD BANCORP            COM              31677310       655   224550 SH      SHARED      02        224225               325
D FIFTH THIRD BANCORP            COM              31677310         1      430 SH      SHARED      05           430                  
D FIFTH THIRD BANCORP            COM              31677310       102    35140 SH      SHARED      06         18950             16190
D FIFTH THIRD BANCORP            COM              31677310       652   223344 SH      SHARED      10        223344                  
D FIFTH THIRD BANCORP            CNV PFD DEP1/250 31677320      8338   202400 SH      SHARED                202400                  
D FIFTH STREET FINANCE CORP      COM              31678A10        15     2000 SH      SHARED                  2000                  
D FIFTH STREET FINANCE CORP      COM              31678A10         2      264 SH      SHARED      02           264                  
D 51JOB INC                      SP ADR REP COM   31682710         0       32 SH      SHARED                    32                  
D FINANCIAL FED CORP             COM              31749210        19      927 SH      SHARED                   927                  
D FINANCIAL FED CORP             COM              31749210        16      798 SH      SHARED      02           798                  
D FINANCIAL FED CORP             COM              31749210     16285   768900 SH      SHARED      10        768900                  
D FINANCIAL FED CORP             COM              31749210         6      300 SH      SHARED      21                             300
D FINANCIAL INSTNS INC           COM              31758540         0        8 SH      SHARED                     8                  
D FINANCIAL INSTNS INC           COM              31758540         2      352 SH      SHARED      02           352                  
D FINISAR                        COM              31787A10        28    63688 SH      SHARED                                   63688
D FINISAR                        COM              31787A10        79   180560 SH      SHARED                180560                  
D FINISAR                        COM              31787A10         4    10347 SH      SHARED      02         10347                  
D FINISH LINE INC                CL A             31792310      2282   344858 SH      SHARED                344858                  
D FINISH LINE INC                CL A             31792310       120    18211 SH      SHARED      02         18211                  
D FINISH LINE INC                CL A             31792310       119    18037 SH      SHARED      10         18037                  
D FIRST ADVANTAGE CORP           CL A             31845F10         0       40 SH      SHARED                    40                  
D FIRST ADVANTAGE CORP           CL A             31845F10        12      872 SH      SHARED      02           872                  
D FIRST ACCEPTANCE CORP          COM              31845710         9     3951 SH      SHARED                  3951                  
D FIRST ACCEPTANCE CORP          COM              31845710         1      438 SH      SHARED      02           438                  
D FIRST ACCEPTANCE CORP          COM              31845710         9     4000 SH      SHARED      10          4000                  
D FIRST AMERN CORP CALIF         COM              31852230     69385  2617337 SH      SHARED               2605129             12208
D FIRST AMERN CORP CALIF         COM              31852230      1273    48025 SH      SHARED      01         17025             31000
D FIRST AMERN CORP CALIF         COM              31852230       236     8934 SH      SHARED      02          8934                  
D FIRST AMERN CORP CALIF         COM              31852230        13      500 SH      SHARED      06                             500
D FIRST AMERN CORP CALIF         COM              31852230      5523   208342 SH      SHARED      10        198742              9600
D FIRST BANCORP P R              COM              31867210        30     7079 SH      SHARED                  7079                  
D FIRST BANCORP P R              COM              31867210        24     5725 SH      SHARED      02          5725                  
D FIRST BANCORP P R              COM              31867210        90    21300 SH      SHARED      10         21300                  
D FIRST BANCORP N C              COM              31891010         0       69 SH      SHARED                    69                  
D FIRST BANCORP N C              COM              31891010         4      374 SH      SHARED      02           374                  
D FIRST BANKSHARES INC VA        COM              31928A10         0       59 SH      SHARED                    59                  
D FIRST BUSEY CORP               COM              31938310        62     8108 SH      SHARED                  8108                  
D FIRST BUSEY CORP               COM              31938310        14     1900 SH      SHARED      01          1900                  
D FIRST BUSEY CORP               COM              31938310         5      663 SH      SHARED      02           663                  
D FIRST CALIFORNIA FINANCIAL G   COM NEW          31939510         0      216 SH      SHARED                   216                  
D FIRST CASH FINL SVCS INC       COM              31942D10       297    19972 SH      SHARED                 19972                  
D FIRST CASH FINL SVCS INC       COM              31942D10         7      499 SH      SHARED      02           499                  
D FIRST CASH FINL SVCS INC       COM              31942D10       116     7800 SH      SHARED      10          7800                  
D FIRST CASH FINL SVCS INC       COM              31942D10        40     2685 SH      SHARED      21                            2685
D FIRST CAPITAL BANCORP VA       COM              31943810         0       77 SH      SHARED                    77                  
D FIRST CTZNS BANC CORP          COM NO PAR       31945920         1      201 SH      SHARED                   201                  
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       154     1175 SH      SHARED                  1175                  
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       137     1044 SH      SHR/OTHR    01                            1044
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10        42      321 SH      SHARED      02           321                  
D FIRST CTZNS BANCSHARES INC N   CL A             31946M10       144     1100 SH      SHARED      10          1100                  
D FIRST CLOVER LEAF FIN CORP     COM              31969M10         1      216 SH      SHARED                   216                  
D FIRST COMWLTH FINL CORP PA     COM              31982910       203    22903 SH      SHARED                 22903                  
D FIRST COMWLTH FINL CORP PA     COM              31982910        44     5073 SH      SHARED      02          5073                  
D FIRST COMWLTH FINL CORP PA     COM              31982910       277    31300 SH      SHARED      10         31300                  
D FIRST CMNTY BANCSHARES INC N   COM              31983A10        79     6824 SH      SHARED                  6824                  
D FIRST CMNTY BANCSHARES INC N   COM              31983A10         2      249 SH      SHARED      02           249                  
D FIRST DEFIANCE FINL CORP       COM              32006W10         1      203 SH      SHARED                   203                  
D FIRST FED BANCSHARES ARK       COM              32020F10         0      102 SH      SHARED                   102                  
D FIRST FINL BANKSHARES          COM              32020R10       406     8446 SH      SHARED                  8446                  
D FIRST FINL BANKSHARES          COM              32020R10       250     5204 SH      SHARED      02          5204                  
D FIRST FINL BANKSHARES          COM              32020R10       125     2600 SH      SHARED      10          2600                  
D FIRST FINL BANCORP OH          COM              32020910        40     4213 SH      SHARED                  4213                  
D FIRST FINL BANCORP OH          COM              32020910        10     1095 SH      SHARED      02          1095                  
D FIRST FINL BANCORP OH          COM              32020910        80     8400 SH      SHARED      10          8400                  
D FIRST FED NORTHN MICH BANCOR   COM              32021X10         9    10370 SH      SHARED                 10370                  
D FIRST FINL CORP IND            COM              32021810         9      266 SH      SHARED      02           266                  
D FIRST FINL CORP IND            COM              32021810        99     2700 SH      SHARED      10          2700                  
D FIRST FINL SVC CORP            COM              32022D10         1      116 SH      SHARED                   116                  
D FIRST FINANCIAL NORTHWEST IN   COM              32022K10        53     6460 SH      SHARED                  6460                  
D FIRST FINANCIAL NORTHWEST IN   COM              32022K10         4      483 SH      SHARED      02           483                  
D FIRST FINL HLDGS INC           COM              32023910         0        1 SH      SHARED                     1                  
D FIRST FINL HLDGS INC           COM              32023910         2      273 SH      SHARED      02           273                  
D FIRST FINL HLDGS INC           COM              32023910        23     3100 SH      SHARED      10          3100                  
D FIRST HORIZON NATL CORP        COM              32051710      8773   816935 SH      SHARED                816935                  
D FIRST HORIZON NATL CORP        COM              32051710       131    12265 SH      SHARED      01         12265                  
D FIRST HORIZON NATL CORP        COM              32051710      1676   156113 SH      SHARED      02         23413            132700
D FIRST HORIZON NATL CORP        COM              32051710       413    38499 SH      SHARED      04         38499                  
D FIRST HORIZON NATL CORP        COM              32051710       109    10211 SH      SHARED      06          5903              4308
D FIRST HORIZON NATL CORP        COM              32051710      1925   179323 SH      SHARED      10        179323                  
D FIRST HORIZON NATL CORP        COM              32051710        14     1368 SH      SHARED      21                            1368
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10        85    34964 SH      SHARED                 34964                  
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10         7     3200 SH      SHARED      01          2200              1000
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       328   134124 SH      SHARED      02        106724             27400
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10       191    78200 SH      SHARED      10         78200                  
D FIRST INDUSTRIAL REALTY TRUS   COM              32054K10         1      650 SH      SHARED      23           650                  
D FIRST ISRAEL FD INC            COM              32063L10        20     2500 SH      SHARED      01                            2500
D FIRST ISRAEL FD INC            COM              32063L10         2      300 SH      SHARED      02                             300
D FIRST LONG IS CORP             COM              32073410         3      163 SH      SHARED                   163                  
D FIRST M & F CORP               COM              32074410         1      229 SH      SHARED                   229                  
D FIRST MARBLEHEAD CORP          COM              32077110        29    22741 SH      SHARED                 22741                  
D FIRST MARBLEHEAD CORP          COM              32077110         2     1768 SH      SHARED      02          1768                  
D FIRST MARBLEHEAD CORP          COM              32077110        17    13700 SH      SHARED      10         13700                  
D FIRST MARINER BANCORP          COM              32079510         0      140 SH      SHARED                   140                  
D FIRST MERCHANTS CORP           COM              32081710       536    49729 SH      SHARED                 49729                  
D FIRST MERCHANTS CORP           COM              32081710         6      570 SH      SHARED      02           570                  
D FIRST MERCHANTS CORP           COM              32081710        90     8400 SH      SHARED      10          8400                  
D FIRST MERCURY FINANCIAL CORP   COM              32084110       275    19100 SH      SHARED                 19100                  
D FIRST MERCURY FINANCIAL CORP   COM              32084110         5      382 SH      SHARED      02           382                  
D FIRST MERCURY FINANCIAL CORP   COM              32084110        18     1305 SH      SHARED      21          1305                  
D FIRST MIDWEST BANCORP DEL      COM              32086710        92    10768 SH      SHARED                 10768                  
D FIRST MIDWEST BANCORP DEL      COM              32086710        38     4500 SH      SHARED      01          4500                  
D FIRST MIDWEST BANCORP DEL      COM              32086710       292    34025 SH      SHARED      02         33871               154
D FIRST MIDWEST BANCORP DEL      COM              32086710       108    12600 SH      SHARED      10         12600                  
D FIRST NATL BANCSHARES INC S    COM              32111B10         0      183 SH      SHARED                   183                  
D FIRST NIAGARA FINL GP INC      COM              33582V10       896    82314 SH      SHARED                 82314                  
D FIRST NIAGARA FINL GP INC      COM              33582V10       414    38100 SH      SHARED      01                           38100
D FIRST NIAGARA FINL GP INC      COM              33582V10       114    10507 SH      SHARED      02         10318               189
D FIRST NIAGARA FINL GP INC      COM              33582V10       230    21200 SH      SHARED      10         21200                  
D FIRST POTOMAC RLTY TR          COM              33610F10         0       47 SH      SHARED                    47                  
D FIRST POTOMAC RLTY TR          COM              33610F10         5      717 SH      SHARED      02           717                  
D FIRST POTOMAC RLTY TR          COM              33610F10       227    30900 SH      SHARED      10         23400              7500
D FIRST PL FINL CORP             COM              33610T10        13     3929 SH      SHARED                  3929                  
D FIRST PL FINL CORP             COM              33610T10         1      399 SH      SHARED      02           399                  
D FIRST PL FINL CORP             COM              33610T10        19     5800 SH      SHARED      10          5800                  
D FIRST REGL BANCORP             COM              33615C10        40    25261 SH      SHARED                 25261                  
D FIRST REGL BANCORP             COM              33615C10        85    52905 SH      SHARED      01         52905                  
D FIRST REGL BANCORP             COM              33615C10       140    87020 SH      SHR/OTHR    01                           87020
D FIRST REGL BANCORP             COM              33615C10        14     8700 SH      SHARED      02                            8700
D FIRST REGL BANCORP             COM              33615C10         1     1032 SH      SHARED      10          1032                  
D FIRST SEC GROUP INC            COM              33631210         1      576 SH      SHARED                   576                  
D FIRST SOLAR INC                COM              33643310      3055    23023 SH      SHARED                 22823               200
D FIRST SOLAR INC                COM              33643310      1386    10450 SH      SHARED      01         10250               200
D FIRST SOLAR INC                COM              33643310       331     2498 SH      SHARED      02           858              1640
D FIRST SOLAR INC                COM              33643310     30572   230391 SH      SHARED      04        230391                  
D FIRST SOLAR INC                COM              33643310     29691   223747 SH      SHARED      05        223747                  
D FIRST SOLAR INC                COM              33643310      2314    17439 SH      SHARED      06          3652             13787
D FIRST SOLAR INC                COM              33643310      6015    45330 SH      SHARED      10         45330                  
D FIRST SOLAR INC                COM              33643310        26      200 SH      SHARED      23                             200
D FIRST ST BANCORPORATION        COM              33645310         0      505 SH      SHARED                   505                  
D FIRST ST BANCORPORATION        COM              33645310        12     9200 SH      SHARED      10          9200                  
D FIRST SOUTH BANCORP INC VA     COM              33646W10        38     3665 SH      SHARED                  3665                  
D FIRST SOUTH BANCORP INC VA     COM              33646W10         2      203 SH      SHARED      02           203                  
D 1ST SOURCE CORP                COM              33690110        51     2863 SH      SHARED                  2863                  
D 1ST SOURCE CORP                COM              33690110         7      390 SH      SHARED      02           390                  
D 1ST SOURCE CORP                COM              33690110       154     8560 SH      SHARED      10          8560                  
D FIRST ST FINL CORP FLA         COM              33708M20         0      131 SH      SHARED                   131                  
D FIRST TR ENHANCED EQTY INC F   COM              33731810        46     6000 SH      SHARED      21          6000                  
D FIRST TR ABERDEEN GLBL OPP F   COM SHS          33731910         0       11 SH      SHARED      02                              11
D FIRST TR ISE WATER INDEX FD    COM              33733B10        30     2200 SH      SHARED      02                            2200
D FIRST TR EXCHANGE TRADED FD    DB STRAT VALUE   33733E10      1382    99518 SH      SHARED      02                           99518
D FIRST TR EXCHANGE TRADED FD    AMEX BIOTECH     33733E20       105     5376 SH      SHARED      02                            5376
D FIRST TR EXCHANGE TRADED FD    DJ INTERNT IDX   33733E30        52     3470 SH      SHARED      02                            3470
D FIRST TR EXCHANGE TRADED FD    NASDAQ 100 EX    33733E40        15     1298 SH      SHARED      02                            1298
D FIRST TR EXCHANGE TRADED FD    NAS CLNEDG GREEN 33733E50         6      649 SH      SHARED      02                             649
D FIRST TRUST SPECIALTY FINANC   COM BEN INTR     33733G10        14     4850 SH      SHARED      02                            4850
D FIRST TR/FOUR CRNRS SR FLOAT   COM              33733U10        24     3000 SH      SHARED      02                            3000
D FIRST TR EXCHANGE TRADED FD    CONSUMR STAPLE   33734X11        14     1096 SH      SHARED      02                            1096
D FIRST TR EXCHANGE TRADED FD    ENERGY ALPHADX   33734X12        12     1277 SH      SHARED      02                            1277
D FIRST TR EXCHANGE TRADED FD    HLTH CARE ALPH   33734X14        15     1133 SH      SHARED      02                            1133
D FIRST TR EXCHANGE TRADED FD    MATERIALS ALPH   33734X16        11     1141 SH      SHARED      02                            1141
D FIRST TR NAS100 EQ WEIGHTED    SHS              33734410        14     1150 SH      SHARED      02                            1150
D FIRST TR NASDAQ100 TECH INDE   SHS              33734510         6      475 SH      SHARED      02                             475
D FIRST TR STRAT HGH INC FD II   COM              33735C10        50    12532 SH      SHARED      02                           12532
D FIRST TR VALUE LINE 100 ETF    COM SHS          33735G10        67     8000 SH      SHR/OTHR    23                            8000
D FIRST TR LRGE CAP GRWTH OPP    COM SHS          33735K10       171    10209 SH      SHARED      02                           10209
D FIRST TR ISE GLOBAL ENGR & C   COM              33736M10         7      262 SH      SHARED      02                             262
D FIRST UTD CORP                 COM              33741H10         1      159 SH      SHARED                   159                  
D FIRST W VA BANCORP INC         COM              33749310         0       35 SH      SHARED                    35                  
D FIRSTBANK CORP MICH            COM              33761G10         1      207 SH      SHARED                   207                  
D FIRSTSERVICE CORP              SUB VTG SH       33761N10       124    15000 SH      SHARED                 15000                  
D FIRSTSERVICE CORP              SUB VTG SH       33761N10         0      100 SH      SHARED      02           100                  
D FIRSTCITY FINL CORP            COM              33761X10         0      243 SH      SHARED                   243                  
D FISERV INC                     COM              33773810      9007   247052 SH      SHARED                247052                  
D FISERV INC                     COM              33773810      2965    81325 SH      SHARED      01         81325                  
D FISERV INC                     COM              33773810        18      500 SH      SHR/OTHR    01                             500
D FISERV INC                     COM              33773810       259     7126 SH      SHARED      02          6441               685
D FISERV INC                     COM              33773810         4      130 SH      SHARED      05           130                  
D FISERV INC                     COM              33773810       479    13150 SH      SHARED      06          8000              5150
D FISERV INC                     COM              33773810     10490   287736 SH      SHARED      10        287736                  
D FISERV INC                     COM              33773810         3      100 SH      SHR/OTHR    23                             100
D FISHER COMMUNICATIONS INC      COM              33775620         0        7 SH      SHARED                     7                  
D FISHER COMMUNICATIONS INC      COM              33775620         5      572 SH      SHARED      02           572                  
D FISHER COMMUNICATIONS INC      COM              33775620        16     1700 SH      SHARED      10          1700                  
D FIRSTMERIT CORP                COM              33791510       283    15601 SH      SHARED                 15601                  
D FIRSTMERIT CORP                COM              33791510       471    25900 SH      SHARED      01                           25900
D FIRSTMERIT CORP                COM              33791510       247    13616 SH      SHARED      02         13616                  
D FIRSTMERIT CORP                COM              33791510     12543   689200 SH      SHARED      10        689200                  
D FLAGSTAR BANCORP INC           COM              33793010        14    19433 SH      SHARED                 19433                  
D FLAGSTAR BANCORP INC           COM              33793010         0     1287 SH      SHARED      02          1287                  
D FIRSTENERGY CORP               COM              33793210       612    15874 SH      SHARED                                   15874
D FIRSTENERGY CORP               COM              33793210      7712   199802 SH      SHARED                175937             23865
D FIRSTENERGY CORP               COM              33793210      8959   232123 SH      SHARED      01        182472             49651
D FIRSTENERGY CORP               COM              33793210      1579    40925 SH      SHR/OTHR    01                           40925
D FIRSTENERGY CORP               COM              33793210      7069   183158 SH      SHARED      02        140725             42433
D FIRSTENERGY CORP               COM              33793210         6      163 SH      SHARED      04                             163
D FIRSTENERGY CORP               COM              33793210     43323  1122381 SH      SHARED      04       1122381                  
D FIRSTENERGY CORP               COM              33793210         7      200 SH      SHARED      05           200                  
D FIRSTENERGY CORP               COM              33793210       827    21430 SH      SHARED      06         11050             10380
D FIRSTENERGY CORP               COM              33793210     19934   516439 SH      SHARED      10        506739              9700
D FIRSTENERGY CORP               COM              33793210      1271    32950 SH      SHARED      19                           32950
D FIRSTENERGY CORP               COM              33793210      1406    36445 SH      SHARED      20         30910       80     5455
D FIRSTENERGY CORP               COM              33793210       100     2605 SH      SHR/OTHR    20                            2605
D FIRSTENERGY CORP               COM              33793210        38     1000 SH      SHARED      21          1000                  
D FIRSTENERGY CORP               COM              33793210       211     5485 SH      SHARED      22          4860               625
D FIRSTENERGY CORP               COM              33793210       108     2815 SH      SHR/OTHR    22                            2815
D FIRSTENERGY CORP               COM              33793210      1641    42534 SH      SHARED      23         39859              2675
D FIRSTENERGY CORP               COM              33793210      1011    26193 SH      SHR/OTHR    23                           26193
D FISHER SCIENTIFIC INTL INC     NOTE  2.500%10/0 338032AW       346   224060 PRN     SHARED      02        224060                  
D FISHER SCIENTIFIC INTL INC     NOTE  3.250% 3/0 338032AX        67    57000 PRN     SHARED      02         40000             17000
D FISHER SCIENTIFIC INTL INC     NOTE  3.250% 3/0 338032AX     14232 12000000 PRN     SHARED      04      12000000                  
D FIVE STAR QUALITY CARE INC     NOTE  3.750%10/1 33832DAB      1971  5300000 PRN     SHARED               5300000                  
D FIVE STAR QUALITY CARE INC     COM              33832D10       114   110200 SH      SHARED                110200                  
D FIVE STAR QUALITY CARE INC     COM              33832D10         0      820 SH      SHARED      02           820                  
D FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          33847810        80    12500 SH      SHARED      02                           12500
D FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          33847810       118    18500 SH      SHARED      21         18500                  
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810         6     1100 SH      SHARED                  1100                  
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810        24     4045 SH      SHARED      02           345              3700
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    33848810      4999   833171 SH      SHARED      10        833171                  
D FLANDERS CORP                  COM              33849410         0      100 SH      SHARED                   100                  
D FLANDERS CORP                  COM              33849410         3      807 SH      SHARED      02           807                  
D FLANIGANS ENTERPRISES INC      COM              33851710         0       35 SH      SHARED                    35                  
D FLEXSTEEL INDS INC             COM              33938210         0      161 SH      SHARED                   161                  
D FLORIDA PUB UTILS CO           COM              34113510         1      148 SH      SHARED                   148                  
D FLOTEK INDS INC DEL            COM              34338910        11     7419 SH      SHARED                  7419                  
D FLOTEK INDS INC DEL            COM              34338910         6     4100 SH      SHARED      01          4100                  
D FLOTEK INDS INC DEL            COM              34338910        64    41293 SH      SHARED      02           593             40700
D FLUOR CORP NEW                 COM              34341210     32716   946930 SH      SHARED                936791             10139
D FLUOR CORP NEW                 COM              34341210      2097    60698 SH      SHARED      01         60698                  
D FLUOR CORP NEW                 COM              34341210        31      900 SH      SHR/OTHR    01                             900
D FLUOR CORP NEW                 COM              34341210      1767    51162 SH      SHARED      02         49022              2140
D FLUOR CORP NEW                 COM              34341210     59602  1725100 SH      SHARED      04       1725100                  
D FLUOR CORP NEW                 COM              34341210      4029   116620 SH      SHARED      05        116620                  
D FLUOR CORP NEW                 COM              34341210      1090    31558 SH      SHARED      06          7200             24358
D FLUOR CORP NEW                 COM              34341210     23468   679254 SH      SHARED      10        669854              9400
D FLUOR CORP NEW                 COM              34341210        24      700 SH      SHARED      23           700                  
D FLOW INTL CORP                 COM              34346810       105    65165 SH      SHARED                 65165                  
D FLOW INTL CORP                 COM              34346810         2     1801 SH      SHARED      02          1376               425
D FLOWERS FOODS INC              COM              34349810       656    27955 SH      SHARED                 27955                  
D FLOWERS FOODS INC              COM              34349810       594    25300 SH      SHARED      01                           25300
D FLOWERS FOODS INC              COM              34349810      3156   134435 SH      SHARED      02        133935               500
D FLOWERS FOODS INC              COM              34349810      1033    44000 SH      SHARED      05         44000                  
D FLOWERS FOODS INC              COM              34349810       291    12400 SH      SHARED      10         12400                  
D FLOWERS FOODS INC              COM              34349810         9      411 SH      SHARED      21           411                  
D FLOWERS FOODS INC              COM              34349810        46     2000 SH      SHARED      23                            2000
D FLOWSERVE CORP                 COM              34354P10      4339    77330 SH      SHARED                 70833              6497
D FLOWSERVE CORP                 COM              34354P10       819    14600 SH      SHARED      01         14600                  
D FLOWSERVE CORP                 COM              34354P10      1242    22145 SH      SHARED      02         22145                  
D FLOWSERVE CORP                 COM              34354P10     10092   179831 SH      SHARED      04        179831                  
D FLOWSERVE CORP                 COM              34354P10     10078   179595 SH      SHARED      05        179595                  
D FLOWSERVE CORP                 COM              34354P10       225     4015 SH      SHARED      06          1000              3015
D FLOWSERVE CORP                 COM              34354P10     22568   402151 SH      SHARED      10        388251             13900
D FLOWSERVE CORP                 COM              34354P10       112     2000 SH      SHARED      23                            2000
D FLUSHING FINL CORP             COM              34387310        18     3029 SH      SHARED                  3029                  
D FLUSHING FINL CORP             COM              34387310         3      561 SH      SHARED      02           561                  
D FLUSHING FINL CORP             COM              34387310        32     5400 SH      SHARED      10          5400                  
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10      1367   201121 SH      SHARED                201121                  
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10         7     1074 SH      SHARED      02            74              1000
D FOCUS MEDIA HLDG LTD           SPONSORED ADR    34415V10       340    50000 SH      SHARED      04         50000                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910       103     4100 SH      SHARED                                    4100
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      2889   114600 SH      SHARED                114600                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910       608    24122 SH      SHARED      01         24122                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      1681    66700 SH      SHARED      02         66700                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910      1386    55000 SH      SHARED      04         55000                  
D FOMENTO ECONOMICO MEXICANO S   SPON ADR UNITS   34441910     12540   497432 SH      SHARED      10        497432                  
D FONAR CORP                     COM NEW          34443740         0      133 SH      SHARED                   133                  
D FOOT LOCKER INC                COM              34484910      2595   247670 SH      SHARED                247670                  
D FOOT LOCKER INC                COM              34484910       643    61400 SH      SHARED      01          9600             51800
D FOOT LOCKER INC                COM              34484910       204    19517 SH      SHARED      02         19517                  
D FOOT LOCKER INC                COM              34484910      8623   822900 SH      SHARED      10        757600             65300
D FOOT LOCKER INC                COM              34484910        31     3000 SH      SHR/OTHR    23                            3000
D FORBES MEDI-TECH INC NEW       COM              34515510         0     1102 SH      SHARED      01                            1102
D FORCE PROTECTION INC           COM NEW          34520320       132    27562 SH      SHARED                 27562                  
D FORCE PROTECTION INC           COM NEW          34520320        38     8000 SH      SHARED      01          8000                  
D FORCE PROTECTION INC           COM NEW          34520320         7     1603 SH      SHARED      02          1603                  
D FORCE PROTECTION INC           COM NEW          34520320       701   146200 SH      SHARED      10        146200                  
D FORD MTR CO DEL                NOTE  4.250%12/1 345370CF     17715 50906000 PRN     SHARED              50906000                  
D FORD MTR CO DEL                NOTE  4.250%12/1 345370CF     31325 90015008 PRN     SHARED      02      90000000             15000
D FORD MTR CO DEL                COM PAR $0.01    34537086      8003  3043088 SH      SHARED               3042588               500
D FORD MTR CO DEL                COM PAR $0.01    34537086      1504   572179 SH      SHARED      01        523822             48357
D FORD MTR CO DEL                COM PAR $0.01    34537086      1275   484801 SH      SHARED      02        453153             31648
D FORD MTR CO DEL                COM PAR $0.01    34537086        31    12038 SH      SHARED      04                           12038
D FORD MTR CO DEL                COM PAR $0.01    34537086        20     7611 SH      SHARED      04          7611                  
D FORD MTR CO DEL                COM PAR $0.01    34537086         2      850 SH      SHARED      05           850                  
D FORD MTR CO DEL                COM PAR $0.01    34537086       431   164255 SH      SHARED      06        101445             62810
D FORD MTR CO DEL                COM PAR $0.01    34537086      2534   963676 SH      SHARED      10        963676                  
D FORD MTR CO DEL                COM PAR $0.01    34537086         9     3530 SH      SHARED      20          3530                  
D FORD MTR CO DEL                COM PAR $0.01    34537086         4     1800 SH      SHARED      23          1800                  
D FORD MTR CO DEL                COM PAR $0.01    34537086        25     9614 SH      SHR/OTHR    23                            9614
D FORD MTR CO CAP TR II          PFD TR CV6.5%    34539520      6551   820000 SH      SHARED                820000                  
D FOREST CITY ENTERPRISES INC    CL A             34555010       141    39426 SH      SHARED                 39426                  
D FOREST CITY ENTERPRISES INC    CL A             34555010        53    14746 SH      SHARED      02         12246              2500
D FOREST LABS INC                COM              34583810     37539  1709435 SH      SHARED               1709435                  
D FOREST LABS INC                COM              34583810      1598    72800 SH      SHARED      01         72600               200
D FOREST LABS INC                COM              34583810         5      250 SH      SHR/OTHR    01                             250
D FOREST LABS INC                COM              34583810      2607   118742 SH      SHARED      02        118142               600
D FOREST LABS INC                COM              34583810        37     1700 SH      SHARED      04          1700                  
D FOREST LABS INC                COM              34583810         1       70 SH      SHARED      05            70                  
D FOREST LABS INC                COM              34583810      2594   118150 SH      SHARED      06         65850             52300
D FOREST LABS INC                COM              34583810      3410   155289 SH      SHARED      10        155289                  
D FOREST LABS INC                COM              34583810         4      200 SH      SHARED      20                             200
D FOREST LABS INC                COM              34583810         7      350 SH      SHR/OTHR    23                             350
D FOREST OIL CORP                COM PAR $0.01    34609170      1649   125475 SH      SHARED                125475                  
D FOREST OIL CORP                COM PAR $0.01    34609170       640    48700 SH      SHARED      01         15600             33100
D FOREST OIL CORP                COM PAR $0.01    34609170       415    31578 SH      SHARED      02         29478              2100
D FOREST OIL CORP                COM PAR $0.01    34609170     25048  1904800 SH      SHARED      04       1904800                  
D FOREST OIL CORP                COM PAR $0.01    34609170         6      500 SH      SHARED      06                             500
D FOREST OIL CORP                COM PAR $0.01    34609170     12851   977300 SH      SHARED      10        977300                  
D FORESTAR GROUP INC             COM              34623310         7      928 SH      SHARED                   928                  
D FORESTAR GROUP INC             COM              34623310        16     2168 SH      SHARED      01           849              1319
D FORESTAR GROUP INC             COM              34623310        16     2221 SH      SHARED      02          2121               100
D FORESTAR GROUP INC             COM              34623310        65     8600 SH      SHARED      10          8600                  
D FORESTAR GROUP INC             COM              34623310         0        1 SH      SHARED      20             1                  
D FORGENT NETWORKS INC           COM              34629U10         0      700 SH      SHARED                   700                  
D FORMFACTOR INC                 COM              34637510       187    10427 SH      SHARED                 10427                  
D FORMFACTOR INC                 COM              34637510        87     4841 SH      SHARED      02          4841                  
D FORMFACTOR INC                 COM              34637510      3239   179800 SH      SHARED      10        179800                  
D FORRESTER RESH INC             COM              34656310       179     8743 SH      SHARED                  8743                  
D FORRESTER RESH INC             COM              34656310        50     2450 SH      SHARED      02          2125               325
D FORRESTER RESH INC             COM              34656310      3489   169700 SH      SHARED      10        169700                  
D FORT DEARBORN INCOME SECS IN   COM              34720010         3      300 SH      SHARED      02                             300
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10      1195   476455 SH      SHARED                476455                  
D FORTRESS INVESTMENT GROUP LL   CL A             34958B10       301   120100 SH      SHARED      02         50100             70000
D FORTRESS INTL GROUP INC        COM              34958D10         0      189 SH      SHARED                   189                  
D FORTUNE INDUSTRIES INC         COM NEW          34963X20         0       54 SH      SHARED                    54                  
D FORTUNE BRANDS INC             COM              34963110      3787   154270 SH      SHARED                154270                  
D FORTUNE BRANDS INC             COM              34963110      1297    52844 SH      SHARED      01         50649              2195
D FORTUNE BRANDS INC             COM              34963110      1047    42649 SH      SHARED      02         39962              2687
D FORTUNE BRANDS INC             COM              34963110        22      900 SH      SHARED      04           900                  
D FORTUNE BRANDS INC             COM              34963110         2       90 SH      SHARED      05            90                  
D FORTUNE BRANDS INC             COM              34963110       252    10270 SH      SHARED      06          5650              4620
D FORTUNE BRANDS INC             COM              34963110      6643   270598 SH      SHARED      10        256698             13900
D FORTUNE BRANDS INC             COM              34963110        87     3565 SH      SHARED      20          1055              2510
D FORTUNE BRANDS INC             COM              34963110         4      180 SH      SHR/OTHR    20                             180
D FORTUNE BRANDS INC             COM              34963110         4      200 SH      SHARED      22                             200
D FORTUNE BRANDS INC             COM              34963110       403    16450 SH      SHARED      23         14950              1500
D FORTUNE BRANDS INC             COM              34963110       377    15370 SH      SHR/OTHR    23                           15370
D FORWARD AIR CORP               COM              34985310       411    25334 SH      SHARED                 25334                  
D FORWARD AIR CORP               COM              34985310        53     3277 SH      SHARED      02          3017               260
D FORWARD AIR CORP               COM              34985310        74     4600 SH      SHARED      10          4600                  
D FORWARD AIR CORP               COM              34985310        27     1722 SH      SHARED      21                            1722
D FORWARD INDS INC N Y           COM NEW          34986230         0      216 SH      SHARED                   216                  
D FOSSIL INC                     COM              34988210       324    20658 SH      SHARED                 20658                  
D FOSSIL INC                     COM              34988210        63     4025 SH      SHARED      01          4025                  
D FOSSIL INC                     COM              34988210       344    21965 SH      SHARED      02         21965                  
D FOSSIL INC                     COM              34988210        78     5000 SH      SHARED      10          2500              2500
D FOSTER L B CO                  COM              35006010       292    11796 SH      SHARED                 11796                  
D FOSTER L B CO                  COM              35006010        35     1438 SH      SHARED      02          1438                  
D FOSTER L B CO                  COM              35006010        64     2600 SH      SHARED      10          2600                  
D FOUNDATION COAL HLDGS INC      COM              35039W10      2457   171229 SH      SHARED                171229                  
D FOUNDATION COAL HLDGS INC      COM              35039W10       937    65313 SH      SHARED      02         62911              2402
D 4 KIDS ENTMT INC               COM              35086510         0      496 SH      SHARED                   496                  
D FOX CHASE BANCORP              COM              35137P10        12     1341 SH      SHARED                  1341                  
D FOX CHASE BANCORP              COM              35137P10         1      156 SH      SHARED      02           156                  
D FRANCE TELECOM                 SPONSORED ADR    35177Q10       742    32751 SH      SHARED                 32751                  
D FRANCE TELECOM                 SPONSORED ADR    35177Q10         3      148 SH      SHARED      01           148                  
D FRANCE TELECOM                 SPONSORED ADR    35177Q10        11      520 SH      SHR/OTHR    01                             520
D FRANCE TELECOM                 SPONSORED ADR    35177Q10       302    13343 SH      SHARED      02         13100               243
D FRANCE TELECOM                 SPONSORED ADR    35177Q10        39     1722 SH      SHARED      21          1722                  
D FRANKLIN COVEY CO              COM              35346910         4     1111 SH      SHARED                  1111                  
D FRANKLIN COVEY CO              COM              35346910         3      840 SH      SHARED      02           840                  
D FRANKLIN ELEC INC              COM              35351410       722    32640 SH      SHARED                 32640                  
D FRANKLIN ELEC INC              COM              35351410        16      750 SH      SHARED      01           750                  
D FRANKLIN ELEC INC              COM              35351410        13      600 SH      SHARED      02           600                  
D FRANKLIN ELEC INC              COM              35351410       223    10100 SH      SHARED      10         10100                  
D FRANKLIN ELECTR PUBLISHERS I   COM              35351510         0      123 SH      SHARED                   123                  
D FRANKLIN RES INC               COM              35461310     12634   234537 SH      SHARED                234537                  
D FRANKLIN RES INC               COM              35461310      2585    48000 SH      SHARED      01         44350              3650
D FRANKLIN RES INC               COM              35461310        91     1700 SH      SHR/OTHR    01                            1700
D FRANKLIN RES INC               COM              35461310       273     5086 SH      SHARED      02          4919               167
D FRANKLIN RES INC               COM              35461310        43      800 SH      SHARED      04           800                  
D FRANKLIN RES INC               COM              35461310         5      100 SH      SHARED      05           100                  
D FRANKLIN RES INC               COM              35461310       587    10900 SH      SHARED      06          5700              5200
D FRANKLIN RES INC               COM              35461310      5307    98525 SH      SHARED      10         98525                  
D FRANKLIN RES INC               COM              35461310        17      320 SH      SHARED      20           175               145
D FRANKLIN RES INC               COM              35461310        10      200 SH      SHR/OTHR    21                             200
D FRANKLIN RES INC               COM              35461310        44      834 SH      SHARED      23           834                  
D FRANKLIN RES INC               COM              35461310       175     3250 SH      SHR/OTHR    23                            3250
D FRANKLIN STREET PPTYS CORP     COM              35471R10        17     1442 SH      SHARED                  1442                  
D FRANKLIN STREET PPTYS CORP     COM              35471R10        93     7631 SH      SHARED      02          7631                  
D FRANKLIN STREET PPTYS CORP     COM              35471R10       205    16700 SH      SHARED      10         16700                  
D FREDERICKS HOLLYWOOD GROUP I   COM              35582T10         0      166 SH      SHARED                   166                  
D FREDS INC                      CL A             35610810       876    77677 SH      SHARED                 77677                  
D FREDS INC                      CL A             35610810        28     2539 SH      SHARED      02          2449                90
D FREDS INC                      CL A             35610810       138    12300 SH      SHARED      10         12300                  
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78     15746   245343 SH      SHARED                245343                  
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78      5708    88934 SH      SHARED      02         88900                34
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78      6418   100000 SH      SHARED      04        100000                  
D FREEPORT-MCMORAN COPPER & GO   PFD CONV         35671D78      3594    56000 SH      SHARED      06         56000                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       682    17900 SH      SHARED                 17900                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     24591   645266 SH      SHARED                645266                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      5583   146508 SH      SHARED      01        110050             36458
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        65     1715 SH      SHR/OTHR    01                            1715
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     24887   653041 SH      SHARED      02        635352             17689
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1669    43800 SH      SHARED      04         43800                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      3819   100210 SH      SHARED      05        100210                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1523    39975 SH      SHARED      06         26717             13258
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85     22574   592353 SH      SHARED      10        501235             91118
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1870    49070 SH      SHARED      15                           49070
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       261     6862 SH      SHARED      19                            6862
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       254     6685 SH      SHARED      20          6555               130
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       152     4000 SH      SHR/OTHR    20                            4000
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       268     7050 SH      SHARED      21          7050                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85         8      230 SH      SHR/OTHR    21                             230
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       152     4010 SH      SHARED      22          4010                  
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85        37      975 SH      SHR/OTHR    22                             975
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85       812    21314 SH      SHARED      23         14514              6800
D FREEPORT-MCMORAN COPPER & GO   COM              35671D85      1686    44260 SH      SHR/OTHR    23                           44260
D FREIGHTCAR AMER INC            COM              35702310       183    10456 SH      SHARED                 10456                  
D FREIGHTCAR AMER INC            COM              35702310        19     1111 SH      SHARED      02          1111                  
D FREQUENCY ELECTRS INC          COM              35801010         0      192 SH      SHARED                   192                  
D FRESENIUS KABI PHARMACEUTHLD   RIGHT 06/30/2011 35802M11         0      700 SH      SHARED                   700                  
D FRESENIUS KABI PHARMACEUTHLD   RIGHT 06/30/2011 35802M11         0      280 SH      SHARED      01           280                  
D FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    35802910      1612    41665 SH      SHARED                 41665                  
D FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    35802910        45     1184 SH      SHARED      01           712               472
D FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    35802910        15      400 SH      SHARED      02           400                  
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410        16    84850 SH      SHARED                 84850                  
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410         5    27900 SH      SHARED      01         27900                  
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410         0     4430 SH      SHARED      02          3430              1000
D FRIEDMAN BILLINGS RAMSEY GRO   CL A             35843410         9    45900 SH      SHARED      10         45900                  
D FRIEDMAN INDS INC              COM              35843510         7     1577 SH      SHARED                  1577                  
D FRISCHS RESTAURANTS INC        COM              35874810         1       84 SH      SHARED                    84                  
D FRONTEER DEV GROUP INC         COM              35903Q10       221    91200 SH      SHARED                 91200                  
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       853   118919 SH      SHARED                118919                  
D FRONTIER COMMUNICATIONS CORP   COM              35906A10        29     4092 SH      SHARED      01          2099              1993
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      2130   296786 SH      SHARED      02        292785              4001
D FRONTIER COMMUNICATIONS CORP   COM              35906A10       150    21000 SH      SHARED      06         15600              5400
D FRONTIER COMMUNICATIONS CORP   COM              35906A10      1233   171792 SH      SHARED      10        171792                  
D FRONTIER COMMUNICATIONS CORP   COM              35906A10         2      410 SH      SHARED      21                             410
D FRONTIER FINL CORP WASH        COM              35907K10        31    28419 SH      SHARED                 28419                  
D FRONTIER FINL CORP WASH        COM              35907K10        20    18500 SH      SHARED      01         18500                  
D FRONTIER FINL CORP WASH        COM              35907K10         7     6522 SH      SHARED      02          6522                  
D FRONTIER FINL CORP WASH        COM              35907K10        29    26550 SH      SHARED      10         26550                  
D FRONTIER OIL CORP              COM              35914P10      5477   428247 SH      SHARED                428247                  
D FRONTIER OIL CORP              COM              35914P10       437    34200 SH      SHARED      01                           34200
D FRONTIER OIL CORP              COM              35914P10       237    18536 SH      SHARED      02         17936               600
D FROZEN FOOD EXPRESS INDS INC   COM              35936010         1      347 SH      SHARED                   347                  
D FROZEN FOOD EXPRESS INDS INC   COM              35936010         1      568 SH      SHARED      02           568                  
D FUELCELL ENERGY INC            COM              35952H10       114    47559 SH      SHARED                 47559                  
D FUELCELL ENERGY INC            COM              35952H10         6     2795 SH      SHARED      02          1795              1000
D FUELCELL ENERGY INC            COM              35952H10      1015   423069 SH      SHARED      04        423069                  
D FUELCELL ENERGY INC            COM              35952H10      1295   539874 SH      SHARED      05        539874                  
D FUELCELL ENERGY INC            COM              35952H10       152    63497 SH      SHARED      06                           63497
D FUEL SYS SOLUTIONS INC         COM              35952W10        78     5800 SH      SHARED                  5800                  
D FUEL SYS SOLUTIONS INC         COM              35952W10         4      312 SH      SHARED      02           312                  
D FUEL SYS SOLUTIONS INC         COM              35952W10        75     5600 SH      SHARED      10          5600                  
D FUEL TECH INC                  COM              35952310        12     1200 SH      SHARED                  1200                  
D FUEL TECH INC                  COM              35952310        63     6089 SH      SHARED                  6089                  
D FUEL TECH INC                  COM              35952310        12     1200 SH      SHARED      01          1200                  
D FUEL TECH INC                  COM              35952310        48     4607 SH      SHARED      02          1707              2900
D FUEL TECH INC                  COM              35952310      1359   130000 SH      SHARED      04        130000                  
D FUEL TECH INC                  COM              35952310      1569   150000 SH      SHARED      05        150000                  
D FUEL TECH INC                  COM              35952310       199    19100 SH      SHARED      06                           19100
D FUJIFILM HLDGS CORP            ADR 2 ORD        35958N10        21      958 SH      SHARED      02           500               458
D FUJIFILM HLDGS CORP            ADR 2 ORD        35958N10        59     2699 SH      SHARED      21                            2699
D FULL HOUSE RESORTS INC         COM              35967810         0      345 SH      SHARED                   345                  
D FULLER H B CO                  COM              35969410       318    24512 SH      SHARED                 24512                  
D FULLER H B CO                  COM              35969410       178    13769 SH      SHARED      02         13769                  
D FULLER H B CO                  COM              35969410       336    25900 SH      SHARED      10         25900                  
D FULTON FINL CORP PA            COM              36027110       233    35156 SH      SHARED                 35156                  
D FULTON FINL CORP PA            COM              36027110       416    62775 SH      SHARED      01            75             62700
D FULTON FINL CORP PA            COM              36027110        15     2399 SH      SHARED      02          2399                  
D FURNITURE BRANDS INTL INC      COM              36092110        78    53531 SH      SHARED                 53531                  
D FURNITURE BRANDS INTL INC      COM              36092110        67    45795 SH      SHARED      02          9795             36000
D FURNITURE BRANDS INTL INC      COM              36092110        18    12800 SH      SHARED      10         12800                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20        87    18632 SH      SHARED                 18632                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20         5     1100 SH      SHARED      01          1100                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20         1      257 SH      SHARED      02           257                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20        76    16300 SH      SHARED      10         16300                  
D FUQI INTERNATIONAL INC         COM NEW          36102A20       199    42500 SH      SHR/OTHR    23                           42500
D FURMANITE CORPORATION          COM              36108610        24     7800 SH      SHARED                  7800                  
D FURMANITE CORPORATION          COM              36108610         2      952 SH      SHARED      02           952                  
D FUSION TELECOMM INTL INC       COM              36113B30         0      560 SH      SHARED                   560                  
D FUSHI COPPERWELD INC           COM              36113E10         1      374 SH      SHARED      02           374                  
D G & K SVCS INC                 CL A             36126810        26     1427 SH      SHARED                  1427                  
D G & K SVCS INC                 CL A             36126810        39     2100 SH      SHARED      01                            2100
D G & K SVCS INC                 CL A             36126810       137     7269 SH      SHARED      02          7009               260
D G & K SVCS INC                 CL A             36126810       221    11700 SH      SHARED      10         11700                  
D GAMCO INVESTORS INC            COM              36143810        35     1093 SH      SHARED                  1093                  
D GAMCO INVESTORS INC            COM              36143810        16      495 SH      SHARED      02           495                  
D GATX CORP                      NOTE  5.000% 8/1 361448AE      1890  2250000 PRN     SHARED               2250000                  
D GATX CORP                      COM              36144810        90     4457 SH      SHARED                  4457                  
D GATX CORP                      COM              36144810       337    16700 SH      SHARED      01                           16700
D GATX CORP                      COM              36144810       430    21268 SH      SHARED      02         21268                  
D GATX CORP                      COM              36144810     10853   536500 SH      SHARED      10        536500                  
D GATX CORP                      COM              36144810        50     2500 SH      SHARED      23                            2500
D GEO GROUP INC                  COM              36159R10        86     6495 SH      SHARED                  6495                  
D GEO GROUP INC                  COM              36159R10        84     6353 SH      SHARED      02          6353                  
D GEO GROUP INC                  COM              36159R10       141    10700 SH      SHARED      10         10700                  
D GEO GROUP INC                  COM              36159R10        31     2391 SH      SHARED      21          1311              1080
D GFI GROUP INC                  COM              36165220       657   204759 SH      SHARED                204759                  
D GFI GROUP INC                  COM              36165220        46    14500 SH      SHARED      01         14500                  
D GFI GROUP INC                  COM              36165220       105    32781 SH      SHARED      02         32781                  
D GHL ACQUISITION CORP           COM              36172H10       937   100000 SH      SHARED                100000                  
D GHL ACQUISITION CORP           COM              36172H10      1630   174000 SH      SHARED      02        174000                  
D GHL ACQUISITION CORP           UNIT 99/99/9999  36172H20        39     4147 SH      SHARED                  4147                  
D GP STRATEGIES CORP             COM              36225V10         2      729 SH      SHARED                   729                  
D GSE SYS INC                    COM              36227K10         2      445 SH      SHARED                   445                  
D GSE SYS INC                    COM              36227K10         4      700 SH      SHARED      02           700                  
D GT SOLAR INTL INC              COM              3623E020       170    25613 SH      SHARED                 25613                  
D GT SOLAR INTL INC              COM              3623E020        86    13000 SH      SHARED      01         13000                  
D GT SOLAR INTL INC              COM              3623E020         5      895 SH      SHARED      02           795               100
D GT SOLAR INTL INC              COM              3623E020        86    13000 SH      SHARED      04         13000                  
D GT SOLAR INTL INC              COM              3623E020      1127   169800 SH      SHARED      10        169800                  
D G-III APPAREL GROUP LTD        COM              36237H10         0       80 SH      SHARED                    80                  
D G-III APPAREL GROUP LTD        COM              36237H10         1      343 SH      SHARED      02           343                  
D GSI COMMERCE INC               COM              36238G10       479    36625 SH      SHARED                 36625                  
D GSI COMMERCE INC               COM              36238G10       378    28916 SH      SHARED      02         17816             11100
D GSI COMMERCE INC               COM              36238G10        20     1566 SH      SHARED      21          1566                  
D GTSI CORP                      COM              36238K10         0      179 SH      SHARED                   179                  
D GTC BIOTHERAPEUTICS INC        COM              36238T10        12    34853 SH      SHARED                 34853                  
D GABELLI EQUITY TR INC          COM              36239710        12     4000 SH      SHARED      02                            4000
D GSI TECHNOLOGY                 COM              36241U10         1      519 SH      SHARED                   519                  
D GSI TECHNOLOGY                 COM              36241U10         2     1097 SH      SHARED      02          1097                  
D GABELLI DIVD & INCOME TR       COM              36242H10       800    95844 SH      SHARED      02           100             95744
D GABELLI GLB GLD NAT RES & IN   COM SHS BN INT   36244N10        34     2200 SH      SHARED      02                            2200
D GABELLI GLOBAL DEAL FD         COM SBI          36245G10       190    15350 SH      SHARED      02                           15350
D GSC INVESTMENT CORP            COM              36249310         0        8 SH      SHARED                     8                  
D GAFISA S A                     SPONS ADR        36260730        45     4603 SH      SHARED                  4603                  
D GAFISA S A                     SPONS ADR        36260730         0      100 SH      SHARED      02           100                  
D GAIAM INC                      CL A             36268Q10        17     5425 SH      SHARED                  5425                  
D GAIAM INC                      CL A             36268Q10         3     1161 SH      SHARED      02          1161                  
D GAINSCO INC                    COM              36312720         0      222 SH      SHARED                   222                  
D GALLAGHER ARTHUR J & CO        COM              36357610      1253    73724 SH      SHARED                 73724                  
D GALLAGHER ARTHUR J & CO        COM              36357610       530    31200 SH      SHARED      01                           31200
D GALLAGHER ARTHUR J & CO        COM              36357610        22     1333 SH      SHARED      02          1333                  
D GALLAGHER ARTHUR J & CO        COM              36357610       263    15500 SH      SHARED      04         15500                  
D GALLAGHER ARTHUR J & CO        COM              36357610       624    36717 SH      SHARED      10         36717                  
D GALLAGHER ARTHUR J & CO        COM              36357610        25     1506 SH      SHARED      21                            1506
D GAMETECH INTERNATIONAL INC     COM              36466D10         0      266 SH      SHARED                   266                  
D GAMING PARTNERS INTL CORP      COM              36467A10         0       98 SH      SHARED                    98                  
D GAMMON GOLD INC                COM              36467T10      1218   188401 SH      SHARED                188401                  
D GAMMON GOLD INC                COM              36467T10        24     3800 SH      SHARED                  3800                  
D GAMMON GOLD INC                COM              36467T10        68    10600 SH      SHARED      02         10600                  
D GAMMON GOLD INC                COM              36467T10      4236   654800 SH      SHARED      10        654800                  
D GAMESTOP CORP NEW              CL A             36467W10      3122   111426 SH      SHARED                111426                  
D GAMESTOP CORP NEW              CL A             36467W10      1591    56791 SH      SHARED      01         56791                  
D GAMESTOP CORP NEW              CL A             36467W10       163     5838 SH      SHARED      02          5838                  
D GAMESTOP CORP NEW              CL A             36467W10      2802   100000 SH      SHARED      05        100000                  
D GAMESTOP CORP NEW              CL A             36467W10       360    12850 SH      SHARED      06          7650              5200
D GAMESTOP CORP NEW              CL A             36467W10      5852   208865 SH      SHARED      10        208865                  
D GAMESTOP CORP NEW              CL A             36467W10        68     2450 SH      SHARED      21          2450                  
D GANDER MOUNTAIN CO             COM              36471P10         0      186 SH      SHARED                   186                  
D GANNETT INC                    COM              36473010       109    49946 SH      SHARED                                   49946
D GANNETT INC                    COM              36473010       159    72707 SH      SHARED                 72707                  
D GANNETT INC                    COM              36473010       201    91520 SH      SHARED      01         91520                  
D GANNETT INC                    COM              36473010        92    41989 SH      SHARED      02         39680              2309
D GANNETT INC                    COM              36473010         0      100 SH      SHARED      05           100                  
D GANNETT INC                    COM              36473010       101    45950 SH      SHARED      06         43700              2250
D GANNETT INC                    COM              36473010       186    84661 SH      SHARED      10         84661                  
D GANNETT INC                    COM              36473010         4     1915 SH      SHARED      20          1915                  
D GANNETT INC                    COM              36473010         3     1400 SH      SHR/OTHR    23                            1400
D GAP INC DEL                    COM              36476010     18988  1461771 SH      SHARED               1427168             34603
D GAP INC DEL                    COM              36476010      2482   191118 SH      SHARED      01        185948              5170
D GAP INC DEL                    COM              36476010        10      825 SH      SHR/OTHR    01                             825
D GAP INC DEL                    COM              36476010      2680   206327 SH      SHARED      02        199004              7323
D GAP INC DEL                    COM              36476010       415    32000 SH      SHARED      04         32000                  
D GAP INC DEL                    COM              36476010         4      355 SH      SHARED      05           355                  
D GAP INC DEL                    COM              36476010       889    68490 SH      SHARED      06         52000             16490
D GAP INC DEL                    COM              36476010     26552  2044038 SH      SHARED      10       1950338             93700
D GAP INC DEL                    COM              36476010       137    10600 SH      SHARED      21         10600                  
D GAP INC DEL                    COM              36476010         8      642 SH      SHR/OTHR    21                             642
D GARDNER DENVER INC             COM              36555810       772    35517 SH      SHARED                 35517                  
D GARDNER DENVER INC             COM              36555810      1262    58071 SH      SHARED      01         34953             23118
D GARDNER DENVER INC             COM              36555810      1016    46750 SH      SHR/OTHR    01                           46750
D GARDNER DENVER INC             COM              36555810       275    12678 SH      SHARED      02         12616                62
D GARDNER DENVER INC             COM              36555810     20614   948236 SH      SHARED      10        929336             18900
D GARDNER DENVER INC             COM              36555810        33     1536 SH      SHARED      22          1536                  
D GARTNER INC                    COM              36665110       187    16995 SH      SHARED                 16995                  
D GARTNER INC                    COM              36665110       251    22803 SH      SHARED      01          1237             21566
D GARTNER INC                    COM              36665110       154    14039 SH      SHARED      02         10039              4000
D GARTNER INC                    COM              36665110       374    34000 SH      SHARED      10         26700              7300
D GARTNER INC                    COM              36665110       285    25909 SH      SHARED      23         25909                  
D GARTNER INC                    COM              36665110       334    30393 SH      SHR/OTHR    23                           30393
D GASCO ENERGY INC               COM              36722010         9    24482 SH      SHARED                 24482                  
D GASCO ENERGY INC               COM              36722010         0     2437 SH      SHARED      02          2437                  
D GASTAR EXPL LTD                COM              36729910       231   429232 SH      SHARED                429232                  
D GASTAR EXPL LTD                COM              36729910        77   142900 SH      SHARED      02                          142900
D GAYLORD ENTMT CO NEW           COM              36790510       131    15754 SH      SHARED                 15754                  
D GAYLORD ENTMT CO NEW           COM              36790510        12     1469 SH      SHARED      02          1469                  
D GAYLORD ENTMT CO NEW           COM              36790510        86    10400 SH      SHARED      10          8200              2200
D GAYLORD ENTMT CO NEW           COM              36790510        24     3000 SH      SHARED      23                            3000
D GEN-PROBE INC NEW              COM              36866T10      7792   170958 SH      SHARED                170958                  
D GEN-PROBE INC NEW              COM              36866T10       815    17900 SH      SHARED      01                           17900
D GEN-PROBE INC NEW              COM              36866T10       194     4271 SH      SHARED      02          4271                  
D GEN-PROBE INC NEW              COM              36866T10      2757    60500 SH      SHARED      04         60500                  
D GEN-PROBE INC NEW              COM              36866T10      1818    39900 SH      SHARED      10         38900              1000
D GEN-PROBE INC NEW              COM              36866T10         5      131 SH      SHARED      21                             131
D GENAERA CORP                   COM NEW          36867G20         0      476 SH      SHARED                   476                  
D GENAERA CORP                   COM NEW          36867G20         0        1 SH      SHARED      02             1                  
D GENCOR INDS INC                COM              36867810         0       86 SH      SHARED                    86                  
D GENCOR INDS INC                COM              36867810         0      100 SH      SHARED      02           100                  
D GENCORP INC                    NOTE  4.000% 1/1 368682AJ       173   250000 PRN     SHARED                250000                  
D GENCORP INC                    NOTE  4.000% 1/1 368682AJ      2869  4140000 PRN     SHARED      02       4140000                  
D GENCORP INC                    SDCV  2.250%11/1 368682AL       397  1104000 PRN     SHARED      02       1104000                  
D GENCORP INC                    COM              36868210         1      694 SH      SHARED                   694                  
D GENCORP INC                    COM              36868210         3     1579 SH      SHARED      02          1579                  
D GENENTECH INC                  COM NEW          36871040       889     9370 SH      SHARED                                    9370
D GENENTECH INC                  COM NEW          36871040      5781    60881 SH      SHARED                 60881                  
D GENENTECH INC                  COM NEW          36871040       655     6903 SH      SHARED      01          3100              3803
D GENENTECH INC                  COM NEW          36871040        95     1001 SH      SHR/OTHR    01                            1001
D GENENTECH INC                  COM NEW          36871040       289     3045 SH      SHARED      02          1573              1472
D GENENTECH INC                  COM NEW          36871040       341     3600 SH      SHARED      20                            3600
D GENENTECH INC                  COM NEW          36871040        14      155 SH      SHR/OTHR    21                             155
D GENENTECH INC                  COM NEW          36871040        72      765 SH      SHARED      23                             765
D GENERAL AMERN INVS INC         COM              36880210        58     3800 SH      SHARED      21          3800                  
D GENERAL CABLE CORP DEL NEW     COM              36930010       115     5810 SH      SHARED                  5810                  
D GENERAL CABLE CORP DEL NEW     COM              36930010        67     3425 SH      SHARED      01          3425                  
D GENERAL CABLE CORP DEL NEW     COM              36930010       322    16256 SH      SHARED      02         14294              1962
D GENERAL CABLE CORP DEL NEW     COM              36930010      4697   237000 SH      SHARED      04        237000                  
D GENERAL CABLE CORP DEL NEW     COM              36930010      6120   308800 SH      SHARED      05        308800                  
D GENERAL CABLE CORP DEL NEW     COM              36930010       951    48000 SH      SHARED      06         10500             37500
D GENERAL CABLE CORP DEL NEW     COM              36930010     19317   974650 SH      SHARED      10        974650                  
D GENERAL CABLE CORP DEL NEW     COM              36930010        24     1252 SH      SHARED      21                            1252
D GENERAL COMMUNICATION INC      CL A             36938510        28     4216 SH      SHARED                  4216                  
D GENERAL COMMUNICATION INC      CL A             36938510        50     7500 SH      SHARED      02          7500                  
D GENERAL COMMUNICATION INC      CL A             36938510        66    10000 SH      SHARED      10         10000                  
D GENERAL DYNAMICS CORP          COM              36955010        88     2130 SH      SHARED                                    2130
D GENERAL DYNAMICS CORP          COM              36955010     30359   729960 SH      SHARED                709858             20102
D GENERAL DYNAMICS CORP          COM              36955010      5508   132440 SH      SHARED      01        100484             31956
D GENERAL DYNAMICS CORP          COM              36955010        24      600 SH      SHR/OTHR    01                             600
D GENERAL DYNAMICS CORP          COM              36955010      1701    40903 SH      SHARED      02         38267              2636
D GENERAL DYNAMICS CORP          COM              36955010       103     2484 SH      SHARED      04                            2484
D GENERAL DYNAMICS CORP          COM              36955010       842    20260 SH      SHARED      04         20260                  
D GENERAL DYNAMICS CORP          COM              36955010         8      200 SH      SHARED      05           200                  
D GENERAL DYNAMICS CORP          COM              36955010      1120    26930 SH      SHARED      06         14550             12380
D GENERAL DYNAMICS CORP          COM              36955010     55431  1332810 SH      SHARED      10       1287610             45200
D GENERAL DYNAMICS CORP          COM              36955010       143     3440 SH      SHARED      20           740              2700
D GENERAL DYNAMICS CORP          COM              36955010        12      300 SH      SHR/OTHR    20                             300
D GENERAL DYNAMICS CORP          COM              36955010       428    10300 SH      SHARED      21          1400              8900
D GENERAL DYNAMICS CORP          COM              36955010        70     1700 SH      SHR/OTHR    21                            1700
D GENERAL DYNAMICS CORP          COM              36955010        64     1550 SH      SHARED      22          1150               400
D GENERAL DYNAMICS CORP          COM              36955010        16      400 SH      SHR/OTHR    22                             400
D GENERAL DYNAMICS CORP          COM              36955010     11737   282225 SH      SHARED      23          7416            274809
D GENERAL DYNAMICS CORP          COM              36955010     19708   473886 SH      SHR/OTHR    23                          473886
D GENERAL ELECTRIC CO            COM              36960410      3305   326912 SH      SHARED                 33502            293410
D GENERAL ELECTRIC CO            COM              36960410     81127  8024455 SH      SHARED               7761557            262898
D GENERAL ELECTRIC CO            COM              36960410     46234  4573160 SH      SHARED      01       3297844      400  1274916
D GENERAL ELECTRIC CO            COM              36960410      4456   440799 SH      SHR/OTHR    01                          440799
D GENERAL ELECTRIC CO            COM              36960410     22560  2231454 SH      SHARED      02       1800859            430595
D GENERAL ELECTRIC CO            COM              36960410       459    45424 SH      SHARED      04          3000             42424
D GENERAL ELECTRIC CO            COM              36960410     10815  1069800 SH      SHARED      04       1069800                  
D GENERAL ELECTRIC CO            COM              36960410     10519  1040543 SH      SHARED      05       1040543                  
D GENERAL ELECTRIC CO            COM              36960410      9800   969388 SH      SHARED      06        483400            485988
D GENERAL ELECTRIC CO            COM              36960410    175758 17384608 SH      SHARED      10      16141877           1242725
D GENERAL ELECTRIC CO            COM              36960410      1021   101000 SH      SHARED      15                          101000
D GENERAL ELECTRIC CO            COM              36960410      1171   115924 SH      SHARED      19                          115924
D GENERAL ELECTRIC CO            COM              36960410      3010   297789 SH      SHARED      20        196517      350   100922
D GENERAL ELECTRIC CO            COM              36960410      1538   152131 SH      SHR/OTHR    20                          152131
D GENERAL ELECTRIC CO            COM              36960410       899    88992 SH      SHARED      21         71927             17065
D GENERAL ELECTRIC CO            COM              36960410       366    36271 SH      SHR/OTHR    21                           36271
D GENERAL ELECTRIC CO            COM              36960410       915    90586 SH      SHARED      22         54874             35712
D GENERAL ELECTRIC CO            COM              36960410       378    37469 SH      SHR/OTHR    22                           37469
D GENERAL ELECTRIC CO            COM              36960410     13743  1359426 SH      SHARED      23       1283851             75575
D GENERAL ELECTRIC CO            COM              36960410     19521  1930920 SH      SHR/OTHR    23                         1930920
D GENERAL ELECTRIC CO            COM              36960410       236    23400 SH      SHARED      24         23400                  
D GENERAL EMPLOYMENT ENTERPRIS   COM              36973010         0      109 SH      SHARED                   109                  
D GENERAL FINANCE CORP           COM              36982210         0      250 SH      SHARED      02           250                  
D GENERAL GROWTH PPTYS INC       COM              37002110       372   524505 SH      SHARED                524505                  
D GENERAL GROWTH PPTYS INC       COM              37002110       120   169475 SH      SHARED      01        169475                  
D GENERAL GROWTH PPTYS INC       COM              37002110        27    38774 SH      SHARED      02         38774                  
D GENERAL GROWTH PPTYS INC       COM              37002110         0      358 SH      SHARED      20           358                  
D GENERAL MLS INC                COM              37033410     10797   216471 SH      SHARED                216471                  
D GENERAL MLS INC                COM              37033410      5511   110501 SH      SHARED      01         97666             12835
D GENERAL MLS INC                COM              37033410        26      525 SH      SHR/OTHR    01                             525
D GENERAL MLS INC                COM              37033410      4884    97919 SH      SHARED      02         90665              7254
D GENERAL MLS INC                COM              37033410        24      500 SH      SHARED      04           500                  
D GENERAL MLS INC                COM              37033410         8      180 SH      SHARED      05           180                  
D GENERAL MLS INC                COM              37033410      1360    27280 SH      SHARED      06         16250             11030
D GENERAL MLS INC                COM              37033410     11393   228424 SH      SHARED      10        228424                  
D GENERAL MLS INC                COM              37033410        91     1830 SH      SHARED      20          1830                  
D GENERAL MLS INC                COM              37033410         2       55 SH      SHR/OTHR    20                              55
D GENERAL MLS INC                COM              37033410        44      900 SH      SHARED      21           900                  
D GENERAL MLS INC                COM              37033410        13      265 SH      SHR/OTHR    21                             265
D GENERAL MLS INC                COM              37033410       698    14000 SH      SHARED      23          7300              6700
D GENERAL MLS INC                COM              37033410      1377    27620 SH      SHR/OTHR    23                           27620
D GENERAL MOLY INC               COM              37037310        53    50430 SH      SHARED                 50430                  
D GENERAL MOLY INC               COM              37037310         1     1639 SH      SHARED      02          1639                  
D GENERAL MTRS CORP              COM              37044210         1     1000 SH      SHARED                  1000                  
D GENERAL MTRS CORP              COM              37044210      1205   621441 SH      SHARED                621441                  
D GENERAL MTRS CORP              COM              37044210       284   146400 SH      SHARED      01        145800               600
D GENERAL MTRS CORP              COM              37044210       281   145201 SH      SHARED      02        109761             35440
D GENERAL MTRS CORP              COM              37044210         0      235 SH      SHARED      05           235                  
D GENERAL MTRS CORP              COM              37044210        67    35030 SH      SHARED      06         19450             15580
D GENERAL MTRS CORP              COM              37044210       426   219704 SH      SHARED      10        219704                  
D GENERAL MTRS CORP              COM              37044210         2     1223 SH      SHARED      23          1023               200
D GENERAL MTRS CORP              COM              37044210        15     8000 SH      SHR/OTHR    23                            8000
D GENERAL MTRS CORP              SENIOR DEBEN D   37044269      2220   240000 SH      SHARED                240000                  
D GENERAL MTRS CORP              DEB SR CV C 33   37044271      3175  1250000 SH      SHARED               1250000                  
D GENERAL MTRS CORP              DEB SR CV C 33   37044271     20239  7968245 SH      SHARED               7968245                  
D GENERAL MTRS CORP              DEB SR CV C 33   37044271      4251  1673987 SH      SHARED      02       1673647               340
D GENERAL MTRS CORP              DEB SR CONV B    37044273      4445  1750000 SH      SHARED               1750000                  
D GENERAL MTRS CORP              DEB SR CONV B    37044273       123    48702 SH      SHARED                 48702                  
D GENERAL MTRS CORP              DEB SR CONV B    37044273      2687  1057926 SH      SHARED      02       1057926                  
D GENERAL STEEL HOLDINGS INC     COM              37085310        19     7297 SH      SHARED                  7297                  
D GENERAL STEEL HOLDINGS INC     COM              37085310         0      245 SH      SHARED      02           245                  
D GENESCO INC                    SDCV  4.125% 6/1 371532AN       256   250000 PRN     SHARED                250000                  
D GENESCO INC                    COM              37153210        99     5267 SH      SHARED                  5267                  
D GENESCO INC                    COM              37153210       329    17482 SH      SHARED      02         17482                  
D GENESCO INC                    COM              37153210       129     6900 SH      SHARED      10          6900                  
D GENESEE & WYO INC              CL A             37155910        64     3015 SH      SHARED                  3015                  
D GENESEE & WYO INC              CL A             37155910       318    14981 SH      SHARED      02         14521               460
D GENESEE & WYO INC              CL A             37155910     11896   559850 SH      SHARED      10        559850                  
D GENESIS LEASE LTD              ADR              37183T10        24     8800 SH      SHARED                  8800                  
D GENESIS LEASE LTD              ADR              37183T10         0      100 SH      SHARED      02           100                  
D GENTEX CORP                    COM              37190110       201    20279 SH      SHARED                 20279                  
D GENTEX CORP                    COM              37190110       436    43800 SH      SHARED      01                           43800
D GENTEX CORP                    COM              37190110       353    35533 SH      SHARED      02         33454              2079
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710        84     8300 SH      SHARED                  8300                  
D GENESIS ENERGY L P             UNIT LTD PARTN   37192710       312    30500 SH      SHARED      02                           30500
D GENOPTIX INC                   COM              37243V10       137     5055 SH      SHARED                  5055                  
D GENOPTIX INC                   COM              37243V10        30     1100 SH      SHARED      01          1100                  
D GENOPTIX INC                   COM              37243V10         5      218 SH      SHARED      02           218                  
D GENOPTIX INC                   COM              37243V10      3981   145940 SH      SHARED      10        145940                  
D GENOMIC HEALTH INC             COM              37244C10        34     1429 SH      SHARED      02          1429                  
D GENTEK INC                     COM NEW          37245X20      3384   193539 SH      SHARED                193539                  
D GENTEK INC                     COM NEW          37245X20         3      210 SH      SHARED      02           210                  
D GENTEK INC                     COM NEW          37245X20        78     4500 SH      SHARED      10          4500                  
D GENVEC INC                     COM              37246C10         0     1048 SH      SHARED      02          1048                  
D GENUINE PARTS CO               COM              37246010       392    13129 SH      SHARED                                   13129
D GENUINE PARTS CO               COM              37246010      7148   239391 SH      SHARED                239391                  
D GENUINE PARTS CO               COM              37246010      1163    38976 SH      SHARED      01         36651              2325
D GENUINE PARTS CO               COM              37246010       440    14759 SH      SHARED      02         14478               281
D GENUINE PARTS CO               COM              37246010     36324  1216480 SH      SHARED      04       1216480                  
D GENUINE PARTS CO               COM              37246010         2      100 SH      SHARED      05           100                  
D GENUINE PARTS CO               COM              37246010       363    12181 SH      SHARED      06          7000              5181
D GENUINE PARTS CO               COM              37246010      4025   134801 SH      SHARED      10        134801                  
D GENUINE PARTS CO               COM              37246010      3135   105000 SH      SHARED      20                          105000
D GENUINE PARTS CO               COM              37246010      7629   255518 SH      SHR/OTHR    20                          255518
D GENUINE PARTS CO               COM              37246010        29     1000 SH      SHARED      21          1000                  
D GENUINE PARTS CO               COM              37246010        89     3000 SH      SHARED      23                            3000
D GENTIVA HEALTH SERVICES INC    COM              37247A10        25     1707 SH      SHARED                  1707                  
D GENTIVA HEALTH SERVICES INC    COM              37247A10        52     3475 SH      SHARED      01          3475                  
D GENTIVA HEALTH SERVICES INC    COM              37247A10       216    14267 SH      SHARED      02         14267                  
D GENTIVA HEALTH SERVICES INC    COM              37247A10      3810   250700 SH      SHARED      10        250700                  
D GENWORTH FINL INC              COM CL A         37247D10      1237   651066 SH      SHARED                651066                  
D GENWORTH FINL INC              COM CL A         37247D10        86    45400 SH      SHARED      01         45400                  
D GENWORTH FINL INC              COM CL A         37247D10        87    45868 SH      SHARED      02         44841              1027
D GENWORTH FINL INC              COM CL A         37247D10        15     8400 SH      SHARED      06                            8400
D GENWORTH FINL INC              COM CL A         37247D10       737   388005 SH      SHARED      10        388005                  
D GEORESOURCES INC               COM              37247610         4      697 SH      SHARED                   697                  
D GEORESOURCES INC               COM              37247610         1      156 SH      SHARED      02           156                  
D GEOPETRO RESOURCES CO          COM              37248H30         0      641 SH      SHARED                   641                  
D GEOGLOBAL RESOURCES INC        COM              37249T10        20    29060 SH      SHARED                 29060                  
D GEOGLOBAL RESOURCES INC        COM              37249T10         0      977 SH      SHARED      02           977                  
D GEOPHARMA INC                  COM              37250A10         0      259 SH      SHARED                   259                  
D GEOMET INC DEL                 COM              37250U20         0      476 SH      SHARED      02           476                  
D GEOEYE INC                     COM              37250W10      1537    77872 SH      SHARED                 77872                  
D GEOEYE INC                     COM              37250W10         0       10 SH      SHARED      01            10                  
D GEOEYE INC                     COM              37250W10         9      468 SH      SHARED      02           468                  
D GEOEYE INC                     COM              37250W10       242    12300 SH      SHARED      10         12300                  
D GEOKINETICS INC                COM PAR $0.01    37291030         0      224 SH      SHARED      02           224                  
D GENZYME CORP                   COM              37291710      4991    84045 SH      SHARED                 84045                  
D GENZYME CORP                   COM              37291710      4180    70390 SH      SHARED      01         67500              2890
D GENZYME CORP                   COM              37291710      1202    20244 SH      SHR/OTHR    01                           20244
D GENZYME CORP                   COM              37291710      2199    37040 SH      SHARED      02         34942              2098
D GENZYME CORP                   COM              37291710     21320   358997 SH      SHARED      04        358997                  
D GENZYME CORP                   COM              37291710         8      140 SH      SHARED      05           140                  
D GENZYME CORP                   COM              37291710     10951   184393 SH      SHARED      06         86023             98370
D GENZYME CORP                   COM              37291710     21684   365123 SH      SHARED      10        364323               800
D GENZYME CORP                   COM              37291710        89     1500 SH      SHARED      21                            1500
D GENZYME CORP                   COM              37291710        17      290 SH      SHARED      23                             290
D GENZYME CORP                   COM              37291710      1012    17050 SH      SHR/OTHR    23                           17050
D GEORGIA GULF CORP              COM PAR $0.01    37320020       157   222051 SH      SHARED                222051                  
D GEORGIA GULF CORP              COM PAR $0.01    37320020         0      200 SH      SHARED      02           200                  
D GERDAU AMERISTEEL CORP         COM              37373P10      2006   653544 SH      SHARED                653544                  
D GERDAU AMERISTEEL CORP         COM              37373P10         2      700 SH      SHARED      02           700                  
D GERDAU AMERISTEEL CORP         COM              37373P10       382   124500 SH      SHARED      06        124500                  
D GERDAU AMERISTEEL CORP         COM              37373P10      3201  1042801 SH      SHARED      10       1042801                  
D GERBER SCIENTIFIC INC          COM              37373010         5     2300 SH      SHARED                  2300                  
D GERBER SCIENTIFIC INC          COM              37373010        28    12000 SH      SHARED      01                           12000
D GERBER SCIENTIFIC INC          COM              37373010         5     2450 SH      SHARED      02          2450                  
D GERDAU S A                     SPONSORED ADR    37373710      2544   465172 SH      SHARED                465172                  
D GERDAU S A                     SPONSORED ADR    37373710      2311   422662 SH      SHARED      01        422662                  
D GERDAU S A                     SPONSORED ADR    37373710      1534   280500 SH      SHARED      02        280500                  
D GERMAN AMERN BANCORP INC       COM              37386510         3      287 SH      SHARED                   287                  
D GERON CORP                     COM              37416310       277    62047 SH      SHARED                 62047                  
D GERON CORP                     COM              37416310        47    10700 SH      SHARED      01         10700                  
D GERON CORP                     COM              37416310        33     7409 SH      SHARED      02          7409                  
D GETTY RLTY CORP NEW            COM              37429710        11      600 SH      SHARED                   600                  
D GETTY RLTY CORP NEW            COM              37429710        33     1852 SH      SHARED      02          1852                  
D GETTY RLTY CORP NEW            COM              37429710       110     6000 SH      SHARED      10          6000                  
D GEVITY HR INC                  COM              37439310       165    41841 SH      SHARED                 41841                  
D GEVITY HR INC                  COM              37439310         9     2510 SH      SHARED      02          2510                  
D GIANT INTERACTIVE GROUP INC    ADR              37451110       105    15500 SH      SHARED                 15500                  
D GIBRALTAR INDS INC             COM              37468910       133    28335 SH      SHARED                 28335                  
D GIBRALTAR INDS INC             COM              37468910       101    21540 SH      SHARED      02         21540                  
D GIBRALTAR INDS INC             COM              37468910        38     8200 SH      SHARED      10          8200                  
D GIGA TRONICS INC               COM              37517510         0      113 SH      SHARED                   113                  
D GILEAD SCIENCES INC            NOTE  0.500% 5/0 375558AG      1885  1500000 PRN     SHARED               1500000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH     17024 13300000 PRN     SHARED              13300000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH      5632  4400000 PRN     SHARED      02       4400000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH     10880  8500000 PRN     SHARED      04       8500000                  
D GILEAD SCIENCES INC            NOTE  0.625% 5/0 375558AH      5120  4000000 PRN     SHARED      06       4000000                  
D GILEAD SCIENCES INC            COM              37555810       362     7824 SH      SHARED                                    7824
D GILEAD SCIENCES INC            COM              37555810     18670   403085 SH      SHARED                342809             60276
D GILEAD SCIENCES INC            COM              37555810     27508   593870 SH      SHARED      01        397618            196252
D GILEAD SCIENCES INC            COM              37555810      7318   158005 SH      SHR/OTHR    01                          158005
D GILEAD SCIENCES INC            COM              37555810      4366    94275 SH      SHARED      02         62815             31460
D GILEAD SCIENCES INC            COM              37555810        27      583 SH      SHARED      04                             583
D GILEAD SCIENCES INC            COM              37555810     63905  1379645 SH      SHARED      04       1379645                  
D GILEAD SCIENCES INC            COM              37555810        23      500 SH      SHARED      05           500                  
D GILEAD SCIENCES INC            COM              37555810      7933   171266 SH      SHARED      06         68826            102440
D GILEAD SCIENCES INC            COM              37555810    147364  3181454 SH      SHARED      10       3163754             17700
D GILEAD SCIENCES INC            COM              37555810      3108    67113 SH      SHARED      19                           67113
D GILEAD SCIENCES INC            COM              37555810      3633    78440 SH      SHARED      20         60153      200    18087
D GILEAD SCIENCES INC            COM              37555810       722    15605 SH      SHR/OTHR    20                           15605
D GILEAD SCIENCES INC            COM              37555810      1218    26303 SH      SHARED      21         14803             11500
D GILEAD SCIENCES INC            COM              37555810       200     4336 SH      SHR/OTHR    21                            4336
D GILEAD SCIENCES INC            COM              37555810      1232    26600 SH      SHARED      22         20650              5950
D GILEAD SCIENCES INC            COM              37555810       300     6495 SH      SHR/OTHR    22                            6495
D GILEAD SCIENCES INC            COM              37555810      6512   140590 SH      SHARED      23        126975             13615
D GILEAD SCIENCES INC            COM              37555810      8493   183355 SH      SHR/OTHR    23                          183355
D GILDAN ACTIVEWEAR INC          COM              37591610        38     4719 SH      SHARED                  4719                  
D GILDAN ACTIVEWEAR INC          COM              37591610         3      400 SH      SHARED      01           400                  
D GILDAN ACTIVEWEAR INC          COM              37591610        15     1900 SH      SHARED      02          1900                  
D GILDAN ACTIVEWEAR INC          COM              37591610         4      600 SH      SHARED      06                             600
D GILDAN ACTIVEWEAR INC          COM              37591610        21     2700 SH      SHARED      10          2700                  
D GLACIER BANCORP INC NEW        COM              37637Q10        80     5119 SH      SHARED                  5119                  
D GLACIER BANCORP INC NEW        COM              37637Q10       116     7400 SH      SHARED      01          7400                  
D GLACIER BANCORP INC NEW        COM              37637Q10       318    20245 SH      SHARED      02         17896              2349
D GLACIER BANCORP INC NEW        COM              37637Q10       191    12200 SH      SHARED      10         12200                  
D GLADSTONE CAPITAL CORP         COM              37653510        41     6554 SH      SHARED                  6554                  
D GLADSTONE CAPITAL CORP         COM              37653510        16     2621 SH      SHARED      02          1746               875
D GLADSTONE COML CORP            COM              37653610         2      235 SH      SHARED                   235                  
D GLADSTONE COML CORP            COM              37653610        11     1250 SH      SHARED      02           375               875
D GLADSTONE INVT CORP            COM              37654610        49    12921 SH      SHARED                 12921                  
D GLADSTONE INVT CORP            COM              37654610         2      570 SH      SHARED      02           570                  
D GLATFELTER                     COM              37731610        45     7300 SH      SHARED                  7300                  
D GLATFELTER                     COM              37731610       271    43447 SH      SHARED      02          4557             38890
D GLATFELTER                     COM              37731610        97    15600 SH      SHARED      10         15600                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        30      967 SH      SHARED                   967                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       682    21974 SH      SHARED                 21974                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       120     3867 SH      SHARED      01           167              3700
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       228     7351 SH      SHARED      02          4400              2951
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       230     7423 SH      SHARED      06          7423                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       504    16224 SH      SHARED      20         14859              1365
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       271     8748 SH      SHR/OTHR    20                            8748
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       401    12936 SH      SHARED      21         12401               535
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10         6      200 SH      SHARED      22                             200
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10        49     1600 SH      SHR/OTHR    22                            1600
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       105     3400 SH      SHARED      23          3400                  
D GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W10       385    12393 SH      SHR/OTHR    23                           12393
D GLEN ROSE PETROLEUM CORP       COM              37783410         0       71 SH      SHARED                    71                  
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710       163    42796 SH      SHARED                 42796                  
D GLOBAL CASH ACCESS HLDGS INC   COM              37896710         4     1053 SH      SHARED      02          1053                  
D GLOBALSTAR INC                 COM              37897340        14    40571 SH      SHARED                 40571                  
D GLOBALSTAR INC                 COM              37897340         6    18926 SH      SHARED      02         18656               270
D GLOBAL BRANDS ACQUISITION CO   COM              37898210      9196   966041 SH      SHARED                966041                  
D GLOBAL BRANDS ACQUISITION CO   COM              37898210      1328   139500 SH      SHARED      02        139500                  
D GLOBAL BRANDS ACQUISITION CO   *W EXP 12/06/201 37898211         3   125944 SH      SHARED                125944                  
D GLOBAL BRANDS ACQUISITION CO   UNIT 99/99/9999  37898220       237    25000 SH      SHARED      02         25000                  
D GLOBAL CONSUMER ACQST CORP     COM              37898310      2068   218448 SH      SHARED                218448                  
D GLOBAL CONSUMER ACQST CORP     COM              37898310      3817   403100 SH      SHARED      02        403100                  
D GLOBAL CONSUMER ACQST CORP     *W EXP 11/27/201 37898311        29   212010 SH      SHARED                212010                  
D GLG PARTNERS INC               COM              37929X10        99    35072 SH      SHARED                 35072                  
D GLG PARTNERS INC               COM              37929X10         0      340 SH      SHARED      02           340                  
D GLG PARTNERS INC               *W EXP 12/28/201 37929X11         4    30000 SH      SHARED                 30000                  
D GLIMCHER RLTY TR               SH BEN INT       37930210         4     3200 SH      SHARED                  3200                  
D GLIMCHER RLTY TR               SH BEN INT       37930210         1     1300 SH      SHARED      01          1300                  
D GLIMCHER RLTY TR               SH BEN INT       37930210         7     5077 SH      SHARED      02          4777               300
D GLIMCHER RLTY TR               SH BEN INT       37930210        59    42300 SH      SHARED      10         42300                  
D GLOBAL INDS LTD                DBCV  2.750% 8/0 379336AE        99   300000 PRN     SHARED                300000                  
D GLOBAL INDS LTD                COM              37933610        53    13831 SH      SHARED                 13831                  
D GLOBAL INDS LTD                COM              37933610        39    10300 SH      SHARED      01         10300                  
D GLOBAL INDS LTD                COM              37933610         3      809 SH      SHARED      02           809                  
D GLOBAL ENTMT CORP              COM NEW          37939C20         0       88 SH      SHARED                    88                  
D GLOBALSCAPE INC                COM              37940G10         0      231 SH      SHARED                   231                  
D GLOBAL PMTS INC                COM              37940X10      1591    47624 SH      SHARED                 47624                  
D GLOBAL PMTS INC                COM              37940X10       946    28335 SH      SHARED      01          2235             26100
D GLOBAL PMTS INC                COM              37940X10       711    21289 SH      SHARED      02         21217                72
D GLOBAL PMTS INC                COM              37940X10      7300   218500 SH      SHARED      10        218500                  
D GLOBAL PARTNERS LP             COM UNITS        37946R10        32     2604 SH      SHARED                  2604                  
D GLOBAL PARTNERS LP             COM UNITS        37946R10         6      500 SH      SHARED      02                             500
D GLOBAL TRAFFIC NETWORK INC     COM              37947B10         0      304 SH      SHARED      02           304                  
D GLOBECOMM SYSTEMS INC          COM              37956X10         0       24 SH      SHARED                    24                  
D GLOBECOMM SYSTEMS INC          COM              37956X10         3      523 SH      SHARED      02           523                  
D GLU MOBILE INC                 COM              37989010         0      479 SH      SHARED                   479                  
D GLOBAL ENERGY HLDGS GROUP IN   COM              37991A10         3    25282 SH      SHARED                 25282                  
D GMX RES INC                    COM              38011M10        89    13710 SH      SHARED                 13710                  
D GMX RES INC                    COM              38011M10         5      800 SH      SHARED      01           800                  
D GMX RES INC                    COM              38011M10         3      493 SH      SHARED      02           493                  
D GMX RES INC                    COM              38011M10        10     1600 SH      SHARED      10          1600                  
D GMARKET INC                    SPON ADR         38012G10      5796   353219 SH      SHARED                353219                  
D GMARKET INC                    SPON ADR         38012G10         1      100 SH      SHARED      02           100                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10       552   195091 SH      SHARED                195091                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10        70    25000 SH      SHARED      02         25000                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10       566   200000 SH      SHARED      04        200000                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10       707   250000 SH      SHARED      05        250000                  
D GOL LINHAS AEREAS INTLG S A    SP ADR REP PFD   38045R10        14     5200 SH      SHARED      10          5200                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      1693   149316 SH      SHARED                149316                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10    133695 11789736 SH      SHARED              11789736                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       170    15000 SH      SHARED      01                           15000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      4099   361528 SH      SHARED      02        360900               628
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10      8629   761000 SH      SHARED      04        761000                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10        42     3729 SH      SHARED      21                            3729
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       235    20800 SH      SHARED      23         20800                  
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T10       272    24000 SH      SHR/OTHR    23                           24000
D GOLDCORP INC NEW               COM              38095640      4883   146575 SH      SHARED                146575                  
D GOLDCORP INC NEW               COM              38095640      2247    67460 SH      SHARED                 67460                  
D GOLDCORP INC NEW               COM              38095640        11      338 SH      SHARED      01           338                  
D GOLDCORP INC NEW               COM              38095640        15      475 SH      SHR/OTHR    01                             475
D GOLDCORP INC NEW               COM              38095640      4468   134103 SH      SHARED      02         94800             39303
D GOLDCORP INC NEW               COM              38095640     16618   498757 SH      SHARED      04        498757                  
D GOLDCORP INC NEW               COM              38095640      1679    50400 SH      SHARED      05         50400                  
D GOLDCORP INC NEW               COM              38095640      1362    40904 SH      SHARED      06          6419             34485
D GOLDCORP INC NEW               COM              38095640     50034  1501648 SH      SHARED      10       1501648                  
D GOLDCORP INC NEW               COM              38095640       366    11000 SH      SHR/OTHR    23                           11000
D GOLDEN ENTERPRISES INC         COM              38101010         0      133 SH      SHARED                   133                  
D GOLDEN POND HEALTHCARE INC     COM              38116J10      1005   133403 SH      SHARED                133403                  
D GOLDEN POND HEALTHCARE INC     COM              38116J10         5      700 SH      SHARED      02           700                  
D GOLDEN POND HEALTHCARE INC     *W EXP 11/06/201 38116J11         2    80564 SH      SHARED                 80564                  
D GOLDEN POND HEALTHCARE INC     UNIT 99/99/9999  38116J20        11     1500 SH      SHARED      02                            1500
D GOLDEN STAR RES LTD CDA        COM              38119T10        35    24200 SH      SHARED      02         24200                  
D GOLDFIELD CORP                 COM              38137010         0      632 SH      SHARED                   632                  
D GOLDMAN SACHS GROUP INC        COM              38141G10        50      475 SH      SHARED                   475                  
D GOLDMAN SACHS GROUP INC        COM              38141G10     72417   683051 SH      SHARED                676151              6900
D GOLDMAN SACHS GROUP INC        COM              38141G10     12965   122290 SH      SHARED      01        105075             17215
D GOLDMAN SACHS GROUP INC        COM              38141G10        40      385 SH      SHR/OTHR    01                             385
D GOLDMAN SACHS GROUP INC        COM              38141G10      6865    64753 SH      SHARED      02         64753                  
D GOLDMAN SACHS GROUP INC        COM              38141G10      5793    54642 SH      SHARED      04         54642                  
D GOLDMAN SACHS GROUP INC        COM              38141G10      4814    45410 SH      SHARED      05         45410                  
D GOLDMAN SACHS GROUP INC        COM              38141G10      6626    62500 SH      SHARED      06         41530             20970
D GOLDMAN SACHS GROUP INC        COM              38141G10    115676  1091077 SH      SHARED      10       1075377             15700
D GOLDMAN SACHS GROUP INC        COM              38141G10      2250    21225 SH      SHARED      15                           21225
D GOLDMAN SACHS GROUP INC        COM              38141G10       446     4210 SH      SHARED      20          4205                 5
D GOLDMAN SACHS GROUP INC        COM              38141G10         5       48 SH      SHARED      21                              48
D GOLDMAN SACHS GROUP INC        COM              38141G10        84      800 SH      SHR/OTHR    21                             800
D GOLDMAN SACHS GROUP INC        COM              38141G10       106     1000 SH      SHARED      22           200               800
D GOLDMAN SACHS GROUP INC        COM              38141G10        47      450 SH      SHR/OTHR    22                             450
D GOLDMAN SACHS GROUP INC        COM              38141G10       318     3003 SH      SHARED      23          2803               200
D GOLDMAN SACHS GROUP INC        COM              38141G10       714     6736 SH      SHR/OTHR    23                            6736
D GOLDLEAF FINANCIAL SOLUTIONS   COM NEW          38144H20         0      454 SH      SHARED                   454                  
D GOLF TR AMER INC               COM              38168B10         0      178 SH      SHARED                   178                  
D GOLFSMITH INTL HOLDINGS INC    COM              38168Y10         0      156 SH      SHARED                   156                  
D GOOD TIMES RESTAURANTS INC     COM PAR $0.001   38214088         0       53 SH      SHARED                    53                  
D GOODRICH CORP                  COM              38238810     16441   433919 SH      SHARED                433919                  
D GOODRICH CORP                  COM              38238810      3306    87259 SH      SHARED      01         35349             51910
D GOODRICH CORP                  COM              38238810        49     1300 SH      SHR/OTHR    01                            1300
D GOODRICH CORP                  COM              38238810       845    22317 SH      SHARED      02         21650               667
D GOODRICH CORP                  COM              38238810      1515    40000 SH      SHARED      04         40000                  
D GOODRICH CORP                  COM              38238810       390    10300 SH      SHARED      06          5900              4400
D GOODRICH CORP                  COM              38238810     24118   636536 SH      SHARED      10        628136              8400
D GOODRICH CORP                  COM              38238810         5      150 SH      SHARED      23           150                  
D GOODRICH CORP                  COM              38238810       111     2950 SH      SHR/OTHR    23                            2950
D GOODRICH PETE CORP             NOTE  3.250%12/0 382410AB      3780  5317000 PRN     SHARED      02       5317000                  
D GOODRICH PETE CORP             COM NEW          38241040       129     6712 SH      SHARED                  6712                  
D GOODRICH PETE CORP             COM NEW          38241040        23     1195 SH      SHARED      01          1195                  
D GOODRICH PETE CORP             COM NEW          38241040        68     3526 SH      SHARED      02          3526                  
D GOODRICH PETE CORP             COM NEW          38241040      2199   113600 SH      SHARED      10        113600                  
D GOODYEAR TIRE & RUBR CO        COM              38255010      1288   205844 SH      SHARED                205844                  
D GOODYEAR TIRE & RUBR CO        COM              38255010       283    45232 SH      SHARED      01         44372               860
D GOODYEAR TIRE & RUBR CO        COM              38255010       373    59710 SH      SHARED      02         58890               820
D GOODYEAR TIRE & RUBR CO        COM              38255010        86    13750 SH      SHARED      06          8550              5200
D GOODYEAR TIRE & RUBR CO        COM              38255010       724   115728 SH      SHARED      10        115728                  
D GOODYEAR TIRE & RUBR CO        COM              38255010        12     2000 SH      SHR/OTHR    23                            2000
D GOOGLE INC                     CL A             38259P50      2191     6295 SH      SHARED                    75              6220
D GOOGLE INC                     CL A             38259P50     74108   212919 SH      SHARED                208766              4153
D GOOGLE INC                     CL A             38259P50     23731    68182 SH      SHARED      01         66063              2119
D GOOGLE INC                     CL A             38259P50       509     1465 SH      SHR/OTHR    01                            1465
D GOOGLE INC                     CL A             38259P50     13348    38351 SH      SHARED      02         33187              5164
D GOOGLE INC                     CL A             38259P50       816     2347 SH      SHARED      04           180              2167
D GOOGLE INC                     CL A             38259P50     46204   132750 SH      SHARED      04        132750                  
D GOOGLE INC                     CL A             38259P50      3522    10120 SH      SHARED      05         10120                  
D GOOGLE INC                     CL A             38259P50     21139    60736 SH      SHARED      06         31396             29340
D GOOGLE INC                     CL A             38259P50    183272   526553 SH      SHARED      10        489543             37010
D GOOGLE INC                     CL A             38259P50      1949     5600 SH      SHARED      15                            5600
D GOOGLE INC                     CL A             38259P50        87      250 SH      SHARED      19                             250
D GOOGLE INC                     CL A             38259P50        54      158 SH      SHARED      20           126                32
D GOOGLE INC                     CL A             38259P50         1        3 SH      SHR/OTHR    20                               3
D GOOGLE INC                     CL A             38259P50       188      543 SH      SHARED      21           353               190
D GOOGLE INC                     CL A             38259P50        69      200 SH      SHR/OTHR    21                             200
D GOOGLE INC                     CL A             38259P50        20       60 SH      SHARED      22            50                10
D GOOGLE INC                     CL A             38259P50        15       45 SH      SHR/OTHR    22                              45
D GOOGLE INC                     CL A             38259P50       222      640 SH      SHARED      23           530               110
D GOOGLE INC                     CL A             38259P50       406     1169 SH      SHR/OTHR    23                            1169
D GOOGLE INC                     CL A             38259P50       306      880 SH      SHARED      24           880                  
D GORMAN RUPP CO                 COM              38308210         7      374 SH      SHARED      02           374                  
D GRACE W R & CO DEL NEW         COM              38388F10      1663   263238 SH      SHARED                263238                  
D GRACE W R & CO DEL NEW         COM              38388F10         2      450 SH      SHARED      01                             450
D GRACE W R & CO DEL NEW         COM              38388F10       193    30552 SH      SHARED      02         30552                  
D GRACE W R & CO DEL NEW         COM              38388F10        96    15200 SH      SHARED      10         12700              2500
D GRACO INC                      COM              38410910        97     5685 SH      SHARED                  5685                  
D GRACO INC                      COM              38410910       314    18450 SH      SHARED      01                           18450
D GRACO INC                      COM              38410910        22     1321 SH      SHARED      02          1321                  
D GRAFTECH INTL LTD              COM              38431310       327    53242 SH      SHARED                 53242                  
D GRAFTECH INTL LTD              COM              38431310       456    74170 SH      SHARED      01         74170                  
D GRAFTECH INTL LTD              COM              38431310       559    90850 SH      SHR/OTHR    01                           90850
D GRAFTECH INTL LTD              COM              38431310       378    61383 SH      SHARED      02         61203               180
D GRAFTECH INTL LTD              COM              38431310     11076  1798106 SH      SHARED      10       1780906             17200
D GRAFTECH INTL LTD              COM              38431310        12     2000 SH      SHARED      23                            2000
D GRAHAM CORP                    COM              38455610        72     8083 SH      SHARED                  8083                  
D GRAHAM CORP                    COM              38455610         2      264 SH      SHARED      02           264                  
D GRAINGER W W INC               COM              38480210     15442   220037 SH      SHARED                220037                  
D GRAINGER W W INC               COM              38480210      1303    18574 SH      SHARED      01         18574                  
D GRAINGER W W INC               COM              38480210        28      400 SH      SHR/OTHR    01                             400
D GRAINGER W W INC               COM              38480210      1984    28281 SH      SHARED      02         28056               225
D GRAINGER W W INC               COM              38480210       370     5286 SH      SHARED      06          2956              2330
D GRAINGER W W INC               COM              38480210      4056    57795 SH      SHARED      10         57795                  
D GRAINGER W W INC               COM              38480210       358     5113 SH      SHARED      20           713              4400
D GRAINGER W W INC               COM              38480210        28      400 SH      SHR/OTHR    23                             400
D GRAMERCY CAP CORP              COM              38487110        29    30420 SH      SHARED                 30420                  
D GRAMERCY CAP CORP              COM              38487110        52    54400 SH      SHARED      01         54400                  
D GRAMERCY CAP CORP              COM              38487110         9     9707 SH      SHARED      02          1299              8408
D GRAMERCY CAP CORP              COM              38487110         3     3411 SH      SHARED      10          3411                  
D GRAN TIERRA ENERGY INC         COM              38500T10       675   269044 SH      SHARED                269044                  
D GRAN TIERRA ENERGY INC         COM              38500T10         9     3900 SH      SHARED      01          3900                  
D GRAN TIERRA ENERGY INC         COM              38500T10        39    15601 SH      SHARED      02         15601                  
D GRAND CANYON ED INC            COM              38526M10         5      332 SH      SHARED                   332                  
D GRAND CANYON ED INC            COM              38526M10         5      301 SH      SHARED      02           301                  
D GRAND CANYON ED INC            COM              38526M10       101     5900 SH      SHARED      10          5900                  
D GRANITE CITY FOOD & BREWERY    COM              38724Q10         0      382 SH      SHARED                   382                  
D GRANITE CONSTR INC             COM              38732810      1819    48547 SH      SHARED                 48547                  
D GRANITE CONSTR INC             COM              38732810       459    12250 SH      SHARED      01          1300             10950
D GRANITE CONSTR INC             COM              38732810       699    18667 SH      SHARED      02         16467              2200
D GRANITE CONSTR INC             COM              38732810      1682    44900 SH      SHARED      10         39000              5900
D GRAPHIC PACKAGING HLDG CO      COM              38868910        25    29300 SH      SHARED                 29300                  
D GRAPHIC PACKAGING HLDG CO      COM              38868910         3     3750 SH      SHARED      02          3750                  
D GRAY TELEVISION INC            COM              38937510         0      500 SH      SHARED                   500                  
D GRAY TELEVISION INC            COM              38937510         0     1088 SH      SHARED      02          1088                  
D GREAT ATLANTIC & PAC TEA INC   COM              39006410       181    34150 SH      SHARED                 34150                  
D GREAT ATLANTIC & PAC TEA INC   COM              39006410        26     4942 SH      SHARED      02          4942                  
D GREAT BASIN GOLD LTD           COM              39012410        53    41900 SH      SHARED                 41900                  
D GREAT BASIN GOLD LTD           COM              39012410        15    12300 SH      SHARED      02         12300                  
D GREAT BASIN GOLD LTD           COM              39012410      2024  1594400 SH      SHARED      10       1594400                  
D GREAT FLA BK MIAMI LAKES FLA   CL A             39052810         0      320 SH      SHARED                   320                  
D GREAT LAKES DREDGE & DOCK CO   COM              39060710        76    25347 SH      SHARED                 25347                  
D GREAT LAKES DREDGE & DOCK CO   COM              39060710         2      924 SH      SHARED      02           924                  
D GREAT LAKES DREDGE & DOCK CO   COM              39060710        47    15700 SH      SHARED      10         15700                  
D GREAT SOUTHN BANCORP INC       COM              39090510         4      292 SH      SHARED                   292                  
D GREAT SOUTHN BANCORP INC       COM              39090510         4      300 SH      SHARED      02           300                  
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     39106410         0        8 SH      SHARED                     8                  
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     39106410        51      646 SH      SHARED      02            65               581
D GREAT PLAINS ENERGY INC        COM              39116410       225    16731 SH      SHARED                 16731                  
D GREAT PLAINS ENERGY INC        COM              39116410       703    52206 SH      SHARED      01         12200             40006
D GREAT PLAINS ENERGY INC        COM              39116410       114     8526 SH      SHARED      02          6691              1835
D GREAT PLAINS ENERGY INC        COM              39116410       118     8833 SH      SHARED      10          8833                  
D GREAT PLAINS ENERGY INC        COM              39116410        28     2100 SH      SHARED      20           500              1600
D GREAT PLAINS ENERGY INC        COM              39116410        22     1670 SH      SHARED      21                            1670
D GREAT WOLF RESORTS INC         COM              39152310         1      512 SH      SHARED                   512                  
D GREAT WOLF RESORTS INC         COM              39152310         1      795 SH      SHARED      02           795                  
D GREAT WOLF RESORTS INC         COM              39152310         0      200 SH      SHARED      10           200                  
D GREATBATCH INC                 SDCV  2.250% 6/1 39153LAB       604   800000 PRN     SHARED                800000                  
D GREATBATCH INC                 SDCV  2.250% 6/1 39153LAB      1530  2025000 PRN     SHARED      02       2025000                  
D GREATBATCH INC                 COM              39153L10       276    14270 SH      SHARED                 14270                  
D GREATBATCH INC                 COM              39153L10        69     3616 SH      SHARED      02          3616                  
D GREATBATCH INC                 COM              39153L10       166     8600 SH      SHARED      10          8600                  
D GREATER CHINA FD INC           COM              39167B10         8     1000 SH      SHARED      02                            1000
D GREEN BUILDERS INC             COM              39274410         0      130 SH      SHARED                   130                  
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       869    18116 SH      SHARED                 18116                  
D GREEN MTN COFFEE ROASTERS IN   COM              39312210       144     3000 SH      SHARED      01                            3000
D GREEN MTN COFFEE ROASTERS IN   COM              39312210        27      578 SH      SHARED      02           578                  
D GREEN MTN COFFEE ROASTERS IN   COM              39312210      7939   165400 SH      SHARED      10        165400                  
D GREEN PLAINS RENEWABLE ENERG   COM              39322210         0       32 SH      SHARED                    32                  
D GREENBRIER COS INC             NOTE  2.375% 5/1 393657AD      1015  2700000 PRN     SHARED               2700000                  
D GREENBRIER COS INC             NOTE  2.375% 5/1 393657AD        75   200000 PRN     SHARED      23                          200000
D GREENBRIER COS INC             COM              39365710         3      886 SH      SHARED                   886                  
D GREENBRIER COS INC             COM              39365710         2      554 SH      SHARED      02           429               125
D GREEN BANKSHARES INC           COM NEW          39436120        77     8775 SH      SHARED                  8775                  
D GREEN BANKSHARES INC           COM NEW          39436120         3      443 SH      SHARED      02           443                  
D GREEN BANKSHARES INC           COM NEW          39436120        71     8174 SH      SHARED      10          8174                  
D GREENHAVEN CONT CMDTY INDEX    UNIT BEN INT     39525810       105     4790 SH      SHARED      02                            4790
D GREENHILL & CO INC             COM              39525910       374     5071 SH      SHARED                  5071                  
D GREENHILL & CO INC             COM              39525910        22      300 SH      SHARED      01           300                  
D GREENHILL & CO INC             COM              39525910      1242    16819 SH      SHARED      02         16819                  
D GREENHILL & CO INC             COM              39525910       228     3100 SH      SHARED      10          3100                  
D GREENHUNTER ENERGY INC         COM              39530A10         6     3426 SH      SHARED                  3426                  
D GREENHUNTER ENERGY INC         COM              39530A10         0      110 SH      SHARED      02           110                  
D GREIF INC                      CL A             39762410       151     4560 SH      SHARED                  4560                  
D GREIF INC                      CL A             39762410       359    10800 SH      SHARED      01                           10800
D GREIF INC                      CL A             39762410       147     4437 SH      SHARED      02          4087               350
D GREIF INC                      CL A             39762410        66     2000 SH      SHARED      10          2000                  
D GRIFFIN LD & NURSERIES INC     CL A             39823110         8      253 SH      SHARED                   253                  
D GRIFFIN LD & NURSERIES INC     CL A             39823110         2       85 SH      SHARED      02            85                  
D GRIFFON CORP                   NOTE  4.000% 7/1 398433AC         0     1000 PRN     SHARED      02          1000                  
D GRIFFON CORP                   COM              39843310        73     9777 SH      SHARED                  9777                  
D GRIFFON CORP                   COM              39843310         4      610 SH      SHARED      01           610                  
D GRIFFON CORP                   COM              39843310        20     2794 SH      SHARED      02          2794                  
D GRIFFON CORP                   COM              39843310        77    10300 SH      SHARED      10         10300                  
D GRILL CONCEPTS INC             COM NEW          39850220         0      190 SH      SHARED                   190                  
D GROUP 1 AUTOMOTIVE INC         FRNT  2.250% 6/1 398905AE       414   800000 PRN     SHARED                800000                  
D GROUP 1 AUTOMOTIVE INC         COM              39890510      1964   140648 SH      SHARED                140648                  
D GROUP 1 AUTOMOTIVE INC         COM              39890510        15     1096 SH      SHARED      02          1096                  
D GROUP 1 AUTOMOTIVE INC         COM              39890510        68     4900 SH      SHARED      10          4900                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10      1695   211914 SH      SHARED                211914                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10         5      634 SH      SHARED      01           634                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10         4      500 SH      SHARED      02           500                  
D GROUPE CGI INC                 CL A SUB VTG     39945C10        34     4300 SH      SHARED      06          2300              2000
D GROUPE CGI INC                 CL A SUB VTG     39945C10        28     3500 SH      SHARED      10          3500                  
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910      1041   582000 SH      SHARED                582000                  
D GRUPO FINANCIERO GALICIA S A   SP ADR 10 SH B   39990910        39    21800 SH      SHARED                 21800                  
D GRUBB & ELLIS CO               COM PAR $0.01    40009520         0       12 SH      SHARED                    12                  
D GRUBB & ELLIS CO               COM PAR $0.01    40009520        18    29721 SH      SHARED      02           898             28823
D GRUMA SAB DE CV                SPON ADR CL B    40013130         0        8 SH      SHARED                     8                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20       249    18300 SH      SHARED                                   18300
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20      2156   158095 SH      SHARED                158095                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20       724    53094 SH      SHARED      01         53094                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20        24     1818 SH      SHARED      02           893               925
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20      1091    80000 SH      SHARED      04         80000                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20     21952  1609435 SH      SHARED      10       1609435                  
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J20        54     4000 SH      SHARED      23                            4000
D GRUPO SIMEC S A B DE C V       ADR              40049110         0      129 SH      SHARED                   129                  
D GRUPO AEROPORTUARIO CTR NORT   SPON ADR         40050110        18     2600 SH      SHARED                  2600                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       965    52900 SH      SHARED                                   52900
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      2109   115584 SH      SHARED                115584                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       149     8200 SH      SHARED      01          8200                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610         9      500 SH      SHARED      02                             500
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610      1354    74200 SH      SHARED      04         74200                  
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610     29733  1629219 SH      SHARED      10       1183803            445416
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       159     8720 SH      SHARED      15                            8720
D GPO AEROPORTUARIO DEL PAC SA   SPON ADR B       40050610       213    11700 SH      SHARED      24         11700                  
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20       453    15747 SH      SHARED                 15747                  
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20         5      200 SH      SHARED      02           200                  
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20       585    20350 SH      SHARED      10         20350                  
D GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E20       585    20350 SH      SHARED      11         20350                  
D GTX INC DEL                    COM              40052B10        12     1137 SH      SHARED      02          1137                  
D GSC ACQUISITION COMPANY        COM              40053G10      1200   124188 SH      SHARED                124188                  
D GSC ACQUISITION COMPANY        COM              40053G10      2494   258000 SH      SHARED      02        258000                  
D GSC ACQUISITION COMPANY        *W EXP 06/25/201 40053G11         0    39190 SH      SHARED                 39190                  
D GSC ACQUISITION COMPANY        *W EXP 06/25/201 40053G11         0    30200 SH      SHARED      02         30200                  
D GUANGSHEN RY LTD               SPONSORED ADR    40065W10         6      432 SH      SHARED                   432                  
D GUARANTY BANCORP DEL           COM              40075T10         0       48 SH      SHARED                    48                  
D GUARANTY BANCORP DEL           COM              40075T10        10     6100 SH      SHARED      01          6100                  
D GUARANTY BANCORP DEL           COM              40075T10         2     1367 SH      SHARED      02          1367                  
D GUARANTY BANCORP DEL           COM              40075T10        39    22400 SH      SHARED      10         14900              7500
D GUARANTY FINL GROUP INC        COM              40108N10       183   175176 SH      SHARED                175176                  
D GUARANTY FINL GROUP INC        COM              40108N10        19    18419 SH      SHARED      01         17100              1319
D GUARANTY FINL GROUP INC        COM              40108N10         3     3617 SH      SHARED      02          2616              1001
D GUARANTY FINL GROUP INC        COM              40108N10        18    17319 SH      SHARED      20         17319                  
D GUESS INC                      COM              40161710      2754   130670 SH      SHARED                130670                  
D GUESS INC                      COM              40161710      1039    49310 SH      SHARED      01         27600             21710
D GUESS INC                      COM              40161710       957    45400 SH      SHR/OTHR    01                           45400
D GUESS INC                      COM              40161710       184     8772 SH      SHARED      02          8772                  
D GUESS INC                      COM              40161710     12166   577168 SH      SHARED      10        577168                  
D GUIDANCE SOFTWARE INC          COM              40169210         0       70 SH      SHARED                    70                  
D GUIDANCE SOFTWARE INC          COM              40169210         3      772 SH      SHARED      02           242               530
D GULF ISLAND FABRICATION INC    COM              40230710         4      516 SH      SHARED                   516                  
D GULF ISLAND FABRICATION INC    COM              40230710         8     1078 SH      SHARED      02          1078                  
D GULFMARK OFFSHORE INC          COM              40262910       210     8828 SH      SHARED                  8828                  
D GULFMARK OFFSHORE INC          COM              40262910        73     3100 SH      SHARED      01          3100                  
D GULFMARK OFFSHORE INC          COM              40262910        26     1125 SH      SHARED      02          1125                  
D GULFMARK OFFSHORE INC          COM              40262910        76     3200 SH      SHARED      10          3200                  
D GULFPORT ENERGY CORP           COM NEW          40263530        58    25104 SH      SHARED                 25104                  
D GULFPORT ENERGY CORP           COM NEW          40263530         1      686 SH      SHARED      02           686                  
D GULFSTREAM INTL GROUP INC      COM              40273810         0       74 SH      SHARED                    74                  
D GUSHAN ENVIRONMENTAL ENRGY L   SPON ADR         40330W10        25    14800 SH      SHARED                 14800                  
D GYMBOREE CORP                  COM              40377710      1975    92510 SH      SHARED                 92510                  
D GYMBOREE CORP                  COM              40377710       201     9436 SH      SHARED      02          9435                 1
D GYMBOREE CORP                  COM              40377710      1001    46900 SH      SHARED      10         46900                  
D GYRODYNE CO AMER INC           COM              40382010        21      937 SH      SHARED                   937                  
D H & E EQUIPMENT SERVICES INC   COM              40403010       104    15960 SH      SHARED                 15960                  
D H & E EQUIPMENT SERVICES INC   COM              40403010         4      631 SH      SHARED      02           429               202
D H & E EQUIPMENT SERVICES INC   COM              40403010        90    13866 SH      SHARED      20                           13866
D H & Q LIFE SCIENCES INVS       SH BEN INT       40405310        14     1852 SH      SHARED      02                            1852
D HCC INS HLDGS INC              NOTE  1.300% 4/0 404132AB      1860  1658000 PRN     SHARED      02       1658000                  
D HCC INS HLDGS INC              COM              40413210      1635    64942 SH      SHARED                 64942                  
D HCC INS HLDGS INC              COM              40413210      1020    40525 SH      SHARED      01          2125             38400
D HCC INS HLDGS INC              COM              40413210       163     6489 SH      SHARED      02          6394                95
D HCC INS HLDGS INC              COM              40413210      6439   255650 SH      SHARED      10        255650                  
D HCC INS HLDGS INC              COM              40413210        65     2618 SH      SHARED      21                            2618
D HCC INS HLDGS INC              COM              40413210        98     3900 SH      SHARED      23          3900                  
D HCP INC                        COM              40414L10      4317   241877 SH      SHARED                241877                  
D HCP INC                        COM              40414L10       902    50575 SH      SHARED      01         50575                  
D HCP INC                        COM              40414L10       656    36773 SH      SHARED      02         29466              7307
D HCP INC                        COM              40414L10         3      170 SH      SHARED      05           170                  
D HCP INC                        COM              40414L10        99     5600 SH      SHARED      06                            5600
D HCP INC                        COM              40414L10      7466   418313 SH      SHARED      10        412213              6100
D HCP INC                        COM              40414L10     41328  2315350 SH      SHARED      11       1054650           1260700
D HCP INC                        COM              40414L10         8      500 SH      SHARED      20           500                  
D HCP INC                        COM              40414L10       107     6000 SH      SHR/OTHR    20                            6000
D HCP INC                        COM              40414L10        71     3990 SH      SHARED      21           790              3200
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10       426     7000 SH      SHARED                                    7000
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10      7670   125884 SH      SHARED                125884                  
D HDFC BANK LTD                  ADR REPS 3 SHS   40415F10       116     1906 SH      SHARED      04          1906                  
D HF FINL CORP                   COM              40417210         1       96 SH      SHARED                    96                  
D HFF INC                        CL A             40418F10         0      452 SH      SHARED                   452                  
D HSBC USA INC                   S&P CTI ETN 23   4042EP60         0      100 SH      SHARED      02                             100
D HKN INC                        COM              40420K10         0       87 SH      SHARED                    87                  
D HKN INC                        COM              40420K10         0      101 SH      SHARED      02           101                  
D HLTH CORPORATION               COM              40422Y10        34     3372 SH      SHARED                  3372                  
D HLTH CORPORATION               COM              40422Y10       116    11217 SH      SHARED      02         10217              1000
D HLTH CORPORATION               COM              40422Y10       371    35873 SH      SHARED      04         35873                  
D HMS HLDGS CORP                 COM              40425J10       361    10984 SH      SHARED                 10984                  
D HMS HLDGS CORP                 COM              40425J10       402    12224 SH      SHARED      02         12224                  
D HNI CORP                       COM              40425110       675    64986 SH      SHARED                 64986                  
D HNI CORP                       COM              40425110       154    14900 SH      SHARED      01                           14900
D HNI CORP                       COM              40425110       191    18399 SH      SHARED      02         18399                  
D HNI CORP                       COM              40425110       403    38800 SH      SHARED      10         36000              2800
D HQ SUSTAINABLE MARITIM IND I   COM NEW          40426A20         3      500 SH      SHARED                   500                  
D HQ SUSTAINABLE MARITIM IND I   COM NEW          40426A20         1      154 SH      SHARED      02           154                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10       783   245580 SH      SHARED                245580                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10        62    19600 SH      SHARED      01         19600                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10        40    12715 SH      SHARED      02         11915               800
D HRPT PPTYS TR                  COM SH BEN INT   40426W10       576   180850 SH      SHARED      10        180850                  
D HRPT PPTYS TR                  COM SH BEN INT   40426W10      5954  1866625 SH      SHARED      11                         1866625
D HRPT PPTYS TR                  PFD CONV D       40426W50      6269   710814 SH      SHARED                710814                  
D HRPT PPTYS TR                  PFD CONV D       40426W50      1431   162250 SH      SHARED      11                          162250
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        29     1062 SH      SHARED                  1062                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040     14486   513326 SH      SHARED                513326                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040       428    15199 SH      SHARED      01         14910               289
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        54     1927 SH      SHARED      02                            1927
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        28     1000 SH      SHARED      10          1000                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        16      600 SH      SHARED      23           600                  
D HSBC HLDGS PLC                 SPON ADR NEW     40428040        11      425 SH      SHR/OTHR    23                             425
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060        85     5728 SH      SHARED                  5728                  
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060        13      900 SH      SHARED      02                             900
D HSBC HLDGS PLC                 ADR A 1/40PF A   40428060        89     6000 SH      SHARED      21          6000                  
D HSN INC                        COM              40430310        27     5303 SH      SHARED                  5303                  
D HSN INC                        COM              40430310        11     2200 SH      SHARED      01          2200                  
D HSN INC                        COM              40430310        27     5390 SH      SHARED      02          5330                60
D HSN INC                        COM              40430310        54    10620 SH      SHARED      10         10620                  
D HSN INC                        COM              40430310         0       30 SH      SHARED      20                              30
D HSW INTERNATIONAL INC          COM              40431N10         0      712 SH      SHARED      02           712                  
D HSW INTERNATIONAL INC          COM              40431N10         2    15500 SH      SHARED      04         15500                  
D HACKETT GROUP INC              COM              40460910        33    16432 SH      SHARED                 16432                  
D HACKETT GROUP INC              COM              40460910         4     2163 SH      SHARED      02          2163                  
D HAEMONETICS CORP               COM              40502410       208     3779 SH      SHARED                  3779                  
D HAEMONETICS CORP               COM              40502410       266     4834 SH      SHARED      02          4834                  
D HAEMONETICS CORP               COM              40502410       176     3200 SH      SHARED      10          3200                  
D HAEMONETICS CORP               COM              40502410         8      156 SH      SHARED      21                             156
D HAIN CELESTIAL GROUP INC       COM              40521710        74     5232 SH      SHARED                  5232                  
D HAIN CELESTIAL GROUP INC       COM              40521710        14     1000 SH      SHARED      01                            1000
D HAIN CELESTIAL GROUP INC       COM              40521710        26     1873 SH      SHARED      02          1148               725
D HAIN CELESTIAL GROUP INC       COM              40521710       115     8100 SH      SHARED      10          8100                  
D HAIN CELESTIAL GROUP INC       COM              40521710        15     1065 SH      SHARED      21          1065                  
D HALIFAX CORP                   COM              40575210         0       68 SH      SHARED                    68                  
D HALLIBURTON CO                 COM              40621610     67352  4353721 SH      SHARED               4318321             35400
D HALLIBURTON CO                 COM              40621610      3340   215928 SH      SHARED      01        212608              3320
D HALLIBURTON CO                 COM              40621610        14      950 SH      SHR/OTHR    01                             950
D HALLIBURTON CO                 COM              40621610     11043   713850 SH      SHARED      02        697415             16435
D HALLIBURTON CO                 COM              40621610      8353   540000 SH      SHARED      04        540000                  
D HALLIBURTON CO                 COM              40621610         7      512 SH      SHARED      05           512                  
D HALLIBURTON CO                 COM              40621610      2246   145210 SH      SHARED      06         55650             89560
D HALLIBURTON CO                 COM              40621610      7947   513720 SH      SHARED      10        513720                  
D HALLIBURTON CO                 COM              40621610         5      330 SH      SHARED      20           330                  
D HALLIBURTON CO                 COM              40621610        75     4850 SH      SHARED      21          4405               445
D HALLIBURTON CO                 COM              40621610         4      285 SH      SHR/OTHR    21                             285
D HALLIBURTON CO                 COM              40621610       633    40960 SH      SHARED      22         40960                  
D HALLIBURTON CO                 COM              40621610        40     2600 SH      SHARED      23          2600                  
D HALLIBURTON CO                 COM              40621610       320    20700 SH      SHR/OTHR    23                           20700
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20         5      808 SH      SHARED                   808                  
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20         0       15 SH      SHARED      01            15                  
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20         1      248 SH      SHARED      02           248                  
D HALLMARK FINL SVCS INC    EC   COM NEW          40624Q20        64     9300 SH      SHARED      10          9300                  
D HALOZYME THERAPEUTICS INC      COM              40637H10       630   115387 SH      SHARED                115387                  
D HALOZYME THERAPEUTICS INC      COM              40637H10        15     2809 SH      SHARED      02          2809                  
D HAMPDEN BANCORP INC            COM              40867E10         1      191 SH      SHARED                   191                  
D HAMPTON ROADS BANKSHARES INC   COM              40932110         3      481 SH      SHARED                   481                  
D HAMPTON ROADS BANKSHARES INC   COM              40932110         3      388 SH      SHARED      02           388                  
D HANA BIOSCIENCES INC           COM              40963P10         0      729 SH      SHARED                   729                  
D JOHN HANCOCK BK &THRIFT OPP    SH BEN INT NEW   40973520       317    29500 SH      SHARED                 29500                  
D HANCOCK HLDG CO                COM              41012010        50     1611 SH      SHARED                  1611                  
D HANCOCK HLDG CO                COM              41012010        40     1304 SH      SHARED      02          1304                  
D HANCOCK HLDG CO                COM              41012010       272     8700 SH      SHARED      10          8700                  
D HANCOCK JOHN INCOME SECS TR    COM              41012310        12     1230 SH      SHARED      20          1230                  
D HANCOCK JOHN PATRIOT PREM II   COM SH BEN INT   41013T10         0       67 SH      SHARED      02            67                  
D HANCOCK JOHN TAX-ADV DIV INC   COM              41013V10       106    14595 SH      SHARED      02                           14595
D HANCOCK JOHN INVS TR           COM              41014210        56     4070 SH      SHARED      20          4070                  
D HANESBRANDS INC                COM              41034510      1062   111041 SH      SHARED                111041                  
D HANESBRANDS INC                COM              41034510       489    51192 SH      SHARED      01         20357             30835
D HANESBRANDS INC                COM              41034510        24     2579 SH      SHARED      02          2579                  
D HANESBRANDS INC                COM              41034510     13326  1392500 SH      SHARED      10       1392500                  
D HANESBRANDS INC                COM              41034510        28     3000 SH      SHARED      19                            3000
D HANESBRANDS INC                COM              41034510        16     1720 SH      SHARED      20            90              1630
D HANESBRANDS INC                COM              41034510         0       45 SH      SHR/OTHR    20                              45
D HANESBRANDS INC                COM              41034510        29     3078 SH      SHARED      21                            3078
D HANESBRANDS INC                COM              41034510         9      960 SH      SHR/OTHR    23                             960
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       401    30300 SH      SHARED      01         30300                  
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20        21     1635 SH      SHARED      02           804               831
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F20       250    18900 SH      SHARED      10         18900                  
D HANMI FINL CORP                COM              41049510         0      293 SH      SHARED                   293                  
D HANMI FINL CORP                COM              41049510         1     1130 SH      SHARED      02          1027               103
D HANMI FINL CORP                COM              41049510        18    14000 SH      SHARED      10         14000                  
D HANOVER CAP MTG HLDGS INC      COM              41076110         0      194 SH      SHARED                   194                  
D HANOVER COMPRESSOR CO          NOTE  4.750% 1/1 410768AE      5828  8447000 PRN     SHARED      10       8447000                  
D HANOVER INS GROUP INC          COM              41086710      6168   214036 SH      SHARED                214036                  
D HANOVER INS GROUP INC          COM              41086710       925    32105 SH      SHARED      01         15050             17055
D HANOVER INS GROUP INC          COM              41086710       321    11154 SH      SHARED      02         11154                  
D HANOVER INS GROUP INC          COM              41086710     13626   472800 SH      SHARED      10        472800                  
D HANSEN MEDICAL INC             COM              41130710        34     8623 SH      SHARED                  8623                  
D HANSEN MEDICAL INC             COM              41130710         1      445 SH      SHARED      02           445                  
D HANSEN NAT CORP                COM              41131010      3021    83929 SH      SHARED                 83929                  
D HANSEN NAT CORP                COM              41131010      1407    39100 SH      SHARED      01         15300             23800
D HANSEN NAT CORP                COM              41131010      1226    34080 SH      SHARED      02          4834             29246
D HANSEN NAT CORP                COM              41131010       450    12500 SH      SHARED      04         12500                  
D HANSEN NAT CORP                COM              41131010      4158   115500 SH      SHARED      05        115500                  
D HANSEN NAT CORP                COM              41131010        86     2400 SH      SHARED      06          2000               400
D HANSEN NAT CORP                COM              41131010      1292    35890 SH      SHARED      10         32090              3800
D HANSEN NAT CORP                COM              41131010       882    24500 SH      SHARED      20         24500                  
D HARBIN ELECTRIC INC            COM              41145W10        37     6134 SH      SHARED                  6134                  
D HARBIN ELECTRIC INC            COM              41145W10         1      288 SH      SHARED      02           288                  
D HARDINGE INC                   COM              41232430         0      205 SH      SHARED                   205                  
D HARDINGE INC                   COM              41232430         7     2800 SH      SHARED      10          2800                  
D HARLEY DAVIDSON INC            COM              41282210         4      300 SH      SHARED                                     300
D HARLEY DAVIDSON INC            COM              41282210      6349   474167 SH      SHARED                474167                  
D HARLEY DAVIDSON INC            COM              41282210       657    49100 SH      SHARED      01         49100                  
D HARLEY DAVIDSON INC            COM              41282210        14     1100 SH      SHR/OTHR    01                            1100
D HARLEY DAVIDSON INC            COM              41282210       563    42048 SH      SHARED      02         25411             16637
D HARLEY DAVIDSON INC            COM              41282210        17     1300 SH      SHARED      04          1300                  
D HARLEY DAVIDSON INC            COM              41282210         1      130 SH      SHARED      05           130                  
D HARLEY DAVIDSON INC            COM              41282210       220    16502 SH      SHARED      06          8800              7702
D HARLEY DAVIDSON INC            COM              41282210      1715   128136 SH      SHARED      10        128136                  
D HARLEY DAVIDSON INC            COM              41282210         3      250 SH      SHARED      20                             250
D HARLEY DAVIDSON INC            COM              41282210         2      150 SH      SHARED      21                             150
D HARLEYSVILLE GROUP INC         COM              41282410       152     4800 SH      SHARED                  4800                  
D HARLEYSVILLE GROUP INC         COM              41282410        58     1843 SH      SHARED      02          1843                  
D HARLEYSVILLE NATL CORP PA      COM              41285010        88    14541 SH      SHARED                 14541                  
D HARLEYSVILLE NATL CORP PA      COM              41285010         6     1116 SH      SHARED      02          1116                  
D HARLEYSVILLE NATL CORP PA      COM              41285010        93    15400 SH      SHARED      10          7700              7700
D HARLEYSVILLE SVGS FINL CORP    COM              41286510         0       61 SH      SHARED                    61                  
D HARMAN INTL INDS INC           COM              41308610        53     3930 SH      SHARED                  3930                  
D HARMAN INTL INDS INC           COM              41308610        23     1729 SH      SHARED      02          1729                  
D HARMAN INTL INDS INC           COM              41308610        43     3200 SH      SHARED      06          1700              1500
D HARMAN INTL INDS INC           COM              41308610      2769   204693 SH      SHARED      10        195893              8800
D HARMONIC INC                   COM              41316010       104    16138 SH      SHARED                 16138                  
D HARMONIC INC                   COM              41316010         0       15 SH      SHARED      01            15                  
D HARMONIC INC                   COM              41316010       421    64786 SH      SHARED      02         64536               250
D HARMONIC INC                   COM              41316010        42     6600 SH      SHARED      10          6600                  
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630       451    41300 SH      SHARED                 41300                  
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630      3957   361714 SH      SHARED                361714                  
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630      4505   411799 SH      SHARED      02        411499               300
D HARMONY GOLD MNG LTD           SPONSORED ADR    41321630      6935   634000 SH      SHARED      04        634000                  
D HARRINGTON WEST FINL GROUP I   COM              41383L10         0      118 SH      SHARED                   118                  
D HARRIS & HARRIS GROUP INC      COM              41383310       400   108152 SH      SHARED                108152                  
D HARRIS & HARRIS GROUP INC      COM              41383310        10     2971 SH      SHARED      02          2971                  
D HARRIS CORP DEL                COM              41387510      2321    80211 SH      SHARED                 80211                  
D HARRIS CORP DEL                COM              41387510      1009    34870 SH      SHARED      01         32575              2295
D HARRIS CORP DEL                COM              41387510       554    19159 SH      SHARED      02         19100                59
D HARRIS CORP DEL                COM              41387510       393    13600 SH      SHARED      06          8700              4900
D HARRIS CORP DEL                COM              41387510      5206   179900 SH      SHARED      10        179900                  
D HARRIS CORP DEL                COM              41387510        17      595 SH      SHARED      20           595                  
D HARRIS CORP DEL                COM              41387510         9      325 SH      SHARED      21                             325
D HARRIS INTERACTIVE INC         COM              41454910         0     1305 SH      SHARED                  1305                  
D HARRIS STRATEX NTWRKS INC      CL A             41457P10        96    25112 SH      SHARED                 25112                  
D HARRIS STRATEX NTWRKS INC      CL A             41457P10         8     2163 SH      SHARED      02          2163                  
D HARRIS STRATEX NTWRKS INC      CL A             41457P10        16     4400 SH      SHARED      10          4400                  
D HARSCO CORP                    COM              41586410      1033    46602 SH      SHARED                 46602                  
D HARSCO CORP                    COM              41586410       924    41700 SH      SHARED      01         14500             27200
D HARSCO CORP                    COM              41586410       125     5677 SH      SHARED      02          4777               900
D HARSCO CORP                    COM              41586410        15      700 SH      SHARED      06           100               600
D HARSCO CORP                    COM              41586410      4815   217200 SH      SHARED      10        217200                  
D HARSCO CORP                    COM              41586410         0       40 SH      SHARED      21                              40
D HARSCO CORP                    COM              41586410         2      100 SH      SHR/OTHR    23                             100
D HARRY WINSTON DIAMOND CORP     COM              41587B10        39    13600 SH      SHARED                 13600                  
D HARRY WINSTON DIAMOND CORP     COM              41587B10       448   155574 SH      SHARED                155574                  
D HARRY WINSTON DIAMOND CORP     COM              41587B10         2      700 SH      SHARED      02           700                  
D HARTE-HANKS INC                COM              41619610        40     7599 SH      SHARED                  7599                  
D HARTE-HANKS INC                COM              41619610        79    14950 SH      SHARED      01                           14950
D HARTE-HANKS INC                COM              41619610        40     7498 SH      SHARED      02          7498                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510      2651   337758 SH      SHARED                337758                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510       676    86115 SH      SHARED      01         82499              3616
D HARTFORD FINL SVCS GROUP INC   COM              41651510      1577   201008 SH      SHARED      02        198456              2552
D HARTFORD FINL SVCS GROUP INC   COM              41651510         1      160 SH      SHARED      05           160                  
D HARTFORD FINL SVCS GROUP INC   COM              41651510       182    23280 SH      SHARED      06         13920              9360
D HARTFORD FINL SVCS GROUP INC   COM              41651510      3403   433545 SH      SHARED      10        423945              9600
D HARTFORD FINL SVCS GROUP INC   COM              41651510         7     1000 SH      SHR/OTHR    23                            1000
D HARVARD BIOSCIENCE INC         COM              41690610         2      883 SH      SHARED      02           883                  
D HARVEST ENERGY TR              TRUST UNIT       41752X10       356    99137 SH      SHARED                 99137                  
D HARVEST ENERGY TR              TRUST UNIT       41752X10       102    28400 SH      SHARED      02                           28400
D HARVEST ENERGY TR              TRUST UNIT       41752X10      2046   568444 SH      SHARED      10        568444                  
D HARVEST ENERGY TR              TRUST UNIT       41752X10         4     1200 SH      SHR/OTHR    23                            1200
D HARVEST NATURAL RESOURCES IN   COM              41754V10         6     2000 SH      SHARED                  2000                  
D HARVEST NATURAL RESOURCES IN   COM              41754V10        10     3065 SH      SHARED      02          3065                  
D HARVEST NATURAL RESOURCES IN   COM              41754V10        40    11900 SH      SHARED      10         11900                  
D HASBRO INC                     COM              41805610     11180   445967 SH      SHARED                445967                  
D HASBRO INC                     COM              41805610      1150    45874 SH      SHARED      01         45874                  
D HASBRO INC                     COM              41805610        47     1900 SH      SHR/OTHR    01                            1900
D HASBRO INC                     COM              41805610      2178    86895 SH      SHARED      02         86262               633
D HASBRO INC                     COM              41805610       420    16790 SH      SHARED      06         12600              4190
D HASBRO INC                     COM              41805610      3610   144021 SH      SHARED      10        144021                  
D HASTINGS ENTMT INC             COM              41836510         0      159 SH      SHARED                   159                  
D HATTERAS FINL CORP             COM              41902R10      2906   116304 SH      SHARED                116304                  
D HATTERAS FINL CORP             COM              41902R10       124     4967 SH      SHARED      02          2567              2400
D HATTERAS FINL CORP             COM              41902R10        87     3500 SH      SHARED      10          3500                  
D HATTERAS FINL CORP             COM              41902R10       599    24000 SH      SHARED      11                           24000
D HATTERAS FINL CORP             COM              41902R10        27     1100 SH      SHR/OTHR    23                            1100
D HAUPPAUGE DIGITAL INC          COM              41913110         0        5 SH      SHARED                     5                  
D HAVERTY FURNITURE INC          COM              41959610         2      200 SH      SHARED                   200                  
D HAVERTY FURNITURE INC          COM              41959610       168    16040 SH      SHARED      02          9040              7000
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       639    46539 SH      SHARED                 46539                  
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       410    29900 SH      SHARED      01           800             29100
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       188    13717 SH      SHARED      02          8275              5442
D HAWAIIAN ELEC INDUSTRIES       COM              41987010       383    27900 SH      SHARED      10         27900                  
D HAWAIIAN HOLDINGS INC          COM              41987910       561   150605 SH      SHARED                150605                  
D HAWAIIAN HOLDINGS INC          COM              41987910        10     2800 SH      SHARED      01          2800                  
D HAWAIIAN HOLDINGS INC          COM              41987910         5     1363 SH      SHARED      02          1363                  
D HAWAIIAN HOLDINGS INC          COM              41987910       429   115200 SH      SHARED      10        115200                  
D HAWK CORP                      CL A             42008910        31     2686 SH      SHARED                  2686                  
D HAWK CORP                      CL A             42008910         3      289 SH      SHARED      02           289                  
D HAWKINS INC                    COM              42026110         3      220 SH      SHARED                   220                  
D HAWTHORN BANCSHARES INC        COM              42047610         1      102 SH      SHARED                   102                  
D HAYES LEMMERZ INTL INC         COM NEW          42078130       331  1790400 SH      SHARED               1790400                  
D HAYES LEMMERZ INTL INC         COM NEW          42078130      1127  6093425 SH      SHARED      02       6091425              2000
D HAYNES INTERNATIONAL INC       COM NEW          42087720        10      612 SH      SHARED      02           612                  
D HAYNES INTERNATIONAL INC       COM NEW          42087720        33     1900 SH      SHARED      10          1900                  
D HEALTHCARE SVCS GRP INC        COM              42190610       741    49503 SH      SHARED                 49503                  
D HEALTHCARE SVCS GRP INC        COM              42190610      3395   226801 SH      SHARED      02          1140            225661
D HEALTHCARE SVCS GRP INC        COM              42190610        25     1693 SH      SHARED      21                            1693
D HEALTHSOUTH CORP               COM NEW          42192430     17317  1950188 SH      SHARED               1950188                  
D HEALTHSOUTH CORP               COM NEW          42192430        12     1400 SH      SHARED      01          1400                  
D HEALTHSOUTH CORP               COM NEW          42192430        27     3044 SH      SHARED      02          3044                  
D HEALTHSOUTH CORP               COM NEW          42192430       171    19300 SH      SHARED      10         16900              2400
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       188    73020 SH      SHARED                 73020                  
D HEALTH MGMT ASSOC INC NEW      CL A             42193310       223    86700 SH      SHARED      01          8900             77800
D HEALTH MGMT ASSOC INC NEW      CL A             42193310         3     1350 SH      SHARED      02          1020               330
D HEALTHCARE RLTY TR             COM              42194610        30     2049 SH      SHARED                  2049                  
D HEALTHCARE RLTY TR             COM              42194610        83     5550 SH      SHARED      01          5550                  
D HEALTHCARE RLTY TR             COM              42194610       535    35720 SH      SHARED      02         34720              1000
D HEALTHCARE RLTY TR             COM              42194610       485    32400 SH      SHARED      10         32400                  
D HEADWATERS INC                 NOTE  2.875% 6/0 42210PAB       568  1995000 PRN     SHARED      02       1995000                  
D HEADWATERS INC                 NOTE  2.500% 2/0 42210PAD       368  1700000 PRN     SHARED               1700000                  
D HEADWATERS INC                 NOTE  2.500% 2/0 42210PAD      3450 15900000 PRN     SHARED      02      15900000                  
D HEADWATERS INC                 COM              42210P10        25     8199 SH      SHARED                  8199                  
D HEADWATERS INC                 COM              42210P10         2      700 SH      SHARED      01                             700
D HEADWATERS INC                 COM              42210P10        29     9447 SH      SHARED      02          9447                  
D HEADWATERS INC                 COM              42210P10        34    11000 SH      SHARED      10         11000                  
D HEALTH CARE REIT INC           NOTE  4.750%12/0 42217KAP     11337 12500000 PRN     SHARED              12500000                  
D HEALTH CARE REIT INC           COM              42217K10      1134    37100 SH      SHARED                 37100                  
D HEALTH CARE REIT INC           COM              42217K10      6788   221921 SH      SHARED                221921                  
D HEALTH CARE REIT INC           COM              42217K10       905    29600 SH      SHARED      01         29600                  
D HEALTH CARE REIT INC           COM              42217K10       451    14752 SH      SHARED      02          6647              8105
D HEALTH CARE REIT INC           COM              42217K10        70     2300 SH      SHARED      06                            2300
D HEALTH CARE REIT INC           COM              42217K10      6630   216750 SH      SHARED      10        216750                  
D HEALTH CARE REIT INC           COM              42217K10     54930  1795700 SH      SHARED      11        852450            943250
D HEALTH CARE REIT INC           COM              42217K10        34     1115 SH      SHARED      20          1115                  
D HEALTH CARE REIT INC           COM              42217K10        23      760 SH      SHARED      21           760                  
D HEALTH FITNESS CORP            COM NEW          42217V20         0      136 SH      SHARED                   136                  
D HEALTH GRADES INC              COM              42218Q10         1      626 SH      SHARED                   626                  
D HEALTH NET INC                 COM              42222G10       488    33720 SH      SHARED                 33720                  
D HEALTH NET INC                 COM              42222G10       799    55200 SH      SHARED      01         20900             34300
D HEALTH NET INC                 COM              42222G10       393    27155 SH      SHARED      02         27035               120
D HEALTH NET INC                 COM              42222G10       871    60158 SH      SHARED      04         60158                  
D HEALTH NET INC                 COM              42222G10        23     1600 SH      SHARED      06           150              1450
D HEALTH NET INC                 COM              42222G10       141     9800 SH      SHARED      10          9800                  
D HEALTH NET INC                 COM              42222G10       127     8795 SH      SHARED      21          8795                  
D HEALTHTRONICS INC              COM              42222L10         0      734 SH      SHARED                   734                  
D HEALTHTRONICS INC              COM              42222L10         1     1200 SH      SHARED      02          1200                  
D HEALTHSTREAM INC               COM              42222N10         0      193 SH      SHARED                   193                  
D HEALTHSPRING INC               COM              42224N10        16     2030 SH      SHARED                  2030                  
D HEALTHSPRING INC               COM              42224N10        56     6700 SH      SHARED      01          6700                  
D HEALTHSPRING INC               COM              42224N10        12     1534 SH      SHARED      02          1534                  
D HEALTHSPRING INC               COM              42224N10     13439  1605650 SH      SHARED      10       1605650                  
D HEALTHWAYS INC                 COM              42224510       165    18922 SH      SHARED                 18922                  
D HEALTHWAYS INC                 COM              42224510        15     1800 SH      SHARED      01          1800                  
D HEALTHWAYS INC                 COM              42224510         8      992 SH      SHARED      02           967                25
D HEARST-ARGYLE TELEVISION INC   COM              42231710        51    12297 SH      SHARED                 12297                  
D HEARST-ARGYLE TELEVISION INC   COM              42231710        75    18140 SH      SHARED      02         18140                  
D HEARTLAND FINL USA INC         COM              42234Q10        55     4106 SH      SHARED                  4106                  
D HEARTLAND FINL USA INC         COM              42234Q10         4      308 SH      SHARED      02           308                  
D HEARTLAND EXPRESS INC          COM              42234710       856    57819 SH      SHARED                 57819                  
D HEARTLAND EXPRESS INC          COM              42234710       277    18715 SH      SHARED      02         18715                  
D HEARTLAND EXPRESS INC          COM              42234710       161    10900 SH      SHARED      10         10900                  
D HEARTLAND PMT SYS INC          COM              42235N10        29     4500 SH      SHARED                  4500                  
D HEARTLAND PMT SYS INC          COM              42235N10        16     2500 SH      SHARED      01          2500                  
D HEARTLAND PMT SYS INC          COM              42235N10        43     6612 SH      SHARED      02          6612                  
D HEARTLAND PMT SYS INC          COM              42235N10       598    90500 SH      SHARED      10         90500                  
D HEARUSA INC                    COM NEW          42236030         0      781 SH      SHARED                   781                  
D HECKMANN CORP                  COM              42268010        55    11618 SH      SHARED      02          4118              7500
D HECKMANN CORP                  *W EXP 11/09/201 42268011       149   196530 SH      SHARED                196530                  
D HECLA MNG CO                   COM              42270410       870   435430 SH      SHARED                435430                  
D HECLA MNG CO                   COM              42270410        33    16575 SH      SHARED      01         16575                  
D HECLA MNG CO                   COM              42270410         7     3969 SH      SHARED      02          3969                  
D HECLA MNG CO                   6.5% CONV PFD    42270430      8123   377850 SH      SHARED                377850                  
D HEELYS INC                     COM              42279M10         0      289 SH      SHARED                   289                  
D HEICO CORP NEW                 COM              42280610       134     5545 SH      SHARED                  5545                  
D HEICO CORP NEW                 COM              42280610        48     2000 SH      SHARED      01                            2000
D HEICO CORP NEW                 COM              42280610        16      677 SH      SHARED      02           677                  
D HEICO CORP NEW                 CL A             42280620        13      656 SH      SHARED                   656                  
D HEICO CORP NEW                 CL A             42280620        13      662 SH      SHARED      01                             662
D HEICO CORP NEW                 CL A             42280620         5      249 SH      SHARED      21                             249
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       157     8868 SH      SHARED                  8868                  
D HEIDRICK & STRUGGLES INTL IN   COM              42281910       549    30969 SH      SHARED      02         30969                  
D HEIDRICK & STRUGGLES INTL IN   COM              42281910        72     4100 SH      SHARED      10          4100                  
D HEINZ H J CO                   COM              42307410        59     1800 SH      SHARED                  1800                  
D HEINZ H J CO                   COM              42307410     17126   518028 SH      SHARED                518028                  
D HEINZ H J CO                   COM              42307410      2955    89409 SH      SHARED      01         79759              9650
D HEINZ H J CO                   COM              42307410       142     4325 SH      SHR/OTHR    01                            4325
D HEINZ H J CO                   COM              42307410      8354   252706 SH      SHARED      02        233506             19200
D HEINZ H J CO                   COM              42307410        66     2000 SH      SHARED      04          2000                  
D HEINZ H J CO                   COM              42307410         6      190 SH      SHARED      05           190                  
D HEINZ H J CO                   COM              42307410       700    21180 SH      SHARED      06         10900             10280
D HEINZ H J CO                   COM              42307410      7509   227150 SH      SHARED      10        227150                  
D HEINZ H J CO                   COM              42307410       517    15666 SH      SHARED      20          9766              5900
D HEINZ H J CO                   COM              42307410       181     5500 SH      SHR/OTHR    20                            5500
D HEINZ H J CO                   COM              42307410       108     3295 SH      SHARED      21          3295                  
D HEINZ H J CO                   COM              42307410       173     5250 SH      SHR/OTHR    21                            5250
D HEINZ H J CO                   COM              42307410       851    25750 SH      SHARED      22                           25750
D HEINZ H J CO                   COM              42307410        33     1000 SH      SHR/OTHR    22                            1000
D HEINZ H J CO                   COM              42307410       680    20575 SH      SHARED      23         19575              1000
D HEINZ H J CO                   COM              42307410       845    25565 SH      SHR/OTHR    23                           25565
D HELICOS BIOSCIENCES CORP       COM              42326R10         0       79 SH      SHARED                    79                  
D HELIOS & MATHESON NORTH AMER   COM              42327L10         0       30 SH      SHARED                    30                  
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       141    27436 SH      SHARED                 27436                  
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10       577   112300 SH      SHARED      01         82400             29900
D HELIX ENERGY SOLUTIONS GRP I   COM              42330P10         1      215 SH      SHARED      02           213                 2
D HELLENIC TELECOM ORGANIZATN    SPONSORED ADR    42332530         2      361 SH      SHARED                   361                  
D HELLENIC TELECOM ORGANIZATN    SPONSORED ADR    42332530         6      900 SH      SHARED      02           900                  
D HELMERICH & PAYNE INC          COM              42345210      1069    46960 SH      SHARED                 46960                  
D HELMERICH & PAYNE INC          COM              42345210      1365    59975 SH      SHARED      01         23675             36300
D HELMERICH & PAYNE INC          COM              42345210        52     2317 SH      SHARED      02          2317                  
D HELMERICH & PAYNE INC          COM              42345210       728    32000 SH      SHARED      04         32000                  
D HELMERICH & PAYNE INC          COM              42345210        13      600 SH      SHARED      06                             600
D HELMERICH & PAYNE INC          COM              42345210        45     2000 SH      SHARED      10          2000                  
D HELMERICH & PAYNE INC          COM              42345210         7      310 SH      SHARED      21                             310
D HEMISPHERX BIOPHARMA INC       COM              42366C10         1     1877 SH      SHARED                  1877                  
D HENRY JACK & ASSOC INC         COM              42628110       125     7692 SH      SHARED                  7692                  
D HENRY JACK & ASSOC INC         COM              42628110       685    41988 SH      SHARED      01         11988             30000
D HENRY JACK & ASSOC INC         COM              42628110       192    11782 SH      SHARED      02         10332              1450
D HENRY JACK & ASSOC INC         COM              42628110     21980  1346852 SH      SHARED      10       1346852                  
D HENRY JACK & ASSOC INC         COM              42628110         6      408 SH      SHARED      21                             408
D HENRY JACK & ASSOC INC         COM              42628110        13      800 SH      SHR/OTHR    23                             800
D HENRY BROS ELECTRONICS INC     COM              42628610         0      100 SH      SHARED                   100                  
D HERITAGE COMMERCE CORP         COM              42692710         0        8 SH      SHARED                     8                  
D HERITAGE COMMERCE CORP         COM              42692710         1      238 SH      SHARED      02           238                  
D HERITAGE COMMERCE CORP         COM              42692710        24     4600 SH      SHARED      10          4600                  
D HERCULES OFFSHORE INC          COM              42709310        81    51856 SH      SHARED                 51856                  
D HERCULES OFFSHORE INC          COM              42709310        20    12820 SH      SHARED      01         12820                  
D HERCULES OFFSHORE INC          COM              42709310         2     1637 SH      SHARED      02          1512               125
D HERCULES OFFSHORE INC          COM              42709310       194   123000 SH      SHARED      10        123000                  
D HERCULES OFFSHORE INC          COM              42709310        22    14175 SH      SHARED      21         14175                  
D HERCULES TECH GROWTH CAP INC   COM              42709650        19     3801 SH      SHARED                  3801                  
D HERCULES TECH GROWTH CAP INC   COM              42709650        28     5798 SH      SHARED      02          1258              4540
D HERITAGE FINL CORP WASH        COM              42722X10         1      164 SH      SHARED                   164                  
D HERITAGE FINL CORP WASH        COM              42722X10         2      200 SH      SHARED      02           200                  
D HERLEY INDS INC DEL            COM              42739810         6      508 SH      SHARED                   508                  
D HERLEY INDS INC DEL            COM              42739810         4      351 SH      SHARED      02           351                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510       393   207200 SH      SHARED                207200                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510         2     1270 SH      SHARED      02          1270                  
D HERSHA HOSPITALITY TR          SH BEN INT A     42782510        71    37500 SH      SHARED      10         37500                  
D HERSHEY CO                     COM              42786610      3759   108174 SH      SHARED                108174                  
D HERSHEY CO                     COM              42786610      1940    55829 SH      SHARED      01         53329              2500
D HERSHEY CO                     COM              42786610        10      300 SH      SHR/OTHR    01                             300
D HERSHEY CO                     COM              42786610       498    14349 SH      SHARED      02          7123              7226
D HERSHEY CO                     COM              42786610      6974   200700 SH      SHARED      04        200700                  
D HERSHEY CO                     COM              42786610         4      140 SH      SHARED      05           140                  
D HERSHEY CO                     COM              42786610       432    12460 SH      SHARED      06          7400              5060
D HERSHEY CO                     COM              42786610      2474    71216 SH      SHARED      10         71216                  
D HERSHEY CO                     COM              42786610         8      235 SH      SHR/OTHR    21                             235
D HESKA CORP                     COM              42805E10         0     1165 SH      SHARED                  1165                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10        20     5201 SH      SHARED                  5201                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10        13     3400 SH      SHARED      01          3400                  
D HERTZ GLOBAL HOLDINGS INC      COM              42805T10         8     2219 SH      SHARED      02          2219                  
D HESS CORP                      COM              42809H10      1674    30900 SH      SHARED                   500             30400
D HESS CORP                      COM              42809H10     28427   524485 SH      SHARED                524485                  
D HESS CORP                      COM              42809H10      5193    95817 SH      SHARED      01         90772              5045
D HESS CORP                      COM              42809H10       633    11686 SH      SHARED      02          7386              4300
D HESS CORP                      COM              42809H10     66811  1232690 SH      SHARED      04       1232690                  
D HESS CORP                      COM              42809H10      2176    40150 SH      SHARED      05         40150                  
D HESS CORP                      COM              42809H10     18807   347000 SH      SHARED      06        192900            154100
D HESS CORP                      COM              42809H10     48167   888707 SH      SHARED      10        733407            155300
D HESS CORP                      COM              42809H10       151     2800 SH      SHARED      15                            2800
D HESS CORP                      COM              42809H10        54     1000 SH      SHARED      19                            1000
D HESS CORP                      COM              42809H10       727    13416 SH      SHR/OTHR    23                           13416
D HESS CORP                      COM              42809H10       216     4000 SH      SHARED      24          4000                  
D HEWITT ASSOCS INC              COM              42822Q10      1092    36697 SH      SHARED                 36697                  
D HEWITT ASSOCS INC              COM              42822Q10       809    27200 SH      SHARED      01                           27200
D HEWITT ASSOCS INC              COM              42822Q10        33     1129 SH      SHARED      02          1129                  
D HEWITT ASSOCS INC              COM              42822Q10      1184    39800 SH      SHARED      10         34200              5600
D HEWLETT PACKARD CO             COM              42823610        30      940 SH      SHARED                                     940
D HEWLETT PACKARD CO             COM              42823610     54637  1704239 SH      SHARED               1676804             27435
D HEWLETT PACKARD CO             COM              42823610     24472   763330 SH      SHARED      01        688818             74512
D HEWLETT PACKARD CO             COM              42823610      2291    71488 SH      SHR/OTHR    01                           71488
D HEWLETT PACKARD CO             COM              42823610     19461   607026 SH      SHARED      02        584314             22712
D HEWLETT PACKARD CO             COM              42823610       235     7345 SH      SHARED      04                            7345
D HEWLETT PACKARD CO             COM              42823610     32462  1012570 SH      SHARED      04       1012570                  
D HEWLETT PACKARD CO             COM              42823610      2154    67200 SH      SHARED      05         67200                  
D HEWLETT PACKARD CO             COM              42823610      8782   273950 SH      SHARED      06        134400            139550
D HEWLETT PACKARD CO             COM              42823610    109084  3402525 SH      SHARED      10       3342725             59800
D HEWLETT PACKARD CO             COM              42823610       301     9400 SH      SHARED      15                            9400
D HEWLETT PACKARD CO             COM              42823610       166     5200 SH      SHARED      19                            5200
D HEWLETT PACKARD CO             COM              42823610      2505    78142 SH      SHARED      20         57082             21060
D HEWLETT PACKARD CO             COM              42823610      1453    45325 SH      SHR/OTHR    20                           45325
D HEWLETT PACKARD CO             COM              42823610      1283    40026 SH      SHARED      21         26614             13412
D HEWLETT PACKARD CO             COM              42823610       413    12885 SH      SHR/OTHR    21                           12885
D HEWLETT PACKARD CO             COM              42823610       105     3300 SH      SHARED      22          1500              1800
D HEWLETT PACKARD CO             COM              42823610         6      200 SH      SHR/OTHR    22                             200
D HEWLETT PACKARD CO             COM              42823610      2857    89126 SH      SHARED      23         88526               600
D HEWLETT PACKARD CO             COM              42823610      4790   149414 SH      SHR/OTHR    23                          149414
D HEXCEL CORP NEW                COM              42829110       556    84723 SH      SHARED                 84723                  
D HEXCEL CORP NEW                COM              42829110       221    33656 SH      SHARED      02         32606              1050
D HEXCEL CORP NEW                COM              42829110        66    10100 SH      SHARED      10          6300              3800
D HHGREGG INC                    COM              42833L10       181    12852 SH      SHARED                 12852                  
D HHGREGG INC                    COM              42833L10         6      450 SH      SHARED      02           450                  
D HHGREGG INC                    COM              42833L10        94     6700 SH      SHARED      10          6700                  
D HI / FN INC                    COM              42835810         0      100 SH      SHARED      02           100                  
D HI SHEAR TECHNOLOGY CORP       COM              42839Y10         0       58 SH      SHARED                    58                  
D HI-TECH PHARMACAL INC          COM              42840B10         2      481 SH      SHARED                   481                  
D HI-TECH PHARMACAL INC          COM              42840B10         1      210 SH      SHARED      02           210                  
D HIBBETT SPORTS INC             COM              42856710        25     1307 SH      SHARED                  1307                  
D HIBBETT SPORTS INC             COM              42856710        50     2624 SH      SHARED      02          2624                  
D HIBBETT SPORTS INC             COM              42856710       153     8000 SH      SHARED      10          8000                  
D HICKORY TECH CORP              COM              42906010       224    41654 SH      SHARED                 41654                  
D HICKORY TECH CORP              COM              42906010         3      586 SH      SHARED      02           586                  
D HICKS ACQUISITION CO I INC     *W EXP 09/28/201 42908612        12   170272 SH      SHARED                170272                  
D HICKS ACQUISITION CO I INC     *W EXP 09/28/201 42908612         8   116400 SH      SHARED      02        116400                  
D HICKS ACQUISITION CO I INC     COM              42908630      6578   698385 SH      SHARED                698385                  
D HICKS ACQUISITION CO I INC     COM              42908630      4122   437600 SH      SHARED      02        437600                  
D HIGHLAND CR STRATEGIES FD      COM              43005Q10         2      500 SH      SHARED      02                             500
D HIGHLAND CR STRATEGIES FD      COM              43005Q10        77    16800 SH      SHARED      23                           16800
D HIGHLAND DISTRESSED OPPORT I   COM              43006710         0       40 SH      SHARED                    40                  
D HIGHLAND DISTRESSED OPPORT I   COM              43006710        24    12500 SH      SHARED      02                           12500
D HIGHLANDS ACQUISITION CORP     COM              43088010       230    24341 SH      SHARED                 24341                  
D HIGHLANDS ACQUISITION CORP     *W EXP 10/03/201 43088011         0     5337 SH      SHARED                  5337                  
D HIGHVELD STL & VANADIUM LTD    ADR              43123220         0       56 SH      SHARED                    56                  
D HIGHWOODS PPTYS INC            COM              43128410       102     4785 SH      SHARED                  4785                  
D HIGHWOODS PPTYS INC            COM              43128410       479    22400 SH      SHARED      01                           22400
D HIGHWOODS PPTYS INC            COM              43128410       488    22821 SH      SHARED      02         15291              7530
D HIGHWOODS PPTYS INC            COM              43128410       201     9400 SH      SHARED      10          9400                  
D HILAND HLDGS GP LP             UNIT LP INT      43129M10         0      215 SH      SHARED                   215                  
D HILAND PARTNERS L P            UT LTD PARTNR    43129110         0      117 SH      SHARED                   117                  
D HILL INTERNATIONAL INC         COM              43146610         7     2427 SH      SHARED                  2427                  
D HILL INTERNATIONAL INC         COM              43146610         2      677 SH      SHARED      02           609                68
D HILL ROM HLDGS INC             COM              43147510       133    13543 SH      SHARED                 13543                  
D HILL ROM HLDGS INC             COM              43147510       216    21900 SH      SHARED      01                           21900
D HILL ROM HLDGS INC             COM              43147510        60     6125 SH      SHARED      02          6125                  
D HILL ROM HLDGS INC             COM              43147510         7      753 SH      SHR/OTHR    23                             753
D HILLENBRAND INC                COM              43157110        95     5975 SH      SHARED                  5975                  
D HILLENBRAND INC                COM              43157110        14      884 SH      SHARED      02           884                  
D HILLENBRAND INC                COM              43157110        22     1422 SH      SHARED      21                            1422
D HILLENBRAND INC                COM              43157110        12      753 SH      SHR/OTHR    23                             753
D HILLTOP HOLDINGS INC           COM              43274810        14     1300 SH      SHARED                  1300                  
D HILLTOP HOLDINGS INC           COM              43274810       108     9537 SH      SHARED      02          9537                  
D HILLTOP HOLDINGS INC           COM              43274810       144    12700 SH      SHARED      10         12700                  
D HIMAX TECHNOLOGIES INC         SPONSORED ADR    43289P10       134    47900 SH      SHARED                 47900                  
D HIRSCH INTL CORP               CL A             43355010         0      170 SH      SHARED                   170                  
D HITACHI LIMITED                ADR 10 COM       43357850        27     1000 SH      SHARED                  1000                  
D HITACHI LIMITED                ADR 10 COM       43357850        27     1000 SH      SHARED      02          1000                  
D HITACHI LIMITED                ADR 10 COM       43357850        35     1300 SH      SHARED      10          1300                  
D HITTITE MICROWAVE CORP         COM              43365Y10       921    29551 SH      SHARED                 29551                  
D HITTITE MICROWAVE CORP         COM              43365Y10       121     3883 SH      SHARED      02          3883                  
D HITTITE MICROWAVE CORP         COM              43365Y10        51     1660 SH      SHARED      21          1660                  
D HOKU SCIENTIFIC INC            COM              43471210       521   204497 SH      SHARED                204497                  
D HOLLY CORP                     COM PAR $0.01    43575830       130     6145 SH      SHARED                  6145                  
D HOLLY CORP                     COM PAR $0.01    43575830       146     6901 SH      SHARED      02          6901                  
D HOLLY CORP                     COM PAR $0.01    43575830       137     6500 SH      SHARED      10          6500                  
D HOLLY ENERGY PARTNERS L P      COM UT LTD PTN   43576310       228     9724 SH      SHARED                  9724                  
D HOLLIS-EDEN PHARMACEUTICALS    COM              43590210         0      695 SH      SHARED                   695                  
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA       998  1464000 PRN     SHARED      02       1449000             15000
D HOLOGIC INC                    FRNT  2.000%12/1 436440AA      2250  3300000 PRN     SHARED      06       3300000                  
D HOLOGIC INC                    COM              43644010      7566   578056 SH      SHARED                578056                  
D HOLOGIC INC                    COM              43644010      1978   151122 SH      SHARED      01         64680             86442
D HOLOGIC INC                    COM              43644010      3181   243064 SH      SHARED      02        242912               152
D HOLOGIC INC                    COM              43644010     14548  1111400 SH      SHARED      04       1111400                  
D HOLOGIC INC                    COM              43644010        52     4024 SH      SHARED      06           600              3424
D HOLOGIC INC                    COM              43644010      8594   656560 SH      SHARED      10        656560                  
D HOLOGIC INC                    COM              43644010         4      350 SH      SHARED      20           350                  
D HOLOGIC INC                    COM              43644010         9      706 SH      SHARED      21           706                  
D HOME BANCSHARES INC            COM              43689320         6      316 SH      SHARED                   316                  
D HOME BANCSHARES INC            COM              43689320         7      361 SH      SHARED      02           361                  
D HOME DEPOT INC                 COM              43707610     37843  1606280 SH      SHARED               1606280                  
D HOME DEPOT INC                 COM              43707610     11085   470533 SH      SHARED      01        459111             11422
D HOME DEPOT INC                 COM              43707610     39970  1696547 SH      SHARED      02       1680059             16488
D HOME DEPOT INC                 COM              43707610       470    19980 SH      SHARED      04         19980                  
D HOME DEPOT INC                 COM              43707610        22      970 SH      SHARED      05           970                  
D HOME DEPOT INC                 COM              43707610      4195   178060 SH      SHARED      06        121650             56410
D HOME DEPOT INC                 COM              43707610     17001   721625 SH      SHARED      10        714425              7200
D HOME DEPOT INC                 COM              43707610        53     2260 SH      SHARED      19                            2260
D HOME DEPOT INC                 COM              43707610       528    22416 SH      SHARED      20          5646             16770
D HOME DEPOT INC                 COM              43707610        85     3622 SH      SHR/OTHR    20                            3622
D HOME DEPOT INC                 COM              43707610       185     7870 SH      SHARED      21          7360               510
D HOME DEPOT INC                 COM              43707610        15      650 SH      SHR/OTHR    21                             650
D HOME DEPOT INC                 COM              43707610        17      750 SH      SHARED      22                             750
D HOME DEPOT INC                 COM              43707610       208     8850 SH      SHARED      23          4200              4650
D HOME DEPOT INC                 COM              43707610       487    20705 SH      SHR/OTHR    23                           20705
D HOME DIAGNOSTICS INC DEL       COM              43708010         7     1241 SH      SHARED                  1241                  
D HOME DIAGNOSTICS INC DEL       COM              43708010        34     6160 SH      SHARED      02           560              5600
D HOME FED BANCORP INC MD        COM              43710G10       268    30787 SH      SHARED                 30787                  
D HOME FED BANCORP INC MD        COM              43710G10         1      171 SH      SHARED      02           171                  
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10      6934   702580 SH      SHARED                702580                  
D HOME INNS & HOTELS MGMT INC    SPON ADR         43713W10         7      800 SH      SHARED      02                             800
D HOME PROPERTIES INC            COM              43730610        25      844 SH      SHARED                   844                  
D HOME PROPERTIES INC            COM              43730610        18      600 SH      SHARED      01           600                  
D HOME PROPERTIES INC            COM              43730610       104     3399 SH      SHARED      02          3399                  
D HOME PROPERTIES INC            COM              43730610       521    17000 SH      SHARED      10         17000                  
D HOME PROPERTIES INC            COM              43730610        19      640 SH      SHARED      21                             640
D HONDA MOTOR LTD                AMERN SHS        43812830       253    10699 SH      SHARED                 10699                  
D HONDA MOTOR LTD                AMERN SHS        43812830        72     3039 SH      SHARED      02          1500              1539
D HONDA MOTOR LTD                AMERN SHS        43812830        71     3000 SH      SHR/OTHR    23                            3000
D HONEYWELL INTL INC             COM              43851610       550    19751 SH      SHARED                   400             19351
D HONEYWELL INTL INC             COM              43851610     24133   866232 SH      SHARED                840070             26162
D HONEYWELL INTL INC             COM              43851610      5934   213003 SH      SHARED      01        194454             18549
D HONEYWELL INTL INC             COM              43851610        55     2000 SH      SHR/OTHR    01                            2000
D HONEYWELL INTL INC             COM              43851610      1195    42920 SH      SHARED      02         23221             19699
D HONEYWELL INTL INC             COM              43851610        55     2000 SH      SHARED      04                            2000
D HONEYWELL INTL INC             COM              43851610     53135  1907226 SH      SHARED      04       1907226                  
D HONEYWELL INTL INC             COM              43851610        11      410 SH      SHARED      05           410                  
D HONEYWELL INTL INC             COM              43851610      4670   167630 SH      SHARED      06         63500            104130
D HONEYWELL INTL INC             COM              43851610     40333  1447733 SH      SHARED      10       1444133              3600
D HONEYWELL INTL INC             COM              43851610       204     7350 SH      SHARED      15                            7350
D HONEYWELL INTL INC             COM              43851610       119     4300 SH      SHARED      19                            4300
D HONEYWELL INTL INC             COM              43851610      1155    41493 SH      SHARED      20         32417              9076
D HONEYWELL INTL INC             COM              43851610      1371    49213 SH      SHR/OTHR    20                           49213
D HONEYWELL INTL INC             COM              43851610       175     6290 SH      SHARED      21          6290                  
D HONEYWELL INTL INC             COM              43851610        13      500 SH      SHR/OTHR    21                             500
D HONEYWELL INTL INC             COM              43851610       475    17055 SH      SHARED      23         12175              4880
D HONEYWELL INTL INC             COM              43851610       465    16717 SH      SHR/OTHR    23                           16717
D HOOKER FURNITURE CORP          COM              43903810        17     2116 SH      SHARED                  2116                  
D HOOKER FURNITURE CORP          COM              43903810         1      210 SH      SHARED      02           210                  
D HOOPER HOLMES INC              COM              43910410         0     1787 SH      SHARED                  1787                  
D HOOPER HOLMES INC              COM              43910410         0      200 SH      SHARED      02           200                  
D HOPFED BANCORP INC             COM              43973410         0       68 SH      SHARED                    68                  
D HORACE MANN EDUCATORS CORP N   COM              44032710        77     9215 SH      SHARED                  9215                  
D HORACE MANN EDUCATORS CORP N   COM              44032710       105    12600 SH      SHARED      01                           12600
D HORACE MANN EDUCATORS CORP N   COM              44032710        21     2561 SH      SHARED      02          2561                  
D HORACE MANN EDUCATORS CORP N   COM              44032710       211    25300 SH      SHARED      10         18000              7300
D HORIZON FINL CORP WASH         COM              44041F10         1      578 SH      SHARED                   578                  
D HORIZON LINES INC              COM              44044K10        49    16366 SH      SHARED                 16366                  
D HORIZON LINES INC              COM              44044K10        82    27280 SH      SHARED      02         27280                  
D HORMEL FOODS CORP              COM              44045210      1062    33498 SH      SHARED                 33498                  
D HORMEL FOODS CORP              COM              44045210       599    18900 SH      SHARED      01         16400              2500
D HORMEL FOODS CORP              COM              44045210       510    16090 SH      SHARED      02         16090                  
D HORMEL FOODS CORP              COM              44045210       107     3400 SH      SHARED      06                            3400
D HORMEL FOODS CORP              COM              44045210       916    28900 SH      SHARED      10         28900                  
D HORNBECK OFFSHORE SVCS INC N   FRNT  1.625%11/1 440543AE       683  1099000 PRN     SHARED      02       1099000                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310        87     5747 SH      SHARED                  5747                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310        49     3225 SH      SHARED      01          3225                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310         8      578 SH      SHARED      02           578                  
D HORNBECK OFFSHORE SVCS INC N   COM              44054310       193    12700 SH      SHARED      10         12700                  
D HORSEHEAD HLDG CORP            COM              44069430         1      244 SH      SHARED                   244                  
D HORSEHEAD HLDG CORP            COM              44069430         5      913 SH      SHARED      02           913                  
D HORSEHEAD HLDG CORP            COM              44069430        47     8600 SH      SHARED      10          8600                  
D HOSPITALITY PPTYS TR           NOTE  3.800% 3/1 44106MAK      9922 13500000 PRN     SHARED      02      13500000                  
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       319    26600 SH      SHARED                 26600                  
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       849    70810 SH      SHARED                 65967              4843
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       446    37200 SH      SHARED      01          2700             34500
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10       201    16794 SH      SHARED      02         16794                  
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     18005  1500450 SH      SHARED      10       1492750              7700
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10     14897  1241458 SH      SHARED      11        451250            790208
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M10         2      190 SH      SHARED      21                             190
D HOSPIRA INC                    COM              44106010        16      534 SH      SHARED                   534                  
D HOSPIRA INC                    COM              44106010      2114    68513 SH      SHARED                 68513                  
D HOSPIRA INC                    COM              44106010      1509    48921 SH      SHARED      01         46111              2810
D HOSPIRA INC                    COM              44106010        65     2113 SH      SHR/OTHR    01                            2113
D HOSPIRA INC                    COM              44106010       770    24965 SH      SHARED      02         24593               372
D HOSPIRA INC                    COM              44106010        52     1700 SH      SHARED      04          1700                  
D HOSPIRA INC                    COM              44106010         3      120 SH      SHARED      05           120                  
D HOSPIRA INC                    COM              44106010       365    11850 SH      SHARED      06          6410              5440
D HOSPIRA INC                    COM              44106010      2295    74373 SH      SHARED      10         72073              2300
D HOSPIRA INC                    COM              44106010        46     1500 SH      SHARED      20          1500                  
D HOSPIRA INC                    COM              44106010         9      300 SH      SHR/OTHR    20                             300
D HOSPIRA INC                    COM              44106010       361    11713 SH      SHARED      23          9333              2380
D HOSPIRA INC                    COM              44106010        84     2740 SH      SHR/OTHR    23                            2740
D HOST HOTELS & RESORTS INC      COM              44107P10       949   242110 SH      SHARED                242110                  
D HOST HOTELS & RESORTS INC      COM              44107P10      6651  1696871 SH      SHARED               1696871                  
D HOST HOTELS & RESORTS INC      COM              44107P10       752   192008 SH      SHARED      01        103057             88951
D HOST HOTELS & RESORTS INC      COM              44107P10      2535   646906 SH      SHR/OTHR    01                          646906
D HOST HOTELS & RESORTS INC      COM              44107P10       566   144400 SH      SHARED      02        135864              8536
D HOST HOTELS & RESORTS INC      COM              44107P10         0      191 SH      SHARED      05           191                  
D HOST HOTELS & RESORTS INC      COM              44107P10        39    10200 SH      SHARED      06                           10200
D HOST HOTELS & RESORTS INC      COM              44107P10      6141  1566588 SH      SHARED      10       1550488             16100
D HOST HOTELS & RESORTS INC      COM              44107P10     38298  9770142 SH      SHARED      11       4980637           4789505
D HOST HOTELS & RESORTS INC      COM              44107P10         1      275 SH      SHARED      20           275                  
D HOST HOTELS & RESORTS INC      COM              44107P10         0      244 SH      SHR/OTHR    23                             244
D HOT TOPIC INC                  COM              44133910       623    55703 SH      SHARED                 55703                  
D HOT TOPIC INC                  COM              44133910        29     2600 SH      SHARED      01          2600                  
D HOT TOPIC INC                  COM              44133910       266    23790 SH      SHARED      02         23790                  
D HOT TOPIC INC                  COM              44133910       539    48200 SH      SHARED      10         48200                  
D HOUSTON AMERN ENERGY CORP      COM              44183U10         0      343 SH      SHARED      02           343                  
D HOUSTON WIRE & CABLE CO        COM              44244K10         5      747 SH      SHARED                   747                  
D HOUSTON WIRE & CABLE CO        COM              44244K10         4      546 SH      SHARED      02           461                85
D HOVNANIAN ENTERPRISES INC      CL A             44248720       975   625518 SH      SHARED                625518                  
D HOVNANIAN ENTERPRISES INC      CL A             44248720         0      125 SH      SHARED      02           125                  
D HOVNANIAN ENTERPRISES INC      CL A             44248720        13     8700 SH      SHARED      10          8700                  
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410      1192    44408 SH      SHARED                 44408                  
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410         2       90 SH      SHARED      02            90                  
D HUANENG PWR INTL INC           SPON ADR H SHS   44330410        10      405 SH      SHARED      21           405                  
D HUB GROUP INC                  CL A             44332010      1251    73601 SH      SHARED                 73601                  
D HUB GROUP INC                  CL A             44332010        79     4700 SH      SHARED      01          4700                  
D HUB GROUP INC                  CL A             44332010       510    30020 SH      SHARED      02         26020              4000
D HUB GROUP INC                  CL A             44332010       119     7000 SH      SHARED      10          4900              2100
D HUB GROUP INC                  CL A             44332010       459    27000 SH      SHR/OTHR    23                           27000
D HUBBELL INC                    CL A             44351010         5      203 SH      SHARED                   203                  
D HUBBELL INC                    CL B             44351020      3676   136368 SH      SHARED                136368                  
D HUBBELL INC                    CL B             44351020       485    18000 SH      SHARED      01                           18000
D HUBBELL INC                    CL B             44351020       536    19904 SH      SHARED      02         19904                  
D HUBBELL INC                    CL B             44351020      4921   182550 SH      SHARED      10        182550                  
D HUBBELL INC                    CL B             44351020         5      210 SH      SHARED      20                             210
D HUBBELL INC                    CL B             44351020        32     1200 SH      SHARED      23          1200                  
D HUDSON CITY BANCORP            COM              44368310     15382  1315867 SH      SHARED               1315867                  
D HUDSON CITY BANCORP            COM              44368310      1340   114685 SH      SHARED      01        114685                  
D HUDSON CITY BANCORP            COM              44368310        22     1923 SH      SHR/OTHR    01                            1923
D HUDSON CITY BANCORP            COM              44368310       430    36799 SH      SHARED      02         36799                  
D HUDSON CITY BANCORP            COM              44368310         3      320 SH      SHARED      05           320                  
D HUDSON CITY BANCORP            COM              44368310       409    35070 SH      SHARED      06         18650             16420
D HUDSON CITY BANCORP            COM              44368310      6225   532526 SH      SHARED      10        532526                  
D HUDSON CITY BANCORP            COM              44368310       224    19232 SH      SHR/OTHR    23                           19232
D HUDSON HIGHLAND GROUP INC      COM              44379210         0      160 SH      SHARED                   160                  
D HUDSON HIGHLAND GROUP INC      COM              44379210         0      425 SH      SHARED      01           425                  
D HUDSON HIGHLAND GROUP INC      COM              44379210         1      903 SH      SHARED      02           648               255
D HUDSON TECHNOLOGIES INC        COM              44414410         0       61 SH      SHARED                    61                  
D HUGHES COMMUNICATIONS INC      COM              44439810         4      402 SH      SHARED                   402                  
D HUGHES COMMUNICATIONS INC      COM              44439810         2      193 SH      SHARED      02           187                 6
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710       325    33998 SH      SHARED                 33998                  
D HUGOTON RTY TR TEX             UNIT BEN INT     44471710         0        8 SH      SHARED      02                               8
D HUMANA INC                     COM              44485910      2852   109386 SH      SHARED                109386                  
D HUMANA INC                     COM              44485910      1024    39300 SH      SHARED      01         39300                  
D HUMANA INC                     COM              44485910      1080    41437 SH      SHARED      02         41437                  
D HUMANA INC                     COM              44485910        52     2000 SH      SHARED      04          2000                  
D HUMANA INC                     COM              44485910       337    12950 SH      SHARED      06          6450              6500
D HUMANA INC                     COM              44485910     20103   770843 SH      SHARED      10        759743             11100
D HUMAN GENOME SCIENCES INC      NOTE  2.250%10/1 444903AK      2936  8000000 PRN     SHARED      02       8000000                  
D HUMAN GENOME SCIENCES INC      NOTE  2.250% 8/1 444903AM       896  2700000 PRN     SHARED               2700000                  
D HUMAN GENOME SCIENCES INC      COM              44490310        36    43979 SH      SHARED                 43979                  
D HUMAN GENOME SCIENCES INC      COM              44490310         6     8000 SH      SHARED      01          8000                  
D HUMAN GENOME SCIENCES INC      COM              44490310         3     4222 SH      SHARED      02          4222                  
D HUMAN GENOME SCIENCES INC      COM              44490310       177   214200 SH      SHARED      10        214200                  
D HUNT J B TRANS SVCS INC        COM              44565810      4790   198705 SH      SHARED                198705                  
D HUNT J B TRANS SVCS INC        COM              44565810      1007    41800 SH      SHARED      01         15400             26400
D HUNT J B TRANS SVCS INC        COM              44565810       748    31029 SH      SHARED      02         29629              1400
D HUNT J B TRANS SVCS INC        COM              44565810        14      600 SH      SHARED      06                             600
D HUNT J B TRANS SVCS INC        COM              44565810       231     9600 SH      SHARED      10          9600                  
D HUNTINGTON BANCSHARES INC      COM              44615010      2595  1563521 SH      SHARED               1563521                  
D HUNTINGTON BANCSHARES INC      COM              44615010       223   134396 SH      SHARED      01        134396                  
D HUNTINGTON BANCSHARES INC      COM              44615010         1      875 SH      SHR/OTHR    01                             875
D HUNTINGTON BANCSHARES INC      COM              44615010       157    94679 SH      SHARED      02         94679                  
D HUNTINGTON BANCSHARES INC      COM              44615010         0      300 SH      SHARED      05           300                  
D HUNTINGTON BANCSHARES INC      COM              44615010        23    14440 SH      SHARED      06          6450              7990
D HUNTINGTON BANCSHARES INC      COM              44615010       220   133081 SH      SHARED      10        133081                  
D HUNTSMAN CORP                  COM              44701110         0       32 SH      SHARED                    32                  
D HUNTSMAN CORP                  COM              44701110      4316  1379084 SH      SHARED               1379084                  
D HUNTSMAN CORP                  COM              44701110        84    26900 SH      SHARED      02         21100              5800
D HURCO COMPANIES INC            COM              44732410        11     1110 SH      SHARED                  1110                  
D HURCO COMPANIES INC            COM              44732410         1      164 SH      SHARED      02           164                  
D HURCO COMPANIES INC            COM              44732410        26     2500 SH      SHARED      10          2500                  
D HURON CONSULTING GROUP INC     COM              44746210       242     5725 SH      SHARED                  5725                  
D HURON CONSULTING GROUP INC     COM              44746210        23      556 SH      SHARED      02           521                35
D HURON CONSULTING GROUP INC     COM              44746210      7153   168600 SH      SHARED      10        168600                  
D HUTCHINSON TECHNOLOGY INC      NOTE  3.250% 1/1 448407AF        76   300000 PRN     SHARED      23                          300000
D HUTCHINSON TECHNOLOGY INC      COM              44840710         0       20 SH      SHARED                    20                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710       234    90107 SH      SHARED                 90107                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710        51    19755 SH      SHARED      02         19755                  
D HUTCHINSON TECHNOLOGY INC      COM              44840710        52    20100 SH      SHARED      10         20100                  
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10        43     9216 SH      SHARED                  9216                  
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10         6     1400 SH      SHARED      01          1400                  
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10         4      857 SH      SHARED      02                             857
D HUTCHISON TELECOMM INTL LTD    SPONSORED ADR    44841T10        41     8860 SH      SHARED      21                            8860
D IDT CORP                       COM NEW          44894740         0      500 SH      SHARED                   500                  
D IDT CORP                       CL B NEW         44894750         5     4798 SH      SHARED                  4798                  
D IDT CORP                       CL B NEW         44894750         8     7693 SH      SHARED      02          7693                  
D HYPERDYNAMICS CORP             COM              44895410         0      860 SH      SHARED                   860                  
D HYPERCOM CORP                  COM              44913M10        30    32200 SH      SHARED                 32200                  
D HYPERCOM CORP                  COM              44913M10         2     2939 SH      SHARED      02          2939                  
D HYTHIAM INC                    COM              44919F10         0      821 SH      SHARED                   821                  
D HYTHIAM INC                    COM              44919F10         0       30 SH      SHARED      01            30                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       663    43563 SH      SHARED                 43563                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50        30     1991 SH      SHARED      01          1991                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50      1049    68897 SH      SHARED      02         66247              2650
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       651    42773 SH      SHARED      04         42773                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50       168    11050 SH      SHARED      10         11050                  
D IAC INTERACTIVECORP            COM PAR $.001    44919P50         1       75 SH      SHARED      20                              75
D IA GLOBAL INC                  COM              44920E10         0      644 SH      SHARED                   644                  
D ICF INTL INC                   COM              44925C10        75     3300 SH      SHARED                  3300                  
D ICF INTL INC                   COM              44925C10         3      171 SH      SHARED      02           171                  
D ICF INTL INC                   COM              44925C10       190     8300 SH      SHARED      10          8300                  
D ICT GROUP INC                  COM              44929Y10         0      112 SH      SHARED                   112                  
D ICT GROUP INC                  COM              44929Y10         1      226 SH      SHARED      02           226                  
D ICO INC NEW                    COM              44929310         0        8 SH      SHARED                     8                  
D ICO INC NEW                    COM              44929310         1      725 SH      SHARED      02           725                  
D ICU MED INC                    COM              44930G10       116     3632 SH      SHARED                  3632                  
D ICU MED INC                    COM              44930G10       122     3824 SH      SHARED      02          3824                  
D ICO GLOBAL COMM HLDGS LTD DE   CL A             44930K10         1     3250 SH      SHARED                  3250                  
D ICO GLOBAL COMM HLDGS LTD DE   CL A             44930K10         0     2694 SH      SHARED      02          2694                  
D ICO GLOBAL COMM HLDGS LTD DE   CL A             44930K10         4    11800 SH      SHARED      10         11800                  
D ICOP DIGITAL INC               COM NEW          44930M20         0      151 SH      SHARED                   151                  
D ICAD INC                       COM              44934S10         0      383 SH      SHARED                   383                  
D ICX TECHNOLOGIES INC           COM              44934T10        42    10500 SH      SHARED                 10500                  
D ICX TECHNOLOGIES INC           COM              44934T10         1      351 SH      SHARED      02           351                  
D IDM PHARMA INC                 COM              44939410         0      361 SH      SHARED                   361                  
D I D SYSTEMS INC                COM              44948910         1      299 SH      SHARED                   299                  
D I-FLOW CORP                    COM NEW          44952030        73    20129 SH      SHARED                 20129                  
D I-FLOW CORP                    COM NEW          44952030         2      562 SH      SHARED      02           562                  
D IGI LABS INC                   COM              44957510         0      169 SH      SHARED                   169                  
D IGO INC                        COM              44959310         0      780 SH      SHARED                   780                  
D I-MANY INC                     COM              44973Q10         0     1179 SH      SHARED                  1179                  
D ING PRIME RATE TR              SH BEN INT       44977W10        50    14450 SH      SHARED      23                           14450
D IPG PHOTONICS CORP             COM              44980X10        49     5832 SH      SHARED                  5832                  
D IPG PHOTONICS CORP             COM              44980X10         4      499 SH      SHARED      02           499                  
D IPCS INC                       COM NEW          44980Y30        94     9772 SH      SHARED                  9772                  
D IPCS INC                       COM NEW          44980Y30         7      800 SH      SHARED      01           800                  
D IPCS INC                       COM NEW          44980Y30        32     3388 SH      SHARED      02          3388                  
D IPCS INC                       COM NEW          44980Y30        86     8900 SH      SHARED      10          8900                  
D ING RISK MANAGED NAT RES FD    COM              44981010         6      500 SH      SHARED      02                             500
D ING CLARION GLB RE EST INCM    COM              44982G10        12     3917 SH      SHR/OTHR    23                            3917
D IPC THE HOSPITALIST CO INC     COM              44984A10         9      512 SH      SHARED      02           247               265
D IPC THE HOSPITALIST CO INC     COM              44984A10        20     1071 SH      SHARED      21          1071                  
D IMS HEALTH INC                 COM              44993410      1956   156934 SH      SHARED                156934                  
D IMS HEALTH INC                 COM              44993410      2096   168134 SH      SHARED      01        135739             32395
D IMS HEALTH INC                 COM              44993410        13     1075 SH      SHR/OTHR    01                            1075
D IMS HEALTH INC                 COM              44993410      1229    98586 SH      SHARED      02         98586                  
D IMS HEALTH INC                 COM              44993410        32     2600 SH      SHARED      04          2600                  
D IMS HEALTH INC                 COM              44993410         2      200 SH      SHARED      05           200                  
D IMS HEALTH INC                 COM              44993410       167    13430 SH      SHARED      06          8700              4730
D IMS HEALTH INC                 COM              44993410      1238    99333 SH      SHARED      10         99333                  
D IMS HEALTH INC                 COM              44993410        12     1000 SH      SHR/OTHR    20                            1000
D IMS HEALTH INC                 COM              44993410        10      871 SH      SHR/OTHR    21                             871
D IMS HEALTH INC                 COM              44993410       773    62000 SH      SHARED      23         62000                  
D IMS HEALTH INC                 COM              44993410       783    62850 SH      SHR/OTHR    23                           62850
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720       812   206700 SH      SHARED                206700                  
D IRSA INVERSIONES Y REP S A     GLOBL DEP RCPT   45004720        36     9276 SH      SHARED                  9276                  
D ISTAR FINL INC                 COM              45031U10        48    17178 SH      SHARED                 17178                  
D ISTAR FINL INC                 COM              45031U10       113    40300 SH      SHARED      01         40300                  
D ISTAR FINL INC                 COM              45031U10       101    36197 SH      SHARED      02         33797              2400
D ISTAR FINL INC                 COM              45031U10         4     1700 SH      SHARED      10          1700                  
D ISTA PHARMACEUTICALS INC       COM NEW          45031X20         1      579 SH      SHARED                   579                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10      6551    53956 SH      SHARED                 53956                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10      2783    22925 SH      SHARED      01         12525             10400
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        36      300 SH      SHR/OTHR    01                             300
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       439     3623 SH      SHARED      02          3623                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10        30      250 SH      SHARED      06                             250
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       522     4300 SH      SHARED      10          4300                  
D ITT EDUCATIONAL SERVICES INC   COM              45068B10       190     1566 SH      SHARED      21          1425               141
D IVAX DIAGNOSTICS INC           COM              45070W10         0      201 SH      SHARED                   201                  
D IXIA                           COM              45071R10       161    31154 SH      SHARED                 31154                  
D IXIA                           COM              45071R10        45     8816 SH      SHARED      02          8816                  
D IBASIS INC                     COM NEW          45073220         1     2532 SH      SHARED                  2532                  
D IBASIS INC                     COM NEW          45073220         0      794 SH      SHARED      02           794                  
D IBERIABANK CORP                COM              45082810         7      153 SH      SHARED                   153                  
D IBERIABANK CORP                COM              45082810        23      513 SH      SHARED      02           513                  
D IBERIABANK CORP                COM              45082810        91     2000 SH      SHARED      10          2000                  
D ITT CORP NEW                   COM              45091110      3551    92329 SH      SHARED                 89429              2900
D ITT CORP NEW                   COM              45091110      2089    54314 SH      SHARED      01         51298              3016
D ITT CORP NEW                   COM              45091110       867    22547 SH      SHARED      02         21647               900
D ITT CORP NEW                   COM              45091110    153805  3998074 SH      SHARED      04       3998074                  
D ITT CORP NEW                   COM              45091110     17340   450744 SH      SHARED      05        450744                  
D ITT CORP NEW                   COM              45091110       947    24625 SH      SHARED      06          7700             16925
D ITT CORP NEW                   COM              45091110      2803    72868 SH      SHARED      10         72868                  
D ITT CORP NEW                   COM              45091110        77     2025 SH      SHARED      19                            2025
D ITT CORP NEW                   COM              45091110        76     2000 SH      SHARED      20          2000                  
D ITT CORP NEW                   COM              45091110         8      220 SH      SHARED      21                             220
D ITT CORP NEW                   COM              45091110        89     2331 SH      SHARED      23           846              1485
D ITT CORP NEW                   COM              45091110        46     1200 SH      SHR/OTHR    23                            1200
D IAMGOLD CORP                   COM              45091310      3119   364800 SH      SHARED                334800             30000
D IAMGOLD CORP                   COM              45091310      3469   405746 SH      SHARED                405746                  
D IAMGOLD CORP                   COM              45091310      2949   345000 SH      SHARED      04        345000                  
D IAMGOLD CORP                   COM              45091310      3420   400000 SH      SHARED      05        400000                  
D IAMGOLD CORP                   COM              45091310     29713  3475310 SH      SHARED      10       3475310                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10        49     3085 SH      SHARED                  3085                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10      1238    76657 SH      SHARED                 76657                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10      6627   410400 SH      SHARED      10        410400                  
D ICON PUB LTD CO                SPONSORED ADR    45103T10        15      934 SH      SHARED      21           934                  
D ICICI BK LTD                   ADR              45104G10       199    15000 SH      SHARED                                   15000
D ICICI BK LTD                   ADR              45104G10     15398  1158618 SH      SHARED               1158618                  
D ICICI BK LTD                   ADR              45104G10        17     1350 SH      SHARED      01          1350                  
D ICICI BK LTD                   ADR              45104G10      2849   214403 SH      SHARED      02        214053               350
D ICICI BK LTD                   ADR              45104G10       130     9822 SH      SHARED      04                            9822
D ICICI BK LTD                   ADR              45104G10     16499  1241500 SH      SHARED      04       1241500                  
D ICICI BK LTD                   ADR              45104G10       398    30000 SH      SHARED      05         30000                  
D ICICI BK LTD                   ADR              45104G10      2392   180000 SH      SHARED      06                          180000
D ICICI BK LTD                   ADR              45104G10      5125   385700 SH      SHARED      10        385700                  
D ICICI BK LTD                   ADR              45104G10         1      100 SH      SHARED      21           100                  
D ICAGEN INC                     COM              45104P10      1144  2860184 SH      SHARED               2860184                  
D ICAGEN INC                     COM              45104P10         5    12900 SH      SHARED      02                           12900
D ICONIX BRAND GROUP INC         NOTE  1.875% 6/3 451055AB      8605 13300000 PRN     SHARED              13300000                  
D ICONIX BRAND GROUP INC         COM              45105510       182    20566 SH      SHARED                 20566                  
D ICONIX BRAND GROUP INC         COM              45105510        14     1589 SH      SHARED      02          1589                  
D ICONIX BRAND GROUP INC         COM              45105510        57     6500 SH      SHARED      10          6500                  
D ICONIX BRAND GROUP INC         COM              45105510        17     1968 SH      SHARED      21          1968                  
D ICAHN ENTERPRISES LP           DEPOSITRY UNIT   45110010       254     9770 SH      SHARED                  9770                  
D IDACORP INC                    COM              45110710       437    18748 SH      SHARED                 18748                  
D IDACORP INC                    COM              45110710       350    15000 SH      SHARED      01                           15000
D IDACORP INC                    COM              45110710       280    12028 SH      SHARED      02          9528              2500
D IDACORP INC                    COM              45110710     15122   647361 SH      SHARED      10        647361                  
D IDENIX PHARMACEUTICALS INC     COM              45166R20         0       99 SH      SHARED                    99                  
D IDENIX PHARMACEUTICALS INC     COM              45166R20        12     3957 SH      SHARED      02          3957                  
D IDEATION ACQUISITION CORP      COM              45166510        16     2176 SH      SHARED                  2176                  
D IDEATION ACQUISITION CORP      COM              45166510      2661   355300 SH      SHARED      02        355300                  
D IDEX CORP                      COM              45167R10       268    12260 SH      SHARED                 12260                  
D IDEX CORP                      COM              45167R10      1960    89625 SH      SHARED      01         54875             34750
D IDEX CORP                      COM              45167R10        70     3237 SH      SHR/OTHR    01                            3237
D IDEX CORP                      COM              45167R10       293    13402 SH      SHARED      02         13402                  
D IDEX CORP                      COM              45167R10         3      182 SH      SHARED      10           182                  
D IDEX CORP                      COM              45167R10       291    13324 SH      SHARED      20          7977              5347
D IDEX CORP                      COM              45167R10        55     2535 SH      SHARED      21          2535                  
D IDEX CORP                      COM              45167R10         1       75 SH      SHARED      23            75                  
D IDEXX LABS INC                 COM              45168D10      1235    35721 SH      SHARED                 35721                  
D IDEXX LABS INC                 COM              45168D10       701    20300 SH      SHARED      01                           20300
D IDEXX LABS INC                 COM              45168D10       252     7301 SH      SHARED      02          6749               552
D IDEXX LABS INC                 COM              45168D10        34     1000 SH      SHARED      10          1000                  
D IDEXX LABS INC                 COM              45168D10       511    14800 SH      SHARED      21                           14800
D IDERA PHARMACEUTICALS INC      COM NEW          45168K30        63     9872 SH      SHARED                  9872                  
D IDERA PHARMACEUTICALS INC      COM NEW          45168K30         3      531 SH      SHARED      02           531                  
D IGATE CORP                     COM              45169U10       184    57035 SH      SHARED                 57035                  
D IGATE CORP                     COM              45169U10        17     5500 SH      SHARED      01          5500                  
D IGATE CORP                     COM              45169U10        15     4670 SH      SHARED      02          4670                  
D IGATE CORP                     COM              45169U10       263    81400 SH      SHARED      10         81400                  
D IKANOS COMMUNICATIONS          COM              45173E10         0      583 SH      SHARED                   583                  
D IHS INC                        CL A             45173410       157     3814 SH      SHARED                  3814                  
D IHS INC                        CL A             45173410        16      400 SH      SHARED      01                             400
D IHS INC                        CL A             45173410        20      508 SH      SHARED      02           508                  
D IHS INC                        CL A             45173410        20      500 SH      SHARED      21           500                  
D ILLINOIS TOOL WKS INC          COM              45230810       185     6000 SH      SHARED                  6000                  
D ILLINOIS TOOL WKS INC          COM              45230810      6533   211781 SH      SHARED                211781                  
D ILLINOIS TOOL WKS INC          COM              45230810      3546   114945 SH      SHARED      01        114150               795
D ILLINOIS TOOL WKS INC          COM              45230810        12      400 SH      SHR/OTHR    01                             400
D ILLINOIS TOOL WKS INC          COM              45230810       570    18482 SH      SHARED      02         17002              1480
D ILLINOIS TOOL WKS INC          COM              45230810        33     1100 SH      SHARED      04          1100                  
D ILLINOIS TOOL WKS INC          COM              45230810         8      270 SH      SHARED      05           270                  
D ILLINOIS TOOL WKS INC          COM              45230810       872    28280 SH      SHARED      06         15000             13280
D ILLINOIS TOOL WKS INC          COM              45230810      8232   266866 SH      SHARED      10        266866                  
D ILLINOIS TOOL WKS INC          COM              45230810      1018    33000 SH      SHARED      15                           33000
D ILLINOIS TOOL WKS INC          COM              45230810       266     8630 SH      SHARED      20          5650              2980
D ILLINOIS TOOL WKS INC          COM              45230810         4      150 SH      SHR/OTHR    20                             150
D ILLINOIS TOOL WKS INC          COM              45230810       410    13300 SH      SHARED      21         10800              2500
D ILLINOIS TOOL WKS INC          COM              45230810        88     2860 SH      SHARED      23          2000               860
D ILLINOIS TOOL WKS INC          COM              45230810       323    10500 SH      SHR/OTHR    23                           10500
D ILLUMINA INC                   NOTE  0.625% 2/1 452327AB      6908  4000000 PRN     SHARED      02       4000000                  
D ILLUMINA INC                   COM              45232710      7945   213355 SH      SHARED                213355                  
D ILLUMINA INC                   COM              45232710      1197    32150 SH      SHARED      01         32150                  
D ILLUMINA INC                   COM              45232710       416    11190 SH      SHARED      02          2658              8532
D ILLUMINA INC                   COM              45232710     11789   316571 SH      SHARED      04        316571                  
D ILLUMINA INC                   COM              45232710        52     1400 SH      SHARED      06                            1400
D ILLUMINA INC                   COM              45232710     14919   400640 SH      SHARED      10        400640                  
D ILLUMINA INC                   COM              45232710        22      592 SH      SHARED      21           592                  
D IMAGE ENTMT INC                COM NEW          45243920         0      390 SH      SHARED                   390                  
D IMATION CORP                   COM              45245A10       120    15751 SH      SHARED                 15751                  
D IMATION CORP                   COM              45245A10        85    11200 SH      SHARED      01                           11200
D IMATION CORP                   COM              45245A10       207    27096 SH      SHARED      02         27096                  
D IMATION CORP                   COM              45245A10        34     4500 SH      SHARED      10          4500                  
D IMAX CORP                      COM              45245E10        17     3954 SH      SHARED                  3954                  
D IMAX CORP                      COM              45245E10         0       50 SH      SHARED      02                              50
D IMERGENT INC                   COM              45247Q10         1      299 SH      SHARED                   299                  
D IMMTECH PHARMACEUTICALS INC    COM              45251910         0      576 SH      SHARED                   576                  
D IMMERSION CORP                 COM              45252110        31    10686 SH      SHARED                 10686                  
D IMMERSION CORP                 COM              45252110        20     7126 SH      SHARED      02          2926              4200
D IMMERSION CORP                 COM              45252110        23     7900 SH      SHARED      10          7900                  
D IMMUCELL CORP                  COM PAR $0.10    45252530         0       67 SH      SHARED                    67                  
D IMMUCOR INC                    COM              45252610      2946   117148 SH      SHARED                117148                  
D IMMUCOR INC                    COM              45252610       588    23400 SH      SHARED      01                           23400
D IMMUCOR INC                    COM              45252610       162     6468 SH      SHARED      02          6468                  
D IMMUCOR INC                    COM              45252610        85     3400 SH      SHARED      10          1700              1700
D IMMUCOR INC                    COM              45252610        15      598 SH      SHARED      21           598                  
D IMMUNOGEN INC                  COM              45253H10       102    14499 SH      SHARED      02          3999             10500
D IMPERIAL INDS INC              COM NEW          45284840         0       64 SH      SHARED                    64                  
D IMMUNOMEDICS INC               COM              45290710         2     2902 SH      SHARED      02          2902                  
D IMPERIAL OIL LTD               COM NEW          45303840      5050   140092 SH      SHARED                140092                  
D IMPERIAL OIL LTD               COM NEW          45303840        11      329 SH      SHARED      01           329                  
D IMPERIAL OIL LTD               COM NEW          45303840        17      476 SH      SHR/OTHR    01                             476
D IMPERIAL OIL LTD               COM NEW          45303840        18      500 SH      SHARED      02           500                  
D IMPERIAL OIL LTD               COM NEW          45303840        82     2300 SH      SHARED      04          2300                  
D IMPERIAL OIL LTD               COM NEW          45303840         7      200 SH      SHARED      05           200                  
D IMPERIAL OIL LTD               COM NEW          45303840       194     5400 SH      SHARED      06          3100              2300
D IMPERIAL OIL LTD               COM NEW          45303840       514    14260 SH      SHARED      10         14260                  
D IMPERIAL OIL LTD               COM NEW          45303840        32      900 SH      SHARED      19                             900
D IMPERIAL OIL LTD               COM NEW          45303840      7558   209675 SH      SHARED      20        177300             32375
D IMPERIAL OIL LTD               COM NEW          45303840       108     3000 SH      SHR/OTHR    20                            3000
D IMPERIAL OIL LTD               COM NEW          45303840        14      403 SH      SHARED      21           403                  
D IMPERIAL SUGAR CO NEW          COM NEW          45309620        48     6699 SH      SHARED                  6699                  
D IMPERIAL SUGAR CO NEW          COM NEW          45309620        20     2800 SH      SHARED      10          2800                  
D IMPLANT SCIENCES CORP          COM              45320R10         0      356 SH      SHARED                   356                  
D INCONTACT INC                  COM              45336E10         1      562 SH      SHARED                   562                  
D INCYTE CORP                    NOTE  3.500% 2/1 45337CAE        29    59000 PRN     SHARED      02         59000                  
D INCYTE CORP                    NOTE  3.500% 2/1 45337CAF      1302  2500000 PRN     SHARED      02       2500000                  
D INCYTE CORP                    COM              45337C10       284   121581 SH      SHARED                121581                  
D INCYTE CORP                    COM              45337C10        10     4700 SH      SHARED      01          4700                  
D INCYTE CORP                    COM              45337C10        11     4857 SH      SHARED      02          3607              1250
D INCYTE CORP                    COM              45337C10      2221   949514 SH      SHARED      04        949514                  
D INCYTE CORP                    COM              45337C10       392   167900 SH      SHARED      10        167900                  
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030       194    38883 SH      SHARED                 38883                  
D INDEPENDENCE HLDG CO NEW       COM NEW          45344030         0      164 SH      SHARED      02           164                  
D INDEPENDENT BANK CORP MASS     COM              45383610       113     7700 SH      SHARED                  7700                  
D INDEPENDENT BANK CORP MASS     COM              45383610        10      744 SH      SHARED      02           744                  
D INDEPENDENT BANK CORP MASS     COM              45383610       194    13200 SH      SHARED      10          8600              4600
D INDEPENDENT BANK CORP MICH     COM              45383810         6     2798 SH      SHARED                  2798                  
D INDEPENDENT BANK CORP MICH     COM              45383810         2     1182 SH      SHARED      02          1182                  
D INDEVUS PHARMACEUTICALS INC    COM              45407210         0       77 SH      SHARED                    77                  
D INDEVUS PHARMACEUTICALS INC    COM              45407210         3      632 SH      SHARED      01           632                  
D INDEVUS PHARMACEUTICALS INC    COM              45407210        24     4449 SH      SHARED      02          4449                  
D INDIA FD INC                   COM              45408910         1      100 SH      SHARED                   100                  
D INDIA FD INC                   COM              45408910        20     1200 SH      SHARED      01          1200                  
D INDIA FD INC                   COM              45408910        44     2600 SH      SHARED      02           100              2500
D INDIA FD INC                   COM              45408910        19     1159 SH      SHR/OTHR    23                            1159
D INDUSTRIAL SVCS AMER INC FLA   COM              45631410         0       51 SH      SHARED                    51                  
D INERGY HLDGS L P               COM              45661Q10        15      507 SH      SHARED                   507                  
D INERGY L P                     UNIT LTD PTNR    45661510       184     8430 SH      SHARED                  8430                  
D INERGY L P                     UNIT LTD PTNR    45661510       483    22070 SH      SHARED      02           200             21870
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N10       128   113353 SH      SHARED                109353              4000
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N10         1     1150 SH      SHARED      02          1150                  
D INFOCUS CORP                   COM              45665B10         0     1556 SH      SHARED                  1556                  
D INFINITY PHARMACEUTICALS INC   COM              45665G30         2      357 SH      SHARED                   357                  
D INFINITY PHARMACEUTICALS INC   COM              45665G30        13     1599 SH      SHARED      02           599              1000
D INFINITY PPTY & CAS CORP       COM              45665Q10       276     8160 SH      SHARED                  8160                  
D INFINITY PPTY & CAS CORP       COM              45665Q10        74     2200 SH      SHARED      01          1200              1000
D INFINITY PPTY & CAS CORP       COM              45665Q10        34     1004 SH      SHARED      02          1004                  
D INFINITY PPTY & CAS CORP       COM              45665Q10       855    25200 SH      SHARED      10         25200                  
D INFORMATICA CORP               NOTE  3.000% 3/1 45666QAB        60    62000 PRN     SHARED      02         62000                  
D INFORMATICA CORP               COM              45666Q10      2333   175977 SH      SHARED                175977                  
D INFORMATICA CORP               COM              45666Q10       429    32398 SH      SHARED      02         27548              4850
D INFORMATICA CORP               COM              45666Q10      5351   403600 SH      SHARED      10        400700              2900
D INFORMATICA CORP               COM              45666Q10        45     3424 SH      SHARED      21          1264              2160
D INFINERA CORPORATION           COM              45667G10        16     2250 SH      SHARED                  2250                  
D INFINERA CORPORATION           COM              45667G10        30     4100 SH      SHARED      01          4100                  
D INFINERA CORPORATION           COM              45667G10        25     3476 SH      SHARED      02          3476                  
D INFINERA CORPORATION           COM              45667G10      1622   219200 SH      SHARED      10        219200                  
D INFOLOGIX INC                  COM              45668X10         0      417 SH      SHARED                   417                  
D INFOGROUP INC                  COM              45670G10       112    27083 SH      SHARED                 27083                  
D INFOGROUP INC                  COM              45670G10       157    37750 SH      SHARED      01         37750                  
D INFOGROUP INC                  COM              45670G10         7     1759 SH      SHARED      02          1759                  
D INFORMATION SERVICES GROUP I   COM              45675Y10         0       13 SH      SHARED                    13                  
D INFORMATION SERVICES GROUP I   COM              45675Y10      1980   645151 SH      SHARED      02        645151                  
D INFORMATION SERVICES GROUP I   *W EXP 01/31/201 45675Y11         2    37890 SH      SHARED      02         37890                  
D INFOSPACE INC                  COM NEW          45678T20      1264   243255 SH      SHARED                243255                  
D INFOSPACE INC                  COM NEW          45678T20         4      945 SH      SHARED      02           945                  
D INFOSONICS CORP                COM              45678410         0      230 SH      SHARED                   230                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810       657    24700 SH      SHARED                                   24700
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810      6902   259190 SH      SHARED                259190                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810        85     3200 SH      SHARED      01          3200                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810      4732   177700 SH      SHARED      02        176700              1000
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810       353    13260 SH      SHARED      04                           13260
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810       945    35500 SH      SHARED      04         35500                  
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810      9938   373200 SH      SHARED      10        213000            160200
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    45678810        98     3700 SH      SHARED      15                            3700
D ING GROEP N V                  SPONSORED ADR    45683710       126    23209 SH      SHARED                 23209                  
D ING GROEP N V                  SPONSORED ADR    45683710        13     2528 SH      SHARED      02                            2528
D ING GLOBAL EQTY DIV & PREM O   COM              45684E10       136    14810 SH      SHARED      02                           14810
D INGLES MKTS INC                CL A             45703010         4      327 SH      SHARED      02           327                  
D INGRAM MICRO INC               CL A             45715310       704    55748 SH      SHARED                 55748                  
D INGRAM MICRO INC               CL A             45715310       690    54600 SH      SHARED      01                           54600
D INGRAM MICRO INC               CL A             45715310       456    36150 SH      SHARED      02         36150                  
D INGRAM MICRO INC               CL A             45715310      2233   176700 SH      SHARED      10        168500              8200
D INHIBITEX INC                  COM              45719T10         0      792 SH      SHARED                   792                  
D INLAND REAL ESTATE CORP        NOTE  4.625%11/1 457461AB       136   200000 PRN     SHARED                200000                  
D INLAND REAL ESTATE CORP        NOTE  4.625%11/1 457461AB       238   350000 PRN     SHARED      02        350000                  
D INLAND REAL ESTATE CORP        COM NEW          45746120       562    79401 SH      SHARED                 79401                  
D INLAND REAL ESTATE CORP        COM NEW          45746120        56     7900 SH      SHARED      01          7900                  
D INLAND REAL ESTATE CORP        COM NEW          45746120        34     4862 SH      SHARED      02          4862                  
D INLAND REAL ESTATE CORP        COM NEW          45746120        17     2400 SH      SHARED      10          2400                  
D INLAND REAL ESTATE CORP        COM NEW          45746120      2789   393450 SH      SHARED      11                          393450
D INLAND REAL ESTATE CORP        COM NEW          45746120         5      720 SH      SHARED      20           720                  
D INNODATA ISOGEN INC            COM NEW          45764220         1      568 SH      SHARED                   568                  
D INSIGHT ENTERPRISES INC        COM              45765U10        13     4281 SH      SHARED                  4281                  
D INSIGHT ENTERPRISES INC        COM              45765U10        31    10315 SH      SHARED      02         10156               159
D INSIGHT ENTERPRISES INC        COM              45765U10       101    33200 SH      SHARED      10         33200                  
D INSIGNIA SYS INC               COM              45765Y10         0      396 SH      SHARED                   396                  
D INSITE VISION INC              COM              45766010         0     2128 SH      SHARED                  2128                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710       192    12317 SH      SHARED                 12317                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710       344    21999 SH      SHARED      02         21499               500
D INSITUFORM TECHNOLOGIES INC    CL A             45766710      4824   308441 SH      SHARED      04        308441                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710      4567   292068 SH      SHARED      05        292068                  
D INSITUFORM TECHNOLOGIES INC    CL A             45766710        27     1760 SH      SHARED      06                            1760
D INSITUFORM TECHNOLOGIES INC    CL A             45766710       251    16100 SH      SHARED      10         16100                  
D INSMED INC                     COM NEW          45766920         2     2997 SH      SHARED                  2997                  
D INNOSPEC INC                   COM              45768S10         4     1311 SH      SHARED                  1311                  
D INNOSPEC INC                   COM              45768S10         2      609 SH      SHARED      02           609                  
D INNOSPEC INC                   COM              45768S10        18     4800 SH      SHARED      10          4800                  
D INNOVATIVE SOLUTIONS & SUPPO   COM              45769N10         1      367 SH      SHARED                   367                  
D INOVIO BIOMEDICAL CORP         COM              45773H10         0     1132 SH      SHARED                  1132                  
D INPLAY TECHNOLOGIES INC        COM              45773L10         0      248 SH      SHARED                   248                  
D INNERWORKINGS INC              COM              45773Y10       381    89046 SH      SHARED                 89046                  
D INNERWORKINGS INC              COM              45773Y10        54    12796 SH      SHARED      02         12141               655
D INSPIRE PHARMACEUTICALS INC    COM              45773310       250    61810 SH      SHARED      02         58710              3100
D INSPIRE PHARMACEUTICALS INC    COM              45773310         1      415 SH      SHARED      06           415                  
D INNOPHOS HOLDINGS INC          COM              45774N10       584    51830 SH      SHARED                 51830                  
D INNOPHOS HOLDINGS INC          COM              45774N10        55     4890 SH      SHARED      01          4600               290
D INNOPHOS HOLDINGS INC          COM              45774N10         3      273 SH      SHARED      02           273                  
D INNOPHOS HOLDINGS INC          COM              45774N10       976    86600 SH      SHARED      10         86600                  
D INSTEEL INDUSTRIES INC         COM              45774W10         0      102 SH      SHARED                   102                  
D INSTEEL INDUSTRIES INC         COM              45774W10         2      413 SH      SHARED      02           413                  
D INSTEEL INDUSTRIES INC         COM              45774W10        50     7200 SH      SHARED      10          4700              2500
D INSULET CORP                   COM              45784P10         1      346 SH      SHARED                   346                  
D INSULET CORP                   COM              45784P10         3      926 SH      SHARED      02           876                50
D INNSUITES HOSPITALITY TR       SH BEN INT       45791910         0      191 SH      SHARED                   191                  
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520       256    10366 SH      SHARED                 10366                  
D INTEGRA LIFESCIENCES HLDGS C   COM NEW          45798520       166     6732 SH      SHARED      02          6682                50
D INSURED MUN INCOME FD          COM              45809F10       225    19835 SH      SHARED                 19835                  
D INSWEB CORP                    COM NEW          45809K20         0       59 SH      SHARED                    59                  
D INTEGRAL SYS INC MD            COM              45810H10         7      915 SH      SHARED                   915                  
D INTEGRAL SYS INC MD            COM              45810H10         3      423 SH      SHARED      02           423                  
D INTEGRAMED AMER INC            COM NEW          45810N30         1      205 SH      SHARED                   205                  
D INTEGRATED ELECTRICAL SVC      COM              45811E30         0       40 SH      SHARED                    40                  
D INTEGRATED ELECTRICAL SVC      COM              45811E30        45     5002 SH      SHARED      02           202              4800
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810      1555   341919 SH      SHARED                341919                  
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       299    65870 SH      SHARED      01         11700             54170
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       464   102044 SH      SHARED      02        102044                  
D INTEGRATED DEVICE TECHNOLOGY   COM              45811810       449    98730 SH      SHARED      10         84030             14700
D INTEGRATED SILICON SOLUTION    COM              45812P10         3     2400 SH      SHARED                  2400                  
D INTEGRA BK CORP                COM              45814P10         1      731 SH      SHARED      02           731                  
D INTEL CORP                     SDCV  2.950%12/1 458140AD      1222  1500000 PRN     SHARED               1500000                  
D INTEL CORP                     SDCV  2.950%12/1 458140AD      1779  2183000 PRN     SHARED      02       2176000              7000
D INTEL CORP                     SDCV  2.950%12/1 458140AD     32600 40000000 PRN     SHARED      04      40000000                  
D INTEL CORP                     SDCV  2.950%12/1 458140AD     16300 20000000 PRN     SHARED      06      19000000           1000000
D INTEL CORP                     COM              45814010      1832   121940 SH      SHARED                   680            121260
D INTEL CORP                     COM              45814010     73124  4865223 SH      SHARED               4718671            146552
D INTEL CORP                     COM              45814010     32348  2152289 SH      SHARED      01       1875463     1600   275226
D INTEL CORP                     COM              45814010      2996   199364 SH      SHR/OTHR    01                          199364
D INTEL CORP                     COM              45814010     14835   987059 SH      SHARED      02        753869            233190
D INTEL CORP                     COM              45814010       279    18587 SH      SHARED      04                           18587
D INTEL CORP                     COM              45814010    143498  9547485 SH      SHARED      04       9547485                  
D INTEL CORP                     COM              45814010      7046   468830 SH      SHARED      05        468830                  
D INTEL CORP                     COM              45814010     12054   802057 SH      SHARED      06        473100            328957
D INTEL CORP                     COM              45814010    140990  9380625 SH      SHARED      10       8899671            480954
D INTEL CORP                     COM              45814010        90     6050 SH      SHARED      15                            6050
D INTEL CORP                     COM              45814010       957    63720 SH      SHARED      19                           63720
D INTEL CORP                     COM              45814010      4901   326143 SH      SHARED      20        166735      340   159068
D INTEL CORP                     COM              45814010      2389   158971 SH      SHR/OTHR    20                          158971
D INTEL CORP                     COM              45814010      1311    87248 SH      SHARED      21         67548             19700
D INTEL CORP                     COM              45814010        95     6327 SH      SHR/OTHR    21                            6327
D INTEL CORP                     COM              45814010       859    57216 SH      SHARED      22         45725             11491
D INTEL CORP                     COM              45814010       495    32970 SH      SHR/OTHR    22                           32970
D INTEL CORP                     COM              45814010      3357   223388 SH      SHARED      23        193163             30225
D INTEL CORP                     COM              45814010      6400   425817 SH      SHR/OTHR    23                          425817
D INTEL CORP                     COM              45814010       136     9100 SH      SHARED      24          9100                  
D INTELLIGENT SYS CORP NEW       COM              45816D10         0      102 SH      SHARED                   102                  
D INTELLON CORP                  COM              45816W50         0      196 SH      SHARED                   196                  
D INTELLON CORP                  COM              45816W50       244   110974 SH      SHARED      02          1374            109600
D INTELLI CHECK MOBILISA INC     COM              45817G10         0      319 SH      SHARED                   319                  
D INTEGRYS ENERGY GROUP INC      COM              45822P10      1055    40545 SH      SHARED                 40545                  
D INTEGRYS ENERGY GROUP INC      COM              45822P10       531    20429 SH      SHARED      01         17459              2970
D INTEGRYS ENERGY GROUP INC      COM              45822P10       540    20775 SH      SHARED      02         16564              4211
D INTEGRYS ENERGY GROUP INC      COM              45822P10       127     4888 SH      SHARED      06          3088              1800
D INTEGRYS ENERGY GROUP INC      COM              45822P10     14850   570308 SH      SHARED      10        570308                  
D INTEGRYS ENERGY GROUP INC      COM              45822P10        54     2080 SH      SHARED      21                            2080
D INTEGRYS ENERGY GROUP INC      COM              45822P10        32     1237 SH      SHR/OTHR    23                            1237
D INTER PARFUMS INC              COM              45833410         2      366 SH      SHARED      02           366                  
D INTERACTIVE INTELLIGENCE INC   COM              45839M10        20     2300 SH      SHARED                  2300                  
D INTERACTIVE INTELLIGENCE INC   COM              45839M10         4      543 SH      SHARED      02           543                  
D INTERACTIVE DATA CORP          COM              45840J10      1607    64670 SH      SHARED                 64670                  
D INTERACTIVE DATA CORP          COM              45840J10        62     2525 SH      SHARED      01          2525                  
D INTERACTIVE DATA CORP          COM              45840J10        82     3313 SH      SHARED      02          3313                  
D INTERACTIVE DATA CORP          COM              45840J10       164     6600 SH      SHARED      10          6600                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10      1066    66110 SH      SHARED                 66110                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10       217    13513 SH      SHARED      02         13513                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10        93     5800 SH      SHARED      10          5800                  
D INTERACTIVE BROKERS GROUP IN   COM              45841N10        12      745 SH      SHARED      21                             745
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30       302    40008 SH      SHARED                 40008                  
D INTERCONTINENTAL HTLS GRP PL   SPONS ADR NEW    45857P30       599    79369 SH      SHARED      02         79369                  
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       198     2664 SH      SHARED                                    2664
D INTERCONTINENTALEXCHANGE INC   COM              45865V10     10527   141365 SH      SHARED                132215              9150
D INTERCONTINENTALEXCHANGE INC   COM              45865V10     11078   148759 SH      SHARED      01        111134             37625
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2345    31497 SH      SHR/OTHR    01                           31497
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       713     9586 SH      SHARED      02          9086               500
D INTERCONTINENTALEXCHANGE INC   COM              45865V10         9      130 SH      SHARED      04                             130
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       361     4850 SH      SHARED      04          4850                  
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       387     5200 SH      SHARED      06          2900              2300
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      8473   113778 SH      SHARED      10        112538              1240
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1665    22368 SH      SHARED      19                           22368
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      2937    39440 SH      SHARED      20         33135      100     6205
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       428     5750 SH      SHR/OTHR    20                            5750
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       126     1694 SH      SHARED      21          1694                  
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       679     9130 SH      SHARED      22          7930              1200
D INTERCONTINENTALEXCHANGE INC   COM              45865V10       291     3920 SH      SHR/OTHR    22                            3920
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1603    21532 SH      SHARED      23         19277              2255
D INTERCONTINENTALEXCHANGE INC   COM              45865V10      1048    14073 SH      SHR/OTHR    23                           14073
D INTERFACE INC                  CL A             45866510       149    49850 SH      SHARED                 49850                  
D INTERFACE INC                  CL A             45866510        85    28633 SH      SHARED      02         28633                  
D INTERDIGITAL INC               COM              45867G10       162     6286 SH      SHARED                  6286                  
D INTERDIGITAL INC               COM              45867G10       297    11525 SH      SHARED      01         11525                  
D INTERDIGITAL INC               COM              45867G10       285    11064 SH      SHARED      02         11064                  
D INTERDIGITAL INC               COM              45867G10       405    15700 SH      SHARED      10         15700                  
D INTERGROUP CORP                COM              45868510        36     3015 SH      SHARED      20                            3015
D INTERLEUKIN GENETICS INC       COM              45873810         0      470 SH      SHARED                   470                  
D INTERLINE BRANDS INC           COM              45874310       103    12332 SH      SHARED                 12332                  
D INTERLINE BRANDS INC           COM              45874310        72     8650 SH      SHARED      02          8650                  
D INTERLINE BRANDS INC           COM              45874310        43     5200 SH      SHARED      10          5200                  
D INTERMEC INC                   COM              45878610       272    26170 SH      SHARED                 26170                  
D INTERMEC INC                   COM              45878610       168    16218 SH      SHARED      02         15918               300
D INTERMEC INC                   COM              45878610        81     7800 SH      SHARED      10          3900              3900
D INTERMEC INC                   COM              45878610        31     3000 SH      SHARED      23                            3000
D INTERMUNE INC                  COM              45884X10         6      422 SH      SHARED                   422                  
D INTERMUNE INC                  COM              45884X10        50     3100 SH      SHARED      02          3100                  
D INTERMUNE INC                  COM              45884X10      4551   276863 SH      SHARED      04        276863                  
D INTERMUNE INC                  COM              45884X10       120     7300 SH      SHARED      10          7300                  
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30       175    65168 SH      SHARED                 65168                  
D INTERNAP NETWORK SVCS CORP     COM PAR $.001    45885A30         3     1312 SH      SHARED      02          1312                  
D INTER ATLANTIC FINANCIAL INC   COM              45890H10      4383   571565 SH      SHARED                571565                  
D INTER ATLANTIC FINANCIAL INC   *W EXP 10/02/201 45890H11         3    81500 SH      SHARED                 81500                  
D INTER ATLANTIC FINANCIAL INC   *W EXP 10/02/201 45890H11         1    45103 SH      SHARED                 45103                  
D INTERNATIONAL ASSETS HLDG CO   COM              45902810        12     1251 SH      SHARED                  1251                  
D INTERNATIONAL ASSETS HLDG CO   COM              45902810         1      110 SH      SHARED      02           110                  
D INTERNATIONAL BANCSHARES COR   COM              45904410       638    81843 SH      SHARED                 81843                  
D INTERNATIONAL BANCSHARES COR   COM              45904410       131    16900 SH      SHARED      01                           16900
D INTERNATIONAL BANCSHARES COR   COM              45904410        24     3181 SH      SHARED      02          3181                  
D INTERNATIONAL BANCSHARES COR   COM              45904410        79    10200 SH      SHARED      10         10200                  
D INTERNATIONAL BUSINESS MACHS   COM              45920010       130     1343 SH      SHARED                   468               875
D INTERNATIONAL BUSINESS MACHS   COM              45920010     98006  1011524 SH      SHARED                954028             57496
D INTERNATIONAL BUSINESS MACHS   COM              45920010     43211   445984 SH      SHARED      01        392216      400    53368
D INTERNATIONAL BUSINESS MACHS   COM              45920010      7222    74539 SH      SHR/OTHR    01                           74539
D INTERNATIONAL BUSINESS MACHS   COM              45920010     10201   105286 SH      SHARED      02         63989             41297
D INTERNATIONAL BUSINESS MACHS   COM              45920010     34447   355528 SH      SHARED      04        355528                  
D INTERNATIONAL BUSINESS MACHS   COM              45920010      5142    53080 SH      SHARED      05         53080                  
D INTERNATIONAL BUSINESS MACHS   COM              45920010     10419   107541 SH      SHARED      06         63275             44266
D INTERNATIONAL BUSINESS MACHS   COM              45920010    203211  2097346 SH      SHARED      10       2061246             36100
D INTERNATIONAL BUSINESS MACHS   COM              45920010      4284    44222 SH      SHARED      20         24835             19387
D INTERNATIONAL BUSINESS MACHS   COM              45920010      1189    12276 SH      SHR/OTHR    20                           12276
D INTERNATIONAL BUSINESS MACHS   COM              45920010       623     6430 SH      SHARED      21          6365                65
D INTERNATIONAL BUSINESS MACHS   COM              45920010       398     4115 SH      SHR/OTHR    21                            4115
D INTERNATIONAL BUSINESS MACHS   COM              45920010       731     7545 SH      SHARED      22          6084              1461
D INTERNATIONAL BUSINESS MACHS   COM              45920010       305     3157 SH      SHR/OTHR    22                            3157
D INTERNATIONAL BUSINESS MACHS   COM              45920010     11051   114059 SH      SHARED      23         99332             14727
D INTERNATIONAL BUSINESS MACHS   COM              45920010     22104   228138 SH      SHR/OTHR    23                          228138
D INTERNATIONAL COAL GRP INC N   NOTE  9.000% 8/0 45928HAD      2800  5000000 PRN     SHARED               5000000                  
D INTERNATIONAL COAL GRP INC N   COM              45928H10       265   165031 SH      SHARED                165031                  
D INTERNATIONAL COAL GRP INC N   COM              45928H10        16     9982 SH      SHARED      02          2982              7000
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1619    53161 SH      SHARED                 53161                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1459    47915 SH      SHARED      01         33856             14059
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610        88     2907 SH      SHR/OTHR    01                            2907
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610        89     2925 SH      SHARED      02          2925                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610        51     1700 SH      SHARED      04          1700                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610       114     3750 SH      SHARED      06          2050              1700
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610      1987    65257 SH      SHARED      10         65257                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610       822    27000 SH      SHARED      20         27000                  
D INTERNATIONAL FLAVORS&FRAGRA   COM              45950610        30     1000 SH      SHARED      23                            1000
D INTERNATIONAL GAME TECHNOLOG   DBCV  2.600%12/1 459902AP      5517  5700000 PRN     SHARED      06       5700000                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       614    66687 SH      SHARED                 66687                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       587    63706 SH      SHARED      01         63456               250
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       984   106789 SH      SHARED      02         94827             11962
D INTERNATIONAL GAME TECHNOLOG   COM              45990210        11     1200 SH      SHARED      04          1200                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         1      130 SH      SHARED      05           130                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210       194    21060 SH      SHARED      06         12050              9010
D INTERNATIONAL GAME TECHNOLOG   COM              45990210      1088   118091 SH      SHARED      10        118091                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         8      900 SH      SHARED      20           310               590
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         4      470 SH      SHR/OTHR    20                             470
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         5      600 SH      SHARED      23           600                  
D INTERNATIONAL GAME TECHNOLOG   COM              45990210         5      600 SH      SHR/OTHR    23                             600
D INTL PAPER CO                  COM              46014610      2551   362413 SH      SHARED                290149             72264
D INTL PAPER CO                  COM              46014610       750   106662 SH      SHARED      01         95791             10871
D INTL PAPER CO                  COM              46014610        41     5900 SH      SHR/OTHR    01                            5900
D INTL PAPER CO                  COM              46014610      1511   214746 SH      SHARED      02        214206               540
D INTL PAPER CO                  COM              46014610        16     2400 SH      SHARED      04          2400                  
D INTL PAPER CO                  COM              46014610         1      248 SH      SHARED      05           248                  
D INTL PAPER CO                  COM              46014610       227    32270 SH      SHARED      06         20050             12220
D INTL PAPER CO                  COM              46014610     13197  1874712 SH      SHARED      10       1794312             80400
D INTL PAPER CO                  COM              46014610        27     3900 SH      SHARED      21          3900                  
D INTL PAPER CO                  COM              46014610        73    10442 SH      SHARED      23          9700               742
D INTL PAPER CO                  COM              46014610       212    30170 SH      SHR/OTHR    23                           30170
D INTERNATIONAL RECTIFIER CORP   COM              46025410      4668   345537 SH      SHARED                345537                  
D INTERNATIONAL RECTIFIER CORP   COM              46025410       314    23300 SH      SHARED      01                           23300
D INTERNATIONAL RECTIFIER CORP   COM              46025410        53     3949 SH      SHARED      02          3949                  
D INTERNATIONAL ROYALTY CORP     COM              46027710       123    61200 SH      SHARED                 61200                  
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120        22     1164 SH      SHARED                  1164                  
D INTERNATIONAL SHIPHOLDING CO   COM NEW          46032120         2      133 SH      SHARED      02           133                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       672    30463 SH      SHARED                 30463                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520       200     9100 SH      SHARED      01                            9100
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520        90     4096 SH      SHARED      02          4096                  
D INTERNATIONAL SPEEDWAY CORP    CL A             46033520     14480   656400 SH      SHARED      10        656400                  
D INTERNET CAP GROUP INC         COM NEW          46059C20       127    31517 SH      SHARED                 31517                  
D INTERNET CAP GROUP INC         COM NEW          46059C20        34     8586 SH      SHARED      02          8586                  
D INTERNET INITIATIVE JAPAN IN   SPONSORED ADR    46059T10         5     1996 SH      SHARED                  1996                  
D INTERNET INFRASTRUCTR HOLDS    DEPOSTRY RCPT    46059V10         0        8 SH      SHARED      02             8                  
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W10         3      100 SH      SHARED                   100                  
D INTERPHASE CORP                COM              46059310         0      180 SH      SHARED                   180                  
D INTERNET ARCHITECTURE HOLDR    DEPOSTRY RCPT    46060A10         3      100 SH      SHARED                   100                  
D INTERNET BRANDS INC            COM CLASS A      46060810         3      577 SH      SHARED      02           577                  
D INTERSIL CORP                  CL A             46069S10       269    23477 SH      SHARED                 23477                  
D INTERSIL CORP                  CL A             46069S10       495    43125 SH      SHARED      01          4125             39000
D INTERSIL CORP                  CL A             46069S10       231    20146 SH      SHARED      02         20146                  
D INTERPUBLIC GROUP COS INC      COM              46069010      9626  2336438 SH      SHARED               2336438                  
D INTERPUBLIC GROUP COS INC      COM              46069010       676   164107 SH      SHARED      01        164107                  
D INTERPUBLIC GROUP COS INC      COM              46069010       225    54768 SH      SHARED      02         54768                  
D INTERPUBLIC GROUP COS INC      COM              46069010        23     5600 SH      SHARED      04          5600                  
D INTERPUBLIC GROUP COS INC      COM              46069010         1      400 SH      SHARED      05           400                  
D INTERPUBLIC GROUP COS INC      COM              46069010       168    40960 SH      SHARED      06         30900             10060
D INTERPUBLIC GROUP COS INC      COM              46069010      2187   530929 SH      SHARED      10        476529             54400
D INTERPUBLIC GROUP COS INC      COM              46069010         3      878 SH      SHARED      22           570               308
D INTERVEST BANCSHARES CORP      CL A             46092710         0      165 SH      SHARED                   165                  
D INTERVEST BANCSHARES CORP      CL A             46092710         4     2000 SH      SHARED      02                            2000
D INTEROIL CORP                  COM              46095110        24      875 SH      SHARED                   875                  
D INTEROIL CORP                  COM              46095110      6176   220575 SH      SHARED                220575                  
D INTEROIL CORP                  COM              46095110       119     4250 SH      SHARED      02                            4250
D INTERSECTIONS INC              COM              46098130        12     2311 SH      SHARED                  2311                  
D INTERSECTIONS INC              COM              46098130         2      400 SH      SHARED      02           400                  
D INTERVAL LEISURE GROUP INC     COM              46113M10         7     1361 SH      SHARED                  1361                  
D INTERVAL LEISURE GROUP INC     COM              46113M10         3      618 SH      SHARED      02           558                60
D INTERVAL LEISURE GROUP INC     COM              46113M10         3      620 SH      SHARED      10           620                  
D INTERVAL LEISURE GROUP INC     COM              46113M10         0       30 SH      SHARED      20                              30
D INTERWOVEN INC                 COM NEW          46114T50       368    23024 SH      SHARED      23                           23024
D INTEST CORP                    COM              46114710         0      200 SH      SHARED                   200                  
D INTEVAC INC                    COM              46114810         1      192 SH      SHARED                   192                  
D INTEVAC INC                    COM              46114810        55    10599 SH      SHARED      02           599             10000
D INTEVAC INC                    COM              46114810        22     4300 SH      SHARED      10          4300                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60      6528    68460 SH      SHARED                 68460                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60       836     8775 SH      SHARED      01          8750                25
D INTUITIVE SURGICAL INC         COM NEW          46120E60       885     9288 SH      SHARED      02          8338               950
D INTUITIVE SURGICAL INC         COM NEW          46120E60        38      400 SH      SHARED      04           400                  
D INTUITIVE SURGICAL INC         COM NEW          46120E60       243     2550 SH      SHARED      06          1450              1100
D INTUITIVE SURGICAL INC         COM NEW          46120E60      3386    35515 SH      SHARED      10         35515                  
D INTUIT                         COM              46120210      3896   144303 SH      SHARED                144303                  
D INTUIT                         COM              46120210      1950    72225 SH      SHARED      01         72225                  
D INTUIT                         COM              46120210      3305   122414 SH      SHARED      02        122414                  
D INTUIT                         COM              46120210       966    35800 SH      SHARED      04         35800                  
D INTUIT                         COM              46120210         5      200 SH      SHARED      05           200                  
D INTUIT                         COM              46120210       608    22520 SH      SHARED      06         12600              9920
D INTUIT                         COM              46120210      3869   143301 SH      SHARED      10        140901              2400
D INTUIT                         COM              46120210       135     5000 SH      SHARED      21                            5000
D INVACARE CORP                  DBCV  4.125% 2/0 461203AD      7620  9350000 PRN     SHARED               9350000                  
D INVACARE CORP                  COM              46120310       439    27440 SH      SHARED                 27440                  
D INVACARE CORP                  COM              46120310        16     1021 SH      SHARED      02          1021                  
D INVACARE CORP                  COM              46120310       328    20500 SH      SHARED      10         20500                  
D INTRICON CORP                  COM              46121H10         1      326 SH      SHARED                   326                  
D INTREPID POTASH INC            COM              46121Y10      2776   150474 SH      SHARED                150474                  
D INTREPID POTASH INC            COM              46121Y10        52     2834 SH      SHARED      02          2834                  
D INTREPID POTASH INC            COM              46121Y10     22497  1219400 SH      SHARED      04       1219400                  
D INTREPID POTASH INC            COM              46121Y10      2287   124000 SH      SHARED      05        124000                  
D INTREPID POTASH INC            COM              46121Y10     13182   714491 SH      SHARED      10        714491                  
D INVENTURE GROUP INC            COM              46121410         0      439 SH      SHARED                   439                  
D INVENTIV HEALTH INC            COM              46122E10       154    18988 SH      SHARED                 18988                  
D INVENTIV HEALTH INC            COM              46122E10         7      914 SH      SHARED      02           914                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10        79     2983 SH      SHARED                  2983                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10        36     1385 SH      SHARED      01          1385                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10       105     3976 SH      SHARED      02          3976                  
D INVERNESS MED INNOVATIONS IN   COM              46126P10     14380   540000 SH      SHARED      10        540000                  
D INVERNESS MED INNOVATIONS IN   PFD CONV SER B   46126P30      3569    21351 SH      SHARED                 21351                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       972    38115 SH      SHARED                 38115                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10         0       25 SH      SHARED      01            25                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       714    28000 SH      SHARED      02         27946                54
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10       132     5200 SH      SHARED      10          5200                  
D INVESTMENT TECHNOLOGY GRP NE   COM              46145F10        14      551 SH      SHARED      21           551                  
D INVESTORS BANCORP INC          COM              46146P10       420    49598 SH      SHARED                 49598                  
D INVESTORS BANCORP INC          COM              46146P10        79     9354 SH      SHARED      02          9354                  
D INVESTORS BANCORP INC          COM              46146P10       183    21700 SH      SHARED      10         21700                  
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010        20     2036 SH      SHARED      02          2036                  
D INVESTORS REAL ESTATE TR       SH BEN INT       46173010        46     4700 SH      SHARED      10          4700                  
D INVESTORS TITLE CO             COM              46180410         1       47 SH      SHARED                    47                  
D INVITROGEN CORP                NOTE  2.000% 8/0 46185RAF      1581  1467000 PRN     SHARED               1467000                  
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAH       891  1000000 PRN     SHARED      02       1000000                  
D INVITROGEN CORP                NOTE  2.000% 8/0 46185RAJ       948   880000 PRN     SHARED      02        880000                  
D INVITROGEN CORP                NOTE  1.500% 2/1 46185RAK      1252  1406000 PRN     SHARED      02       1406000                  
D INX INC                        COM              46185W10         0      137 SH      SHARED                   137                  
D ION GEOPHYSICAL CORP           COM              46204410        43    27997 SH      SHARED                 27997                  
D ION GEOPHYSICAL CORP           COM              46204410        91    58476 SH      SHARED      02          2235             56241
D IOWA TELECOMM SERVICES INC     COM              46259420        62     5418 SH      SHARED                  5418                  
D IOWA TELECOMM SERVICES INC     COM              46259420        71     6254 SH      SHARED      02          6054               200
D IOWA TELECOMM SERVICES INC     COM              46259420     10296   898500 SH      SHARED      10        898500                  
D IPARTY CORP                    COM              46261R10         0      484 SH      SHARED                   484                  
D IPASS INC                      COM              46261V10         0       67 SH      SHARED                    67                  
D IPASS INC                      COM              46261V10         3     3534 SH      SHARED      02          3534                  
D IRELAND BK                     SPONSORED ADR    46267Q10        16     6384 SH      SHARED                  6384                  
D IRELAND BK                     SPONSORED ADR    46267Q10         0       54 SH      SHARED      02                              54
D IRIDEX CORP                    COM              46268410         0      206 SH      SHARED                   206                  
D IRIS INTL INC                  COM              46270W10         2      200 SH      SHARED                   200                  
D IRIS INTL INC                  COM              46270W10         5      434 SH      SHARED      02           434                  
D IROBOT CORP                    COM              46272610        50     6619 SH      SHARED                  6619                  
D IROBOT CORP                    COM              46272610        47     6268 SH      SHARED      02          6268                  
D IRON MTN INC                   COM              46284610      1362    61440 SH      SHARED                 61440                  
D IRON MTN INC                   COM              46284610       873    39400 SH      SHARED      01         39400                  
D IRON MTN INC                   COM              46284610       105     4754 SH      SHARED      02          4554               200
D IRON MTN INC                   COM              46284610       826    37287 SH      SHARED      06         30787              6500
D IRON MTN INC                   COM              46284610      1509    68100 SH      SHARED      10         68100                  
D IRON MTN INC                   COM              46284610         8      400 SH      SHARED      20           400                  
D IRVINE SENSORS CORP            COM PAR $        46366460         0       56 SH      SHARED                    56                  
D IRWIN FINL CORP                COM              46411910         0      115 SH      SHARED                   115                  
D IRWIN FINL CORP                COM              46411910         2     1333 SH      SHARED      02          1333                  
D ISHARES SILVER TRUST           ISHARES          46428Q10      4442   347361 SH      SHARED                347361                  
D ISHARES SILVER TRUST           ISHARES          46428Q10      2438   190645 SH      SHARED      02         85000            105645
D ISHARES S&P GSCI COMMODITY I   UNIT BEN INT     46428R10       931    37000 SH      SHARED                 37000                  
D ISHARES S&P GSCI COMMODITY I   UNIT BEN INT     46428R10        99     3940 SH      SHARED      02                            3940
D ISHARES COMEX GOLD TR          ISHARES          46428510        86      959 SH      SHARED      02                             959
D ISHARES INC                    MSCI AUSTRALIA   46428610       601    44943 SH      SHARED                 44943                  
D ISHARES INC                    MSCI AUSTRALIA   46428610         4      300 SH      SHARED      02           300                  
D ISHARES INC                    MSCI AUSTRALIA   46428610      3447   257475 SH      SHARED      10        257475                  
D ISHARES INC                    MSCI BRAZIL      46428640     53088  1408171 SH      SHARED               1408171                  
D ISHARES INC                    MSCI BRAZIL      46428640         4      125 SH      SHARED      01                             125
D ISHARES INC                    MSCI BRAZIL      46428640        37     1000 SH      SHR/OTHR    01                            1000
D ISHARES INC                    MSCI BRAZIL      46428640      1020    27057 SH      SHARED      02                           27057
D ISHARES INC                    MSCI BRAZIL      46428640       256     6800 SH      SHARED      15                            6800
D ISHARES INC                    MSCI BRAZIL      46428640       162     4300 SH      SHARED      19                            4300
D ISHARES INC                    MSCI BRAZIL      46428640        39     1060 SH      SHARED      23                            1060
D ISHARES INC                    MSCI CDA INDEX   46428650      3086   187530 SH      SHARED                187530                  
D ISHARES INC                    MSCI CDA INDEX   46428650        24     1500 SH      SHARED      02                            1500
D ISHARES INC                    MSCI CDA INDEX   46428650      4534   275485 SH      SHARED      10        275485                  
D ISHARES INC                    MSCI EMU INDEX   46428660       175     7143 SH      SHARED      19                            7143
D ISHARES INC                    MSCI ISRAEL FD   46428663        16      500 SH      SHARED      02                             500
D ISHARES INC                    MSCI CHILE INVES 46428664        16      480 SH      SHARED      02                             480
D ISHARES INC                    MSCI PAC J IDX   46428666        70     2850 SH      SHARED                  2850                  
D ISHARES INC                    MSCI PAC J IDX   46428666      3241   131607 SH      SHARED                131607                  
D ISHARES INC                    MSCI PAC J IDX   46428666     20312   824706 SH      SHARED      01        654602            170104
D ISHARES INC                    MSCI PAC J IDX   46428666      2209    89710 SH      SHR/OTHR    01                           89710
D ISHARES INC                    MSCI PAC J IDX   46428666      6394   259614 SH      SHARED      02        251000              8614
D ISHARES INC                    MSCI PAC J IDX   46428666      1573    63900 SH      SHARED      15                           63900
D ISHARES INC                    MSCI PAC J IDX   46428666      1004    40800 SH      SHARED      19                           40800
D ISHARES INC                    MSCI PAC J IDX   46428666      1874    76115 SH      SHARED      20         61440             14675
D ISHARES INC                    MSCI PAC J IDX   46428666       125     5100 SH      SHR/OTHR    20                            5100
D ISHARES INC                    MSCI PAC J IDX   46428666        77     3150 SH      SHARED      21          3150                  
D ISHARES INC                    MSCI PAC J IDX   46428666        49     2000 SH      SHR/OTHR    21                            2000
D ISHARES INC                    MSCI PAC J IDX   46428666       399    16211 SH      SHARED      22         13161              3050
D ISHARES INC                    MSCI PAC J IDX   46428666        16      650 SH      SHR/OTHR    22                             650
D ISHARES INC                    MSCI PAC J IDX   46428666       369    15014 SH      SHARED      23         12469              2545
D ISHARES INC                    MSCI PAC J IDX   46428666      1301    52830 SH      SHR/OTHR    23                           52830
D ISHARES INC                    MSCI SINGAPORE   46428667       309    49192 SH      SHARED                 49192                  
D ISHARES INC                    MSCI SINGAPORE   46428667      1890   300000 SH      SHARED      02        295000              5000
D ISHARES INC                    MSCI SINGAPORE   46428667       932   148000 SH      SHARED      15                          148000
D ISHARES INC                    MSCI SINGAPORE   46428667       491    78000 SH      SHARED      19                           78000
D ISHARES INC                    MSCI UTD KINGD   46428669       202    19300 SH      SHARED                 19300                  
D ISHARES INC                    MSCI UTD KINGD   46428669         4      390 SH      SHARED      01           390                  
D ISHARES INC                    MSCI UTD KINGD   46428669        75     7245 SH      SHR/OTHR    01                            7245
D ISHARES INC                    MSCI UTD KINGD   46428669         0       28 SH      SHARED      02            28                  
D ISHARES INC                    MSCI UTD KINGD   46428669      3258   310908 SH      SHARED      10        310908                  
D ISHARES INC                    MSCI UTD KINGD   46428669        40     3845 SH      SHARED      19                            3845
D ISHARES INC                    MSCI FRANCE      46428670        20     1200 SH      SHARED                  1200                  
D ISHARES INC                    MSCI FRANCE      46428670       731    42505 SH      SHARED      10         42505                  
D ISHARES INC                    MSCI TURKEY FD   46428671         0        1 SH      SHARED                     1                  
D ISHARES INC                    MSCI TAIWAN      46428673      7705   954809 SH      SHARED                954809                  
D ISHARES INC                    MSCI TAIWAN      46428673      3965   491391 SH      SHARED      02        478541             12850
D ISHARES INC                    MSCI SWITZERLD   46428674        12      810 SH      SHARED      01           810                  
D ISHARES INC                    MSCI SWITZERLD   46428674       325    21390 SH      SHARED      10         21390                  
D ISHARES INC                    MSCI SWEDEN      46428675         6      500 SH      SHARED      02                             500
D ISHARES INC                    MSCI SPAIN       46428676        72     2400 SH      SHARED                  2400                  
D ISHARES INC                    MSCI S KOREA     46428677      4787   168224 SH      SHARED                168224                  
D ISHARES INC                    MSCI S KOREA     46428677      1071    37636 SH      SHARED      02         37511               125
D ISHARES INC                    MSCI S KOREA     46428677       418    14700 SH      SHARED      15                           14700
D ISHARES INC                    MSCI S KOREA     46428677       284    10000 SH      SHARED      19                           10000
D ISHARES INC                    MSCI STH AFRCA   46428678        40     1100 SH      SHARED                  1100                  
D ISHARES INC                    MSCI STH AFRCA   46428678        11      300 SH      SHARED      02                             300
D ISHARES INC                    MSCI GERMAN      46428680       709    47406 SH      SHARED      02         47406                  
D ISHARES INC                    MSCI GERMAN      46428680      1351    90270 SH      SHARED      10         90270                  
D ISHARES INC                    MSCI NETHR INVES 46428681         1      100 SH      SHARED                   100                  
D ISHARES INC                    MSCI NETHR INVES 46428681        46     3730 SH      SHARED      10          3730                  
D ISHARES INC                    MSCI MEX INVEST  46428682     40676  1488873 SH      SHARED               1488873                  
D ISHARES INC                    MSCI MEX INVEST  46428682       357    13100 SH      SHARED      02         13100                  
D ISHARES INC                    MSCI MALAYSIA    46428683        13     1900 SH      SHARED                  1900                  
D ISHARES INC                    MSCI MALAYSIA    46428683       109    15700 SH      SHARED      01         15700                  
D ISHARES INC                    MSCI MALAYSIA    46428683        34     5000 SH      SHARED      02                            5000
D ISHARES INC                    MSCI JAPAN       46428684     31417  3976905 SH      SHARED      01       3864355            112550
D ISHARES INC                    MSCI JAPAN       46428684       291    36905 SH      SHR/OTHR    01                           36905
D ISHARES INC                    MSCI JAPAN       46428684       386    48918 SH      SHARED      02                           48918
D ISHARES INC                    MSCI JAPAN       46428684        51     6500 SH      SHARED      04          6500                  
D ISHARES INC                    MSCI JAPAN       46428684     53319  6749315 SH      SHARED      10       6749315                  
D ISHARES INC                    MSCI JAPAN       46428684        36     4630 SH      SHARED      19                            4630
D ISHARES INC                    MSCI JAPAN       46428684       279    35390 SH      SHARED      20         24890             10500
D ISHARES INC                    MSCI JAPAN       46428684       268    34000 SH      SHARED      21         10000             24000
D ISHARES INC                    MSCI JAPAN       46428684        55     7000 SH      SHR/OTHR    21                            7000
D ISHARES INC                    MSCI JAPAN       46428684         4      600 SH      SHARED      22                             600
D ISHARES INC                    MSCI JAPAN       46428684       732    92711 SH      SHARED      23         92711                  
D ISHARES INC                    MSCI JAPAN       46428684        57     7230 SH      SHR/OTHR    23                            7230
D ISHARES INC                    MSCI JAPAN       46428684      1230   155801 SH      SHARED      24        155801                  
D ISHARES INC                    MSCI HONG KONG   46428687      1351   132900 SH      SHARED                132900                  
D ISHARES INC                    MSCI HONG KONG   46428687      8156   802000 SH      SHARED      02        802000                  
D ISHARES INC                    MSCI HONG KONG   46428687       264    26000 SH      SHARED      15                           26000
D ISHARES INC                    MSCI HONG KONG   46428687       123    12100 SH      SHARED      19                           12100
D ISHARES TR                     S&P 100 IDX FD   46428710     14565   386050 SH      SHARED                386050                  
D ISHARES TR                     S&P 100 IDX FD   46428710      2677    70974 SH      SHARED      01         70974                  
D ISHARES TR                     S&P 100 IDX FD   46428710      3198    84764 SH      SHARED      19                           84764
D ISHARES TR                     DJ SEL DIV INX   46428716      3478   111100 SH      SHARED                111100                  
D ISHARES TR                     DJ SEL DIV INX   46428716        30      981 SH      SHARED      02                             981
D ISHARES TR                     BARCLYS TIPS BD  46428717      6458    62852 SH      SHARED      01         20950             41902
D ISHARES TR                     BARCLYS TIPS BD  46428717     13749   133811 SH      SHR/OTHR    01                          133811
D ISHARES TR                     BARCLYS TIPS BD  46428717      5778    56239 SH      SHARED      02                           56239
D ISHARES TR                     BARCLYS TIPS BD  46428717       277     2700 SH      SHARED      20          1705               995
D ISHARES TR                     BARCLYS TIPS BD  46428717        21      205 SH      SHR/OTHR    20                             205
D ISHARES TR                     BARCLYS TIPS BD  46428717       249     2425 SH      SHARED      21          2425                  
D ISHARES TR                     BARCLYS TIPS BD  46428717        32      320 SH      SHR/OTHR    21                             320
D ISHARES TR                     BARCLYS TIPS BD  46428717       572     5575 SH      SHARED      22          4250              1325
D ISHARES TR                     BARCLYS TIPS BD  46428717       370     3610 SH      SHR/OTHR    22                            3610
D ISHARES TR                     BARCLYS TIPS BD  46428717     11355   110513 SH      SHARED      23         94813             15700
D ISHARES TR                     BARCLYS TIPS BD  46428717      2628    25578 SH      SHR/OTHR    23                           25578
D ISHARES TR                     FTSE XNHUA IDX   46428718     58915  2065031 SH      SHARED               2065031                  
D ISHARES TR                     FTSE XNHUA IDX   46428718         7      261 SH      SHARED      01                             261
D ISHARES TR                     FTSE XNHUA IDX   46428718      2293    80386 SH      SHARED      02          4083             76303
D ISHARES TR                     FTSE XNHUA IDX   46428718      4014   140700 SH      SHARED      15                          140700
D ISHARES TR                     FTSE XNHUA IDX   46428718       684    24000 SH      SHARED      19                           24000
D ISHARES TR                     FTSE XNHUA IDX   46428718        12      450 SH      SHARED      21           450                  
D ISHARES TR                     TRANSP AVE IDX   46428719       482    10100 SH      SHARED                 10100                  
D ISHARES TR                     TRANSP AVE IDX   46428719      1165    24400 SH      SHARED      02         23900               500
D ISHARES TR                     S&P 500 INDEX    46428720      1728    21715 SH      SHARED      01         21715                  
D ISHARES TR                     S&P 500 INDEX    46428720        57      724 SH      SHARED      02                             724
D ISHARES TR                     S&P 500 INDEX    46428720       122     1541 SH      SHARED      04                            1541
D ISHARES TR                     S&P 500 INDEX    46428720     10009   125720 SH      SHARED      04        125720                  
D ISHARES TR                     S&P 500 INDEX    46428720      2517    31625 SH      SHARED      10         31625                  
D ISHARES TR                     BARCLYS US AGG B 46428722       131     1300 SH      SHARED                  1300                  
D ISHARES TR                     BARCLYS US AGG B 46428722        27      267 SH      SHR/OTHR    01                             267
D ISHARES TR                     BARCLYS US AGG B 46428722       688     6790 SH      SHARED      02                            6790
D ISHARES TR                     MSCI EMERG MKT   46428723       113     4581 SH      SHARED                  4581                  
D ISHARES TR                     MSCI EMERG MKT   46428723     19881   801358 SH      SHARED                801358                  
D ISHARES TR                     MSCI EMERG MKT   46428723      6163   248437 SH      SHARED      01        126182     4230   118025
D ISHARES TR                     MSCI EMERG MKT   46428723      5132   206868 SH      SHR/OTHR    01                          206868
D ISHARES TR                     MSCI EMERG MKT   46428723      9093   366506 SH      SHARED      02        108463            258043
D ISHARES TR                     MSCI EMERG MKT   46428723     13357   538404 SH      SHARED      10        538404                  
D ISHARES TR                     MSCI EMERG MKT   46428723      2466    99400 SH      SHARED      15                           99400
D ISHARES TR                     MSCI EMERG MKT   46428723      2947   118799 SH      SHARED      19                          118799
D ISHARES TR                     MSCI EMERG MKT   46428723      4428   178499 SH      SHARED      20        152495     1150    24854
D ISHARES TR                     MSCI EMERG MKT   46428723       801    32315 SH      SHR/OTHR    20                           32315
D ISHARES TR                     MSCI EMERG MKT   46428723       199     8035 SH      SHARED      21          8035                  
D ISHARES TR                     MSCI EMERG MKT   46428723       867    34955 SH      SHARED      22         29610              5345
D ISHARES TR                     MSCI EMERG MKT   46428723       811    32709 SH      SHR/OTHR    22                           32709
D ISHARES TR                     MSCI EMERG MKT   46428723      9431   380163 SH      SHARED      23        374283              5880
D ISHARES TR                     MSCI EMERG MKT   46428723      6249   251910 SH      SHR/OTHR    23                          251910
D ISHARES TR                     IBOXX INV CPBD   46428724       131     1400 SH      SHARED                  1400                  
D ISHARES TR                     IBOXX INV CPBD   46428724         1       13 SH      SHR/OTHR    01                              13
D ISHARES TR                     IBOXX INV CPBD   46428724      1577    16759 SH      SHARED      02          1052             15707
D ISHARES TR                     IBOXX INV CPBD   46428724        26      284 SH      SHARED      21           284                  
D ISHARES TR                     S&P GBL TELCM    46428727         6      140 SH      SHARED      02                             140
D ISHARES TR                     S&P500 GRW       46428730        56     1339 SH      SHR/OTHR    01                            1339
D ISHARES TR                     S&P500 GRW       46428730      4431   105874 SH      SHARED      02                          105874
D ISHARES TR                     S&P500 GRW       46428730       285     6810 SH      SHARED      22                            6810
D ISHARES TR                     S&P GBL HLTHCR   46428732        23      600 SH      SHARED      02                             600
D ISHARES TR                     S&P GBL FIN      46428733         9      350 SH      SHARED      02                             350
D ISHARES TR                     S&P GBL ENER     46428734         7      282 SH      SHARED      02                             282
D ISHARES TR                     S&P NA NAT RES   46428737       151     6400 SH      SHARED                  6400                  
D ISHARES TR                     S&P NA NAT RES   46428737       569    24112 SH      SHARED      01          1950     1800    20362
D ISHARES TR                     S&P NA NAT RES   46428737       470    19900 SH      SHR/OTHR    01                           19900
D ISHARES TR                     S&P NA NAT RES   46428737       123     5226 SH      SHARED      02                            5226
D ISHARES TR                     S&P NA NAT RES   46428737      1921    81362 SH      SHARED      20         60585             20777
D ISHARES TR                     S&P NA NAT RES   46428737       201     8550 SH      SHR/OTHR    20                            8550
D ISHARES TR                     S&P NA NAT RES   46428737        69     2950 SH      SHARED      21          2950                  
D ISHARES TR                     S&P NA NAT RES   46428737       228     9676 SH      SHARED      22          6826              2850
D ISHARES TR                     S&P NA NAT RES   46428737       890    37715 SH      SHR/OTHR    22                           37715
D ISHARES TR                     S&P NA NAT RES   46428737      5171   218929 SH      SHARED      23        213469              5460
D ISHARES TR                     S&P NA NAT RES   46428737      4352   184290 SH      SHR/OTHR    23                          184290
D ISHARES TR                     S&P LTN AM 40    46428739      8581   334689 SH      SHARED                334689                  
D ISHARES TR                     S&P LTN AM 40    46428739        13      535 SH      SHR/OTHR    01                             535
D ISHARES TR                     S&P LTN AM 40    46428739        82     3220 SH      SHARED      02                            3220
D ISHARES TR                     S&P LTN AM 40    46428739         5      225 SH      SHARED      21           225                  
D ISHARES TR                     S&P 500 VALUE    46428740       944    25400 SH      SHARED                 25400                  
D ISHARES TR                     S&P 500 VALUE    46428740      3835   103109 SH      SHARED      02                          103109
D ISHARES TR                     S&P 500 VALUE    46428740       217     5850 SH      SHARED      22                            5850
D ISHARES TR                     BARCLYS 20+ YR   46428743        21      200 SH      SHARED                   200                  
D ISHARES TR                     BARCLYS 20+ YR   46428743       783     7416 SH      SHARED      02         -3600             11016
D ISHARES TR                     BARCLYS 7-10 YR  46428744      3979    41200 SH      SHARED                 41200                  
D ISHARES TR                     BARCLYS 1-3 YR   46428745       556     6600 SH      SHARED      01          6200               400
D ISHARES TR                     BARCLYS 1-3 YR   46428745        30      359 SH      SHR/OTHR    01                             359
D ISHARES TR                     BARCLYS 1-3 YR   46428745       303     3603 SH      SHARED      02          2400              1203
D ISHARES TR                     MSCI EAFE IDX    46428746     16194   430823 SH      SHARED                430823                  
D ISHARES TR                     MSCI EAFE IDX    46428746      5468   145485 SH      SHARED      01         13970     8990   122525
D ISHARES TR                     MSCI EAFE IDX    46428746      5786   153930 SH      SHR/OTHR    01                          153930
D ISHARES TR                     MSCI EAFE IDX    46428746      4925   131040 SH      SHARED      02         11800            119240
D ISHARES TR                     MSCI EAFE IDX    46428746      3152    83860 SH      SHARED      10         83860                  
D ISHARES TR                     MSCI EAFE IDX    46428746      7168   190695 SH      SHARED      20        157090     1200    32405
D ISHARES TR                     MSCI EAFE IDX    46428746      1870    49755 SH      SHR/OTHR    20                           49755
D ISHARES TR                     MSCI EAFE IDX    46428746      2183    58079 SH      SHARED      21         58079                  
D ISHARES TR                     MSCI EAFE IDX    46428746      1319    35090 SH      SHARED      22          8200             26890
D ISHARES TR                     MSCI EAFE IDX    46428746       332     8850 SH      SHR/OTHR    22                            8850
D ISHARES TR                     MSCI EAFE IDX    46428746      7871   209399 SH      SHARED      23        208399              1000
D ISHARES TR                     MSCI EAFE IDX    46428746     11925   317263 SH      SHR/OTHR    23                          317263
D ISHARES TR                     RUSSELL MCP VL   46428747      1152    48119 SH      SHARED      02                           48119
D ISHARES TR                     RUSSELL MCP GR   46428748      1130    37542 SH      SHARED      02                           37542
D ISHARES TR                     RUSSELL MIDCAP   46428749         2       44 SH      SHR/OTHR    01                              44
D ISHARES TR                     RUSSELL MIDCAP   46428749        49      921 SH      SHARED      02                             921
D ISHARES TR                     S&P MIDCAP 400   46428750       992    20400 SH      SHARED                 20400                  
D ISHARES TR                     S&P MIDCAP 400   46428750        77     1600 SH      SHARED      02                            1600
D ISHARES TR                     S&P NA SOFTWR    46428751        12      378 SH      SHR/OTHR    01                             378
D ISHARES TR                     S&P NA SOFTWR    46428751        28      875 SH      SHARED      02                             875
D ISHARES TR                     S&P NA TECH FD   46428754        66     1913 SH      SHR/OTHR    01                            1913
D ISHARES TR                     S&P NA TECH FD   46428754       177     5075 SH      SHARED      02                            5075
D ISHARES TR                     S&P NA TECH FD   46428754       411    11770 SH      SHARED      23         11770                  
D ISHARES TR                     NASDQ BIO INDX   46428755      4677    70500 SH      SHARED                                   70500
D ISHARES TR                     NASDQ BIO INDX   46428755     71498  1077600 SH      SHARED               1077600                  
D ISHARES TR                     NASDQ BIO INDX   46428755       471     7100 SH      SHARED      01          7100                  
D ISHARES TR                     NASDQ BIO INDX   46428755       196     2968 SH      SHARED      02                            2968
D ISHARES TR                     NASDQ BIO INDX   46428755       729    11000 SH      SHARED      04         11000                  
D ISHARES TR                     NASDQ BIO INDX   46428755     90681  1366719 SH      SHARED      10       1032919            333800
D ISHARES TR                     NASDQ BIO INDX   46428755       443     6677 SH      SHARED      15                            6677
D ISHARES TR                     NASDQ BIO INDX   46428755        33      500 SH      SHR/OTHR    21                             500
D ISHARES TR                     NASDQ BIO INDX   46428755        24      375 SH      SHR/OTHR    23                             375
D ISHARES TR                     NASDQ BIO INDX   46428755       580     8750 SH      SHARED      24          8750                  
D ISHARES TR                     COHEN&ST RLTY    46428756        18      658 SH      SHARED                   658                  
D ISHARES TR                     COHEN&ST RLTY    46428756        21      778 SH      SHARED      01           590               188
D ISHARES TR                     COHEN&ST RLTY    46428756       111     4031 SH      SHARED      02                            4031
D ISHARES TR                     COHEN&ST RLTY    46428756        95     3435 SH      SHARED      20          2870               565
D ISHARES TR                     COHEN&ST RLTY    46428756       174     6300 SH      SHR/OTHR    20                            6300
D ISHARES TR                     COHEN&ST RLTY    46428756        64     2320 SH      SHARED      22          1320              1000
D ISHARES TR                     COHEN&ST RLTY    46428756       291    10518 SH      SHARED      23          9779               739
D ISHARES TR                     COHEN&ST RLTY    46428756        62     2255 SH      SHR/OTHR    23                            2255
D ISHARES TR                     S&P GLB100INDX   46428757        42     1000 SH      SHARED      02                            1000
D ISHARES TR                     RUSSELL1000VAL   46428759        32      800 SH      SHARED      01           800                  
D ISHARES TR                     RUSSELL1000VAL   46428759         2       50 SH      SHR/OTHR    01                              50
D ISHARES TR                     RUSSELL1000VAL   46428759     15529   381096 SH      SHARED      02                          381096
D ISHARES TR                     RUSSELL1000VAL   46428759        42     1035 SH      SHARED      21          1035                  
D ISHARES TR                     RUSSELL1000VAL   46428759      2461    60396 SH      SHARED      23         60396                  
D ISHARES TR                     RUSSELL1000VAL   46428759        32      800 SH      SHR/OTHR    23                             800
D ISHARES TR                     S&P MC 400 GRW   46428760         1       24 SH      SHR/OTHR    01                              24
D ISHARES TR                     S&P MC 400 GRW   46428760      2749    52308 SH      SHARED      02                           52308
D ISHARES TR                     S&P MC 400 GRW   46428760         5      105 SH      SHARED      23           105                  
D ISHARES TR                     RUSSELL1000GRW   46428761      2192    62500 SH      SHARED                 62500                  
D ISHARES TR                     RUSSELL1000GRW   46428761         2       63 SH      SHR/OTHR    01                              63
D ISHARES TR                     RUSSELL1000GRW   46428761     13088   373108 SH      SHARED      02         42500            330608
D ISHARES TR                     RUSSELL1000GRW   46428761      3138    89457 SH      SHARED      23         89457                  
D ISHARES TR                     RUSSELL1000GRW   46428761       534    15240 SH      SHR/OTHR    23                           15240
D ISHARES TR                     RUSSELL 1000     46428762       248     5745 SH      SHARED      02                            5745
D ISHARES TR                     RUSL 2000 VALU   46428763       824    20900 SH      SHARED                 20900                  
D ISHARES TR                     RUSL 2000 VALU   46428763       506    12830 SH      SHARED      01         12830                  
D ISHARES TR                     RUSL 2000 VALU   46428763       836    21200 SH      SHR/OTHR    01                           21200
D ISHARES TR                     RUSL 2000 VALU   46428763     11410   289171 SH      SHARED      02         74700            214471
D ISHARES TR                     RUSL 2000 VALU   46428763         9      244 SH      SHARED      10           244                  
D ISHARES TR                     RUSL 2000 VALU   46428763        36      920 SH      SHARED      20           920                  
D ISHARES TR                     RUSL 2000 VALU   46428763        72     1827 SH      SHARED      21           260              1567
D ISHARES TR                     RUSL 2000 GROW   46428764       229     5000 SH      SHARED                  5000                  
D ISHARES TR                     RUSL 2000 GROW   46428764       520    11315 SH      SHARED      01         11315                  
D ISHARES TR                     RUSL 2000 GROW   46428764       823    17900 SH      SHR/OTHR    01                           17900
D ISHARES TR                     RUSL 2000 GROW   46428764      1300    28277 SH      SHARED      02           900             27377
D ISHARES TR                     RUSL 2000 GROW   46428764         9      206 SH      SHARED      10           206                  
D ISHARES TR                     RUSL 2000 GROW   46428764        11      255 SH      SHARED      21           255                  
D ISHARES TR                     RUSSELL 2000     46428765     28077   667714 SH      SHARED                667714                  
D ISHARES TR                     RUSSELL 2000     46428765      3104    73831 SH      SHARED      01         20046     1610    52175
D ISHARES TR                     RUSSELL 2000     46428765      1717    40835 SH      SHR/OTHR    01                           40835
D ISHARES TR                     RUSSELL 2000     46428765    146320  3479680 SH      SHARED      02       3405491             74189
D ISHARES TR                     RUSSELL 2000     46428765      4432   105400 SH      SHARED      10        105400                  
D ISHARES TR                     RUSSELL 2000     46428765       830    19755 SH      SHARED      20         14940      350     4465
D ISHARES TR                     RUSSELL 2000     46428765       132     3150 SH      SHR/OTHR    20                            3150
D ISHARES TR                     RUSSELL 2000     46428765       554    13175 SH      SHARED      21         13175                  
D ISHARES TR                     RUSSELL 2000     46428765       254     6060 SH      SHARED      22                            6060
D ISHARES TR                     RUSSELL 2000     46428765       137     3275 SH      SHR/OTHR    22                            3275
D ISHARES TR                     RUSSELL 2000     46428765      1637    38950 SH      SHARED      23         38950                  
D ISHARES TR                     RUSSELL 2000     46428765      3499    83227 SH      SHR/OTHR    23                           83227
D ISHARES TR                     RUSL 3000 VALU   46428766        55     1040 SH      SHARED      02                            1040
D ISHARES TR                     RUSL 3000 GROW   46428767         3      125 SH      SHARED      02                             125
D ISHARES TR                     RUSL 3000 GROW   46428767       114     4000 SH      SHARED      23          4000                  
D ISHARES TR                     RUSSELL 3000     46428768         2       65 SH      SHR/OTHR    01                              65
D ISHARES TR                     RUSSELL 3000     46428768        57     1254 SH      SHARED      02                            1254
D ISHARES TR                     DJ US UTILS      46428769        11      183 SH      SHR/OTHR    01                             183
D ISHARES TR                     DJ US UTILS      46428769        18      300 SH      SHARED      02                             300
D ISHARES TR                     S&P MIDCP VALU   46428770      5060   114846 SH      SHARED      02                          114846
D ISHARES TR                     DJ US TELECOMM   46428771        15     1000 SH      SHARED                  1000                  
D ISHARES TR                     DJ US TELECOMM   46428771      6271   393428 SH      SHARED      02        391006              2422
D ISHARES TR                     DJ US TECH SEC   46428772        10      296 SH      SHR/OTHR    01                             296
D ISHARES TR                     DJ US TECH SEC   46428772       209     5661 SH      SHARED      02                            5661
D ISHARES TR                     DJ US TECH SEC   46428772        25      700 SH      SHR/OTHR    23                             700
D ISHARES TR                     DJ US REAL EST   46428773      2068    81247 SH      SHARED                 81247                  
D ISHARES TR                     DJ US REAL EST   46428773     19122   751099 SH      SHARED      02        744800              6299
D ISHARES TR                     DJ US REAL EST   46428773      1700    66800 SH      SHARED      06         66800                  
D ISHARES TR                     DJ US REAL EST   46428773        45     1800 SH      SHR/OTHR    23                            1800
D ISHARES TR                     DJ US INDUSTRL   46428775        80     2312 SH      SHARED      02                            2312
D ISHARES TR                     DJ US HEALTHCR   46428776        95     1925 SH      SHARED      01                            1925
D ISHARES TR                     DJ US HEALTHCR   46428776         1       26 SH      SHR/OTHR    01                              26
D ISHARES TR                     DJ US HEALTHCR   46428776       315     6385 SH      SHARED      02                            6385
D ISHARES TR                     DJ US HEALTHCR   46428776       158     3215 SH      SHARED      23          3215                  
D ISHARES TR                     DJ US FINL SEC   46428778     18787   574200 SH      SHARED                574200                  
D ISHARES TR                     DJ US FINL SEC   46428778        46     1422 SH      SHARED      02                            1422
D ISHARES TR                     DJ US ENERGY     46428779        11      447 SH      SHR/OTHR    01                             447
D ISHARES TR                     DJ US ENERGY     46428779       136     5369 SH      SHARED      02                            5369
D ISHARES TR                     S&P SMLCAP 600   46428780       147     4049 SH      SHARED      02                            4049
D ISHARES TR                     S&P SMLCAP 600   46428780        72     2000 SH      SHR/OTHR    23                            2000
D ISHARES TR                     DJ US BAS MATL   46428783       147     4200 SH      SHARED                  4200                  
D ISHARES TR                     DJ US BAS MATL   46428783         9      263 SH      SHR/OTHR    01                             263
D ISHARES TR                     DJ US BAS MATL   46428783        39     1129 SH      SHARED      02                            1129
D ISHARES TR                     S&P EURO PLUS    46428786        26     1040 SH      SHARED      02                            1040
D ISHARES TR                     S&P EURO PLUS    46428786       102     4000 SH      SHARED      20          4000                  
D ISHARES TR                     S&P EURO PLUS    46428786         8      340 SH      SHR/OTHR    23                             340
D ISHARES TR                     S&P SMLCP VALU   46428787       175     4520 SH      SHARED      02                            4520
D ISHARES TR                     S&P SMLCP GROW   46428788        86     2277 SH      SHARED      02                            2277
D ISHARES TR                     MID CORE INDEX   46428820         6      150 SH      SHARED      02                             150
D ISHARES TR                     MSCI SMALL CAP   46428827      1364    60310 SH      SHARED      10         60310                  
D ISHARES TR                     JPMORGAN USD     46428828        29      340 SH      SHARED      02                             340
D ISHARES TR                     MID GRWTH INDX   46428830        74     1450 SH      SHARED      02                            1450
D ISHARES TR                     S&P GLO INFRAS   46428837      5417   221309 SH      SHARED      19                          221309
D ISHARES TR                     S&P NATL MUN B   46428841        37      380 SH      SHARED      02                             380
D ISHARES TR                     S&P DEV EX-US    46428842        70     3676 SH      SHARED      02                            3676
D ISHARES TR                     SMLL CORE INDX   46428850        13      300 SH      SHARED      02                             300
D ISHARES TR                     HIGH YLD CORP    46428851      5695    84000 SH      SHARED                 84000                  
D ISHARES TR                     HIGH YLD CORP    46428851       267     3939 SH      SHARED      02                            3939
D ISHARES TR                     HIGH YLD CORP    46428851        20      300 SH      SHR/OTHR    23                             300
D ISHARES TR                     BARCLYS MBS BD   46428858        97      920 SH      SHARED                   920                  
D ISHARES TR                     BARCLYS INTER GV 46428861       124     1200 SH      SHR/OTHR    23                            1200
D ISHARES TR                     BARCLYS 1-3YR CR 46428864       138     1400 SH      SHARED                  1400                  
D ISHARES TR                     BARCLYS 1-3YR CR 46428864       118     1200 SH      SHARED      02                            1200
D ISHARES TR                     BARCLYS 3-7 YR   46428866       201     1750 SH      SHARED      02                            1750
D ISHARES TR                     BARCLYS SH TREA  46428867        67      615 SH      SHARED      02                             615
D ISHARES TR                     US PFD STK IDX   46428868       214     9400 SH      SHARED                  9400                  
D ISHARES TR                     US PFD STK IDX   46428868        52     2316 SH      SHARED      02                            2316
D ISHARES TR                     S&G GL MATERIA   46428869       115     3100 SH      SHARED                  3100                  
D ISHARES TR                     S&G GL MATERIA   46428869         8      225 SH      SHARED      02                             225
D ISHARES TR                     S&P GL INDUSTR   46428872        10      345 SH      SHARED      20           345                  
D ISHARES TR                     S&P GL C STAPL   46428873        76     1841 SH      SHARED      02                            1841
D ISHARES TR                     DJ HOME CONSTN   46428875         5      600 SH      SHARED                   600                  
D ISHARES TR                     DJ HOME CONSTN   46428875        31     3600 SH      SHARED                  3600                  
D ISHARES TR                     DJ HOME CONSTN   46428875        13     1500 SH      SHARED      02                            1500
D ISHARES TR                     DJ AEROSPACE     46428876        66     1975 SH      SHARED      02                            1975
D ISHARES TR                     DJ REGIONAL BK   46428877      7830   500000 SH      SHARED                500000                  
D ISHARES TR                     DJ REGIONAL BK   46428877        47     3056 SH      SHARED      02                            3056
D ISHARES TR                     DJ BROKER-DEAL   46428879       221    11101 SH      SHARED                 11101                  
D ISHARES TR                     DJ BROKER-DEAL   46428879      5496   275235 SH      SHARED      02        274200              1035
D ISHARES TR                     DJ MED DEVICES   46428881        29      800 SH      SHARED      02                             800
D ISHARES TR                     DJ PHARMA INDX   46428883        21      500 SH      SHARED      02                             500
D ISHARES TR                     DJ OIL EQUIP     46428884        30     1200 SH      SHARED      02                            1200
D ISHARES TR                     RSSL MCRCP IDX   46428886         5      227 SH      SHARED      02                             227
D ISILON SYS INC                 COM              46432L10        16     7557 SH      SHARED                  7557                  
D ISILON SYS INC                 COM              46432L10         1      633 SH      SHARED      02           633                  
D ISILON SYS INC                 COM              46432L10        41    19000 SH      SHARED      10          9500              9500
D ISIS PHARMACEUTICALS INC       COM              46433010       209    13972 SH      SHARED                 13972                  
D ISIS PHARMACEUTICALS INC       COM              46433010       141     9400 SH      SHARED      01          9400                  
D ISIS PHARMACEUTICALS INC       COM              46433010       192    12803 SH      SHARED      02         12803                  
D ISIS PHARMACEUTICALS INC       COM              46433010      4352   290000 SH      SHARED      04        290000                  
D ISIS PHARMACEUTICALS INC       COM              46433010      2110   140600 SH      SHARED      10        140600                  
D ISIS PHARMACEUTICALS INC DEL   NOTE  2.625% 2/1 464337AE       573   500000 PRN     SHARED                500000                  
D ISIS PHARMACEUTICALS INC DEL   NOTE  2.625% 2/1 464337AE       207   181000 PRN     SHARED      02        181000                  
D ISLE OF CAPRI CASINOS INC      COM              46459210        73    13857 SH      SHARED                 13857                  
D ISLE OF CAPRI CASINOS INC      COM              46459210        50     9613 SH      SHARED      02          9613                  
D ISLE OF CAPRI CASINOS INC      COM              46459210        54    10300 SH      SHARED      10         10300                  
D ISOLAGEN INC                   COM              46488N10         0      981 SH      SHARED                   981                  
D ISORAY INC                     COM              46489V10         0      593 SH      SHARED                   593                  
D ISRAMCO INC                    COM NEW          46514140         1       37 SH      SHARED                    37                  
D ISRAMCO INC                    COM NEW          46514140         2       58 SH      SHARED      02            58                  
D ITERIS INC                     COM              46564T10         0      625 SH      SHARED                   625                  
D ITC HLDGS CORP                 COM              46568510       272     6236 SH      SHARED                  6236                  
D ITC HLDGS CORP                 COM              46568510       209     4800 SH      SHARED      01          4800                  
D ITC HLDGS CORP                 COM              46568510       248     5686 SH      SHARED      02          5576               110
D ITC HLDGS CORP                 COM              46568510      6176   141608 SH      SHARED      04        141608                  
D ITC HLDGS CORP                 COM              46568510      6559   150386 SH      SHARED      05        150386                  
D ITC HLDGS CORP                 COM              46568510       869    19934 SH      SHARED      06                           19934
D ITC HLDGS CORP                 COM              46568510      1317    30200 SH      SHARED      10         30200                  
D ITC HLDGS CORP                 COM              46568510      1317    30200 SH      SHARED      11         30200                  
D ITC HLDGS CORP                 COM              46568510        30      705 SH      SHARED      21           495               210
D ITRON INC                      NOTE  2.500% 8/0 465741AJ         3     4000 PRN     SHARED      02                            4000
D ITRON INC                      COM              46574110      2458    51913 SH      SHARED                 51913                  
D ITRON INC                      COM              46574110      1041    21990 SH      SHARED      01         11190             10800
D ITRON INC                      COM              46574110       770    16265 SH      SHR/OTHR    01                           16265
D ITRON INC                      COM              46574110        38      811 SH      SHARED      02           811                  
D ITRON INC                      COM              46574110     19654   415097 SH      SHARED      04        415097                  
D ITRON INC                      COM              46574110     21007   443665 SH      SHARED      05        443665                  
D ITRON INC                      COM              46574110      1391    29384 SH      SHARED      06                           29384
D ITRON INC                      COM              46574110     17609   371891 SH      SHARED      10        371891                  
D I2 TECHNOLOGIES INC            COM NEW          46575420        68     8658 SH      SHARED                  8658                  
D I2 TECHNOLOGIES INC            COM NEW          46575420        76     9700 SH      SHARED      01          1000              8700
D I2 TECHNOLOGIES INC            COM NEW          46575420        17     2194 SH      SHARED      02          2194                  
D I2 TECHNOLOGIES INC            COM NEW          46575420       127    16200 SH      SHARED      10         16200                  
D IVANHOE MINES LTD              COM              46579N10      1186   192888 SH      SHARED                192888                  
D IVANHOE MINES LTD              COM              46579N10        73    11892 SH      SHARED      02                           11892
D IVANHOE MINES LTD              COM              46579N10        80    13100 SH      SHARED      21                           13100
D IVIVI TECHNOLOGIES INC         COM              46589F10         0      193 SH      SHARED                   193                  
D IXYS CORP                      COM              46600W10        65     8109 SH      SHARED                  8109                  
D IXYS CORP                      COM              46600W10         5      700 SH      SHARED      01           700                  
D IXYS CORP                      COM              46600W10         8     1032 SH      SHARED      02          1032                  
D IXYS CORP                      COM              46600W10       116    14500 SH      SHARED      10         14500                  
D J & J SNACK FOODS CORP         COM              46603210        65     1900 SH      SHARED                  1900                  
D J & J SNACK FOODS CORP         COM              46603210        45     1300 SH      SHARED      01          1300                  
D J & J SNACK FOODS CORP         COM              46603210        13      388 SH      SHARED      02           388                  
D J & J SNACK FOODS CORP         COM              46603210       891    25700 SH      SHARED      10         25700                  
D JA SOLAR HOLDINGS CO LTD       NOTE  4.500% 5/1 466090AA      3714  7550000 PRN     SHARED      02       7550000                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010      2110   626387 SH      SHARED                621387              5000
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010      1608   477280 SH      SHARED      02        477280                  
D JA SOLAR HOLDINGS CO LTD       SPON ADR         46609010        27     8074 SH      SHARED      04          8074                  
D J ALEXANDERS CORP              COM              46609610         0      124 SH      SHARED                   124                  
D J CREW GROUP INC               COM              46612H40      1597   121199 SH      SHARED                121199                  
D J CREW GROUP INC               COM              46612H40       214    16300 SH      SHARED      01                           16300
D J CREW GROUP INC               COM              46612H40        46     3504 SH      SHARED      02          3504                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50         0      254 SH      SHARED                   254                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50      2302   708380 SH      SHARED                708343                37
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        24     7600 SH      SHARED      01          7600                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       327   100743 SH      SHARED      02         99393              1350
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        67    20712 SH      SHARED      06         17012              3700
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50       994   306054 SH      SHARED      10        306054                  
D JDS UNIPHASE CORP              COM PAR $0.001   46612J50        34    10620 SH      SHARED      20         10620                  
D JDA SOFTWARE GROUP INC         COM              46612K10      2339   202528 SH      SHARED                202528                  
D JDA SOFTWARE GROUP INC         COM              46612K10        33     2880 SH      SHARED      02          2880                  
D JER INVT TR INC                COM NEW          46614H40         0      225 SH      SHARED                   225                  
D JER INVT TR INC                COM NEW          46614H40         0     1051 SH      SHARED      01          1051                  
D JER INVT TR INC                COM NEW          46614H40         8    12333 SH      SHARED      02         12333                  
D JPMORGAN CHASE & CO            COM              46625H10      1134    42697 SH      SHARED                 18245             24452
D JPMORGAN CHASE & CO            COM              46625H10    157681  5932325 SH      SHARED               5853378             78947
D JPMORGAN CHASE & CO            COM              46625H10     42348  1593240 SH      SHARED      01       1279397      500   313343
D JPMORGAN CHASE & CO            COM              46625H10      3191   120058 SH      SHR/OTHR    01                          120058
D JPMORGAN CHASE & CO            COM              46625H10     21132   795056 SH      SHARED      02        754427             40629
D JPMORGAN CHASE & CO            COM              46625H10        99     3760 SH      SHARED      04                            3760
D JPMORGAN CHASE & CO            COM              46625H10     38982  1466625 SH      SHARED      04       1466625                  
D JPMORGAN CHASE & CO            COM              46625H10        51     1920 SH      SHARED      05          1920                  
D JPMORGAN CHASE & CO            COM              46625H10     21895   823751 SH      SHARED      06        421540            402211
D JPMORGAN CHASE & CO            COM              46625H10    224537  8447608 SH      SHARED      10       8257800            189808
D JPMORGAN CHASE & CO            COM              46625H10       465    17500 SH      SHARED      15                           17500
D JPMORGAN CHASE & CO            COM              46625H10      1800    67736 SH      SHARED      19                           67736
D JPMORGAN CHASE & CO            COM              46625H10      4806   180822 SH      SHARED      20         93130      190    87502
D JPMORGAN CHASE & CO            COM              46625H10      1482    55768 SH      SHR/OTHR    20                           55768
D JPMORGAN CHASE & CO            COM              46625H10       417    15705 SH      SHARED      21         12573              3132
D JPMORGAN CHASE & CO            COM              46625H10       228     8600 SH      SHR/OTHR    21                            8600
D JPMORGAN CHASE & CO            COM              46625H10      1225    46098 SH      SHARED      22         37498              8600
D JPMORGAN CHASE & CO            COM              46625H10       298    11235 SH      SHR/OTHR    22                           11235
D JPMORGAN CHASE & CO            COM              46625H10      9943   374099 SH      SHARED      23        291430             82669
D JPMORGAN CHASE & CO            COM              46625H10     20597   774920 SH      SHR/OTHR    23                          774920
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       521    23813 SH      SHARED                 23813                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20        58     2650 SH      SHARED      01          2650                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       244    11182 SH      SHARED      02         10782               400
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       385    17600 SH      SHARED      04         17600                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20       175     8000 SH      SHARED      10          8000                  
D J2 GLOBAL COMMUNICATIONS INC   COM NEW          46626E20        26     1220 SH      SHARED      20          1220                  
D JMP GROUP INC                  COM              46629U10         3      711 SH      SHARED                   711                  
D JMP GROUP INC                  COM              46629U10         3      741 SH      SHARED      02           741                  
D JABIL CIRCUIT INC              COM              46631310      2771   498386 SH      SHARED                431632             66754
D JABIL CIRCUIT INC              COM              46631310       369    66417 SH      SHARED      01         66417                  
D JABIL CIRCUIT INC              COM              46631310       682   122703 SH      SHARED      02        122703                  
D JABIL CIRCUIT INC              COM              46631310        66    11900 SH      SHARED      06          6900              5000
D JABIL CIRCUIT INC              COM              46631310     32202  5791857 SH      SHARED      10       5649257            142600
D JACK IN THE BOX INC            COM              46636710        57     2477 SH      SHARED                  2477                  
D JACK IN THE BOX INC            COM              46636710       854    36695 SH      SHARED      01         36695                  
D JACK IN THE BOX INC            COM              46636710      1405    60360 SH      SHR/OTHR    01                           60360
D JACK IN THE BOX INC            COM              46636710        52     2240 SH      SHARED      02          2118               122
D JACK IN THE BOX INC            COM              46636710       608    26106 SH      SHARED      10         26106                  
D JACK IN THE BOX INC            COM              46636710        18      810 SH      SHARED      21                             810
D JACKSON HEWITT TAX SVCS INC    COM              46820210       242    46509 SH      SHARED                 46509                  
D JACKSON HEWITT TAX SVCS INC    COM              46820210        57    10971 SH      SHARED      02         10941                30
D JACKSON HEWITT TAX SVCS INC    COM              46820210        46     9000 SH      SHARED      10          9000                  
D JACO ELECTRS INC               COM              46978310         0      112 SH      SHARED                   112                  
D JACOBS ENGR GROUP INC DEL      COM              46981410      1973    51052 SH      SHARED                 51052                  
D JACOBS ENGR GROUP INC DEL      COM              46981410      1240    32100 SH      SHARED      01         32100                  
D JACOBS ENGR GROUP INC DEL      COM              46981410       500    12946 SH      SHARED      02         12646               300
D JACOBS ENGR GROUP INC DEL      COM              46981410     15541   402000 SH      SHARED      04        402000                  
D JACOBS ENGR GROUP INC DEL      COM              46981410      2185    56540 SH      SHARED      05         56540                  
D JACOBS ENGR GROUP INC DEL      COM              46981410       576    14920 SH      SHARED      06          4750             10170
D JACOBS ENGR GROUP INC DEL      COM              46981410      6428   166284 SH      SHARED      10        162984              3300
D JACOBS ENGR GROUP INC DEL      COM              46981410       201     5200 SH      SHARED      23                            5200
D JAGUAR MNG INC                 COM              47009M10       232    38800 SH      SHARED                 38800                  
D JAGUAR MNG INC                 COM              47009M10        15     2500 SH      SHARED      02          2500                  
D JAGUAR MNG INC                 COM              47009M10       150    25000 SH      SHARED      04         25000                  
D JAKKS PAC INC                  COM              47012E10       476    38558 SH      SHARED                 38558                  
D JAKKS PAC INC                  COM              47012E10       188    15232 SH      SHARED      02         15057               175
D JAKKS PAC INC                  COM              47012E10       366    29700 SH      SHARED      10         29700                  
D JAMBA INC                      COM              47023A10         0      577 SH      SHARED                   577                  
D JAMBA INC                      COM              47023A10         8    18300 SH      SHARED      10         18300                  
D JAMES RIVER COAL CO            COM NEW          47035520       121     9880 SH      SHARED                  9880                  
D JAMES RIVER COAL CO            COM NEW          47035520        20     1700 SH      SHARED      01          1700                  
D JAMES RIVER COAL CO            COM NEW          47035520        21     1717 SH      SHARED      02          1717                  
D JAMES RIVER COAL CO            COM NEW          47035520       320    26000 SH      SHARED      10         26000                  
D JANUS CAP GROUP INC            COM              47102X10      1098   165186 SH      SHARED                165186                  
D JANUS CAP GROUP INC            COM              47102X10        29     4400 SH      SHARED      01          4400                  
D JANUS CAP GROUP INC            COM              47102X10        31     4708 SH      SHARED      02          4708                  
D JANUS CAP GROUP INC            COM              47102X10        33     5000 SH      SHARED      06                            5000
D JANUS CAP GROUP INC            COM              47102X10       379    57064 SH      SHARED      10         57064                  
D JANUS CAP GROUP INC            COM              47102X10        13     2000 SH      SHARED      23          2000                  
D JARDEN CORP                    COM              47110910      1056    83349 SH      SHARED                 83349                  
D JARDEN CORP                    COM              47110910        11      907 SH      SHARED      01                             907
D JARDEN CORP                    COM              47110910      1549   122300 SH      SHARED      02        119599              2701
D JARDEN CORP                    COM              47110910        35     2835 SH      SHARED      10          2835                  
D JAVELIN PHARMACEUTICALS INC    COM              47189410        33    23269 SH      SHARED                 23269                  
D JAVELIN PHARMACEUTICALS INC    COM              47189410         1     1280 SH      SHARED      02          1280                  
D JAZZ PHARMACEUTICALS INC       COM              47214710         3     3856 SH      SHARED                  3856                  
D JAZZ PHARMACEUTICALS INC       COM              47214710         0      174 SH      SHARED      02           174                  
D JEFFERIES GROUP INC NEW        COM              47231910       290    21046 SH      SHARED                 21046                  
D JEFFERIES GROUP INC NEW        COM              47231910       574    41600 SH      SHARED      01                           41600
D JEFFERIES GROUP INC NEW        COM              47231910       395    28637 SH      SHARED      02         28637                  
D JEFFERIES GROUP INC NEW        COM              47231910       326    23686 SH      SHARED      04         23686                  
D JEFFERIES GROUP INC NEW        COM              47231910      2617   189700 SH      SHARED      10        189700                  
D JEFFERSON BANCSHARES INC TEN   COM              47237510         1      153 SH      SHARED                   153                  
D JEFFERSONVILLE BANCORP         COM              47559A10         1      110 SH      SHARED                   110                  
D JENNIFER CONVS INC             COM              47615310         0      112 SH      SHARED                   112                  
D JESUP & LAMONT INC             COM              47704610         0      158 SH      SHARED                   158                  
D JETBLUE AIRWAYS CORP           DBCV  3.750% 3/1 477143AC        21    25000 PRN     SHARED      02                           25000
D JETBLUE AIRWAYS CORP           DBCV  5.500%10/1 477143AD      4950  5000000 PRN     SHARED               5000000                  
D JETBLUE AIRWAYS CORP           DBCV  5.500%10/1 477143AE      6552  6500000 PRN     SHARED               6500000                  
D JETBLUE AIRWAYS CORP           COM              47714310      1977   541854 SH      SHARED                541854                  
D JETBLUE AIRWAYS CORP           COM              47714310      1935   530378 SH      SHARED                530378                  
D JETBLUE AIRWAYS CORP           COM              47714310       246    67600 SH      SHARED      01                           67600
D JETBLUE AIRWAYS CORP           COM              47714310         1      450 SH      SHR/OTHR    01                             450
D JETBLUE AIRWAYS CORP           COM              47714310      3154   864266 SH      SHARED      02        864266                  
D JETBLUE AIRWAYS CORP           COM              47714310       121    33200 SH      SHARED      10         33200                  
D JO-ANN STORES INC              COM              47758P30       324    19889 SH      SHARED                 19889                  
D JO-ANN STORES INC              COM              47758P30         9      565 SH      SHARED      01           565                  
D JO-ANN STORES INC              COM              47758P30       126     7730 SH      SHARED      02          7730                  
D JO-ANN STORES INC              COM              47758P30       431    26400 SH      SHARED      10         26400                  
D JOES JEANS INC                 COM              47777N10         0      757 SH      SHARED                   757                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910       115    11015 SH      SHARED                 11015                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         7      698 SH      SHARED      01           698                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         5      560 SH      SHARED      02           560                  
D JOHN BEAN TECHNOLOGIES CORP    COM              47783910         9      863 SH      SHARED      10           863                  
D JOHNSON & JOHNSON              COM              47816010      3288    62511 SH      SHARED                  5902             56609
D JOHNSON & JOHNSON              COM              47816010     91788  1745019 SH      SHARED               1677988             67031
D JOHNSON & JOHNSON              COM              47816010     59836  1137570 SH      SHARED      01        904140      300   233130
D JOHNSON & JOHNSON              COM              47816010      8575   163038 SH      SHR/OTHR    01                          163038
D JOHNSON & JOHNSON              COM              47816010     14229   270526 SH      SHARED      02        149947            120579
D JOHNSON & JOHNSON              COM              47816010       157     3000 SH      SHARED      04                            3000
D JOHNSON & JOHNSON              COM              47816010     33312   633310 SH      SHARED      04        633310                  
D JOHNSON & JOHNSON              COM              47816010      2268    43120 SH      SHARED      05         43120                  
D JOHNSON & JOHNSON              COM              47816010     12054   229167 SH      SHARED      06        134460             94707
D JOHNSON & JOHNSON              COM              47816010    221810  4216924 SH      SHARED      10       3944024            272900
D JOHNSON & JOHNSON              COM              47816010       478     9093 SH      SHARED      15                            9093
D JOHNSON & JOHNSON              COM              47816010      1269    24130 SH      SHARED      19                           24130
D JOHNSON & JOHNSON              COM              47816010     10879   206843 SH      SHARED      20        133978       65    72800
D JOHNSON & JOHNSON              COM              47816010      2439    46372 SH      SHR/OTHR    20                           46372
D JOHNSON & JOHNSON              COM              47816010       830    15780 SH      SHARED      21         11780              4000
D JOHNSON & JOHNSON              COM              47816010        42      800 SH      SHR/OTHR    21                             800
D JOHNSON & JOHNSON              COM              47816010      6717   127709 SH      SHARED      22         74209             53500
D JOHNSON & JOHNSON              COM              47816010       746    14190 SH      SHR/OTHR    22                           14190
D JOHNSON & JOHNSON              COM              47816010     23081   438803 SH      SHARED      23        416248             22555
D JOHNSON & JOHNSON              COM              47816010     38113   724594 SH      SHR/OTHR    23                          724594
D JOHNSON & JOHNSON              COM              47816010       218     4150 SH      SHARED      24          4150                  
D JOHNSON CTLS INC               COM              47836610      3940   328389 SH      SHARED                328389                  
D JOHNSON CTLS INC               COM              47836610      1887   157297 SH      SHARED      01        157297                  
D JOHNSON CTLS INC               COM              47836610      1527   127305 SH      SHARED      02        123719              3586
D JOHNSON CTLS INC               COM              47836610      8045   670449 SH      SHARED      04        670449                  
D JOHNSON CTLS INC               COM              47836610     11185   932109 SH      SHARED      05        932109                  
D JOHNSON CTLS INC               COM              47836610      1792   149374 SH      SHARED      06         20610            128764
D JOHNSON CTLS INC               COM              47836610      4570   380844 SH      SHARED      10        377444              3400
D JOHNSON CTLS INC               COM              47836610       324    27000 SH      SHARED      15                           27000
D JOHNSON CTLS INC               COM              47836610        33     2796 SH      SHARED      21          2796                  
D JOHNSON OUTDOORS INC           CL A             47916710         0      125 SH      SHARED                   125                  
D JONES APPAREL GROUP INC        COM              48007410       129    30636 SH      SHARED                 30636                  
D JONES APPAREL GROUP INC        COM              48007410       233    55450 SH      SHARED      02         55450                  
D JONES APPAREL GROUP INC        COM              48007410        45    10700 SH      SHARED      06         10700                  
D JONES APPAREL GROUP INC        COM              48007410      3200   758505 SH      SHARED      10        731905             26600
D JONES LANG LASALLE INC         COM              48020Q10        97     4181 SH      SHARED                  4181                  
D JONES LANG LASALLE INC         COM              48020Q10       278    11956 SH      SHARED                 11956                  
D JONES LANG LASALLE INC         COM              48020Q10       265    11405 SH      SHARED      01             5             11400
D JONES LANG LASALLE INC         COM              48020Q10       564    24290 SH      SHARED      02         24290                  
D JONES SODA CO                  COM              48023P10         0      640 SH      SHARED                   640                  
D JONES SODA CO                  COM              48023P10         0      200 SH      SHARED      02                             200
D JOS A BANK CLOTHIERS INC       COM              48083810      1477    53127 SH      SHARED                 53127                  
D JOS A BANK CLOTHIERS INC       COM              48083810        75     2702 SH      SHARED      02          2702                  
D JOS A BANK CLOTHIERS INC       COM              48083810       119     4300 SH      SHARED      10          4300                  
D JOS A BANK CLOTHIERS INC       COM              48083810       223     8033 SH      SHARED      22                            8033
D JOURNAL COMMUNICATIONS INC     CL A             48113010        26    35204 SH      SHARED                 35204                  
D JOURNAL COMMUNICATIONS INC     CL A             48113010         0     1293 SH      SHARED      02          1093               200
D JOY GLOBAL INC                 COM              48116510      4780   224454 SH      SHARED                208100             16354
D JOY GLOBAL INC                 COM              48116510      1990    93455 SH      SHARED      01         20925             72530
D JOY GLOBAL INC                 COM              48116510        20      975 SH      SHR/OTHR    01                             975
D JOY GLOBAL INC                 COM              48116510       236    11100 SH      SHARED      02          8700              2400
D JOY GLOBAL INC                 COM              48116510      1278    60000 SH      SHARED      04         60000                  
D JOY GLOBAL INC                 COM              48116510       161     7600 SH      SHARED      06          6700               900
D JOY GLOBAL INC                 COM              48116510     35767  1679212 SH      SHARED      10       1665012             14200
D JOY GLOBAL INC                 COM              48116510        45     2150 SH      SHARED      20          1170               980
D JOY GLOBAL INC                 COM              48116510         3      160 SH      SHARED      21           100                60
D JOY GLOBAL INC                 COM              48116510         2      100 SH      SHR/OTHR    21                             100
D JOY GLOBAL INC                 COM              48116510         4      200 SH      SHARED      22                             200
D JOY GLOBAL INC                 COM              48116510         8      400 SH      SHR/OTHR    22                             400
D JOY GLOBAL INC                 COM              48116510       149     7036 SH      SHARED      23          7036                  
D JOY GLOBAL INC                 COM              48116510       174     8200 SH      SHR/OTHR    23                            8200
D JUNIPER NETWORKS INC           COM              48203R10       533    35425 SH      SHARED                 35425                  
D JUNIPER NETWORKS INC           COM              48203R10     18456  1226314 SH      SHARED               1226314                  
D JUNIPER NETWORKS INC           COM              48203R10      2029   134828 SH      SHARED      01        134828                  
D JUNIPER NETWORKS INC           COM              48203R10     19431  1291152 SH      SHARED      02       1286149              5003
D JUNIPER NETWORKS INC           COM              48203R10      1991   132300 SH      SHARED      04        132300                  
D JUNIPER NETWORKS INC           COM              48203R10         5      360 SH      SHARED      05           360                  
D JUNIPER NETWORKS INC           COM              48203R10       542    36020 SH      SHARED      06         19800             16220
D JUNIPER NETWORKS INC           COM              48203R10      8388   557399 SH      SHARED      10        557399                  
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10       703    29013 SH      SHARED                 29013                  
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10        30     1250 SH      SHARED      02          1250                  
D KB FINANCIAL GROUP INC         SPONSORED ADR    48241A10       698    28800 SH      SHARED      06         28800                  
D KBL HEALTHCARE ACQUIS CORP I   COM              48241N10      1401   182435 SH      SHARED                182435                  
D KBL HEALTHCARE ACQUIS CORP I   *W EXP 07/18/201 48241N11         2    34217 SH      SHARED                 34217                  
D KBL HEALTHCARE ACQUIS CORP I   *W EXP 07/18/201 48241N11        14   207300 SH      SHARED      02        207300                  
D KBR INC                        COM              48242W10      5176   374808 SH      SHARED                374808                  
D KBR INC                        COM              48242W10      1132    82000 SH      SHARED      01         31000             51000
D KBR INC                        COM              48242W10        91     6633 SH      SHARED      02          2133              4500
D KBR INC                        COM              48242W10     22403  1622284 SH      SHARED      04       1622284                  
D KBR INC                        COM              48242W10        26     1900 SH      SHARED      06                            1900
D KBR INC                        COM              48242W10         1      140 SH      SHARED      21                             140
D KBW INC                        COM              48242310        60     2983 SH      SHARED                  2983                  
D KBW INC                        COM              48242310       188     9264 SH      SHARED      02          9264                  
D KBW INC                        COM              48242310       160     7900 SH      SHARED      10          7900                  
D K FED BANCORP                  COM              48246S10         0       47 SH      SHARED                    47                  
D KHD HUMBOLDT WEDAG INTL LTD    COM              48246210       174    25300 SH      SHARED                 25300                  
D KKR FINANCIAL HLDGS LLC        COM              48248A30        73    83829 SH      SHARED                 83829                  
D KKR FINANCIAL HLDGS LLC        COM              48248A30         5     6255 SH      SHARED      02                            6255
D KLA-TENCOR CORP                COM              48248010      5476   273820 SH      SHARED                273820                  
D KLA-TENCOR CORP                COM              48248010       824    41200 SH      SHARED      01         41200                  
D KLA-TENCOR CORP                COM              48248010        60     3000 SH      SHR/OTHR    01                            3000
D KLA-TENCOR CORP                COM              48248010       240    12007 SH      SHARED      02         12007                  
D KLA-TENCOR CORP                COM              48248010       400    20000 SH      SHARED      04         20000                  
D KLA-TENCOR CORP                COM              48248010         2      100 SH      SHARED      05           100                  
D KLA-TENCOR CORP                COM              48248010       275    13770 SH      SHARED      06          8850              4920
D KLA-TENCOR CORP                COM              48248010      7145   357295 SH      SHARED      10        357295                  
D KLA-TENCOR CORP                COM              48248010        28     1400 SH      SHARED      19                            1400
D KLA-TENCOR CORP                COM              48248010         0       25 SH      SHARED      20                              25
D KMG CHEMICALS INC              COM              48256410         0      170 SH      SHARED                   170                  
D KT CORP                        SPONSORED ADR    48268K10      1789   129787 SH      SHARED                129787                  
D KT CORP                        SPONSORED ADR    48268K10         9      670 SH      SHARED      02            64               606
D KT CORP                        SPONSORED ADR    48268K10       169    12300 SH      SHARED      06         12300                  
D KSW INC                        COM              48268R10         0       52 SH      SHARED                    52                  
D K SEA TRANSN PARTNERS LP       COM              48268Y10         6      346 SH      SHARED                   346                  
D K SEA TRANSN PARTNERS LP       COM              48268Y10        10      575 SH      SHARED      02                             575
D K-SWISS INC                    CL A             48268610       152    17816 SH      SHARED                 17816                  
D K-SWISS INC                    CL A             48268610        25     3016 SH      SHARED      02          3016                  
D K-SWISS INC                    CL A             48268610        73     8600 SH      SHARED      10          8600                  
D K12 INC                        COM              48273U10       350    25220 SH      SHARED                 25220                  
D K12 INC                        COM              48273U10         2      163 SH      SHARED      02           163                  
D K12 INC                        COM              48273U10       187    13500 SH      SHARED      04         13500                  
D K TRON INTL INC                COM              48273010         4       73 SH      SHARED                    73                  
D K TRON INTL INC                COM              48273010         3       56 SH      SHARED      02            56                  
D KVH INDS INC                   COM              48273810         1      396 SH      SHARED                   396                  
D KVH INDS INC                   COM              48273810         1      300 SH      SHARED      02           300                  
D K V PHARMACEUTICAL CO          NOTE  2.500% 5/1 482740AC       713  2565000 PRN     SHARED      02       2565000                  
D K V PHARMACEUTICAL CO          CL A             48274020       106    64400 SH      SHARED      01         64400                  
D K V PHARMACEUTICAL CO          CL A             48274020         1     1015 SH      SHARED      02           858               157
D KADANT INC                     COM              48282T10        63     5550 SH      SHARED      01                            5550
D KADANT INC                     COM              48282T10       104     9101 SH      SHARED      02          9101                  
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770       229     9940 SH      SHARED                  9940                  
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770        35     1535 SH      SHARED      02           535              1000
D KAISER ALUMINUM CORP           COM PAR $0.01    48300770        60     2600 SH      SHARED      10          2600                  
D KAMAN CORP                     COM              48354810       535    42712 SH      SHARED                 42712                  
D KAMAN CORP                     COM              48354810       146    11698 SH      SHARED      02         11598               100
D KAMAN CORP                     COM              48354810        57     4600 SH      SHARED      10          4600                  
D KANSAS CITY LIFE INS CO        COM              48483610        31      889 SH      SHARED                   889                  
D KANSAS CITY LIFE INS CO        COM              48483610         7      217 SH      SHARED      02           217                  
D KANSAS CITY SOUTHERN           COM NEW          48517030       115     9118 SH      SHARED                  9118                  
D KANSAS CITY SOUTHERN           COM NEW          48517030       392    30900 SH      SHARED      01                           30900
D KANSAS CITY SOUTHERN           COM NEW          48517030       346    27280 SH      SHARED      02         26836               444
D KANSAS CITY SOUTHERN           COM NEW          48517030         1      110 SH      SHARED      21                             110
D KAPSTONE PAPER & PACKAGING C   COM              48562P10        14     6024 SH      SHARED                  6024                  
D KAPSTONE PAPER & PACKAGING C   COM              48562P10         1      468 SH      SHARED      02           468                  
D KAPSTONE PAPER & PACKAGING C   *W EXP 08/15/200 48562P11         0     3000 SH      SHARED                  3000                  
D KAPSTONE PAPER & PACKAGING C   *W EXP 08/15/200 48562P11         0     3000 SH      SHARED                  3000                  
D KAYDON CORP                    COM              48658710        26      975 SH      SHARED                   975                  
D KAYDON CORP                    COM              48658710        79     2915 SH      SHARED      02          2915                  
D KAYDON CORP                    COM              48658710      5763   210900 SH      SHARED      04        210900                  
D KAYDON CORP                    COM              48658710      6358   232644 SH      SHARED      05        232644                  
D KAYDON CORP                    COM              48658710       404    14790 SH      SHARED      06                           14790
D KAYDON CORP                    COM              48658710        21      794 SH      SHARED      21                             794
D KAYNE ANDERSON ENERGY DEV CO   COM              48660Q10        18     1938 SH      SHARED                  1938                  
D KAYNE ANDERSON ENERGY DEV CO   COM              48660Q10         6      710 SH      SHARED      02           265               445
D KAYNE ANDERSON MLP INVSMNT C   COM              48660610      1450    72949 SH      SHARED      02                           72949
D KAYNE ANDERSON MLP INVSMNT C   COM              48660610        23     1160 SH      SHARED      23                            1160
D KB HOME                        COM              48666K10      5223   396343 SH      SHARED                396343                  
D KB HOME                        COM              48666K10         2      200 SH      SHARED      01           200                  
D KB HOME                        COM              48666K10       238    18125 SH      SHARED      02         18125                  
D KB HOME                        COM              48666K10       316    24020 SH      SHARED      04         24020                  
D KB HOME                        COM              48666K10        35     2700 SH      SHARED      06           700              2000
D KB HOME                        COM              48666K10      1839   139583 SH      SHARED      10        139583                  
D KEARNY FINL CORP               COM              48716910         4      460 SH      SHARED      02           460                  
D KEITHLEY INSTRS INC            COM              48758410         0       74 SH      SHARED                    74                  
D KEITHLEY INSTRS INC            COM              48758410         6     2024 SH      SHARED      02          2024                  
D KELLOGG CO                     COM              48783610        36     1000 SH      SHARED                  1000                  
D KELLOGG CO                     COM              48783610      9078   247848 SH      SHARED                247848                  
D KELLOGG CO                     COM              48783610      7270   198486 SH      SHARED      01        168944             29542
D KELLOGG CO                     COM              48783610      1035    28258 SH      SHR/OTHR    01                           28258
D KELLOGG CO                     COM              48783610      1463    39953 SH      SHARED      02         34998              4955
D KELLOGG CO                     COM              48783610      2230    60900 SH      SHARED      04         60900                  
D KELLOGG CO                     COM              48783610         6      170 SH      SHARED      05           170                  
D KELLOGG CO                     COM              48783610       671    18330 SH      SHARED      06          9800              8530
D KELLOGG CO                     COM              48783610      4106   112105 SH      SHARED      10        109517              2588
D KELLOGG CO                     COM              48783610      2617    71471 SH      SHARED      20         58808      175    12488
D KELLOGG CO                     COM              48783610       285     7805 SH      SHR/OTHR    20                            7805
D KELLOGG CO                     COM              48783610       174     4775 SH      SHARED      21          4775                  
D KELLOGG CO                     COM              48783610        29      800 SH      SHR/OTHR    21                             800
D KELLOGG CO                     COM              48783610       232     6335 SH      SHARED      22          6130               205
D KELLOGG CO                     COM              48783610       190     5210 SH      SHR/OTHR    22                            5210
D KELLOGG CO                     COM              48783610       926    25285 SH      SHARED      23         23565              1720
D KELLOGG CO                     COM              48783610      2131    58181 SH      SHR/OTHR    23                           58181
D KELLY SVCS INC                 CL A             48815220      1343   166840 SH      SHARED                166840                  
D KELLY SVCS INC                 CL A             48815220        67     8425 SH      SHARED      01            25              8400
D KELLY SVCS INC                 CL A             48815220       202    25186 SH      SHARED      02         25186                  
D KELLY SVCS INC                 CL A             48815220      8321  1033700 SH      SHARED      10       1033700                  
D KENDLE INTERNATIONAL INC       COM              48880L10       279    13316 SH      SHARED                 13316                  
D KENDLE INTERNATIONAL INC       COM              48880L10        40     1941 SH      SHARED      02          1941                  
D KENDLE INTERNATIONAL INC       COM              48880L10       262    12500 SH      SHARED      10         12500                  
D KENEXA CORP                    COM              48887910         9     1816 SH      SHARED                  1816                  
D KENEXA CORP                    COM              48887910         0       50 SH      SHARED      01            50                  
D KENEXA CORP                    COM              48887910         9     1789 SH      SHARED      02          1789                  
D KENNAMETAL INC                 COM              48917010       852    52600 SH      SHARED                 52600                  
D KENNAMETAL INC                 COM              48917010       402    24800 SH      SHARED      01                           24800
D KENNAMETAL INC                 COM              48917010       110     6843 SH      SHARED      02          6843                  
D KENNAMETAL INC                 COM              48917010     16192   998900 SH      SHARED      10        997100              1800
D KENSEY NASH CORP               COM              49005710        89     4200 SH      SHARED                  4200                  
D KENSEY NASH CORP               COM              49005710        10      483 SH      SHARED      02           415                68
D KENTUCKY FIRST FED BANCORP     COM              49129210         1      123 SH      SHARED      02           123                  
D KERYX BIOPHARMACEUTICALS INC   COM              49251510         0     1162 SH      SHARED                  1162                  
D KEY ENERGY SVCS INC            COM              49291410        56    19542 SH      SHARED                 19542                  
D KEY ENERGY SVCS INC            COM              49291410        54    18900 SH      SHARED      01         18900                  
D KEY ENERGY SVCS INC            COM              49291410        49    17119 SH      SHARED      02         17119                  
D KEY ENERGY SVCS INC            COM              49291410       321   111800 SH      SHARED      10         99200             12600
D KEY TECHNOLOGY INC             COM              49314310        28     3207 SH      SHARED                  3207                  
D KEY TECHNOLOGY INC             COM              49314310         1      126 SH      SHARED      02           126                  
D KEY TRONICS CORP               COM              49314410         0      258 SH      SHARED                   258                  
D KEYCORP NEW                    COM              49326710     14241  1809604 SH      SHARED               1809604                  
D KEYCORP NEW                    COM              49326710       901   114550 SH      SHARED      01        114550                  
D KEYCORP NEW                    COM              49326710       543    69024 SH      SHARED      02         68944                80
D KEYCORP NEW                    COM              49326710         1      240 SH      SHARED      05           240                  
D KEYCORP NEW                    COM              49326710       276    35170 SH      SHARED      06         19250             15920
D KEYCORP NEW                    COM              49326710      1540   195779 SH      SHARED      10        195779                  
D KEYCORP NEW                    COM              49326710         9     1200 SH      SHARED      23          1200                  
D KEYCORP NEW                    COM              49326710        55     7000 SH      SHR/OTHR    23                            7000
D KEYCORP NEW                    PFD 7.75% SR A   49326740      8114   113436 SH      SHARED                113436                  
D KEYNOTE SYS INC                COM              49330810         3      500 SH      SHARED      01           500                  
D KEYNOTE SYS INC                COM              49330810         6      859 SH      SHARED      02           859                  
D KFORCE INC                     COM              49373210       232    33064 SH      SHARED                 33064                  
D KFORCE INC                     COM              49373210       142    20296 SH      SHARED      02         20296                  
D KILROY RLTY CORP               COM              49427F10       705    41050 SH      SHARED                 41050                  
D KILROY RLTY CORP               COM              49427F10        27     1572 SH      SHARED                  1572                  
D KILROY RLTY CORP               COM              49427F10        29     1730 SH      SHARED      02          1717                13
D KILROY RLTY CORP               COM              49427F10      3224   187600 SH      SHARED      10        187600                  
D KILROY RLTY CORP               COM              49427F10     27105  1576812 SH      SHARED      11        783700            793112
D KIMBALL INTL INC               CL B             49427410         0       43 SH      SHARED                    43                  
D KIMBALL INTL INC               CL B             49427410        10     1535 SH      SHARED      02          1535                  
D KIMBERLY CLARK CORP            COM              49436810       103     2240 SH      SHARED                  2240                  
D KIMBERLY CLARK CORP            COM              49436810     23682   513612 SH      SHARED                504712              8900
D KIMBERLY CLARK CORP            COM              49436810      7597   164765 SH      SHARED      01        121955             42810
D KIMBERLY CLARK CORP            COM              49436810       106     2300 SH      SHR/OTHR    01                            2300
D KIMBERLY CLARK CORP            COM              49436810      1345    29172 SH      SHARED      02         12241             16931
D KIMBERLY CLARK CORP            COM              49436810        59     1300 SH      SHARED      04          1300                  
D KIMBERLY CLARK CORP            COM              49436810        10      230 SH      SHARED      05           230                  
D KIMBERLY CLARK CORP            COM              49436810      1872    40610 SH      SHARED      06         26900             13710
D KIMBERLY CLARK CORP            COM              49436810     27990   607036 SH      SHARED      10        571236             35800
D KIMBERLY CLARK CORP            COM              49436810       103     2245 SH      SHARED      20          1865               380
D KIMBERLY CLARK CORP            COM              49436810       156     3400 SH      SHR/OTHR    20                            3400
D KIMBERLY CLARK CORP            COM              49436810       129     2806 SH      SHARED      21          2606               200
D KIMBERLY CLARK CORP            COM              49436810        36      800 SH      SHARED      22                             800
D KIMBERLY CLARK CORP            COM              49436810      1329    28836 SH      SHARED      23         28836                  
D KIMBERLY CLARK CORP            COM              49436810      1441    31269 SH      SHR/OTHR    23                           31269
D KIMCO REALTY CORP              COM              49446R10      3956   519285 SH      SHARED                512220              7065
D KIMCO REALTY CORP              COM              49446R10       457    59997 SH      SHARED      01         59997                  
D KIMCO REALTY CORP              COM              49446R10       254    33396 SH      SHARED      02         19471             13925
D KIMCO REALTY CORP              COM              49446R10        37     4900 SH      SHARED      06                            4900
D KIMCO REALTY CORP              COM              49446R10      1366   179288 SH      SHARED      10        169788              9500
D KIMCO REALTY CORP              COM              49446R10         5      700 SH      SHARED      22                             700
D KIMCO REALTY CORP              COM              49446R10        27     3600 SH      SHARED      23          3600                  
D KIMCO REALTY CORP              COM              49446R10        38     5000 SH      SHR/OTHR    23                            5000
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       798    19598 SH      SHARED                 19598                  
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       768    18855 SH      SHARED      01         18853                 2
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10        59     1452 SH      SHR/OTHR    01                            1452
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       190     4663 SH      SHARED      02            51              4612
D KINDER MORGAN MANAGEMENT LLC   SHS              49455U10       932    22875 SH      SHARED      06                           22875
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010      6807   145709 SH      SHARED                145709                  
D KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   49455010      4459    95451 SH      SHARED      02                           95451
D KINDRED HEALTHCARE INC         COM              49458010       598    40063 SH      SHARED                 40063                  
D KINDRED HEALTHCARE INC         COM              49458010       968    64800 SH      SHARED      01         54900              9900
D KINDRED HEALTHCARE INC         COM              49458010      1326    88700 SH      SHR/OTHR    01                           88700
D KINDRED HEALTHCARE INC         COM              49458010       441    29534 SH      SHARED      02         29534                  
D KINDRED HEALTHCARE INC         COM              49458010      2514   168210 SH      SHARED      10        168210                  
D KINDRED HEALTHCARE INC         COM              49458010        16     1075 SH      SHARED      21                            1075
D KINETIC CONCEPTS INC           COM NEW          49460W20       139     6613 SH      SHARED                  6613                  
D KINETIC CONCEPTS INC           COM NEW          49460W20       413    19600 SH      SHARED      01                           19600
D KINETIC CONCEPTS INC           COM NEW          49460W20        23     1117 SH      SHARED      02          1117                  
D KINETIC CONCEPTS INC           COM NEW          49460W20      1733    82100 SH      SHARED      10         82100                  
D KING PHARMACEUTICALS INC       COM              49558210      5560   786535 SH      SHARED                786535                  
D KING PHARMACEUTICALS INC       COM              49558210        10     1500 SH      SHARED      01          1500                  
D KING PHARMACEUTICALS INC       COM              49558210       452    63967 SH      SHARED      02         63967                  
D KING PHARMACEUTICALS INC       COM              49558210        82    11650 SH      SHARED      06          5650              6000
D KING PHARMACEUTICALS INC       COM              49558210      3916   553915 SH      SHARED      10        553915                  
D KING PHARMACEUTICALS INC       COM              49558210         9     1350 SH      SHR/OTHR    23                            1350
D KINROSS GOLD CORP              COM NO PAR       49690240      4664   261030 SH      SHARED                261030                  
D KINROSS GOLD CORP              COM NO PAR       49690240      1570    87907 SH      SHARED                 87907                  
D KINROSS GOLD CORP              COM NO PAR       49690240         5      292 SH      SHARED      01           292                  
D KINROSS GOLD CORP              COM NO PAR       49690240      1838   102900 SH      SHARED      02         52100             50800
D KINROSS GOLD CORP              COM NO PAR       49690240     11777   659081 SH      SHARED      04        659081                  
D KINROSS GOLD CORP              COM NO PAR       49690240         7      400 SH      SHARED      05           400                  
D KINROSS GOLD CORP              COM NO PAR       49690240      1388    77700 SH      SHARED      06          5300             72400
D KINROSS GOLD CORP              COM NO PAR       49690240     61246  3427357 SH      SHARED      10       3206383            220974
D KINROSS GOLD CORP              COM NO PAR       49690240        62     3500 SH      SHARED      23                            3500
D KINROSS GOLD CORP              COM NO PAR       49690240        44     2472 SH      SHR/OTHR    23                            2472
D KINGSWAY FINL SVCS INC         COM              49690410         0        8 SH      SHARED                     8                  
D KIRBY CORP                     COM              49726610       387    14550 SH      SHARED                 14550                  
D KIRBY CORP                     COM              49726610        71     2701 SH      SHARED                  2701                  
D KIRBY CORP                     COM              49726610        21      800 SH      SHARED      01           800                  
D KIRBY CORP                     COM              49726610       679    25498 SH      SHARED      02         25498                  
D KIRBY CORP                     COM              49726610       767    28800 SH      SHARED      10         25000              3800
D KIRKLANDS INC                  COM              49749810         8     1662 SH      SHARED                  1662                  
D KITE RLTY GROUP TR             COM              49803T10        11     4578 SH      SHARED                  4578                  
D KITE RLTY GROUP TR             COM              49803T10         1      667 SH      SHARED      02           667                  
D KITE RLTY GROUP TR             COM              49803T10        34    14000 SH      SHARED      10         14000                  
D KITE RLTY GROUP TR             COM              49803T10      2555  1043137 SH      SHARED      11        364760            678377
D KNOLL INC                      COM NEW          49890420       320    52344 SH      SHARED                 52344                  
D KNOLL INC                      COM NEW          49890420         7     1200 SH      SHARED      01          1200                  
D KNOLL INC                      COM NEW          49890420        19     3204 SH      SHARED      02          3204                  
D KNOLL INC                      COM NEW          49890420       620   101300 SH      SHARED      10        101300                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510       789    53585 SH      SHARED                 53585                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510        44     3000 SH      SHARED      01          3000                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510      1018    69090 SH      SHARED      02         69090                  
D KNIGHT CAPITAL GROUP INC       CL A             49900510      1154    78300 SH      SHARED      10         78300                  
D KNIGHT TRANSN INC              COM              49906410       278    18365 SH      SHARED                 18365                  
D KNIGHT TRANSN INC              COM              49906410       846    55848 SH      SHARED      02         55678               170
D KNIGHT TRANSN INC              COM              49906410      4908   323800 SH      SHARED      10        323800                  
D KNOLOGY INC                    COM              49918380        88    21494 SH      SHARED                 21494                  
D KNOLOGY INC                    COM              49918380        14     3441 SH      SHARED      02           741              2700
D KNOLOGY INC                    COM              49918380        18     4500 SH      SHARED      10          4500                  
D KNOLOGY INC                    COM              49918380        11     2800 SH      SHARED      23          2800                  
D KNOLOGY INC                    COM              49918380        11     2700 SH      SHR/OTHR    23                            2700
D KNOT INC                       COM              49918410        94    11543 SH      SHARED                 11543                  
D KNOT INC                       COM              49918410         5      699 SH      SHARED      02           699                  
D KODIAK OIL & GAS CORP          COM              50015Q10         0     2347 SH      SHARED                  2347                  
D KODIAK OIL & GAS CORP          COM              50015Q10         0     1250 SH      SHARED      02                            1250
D KOHLBERG CAPITAL CORP          COM              50023310        12     4193 SH      SHARED                  4193                  
D KOHLBERG CAPITAL CORP          COM              50023310         5     1845 SH      SHARED      02          1845                  
D KOHLS CORP                     COM              50025510      4422   104511 SH      SHARED                104511                  
D KOHLS CORP                     COM              50025510      2779    65675 SH      SHARED      01         65400               275
D KOHLS CORP                     COM              50025510      3333    78772 SH      SHARED      02         78630               142
D KOHLS CORP                     COM              50025510        46     1100 SH      SHARED      04          1100                  
D KOHLS CORP                     COM              50025510      3500    82710 SH      SHARED      05         82710                  
D KOHLS CORP                     COM              50025510       930    21980 SH      SHARED      06         12100              9880
D KOHLS CORP                     COM              50025510     53964  1275155 SH      SHARED      10       1274455               700
D KOHLS CORP                     COM              50025510       101     2400 SH      SHARED      20          1000              1400
D KOHLS CORP                     COM              50025510        25      600 SH      SHR/OTHR    20                             600
D KOHLS CORP                     COM              50025510        16      400 SH      SHARED      21           400                  
D KOHLS CORP                     COM              50025510       226     5350 SH      SHR/OTHR    23                            5350
D KONA GRILL INC                 COM              50047H20         0      146 SH      SHARED                   146                  
D KONGZHONG CORP                 SPONSORED ADR    50047P10        10     2000 SH      SHARED                  2000                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230       813    54741 SH      SHARED                 54741                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230       216    14557 SH      SHARED      01                           14557
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        23     1600 SH      SHARED      02          1600                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        20     1400 SH      SHARED      10          1400                  
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        37     2498 SH      SHARED      22                            2498
D KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    50047230        86     5820 SH      SHR/OTHR    23                            5820
D KOPPERS HOLDINGS INC           COM              50060P10         9      641 SH      SHARED      02           641                  
D KOPPERS HOLDINGS INC           COM              50060P10       101     7000 SH      SHARED      10          7000                  
D KOPIN CORP                     COM              50060010       181    78284 SH      SHARED                 78284                  
D KOPIN CORP                     COM              50060010         8     3484 SH      SHARED      02          3484                  
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110      1711   187008 SH      SHARED                187008                  
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110       216    23647 SH      SHARED      02         23315               332
D KOREA ELECTRIC PWR             SPONSORED ADR    50063110        24     2712 SH      SHARED      21                            2712
D KOREA FD                       COM NEW          50063420        15      658 SH      SHARED      01           658                  
D KORN FERRY INTL                COM NEW          50064320        38     4263 SH      SHARED                  4263                  
D KORN FERRY INTL                COM NEW          50064320       169    18700 SH      SHARED      01          3500             15200
D KORN FERRY INTL                COM NEW          50064320       282    31230 SH      SHARED      02         31230                  
D KORN FERRY INTL                COM NEW          50064320      1994   220100 SH      SHARED      10        220100                  
D KOSS CORP                      COM              50069210         0       28 SH      SHARED                    28                  
D KOWABUNGA INC                  COM              50074710         0     1757 SH      SHARED                  1757                  
D KRAFT FOODS INC                CL A             50075N10        85     3830 SH      SHARED                                    3830
D KRAFT FOODS INC                CL A             50075N10     30514  1368994 SH      SHARED               1333887             35107
D KRAFT FOODS INC                CL A             50075N10     10686   479433 SH      SHARED      01        425749             53684
D KRAFT FOODS INC                CL A             50075N10     27368  1227822 SH      SHR/OTHR    01                         1227822
D KRAFT FOODS INC                CL A             50075N10      5621   252210 SH      SHARED      02        197592             54618
D KRAFT FOODS INC                CL A             50075N10        82     3700 SH      SHARED      04          3700                  
D KRAFT FOODS INC                CL A             50075N10        18      828 SH      SHARED      05           828                  
D KRAFT FOODS INC                CL A             50075N10      4037   181137 SH      SHARED      06         83738             97399
D KRAFT FOODS INC                CL A             50075N10     16354   733715 SH      SHARED      10        728515              5200
D KRAFT FOODS INC                CL A             50075N10        89     4000 SH      SHARED      19                            4000
D KRAFT FOODS INC                CL A             50075N10        71     3199 SH      SHARED      20          2404               795
D KRAFT FOODS INC                CL A             50075N10       311    13975 SH      SHR/OTHR    20                           13975
D KRAFT FOODS INC                CL A             50075N10       184     8288 SH      SHARED      21          5672              2616
D KRAFT FOODS INC                CL A             50075N10         9      414 SH      SHARED      22                             414
D KRAFT FOODS INC                CL A             50075N10       467    20974 SH      SHARED      23         19936              1038
D KRAFT FOODS INC                CL A             50075N10       556    24950 SH      SHR/OTHR    23                           24950
D KRATOS DEFENSE & SECURITY SO   COM              50077B10         1     1367 SH      SHARED                  1367                  
D KRATOS DEFENSE & SECURITY SO   COM              50077B10         1     2100 SH      SHARED      02          2100                  
D KREISLER MFG CORP              COM              50077310         2      568 SH      SHARED                   568                  
D KRISPY KREME DOUGHNUTS INC     COM              50101410         0      300 SH      SHARED                   300                  
D KRISPY KREME DOUGHNUTS INC     COM              50101410        50    31674 SH      SHARED      02          1474             30200
D KROGER CO                      COM              50104410     27012  1272953 SH      SHARED               1258640             14313
D KROGER CO                      COM              50104410      6856   323119 SH      SHARED      01        290789             32330
D KROGER CO                      COM              50104410       555    26166 SH      SHR/OTHR    01                           26166
D KROGER CO                      COM              50104410      3855   181674 SH      SHARED      02        177918              3756
D KROGER CO                      COM              50104410        40     1900 SH      SHARED      04          1900                  
D KROGER CO                      COM              50104410         6      310 SH      SHARED      05           310                  
D KROGER CO                      COM              50104410      2148   101230 SH      SHARED      06         31500             69730
D KROGER CO                      COM              50104410     38932  1834707 SH      SHARED      10       1825387              9320
D KROGER CO                      COM              50104410      1566    73832 SH      SHARED      20         65877      195     7760
D KROGER CO                      COM              50104410        71     3350 SH      SHR/OTHR    20                            3350
D KROGER CO                      COM              50104410       113     5353 SH      SHARED      21          3053              2300
D KROGER CO                      COM              50104410         6      300 SH      SHARED      22                             300
D KROGER CO                      COM              50104410        23     1100 SH      SHR/OTHR    22                            1100
D KROGER CO                      COM              50104410       602    28385 SH      SHARED      23         27585               800
D KROGER CO                      COM              50104410       289    13630 SH      SHR/OTHR    23                           13630
D KRONOS WORLDWIDE INC           COM              50105F10         0       90 SH      SHARED                    90                  
D KRONOS WORLDWIDE INC           COM              50105F10         2      295 SH      SHARED      02           295                  
D KUBOTA CORP                    ADR              50117320       620    22332 SH      SHARED                 22332                  
D KUBOTA CORP                    ADR              50117320         5      200 SH      SHARED      02           200                  
D KULICKE & SOFFA INDS INC       COM              50124210        45    17211 SH      SHARED                 17211                  
D KULICKE & SOFFA INDS INC       COM              50124210         5     1948 SH      SHARED      02          1948                  
D KYOCERA CORP                   ADR              50155620        33      500 SH      SHARED      01                             500
D KYOCERA CORP                   ADR              50155620        13      200 SH      SHARED      02           200                  
D LAN AIRLINES S A               SPONSORED ADR    50172310       277    33166 SH      SHARED                 33166                  
D LAN AIRLINES S A               SPONSORED ADR    50172310      2432   290965 SH      SHARED      01        290965                  
D LAN AIRLINES S A               SPONSORED ADR    50172310        27     3265 SH      SHARED      02          3265                  
D LAN AIRLINES S A               SPONSORED ADR    50172310      1254   150000 SH      SHARED      04        150000                  
D LCA-VISION INC                 COM PAR $.001    50180330        10     3777 SH      SHARED                  3777                  
D LCA-VISION INC                 COM PAR $.001    50180330        42    14491 SH      SHARED      02         14491                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10      2026   319570 SH      SHARED                319570                  
D LDK SOLAR CO LTD               SPONSORED ADR    50183L10      1774   279863 SH      SHARED      02        277863              2000
D LGL GROUP INC                  COM              50186A10         0       43 SH      SHARED                    43                  
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10      2121   207631 SH      SHARED                207631                  
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10        13     1333 SH      SHARED      02          1333                  
D LG DISPLAY CO LTD              SPONS ADR REP    50186V10        20     2000 SH      SHARED      04          2000                  
D LHC GROUP INC                  COM              50187A10      1535    68913 SH      SHARED                 68913                  
D LHC GROUP INC                  COM              50187A10        37     1700 SH      SHARED      01          1700                  
D LHC GROUP INC                  COM              50187A10         8      403 SH      SHARED      02           403                  
D LHC GROUP INC                  COM              50187A10       993    44600 SH      SHARED      10         44600                  
D LHC GROUP INC                  COM              50187A10        25     1145 SH      SHARED      21                            1145
D LKQ CORP                       COM              50188920      1137    79708 SH      SHARED                 79708                  
D LKQ CORP                       COM              50188920       656    46000 SH      SHARED      01                           46000
D LKQ CORP                       COM              50188920        68     4805 SH      SHARED      02          1911              2894
D LKQ CORP                       COM              50188920        24     1750 SH      SHARED      21          1750                  
D LMI AEROSPACE INC              COM              50207910        86    12000 SH      SHARED                 12000                  
D LMI AEROSPACE INC              COM              50207910         1      226 SH      SHARED      02           226                  
D LMP CAP & INCOME FD INC        COM              50208A10       231    33082 SH      SHARED      02                           33082
D LNB BANCORP INC                COM              50210010         0      163 SH      SHARED                   163                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10        28     5500 SH      SHARED                  5500                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10         9     1889 SH      SHARED      02          1889                  
D L-1 IDENTITY SOLUTIONS INC     COM              50212A10        51    10000 SH      SHARED      10         10000                  
D LSB CORP                       COM              50215P10         0        7 SH      SHARED                     7                  
D LSI INDS INC                   COM              50216C10         2      491 SH      SHARED      02           491                  
D LSB INDS INC                   COM              50216010       244    24727 SH      SHARED                 24727                  
D LSB INDS INC                   COM              50216010       471    47720 SH      SHARED      01         47720                  
D LSB INDS INC                   COM              50216010       776    78490 SH      SHR/OTHR    01                           78490
D LSB INDS INC                   COM              50216010        12     1252 SH      SHARED      02          1252                  
D LSB INDS INC                   COM              50216010       337    34112 SH      SHARED      10         34112                  
D LSI CORPORATION                NOTE  4.000% 5/1 502161AJ      6657  7000000 PRN     SHARED               7000000                  
D LSI CORPORATION                NOTE  4.000% 5/1 502161AJ      4794  5042000 PRN     SHARED      02       5042000                  
D LSI CORPORATION                COM              50216110      1028   338261 SH      SHARED                338261                  
D LSI CORPORATION                COM              50216110       419   137988 SH      SHARED      01        137706               282
D LSI CORPORATION                COM              50216110      1567   515784 SH      SHARED      02        515784                  
D LSI CORPORATION                COM              50216110       143    47250 SH      SHARED      06         29750             17500
D LSI CORPORATION                COM              50216110       731   240710 SH      SHARED      10        240710                  
D LSI CORPORATION                COM              50216110         0       58 SH      SHARED      19                              58
D LSI CORPORATION                COM              50216110         0       53 SH      SHARED      23            53                  
D LTC PPTYS INC                  COM              50217510       150     8577 SH      SHARED                  8577                  
D LTC PPTYS INC                  COM              50217510         3      205 SH      SHARED                   205                  
D LTC PPTYS INC                  COM              50217510       323    18433 SH      SHARED      02         18433                  
D LTC PPTYS INC                  COM              50217510      3113   177505 SH      SHARED      10        177505                  
D LTC PPTYS INC                  COM              50217510     23897  1362464 SH      SHARED      11        603786            758678
D LTX-CREDENCE CORP              COM              50240310        75   268019 SH      SHARED                268019                  
D LTX-CREDENCE CORP              COM              50240310         1     3995 SH      SHARED      02          2884              1111
D LTX-CREDENCE CORP              COM              50240310         4    15384 SH      SHARED      10         15384                  
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW        12    13000 PRN     SHARED      02                           13000
D L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW      3852  4000000 PRN     SHARED      06       4000000                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       118     1750 SH      SHARED                  1750                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      6150    90713 SH      SHARED                 83453              7260
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      5034    74251 SH      SHARED      01         65361              8890
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       624     9213 SH      SHR/OTHR    01                            9213
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1674    24704 SH      SHARED      02         24704                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1600    23600 SH      SHARED      04         23600                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         5       80 SH      SHARED      05            80                  
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      3644    53759 SH      SHARED      06         12079             41680
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410     19967   294504 SH      SHARED      10        291329              3175
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410      1306    19266 SH      SHARED      20         17028       40     2198
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       199     2945 SH      SHR/OTHR    20                            2945
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410         8      129 SH      SHARED      21            50                79
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       208     3075 SH      SHARED      22          1425              1650
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410        45      675 SH      SHR/OTHR    22                             675
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       771    11385 SH      SHARED      23         11060               325
D L-3 COMMUNICATIONS HLDGS INC   COM              50242410       159     2350 SH      SHR/OTHR    23                            2350
D LA BARGE INC                   COM              50247010         0       88 SH      SHARED                    88                  
D LA BARGE INC                   COM              50247010         3      387 SH      SHARED      02           387                  
D LA JOLLA PHARMACEUTICAL CO     COM NEW          50345930         0      207 SH      SHARED                   207                  
D LA JOLLA PHARMACEUTICAL CO     COM NEW          50345930         0     1608 SH      SHARED      02          1608                  
D LA Z BOY INC                   COM              50533610        75    60354 SH      SHARED                 60354                  
D LA Z BOY INC                   COM              50533610         4     3815 SH      SHARED      02          3815                  
D LA Z BOY INC                   COM              50533610        16    12900 SH      SHARED      10         12900                  
D LABORATORY CORP AMER HLDGS     NOTE         9/1 50540RAG      2523  3000000 PRN     SHARED      02       3000000                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      3133    53580 SH      SHARED                  1180             52400
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     10065   172092 SH      SHARED                161592             10500
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      6616   113127 SH      SHARED      01         74022             39105
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2564    43845 SH      SHR/OTHR    01                           43845
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       572     9784 SH      SHARED      02          9234               550
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40    128875  2203375 SH      SHARED      04       2203375                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       449     7680 SH      SHARED      06          4200              3480
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40     93916  1605679 SH      SHARED      10       1354989            250690
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       251     4300 SH      SHARED      15                            4300
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       158     2714 SH      SHARED      19                            2714
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2323    39726 SH      SHARED      20         28040       60    11626
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       688    11765 SH      SHR/OTHR    20                           11765
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        77     1325 SH      SHARED      21          1325                  
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40        26      450 SH      SHR/OTHR    21                             450
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       475     8135 SH      SHARED      22          6935              1200
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       138     2365 SH      SHR/OTHR    22                            2365
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      2554    43668 SH      SHARED      23         39543              4125
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40      1918    32805 SH      SHR/OTHR    23                           32805
D LABORATORY CORP AMER HLDGS     COM NEW          50540R40       374     6400 SH      SHARED      24          6400                  
D LABRANCHE & CO INC             COM              50544710       105    28208 SH      SHARED                 28208                  
D LABRANCHE & CO INC             COM              50544710        53    14200 SH      SHARED      01          7200              7000
D LABRANCHE & CO INC             COM              50544710        37    10000 SH      SHR/OTHR    01                           10000
D LABRANCHE & CO INC             COM              50544710       175    46876 SH      SHARED      02         46876                  
D LABRANCHE & CO INC             COM              50544710       596   159500 SH      SHARED      10        159500                  
D LACLEDE GROUP INC              COM              50559710        61     1582 SH      SHARED                  1582                  
D LACLEDE GROUP INC              COM              50559710         3      100 SH      SHARED      01           100                  
D LACLEDE GROUP INC              COM              50559710       128     3304 SH      SHARED      02          2804               500
D LACLEDE GROUP INC              COM              50559710       417    10700 SH      SHARED      10         10700                  
D LACLEDE GROUP INC              COM              50559710        38     1000 SH      SHR/OTHR    23                            1000
D LACROSSE FOOTWEAR INC          COM              50568810         1      136 SH      SHARED                   136                  
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10        44    84411 SH      SHARED                 84411                  
D LADENBURG THALMAN FIN SVCS I   COM              50575Q10         1     2732 SH      SHARED      02          2732                  
D LADISH INC                     COM NEW          50575420        12     1700 SH      SHARED                  1700                  
D LADISH INC                     COM NEW          50575420         2      413 SH      SHARED      02           413                  
D LADISH INC                     COM NEW          50575420        43     6000 SH      SHARED      10          6000                  
D LAKELAND BANCORP INC           COM              51163710         0       32 SH      SHARED                    32                  
D LAKELAND BANCORP INC           COM              51163710         4      523 SH      SHARED      02           523                  
D LAKELAND BANCORP INC           COM              51163710        49     6200 SH      SHARED      10          6200                  
D LAKELAND FINL CORP             COM              51165610        31     1616 SH      SHARED                  1616                  
D LAKELAND FINL CORP             COM              51165610         5      287 SH      SHARED      02           287                  
D LAKELAND INDS INC              COM              51179510         4      910 SH      SHARED                   910                  
D LAKES ENTMNT INC               COM              51206P10         0       96 SH      SHARED                    96                  
D LAKES ENTMNT INC               COM              51206P10         1      928 SH      SHARED      02           928                  
D LAM RESEARCH CORP              COM              51280710      1901    83518 SH      SHARED                 83518                  
D LAM RESEARCH CORP              COM              51280710      1994    87575 SH      SHARED      01         46075             41500
D LAM RESEARCH CORP              COM              51280710        51     2272 SH      SHARED      02          2272                  
D LAM RESEARCH CORP              COM              51280710        47     2100 SH      SHARED      06          1050              1050
D LAM RESEARCH CORP              COM              51280710      3058   134310 SH      SHARED      10        134310                  
D LAMAR ADVERTISING CO           NOTE  2.875%12/3 512815AH        91   100000 PRN     SHARED      02        100000                  
D LAMAR ADVERTISING CO           CL A             51281510       148    15247 SH      SHARED                 15247                  
D LAMAR ADVERTISING CO           CL A             51281510       217    22300 SH      SHARED      01          1000             21300
D LAMAR ADVERTISING CO           CL A             51281510       154    15833 SH      SHARED      02         15233               600
D LANCASTER COLONY CORP          COM              51384710       486    11733 SH      SHARED                 11733                  
D LANCASTER COLONY CORP          COM              51384710       253     6100 SH      SHARED      01                            6100
D LANCASTER COLONY CORP          COM              51384710        88     2123 SH      SHARED      02          2123                  
D LANCE INC                      COM              51460610       287    13807 SH      SHARED                 13807                  
D LANCE INC                      COM              51460610         2      100 SH      SHARED      01           100                  
D LANCE INC                      COM              51460610       359    17290 SH      SHARED      02         17290                  
D LANCE INC                      COM              51460610       131     6300 SH      SHARED      10          6300                  
D LANDAUER INC                   COM              51476K10         9      188 SH      SHARED                   188                  
D LANDAUER INC                   COM              51476K10       456     9002 SH      SHARED      01          9002                  
D LANDAUER INC                   COM              51476K10       168     3330 SH      SHARED      02          3330                  
D LANDAUER INC                   COM              51476K10       253     5000 SH      SHARED      10          5000                  
D LANDEC CORP                    COM              51476610        16     3050 SH      SHARED                  3050                  
D LANDEC CORP                    COM              51476610         6     1256 SH      SHARED      02           546               710
D LANDRYS RESTAURANTS INC        COM              51508L10        69    13329 SH      SHARED                 13329                  
D LANDRYS RESTAURANTS INC        COM              51508L10         4      922 SH      SHARED      02           922                  
D LANDSTAR SYS INC               COM              51509810       503    15036 SH      SHARED                 15036                  
D LANDSTAR SYS INC               COM              51509810       582    17400 SH      SHARED      01                           17400
D LANDSTAR SYS INC               COM              51509810       558    16677 SH      SHARED      02         16673                 4
D LANDSTAR SYS INC               COM              51509810        14      436 SH      SHARED      21                             436
D LANGER INC                     COM              51570710         0      178 SH      SHARED                   178                  
D LANNET INC                     COM              51601210         0      100 SH      SHARED                   100                  
D LANNET INC                     COM              51601210         3      570 SH      SHARED      02           570                  
D LANTRONIX INC                  COM              51654810         0     1007 SH      SHARED                  1007                  
D LAS VEGAS SANDS CORP           COM              51783410      2099   697383 SH      SHARED                697383                  
D LAS VEGAS SANDS CORP           COM              51783410       200    66475 SH      SHARED      01         65000              1475
D LAS VEGAS SANDS CORP           COM              51783410       204    67905 SH      SHARED      02         62343              5562
D LAS VEGAS SANDS CORP           COM              51783410         0      203 SH      SHARED      04                             203
D LAS VEGAS SANDS CORP           COM              51783410         2      900 SH      SHARED      06                             900
D LAS VEGAS SANDS CORP           COM              51783410         0      140 SH      SHARED      23           140                  
D LAS VEGAS SANDS CORP           COM              51783410         3     1150 SH      SHR/OTHR    23                            1150
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210        18     3253 SH      SHARED                  3253                  
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210         8     1500 SH      SHARED      01          1500                  
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210        14     2536 SH      SHARED      02          2505                31
D LASALLE HOTEL PPTYS            COM SH BEN INT   51794210       219    37500 SH      SHARED      10         37500                  
D LASERCARD CORP                 COM              51807U10         2     1027 SH      SHARED                  1027                  
D LATTICE SEMICONDUCTOR CORP     COM              51841510       144   104568 SH      SHARED                104568                  
D LATTICE SEMICONDUCTOR CORP     COM              51841510         5     3945 SH      SHARED      02          3005               940
D LATTICE SEMICONDUCTOR CORP     COM              51841510        38    28200 SH      SHARED      10         28200                  
D LAUDER ESTEE COS INC           CL A             51843910       882    35812 SH      SHARED                 35812                  
D LAUDER ESTEE COS INC           CL A             51843910       607    24625 SH      SHARED      01         21700              2925
D LAUDER ESTEE COS INC           CL A             51843910         4      190 SH      SHR/OTHR    01                             190
D LAUDER ESTEE COS INC           CL A             51843910       732    29698 SH      SHARED      02         29698                  
D LAUDER ESTEE COS INC           CL A             51843910      5940   241000 SH      SHARED      04        241000                  
D LAUDER ESTEE COS INC           CL A             51843910       173     7030 SH      SHARED      06          4100              2930
D LAUDER ESTEE COS INC           CL A             51843910      1592    64611 SH      SHARED      10         64611                  
D LAUDER ESTEE COS INC           CL A             51843910       714    29000 SH      SHARED      15                           29000
D LAUDER ESTEE COS INC           CL A             51843910        40     1650 SH      SHR/OTHR    20                            1650
D LAUDER ESTEE COS INC           CL A             51843910       298    12100 SH      SHARED      23                           12100
D LAUDER ESTEE COS INC           CL A             51843910        43     1750 SH      SHR/OTHR    23                            1750
D LAWSON PRODS INC               COM              52077610         9      758 SH      SHARED                   758                  
D LAWSON PRODS INC               COM              52077610        17     1416 SH      SHARED      02          1416                  
D LAWSON SOFTWARE INC NEW        NOTE  2.500% 4/1 52078PAA       156   200000 PRN     SHARED                200000                  
D LAWSON SOFTWARE INC NEW        COM              52078P10        54    12907 SH      SHARED                 12907                  
D LAWSON SOFTWARE INC NEW        COM              52078P10        21     5083 SH      SHARED      02          3083              2000
D LAWSON SOFTWARE INC NEW        COM              52078P10       135    31900 SH      SHARED      10         22100              9800
D LAYNE CHRISTENSEN CO           COM              52105010        35     2200 SH      SHARED                  2200                  
D LAYNE CHRISTENSEN CO           COM              52105010        37     2356 SH      SHARED      02          2356                  
D LAYNE CHRISTENSEN CO           COM              52105010      7014   436473 SH      SHARED      04        436473                  
D LAYNE CHRISTENSEN CO           COM              52105010      6427   399980 SH      SHARED      05        399980                  
D LAYNE CHRISTENSEN CO           COM              52105010       283    17656 SH      SHARED      06                           17656
D LAYNE CHRISTENSEN CO           COM              52105010       147     9200 SH      SHARED      10          9200                  
D LAZARD WORLD DIVID & INCOME    COM              52107610       154    22361 SH      SHARED      02                           22361
D LAZARE KAPLAN INTL INC         COM              52107810         0        3 SH      SHARED      02                               3
D LEADIS TECHNOLOGY INC          COM              52171N10         0      696 SH      SHARED                   696                  
D LEAPFROG ENTERPRISES INC       CL A             52186N10       228   165381 SH      SHARED                165381                  
D LEAPFROG ENTERPRISES INC       CL A             52186N10         6     5022 SH      SHARED      02          4672               350
D LEAP WIRELESS INTL INC         COM NEW          52186330       317     9114 SH      SHARED                  9114                  
D LEAP WIRELESS INTL INC         COM NEW          52186330       515    14779 SH      SHARED      02          4779             10000
D LEAP WIRELESS INTL INC         COM NEW          52186330        17      500 SH      SHARED      06           500                  
D LEAP WIRELESS INTL INC         COM NEW          52186330      4166   119500 SH      SHARED      10        119500                  
D LEAR CORP                      COM              52186510        29    39633 SH      SHARED                 39633                  
D LEAR CORP                      COM              52186510       112   149405 SH      SHARED      02        149405                  
D LEAR CORP                      COM              52186510         0      100 SH      SHARED      10           100                  
D LEARNING TREE INTL INC         COM              52201510         0       46 SH      SHARED                    46                  
D LEARNING TREE INTL INC         COM              52201510         5      634 SH      SHARED      02           634                  
D LECG CORP                      COM              52323410        45    18042 SH      SHARED                 18042                  
D LECG CORP                      COM              52323410         1      671 SH      SHARED      02           671                  
D LECROY CORP                    NOTE  4.000%10/1 52324WAB      1822  4500000 PRN     SHARED               4500000                  
D LECROY CORP                    COM              52324W10         9     3182 SH      SHARED                  3182                  
D LEE ENTERPRISES INC            COM              52376810         3    12627 SH      SHARED                 12627                  
D LEE ENTERPRISES INC            COM              52376810         0     1171 SH      SHARED      02          1171                  
D LEE ENTERPRISES INC            COM              52376810         1     5400 SH      SHARED      10          5400                  
D LEGACY BANCORP INC             CL A             52463G10       481    50271 SH      SHARED                 50271                  
D LEGACY BANCORP INC             CL A             52463G10         1      200 SH      SHARED      02           200                  
D LEGGETT & PLATT INC            COM              52466010      3973   305902 SH      SHARED                305902                  
D LEGGETT & PLATT INC            COM              52466010       902    69454 SH      SHARED      01         69454                  
D LEGGETT & PLATT INC            COM              52466010       232    17889 SH      SHARED      02         17889                  
D LEGGETT & PLATT INC            COM              52466010         2      200 SH      SHARED      05           200                  
D LEGGETT & PLATT INC            COM              52466010       130    10080 SH      SHARED      06          5150              4930
D LEGGETT & PLATT INC            COM              52466010      6356   489336 SH      SHARED      10        489336                  
D LEGGETT & PLATT INC            COM              52466010         6      480 SH      SHARED      21                             480
D LEGACY RESERVES LP             UNIT LP INT      52470730       189    20779 SH      SHARED                 20779                  
D LEGG MASON INC                 COM              52490110      2685   168900 SH      SHARED                                  168900
D LEGG MASON INC                 COM              52490110      5537   348262 SH      SHARED                348262                  
D LEGG MASON INC                 COM              52490110       802    50500 SH      SHARED      01         48200              2300
D LEGG MASON INC                 COM              52490110       691    43520 SH      SHARED      02         43020               500
D LEGG MASON INC                 COM              52490110       472    29700 SH      SHARED      04         29700                  
D LEGG MASON INC                 COM              52490110         1       70 SH      SHARED      05            70                  
D LEGG MASON INC                 COM              52490110       163    10260 SH      SHARED      06          5900              4360
D LEGG MASON INC                 COM              52490110     69211  4352910 SH      SHARED      10       3520310            832600
D LEGG MASON INC                 COM              52490110       254    16000 SH      SHARED      15                           16000
D LEGG MASON INC                 COM              52490110         0       26 SH      SHARED      21            26                  
D LEGG MASON INC                 COM              52490110       348    21900 SH      SHARED      24         21900                  
D LEGG MASON INC                 UNIT 99/99/9999  52490130     30222  1656925 SH      SHARED               1656925                  
D LEMAITRE VASCULAR INC          COM              52555820         0      246 SH      SHARED                   246                  
D LENDER PROCESSING SVCS INC     COM              52602E10       656    21438 SH      SHARED                 21438                  
D LENDER PROCESSING SVCS INC     COM              52602E10       865    28281 SH      SHARED      01          1181             27100
D LENDER PROCESSING SVCS INC     COM              52602E10        22      750 SH      SHR/OTHR    01                             750
D LENDER PROCESSING SVCS INC     COM              52602E10        24      801 SH      SHARED      02           801                  
D LENDER PROCESSING SVCS INC     COM              52602E10       267     8750 SH      SHARED      10          5350              3400
D LENDER PROCESSING SVCS INC     COM              52602E10         5      190 SH      SHARED      21                             190
D LENDER PROCESSING SVCS INC     COM              52602E10       485    15850 SH      SHARED      23         12350              3500
D LENDER PROCESSING SVCS INC     COM              52602E10        99     3250 SH      SHR/OTHR    23                            3250
D LENNAR CORP                    CL A             52605710      4892   651497 SH      SHARED                651497                  
D LENNAR CORP                    CL A             52605710       557    74258 SH      SHARED      02         74258                  
D LENNAR CORP                    CL A             52605710        31     4200 SH      SHARED      06          1200              3000
D LENNAR CORP                    CL A             52605710       424    56544 SH      SHARED      10         56544                  
D LENNAR CORP                    CL B             52605730       749   131800 SH      SHARED                131800                  
D LENNAR CORP                    CL B             52605730         0      120 SH      SHARED      01           120                  
D LENNOX INTL INC                COM              52610710     11538   436065 SH      SHARED                436065                  
D LENNOX INTL INC                COM              52610710       410    15500 SH      SHARED      01                           15500
D LENNOX INTL INC                COM              52610710       549    20760 SH      SHARED      02         20760                  
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX      2882  3427000 PRN     SHARED               3427000                  
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX        42    50000 PRN     SHARED      02         50000                  
D LEUCADIA NATL CORP             NOTE  3.750% 4/1 527288AX       210   250000 PRN     SHARED      23                          250000
D LEUCADIA NATL CORP             COM              52728810      2794   187702 SH      SHARED                187702                  
D LEUCADIA NATL CORP             COM              52728810       558    37475 SH      SHARED      01         37475                  
D LEUCADIA NATL CORP             COM              52728810       301    20226 SH      SHARED      02         14726              5500
D LEUCADIA NATL CORP             COM              52728810        40     2700 SH      SHARED      04          2700                  
D LEUCADIA NATL CORP             COM              52728810       202    13600 SH      SHARED      06          7500              6100
D LEUCADIA NATL CORP             COM              52728810      1136    76337 SH      SHARED      10         76337                  
D LEUCADIA NATL CORP             COM              52728810        10      738 SH      SHARED      21           494               244
D LEUCADIA NATL CORP             COM              52728810       122     8200 SH      SHARED      23          6200              2000
D LEVEL 3 COMMUNICATIONS INC     NOTE  6.000% 9/1 52729NAG       530   550000 PRN     SHARED      02        550000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  2.875% 7/1 52729NBA      1023  1400000 PRN     SHARED      02       1400000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE 10.000% 5/0 52729NBE      9583 14790000 PRN     SHARED      02      14790000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  5.250%12/1 52729NBF      4767  9349000 PRN     SHARED      02       9349000                  
D LEVEL 3 COMMUNICATIONS INC     NOTE  3.500% 6/1 52729NBK       764  1841000 PRN     SHARED      02       1841000                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10        36    39511 SH      SHARED                 39511                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10      1446  1572608 SH      SHARED               1572608                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10       297   323700 SH      SHARED      01        323700                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10       100   109538 SH      SHARED      02        106425              3113
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10         7     8000 SH      SHARED      06                            8000
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10        20    21980 SH      SHARED      10         21980                  
D LEVEL 3 COMMUNICATIONS INC     COM              52729N10         6     6800 SH      SHARED      23          6800                  
D LEXICON PHARMACEUTICALS INC    COM              52887210         4     3697 SH      SHARED      02          3697                  
D LEXINGTON REALTY TRUST         COM              52904310        71    30080 SH      SHARED                 30080                  
D LEXINGTON REALTY TRUST         COM              52904310         3     1300 SH      SHARED      01          1300                  
D LEXINGTON REALTY TRUST         COM              52904310        24    10330 SH      SHARED      02         10330                  
D LEXINGTON REALTY TRUST         COM              52904310       112    47200 SH      SHARED      10         47200                  
D LEXINGTON REALTY TRUST         PFD CONV SER C   52904330       678    49000 SH      SHARED                 49000                  
D LEXMARK INTL NEW               CL A             52977110       423    25103 SH      SHARED                 25103                  
D LEXMARK INTL NEW               CL A             52977110       301    17900 SH      SHARED      01         17900                  
D LEXMARK INTL NEW               CL A             52977110       693    41122 SH      SHARED      02         41122                  
D LEXMARK INTL NEW               CL A             52977110         1      100 SH      SHARED      05           100                  
D LEXMARK INTL NEW               CL A             52977110       495    29400 SH      SHARED      06         26550              2850
D LEXMARK INTL NEW               CL A             52977110     13640   808542 SH      SHARED      10        808542                  
D LIBBEY INC                     COM              52989810         3     3384 SH      SHARED                  3384                  
D LIBBEY INC                     COM              52989810         0      475 SH      SHARED      02           475                  
D LIBERTY ACQUISITION HLDGS CO   COM              53015Y10      5753   655349 SH      SHARED                655349                  
D LIBERTY ACQUISITION HLDGS CO   COM              53015Y10       158    18000 SH      SHR/OTHR    01                           18000
D LIBERTY ACQUISITION HLDGS CO   COM              53015Y10     11680  1330400 SH      SHARED      02       1330400                  
D LIBERTY ACQUISITION HLDGS CO   *W EXP 12/12/201 53015Y11        19    71345 SH      SHARED                 71345                  
D LIBERTY ACQUISITION HLDGS CO   *W EXP 12/12/201 53015Y11        44   163800 SH      SHARED      02        163800                  
D LIBERTY ACQUISITION HLDGS CO   UNIT 99/99/9999  53015Y20         0        1 SH      SHARED                     1                  
D LIBERTY ACQUISITION HLDGS CO   UNIT 99/99/9999  53015Y20      3384   376100 SH      SHARED      02        376100                  
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       53015810        52    18000 SH      SHARED      21         18000                  
D LIBERTY BANCORP INC            COM              53017Q10         0      100 SH      SHARED                   100                  
D LIBERTY GLOBAL INC             COM SER A        53055510      3539   243089 SH      SHARED                243089                  
D LIBERTY GLOBAL INC             COM SER A        53055510       460    31597 SH      SHARED      01         31574                23
D LIBERTY GLOBAL INC             COM SER A        53055510       782    53760 SH      SHARED      02         48852              4908
D LIBERTY GLOBAL INC             COM SER A        53055510        20     1400 SH      SHARED      04          1400                  
D LIBERTY GLOBAL INC             COM SER A        53055510         1      118 SH      SHARED      05           118                  
D LIBERTY GLOBAL INC             COM SER A        53055510        41     2882 SH      SHARED      06           400              2482
D LIBERTY GLOBAL INC             COM SER A        53055510       677    46499 SH      SHARED      10         40199              6300
D LIBERTY GLOBAL INC             COM SER A        53055510         4      338 SH      SHR/OTHR    20                             338
D LIBERTY GLOBAL INC             COM SER A        53055510       134     9260 SH      SHARED      21          8456               804
D LIBERTY GLOBAL INC             COM SER A        53055510        13      900 SH      SHARED      23                             900
D LIBERTY GLOBAL INC             COM SER C        53055530      1132    80134 SH      SHARED                 80134                  
D LIBERTY GLOBAL INC             COM SER C        53055530       408    28886 SH      SHARED      01         28363               523
D LIBERTY GLOBAL INC             COM SER C        53055530        47     3367 SH      SHARED      02                            3367
D LIBERTY GLOBAL INC             COM SER C        53055530        19     1400 SH      SHARED      04          1400                  
D LIBERTY GLOBAL INC             COM SER C        53055530         1      118 SH      SHARED      05           118                  
D LIBERTY GLOBAL INC             COM SER C        53055530        33     2352 SH      SHARED      06                            2352
D LIBERTY GLOBAL INC             COM SER C        53055530        91     6474 SH      SHARED      10          6474                  
D LIBERTY GLOBAL INC             COM SER C        53055530         4      338 SH      SHR/OTHR    20                             338
D LIBERTY GLOBAL INC             COM SER C        53055530        12      900 SH      SHARED      23                             900
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       960   331253 SH      SHARED                331253                  
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       327   113066 SH      SHARED      01        112948               118
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10       191    66128 SH      SHARED      02          9641             56487
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10         0      296 SH      SHARED      05           296                  
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10        33    11479 SH      SHARED      06          5500              5979
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10      1640   565801 SH      SHARED      10        536101             29700
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10         4     1693 SH      SHR/OTHR    20                            1693
D LIBERTY MEDIA CORP NEW         INT COM SER A    53071M10         7     2500 SH      SHARED      23                            2500
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        20     2884 SH      SHARED                  2884                  
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        22     3232 SH      SHARED      01          3209                23
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        99    14239 SH      SHARED      02            12             14227
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30       279    40000 SH      SHARED      04         40000                  
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30        12     1800 SH      SHARED      10          1800                  
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30         2      338 SH      SHR/OTHR    20                             338
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30         5      750 SH      SHARED      23                             750
D LIBERTY MEDIA CORP NEW         CAP COM SER A    53071M30         1      150 SH      SHR/OTHR    23                             150
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      1897    95100 SH      SHARED                                   95100
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50     11314   567118 SH      SHARED                567118                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      2705   135628 SH      SHARED      01        135536                92
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       877    43981 SH      SHARED      02          7711             36270
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50      1933    96900 SH      SHARED      04         96900                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50         4      236 SH      SHARED      05           236                  
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       225    11316 SH      SHARED      06          4500              6816
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50     40849  2047583 SH      SHARED      10       1597783            449800
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       159     8000 SH      SHARED      15                            8000
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50        91     4600 SH      SHARED      20                            4600
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50        46     2352 SH      SHR/OTHR    20                            2352
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50        59     3000 SH      SHARED      23                            3000
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50         7      400 SH      SHR/OTHR    23                             400
D LIBERTY MEDIA CORP NEW         ENT COM SER A    53071M50       231    11600 SH      SHARED      24         11600                  
D LIBERTY MEDIA CORP             DEB   3.500% 1/1 530715AN       144   404000 PRN     SHARED      02        404000                  
D LIBERTY MEDIA CORP             DEB   3.250% 3/1 530715AR         0      500 PRN     SHARED      02           500                  
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF      5783  7453000 PRN     SHARED               7453000                  
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF         7    10000 PRN     SHR/OTHR    01                           10000
D LIBERTY MEDIA CORP NEW         DEB   3.125% 3/3 530718AF        46    60000 PRN     SHR/OTHR    23                           60000
D LIBERTY PPTY TR                SH BEN INT       53117210      1043    55100 SH      SHARED                 55100                  
D LIBERTY PPTY TR                SH BEN INT       53117210       182     9630 SH      SHARED                  6810              2820
D LIBERTY PPTY TR                SH BEN INT       53117210      1034    54625 SH      SHARED      01         19925             34700
D LIBERTY PPTY TR                SH BEN INT       53117210       369    19511 SH      SHARED      02         10111              9400
D LIBERTY PPTY TR                SH BEN INT       53117210      5541   292600 SH      SHARED      10        292600                  
D LIBERTY PPTY TR                SH BEN INT       53117210     36839  1945074 SH      SHARED      11        887650           1057424
D LIFEWAY FOODS INC              COM              53191410         1      125 SH      SHARED      02           125                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10       441    25853 SH      SHARED                 25853                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10       351    20602 SH      SHARED      01         20602                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10       569    33360 SH      SHR/OTHR    01                           33360
D LIFE PARTNERS HOLDINGS INC     COM              53215T10         3      194 SH      SHARED      02           194                  
D LIFE PARTNERS HOLDINGS INC     COM              53215T10         6      386 SH      SHARED      10           386                  
D LIFE SCIENCES RESH INC         COM              53216910         1      203 SH      SHARED      02           203                  
D LIFE TIME FITNESS INC          COM              53217R20       209    16685 SH      SHARED                 16685                  
D LIFE TIME FITNESS INC          COM              53217R20       135    10800 SH      SHARED      01                           10800
D LIFE TIME FITNESS INC          COM              53217R20        51     4138 SH      SHARED      02          4138                  
D LIFE TIME FITNESS INC          COM              53217R20       288    23000 SH      SHARED      10         23000                  
D LIFE TIME FITNESS INC          COM              53217R20        12      971 SH      SHARED      21           971                  
D LIFE TECHNOLOGIES CORP         COM              53217V10      3384   104200 SH      SHARED                                  104200
D LIFE TECHNOLOGIES CORP         COM              53217V10     17158   528282 SH      SHARED                528282                  
D LIFE TECHNOLOGIES CORP         COM              53217V10      1907    58734 SH      SHARED      01         56726              2008
D LIFE TECHNOLOGIES CORP         COM              53217V10        30      953 SH      SHR/OTHR    01                             953
D LIFE TECHNOLOGIES CORP         COM              53217V10       437    13459 SH      SHARED      02          9509              3950
D LIFE TECHNOLOGIES CORP         COM              53217V10     15384   473663 SH      SHARED      04        473663                  
D LIFE TECHNOLOGIES CORP         COM              53217V10      7454   229500 SH      SHARED      05        229500                  
D LIFE TECHNOLOGIES CORP         COM              53217V10       468    14412 SH      SHARED      06          8892              5520
D LIFE TECHNOLOGIES CORP         COM              53217V10     82695  2546045 SH      SHARED      10       2042845            503200
D LIFE TECHNOLOGIES CORP         COM              53217V10       288     8870 SH      SHARED      15                            8870
D LIFE TECHNOLOGIES CORP         COM              53217V10         6      199 SH      SHARED      20           199                  
D LIFE TECHNOLOGIES CORP         COM              53217V10        12      400 SH      SHARED      21           400                  
D LIFE TECHNOLOGIES CORP         COM              53217V10         4      136 SH      SHR/OTHR    21                             136
D LIFE TECHNOLOGIES CORP         COM              53217V10         5      170 SH      SHR/OTHR    23                             170
D LIFE TECHNOLOGIES CORP         COM              53217V10       431    13300 SH      SHARED      24         13300                  
D LIFEPOINT HOSPITALS INC        NOTE  3.500% 5/1 53219LAH      1384  1950000 PRN     SHARED      02       1950000                  
D LIFEPOINT HOSPITALS INC        COM              53219L10       120     5760 SH      SHARED                  5760                  
D LIFEPOINT HOSPITALS INC        COM              53219L10       384    18449 SH      SHARED      01          1649             16800
D LIFEPOINT HOSPITALS INC        COM              53219L10      1762    84489 SH      SHARED      02         81727              2762
D LIFEPOINT HOSPITALS INC        COM              53219L10     21748  1042600 SH      SHARED      10       1036100              6500
D LIGAND PHARMACEUTICALS INC     CL B             53220K20      6401  2148000 SH      SHARED               2148000                  
D LIGAND PHARMACEUTICALS INC     CL B             53220K20        47    16054 SH      SHARED      02         14854              1200
D LIFETIME BRANDS INC            NOTE  4.750% 7/1 53222QAB       500  1000000 PRN     SHARED               1000000                  
D LIFETIME BRANDS INC            COM              53222Q10         0      146 SH      SHARED                   146                  
D LIGHTPATH TECHNOLOGIES INC     CL A NEW         53225780         0      129 SH      SHARED                   129                  
D LIHIR GOLD LTD                 SPONSORED ADR    53234910      1336    58864 SH      SHARED                 58864                  
D LIHIR GOLD LTD                 SPONSORED ADR    53234910        20      897 SH      SHARED      21                             897
D LILLY ELI & CO                 COM              53245710        50     1500 SH      SHARED                  1500                  
D LILLY ELI & CO                 COM              53245710     58483  1750492 SH      SHARED               1709528             40964
D LILLY ELI & CO                 COM              53245710     10328   309154 SH      SHARED      01        298659             10495
D LILLY ELI & CO                 COM              53245710       375    11250 SH      SHR/OTHR    01                           11250
D LILLY ELI & CO                 COM              53245710      4072   121899 SH      SHARED      02         84534             37365
D LILLY ELI & CO                 COM              53245710     77798  2328600 SH      SHARED      04       2328600                  
D LILLY ELI & CO                 COM              53245710        18      540 SH      SHARED      05           540                  
D LILLY ELI & CO                 COM              53245710      4231   126668 SH      SHARED      06         59150             67518
D LILLY ELI & CO                 COM              53245710     90125  2697546 SH      SHARED      10       2598446             99100
D LILLY ELI & CO                 COM              53245710        59     1794 SH      SHARED      20           494              1300
D LILLY ELI & CO                 COM              53245710        67     2014 SH      SHR/OTHR    20                            2014
D LILLY ELI & CO                 COM              53245710      1852    55445 SH      SHARED      21         55445                  
D LILLY ELI & CO                 COM              53245710         8      250 SH      SHR/OTHR    22                             250
D LILLY ELI & CO                 COM              53245710       190     5690 SH      SHARED      23          5690                  
D LILLY ELI & CO                 COM              53245710       626    18744 SH      SHR/OTHR    23                           18744
D LIMELIGHT NETWORKS INC         COM              53261M10       404   120786 SH      SHARED                120786                  
D LIMELIGHT NETWORKS INC         COM              53261M10        35    10735 SH      SHARED      02           735             10000
D LIMCO PIEDMONT INC             COM              53261T10         3     1574 SH      SHARED                  1574                  
D LIME ENERGY CO                 COM NEW          53261U20         1      300 SH      SHARED                   300                  
D LIMITED BRANDS INC             COM              53271610      3092   355448 SH      SHARED                355448                  
D LIMITED BRANDS INC             COM              53271610       675    77596 SH      SHARED      01         77596                  
D LIMITED BRANDS INC             COM              53271610       355    40821 SH      SHARED      02         40524               297
D LIMITED BRANDS INC             COM              53271610         2      260 SH      SHARED      05           260                  
D LIMITED BRANDS INC             COM              53271610       188    21610 SH      SHARED      06         12600              9010
D LIMITED BRANDS INC             COM              53271610      1334   153412 SH      SHARED      10        153412                  
D LIMITED BRANDS INC             COM              53271610         9     1040 SH      SHARED      20          1040                  
D LIMITED BRANDS INC             COM              53271610        28     3234 SH      SHR/OTHR    20                            3234
D LIN TV CORP                    CL A             53277410       222   198749 SH      SHARED                198749                  
D LIN TV CORP                    CL A             53277410         0      688 SH      SHARED      02           688                  
D LIN TV CORP                    CL A             53277410         5     5000 SH      SHARED      23                            5000
D LINCARE HLDGS INC              DBCV  2.750%11/0 532791AE       956  1219000 PRN     SHARED      02       1219000                  
D LINCARE HLDGS INC              COM              53279110       468    21487 SH      SHARED                 21487                  
D LINCARE HLDGS INC              COM              53279110       534    24500 SH      SHARED      01                           24500
D LINCARE HLDGS INC              COM              53279110       227    10449 SH      SHARED      02         10449                  
D LINCARE HLDGS INC              COM              53279110        30     1400 SH      SHARED      06          1400                  
D LINCARE HLDGS INC              COM              53279110      4231   194100 SH      SHARED      10        194100                  
D LINCOLN EDL SVCS CORP          COM              53353510       623    34050 SH      SHARED                 34050                  
D LINCOLN EDL SVCS CORP          COM              53353510        45     2500 SH      SHARED      01          2500                  
D LINCOLN EDL SVCS CORP          COM              53353510         1      109 SH      SHARED      02           109                  
D LINCOLN EDL SVCS CORP          COM              53353510      1020    55700 SH      SHARED      10         55700                  
D LINCOLN ELEC HLDGS INC         COM              53390010       312     9865 SH      SHARED                  9865                  
D LINCOLN ELEC HLDGS INC         COM              53390010       453    14300 SH      SHARED      01                           14300
D LINCOLN ELEC HLDGS INC         COM              53390010        66     2098 SH      SHARED      02          2098                  
D LINCOLN ELEC HLDGS INC         COM              53390010       377    11900 SH      SHARED      10         11900                  
D LINCOLN ELEC HLDGS INC         COM              53390010        28      910 SH      SHARED      21                             910
D LINCOLN NATL CORP IND          COM              53418710      1785   266839 SH      SHARED                266839                  
D LINCOLN NATL CORP IND          COM              53418710       462    69141 SH      SHARED      01         68743               398
D LINCOLN NATL CORP IND          COM              53418710         5      800 SH      SHR/OTHR    01                             800
D LINCOLN NATL CORP IND          COM              53418710       160    24028 SH      SHARED      02         21245              2783
D LINCOLN NATL CORP IND          COM              53418710        31     4700 SH      SHARED      04          4700                  
D LINCOLN NATL CORP IND          COM              53418710         0      140 SH      SHARED      05           140                  
D LINCOLN NATL CORP IND          COM              53418710       156    23367 SH      SHARED      06         15226              8141
D LINCOLN NATL CORP IND          COM              53418710      1012   151382 SH      SHARED      10        151382                  
D LINCOLN NATL CORP IND          COM              53418710        17     2640 SH      SHARED      20           540              2100
D LINCOLN NATL CORP IND          COM              53418710        14     2100 SH      SHR/OTHR    20                            2100
D LINCOLN NATL CORP IND          COM              53418710         7     1145 SH      SHARED      21                            1145
D LINCOLN NATL CORP IND          COM              53418710        26     4000 SH      SHARED      23          4000                  
D LINCOLN NATL CORP IND          COM              53418710        21     3200 SH      SHR/OTHR    23                            3200
D LINDSAY CORP                   COM              53555510       194     7188 SH      SHARED                  7188                  
D LINDSAY CORP                   COM              53555510        16      600 SH      SHARED      01           600                  
D LINDSAY CORP                   COM              53555510       124     4629 SH      SHARED      02          2629              2000
D LINDSAY CORP                   COM              53555510      6056   224330 SH      SHARED      04        224330                  
D LINDSAY CORP                   COM              53555510      3708   137354 SH      SHARED      05        137354                  
D LINDSAY CORP                   COM              53555510        30     1121 SH      SHARED      06                            1121
D LINDSAY CORP                   COM              53555510      1069    39600 SH      SHARED      10         39600                  
D LINDSAY CORP                   COM              53555510        21      788 SH      SHARED      21                             788
D LINEAR TECHNOLOGY CORP         COM              53567810         6      300 SH      SHARED                   300                  
D LINEAR TECHNOLOGY CORP         COM              53567810     12905   561579 SH      SHARED                561579                  
D LINEAR TECHNOLOGY CORP         COM              53567810      1169    50900 SH      SHARED      01         48775              2125
D LINEAR TECHNOLOGY CORP         COM              53567810        36     1600 SH      SHR/OTHR    01                            1600
D LINEAR TECHNOLOGY CORP         COM              53567810       842    36683 SH      SHARED      02         30337              6346
D LINEAR TECHNOLOGY CORP         COM              53567810       459    20000 SH      SHARED      04         20000                  
D LINEAR TECHNOLOGY CORP         COM              53567810         4      210 SH      SHARED      05           210                  
D LINEAR TECHNOLOGY CORP         COM              53567810       381    16580 SH      SHARED      06          9000              7580
D LINEAR TECHNOLOGY CORP         COM              53567810      3777   164379 SH      SHARED      10        164379                  
D LINEAR TECHNOLOGY CORP         COM              53567810        24     1060 SH      SHARED      20           560               500
D LINEAR TECHNOLOGY CORP         COM              53567810        13      600 SH      SHARED      22                             600
D LINEAR TECHNOLOGY CORP         COM              53567810       104     4550 SH      SHARED      23          4150               400
D LINEAR TECHNOLOGY CORP         COM              53567810       121     5275 SH      SHR/OTHR    23                            5275
D LIONS GATE ENTMNT CORP         COM NEW          53591920        37     7500 SH      SHARED                  7500                  
D LIONS GATE ENTMNT CORP         COM NEW          53591920        10     2000 SH      SHARED      02                            2000
D LINN ENERGY LLC                UNIT LTD LIAB    53602010      2123   142513 SH      SHARED                142513                  
D LINN ENERGY LLC                UNIT LTD LIAB    53602010       171    11500 SH      SHARED      02                           11500
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210         0      711 SH      SHARED                   711                  
D LIONBRIDGE TECHNOLOGIES INC    COM              53625210         3     3509 SH      SHARED      02          3509                  
D LIQUIDITY SERVICES INC         COM              53635B10        13     1940 SH      SHARED                  1940                  
D LIQUIDITY SERVICES INC         COM              53635B10         2      382 SH      SHARED      02           382                  
D LIQUIDITY SERVICES INC         COM              53635B10        25     3600 SH      SHARED      10          3600                  
D LIQUIDITY SERVICES INC         COM              53635B10      4453   637101 SH      SHARED      21        637101                  
D LITHIA MTRS INC                CL A             53679710       322   143351 SH      SHARED                143351                  
D LITHIA MTRS INC                CL A             53679710         4     1829 SH      SHARED      02          1829                  
D LITTELFUSE INC                 COM              53700810       119    10855 SH      SHARED                 10855                  
D LITTELFUSE INC                 COM              53700810       174    15834 SH      SHARED      02         15834                  
D LITTELFUSE INC                 COM              53700810       105     9600 SH      SHARED      10          9600                  
D LIVE NATION INC                NOTE  2.875% 7/1 538034AB         0     1000 PRN     SHARED      02          1000                  
D LIVE NATION INC                COM              53803410        96    36147 SH      SHARED                 36147                  
D LIVE NATION INC                COM              53803410       166    62330 SH      SHARED      02         62293                37
D LIVE NATION INC                COM              53803410        39    14925 SH      SHARED      10         14925                  
D LIVEPERSON INC                 COM              53814610         2     1072 SH      SHARED                  1072                  
D LIVEPERSON INC                 COM              53814610       219    96747 SH      SHARED      01                           96747
D LIVEPERSON INC                 COM              53814610         4     1866 SH      SHARED      02          1866                  
D LIVEWIRE MOBILE INC            COM              53837P10         0     1190 SH      SHARED                  1190                  
D LIZ CLAIBORNE INC              COM              53932010       209    84761 SH      SHARED                 84761                  
D LIZ CLAIBORNE INC              COM              53932010         1      800 SH      SHARED      01           800                  
D LIZ CLAIBORNE INC              COM              53932010        28    11509 SH      SHARED      02         11509                  
D LIZ CLAIBORNE INC              COM              53932010        99    40430 SH      SHARED      19                           40430
D LLOYDS BANKING GROUP PLC       SPONSORED ADR    53943910       286    71106 SH      SHARED                 71106                  
D LO-JACK CORP                   COM              53945110         1      302 SH      SHARED                   302                  
D LO-JACK CORP                   COM              53945110         7     1691 SH      SHARED      02          1691                  
D LOCAL COM CORP                 COM              53954R10        71    30368 SH      SHARED                 30368                  
D LOCKHEED MARTIN CORP           COM              53983010     13710   198617 SH      SHARED                188467             10150
D LOCKHEED MARTIN CORP           COM              53983010      9478   137315 SH      SHARED      01        122313             15002
D LOCKHEED MARTIN CORP           COM              53983010       682     9880 SH      SHR/OTHR    01                            9880
D LOCKHEED MARTIN CORP           COM              53983010      7374   106831 SH      SHARED      02         96986              9845
D LOCKHEED MARTIN CORP           COM              53983010      4801    69560 SH      SHARED      04         69560                  
D LOCKHEED MARTIN CORP           COM              53983010        12      180 SH      SHARED      05           180                  
D LOCKHEED MARTIN CORP           COM              53983010     15243   220820 SH      SHARED      06        121350             99470
D LOCKHEED MARTIN CORP           COM              53983010     55636   805975 SH      SHARED      10        798375              7600
D LOCKHEED MARTIN CORP           COM              53983010       169     2460 SH      SHARED      20          2215               245
D LOCKHEED MARTIN CORP           COM              53983010        24      350 SH      SHARED      21           350                  
D LOCKHEED MARTIN CORP           COM              53983010         5       80 SH      SHR/OTHR    21                              80
D LOCKHEED MARTIN CORP           COM              53983010        14      205 SH      SHARED      22           105               100
D LOCKHEED MARTIN CORP           COM              53983010        48      700 SH      SHR/OTHR    22                             700
D LOCKHEED MARTIN CORP           COM              53983010       481     6980 SH      SHARED      23          4955              2025
D LOCKHEED MARTIN CORP           COM              53983010       653     9460 SH      SHR/OTHR    23                            9460
D LODGIAN INC                    COM PAR $.01     54021P40         0      414 SH      SHARED      02           414                  
D LODGENET INTERACTIVE CORP      COM              54021110         0      494 SH      SHARED                   494                  
D LOEWS CORP                     COM              54042410     12697   574549 SH      SHARED                574549                  
D LOEWS CORP                     COM              54042410      1856    84000 SH      SHARED      01         84000                  
D LOEWS CORP                     COM              54042410       807    36549 SH      SHARED      02         29469              7080
D LOEWS CORP                     COM              54042410         4      200 SH      SHARED      05           200                  
D LOEWS CORP                     COM              54042410       693    31383 SH      SHARED      06         20257             11126
D LOEWS CORP                     COM              54042410     11786   533348 SH      SHARED      10        512048             21300
D LOGICVISION INC                COM NEW          54140W30         0      227 SH      SHARED                   227                  
D LOGILITY INC                   COM              54140Y10         0       49 SH      SHARED                    49                  
D LOGIC DEVICES INC              COM              54140210         0      130 SH      SHARED                   130                  
D LONGTOP FINL TECHNOLOGIES LT   ADR              54318P10        25     1200 SH      SHARED      02           200              1000
D LOOKSMART LTD                  COM NEW          54344250         9     9441 SH      SHARED      02           200              9241
D LOOPNET INC                    COM              54352430        68    11196 SH      SHARED                 11196                  
D LOOPNET INC                    COM              54352430         4      765 SH      SHARED      02           765                  
D LOOPNET INC                    COM              54352430      2391   393400 SH      SHARED      10        393400                  
D LORAL SPACE & COMMUNICATNS I   COM              54388110        21     1008 SH      SHARED                  1008                  
D LORAL SPACE & COMMUNICATNS I   COM              54388110        68     3204 SH      SHARED      02          3204                  
D LORAL SPACE & COMMUNICATNS I   COM              54388110        61     2900 SH      SHARED      10          2900                  
D LORILLARD INC                  COM              54414710      1020    16534 SH      SHARED                                   16534
D LORILLARD INC                  COM              54414710      8002   129610 SH      SHARED                117910             11700
D LORILLARD INC                  COM              54414710      2716    44000 SH      SHARED      01         44000                  
D LORILLARD INC                  COM              54414710       397     6433 SH      SHARED      02          4933              1500
D LORILLARD INC                  COM              54414710     82395  1334552 SH      SHARED      04       1334552                  
D LORILLARD INC                  COM              54414710         6      110 SH      SHARED      05           110                  
D LORILLARD INC                  COM              54414710       821    13308 SH      SHARED      06          6698              6610
D LORILLARD INC                  COM              54414710     34727   562486 SH      SHARED      10        540286             22200
D LORILLARD INC                  COM              54414710        13      225 SH      SHR/OTHR    23                             225
D LOUISANA BANCORP INC NEW       COM              54619P10         1      152 SH      SHARED                   152                  
D LOUISIANA PAC CORP             COM              54634710        35    15757 SH      SHARED                 15757                  
D LOUISIANA PAC CORP             COM              54634710        61    27700 SH      SHARED      01          1300             26400
D LOUISIANA PAC CORP             COM              54634710         6     2700 SH      SHARED      02          2700                  
D LOUISIANA PAC CORP             COM              54634710       116    52100 SH      SHARED      10         52100                  
D LOWES COS INC                  COM              54866110     21068  1154462 SH      SHARED               1154462                  
D LOWES COS INC                  COM              54866110      7688   421284 SH      SHARED      01        416400              4884
D LOWES COS INC                  COM              54866110      7328   401552 SH      SHARED      02        369258             32294
D LOWES COS INC                  COM              54866110        82     4500 SH      SHARED      04          4500                  
D LOWES COS INC                  COM              54866110        15      830 SH      SHARED      05           830                  
D LOWES COS INC                  COM              54866110      2157   118220 SH      SHARED      06         69000             49220
D LOWES COS INC                  COM              54866110     93589  5128192 SH      SHARED      10       5123792              4400
D LOWES COS INC                  COM              54866110        48     2650 SH      SHARED      19                            2650
D LOWES COS INC                  COM              54866110        36     2000 SH      SHARED      20          1200               800
D LOWES COS INC                  COM              54866110        54     3000 SH      SHARED      21                            3000
D LOWES COS INC                  COM              54866110        51     2800 SH      SHR/OTHR    22                            2800
D LOWES COS INC                  COM              54866110         7      400 SH      SHARED      23           400                  
D LOWES COS INC                  COM              54866110       440    24150 SH      SHR/OTHR    23                           24150
D LUBRIZOL CORP                  COM              54927110      3579   105258 SH      SHARED                105258                  
D LUBRIZOL CORP                  COM              54927110       738    21700 SH      SHARED      01                           21700
D LUBRIZOL CORP                  COM              54927110      1694    49815 SH      SHARED      02         45215              4600
D LUBRIZOL CORP                  COM              54927110      1921    56500 SH      SHARED      10         56500                  
D LUBRIZOL CORP                  COM              54927110       136     4000 SH      SHARED      23          4000                  
D LUBYS INC                      COM              54928210        38     7812 SH      SHARED                  7812                  
D LUBYS INC                      COM              54928210         2      497 SH      SHARED      02           497                  
D LUFKIN INDS INC                COM              54976410       647    17092 SH      SHARED                 17092                  
D LUFKIN INDS INC                COM              54976410        25      664 SH      SHARED      02           664                  
D LUFKIN INDS INC                COM              54976410       484    12800 SH      SHARED      10         12800                  
D LULULEMON ATHLETICA INC        COM              55002110      2797   322993 SH      SHARED                322993                  
D LULULEMON ATHLETICA INC        COM              55002110         3      455 SH      SHARED      02           455                  
D LULULEMON ATHLETICA INC        COM              55002110      1212   140000 SH      SHARED      10        140000                  
D LUMBER LIQUIDATORS INC         COM              55003Q10        58     4600 SH      SHARED                  4600                  
D LUMBER LIQUIDATORS INC         COM              55003Q10         4      324 SH      SHARED      02           324                  
D LUMINEX CORP DEL               COM              55027E10       256    14153 SH      SHARED                 14153                  
D LUMINEX CORP DEL               COM              55027E10        28     1600 SH      SHARED      01          1600                  
D LUMINEX CORP DEL               COM              55027E10        71     3972 SH      SHARED      02          3972                  
D LUNA INNOVATIONS               COM              55035110         0      152 SH      SHARED                   152                  
D LUNDIN MINING CORP             COM              55037210       482   307610 SH      SHARED                307610                  
D LUNDIN MINING CORP             COM              55037210       242   154640 SH      SHARED      02         13100            141540
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20       147     9558 SH      SHARED                  9558                  
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20       189    12300 SH      SHR/OTHR    01                           12300
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R20         1      100 SH      SHARED      02           100                  
D LYDALL INC DEL                 COM              55081910        28     9648 SH      SHARED                  9648                  
D LYDALL INC DEL                 COM              55081910        18     6153 SH      SHARED      02          6153                  
D M & F WORLDWIDE CORP           COM              55254110         9      838 SH      SHARED      02           838                  
D M & F WORLDWIDE CORP           COM              55254110        35     3000 SH      SHARED      10          3000                  
D M & T BK CORP                  COM              55261F10     10843   239697 SH      SHARED                239697                  
D M & T BK CORP                  COM              55261F10       866    19156 SH      SHARED      01         19156                  
D M & T BK CORP                  COM              55261F10       282     6238 SH      SHARED      02          6238                  
D M & T BK CORP                  COM              55261F10         2       50 SH      SHARED      05            50                  
D M & T BK CORP                  COM              55261F10       248     5490 SH      SHARED      06          3150              2340
D M & T BK CORP                  COM              55261F10      1278    28269 SH      SHARED      10         28269                  
D MBIA INC                       COM              55262C10      1562   341254 SH      SHARED                341254                  
D MBIA INC                       COM              55262C10        56    12300 SH      SHARED      01         12300                  
D MBIA INC                       COM              55262C10        30     6727 SH      SHARED      02          6727                  
D MBIA INC                       COM              55262C10       125    27500 SH      SHARED      06         22500              5000
D MBIA INC                       COM              55262C10       334    72956 SH      SHARED      10         72956                  
D MB FINANCIAL INC NEW           COM              55264U10        36     2671 SH      SHARED                  2671                  
D MB FINANCIAL INC NEW           COM              55264U10        25     1881 SH      SHARED      02          1881                  
D MB FINANCIAL INC NEW           COM              55264U10      9757   717450 SH      SHARED      10        717450                  
D MBF HEALTHCARE ACQUISITION C   *W EXP 04/16/201 55265011         0     7802 SH      SHARED                  7802                  
D MBF HEALTHCARE ACQUISITION C   *W EXP 04/16/201 55265011         0    75000 SH      SHARED      02         75000                  
D M D C HLDGS INC                COM              55267610      6433   206584 SH      SHARED                206584                  
D M D C HLDGS INC                COM              55267610       389    12500 SH      SHARED      01                           12500
D M D C HLDGS INC                COM              55267610         9      304 SH      SHARED      02           304                  
D MDS INC                        COM              55269P30        61    13075 SH      SHARED                 13075                  
D MDS INC                        COM              55269P30         0      100 SH      SHARED      02           100                  
D MDU RES GROUP INC              COM              55269010      1272    78829 SH      SHARED                 78829                  
D MDU RES GROUP INC              COM              55269010      1597    98950 SH      SHARED      01         38900             60050
D MDU RES GROUP INC              COM              55269010       806    49968 SH      SHARED      02         49968                  
D MDU RES GROUP INC              COM              55269010        35     2200 SH      SHARED      06           400              1800
D MDU RES GROUP INC              COM              55269010        45     2800 SH      SHARED      10          2800                  
D MDU RES GROUP INC              COM              55269010        48     3000 SH      SHARED      21                            3000
D MEMC ELECTR MATLS INC          COM              55271510      6090   369319 SH      SHARED                367769              1550
D MEMC ELECTR MATLS INC          COM              55271510      1063    64495 SH      SHARED      01         64225               270
D MEMC ELECTR MATLS INC          COM              55271510       738    44792 SH      SHARED      02         38627              6165
D MEMC ELECTR MATLS INC          COM              55271510        32     1972 SH      SHARED      04                            1972
D MEMC ELECTR MATLS INC          COM              55271510      1650   100110 SH      SHARED      05        100110                  
D MEMC ELECTR MATLS INC          COM              55271510       239    14500 SH      SHARED      06          7750              6750
D MEMC ELECTR MATLS INC          COM              55271510      2524   153106 SH      SHARED      10        153106                  
D MFA FINANCIAL INC              COM              55272X10      4337   737651 SH      SHARED                737651                  
D MFA FINANCIAL INC              COM              55272X10       155    26495 SH      SHARED      02         26495                  
D MFA FINANCIAL INC              COM              55272X10       150    25600 SH      SHARED      10         25600                  
D MFA FINANCIAL INC              COM              55272X10        39     6795 SH      SHARED      21                            6795
D MFRI INC                       COM              55272110         0      150 SH      SHARED                   150                  
D MFS INTER INCOME TR            SH BEN INT       55273C10       380    60477 SH      SHARED      02                           60477
D MDRNA INC                      COM              55276N10         0      827 SH      SHARED                   827                  
D MGE ENERGY INC                 COM              55277P10         6      208 SH      SHARED                   208                  
D MGE ENERGY INC                 COM              55277P10        84     2700 SH      SHARED      01          2700                  
D MGE ENERGY INC                 COM              55277P10        18      577 SH      SHARED      02           577                  
D MGE ENERGY INC                 COM              55277P10       363    11600 SH      SHARED      10         11600                  
D MGIC INVT CORP WIS             COM              55284810       331   233264 SH      SHARED                233264                  
D MGIC INVT CORP WIS             COM              55284810        27    19600 SH      SHARED      01         19600                  
D MGIC INVT CORP WIS             COM              55284810        42    30148 SH      SHARED      02         30148                  
D MFS GOVT MKTS INCOME TR        SH BEN INT       55293910         0       42 SH      SHARED                    42                  
D MGM MIRAGE                     COM              55295310      1044   448373 SH      SHARED                448373                  
D MGM MIRAGE                     COM              55295310        38    16500 SH      SHARED      01         16500                  
D MGM MIRAGE                     COM              55295310        40    17498 SH      SHARED      02         10648              6850
D MGM MIRAGE                     COM              55295310         0       60 SH      SHARED      05            60                  
D MGM MIRAGE                     COM              55295310         2     1120 SH      SHARED      06                            1120
D MGM MIRAGE                     COM              55295310         4     2009 SH      SHARED      23                            2009
D MGP INGREDIENTS INC            COM              55302G10         0      282 SH      SHARED                   282                  
D MGP INGREDIENTS INC            COM              55302G10         0      200 SH      SHARED      02           200                  
D MHI HOSPITALITY CORP           COM              55302L10         0      180 SH      SHARED                   180                  
D MI DEVS INC                    CL A SUB VTG     55304X10        28     4628 SH      SHARED                  4628                  
D M/I HOMES INC                  COM              55305B10       417    59741 SH      SHARED                 59741                  
D M/I HOMES INC                  COM              55305B10        49     7152 SH      SHARED      02          7152                  
D M/I HOMES INC                  COM              55305B10       133    19100 SH      SHARED      10         19100                  
D MKS INSTRUMENT INC             COM              55306N10        78     5361 SH      SHARED                  5361                  
D MKS INSTRUMENT INC             COM              55306N10       162    11050 SH      SHARED      01         11050                  
D MKS INSTRUMENT INC             COM              55306N10       191    13075 SH      SHARED      02          8323              4752
D MKS INSTRUMENT INC             COM              55306N10      2112   144000 SH      SHARED      10        138800              5200
D MIVA INC                       COM              55311R10         2    11370 SH      SHARED                 11370                  
D MLP & STRATEGIC EQUITY FD IN   COM              55312N10       127    12475 SH      SHARED      02                           12475
D MMC ENERGY INC                 COM NEW          55312Q20         0      269 SH      SHARED                   269                  
D MPS GROUP INC                  COM              55340910        50     8531 SH      SHARED                  8531                  
D MPS GROUP INC                  COM              55340910       169    28500 SH      SHARED      01                           28500
D MPS GROUP INC                  COM              55340910       394    66341 SH      SHARED      02         66341                  
D MPS GROUP INC                  COM              55340910       113    19100 SH      SHARED      10         19100                  
D MRV COMMUNICATIONS INC         COM              55347710         0      100 SH      SHARED                   100                  
D MRV COMMUNICATIONS INC         COM              55347710         1     4050 SH      SHARED      02          4050                  
D MRV COMMUNICATIONS INC         COM              55347710        10    33000 SH      SHARED      10         33000                  
D MSB FINANCIAL CORPORATION      COM              55352P10         0       65 SH      SHARED                    65                  
D MSC INDL DIRECT INC            CL A             55353010      1124    36207 SH      SHARED                 25807             10400
D MSC INDL DIRECT INC            CL A             55353010       450    14500 SH      SHARED      01                           14500
D MSC INDL DIRECT INC            CL A             55353010       438    14107 SH      SHARED      02         14107                  
D MSC INDL DIRECT INC            CL A             55353010      1767    56900 SH      SHARED      10         50500              6400
D MSC SOFTWARE CORP              COM              55353110       227    40296 SH      SHARED                 40296                  
D MSC SOFTWARE CORP              COM              55353110        12     2134 SH      SHARED      02          1878               256
D MSC SOFTWARE CORP              COM              55353110        81    14500 SH      SHARED      10         14500                  
D MSCI INC                       CL A             55354G10       203    12026 SH      SHARED                 12026                  
D MSCI INC                       CL A             55354G10         2      159 SH      SHARED      02           159                  
D MSCI INC                       CL A             55354G10      5958   352342 SH      SHARED      10        352342                  
D M-SYSTEMS FIN INC              NOTE  1.000% 3/1 55375VAB       165   177000 PRN     SHARED      02        177000                  
D MTR GAMING GROUP INC           COM              55376910         0      886 SH      SHARED                   886                  
D MTS MEDICATION TECHNLGS INC    COM              55377310         0      125 SH      SHARED                   125                  
D MTS SYS CORP                   COM              55377710       639    28100 SH      SHARED                 28100                  
D MTS SYS CORP                   COM              55377710        40     1783 SH      SHARED      02          1783                  
D MTS SYS CORP                   COM              55377710       477    21000 SH      SHARED      10         21000                  
D MVC CAPITAL INC                COM              55382910        72     8579 SH      SHARED                  8579                  
D MVC CAPITAL INC                COM              55382910         5      600 SH      SHARED      01                             600
D MVC CAPITAL INC                COM              55382910         5      639 SH      SHARED      02           639                  
D MVC CAPITAL INC                COM              55382910        58     7000 SH      SHARED      10          7000                  
D MV OIL TR                      TR UNITS         55385910      5314   466226 SH      SHARED                466226                  
D MWI VETERINARY SUPPLY INC      COM              55402X10        68     2409 SH      SHARED                  2409                  
D MWI VETERINARY SUPPLY INC      COM              55402X10         9      344 SH      SHARED      02           282                62
D MWI VETERINARY SUPPLY INC      COM              55402X10       122     4300 SH      SHARED      10          4300                  
D MYR GROUP INC DEL              COM              55405W10        11      750 SH      SHARED                   750                  
D MYR GROUP INC DEL              COM              55405W10        13      864 SH      SHARED      02           864                  
D MYR GROUP INC DEL              COM              55405W10      1187    77900 SH      SHARED      10         77900                  
D MAC-GRAY CORP                  COM              55415310         1      190 SH      SHARED                   190                  
D MACATAWA BK CORP               COM              55422510         1      500 SH      SHARED                   500                  
D MACE SEC INTL INC              COM NEW          55433520         0      404 SH      SHARED                   404                  
D MACERICH CO                    COM              55438210        38     6100 SH      SHARED                  6100                  
D MACERICH CO                    COM              55438210       117    18711 SH      SHARED                 18711                  
D MACERICH CO                    COM              55438210       256    40975 SH      SHARED      01         11675             29300
D MACERICH CO                    COM              55438210        87    14012 SH      SHARED      02         11512              2500
D MACERICH CO                    COM              55438210         0       60 SH      SHARED      05            60                  
D MACERICH CO                    COM              55438210       174    27800 SH      SHARED      10         27800                  
D MACERICH CO                    COM              55438210      1443   230550 SH      SHARED      11          7050            223500
D MACK CALI RLTY CORP            COM              55448910        28     1453 SH      SHARED                  1453                  
D MACK CALI RLTY CORP            COM              55448910       455    23000 SH      SHARED      01                           23000
D MACK CALI RLTY CORP            COM              55448910        52     2665 SH      SHARED      02          2665                  
D MACK CALI RLTY CORP            COM              55448910       350    17700 SH      SHARED      10         17700                  
D MACK CALI RLTY CORP            COM              55448910         4      250 SH      SHARED      23           250                  
D MACK CALI RLTY CORP            COM              55448910        38     1950 SH      SHR/OTHR    23                            1950
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10        17    12857 SH      SHARED                 12857                  
D MACQUARIE INFRASTR CO LLC      MEMBERSHIP INT   55608B10        38    28186 SH      SHARED      02          2400             25786
D MACQUARIE GLBL INFRA TOTL RE   COM              55608D10         7      800 SH      SHARED      02                             800
D MACROVISION SOLUTIONS CORP     COM              55611C10      4991   280557 SH      SHARED                280557                  
D MACROVISION SOLUTIONS CORP     COM              55611C10       676    38000 SH      SHARED      01          8500             29500
D MACROVISION SOLUTIONS CORP     COM              55611C10       117     6600 SH      SHARED      02          5450              1150
D MACROVISION SOLUTIONS CORP     COM              55611C10       357    20100 SH      SHARED      10         20100                  
D MACYS INC                      COM              55616P10      7502   842989 SH      SHARED                793489             49500
D MACYS INC                      COM              55616P10      1242   139626 SH      SHARED      01        129536             10090
D MACYS INC                      COM              55616P10        12     1400 SH      SHR/OTHR    01                            1400
D MACYS INC                      COM              55616P10       929   104469 SH      SHARED      02         78558             25911
D MACYS INC                      COM              55616P10        16     1900 SH      SHARED      04          1900                  
D MACYS INC                      COM              55616P10         2      244 SH      SHARED      05           244                  
D MACYS INC                      COM              55616P10       586    65942 SH      SHARED      06         51744             14198
D MACYS INC                      COM              55616P10     24023  2699266 SH      SHARED      10       2606766             92500
D MACYS INC                      COM              55616P10         6      770 SH      SHARED      20           770                  
D MACYS INC                      COM              55616P10        10     1128 SH      SHR/OTHR    21                            1128
D MACYS INC                      COM              55616P10        13     1492 SH      SHARED      23          1492                  
D MACYS INC                      COM              55616P10         8     1008 SH      SHR/OTHR    23                            1008
D MADDEN STEVEN LTD              COM              55626910       568    30286 SH      SHARED                 30286                  
D MADDEN STEVEN LTD              COM              55626910        35     1900 SH      SHARED      01          1900                  
D MADDEN STEVEN LTD              COM              55626910       285    15213 SH      SHARED      02         15213                  
D MADDEN STEVEN LTD              COM              55626910       529    28200 SH      SHARED      10         28200                  
D MADECO SA                      SPONS ADR NEW    55630420        24     5116 SH      SHARED                  5116                  
D MADISON CLAYMORE CALL &EQTY    COM              55658210        56    10000 SH      SHARED      21         10000                  
D MADISON STRTG SECTOR PREM FD   COM              55826810        48     6000 SH      SHARED      21          6000                  
D MAG SILVER CORP                COM              55903Q10        30     6850 SH      SHARED                  6850                  
D MAG SILVER CORP                COM              55903Q10       275    61600 SH      SHARED                 61600                  
D MAGELLAN MIDSTREAM HLDGS LP    COM LP INTS      55907R10     15914   909414 SH      SHARED                909414                  
D MAGELLAN MIDSTREAM HLDGS LP    COM LP INTS      55907R10       973    55600 SH      SHARED      02         15600             40000
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920      1569    43059 SH      SHARED                 43059                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       138     3800 SH      SHARED      01          3800                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920       192     5295 SH      SHARED      02          5295                  
D MAGELLAN HEALTH SVCS INC       COM NEW          55907920      2332    64000 SH      SHARED      10         64000                  
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010      1899    64679 SH      SHARED                 64679                  
D MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   55908010      2002    68172 SH      SHARED      02                           68172
D MAGELLAN PETE CORP             COM              55909130         0     1082 SH      SHARED                  1082                  
D MAGMA DESIGN AUTOMATION        COM              55918110         0       36 SH      SHARED                    36                  
D MAGMA DESIGN AUTOMATION        COM              55918110         8    11043 SH      SHARED      02          1043             10000
D MAGNA ENTMT CORP               SUB VTG CL A NEW 55921130         0      200 SH      SHARED                   200                  
D MAGNA INTL INC                 CL A             55922240      1149    42966 SH      SHARED                 42966                  
D MAGNA INTL INC                 CL A             55922240        10      400 SH      SHARED      01           400                  
D MAGNA INTL INC                 CL A             55922240       800    29915 SH      SHARED      02         29900                15
D MAGNA INTL INC                 CL A             55922240        40     1500 SH      SHARED      06           850               650
D MAGNA INTL INC                 CL A             55922240       120     4500 SH      SHARED      10          4500                  
D MAGNA INTL INC                 CL A             55922240        35     1340 SH      SHARED      21                            1340
D MAGNETEK INC                   COM              55942410         7     4211 SH      SHARED                  4211                  
D MAGNETEK INC                   COM              55942410         0      555 SH      SHARED      02           555                  
D MAGYAR BANCORP INC             COM              55977T10         0       71 SH      SHARED                    71                  
D MAGUIRE PPTYS INC              COM              55977510       785  1090825 SH      SHARED               1090825                  
D MAGUIRE PPTYS INC              COM              55977510         1     2100 SH      SHARED      01          2100                  
D MAGUIRE PPTYS INC              COM              55977510        21    29206 SH      SHARED      02          3606             25600
D MAGUIRE PPTYS INC              COM              55977510        15    22200 SH      SHARED      10         22200                  
D MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR    55977610        51     4532 SH      SHARED                  4532                  
D MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR    55977610      1169   102700 SH      SHARED      02        102700                  
D MAHANAGAR TEL NIGAM LTD        SPONS ADR 2001   55977840       122    44922 SH      SHARED                 44922                  
D MAIDENFORM BRANDS INC          COM              56030510        93    10200 SH      SHARED                 10200                  
D MAIDENFORM BRANDS INC          COM              56030510         5      612 SH      SHARED      02           612                  
D MAIN STREET CAPITAL CORP       COM              56035L10         2      300 SH      SHARED      02           300                  
D MAINE & MARITIMES CORP         COM              56037710         1       43 SH      SHARED                    43                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10         7      916 SH      SHARED                   916                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10        15     1885 SH      SHARED      01          1885                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10         3      476 SH      SHARED      02           476                  
D MAINSOURCE FINANCIAL GP INC    COM              56062Y10        92    11500 SH      SHARED      10         11500                  
D MAJESCO ENTERTAINMENT CO       COM NEW          56069020         0      494 SH      SHARED                   494                  
D MAJESCO ENTERTAINMENT CO       COM NEW          56069020         0      600 SH      SHARED      02           600                  
D MAKITA CORP                    ADR NEW          56087730         1       64 SH      SHARED                    64                  
D MAKO SURGICAL CORP             COM              56087910         2      375 SH      SHARED                   375                  
D MAKO SURGICAL CORP             COM              56087910         4      600 SH      SHARED      02           600                  
D MANAGEMENT NETWORK GROUP INC   COM              56169310         0      471 SH      SHARED                   471                  
D MANHATTAN ASSOCS INC           COM              56275010       144     8328 SH      SHARED                  8328                  
D MANHATTAN ASSOCS INC           COM              56275010       145     8375 SH      SHARED      02          7973               402
D MANHATTAN ASSOCS INC           COM              56275010       226    13100 SH      SHARED      10         13100                  
D MANHATTAN BRIDGE CAPITAL INC   COM              56280310         0       52 SH      SHARED                    52                  
D MANITEX INTL INC               COM              56342010         0      271 SH      SHARED                   271                  
D MANITOWOC INC                  COM              56357110       104    32101 SH      SHARED                 32101                  
D MANITOWOC INC                  COM              56357110        96    29500 SH      SHARED      01         29500                  
D MANITOWOC INC                  COM              56357110       110    33933 SH      SHARED      02         32583              1350
D MANITOWOC INC                  COM              56357110         5     1800 SH      SHARED      06          1800                  
D MANITOWOC INC                  COM              56357110      2093   640062 SH      SHARED      10        603762             36300
D MANITOWOC INC                  COM              56357110         6     2000 SH      SHR/OTHR    23                            2000
D MANNATECH INC                  COM              56377110         2      700 SH      SHARED                   700                  
D MANNATECH INC                  COM              56377110        30     9031 SH      SHARED                  9031                  
D MANNATECH INC                  COM              56377110         0       50 SH      SHARED      01            50                  
D MANNATECH INC                  COM              56377110         1      428 SH      SHARED      02           428                  
D MANNKIND CORP                  NOTE  3.750%12/1 56400PAA       309   725000 PRN     SHARED                725000                  
D MANNKIND CORP                  COM              56400P20        22     6324 SH      SHARED      02          6324                  
D MANNKIND CORP                  COM              56400P20        41    11800 SH      SHARED      10         11800                  
D MANPOWER INC                   COM              56418H10      4393   139354 SH      SHARED                118806             20548
D MANPOWER INC                   COM              56418H10      1711    54275 SH      SHARED      01         27275             27000
D MANPOWER INC                   COM              56418H10      1411    44759 SH      SHARED      02         44759                  
D MANPOWER INC                   COM              56418H10        50     1590 SH      SHARED      06           350              1240
D MANPOWER INC                   COM              56418H10     26567   842600 SH      SHARED      10        794600             48000
D MANPOWER INC                   COM              56418H10         2       85 SH      SHARED      21                              85
D MANPOWER INC                   COM              56418H10        63     2000 SH      SHARED      23                            2000
D MANTECH INTL CORP              CL A             56456310      2121    50637 SH      SHARED                 50637                  
D MANTECH INTL CORP              CL A             56456310       318     7600 SH      SHARED      01          1000              6600
D MANTECH INTL CORP              CL A             56456310       159     3816 SH      SHARED      02          3816                  
D MANTECH INTL CORP              CL A             56456310      6808   162500 SH      SHARED      10        162500                  
D MANULIFE FINL CORP             COM              56501R10      2004   179004 SH      SHARED                179004                  
D MANULIFE FINL CORP             COM              56501R10         5      468 SH      SHARED      01           468                  
D MANULIFE FINL CORP             COM              56501R10        29     2600 SH      SHARED      02          2600                  
D MANULIFE FINL CORP             COM              56501R10        26     2400 SH      SHARED      04          2400                  
D MANULIFE FINL CORP             COM              56501R10         8      790 SH      SHARED      05           790                  
D MANULIFE FINL CORP             COM              56501R10       259    23132 SH      SHARED      06         13650              9482
D MANULIFE FINL CORP             COM              56501R10       201    18000 SH      SHARED      10         18000                  
D MANULIFE FINL CORP             COM              56501R10        56     5000 SH      SHARED      20                            5000
D MANULIFE FINL CORP             COM              56501R10       112    10000 SH      SHARED      23         10000                  
D MANULIFE FINL CORP             COM              56501R10         1      100 SH      SHR/OTHR    23                             100
D MAP PHARMACEUTICALS INC        COM              56509R10        56    26835 SH      SHARED                 26835                  
D MAP PHARMACEUTICALS INC        COM              56509R10         3     1675 SH      SHARED      02           175              1500
D MARATHON OIL CORP              COM              56584910      1836    69871 SH      SHARED                                   69871
D MARATHON OIL CORP              COM              56584910     43035  1636967 SH      SHARED               1611167             25800
D MARATHON OIL CORP              COM              56584910      4732   179993 SH      SHARED      01        179343               650
D MARATHON OIL CORP              COM              56584910      1461    55590 SH      SHARED      02         39176             16414
D MARATHON OIL CORP              COM              56584910         1       50 SH      SHARED      04                              50
D MARATHON OIL CORP              COM              56584910    118517  4508069 SH      SHARED      04       4508069                  
D MARATHON OIL CORP              COM              56584910         9      380 SH      SHARED      05           380                  
D MARATHON OIL CORP              COM              56584910      2060    78387 SH      SHARED      06         55087             23300
D MARATHON OIL CORP              COM              56584910     42118  1602082 SH      SHARED      10       1320621            281461
D MARATHON OIL CORP              COM              56584910       118     4500 SH      SHARED      15                            4500
D MARATHON OIL CORP              COM              56584910        24      950 SH      SHARED      20           950                  
D MARATHON OIL CORP              COM              56584910       158     6030 SH      SHARED      21          5740               290
D MARATHON OIL CORP              COM              56584910        26     1000 SH      SHARED      23          1000                  
D MARATHON OIL CORP              COM              56584910       156     5970 SH      SHR/OTHR    23                            5970
D MARATHON OIL CORP              COM              56584910       157     6000 SH      SHARED      24          6000                  
D MARCHEX INC                    CL B             56624R10         1      490 SH      SHARED                   490                  
D MARCHEX INC                    CL B             56624R10        21     6240 SH      SHARED      02          6240                  
D MARCUS CORP                    COM              56633010       101    11900 SH      SHARED                 11900                  
D MARCUS CORP                    COM              56633010         4      582 SH      SHARED      02           582                  
D MARINEMAX INC                  COM              56790810        11     5949 SH      SHARED                  5949                  
D MARINEMAX INC                  COM              56790810         0      455 SH      SHARED      02           455                  
D MARINE PRODS CORP              COM              56842710         0        8 SH      SHARED                     8                  
D MARINE PRODS CORP              COM              56842710         1      258 SH      SHARED      02           258                  
D MARINER ENERGY INC             COM              56845T30       348    45001 SH      SHARED                 19459             25542
D MARINER ENERGY INC             COM              56845T30       493    63680 SH      SHARED      01         34480             29200
D MARINER ENERGY INC             COM              56845T30       307    39630 SH      SHR/OTHR    01                           39630
D MARINER ENERGY INC             COM              56845T30       147    19059 SH      SHARED      02         18615               444
D MARINER ENERGY INC             COM              56845T30      8219  1060611 SH      SHARED      10       1029511             31100
D MARINER ENERGY INC             COM              56845T30         9     1271 SH      SHARED      21          1271                  
D MARKEL CORP                    COM              57053510       317     1117 SH      SHARED                  1117                  
D MARKEL CORP                    COM              57053510        86      305 SH      SHARED      01           305                  
D MARKEL CORP                    COM              57053510         9       32 SH      SHARED      02            32                  
D MARKEL CORP                    COM              57053510      2015     7100 SH      SHARED      10          6300               800
D MARKEL CORP                    COM              57053510        28      100 SH      SHARED      23                             100
D MARKET LEADER INC              COM              57056R10         0      360 SH      SHARED                   360                  
D MARKETAXESS HLDGS INC          COM              57060D10        45     6000 SH      SHARED                  6000                  
D MARKETAXESS HLDGS INC          COM              57060D10         6      804 SH      SHARED      02           804                  
D MARKETAXESS HLDGS INC          COM              57060D10       113    14800 SH      SHARED      10         14800                  
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10        55     1500 SH      SHARED                  1500                  
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10      2957    80198 SH      SHARED                 80198                  
D MARKET VECTORS ETF TR          GOLD MINER ETF   57060U10       818    22190 SH      SHARED      02                           22190
D MARKET VECTORS ETF TR          MV ENVIR SVCS    57060U20         5      200 SH      SHARED      02                             200
D MARKET VECTORS ETF TR          MV STEEL INDEX   57060U30       935    34200 SH      SHARED                 34200                  
D MARKET VECTORS ETF TR          MV STEEL INDEX   57060U30         5      200 SH      SHARED      02                             200
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50       588    41889 SH      SHARED                 41889                  
D MARKET VECTORS ETF TR          RUSSIA ETF       57060U50        44     3200 SH      SHARED      02          3200                  
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      1755    62019 SH      SHARED                 62019                  
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       400    14150 SH      SHARED      01         14150                  
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60       240     8500 SH      SHR/OTHR    01                            8500
D MARKET VECTORS ETF TR          AGRIBUS ETF      57060U60      3689   130310 SH      SHARED      02                          130310
D MARKET VECTORS ETF TR          NUC ENERGY ETF   57060U70         5      300 SH      SHARED      02                             300
D MARKET VECTORS ETF TR          RVE HARD ETF     57060U79      1285    55820 SH      SHARED      02                           55820
D MARKET VECTORS ETF TR          SOLAR ENRG ETF   57060U81        11     1000 SH      SHARED      02                            1000
D MARKET VECTORS ETF TR          GAMING ETF       57060U82         1       76 SH      SHARED      21            76                  
D MARKET VECTORS ETF TR          COAL ETF         57060U83       396    29103 SH      SHARED                 29103                  
D MARKET VECTORS ETF TR          COAL ETF         57060U83      4553   333850 SH      SHARED      02        259000             74850
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910       766    66146 SH      SHARED                 66146                  
D MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   57075910      1405   121257 SH      SHARED      02                          121257
D MARLIN BUSINESS SVCS CORP      COM              57115710         1      304 SH      SHARED                   304                  
D MARLIN BUSINESS SVCS CORP      COM              57115710         0      100 SH      SHARED      02           100                  
D MARSH & MCLENNAN COS INC       COM              57174810        39     1927 SH      SHARED                  1927                  
D MARSH & MCLENNAN COS INC       COM              57174810     18961   936367 SH      SHARED                936367                  
D MARSH & MCLENNAN COS INC       COM              57174810      2804   138497 SH      SHARED      01        138497                  
D MARSH & MCLENNAN COS INC       COM              57174810      2048   101179 SH      SHARED      02         92377              8802
D MARSH & MCLENNAN COS INC       COM              57174810        32     1600 SH      SHARED      04          1600                  
D MARSH & MCLENNAN COS INC       COM              57174810         6      310 SH      SHARED      05           310                  
D MARSH & MCLENNAN COS INC       COM              57174810       718    35460 SH      SHARED      06         18850             16610
D MARSH & MCLENNAN COS INC       COM              57174810      5949   293824 SH      SHARED      10        293824                  
D MARSH & MCLENNAN COS INC       COM              57174810        20     1000 SH      SHARED      23          1000                  
D MARSH & MCLENNAN COS INC       COM              57174810        76     3800 SH      SHR/OTHR    23                            3800
D MARSHALL & ILSLEY CORP NEW     COM              57183710      4377   777618 SH      SHARED                685118             92500
D MARSHALL & ILSLEY CORP NEW     COM              57183710       486    86400 SH      SHARED      01         86400                  
D MARSHALL & ILSLEY CORP NEW     COM              57183710       200    35527 SH      SHARED      02         29027              6500
D MARSHALL & ILSLEY CORP NEW     COM              57183710        92    16444 SH      SHARED      06          7945              8499
D MARSHALL & ILSLEY CORP NEW     COM              57183710     23937  4251718 SH      SHARED      10       4036018            215700
D MARSHALL & ILSLEY CORP NEW     COM              57183710         8     1440 SH      SHARED      20                            1440
D MARRIOTT INTL INC NEW          CL A             57190320      3414   208737 SH      SHARED                188737             20000
D MARRIOTT INTL INC NEW          CL A             57190320     20551  1256208 SH      SHARED      01        164505           1091703
D MARRIOTT INTL INC NEW          CL A             57190320     42593  2603511 SH      SHR/OTHR    01                         2603511
D MARRIOTT INTL INC NEW          CL A             57190320       197    12077 SH      SHARED      02          6044              6033
D MARRIOTT INTL INC NEW          CL A             57190320       171    10500 SH      SHARED      04         10500                  
D MARRIOTT INTL INC NEW          CL A             57190320         3      200 SH      SHARED      05           200                  
D MARRIOTT INTL INC NEW          CL A             57190320       391    23960 SH      SHARED      06         14500              9460
D MARRIOTT INTL INC NEW          CL A             57190320     20305  1241141 SH      SHARED      10       1241141                  
D MARRIOTT INTL INC NEW          CL A             57190320       219    13444 SH      SHARED      20         12365              1079
D MARRIOTT INTL INC NEW          CL A             57190320         0       50 SH      SHR/OTHR    20                              50
D MARRIOTT INTL INC NEW          CL A             57190320        22     1374 SH      SHARED      21          1374                  
D MARRIOTT INTL INC NEW          CL A             57190320         3      200 SH      SHR/OTHR    21                             200
D MARRIOTT INTL INC NEW          CL A             57190320       134     8250 SH      SHARED      22          6900              1350
D MARRIOTT INTL INC NEW          CL A             57190320        29     1830 SH      SHR/OTHR    22                            1830
D MARRIOTT INTL INC NEW          CL A             57190320       487    29824 SH      SHARED      23         26199              3625
D MARRIOTT INTL INC NEW          CL A             57190320       319    19550 SH      SHR/OTHR    23                           19550
D MARSHALL EDWARDS INC           COM              57232230         2     6241 SH      SHARED                  6241                  
D MARSHALL EDWARDS INC           COM              57232230         0      496 SH      SHARED      02           496                  
D MARTEK BIOSCIENCES CORP        COM              57290110      1579    86521 SH      SHARED                 86521                  
D MARTEK BIOSCIENCES CORP        COM              57290110        67     3700 SH      SHARED      01                            3700
D MARTEK BIOSCIENCES CORP        COM              57290110       319    17498 SH      SHARED      02         16898               600
D MARTEK BIOSCIENCES CORP        COM              57290110       310    17000 SH      SHARED      10         17000                  
D MARTEN TRANS LTD               COM              57307510       309    16548 SH      SHARED                 16548                  
D MARTEN TRANS LTD               COM              57307510        44     2400 SH      SHARED      01          2400                  
D MARTEN TRANS LTD               COM              57307510         6      357 SH      SHARED      02           357                  
D MARTEN TRANS LTD               COM              57307510      1102    59000 SH      SHARED      10         59000                  
D MARTHA STEWART LIVING OMNIME   CL A             57308310        17     6929 SH      SHARED                  6929                  
D MARTHA STEWART LIVING OMNIME   CL A             57308310         1      670 SH      SHARED      02           670                  
D MARTIN MARIETTA MATLS INC      COM              57328410      1906    24045 SH      SHARED                 24045                  
D MARTIN MARIETTA MATLS INC      COM              57328410      2381    30031 SH      SHARED      01         16731             13300
D MARTIN MARIETTA MATLS INC      COM              57328410       362     4570 SH      SHARED      02          4330               240
D MARTIN MARIETTA MATLS INC      COM              57328410        23      300 SH      SHARED      04           300                  
D MARTIN MARIETTA MATLS INC      COM              57328410         3       40 SH      SHARED      05            40                  
D MARTIN MARIETTA MATLS INC      COM              57328410        39      500 SH      SHARED      06            50               450
D MARTIN MARIETTA MATLS INC      COM              57328410     11999   151322 SH      SHARED      10        123315             28007
D MARTIN MARIETTA MATLS INC      COM              57328410         7      100 SH      SHARED      21                             100
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110         4      246 SH      SHARED                   246                  
D MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     57333110        75     4000 SH      SHARED      02           100              3900
D MARVEL ENTERTAINMENT INC       COM              57383T10      2141    80658 SH      SHARED                 80658                  
D MARVEL ENTERTAINMENT INC       COM              57383T10       461    17400 SH      SHARED      01          1900             15500
D MARVEL ENTERTAINMENT INC       COM              57383T10       143     5394 SH      SHARED      02          5144               250
D MARVEL ENTERTAINMENT INC       COM              57383T10      1324    49900 SH      SHARED      10         42900              7000
D MASCO CORP                     COM              57459910     13081  1874112 SH      SHARED               1874112                  
D MASCO CORP                     COM              57459910       937   134348 SH      SHARED      01        134348                  
D MASCO CORP                     COM              57459910      1022   146553 SH      SHARED      02        146553                  
D MASCO CORP                     COM              57459910         2      300 SH      SHARED      05           300                  
D MASCO CORP                     COM              57459910       173    24790 SH      SHARED      06         15250              9540
D MASCO CORP                     COM              57459910       930   133365 SH      SHARED      10        133365                  
D MASCO CORP                     COM              57459910        13     1920 SH      SHARED      22                            1920
D MASCO CORP                     COM              57459910        64     9200 SH      SHARED      23          9200                  
D MASCO CORP                     COM              57459910        13     1920 SH      SHR/OTHR    23                            1920
D MASIMO CORP                    COM              57479510       313    10810 SH      SHARED                 10810                  
D MASIMO CORP                    COM              57479510       452    15600 SH      SHARED      01                           15600
D MASIMO CORP                    COM              57479510       788    27211 SH      SHARED      02          2721             24490
D MASIMO CORP                    COM              57479510      2834    97800 SH      SHARED      10         97800                  
D MASIMO CORP                    COM              57479510        17      619 SH      SHARED      21           619                  
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ     26152 42733008 PRN     SHARED              42733008                  
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ      8230 13449000 PRN     SHARED      02      13449000                  
D MASSEY ENERGY CO               NOTE  3.250% 8/0 576203AJ      4767  7790000 PRN     SHARED      10       7790000                  
D MASSEY ENERGY CORP             COM              57620610      3271   323312 SH      SHARED                323312                  
D MASSEY ENERGY CORP             COM              57620610       254    25144 SH      SHARED      01         25144                  
D MASSEY ENERGY CORP             COM              57620610       278    27540 SH      SHR/OTHR    01                           27540
D MASSEY ENERGY CORP             COM              57620610       239    23677 SH      SHARED      02         23677                  
D MASSEY ENERGY CORP             COM              57620610        38     3800 SH      SHARED      06          2200              1600
D MASSEY ENERGY CORP             COM              57620610      1464   144732 SH      SHARED      10        144732                  
D MASTEC INC                     COM              57632310        78     6500 SH      SHARED                  6500                  
D MASTEC INC                     COM              57632310       263    21825 SH      SHARED      01         21825                  
D MASTEC INC                     COM              57632310       107     8908 SH      SHARED      02          8908                  
D MASTEC INC                     COM              57632310       541    44800 SH      SHARED      10         44800                  
D MASTECH HOLDINGS INC           COM              57633B10         0        5 SH      SHARED                     5                  
D MASTERCARD INC                 CL A             57636Q10      4427    26434 SH      SHARED                 24846              1588
D MASTERCARD INC                 CL A             57636Q10      3682    21990 SH      SHARED      01         21590               400
D MASTERCARD INC                 CL A             57636Q10    211537  1263060 SH      SHARED      02       1262240               820
D MASTERCARD INC                 CL A             57636Q10      1306     7800 SH      SHARED      04          7800                  
D MASTERCARD INC                 CL A             57636Q10      3359    20060 SH      SHARED      05         20060                  
D MASTERCARD INC                 CL A             57636Q10     10438    62325 SH      SHARED      06         25995             36330
D MASTERCARD INC                 CL A             57636Q10     12343    73700 SH      SHARED      10         73400               300
D MASTERCARD INC                 CL A             57636Q10         5       34 SH      SHARED      21            34                  
D MATERIAL SCIENCES CORP         COM              57667410         0      172 SH      SHARED                   172                  
D MATRIXX INITIATIVES INC        COM              57685L10       387    23640 SH      SHARED                 23640                  
D MATRIXX INITIATIVES INC        COM              57685L10         9      559 SH      SHARED      02           559                  
D MATRIX SVC CO                  COM              57685310         6      800 SH      SHARED                   800                  
D MATRIX SVC CO                  COM              57685310       224    27300 SH      SHARED      01         27300                  
D MATRIX SVC CO                  COM              57685310       232    28290 SH      SHR/OTHR    01                           28290
D MATRIX SVC CO                  COM              57685310        22     2729 SH      SHARED      02          2729                  
D MATRIX SVC CO                  COM              57685310       673    81922 SH      SHARED      10         81922                  
D MATRIX SVC CO                  COM              57685310        15     1875 SH      SHARED      21                            1875
D MATTEL INC                     COM              57708110      1179   102300 SH      SHARED                                  102300
D MATTEL INC                     COM              57708110      6558   568820 SH      SHARED                568820                  
D MATTEL INC                     COM              57708110      1188   103055 SH      SHARED      01        103055                  
D MATTEL INC                     COM              57708110         1      156 SH      SHR/OTHR    01                             156
D MATTEL INC                     COM              57708110       467    40565 SH      SHARED      02         40008               557
D MATTEL INC                     COM              57708110       200    17400 SH      SHARED      04         17400                  
D MATTEL INC                     COM              57708110         3      300 SH      SHARED      05           300                  
D MATTEL INC                     COM              57708110       648    56220 SH      SHARED      06         44650             11570
D MATTEL INC                     COM              57708110     30299  2627910 SH      SHARED      10       2151639            476271
D MATTEL INC                     COM              57708110       119    10400 SH      SHARED      15                           10400
D MATTEL INC                     COM              57708110         1      155 SH      SHARED      20           155                  
D MATTEL INC                     COM              57708110         7      615 SH      SHARED      21                             615
D MATTEL INC                     COM              57708110       144    12500 SH      SHARED      24         12500                  
D MATTHEWS INTL CORP             CL A             57712810       593    20601 SH      SHARED                 20601                  
D MATTHEWS INTL CORP             CL A             57712810       313    10875 SH      SHARED      01           175             10700
D MATTHEWS INTL CORP             CL A             57712810        40     1412 SH      SHARED      02          1412                  
D MATTHEWS INTL CORP             CL A             57712810       103     3600 SH      SHARED      10          3600                  
D MATTHEWS INTL CORP             CL A             57712810        50     1755 SH      SHARED      20          1755                  
D MATTSON TECHNOLOGY INC         COM              57722310         0      400 SH      SHARED                   400                  
D MATTSON TECHNOLOGY INC         COM              57722310         1     1295 SH      SHARED      02          1295                  
D MATTSON TECHNOLOGY INC         COM              57722310        36    43200 SH      SHARED      10         43200                  
D MAUI LD & PINEAPPLE INC        COM              57734510         0      117 SH      SHARED      02           117                  
D MAXIM INTEGRATED PRODS INC     COM              57772K10       904    68445 SH      SHARED                 68445                  
D MAXIM INTEGRATED PRODS INC     COM              57772K10         0       25 SH      SHARED      01                              25
D MAXIM INTEGRATED PRODS INC     COM              57772K10      1862   140960 SH      SHARED      02        139510              1450
D MAXIM INTEGRATED PRODS INC     COM              57772K10       425    32200 SH      SHARED      10         32200                  
D MAXCOM TELECOMUNICACIONES SA   ADR REP PR CTF   57773A50         0      100 SH      SHARED                   100                  
D MAXCOM TELECOMUNICACIONES SA   ADR REP PR CTF   57773A50       742   330000 SH      SHARED      10        330000                  
D MAXWELL TECHNOLOGIES INC       COM              57776710       139    20039 SH      SHARED                 20039                  
D MAXWELL TECHNOLOGIES INC       COM              57776710        27     3927 SH      SHARED      02          1927              2000
D MAXYGEN INC                    COM              57777610       320    47124 SH      SHARED                 47124                  
D MAXYGEN INC                    COM              57777610        82    12100 SH      SHARED      01          6900              5200
D MAXYGEN INC                    COM              57777610        31     4642 SH      SHARED      02          4642                  
D MAXYGEN INC                    COM              57777610        44     6600 SH      SHARED      10          6600                  
D MAXXAM INC                     COM              57791310         0       46 SH      SHARED                    46                  
D MAXXAM INC                     COM              57791310         2      300 SH      SHARED      02           300                  
D MAXIMUS INC                    COM              57793310      1739    43650 SH      SHARED                 43650                  
D MAXIMUS INC                    COM              57793310        42     1070 SH      SHARED      02           685               385
D MAXIMUS INC                    COM              57793310       207     5200 SH      SHARED      10          5200                  
D MBT FINL CORP                  COM              57887710         0      349 SH      SHARED                   349                  
D MCAFEE INC                     COM              57906410      1758    52492 SH      SHARED                 52492                  
D MCAFEE INC                     COM              57906410      1882    56182 SH      SHARED      01         56182                  
D MCAFEE INC                     COM              57906410      1481    44224 SH      SHARED      02         43724               500
D MCAFEE INC                     COM              57906410       365    10900 SH      SHARED      04         10900                  
D MCAFEE INC                     COM              57906410       345    10300 SH      SHARED      06          4900              5400
D MCAFEE INC                     COM              57906410     15200   453740 SH      SHARED      10        453740                  
D MCAFEE INC                     COM              57906410         5      169 SH      SHARED      21                             169
D MCCLATCHY CO                   CL A             57948910       309   631146 SH      SHARED                631146                  
D MCCLATCHY CO                   CL A             57948910         1     2069 SH      SHARED      02          2069                  
D MCCLATCHY CO                   CL A             57948910         0      511 SH      SHR/OTHR    23                             511
D MCCORMICK & CO INC             COM NON VTG      57978020      1111    37574 SH      SHARED                 37574                  
D MCCORMICK & CO INC             COM NON VTG      57978020       804    27200 SH      SHARED      01         27200                  
D MCCORMICK & CO INC             COM NON VTG      57978020        29     1000 SH      SHR/OTHR    01                            1000
D MCCORMICK & CO INC             COM NON VTG      57978020      1158    39194 SH      SHARED      02         32944              6250
D MCCORMICK & CO INC             COM NON VTG      57978020        11      400 SH      SHARED      04           400                  
D MCCORMICK & CO INC             COM NON VTG      57978020      1294    43780 SH      SHARED      06          4200             39580
D MCCORMICK & CO INC             COM NON VTG      57978020      1587    53688 SH      SHARED      10         53688                  
D MCCORMICK & SCHMICKS SEAFD R   COM              57979310         1      422 SH      SHARED                   422                  
D MCDERMOTT INTL INC             COM              58003710       566    42344 SH      SHARED                 42344                  
D MCDERMOTT INTL INC             COM              58003710      1312    98000 SH      SHARED      01         98000                  
D MCDERMOTT INTL INC             COM              58003710       258    19340 SH      SHARED      02         16874              2466
D MCDERMOTT INTL INC             COM              58003710      2009   150060 SH      SHARED      05        150060                  
D MCDERMOTT INTL INC             COM              58003710        53     4000 SH      SHARED      06          1900              2100
D MCDERMOTT INTL INC             COM              58003710       133    10000 SH      SHARED      10         10000                  
D MCDERMOTT INTL INC             COM              58003710        32     2430 SH      SHARED      21                            2430
D MCDONALDS CORP                 COM              58013510      3641    66730 SH      SHARED                  9744             56986
D MCDONALDS CORP                 COM              58013510     63269  1159425 SH      SHARED               1087893             71532
D MCDONALDS CORP                 COM              58013510     35632   652973 SH      SHARED      01        517860      300   134813
D MCDONALDS CORP                 COM              58013510      7175   131500 SH      SHR/OTHR    01                          131500
D MCDONALDS CORP                 COM              58013510     24894   456192 SH      SHARED      02        436856             19336
D MCDONALDS CORP                 COM              58013510        25      460 SH      SHARED      04                             460
D MCDONALDS CORP                 COM              58013510     27205   498546 SH      SHARED      04        498546                  
D MCDONALDS CORP                 COM              58013510        32      600 SH      SHARED      05           600                  
D MCDONALDS CORP                 COM              58013510     11412   209142 SH      SHARED      06         87500            121642
D MCDONALDS CORP                 COM              58013510    183971  3371301 SH      SHARED      10       3075308            295993
D MCDONALDS CORP                 COM              58013510       436     8000 SH      SHARED      15                            8000
D MCDONALDS CORP                 COM              58013510      3847    70512 SH      SHARED      19                           70512
D MCDONALDS CORP                 COM              58013510      5872   107612 SH      SHARED      20         80461      200    26951
D MCDONALDS CORP                 COM              58013510      1812    33220 SH      SHR/OTHR    20                           33220
D MCDONALDS CORP                 COM              58013510      1077    19754 SH      SHARED      21         18353              1401
D MCDONALDS CORP                 COM              58013510       925    16965 SH      SHR/OTHR    21                           16965
D MCDONALDS CORP                 COM              58013510      1065    19525 SH      SHARED      22         16010              3515
D MCDONALDS CORP                 COM              58013510       480     8807 SH      SHR/OTHR    22                            8807
D MCDONALDS CORP                 COM              58013510      7243   132735 SH      SHARED      23        125320              7415
D MCDONALDS CORP                 COM              58013510     11739   215121 SH      SHR/OTHR    23                          215121
D MCDONALDS CORP                 COM              58013510       349     6400 SH      SHARED      24          6400                  
D MCG CAPITAL CORP               COM              58047P10        47    37029 SH      SHARED                 37029                  
D MCG CAPITAL CORP               COM              58047P10        14    11243 SH      SHARED      02         11243                  
D MCG CAPITAL CORP               COM              58047P10        53    41800 SH      SHARED      10         41800                  
D MCGRATH RENTCORP               COM              58058910         0       42 SH      SHARED                    42                  
D MCGRATH RENTCORP               COM              58058910        23     1500 SH      SHARED      01          1500                  
D MCGRATH RENTCORP               COM              58058910        40     2577 SH      SHARED      02          2516                61
D MCGRAW HILL COS INC            COM              58064510      2961   129484 SH      SHARED                129484                  
D MCGRAW HILL COS INC            COM              58064510      3245   141899 SH      SHARED      01        107589             34310
D MCGRAW HILL COS INC            COM              58064510       398    17423 SH      SHR/OTHR    01                           17423
D MCGRAW HILL COS INC            COM              58064510       368    16102 SH      SHARED      02         13110              2992
D MCGRAW HILL COS INC            COM              58064510       180     7900 SH      SHARED      04                            7900
D MCGRAW HILL COS INC            COM              58064510      1205    52700 SH      SHARED      04         52700                  
D MCGRAW HILL COS INC            COM              58064510         4      190 SH      SHARED      05           190                  
D MCGRAW HILL COS INC            COM              58064510       525    22970 SH      SHARED      06         12500             10470
D MCGRAW HILL COS INC            COM              58064510      6424   280906 SH      SHARED      10        265506             15400
D MCGRAW HILL COS INC            COM              58064510        22     1000 SH      SHARED      19                            1000
D MCGRAW HILL COS INC            COM              58064510       419    18355 SH      SHARED      20          6450             11905
D MCGRAW HILL COS INC            COM              58064510        26     1150 SH      SHR/OTHR    20                            1150
D MCGRAW HILL COS INC            COM              58064510       114     5001 SH      SHARED      21          5001                  
D MCGRAW HILL COS INC            COM              58064510        11      500 SH      SHR/OTHR    21                             500
D MCGRAW HILL COS INC            COM              58064510     16321   713644 SH      SHARED      22        540244            173400
D MCGRAW HILL COS INC            COM              58064510       258    11300 SH      SHR/OTHR    22                           11300
D MCGRAW HILL COS INC            COM              58064510       660    28891 SH      SHARED      23         28891                  
D MCGRAW HILL COS INC            COM              58064510     56545  2472462 SH      SHR/OTHR    23                         2472462
D MCKESSON CORP                  COM              58155Q10     12414   354308 SH      SHARED                337508             16800
D MCKESSON CORP                  COM              58155Q10      2918    83293 SH      SHARED      01         82493               800
D MCKESSON CORP                  COM              58155Q10      4058   115839 SH      SHARED      02        105648             10191
D MCKESSON CORP                  COM              58155Q10      2782    79415 SH      SHARED      04         79415                  
D MCKESSON CORP                  COM              58155Q10         5      148 SH      SHARED      05           148                  
D MCKESSON CORP                  COM              58155Q10       924    26390 SH      SHARED      06         16800              9590
D MCKESSON CORP                  COM              58155Q10     51760  1477169 SH      SHARED      10       1432369             44800
D MCMORAN EXPLORATION CO         COM              58241110       394    83916 SH      SHARED                 83916                  
D MCMORAN EXPLORATION CO         COM              58241110        32     7000 SH      SHARED      01          7000                  
D MCMORAN EXPLORATION CO         COM              58241110        46     9878 SH      SHARED      02          9878                  
D MCMORAN EXPLORATION CO         COM              58241110      4212   896200 SH      SHARED      10        896200                  
D MEAD JOHNSON NUTRITION CO      COM CL A         58283910       776    26911 SH      SHARED                 26911                  
D MEAD JOHNSON NUTRITION CO      COM CL A         58283910      1504    52100 SH      SHARED      04         52100                  
D MEADE INSTRUMENTS CORP         COM              58306210         0      436 SH      SHARED                   436                  
D MEADOWBROOK INS GROUP INC      COM              58319P10       362    59400 SH      SHARED                 59400                  
D MEADOWBROOK INS GROUP INC      COM              58319P10         7     1296 SH      SHARED      02          1296                  
D MEADWESTVACO CORP              COM              58333410      4679   390253 SH      SHARED                390253                  
D MEADWESTVACO CORP              COM              58333410       446    37205 SH      SHARED      01         37205                  
D MEADWESTVACO CORP              COM              58333410       810    67608 SH      SHARED      02         56270             11338
D MEADWESTVACO CORP              COM              58333410         1      118 SH      SHARED      04                             118
D MEADWESTVACO CORP              COM              58333410        19     1600 SH      SHARED      04          1600                  
D MEADWESTVACO CORP              COM              58333410         2      200 SH      SHARED      05           200                  
D MEADWESTVACO CORP              COM              58333410       150    12560 SH      SHARED      06          7650              4910
D MEADWESTVACO CORP              COM              58333410      1399   116733 SH      SHARED      10        116733                  
D MEADWESTVACO CORP              COM              58333410        13     1102 SH      SHR/OTHR    23                            1102
D MEASUREMENT SPECIALTIES INC    COM              58342110         1      337 SH      SHARED                   337                  
D MEASUREMENT SPECIALTIES INC    COM              58342110         1      374 SH      SHARED      02           374                  
D MECHANICAL TECHNOLOGY INC      COM NEW          58353820         0      131 SH      SHARED                   131                  
D MECHEL OAO                     SPONSORED ADR    58384010       250    60000 SH      SHARED                                   60000
D MECHEL OAO                     SPONSORED ADR    58384010      1925   461863 SH      SHARED                461863                  
D MECHEL OAO                     SPONSORED ADR    58384010        22     5500 SH      SHARED      02          5500                  
D MECHEL OAO                     SPONSORED ADR    58384010      4899  1175000 SH      SHARED      04       1175000                  
D MECHEL OAO                     SPONSORED ADR    58384010      4461  1070000 SH      SHARED      05       1070000                  
D MEDAREX INC                    COM              58391610      2099   409245 SH      SHARED                409245                  
D MEDAREX INC                    COM              58391610        72    14055 SH      SHARED      01         14055                  
D MEDAREX INC                    COM              58391610        51    10131 SH      SHARED      02         10131                  
D MEDAREX INC                    COM              58391610      1487   289926 SH      SHARED      04        289926                  
D MEDALLION FINL CORP            COM              58392810         2      350 SH      SHARED      02           350                  
D MEDALLION FINL CORP            COM              58392810        12     1700 SH      SHR/OTHR    23                            1700
D MEDCATH CORP                   COM              58404W10        27     3794 SH      SHARED                  3794                  
D MEDCATH CORP                   COM              58404W10        28     3944 SH      SHARED      02           944              3000
D MEDCATH CORP                   COM              58404W10         9     1300 SH      SHARED      10          1300                  
D MEDASSETS INC                  COM              58404510        45     3200 SH      SHARED                  3200                  
D MEDASSETS INC                  COM              58404510       621    43581 SH      SHARED      02         37927              5654
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      7901   191141 SH      SHARED                190611               530
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      6422   155356 SH      SHARED      01        147028              8328
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10        48     1178 SH      SHR/OTHR    01                            1178
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      2822    68278 SH      SHARED      02         59216              9062
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      6001   145182 SH      SHARED      04        145182                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10        11      270 SH      SHARED      05           270                  
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      1625    39320 SH      SHARED      06         22514             16806
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10     29864   722415 SH      SHARED      10        719715              2700
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         1       48 SH      SHARED      19                              48
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10         0        6 SH      SHARED      20                               6
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10       187     4542 SH      SHARED      22          3722               820
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      1528    36970 SH      SHARED      23         31970              5000
D MEDCO HEALTH SOLUTIONS INC     COM              58405U10      2098    50759 SH      SHR/OTHR    23                           50759
D MEDIA & ENTMT HOLDINGS INC     COM              58439W10       402    51509 SH      SHARED                 51509                  
D MEDIA & ENTMT HOLDINGS INC     COM              58439W10      3716   475900 SH      SHARED      02        475900                  
D MEDIA & ENTMT HOLDINGS INC     *W EXP 03/09/201 58439W11         0    19490 SH      SHARED                 19490                  
D MEDIA GEN INC                  CL A             58440410        19    10006 SH      SHARED                 10006                  
D MEDIA GEN INC                  CL A             58440410        15     8100 SH      SHARED      01          8100                  
D MEDIA GEN INC                  CL A             58440410         1      593 SH      SHARED      02           593                  
D MEDIALINK WORLDWIDE INC        COM              58445P10         0      157 SH      SHARED                   157                  
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K10        31     7900 SH      SHARED      01          7900                  
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K10        57    14224 SH      SHARED      02         14224                  
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K10       456   113200 SH      SHARED      10        113200                  
D MEDIA SCIENCES INTL INC        COM              58446X10         0      244 SH      SHARED                   244                  
D MEDIA SCIENCES INTL INC        COM              58446X10         4    10000 SH      SHR/OTHR    01                           10000
D MEDICAL ACTION INDS INC        COM              58449L10         2      244 SH      SHARED                   244                  
D MEDICAL ACTION INDS INC        COM              58449L10        12     1467 SH      SHARED      02          1467                  
D MEDICAL PPTYS TRUST INC        COM              58463J30       733   200833 SH      SHARED                200833                  
D MEDICAL PPTYS TRUST INC        COM              58463J30       104    28495 SH      SHARED                 28495                  
D MEDICAL PPTYS TRUST INC        COM              58463J30        71    19667 SH      SHARED      02          2776             16891
D MEDICAL PPTYS TRUST INC        COM              58463J30      2836   777172 SH      SHARED      10        777172                  
D MEDICAL PPTYS TRUST INC        COM              58463J30     29417  8059648 SH      SHARED      11       3615510           4444138
D MEDICINOVA INC                 COM NEW          58468P20         0      251 SH      SHARED                   251                  
D MEDICINES CO                   COM              58468810       708    65363 SH      SHARED                 65363                  
D MEDICINES CO                   COM              58468810       177    16392 SH      SHARED      02         16392                  
D MEDICINES CO                   COM              58468810       637    58800 SH      SHARED      04         58800                  
D MEDICINES CO                   COM              58468810       304    28100 SH      SHARED      10         22900              5200
D MEDICIS PHARMACEUTICAL CORP    NOTE  1.500% 6/0 584690AB        26    27000 PRN     SHARED      02         27000                  
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030        79     6426 SH      SHARED                  6426                  
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       218    17700 SH      SHARED      01                           17700
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       291    23580 SH      SHARED      02         20550              3030
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030       402    32500 SH      SHARED      10         20500             12000
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         58469030        14     1178 SH      SHARED      21          1178                  
D MEDIFAST INC                   COM              58470H10         1      370 SH      SHARED                   370                  
D MEDIFAST INC                   COM              58470H10         2      628 SH      SHARED      02           628                  
D MEDICIS PHARMACEUTICAL CORP    NOTE  2.500% 6/0 58470KAA       942  1192000 PRN     SHARED      02        947000            245000
D MEDIWARE INFORMATION SYS INC   COM              58494610         0      152 SH      SHARED                   152                  
D MEDQUIST INC                   COM              58494910         2      800 SH      SHARED      02           800                  
D MEDTOX SCIENTIFIC INC          COM NEW          58497720         0      100 SH      SHARED                   100                  
D MEDTOX SCIENTIFIC INC          COM NEW          58497720         1      225 SH      SHARED      02                             225
D MEDIS TECHNOLOGIES LTD         COM              58500P10        11    26359 SH      SHARED                 26359                  
D MEDIS TECHNOLOGIES LTD         COM              58500P10         0      819 SH      SHARED      02           819                  
D MEDIVATION INC                 COM              58501N10       314    17222 SH      SHARED                 17222                  
D MEDIVATION INC                 COM              58501N10        63     3500 SH      SHARED      01          3500                  
D MEDIVATION INC                 COM              58501N10        20     1139 SH      SHARED      02          1139                  
D MEDNAX INC                     COM              58502B10       156     5296 SH      SHARED                  5296                  
D MEDNAX INC                     COM              58502B10        83     2850 SH      SHARED      01          2850                  
D MEDNAX INC                     COM              58502B10       235     7998 SH      SHARED      02          7718               280
D MEDNAX INC                     COM              58502B10     24628   835700 SH      SHARED      10        835700                  
D MEDNAX INC                     COM              58502B10        24      845 SH      SHARED      21                             845
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL        89    95000 PRN     SHARED      01                           95000
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL     18820 20000000 PRN     SHARED      04      20000000                  
D MEDTRONIC INC                  NOTE  1.500% 4/1 585055AL     29970 31850000 PRN     SHARED      06      29600000           2250000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM      3182  3604000 PRN     SHARED      02       3577000             27000
D MEDTRONIC INC                  NOTE  1.625% 4/1 585055AM      3532  4000000 PRN     SHARED      06       4000000                  
D MEDTRONIC INC                  COM              58505510       219     7451 SH      SHARED                  1380              6071
D MEDTRONIC INC                  COM              58505510    112811  3828009 SH      SHARED               3794009             34000
D MEDTRONIC INC                  COM              58505510     17407   590684 SH      SHARED      01        478929      300   111455
D MEDTRONIC INC                  COM              58505510      2331    79106 SH      SHR/OTHR    01                           79106
D MEDTRONIC INC                  COM              58505510      3695   125406 SH      SHARED      02         93824             31582
D MEDTRONIC INC                  COM              58505510        12      409 SH      SHARED      04                             409
D MEDTRONIC INC                  COM              58505510    150912  5120875 SH      SHARED      04       5120875                  
D MEDTRONIC INC                  COM              58505510        18      620 SH      SHARED      05           620                  
D MEDTRONIC INC                  COM              58505510      3070   104202 SH      SHARED      06         66300             37902
D MEDTRONIC INC                  COM              58505510     45252  1535541 SH      SHARED      10       1511713             23828
D MEDTRONIC INC                  COM              58505510       736    25000 SH      SHARED      15                           25000
D MEDTRONIC INC                  COM              58505510      1806    61297 SH      SHARED      19                           61297
D MEDTRONIC INC                  COM              58505510      2028    68820 SH      SHARED      20         52695      125    16000
D MEDTRONIC INC                  COM              58505510       789    26779 SH      SHR/OTHR    20                           26779
D MEDTRONIC INC                  COM              58505510       392    13320 SH      SHARED      21         12100              1220
D MEDTRONIC INC                  COM              58505510        43     1483 SH      SHR/OTHR    21                            1483
D MEDTRONIC INC                  COM              58505510       207     7025 SH      SHARED      22          6250               775
D MEDTRONIC INC                  COM              58505510       135     4605 SH      SHR/OTHR    22                            4605
D MEDTRONIC INC                  COM              58505510      2265    76874 SH      SHARED      23         69659              7215
D MEDTRONIC INC                  COM              58505510      3276   111180 SH      SHR/OTHR    23                          111180
D MELCO CROWN ENTMT LTD          ADR              58546410       175    53510 SH      SHARED                 53510                  
D MELCO CROWN ENTMT LTD          ADR              58546410        64    19551 SH      SHARED      02                           19551
D MENS WEARHOUSE INC             COM              58711810      1784   117851 SH      SHARED                117851                  
D MENS WEARHOUSE INC             COM              58711810       102     6799 SH      SHARED      02          6799                  
D MENS WEARHOUSE INC             COM              58711810     15795  1043300 SH      SHARED      10       1043300                  
D MENTOR GRAPHICS CORP           FRNT         8/0 587200AD      2511  3000000 PRN     SHARED               3000000                  
D MENTOR GRAPHICS CORP           SDCV  6.250% 3/0 587200AF      5994  9000000 PRN     SHARED               9000000                  
D MENTOR GRAPHICS CORP           COM              58720010      1267   285431 SH      SHARED                285431                  
D MENTOR GRAPHICS CORP           COM              58720010       123    27800 SH      SHARED      01                           27800
D MENTOR GRAPHICS CORP           COM              58720010        10     2373 SH      SHARED      02          2373                  
D MENTOR GRAPHICS CORP           COM              58720010        53    12100 SH      SHARED      10         12100                  
D MERCADOLIBRE INC               COM              58733R10       399    21523 SH      SHARED                 21523                  
D MERCADOLIBRE INC               COM              58733R10        51     2800 SH      SHARED      01          2800                  
D MERCADOLIBRE INC               COM              58733R10        11      614 SH      SHARED      02           614                  
D MERCADOLIBRE INC               COM              58733R10       107     5800 SH      SHARED      10          5800                  
D MERCANTILE BANCORP INC ILL     COM              58734P10         1      169 SH      SHARED                   169                  
D MERCANTILE BANCORP INC ILL     COM              58734P10         0      100 SH      SHARED      02           100                  
D MERCANTILE BANK CORP           COM              58737610         1      233 SH      SHARED                   233                  
D MERCER INS GROUP INC           COM              58790210         2      145 SH      SHARED                   145                  
D MERCER INTL INC                COM              58805610         0      774 SH      SHARED      02           774                  
D MERCER INTL INC                COM              58805610         3     6000 SH      SHARED      10          6000                  
D MERCHANTS BANCSHARES           COM              58844810         2      127 SH      SHARED                   127                  
D MERCHANTS BANCSHARES           COM              58844810         4      265 SH      SHARED      02           265                  
D MERCK & CO INC                 COM              58933110       409    15306 SH      SHARED                   250             15056
D MERCK & CO INC                 COM              58933110     97507  3645152 SH      SHARED               3604668             40484
D MERCK & CO INC                 COM              58933110     21336   797637 SH      SHARED      01        582894            214743
D MERCK & CO INC                 COM              58933110       412    15425 SH      SHR/OTHR    01                           15425
D MERCK & CO INC                 COM              58933110      3695   138140 SH      SHARED      02         69862             68278
D MERCK & CO INC                 COM              58933110       368    13782 SH      SHARED      04                           13782
D MERCK & CO INC                 COM              58933110     39626  1481383 SH      SHARED      04       1481383                  
D MERCK & CO INC                 COM              58933110        30     1140 SH      SHARED      05          1140                  
D MERCK & CO INC                 COM              58933110      5367   200640 SH      SHARED      06        131126             69514
D MERCK & CO INC                 COM              58933110     63519  2374555 SH      SHARED      10       2288255             86300
D MERCK & CO INC                 COM              58933110         5      200 SH      SHARED      19                             200
D MERCK & CO INC                 COM              58933110      1932    72240 SH      SHARED      20         71010              1230
D MERCK & CO INC                 COM              58933110      1835    68625 SH      SHR/OTHR    20                           68625
D MERCK & CO INC                 COM              58933110       377    14120 SH      SHARED      21         14120                  
D MERCK & CO INC                 COM              58933110         3      140 SH      SHR/OTHR    21                             140
D MERCK & CO INC                 COM              58933110       214     8000 SH      SHARED      22                            8000
D MERCK & CO INC                 COM              58933110        37     1400 SH      SHR/OTHR    22                            1400
D MERCK & CO INC                 COM              58933110      6945   259628 SH      SHARED      23        256828              2800
D MERCK & CO INC                 COM              58933110      6064   226722 SH      SHR/OTHR    23                          226722
D MERCURY COMPUTER SYS           NOTE  2.000% 5/0 589378AB      1942  2000000 PRN     SHARED               2000000                  
D MERCURY COMPUTER SYS           COM              58937810        60    10946 SH      SHARED                 10946                  
D MERCURY COMPUTER SYS           COM              58937810        17     3157 SH      SHARED      02          3157                  
D MERCURY COMPUTER SYS           COM              58937810        29     5400 SH      SHARED      10          5400                  
D MERCURY GENL CORP NEW          COM              58940010      1421    47854 SH      SHARED                 47854                  
D MERCURY GENL CORP NEW          COM              58940010       350    11800 SH      SHARED      01                           11800
D MERCURY GENL CORP NEW          COM              58940010       308    10373 SH      SHARED      02         10373                  
D MEREDITH CORP                  COM              58943310       168    10152 SH      SHARED                 10152                  
D MEREDITH CORP                  COM              58943310        62     3749 SH      SHARED      01          3749                  
D MEREDITH CORP                  COM              58943310       569    34216 SH      SHARED      02         34216                  
D MEREDITH CORP                  COM              58943310         6      400 SH      SHARED      06           400                  
D MEREDITH CORP                  COM              58943310      1652    99296 SH      SHARED      10         99296                  
D MEREDITH CORP                  COM              58943310        25     1540 SH      SHARED      21                            1540
D MEREDITH CORP                  COM              58943310        26     1596 SH      SHR/OTHR    23                            1596
D MERGE HEALTHCARE INC           COM              58949910         1      826 SH      SHARED                   826                  
D MERGE HEALTHCARE INC           COM              58949910         2     1616 SH      SHARED      02          1616                  
D MERIDIAN BIOSCIENCE INC        COM              58958410        40     2260 SH      SHARED                  2260                  
D MERIDIAN BIOSCIENCE INC        COM              58958410       251    13869 SH      SHARED      02         13869                  
D MERIDIAN INTERSTAT BANCORP I   COM              58964Q10        28     3341 SH      SHARED                  3341                  
D MERIDIAN INTERSTAT BANCORP I   COM              58964Q10         2      266 SH      SHARED      02           266                  
D MERIDIAN RESOURCE CORP         COM              58977Q10         0      200 SH      SHARED                   200                  
D MERIDIAN RESOURCE CORP         COM              58977Q10         0     2001 SH      SHARED      02          2001                  
D MERIDIAN RESOURCE CORP         COM              58977Q10         2    14200 SH      SHARED      10         14200                  
D MERIT MED SYS INC              COM              58988910        40     3348 SH      SHARED                  3348                  
D MERIT MED SYS INC              COM              58988910         9      758 SH      SHARED      02           758                  
D MERIT MED SYS INC              COM              58988910       224    18400 SH      SHARED      10         18400                  
D MERITAGE HOMES CORP            COM              59001A10      2563   224515 SH      SHARED                224515                  
D MERITAGE HOMES CORP            COM              59001A10       105     9241 SH      SHARED      02          9241                  
D MERITAGE HOMES CORP            COM              59001A10        52     4600 SH      SHARED      10          4600                  
D MERIX CORP                     COM              59004910         0      532 SH      SHARED                   532                  
D MERRIMAN CURHAN FORD GROUP I   COM              59041810         0      297 SH      SHARED                   297                  
D MERRIMAN CURHAN FORD GROUP I   COM              59041810         0        1 SH      SHARED      02             1                  
D MERUELO MADDUX PROPERTIES IN   COM              59047310         0     1123 SH      SHARED      02          1123                  
D MESA AIR GROUP INC             COM              59047910         0     2086 SH      SHARED                  2086                  
D MESA AIR GROUP INC             COM              59047910      1357 10605092 SH      SHARED      02      10605092                  
D MESA LABS INC                  COM              59064R10         0       53 SH      SHARED                    53                  
D MESA RTY TR                    UNIT BEN INT     59066010        95     3645 SH      SHARED      02                            3645
D MESABI TR                      CTF BEN INT      59067210         1      144 SH      SHARED                   144                  
D MET PRO CORP                   COM              59087630         0       66 SH      SHARED                    66                  
D MET PRO CORP                   COM              59087630         3      390 SH      SHARED      02           390                  
D METABASIS THERAPEUTICS INC     COM              59101M10         0      500 SH      SHARED                   500                  
D METABOLIX INC                  COM              59101880        60     8890 SH      SHARED                  8890                  
D METABOLIX INC                  COM              59101880         3      492 SH      SHARED      02           492                  
D METABOLIX INC                  COM              59101880      1003   147100 SH      SHARED      10        147100                  
D METALICO INC                   COM              59117610       125    73917 SH      SHARED                 73917                  
D METALICO INC                   COM              59117610         1      732 SH      SHARED      02           732                  
D METALLINE MINING INC           COM              59125710         0     1307 SH      SHARED                  1307                  
D METAVANTE TECHNOLOGIES INC     COM              59140710       269    13513 SH      SHARED                 13513                  
D METAVANTE TECHNOLOGIES INC     COM              59140710       876    43910 SH      SHARED      01         14100             29810
D METAVANTE TECHNOLOGIES INC     COM              59140710        39     1989 SH      SHARED      02          1156               833
D METAVANTE TECHNOLOGIES INC     COM              59140710         8      413 SH      SHARED      20                             413
D METAVANTE TECHNOLOGIES INC     COM              59140710         7      370 SH      SHARED      21                             370
D METHANEX CORP                  COM              59151K10      2122   271744 SH      SHARED                271744                  
D METHANEX CORP                  COM              59151K10        33     4300 SH      SHARED      02          4300                  
D METHANEX CORP                  COM              59151K10       228    29200 SH      SHARED      06         29200                  
D METHODE ELECTRS INC            COM              59152020         0       23 SH      SHARED                    23                  
D METHODE ELECTRS INC            COM              59152020        13     3902 SH      SHARED      02          3851                51
D METHODE ELECTRS INC            COM              59152020        30     8500 SH      SHARED      10          8500                  
D METLIFE INC                    COM              59156R10     31946  1403028 SH      SHARED               1403028                  
D METLIFE INC                    COM              59156R10      4444   195200 SH      SHARED      01        195200                  
D METLIFE INC                    COM              59156R10       592    26043 SH      SHARED      02         22933              3110
D METLIFE INC                    COM              59156R10        29     1300 SH      SHARED      04          1300                  
D METLIFE INC                    COM              59156R10         9      430 SH      SHARED      05           430                  
D METLIFE INC                    COM              59156R10      1710    75140 SH      SHARED      06         49000             26140
D METLIFE INC                    COM              59156R10     10384   456074 SH      SHARED      10        451974              4100
D METLIFE INC                    COM              59156R10       103     4530 SH      SHARED      21          4530                  
D METROCORP BANCSHARES INC       COM              59165010        33    11877 SH      SHARED                 11877                  
D METROPCS COMMUNICATIONS INC    COM              59170810      1544    90439 SH      SHARED                 90439                  
D METROPCS COMMUNICATIONS INC    COM              59170810      2107   123400 SH      SHARED      01        123400                  
D METROPCS COMMUNICATIONS INC    COM              59170810       261    15333 SH      SHARED      02         15333                  
D METROPCS COMMUNICATIONS INC    COM              59170810        17     1000 SH      SHARED      04          1000                  
D METROPCS COMMUNICATIONS INC    COM              59170810       992    58100 SH      SHARED      05         58100                  
D METROPCS COMMUNICATIONS INC    COM              59170810        52     3100 SH      SHARED      06          1100              2000
D METROPCS COMMUNICATIONS INC    COM              59170810       683    40040 SH      SHARED      10         40040                  
D METROPOLITAN HEALTH NETWORKS   COM              59214210         1      930 SH      SHARED                   930                  
D METROPOLITAN HEALTH NETWORKS   COM              59214210         3     2249 SH      SHARED      02          2249                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810       188     3675 SH      SHARED                  3675                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810      3475    67717 SH      SHARED      01         36720             30997
D METTLER TOLEDO INTERNATIONAL   COM              59268810       434     8457 SH      SHR/OTHR    01                            8457
D METTLER TOLEDO INTERNATIONAL   COM              59268810       197     3841 SH      SHARED      02          3841                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810         2       44 SH      SHARED      04                              44
D METTLER TOLEDO INTERNATIONAL   COM              59268810      2217    43200 SH      SHARED      04         43200                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810        20      400 SH      SHARED      06           400                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810     13444   261922 SH      SHARED      10        260812              1110
D METTLER TOLEDO INTERNATIONAL   COM              59268810      1604    31261 SH      SHARED      20         26266      100     4895
D METTLER TOLEDO INTERNATIONAL   COM              59268810       255     4975 SH      SHR/OTHR    20                            4975
D METTLER TOLEDO INTERNATIONAL   COM              59268810         5      100 SH      SHARED      21           100                  
D METTLER TOLEDO INTERNATIONAL   COM              59268810        25      500 SH      SHR/OTHR    21                             500
D METTLER TOLEDO INTERNATIONAL   COM              59268810       143     2800 SH      SHARED      22          2725                75
D METTLER TOLEDO INTERNATIONAL   COM              59268810       113     2220 SH      SHR/OTHR    22                            2220
D METTLER TOLEDO INTERNATIONAL   COM              59268810       647    12615 SH      SHARED      23         12255               360
D METTLER TOLEDO INTERNATIONAL   COM              59268810       445     8685 SH      SHR/OTHR    23                            8685
D MEXICO FD INC                  COM              59283510         8      650 SH      SHARED      02                             650
D MICREL INC                     COM              59479310       393    55908 SH      SHARED                 55908                  
D MICREL INC                     COM              59479310        72    10234 SH      SHARED      02         10234                  
D MICROS SYS INC                 COM              59490110       112     6000 SH      SHARED                  6000                  
D MICROS SYS INC                 COM              59490110        89     4795 SH      SHARED                  4795                  
D MICROS SYS INC                 COM              59490110        50     2700 SH      SHARED      01          2700                  
D MICROS SYS INC                 COM              59490110        62     3318 SH      SHARED      02          3318                  
D MICROS SYS INC                 COM              59490110       161     8600 SH      SHARED      10          4300              4300
D MICROS SYS INC                 COM              59490110        58     3118 SH      SHARED      21                            3118
D MICROSOFT CORP                 COM              59491810      6839   372311 SH      SHARED                175287            197024
D MICROSOFT CORP                 COM              59491810    279300 15204147 SH      SHARED              14901898            302249
D MICROSOFT CORP                 COM              59491810     24719  1345662 SH      SHARED      01        867008     2000   476654
D MICROSOFT CORP                 COM              59491810      9733   529835 SH      SHR/OTHR    01                          529835
D MICROSOFT CORP                 COM              59491810    124331  6768168 SH      SHARED      02       6533916            234252
D MICROSOFT CORP                 COM              59491810        20     1118 SH      SHARED      04                            1118
D MICROSOFT CORP                 COM              59491810    125483  6830917 SH      SHARED      04       6830917                  
D MICROSOFT CORP                 COM              59491810      1797    97870 SH      SHARED      05         97870                  
D MICROSOFT CORP                 COM              59491810     42701  2324510 SH      SHARED      06       1325950            998560
D MICROSOFT CORP                 COM              59491810    342352 18636464 SH      SHARED      10      17706352            930125
D MICROSOFT CORP                 COM              59491810       541    29500 SH      SHARED      15                           29500
D MICROSOFT CORP                 COM              59491810      2106   114645 SH      SHARED      19                          114645
D MICROSOFT CORP                 COM              59491810      4422   240719 SH      SHARED      20        142507      305    97907
D MICROSOFT CORP                 COM              59491810      2117   115295 SH      SHR/OTHR    20                          115295
D MICROSOFT CORP                 COM              59491810      2034   110773 SH      SHARED      21         86888             23885
D MICROSOFT CORP                 COM              59491810       354    19283 SH      SHR/OTHR    21                           19283
D MICROSOFT CORP                 COM              59491810      1134    61750 SH      SHARED      22         46780             14970
D MICROSOFT CORP                 COM              59491810       554    30204 SH      SHR/OTHR    22                           30204
D MICROSOFT CORP                 COM              59491810      7304   397625 SH      SHARED      23        352595             45030
D MICROSOFT CORP                 COM              59491810     10105   550111 SH      SHR/OTHR    23                          550111
D MICROSOFT CORP                 COM              59491810       352    19200 SH      SHARED      24         19200                  
D MICROVISION INC DEL            COM              59496010        21    16291 SH      SHARED                 16291                  
D MICROVISION INC DEL            COM              59496010        17    13500 SH      SHARED      01         13500                  
D MICROVISION INC DEL            COM              59496010         2     1765 SH      SHARED      02          1765                  
D MICROSTRATEGY INC              CL A NEW         59497240       412    12069 SH      SHARED                 12069                  
D MICROSTRATEGY INC              CL A NEW         59497240       354    10379 SH      SHARED      02         10379                  
D MICROSTRATEGY INC              CL A NEW         59497240       225     6600 SH      SHARED      10          6600                  
D MICROCHIP TECHNOLOGY INC       SDCV  2.125%12/1 595017AB      1792  2500000 PRN     SHARED      02       2500000                  
D MICROCHIP TECHNOLOGY INC       COM              59501710       307    14533 SH      SHARED                                   14533
D MICROCHIP TECHNOLOGY INC       COM              59501710      6117   288695 SH      SHARED                288695                  
D MICROCHIP TECHNOLOGY INC       COM              59501710       779    36800 SH      SHARED      01         36800                  
D MICROCHIP TECHNOLOGY INC       COM              59501710        52     2500 SH      SHR/OTHR    01                            2500
D MICROCHIP TECHNOLOGY INC       COM              59501710       337    15916 SH      SHARED      02         15916                  
D MICROCHIP TECHNOLOGY INC       COM              59501710     18721   883513 SH      SHARED      04        883513                  
D MICROCHIP TECHNOLOGY INC       COM              59501710      5129   242060 SH      SHARED      06        111650            130410
D MICROCHIP TECHNOLOGY INC       COM              59501710      7366   347625 SH      SHARED      10        347625                  
D MICROCHIP TECHNOLOGY INC       COM              59501710         7      350 SH      SHR/OTHR    23                             350
D MICROFINANCIAL INC             COM              59507210         0      262 SH      SHARED                   262                  
D MICROMET INC                   COM              59509C10         1      482 SH      SHARED                   482                  
D MICROMET INC                   COM              59509C10         5     1803 SH      SHARED      02          1803                  
D MICRON TECHNOLOGY INC          COM              59511210      2979   733923 SH      SHARED                733923                  
D MICRON TECHNOLOGY INC          COM              59511210       770   189870 SH      SHARED      01        189870                  
D MICRON TECHNOLOGY INC          COM              59511210       389    96052 SH      SHARED      02         96052                  
D MICRON TECHNOLOGY INC          COM              59511210         2      550 SH      SHARED      05           550                  
D MICRON TECHNOLOGY INC          COM              59511210       176    43580 SH      SHARED      06         25400             18180
D MICRON TECHNOLOGY INC          COM              59511210      1310   322670 SH      SHARED      10        314470              8200
D MICRONETICS INC DEL            COM              59512510         0      121 SH      SHARED                   121                  
D MICROSEMI CORP                 COM              59513710       710    61229 SH      SHARED                 61229                  
D MICROSEMI CORP                 COM              59513710        17     1500 SH      SHARED      01          1500                  
D MICROSEMI CORP                 COM              59513710        96     8276 SH      SHARED      02          8276                  
D MICROSEMI CORP                 COM              59513710      4316   372100 SH      SHARED      10        367800              4300
D MICROSEMI CORP                 COM              59513710        49     4237 SH      SHARED      21                            4237
D MICROTUNE INC DEL              COM              59514P10         4     2700 SH      SHARED                  2700                  
D MICROTUNE INC DEL              COM              59514P10         4     2353 SH      SHARED      02          2353                  
D MICRUS ENDOVASCULAR CORP       COM              59518V10         1      200 SH      SHARED                   200                  
D MICRUS ENDOVASCULAR CORP       COM              59518V10         2      464 SH      SHARED      02           464                  
D MID-AMER APT CMNTYS INC        COM              59522J10        23      749 SH      SHARED                   749                  
D MID-AMER APT CMNTYS INC        COM              59522J10        46     1500 SH      SHARED      01          1500                  
D MID-AMER APT CMNTYS INC        COM              59522J10       189     6139 SH      SHARED      02          6139                  
D MID-AMER APT CMNTYS INC        COM              59522J10       292     9500 SH      SHARED      10          9500                  
D MIDAS GROUP INC                COM              59562610         1      232 SH      SHARED                   232                  
D MIDAS GROUP INC                COM              59562610         6      832 SH      SHARED      02           832                  
D MIDCAP SPDR TR                 UNIT SER 1       59563510      1514    17101 SH      SHARED                 17101                  
D MIDCAP SPDR TR                 UNIT SER 1       59563510      8963   101183 SH      SHARED      02         91800              9383
D MIDCAP SPDR TR                 UNIT SER 1       59563510     10448   117943 SH      SHARED      10        117943                  
D MIDCAP SPDR TR                 UNIT SER 1       59563510      2958    33390 SH      SHARED      20         28200              5190
D MIDCAP SPDR TR                 UNIT SER 1       59563510       651     7355 SH      SHR/OTHR    23                            7355
D MIDDLEBROOK PHARMACEUTICAL I   COM              59608710         1     1208 SH      SHARED      02          1208                  
D MIDDLEBURG FINANCIAL CORP      COM              59609410         1      106 SH      SHARED                   106                  
D MIDDLEBY CORP                  COM              59627810       436    13465 SH      SHARED                 13465                  
D MIDDLEBY CORP                  COM              59627810       158     4899 SH      SHARED      02          4899                  
D MIDDLEBY CORP                  COM              59627810       132     4100 SH      SHARED      10          4100                  
D MIDDLESEX WATER CO             COM              59668010         4      315 SH      SHARED      02           315                  
D MIDDLESEX WATER CO             COM              59668010       253    17600 SH      SHARED      10          8800              8800
D MIDSOUTH BANCORP INC           COM              59803910         1      145 SH      SHARED                   145                  
D MIDSOUTH BANCORP INC           COM              59803910         1      100 SH      SHARED      02           100                  
D MIDWEST BANC HOLDINGS INC      COM              59825110         7     7089 SH      SHARED                  7089                  
D MIDWEST BANC HOLDINGS INC      COM              59825110         0      570 SH      SHARED      02           570                  
D MIDWEST BANC HOLDINGS INC      COM              59825110         5     5700 SH      SHARED      10          5700                  
D MIDWESTONE FINL GROUP INC NE   COM              59851110         1      200 SH      SHARED                   200                  
D MILLER HERMAN INC              COM              60054410       241    22697 SH      SHARED                 22697                  
D MILLER HERMAN INC              COM              60054410       189    17800 SH      SHARED      01                           17800
D MILLER HERMAN INC              COM              60054410       149    14006 SH      SHARED      02         14006                  
D MILLER HERMAN INC              COM              60054410        53     5000 SH      SHARED      10          5000                  
D MILLER INDS INC TENN           COM NEW          60055120         1      279 SH      SHARED                   279                  
D MILLER INDS INC TENN           COM NEW          60055120         1      200 SH      SHARED      02           200                  
D MILLIPORE CORP                 COM              60107310        20      351 SH      SHARED                   351                  
D MILLIPORE CORP                 COM              60107310      6562   114311 SH      SHARED                114311                  
D MILLIPORE CORP                 COM              60107310       745    12981 SH      SHARED      01         12981                  
D MILLIPORE CORP                 COM              60107310       845    14736 SH      SHARED      02         12736              2000
D MILLIPORE CORP                 COM              60107310       163     2850 SH      SHARED      06          1650              1200
D MILLIPORE CORP                 COM              60107310      1152    20082 SH      SHARED      10         20082                  
D MILLIPORE CORP                 COM              60107310        37      650 SH      SHR/OTHR    20                             650
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510       173     9389 SH      SHARED                  9389                  
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510         3      200 SH      SHARED      02           200                  
D MINDRAY MEDICAL INTL LTD       SPON ADR         60267510        24     1300 SH      SHARED      04          1300                  
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         0       87 SH      SHARED                    87                  
D MINDSPEED TECHNOLOGIES INC     COM NEW          60268220         0      706 SH      SHARED      01           706                  
D MINE SAFETY APPLIANCES CO      COM              60272010       168     8422 SH      SHARED                  8422                  
D MINE SAFETY APPLIANCES CO      COM              60272010       178     8900 SH      SHARED      01                            8900
D MINE SAFETY APPLIANCES CO      COM              60272010       149     7472 SH      SHARED      02          7472                  
D MINE SAFETY APPLIANCES CO      COM              60272010        82     4100 SH      SHARED      10          4100                  
D MINEFINDERS LTD                COM              60290010       770   100000 SH      SHARED      04        100000                  
D MINERALS TECHNOLOGIES INC      COM              60315810       651    20325 SH      SHARED                 20325                  
D MINERALS TECHNOLOGIES INC      COM              60315810       189     5900 SH      SHARED      01                            5900
D MINERALS TECHNOLOGIES INC      COM              60315810       634    19797 SH      SHARED      02         16717              3080
D MINERALS TECHNOLOGIES INC      COM              60315810       525    16400 SH      SHARED      10         16400                  
D MINES MGMT INC                 COM              60343210         1      580 SH      SHARED                   580                  
D MIPS TECHNOLOGIES INC          COM              60456710        99    33793 SH      SHARED                 33793                  
D MIPS TECHNOLOGIES INC          COM              60456710         0       27 SH      SHARED      01                              27
D MIPS TECHNOLOGIES INC          COM              60456710         3     1141 SH      SHARED      02          1141                  
D MIRANT CORP NEW                COM              60467R10      1126    98802 SH      SHARED                 64569             34233
D MIRANT CORP NEW                COM              60467R10      1178   103400 SH      SHARED      01        102300              1100
D MIRANT CORP NEW                COM              60467R10      2797   245409 SH      SHARED      02        235409             10000
D MIRANT CORP NEW                COM              60467R10        12     1100 SH      SHARED      04          1100                  
D MIRANT CORP NEW                COM              60467R10       291    25600 SH      SHARED      06         22900              2700
D MIRANT CORP NEW                COM              60467R10     21014  1843348 SH      SHARED      10       1723248            120100
D MIRANT CORP NEW                COM              60467R10        20     1800 SH      SHARED      19                            1800
D MIRANT CORP NEW                COM              60467R10        66     5800 SH      SHARED      23          1800              4000
D MIRANT CORP NEW                *W EXP 01/03/201 60467R11         0       52 SH      SHARED                    52                  
D MIRANT CORP NEW                *W EXP 01/03/201 60467R11        52    65003 SH      SHARED      02         65000                 3
D MISONIX INC                    COM              60487110         0      157 SH      SHARED                   157                  
D MISSION WEST PPTYS INC         COM              60520310         8     1400 SH      SHARED                  1400                  
D MISSION WEST PPTYS INC         COM              60520310         3      508 SH      SHARED      02           508                  
D MITCHAM INDS INC               COM              60650110        63    16550 SH      SHARED      02           250             16300
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210       125    25517 SH      SHARED                 25517                  
D MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    60682210        54    11000 SH      SHARED      02         10500               500
D MITSUI & CO LTD                ADR              60682720         4       24 SH      SHARED                    24                  
D MITSUI & CO LTD                ADR              60682720        20      100 SH      SHARED      02           100                  
D MIZUHO FINL GROUP INC          SPONSORED ADR    60687Y10       268    68402 SH      SHARED                 68402                  
D MIZUHO FINL GROUP INC          SPONSORED ADR    60687Y10        21     5500 SH      SHARED      02          5500                  
D MKTG INC                       COM              60688K10         0      143 SH      SHARED                   143                  
D MOBILE MINI INC                COM              60740F10         0       82 SH      SHARED                    82                  
D MOBILE MINI INC                COM              60740F10         4      350 SH      SHARED      01           350                  
D MOBILE MINI INC                COM              60740F10        43     3735 SH      SHARED      02          1857              1878
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      2764    92400 SH      SHARED                                   92400
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     25463   851067 SH      SHARED                851067                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910        74     2500 SH      SHARED      01          2500                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910        93     3117 SH      SHARED      02          3117                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     42371  1416150 SH      SHARED      04       1416150                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     25282   845000 SH      SHARED      05        845000                  
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910      6432   215000 SH      SHARED      06                          215000
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910     18834   629483 SH      SHARED      10        500383            129100
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910       104     3500 SH      SHARED      15                            3500
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    60740910       110     3700 SH      SHARED      24          3700                  
D MOCON INC                      COM              60749410         1      135 SH      SHARED                   135                  
D MODINE MFG CO                  COM              60782810         0      225 SH      SHARED                   225                  
D MODINE MFG CO                  COM              60782810        24     9656 SH      SHARED      02          9656                  
D MODINE MFG CO                  COM              60782810        20     8000 SH      SHARED      10          8000                  
D MODINE MFG CO                  COM              60782810         2     1000 SH      SHARED      23                            1000
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10        10     4200 SH      SHARED                  4200                  
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         4     1894 SH      SHARED      02          1894                  
D MODUSLINK GLOBAL SOLUTIONS I   COM              60786L10         0       70 SH      SHARED      20            70                  
D MOHAWK INDS INC                COM              60819010       686    22989 SH      SHARED                 22989                  
D MOHAWK INDS INC                COM              60819010       860    28800 SH      SHARED      01          9800             19000
D MOHAWK INDS INC                COM              60819010       129     4321 SH      SHARED      02          4321                  
D MOHAWK INDS INC                COM              60819010        10      360 SH      SHARED      06           100               260
D MOHAWK INDS INC                COM              60819010       259     8700 SH      SHARED      10          8700                  
D MOLECULAR INSIGHT PHARM INC    COM              60852M10         2      697 SH      SHARED                   697                  
D MOLECULAR INSIGHT PHARM INC    COM              60852M10         1      399 SH      SHARED      02           399                  
D MOLINA HEALTHCARE INC          NOTE  3.750%10/0 60855RAA        21    32000 PRN     SHARED      02         32000                  
D MOLINA HEALTHCARE INC          COM              60855R10       436    22929 SH      SHARED                 22929                  
D MOLINA HEALTHCARE INC          COM              60855R10       399    21021 SH      SHARED      02         20978                43
D MOLINA HEALTHCARE INC          COM              60855R10       157     8300 SH      SHARED      10          8300                  
D MOLEX INC                      COM              60855410       242    17638 SH      SHARED                 17638                  
D MOLEX INC                      COM              60855410         9      700 SH      SHARED      01           700                  
D MOLEX INC                      COM              60855410       194    14124 SH      SHARED      02         14124                  
D MOLEX INC                      COM              60855410        86     6300 SH      SHARED      06          4000              2300
D MOLEX INC                      COM              60855410      2478   180377 SH      SHARED      10        180377                  
D MOLEX INC                      CL A             60855420         0       59 SH      SHARED                    59                  
D MOLEX INC                      CL A             60855420         2      216 SH      SHARED      02                             216
D MOLEX INC                      CL A             60855420       507    40112 SH      SHARED      10         40112                  
D MOLEX INC                      CL A             60855420        29     2342 SH      SHARED      23          2342                  
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA        10    10000 PRN     SHARED      02                           10000
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA     10170 10000000 PRN     SHARED      04      10000000                  
D MOLSON COORS BREWING CO        NOTE  2.500% 7/3 60871RAA      8644  8500000 PRN     SHARED      06       8500000                  
D MOLSON COORS BREWING CO        CL B             60871R20      6701   195481 SH      SHARED                195481                  
D MOLSON COORS BREWING CO        CL B             60871R20      1314    38350 SH      SHARED      01         38350                  
D MOLSON COORS BREWING CO        CL B             60871R20         9      280 SH      SHR/OTHR    01                             280
D MOLSON COORS BREWING CO        CL B             60871R20      1257    36672 SH      SHARED      02         36672                  
D MOLSON COORS BREWING CO        CL B             60871R20      1371    40000 SH      SHARED      04         40000                  
D MOLSON COORS BREWING CO        CL B             60871R20      3016    88000 SH      SHARED      06         24100             63900
D MOLSON COORS BREWING CO        CL B             60871R20      7546   220136 SH      SHARED      10        220136                  
D MOLSON COORS BREWING CO        CL B             60871R20       130     3800 SH      SHARED      23          3800                  
D MOLSON COORS BREWING CO        CL B             60871R20         5      150 SH      SHR/OTHR    23                             150
D MOMENTA PHARMACEUTICALS INC    COM              60877T10         0       16 SH      SHARED                    16                  
D MOMENTA PHARMACEUTICALS INC    COM              60877T10        36     3300 SH      SHARED      01          3300                  
D MOMENTA PHARMACEUTICALS INC    COM              60877T10      2708   246026 SH      SHARED      02          2619            243407
D MONARCH CASINO & RESORT INC    COM              60902710         8     1572 SH      SHARED                  1572                  
D MONARCH CASINO & RESORT INC    COM              60902710         8     1611 SH      SHARED      02          1611                  
D MONARCH FINANCIAL HOLDINGS I   COM              60907Q10         0      155 SH      SHARED                   155                  
D MONEYGRAM INTL INC             COM              60935Y10       101    86259 SH      SHARED                 86259                  
D MONEYGRAM INTL INC             COM              60935Y10         7     6445 SH      SHARED      02          6445                  
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010         2      448 SH      SHARED      02           448                  
D MONMOUTH REAL ESTATE INVT CO   CL A             60972010       249    37800 SH      SHARED      10         18900             18900
D MONOGRAM BIOSCIENCES INC       COM NEW          60975U20         0        1 SH      SHARED                     1                  
D MONOGRAM BIOSCIENCES INC       COM NEW          60975U20       124    49085 SH      SHARED      02           336             48749
D MONOLITHIC PWR SYS INC         COM              60983910       340    21975 SH      SHARED                 21975                  
D MONOLITHIC PWR SYS INC         COM              60983910         9      609 SH      SHARED      02           609                  
D MONOLITHIC PWR SYS INC         COM              60983910        38     2500 SH      SHARED      04          2500                  
D MONOLITHIC PWR SYS INC         COM              60983910      1604   103500 SH      SHARED      10        103500                  
D MONOLITHIC PWR SYS INC         COM              60983910        16     1065 SH      SHARED      21          1065                  
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10        89    23844 SH      SHARED                 23844                  
D MONOTYPE IMAGING HOLDINGS IN   COM              61022P10         1      390 SH      SHARED      02           390                  
D MONRO MUFFLER BRAKE INC        COM              61023610       296    10847 SH      SHARED                 10847                  
D MONRO MUFFLER BRAKE INC        COM              61023610         5      187 SH      SHARED      01           187                  
D MONRO MUFFLER BRAKE INC        COM              61023610        11      421 SH      SHARED      02           421                  
D MONSANTO CO NEW                COM              61166W10       445     5360 SH      SHARED                  1171              4189
D MONSANTO CO NEW                COM              61166W10     35664   429177 SH      SHARED                411352             17825
D MONSANTO CO NEW                COM              61166W10     41891   504112 SH      SHARED      01        300281      200   203631
D MONSANTO CO NEW                COM              61166W10     10409   125260 SH      SHR/OTHR    01                          125260
D MONSANTO CO NEW                COM              61166W10     13041   156934 SH      SHARED      02        154981              1953
D MONSANTO CO NEW                COM              61166W10        22      267 SH      SHARED      04                             267
D MONSANTO CO NEW                COM              61166W10     93591  1126249 SH      SHARED      04       1126249                  
D MONSANTO CO NEW                COM              61166W10     38066   458085 SH      SHARED      05        458085                  
D MONSANTO CO NEW                COM              61166W10      7254    87299 SH      SHARED      06         21256             66043
D MONSANTO CO NEW                COM              61166W10    133740  1609389 SH      SHARED      10       1501410            107979
D MONSANTO CO NEW                COM              61166W10      3326    40034 SH      SHARED      19                           40034
D MONSANTO CO NEW                COM              61166W10      7545    90806 SH      SHARED      20         69397      135    21274
D MONSANTO CO NEW                COM              61166W10      1646    19810 SH      SHR/OTHR    20                           19810
D MONSANTO CO NEW                COM              61166W10      1897    22830 SH      SHARED      21         11400             11430
D MONSANTO CO NEW                COM              61166W10       595     7165 SH      SHR/OTHR    21                            7165
D MONSANTO CO NEW                COM              61166W10      2443    29409 SH      SHARED      22         22471              6938
D MONSANTO CO NEW                COM              61166W10       774     9320 SH      SHR/OTHR    22                            9320
D MONSANTO CO NEW                COM              61166W10     13210   158968 SH      SHARED      23        142213             16755
D MONSANTO CO NEW                COM              61166W10     16099   193738 SH      SHR/OTHR    23                          193738
D MONSTER WORLDWIDE INC          COM              61174210      1183   145200 SH      SHARED                                  145200
D MONSTER WORLDWIDE INC          COM              61174210      1511   185513 SH      SHARED                185513                  
D MONSTER WORLDWIDE INC          COM              61174210       146    18025 SH      SHARED      01         18025                  
D MONSTER WORLDWIDE INC          COM              61174210        31     3863 SH      SHARED      02          3863                  
D MONSTER WORLDWIDE INC          COM              61174210       555    68200 SH      SHARED      04         68200                  
D MONSTER WORLDWIDE INC          COM              61174210        46     5650 SH      SHARED      06          2650              3000
D MONSTER WORLDWIDE INC          COM              61174210     25600  3141165 SH      SHARED      10       2421665            719500
D MONSTER WORLDWIDE INC          COM              61174210       151    18600 SH      SHARED      15                           18600
D MONSTER WORLDWIDE INC          COM              61174210       155    19100 SH      SHARED      24         19100                  
D MONTEREY GOURMET FOODS INC     COM              61257010         0      460 SH      SHARED                   460                  
D MONTGOMERY STR INCOME SECS I   COM              61411510       369    27500 SH      SHARED      20         14500             13000
D MONTGOMERY STR INCOME SECS I   COM              61411510        29     2170 SH      SHR/OTHR    20                            2170
D MOODYS CORP                    COM              61536910      4684   204382 SH      SHARED                204382                  
D MOODYS CORP                    COM              61536910      5208   227244 SH      SHARED      01        193724             33520
D MOODYS CORP                    COM              61536910       279    12176 SH      SHARED      02         12176                  
D MOODYS CORP                    COM              61536910        66     2900 SH      SHARED      04          2900                  
D MOODYS CORP                    COM              61536910         3      140 SH      SHARED      05           140                  
D MOODYS CORP                    COM              61536910       370    16180 SH      SHARED      06         10050              6130
D MOODYS CORP                    COM              61536910      2820   123064 SH      SHARED      10        123064                  
D MOODYS CORP                    COM              61536910        30     1350 SH      SHR/OTHR    20                            1350
D MOODYS CORP                    COM              61536910        89     3900 SH      SHARED      23          3900                  
D MOODYS CORP                    COM              61536910       166     7250 SH      SHR/OTHR    23                            7250
D MOOG INC                       CL A             61539420        15      690 SH      SHARED                   690                  
D MOOG INC                       CL A             61539420        99     4338 SH      SHARED      02          4338                  
D MOOG INC                       CL A             61539420       425    18600 SH      SHARED      10         18600                  
D MOOG INC                       CL B             61539430         0        8 SH      SHARED                     8                  
D MORGAN STANLEY EASTN EUR FD    COM              61698810         7      900 SH      SHARED      02                             900
D MORGAN STANLEY EMER MKTS DEB   COM              61744H10        71    10000 SH      SHARED                 10000                  
D MORGAN STANLEY EMER MKTS DEB   COM              61744H10         7     1000 SH      SHARED      02                            1000
D MORGAN STANLEY                 COM NEW          61744644         4      210 SH      SHARED                   210                  
D MORGAN STANLEY                 COM NEW          61744644     37510  1647386 SH      SHARED               1628286             19100
D MORGAN STANLEY                 COM NEW          61744644      6389   280623 SH      SHARED      01        273456              7167
D MORGAN STANLEY                 COM NEW          61744644     14846   652015 SH      SHARED      02        644903              7112
D MORGAN STANLEY                 COM NEW          61744644      5344   234731 SH      SHARED      04        234731                  
D MORGAN STANLEY                 COM NEW          61744644      2290   100580 SH      SHARED      05        100580                  
D MORGAN STANLEY                 COM NEW          61744644      2200    96643 SH      SHARED      06         63200             33443
D MORGAN STANLEY                 COM NEW          61744644     12128   532633 SH      SHARED      10        525133              7500
D MORGAN STANLEY                 COM NEW          61744644        26     1165 SH      SHARED      20                            1165
D MORGAN STANLEY                 COM NEW          61744644        21      960 SH      SHR/OTHR    20                             960
D MORGAN STANLEY                 COM NEW          61744644        15      670 SH      SHARED      21           670                  
D MORGAN STANLEY                 COM NEW          61744644        32     1431 SH      SHARED      23          1431                  
D MORGAN STANLEY                 COM NEW          61744644       762    33496 SH      SHR/OTHR    23                           33496
D MORGAN STANLEY INDIA INVS FD   COM              61745C10        12      993 SH      SHARED                   993                  
D MORGAN STANLEY INDIA INVS FD   COM              61745C10         1      100 SH      SHARED                   100                  
D MORGAN STANLEY INDIA INVS FD   COM              61745C10        97     8014 SH      SHARED      02           600              7414
D MORGAN STANLEY INDIA INVS FD   COM              61745C10       357    29363 SH      SHARED      10         29363                  
D MORGAN STANLEY                 QULTY MUN SECS   61745P58       131    12000 SH      SHARED      02                           12000
D MORGAN STANLEY                 INSD MUN INCM    61745P79        82     7000 SH      SHARED      02                            7000
D MORGAN STANLEY CHINA A SH FD   COM              61746810         8      300 SH      SHARED      02                             300
D MORGAN STANLEY EMERG MKT DOM   COM              61747710        45     5000 SH      SHARED                  5000                  
D MORGAN STANLEY EMERG MKT DOM   COM              61747710       696    76750 SH      SHARED      02                           76750
D MORGANS HOTEL GROUP CO         COM              61748W10        65    21095 SH      SHARED                 21095                  
D MORGANS HOTEL GROUP CO         COM              61748W10         1      581 SH      SHARED      02           581                  
D MORNINGSTAR INC                COM              61770010       337     9875 SH      SHARED                  9875                  
D MORNINGSTAR INC                COM              61770010        18      548 SH      SHARED      02           548                  
D MORTONS RESTAURANT GRP INC N   COM              61943010         0      318 SH      SHARED                   318                  
D MOSAIC CO                      COM              61945A10     13134   312875 SH      SHARED                305175              7700
D MOSAIC CO                      COM              61945A10      1507    35900 SH      SHARED      01         35900                  
D MOSAIC CO                      COM              61945A10        77     1840 SH      SHR/OTHR    01                            1840
D MOSAIC CO                      COM              61945A10       912    21735 SH      SHARED      02         18480              3255
D MOSAIC CO                      COM              61945A10     44633  1063206 SH      SHARED      04       1063206                  
D MOSAIC CO                      COM              61945A10     16004   381248 SH      SHARED      05        381248                  
D MOSAIC CO                      COM              61945A10      2657    63296 SH      SHARED      06          1450             61846
D MOSAIC CO                      COM              61945A10     26016   619746 SH      SHARED      10        551216             68530
D MOSYS INC                      COM              61971810         0      271 SH      SHARED                   271                  
D MOTORCAR PTS AMER INC          COM              62007110         1      284 SH      SHARED                   284                  
D MOTOROLA INC                   COM              62007610         4      992 SH      SHARED                   992                  
D MOTOROLA INC                   COM              62007610     69302 16383580 SH      SHARED              16368880             14700
D MOTOROLA INC                   COM              62007610      2345   554544 SH      SHARED      01        553224              1320
D MOTOROLA INC                   COM              62007610       911   215520 SH      SHARED      02        129163             86357
D MOTOROLA INC                   COM              62007610       673   159300 SH      SHARED      04        159300                  
D MOTOROLA INC                   COM              62007610         6     1610 SH      SHARED      05          1610                  
D MOTOROLA INC                   COM              62007610      1132   267640 SH      SHARED      06        190500             77140
D MOTOROLA INC                   COM              62007610      4010   948057 SH      SHARED      10        948057                  
D MOTOROLA INC                   COM              62007610         5     1210 SH      SHARED      19                            1210
D MOTOROLA INC                   COM              62007610       304    72000 SH      SHARED      20         72000                  
D MOTOROLA INC                   COM              62007610        50    12000 SH      SHARED      23         12000                  
D MOTOROLA INC                   COM              62007610        81    19300 SH      SHR/OTHR    23                           19300
D MOVE INC COM                   COM              62458M10        75    52244 SH      SHARED                 52244                  
D MOVE INC COM                   COM              62458M10         4     3363 SH      SHARED      02          3363                  
D MOVADO GROUP INC               COM              62458010        27     3700 SH      SHARED                  3700                  
D MOVADO GROUP INC               COM              62458010        13     1800 SH      SHARED      01          1800                  
D MOVADO GROUP INC               COM              62458010         5      670 SH      SHARED      02           670                  
D MOVADO GROUP INC               COM              62458010        31     4200 SH      SHARED      10          4200                  
D MTM TECHNOLOGIES INC           COM NEW          62474G20         0       16 SH      SHARED                    16                  
D MUELLER INDS INC               COM              62475610       507    23386 SH      SHARED                 23386                  
D MUELLER INDS INC               COM              62475610       386    17841 SH      SHARED      02         17841                  
D MUELLER INDS INC               COM              62475610       151     7000 SH      SHARED      10          7000                  
D MUELLER WTR PRODS INC          COM SER A        62475810        71    21743 SH      SHARED                 21743                  
D MUELLER WTR PRODS INC          COM SER A        62475810        43    13262 SH      SHARED      01         13262                  
D MUELLER WTR PRODS INC          COM SER A        62475810        28     8559 SH      SHARED      02          5958              2601
D MUELLER WTR PRODS INC          COM SER A        62475810      1192   361224 SH      SHARED      10        356024              5200
D MUELLER WTR PRODS INC          COM SER A        62475810         1      437 SH      SHARED      21                             437
D MULTI COLOR CORP               COM              62538310        53     4361 SH      SHARED                  4361                  
D MULTI COLOR CORP               COM              62538310         2      245 SH      SHARED      02           245                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10       376    22330 SH      SHARED                 22330                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10        40     2400 SH      SHARED      01          2400                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10       218    13003 SH      SHARED      02         13003                  
D MULTI FINELINE ELECTRONIX IN   COM              62541B10      1779   105700 SH      SHARED      10        100900              4800
D MULTIBAND CORP                 COM NEW          62544X20         0      218 SH      SHARED                   218                  
D MULTIMEDIA GAMES INC           COM              62545310         6     2986 SH      SHARED                  2986                  
D MULTIMEDIA GAMES INC           COM              62545310         0       41 SH      SHARED      02            41                  
D MURPHY OIL CORP                COM              62671710     12340   275631 SH      SHARED                260163             15468
D MURPHY OIL CORP                COM              62671710     19900   444500 SH      SHARED      01         51500            393000
D MURPHY OIL CORP                COM              62671710     10891   243280 SH      SHR/OTHR    01                          243280
D MURPHY OIL CORP                COM              62671710       926    20696 SH      SHARED      02         17172              3524
D MURPHY OIL CORP                COM              62671710     93573  2090100 SH      SHARED      04       2090100                  
D MURPHY OIL CORP                COM              62671710         1       40 SH      SHARED      05            40                  
D MURPHY OIL CORP                COM              62671710       962    21500 SH      SHARED      06         14950              6550
D MURPHY OIL CORP                COM              62671710     19335   431893 SH      SHARED      10        420993             10900
D MURPHY OIL CORP                COM              62671710      1916    42800 SH      SHARED      22         42800                  
D MUTUALFIRST FINL INC           COM              62845B10         1      220 SH      SHARED                   220                  
D MYERS INDS INC                 COM              62846410         0        8 SH      SHARED                     8                  
D MYERS INDS INC                 COM              62846410         4      781 SH      SHARED      02           781                  
D MYLAN INC                      NOTE  1.250% 3/1 628530AG     12155  2206000 PRN     SHARED      02       2206000                  
D MYLAN INC                      COM              62853010      4873   363410 SH      SHARED                                  363410
D MYLAN INC                      COM              62853010     12065   899776 SH      SHARED                899776                  
D MYLAN INC                      COM              62853010      1359   101400 SH      SHARED      01        101400                  
D MYLAN INC                      COM              62853010       188    14057 SH      SHARED      02          9795              4262
D MYLAN INC                      COM              62853010     11524   859400 SH      SHARED      04        859400                  
D MYLAN INC                      COM              62853010      5364   400000 SH      SHARED      05        400000                  
D MYLAN INC                      COM              62853010       264    19700 SH      SHARED      06         12600              7100
D MYLAN INC                      COM              62853010    105915  7898217 SH      SHARED      10       6460290           1437927
D MYLAN INC                      COM              62853010      2034   151700 SH      SHARED      15                          151700
D MYLAN INC                      COM              62853010       151    11300 SH      SHARED      19                           11300
D MYLAN INC                      COM              62853010        24     1814 SH      SHARED      21          1814                  
D MYLAN INC                      COM              62853010         6      450 SH      SHR/OTHR    23                             450
D MYLAN INC                      COM              62853010       525    39200 SH      SHARED      24         39200                  
D MYLAN INC                      PFD CONV         62853020     40098    46558 SH      SHARED                 46558                  
D MYLAN INC                      PFD CONV         62853020      9555    11095 SH      SHARED      02         11095                  
D MYRIAD GENETICS INC            COM              62855J10       949    20892 SH      SHARED                 20892                  
D MYRIAD GENETICS INC            COM              62855J10       268     5900 SH      SHARED      01          5900                  
D MYRIAD GENETICS INC            COM              62855J10       348     7654 SH      SHARED      02          7654                  
D MYRIAD GENETICS INC            COM              62855J10     14795   325400 SH      SHARED      04        325400                  
D MYRIAD GENETICS INC            COM              62855J10      7712   169620 SH      SHARED      10        169620                  
D NBT BANCORP INC                COM              62877810        66     3063 SH      SHARED                  3063                  
D NBT BANCORP INC                COM              62877810        56     2600 SH      SHARED      01          2600                  
D NBT BANCORP INC                COM              62877810       159     7378 SH      SHARED      02          7378                  
D NBT BANCORP INC                COM              62877810      1177    54400 SH      SHARED      10         54400                  
D NBTY INC                       COM              62878210       119     8493 SH      SHARED                  8493                  
D NBTY INC                       COM              62878210       243    17300 SH      SHARED      01                           17300
D NBTY INC                       COM              62878210         5      379 SH      SHARED      02           379                  
D NBTY INC                       COM              62878210      1377    97800 SH      SHARED      10         97800                  
D NCI BUILDING SYS INC           NOTE  2.125%11/1 628852AG        23    41000 PRN     SHARED      02         41000                  
D NCI BUILDING SYS INC           COM              62885210         1      500 SH      SHARED                   500                  
D NCI BUILDING SYS INC           COM              62885210       121    54701 SH      SHARED      02         54701                  
D NCI BUILDING SYS INC           COM              62885210        10     4600 SH      SHARED      10          4600                  
D NCR CORP NEW                   COM              62886E10      1031   129700 SH      SHARED                129700                  
D NCR CORP NEW                   COM              62886E10       467    58801 SH      SHARED      01          4265             54536
D NCR CORP NEW                   COM              62886E10       119    15054 SH      SHARED      02         15054                  
D NCR CORP NEW                   COM              62886E10        16     2100 SH      SHARED      06          2100                  
D NCR CORP NEW                   COM              62886E10      3351   421600 SH      SHARED      10        386100             35500
D NCR CORP NEW                   COM              62886E10         2      360 SH      SHARED      21                             360
D NCR CORP NEW                   COM              62886E10         0       90 SH      SHARED      23            90                  
D NCI INC                        CL A             62886K10        41     1595 SH      SHARED                  1595                  
D NCI INC                        CL A             62886K10         4      154 SH      SHARED      02           154                  
D NASB FINL INC                  COM              62896810        43     1742 SH      SHARED                  1742                  
D NASB FINL INC                  COM              62896810         2       86 SH      SHARED      02            86                  
D NGP CAP RES CO                 COM              62912R10       141    28548 SH      SHARED                 28548                  
D NGP CAP RES CO                 COM              62912R10        12     2443 SH      SHARED      02          2362                81
D NGAS RESOURCES INC             COM              62912T10         0      208 SH      SHARED                   208                  
D NGAS RESOURCES INC             COM              62912T10         0      300 SH      SHARED      02           300                  
D NII HLDGS INC                  CL B NEW         62913F20       225    15000 SH      SHARED                                   15000
D NII HLDGS INC                  CL B NEW         62913F20      1580   105387 SH      SHARED                105387                  
D NII HLDGS INC                  CL B NEW         62913F20       576    38400 SH      SHARED      01         38400                  
D NII HLDGS INC                  CL B NEW         62913F20       196    13129 SH      SHARED      02         13009               120
D NII HLDGS INC                  CL B NEW         62913F20      1819   121300 SH      SHARED      04        121300                  
D NII HLDGS INC                  CL B NEW         62913F20      1951   130090 SH      SHARED      05        130090                  
D NII HLDGS INC                  CL B NEW         62913F20       159    10610 SH      SHARED      06          9050              1560
D NII HLDGS INC                  CL B NEW         62913F20      1944   129600 SH      SHARED      10        129600                  
D NIC INC                        COM              62914B10       113    21742 SH      SHARED                 21742                  
D NIC INC                        COM              62914B10         5     1038 SH      SHARED      02          1038                  
D NL INDS INC                    COM NEW          62915640         3      379 SH      SHARED      02           379                  
D NMT MED INC                    COM              62929410         0      356 SH      SHARED                   356                  
D NN INC                         COM              62933710         1     1071 SH      SHARED      02          1071                  
D NPS PHARMACEUTICALS INC        COM              62936P10        41     9870 SH      SHARED                  9870                  
D NPS PHARMACEUTICALS INC        COM              62936P10        20     4958 SH      SHARED      02          4958                  
D NPS PHARMACEUTICALS INC        COM              62936P10       126    30100 SH      SHARED      10         30100                  
D NRG ENERGY INC                 COM NEW          62937750      1981   112598 SH      SHARED                112598                  
D NRG ENERGY INC                 COM NEW          62937750      1307    74275 SH      SHARED      01         73575               700
D NRG ENERGY INC                 COM NEW          62937750        46     2638 SH      SHARED      02          2638                  
D NRG ENERGY INC                 COM NEW          62937750        17     1000 SH      SHARED      04          1000                  
D NRG ENERGY INC                 COM NEW          62937750       360    20500 SH      SHARED      06          1900             18600
D NRG ENERGY INC                 COM NEW          62937750       980    55700 SH      SHARED      10         48400              7300
D NRDC ACQUISITION CORP          COM              62941R10      3767   394490 SH      SHARED                394490                  
D NRDC ACQUISITION CORP          COM              62941R10      5078   531744 SH      SHARED      02        531744                  
D NRDC ACQUISITION CORP          *W EXP 10/17/201 62941R11        36   216599 SH      SHARED                216599                  
D NTN BUZZTIME INC               COM NEW          62941030         0     1199 SH      SHARED                  1199                  
D NTT DOCOMO INC                 SPONS ADR        62942M20       446    32681 SH      SHARED                 32681                  
D NTT DOCOMO INC                 SPONS ADR        62942M20        22     1665 SH      SHARED      02          1500               165
D NVR INC                        COM              62944T10       699     1635 SH      SHARED                  1635                  
D NVR INC                        COM              62944T10       904     2115 SH      SHARED      01           215              1900
D NVR INC                        COM              62944T10       750     1755 SH      SHARED      02          1755                  
D NVR INC                        COM              62944T10        59      140 SH      SHARED      06           140                  
D NVR INC                        COM              62944T10      2823     6600 SH      SHARED      10          6000               600
D NVE CORP                       COM NEW          62944520       275     9553 SH      SHARED                  9553                  
D NVE CORP                       COM NEW          62944520        23      824 SH      SHARED      02           824                  
D NYMAGIC INC                    COM              62948410         3      290 SH      SHARED                   290                  
D NYMAGIC INC                    COM              62948410         1      109 SH      SHARED      02           109                  
D NYSE EURONEXT                  COM              62949110      5678   317217 SH      SHARED                317217                  
D NYSE EURONEXT                  COM              62949110       884    49400 SH      SHARED      01         49400                  
D NYSE EURONEXT                  COM              62949110        26     1500 SH      SHR/OTHR    01                            1500
D NYSE EURONEXT                  COM              62949110      1195    66786 SH      SHARED      02         24977             41809
D NYSE EURONEXT                  COM              62949110       948    53000 SH      SHARED      04         53000                  
D NYSE EURONEXT                  COM              62949110         1       80 SH      SHARED      05            80                  
D NYSE EURONEXT                  COM              62949110       266    14900 SH      SHARED      06          8200              6700
D NYSE EURONEXT                  COM              62949110      2894   161703 SH      SHARED      10        161703                  
D NYSE EURONEXT                  COM              62949110         5      311 SH      SHARED      21           311                  
D NYSE EURONEXT                  COM              62949110        30     1700 SH      SHR/OTHR    23                            1700
D NABI BIOPHARMACEUTICALS        NOTE  2.875% 4/1 629519AB       928  1000000 PRN     SHARED      02       1000000                  
D NABI BIOPHARMACEUTICALS        COM              62951910        19     5349 SH      SHARED      02          5349                  
D NABI BIOPHARMACEUTICALS        COM              62951910        49    13300 SH      SHARED      10         13300                  
D NABORS INDS INC                NOTE  0.940% 5/1 629568AP        38    44000 PRN     SHARED      02         42000              2000
D NABORS INDS INC                NOTE  0.940% 5/1 629568AP      9204 10400000 PRN     SHARED      06      10400000                  
D NACCO INDS INC                 CL A             62957910        61     2265 SH      SHARED                  2265                  
D NACCO INDS INC                 CL A             62957910       131     4840 SH      SHARED      02          4840                  
D NACCO INDS INC                 CL A             62957910        51     1900 SH      SHARED      10          1900                  
D NALCO HOLDING COMPANY          COM              62985Q10       560    42895 SH      SHARED                 42895                  
D NALCO HOLDING COMPANY          COM              62985Q10       388    29712 SH      SHARED      02         29712                  
D NALCO HOLDING COMPANY          COM              62985Q10     11127   851384 SH      SHARED      04        851384                  
D NALCO HOLDING COMPANY          COM              62985Q10     11073   847240 SH      SHARED      05        847240                  
D NALCO HOLDING COMPANY          COM              62985Q10        67     5160 SH      SHARED      06                            5160
D NALCO HOLDING COMPANY          COM              62985Q10        36     2800 SH      SHARED      23          2800                  
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520        27     7432 SH      SHARED                  7432                  
D NAM TAI ELECTRS INC            COM PAR $0.02    62986520        19     5180 SH      SHARED      02          1480              3700
D NANOGEN INC                    COM              63007510         6   101675 SH      SHARED                101675                  
D NANOMETRICS INC                COM              63007710         0      381 SH      SHARED                   381                  
D NANOPHASE TCHNOLOGIES CORP     COM              63007910         0      463 SH      SHARED                   463                  
D NANOSPHERE INC                 COM              63009F10         1      335 SH      SHARED      02           335                  
D NAPCO SEC TECHNOLOGIES INC     COM              63040210         0      350 SH      SHARED                   350                  
D NAPCO SEC TECHNOLOGIES INC     COM              63040210         0      415 SH      SHARED      02                             415
D NARA BANCORP INC               COM              63080P10       160    54560 SH      SHARED                 54560                  
D NARA BANCORP INC               COM              63080P10         1      622 SH      SHARED      02           622                  
D NARA BANCORP INC               COM              63080P10        32    10900 SH      SHARED      10         10900                  
D NASDAQ OMX GROUP INC           COM              63110310      7444   380205 SH      SHARED                380205                  
D NASDAQ OMX GROUP INC           COM              63110310       611    31240 SH      SHARED      01         30150              1090
D NASDAQ OMX GROUP INC           COM              63110310      1298    66304 SH      SHARED      02         66154               150
D NASDAQ OMX GROUP INC           COM              63110310        15      800 SH      SHARED      04           800                  
D NASDAQ OMX GROUP INC           COM              63110310       191     9800 SH      SHARED      06          4800              5000
D NASDAQ OMX GROUP INC           COM              63110310      1112    56800 SH      SHARED      10         56800                  
D NASDAQ OMX GROUP INC           COM              63110310       178     9111 SH      SHARED      21          8029              1082
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD      1211  3500000 PRN     SHARED               3500000                  
D NASH FINCH CO                  FRNT  1.631% 3/1 631158AD      6942 20065008 PRN     SHARED      02      20065008                  
D NASH FINCH CO                  COM              63115810      1433    51041 SH      SHARED                 51041                  
D NASH FINCH CO                  COM              63115810        44     1600 SH      SHARED      01                            1600
D NASH FINCH CO                  COM              63115810       434    15453 SH      SHARED      02         15453                  
D NASH FINCH CO                  COM              63115810      9761   347500 SH      SHARED      10        347500                  
D NASHUA CORP                    COM              63122610         0      131 SH      SHARED                   131                  
D NATCO GROUP INC                CL A             63227W20        33     1745 SH      SHARED                  1745                  
D NATCO GROUP INC                CL A             63227W20        72     3810 SH      SHARED      01          3810                  
D NATCO GROUP INC                CL A             63227W20        27     1452 SH      SHARED      02           552               900
D NATCO GROUP INC                CL A             63227W20       111     5900 SH      SHARED      10          5900                  
D NATHANS FAMOUS INC NEW         COM              63234710         1      120 SH      SHARED                   120                  
D NATHANS FAMOUS INC NEW         COM              63234710         2      176 SH      SHARED      02           176                  
D NATIONAL COAL CORP             COM NEW          63238120         0      718 SH      SHARED      02           718                  
D NATIONAL BK GREECE S A         SPONSORED ADR    63364340       397   129000 SH      SHARED                129000                  
D NATIONAL BK GREECE S A         SPONSORED ADR    63364340        10     3300 SH      SHARED      02          3300                  
D NATIONAL BK GREECE S A         SPONSORED ADR    63364340         6     2000 SH      SHR/OTHR    23                            2000
D NATIONAL BANKSHARES INC VA     COM              63486510         3      190 SH      SHARED                   190                  
D NATIONAL BANKSHARES INC VA     COM              63486510         3      200 SH      SHARED      02           200                  
D NATIONAL BEVERAGE CORP         COM              63501710         3      400 SH      SHARED                   400                  
D NATIONAL BEVERAGE CORP         COM              63501710        54     5900 SH      SHARED      01                            5900
D NATIONAL BEVERAGE CORP         COM              63501710         2      274 SH      SHARED      02           274                  
D NATIONAL CINEMEDIA INC         COM              63530910       551    41816 SH      SHARED                 41816                  
D NATIONAL CINEMEDIA INC         COM              63530910        14     1100 SH      SHARED      01          1100                  
D NATIONAL CINEMEDIA INC         COM              63530910        15     1173 SH      SHARED      02          1173                  
D NATIONAL CINEMEDIA INC         COM              63530910        96     7300 SH      SHARED      10          7300                  
D NATIONAL CITY CORP             NOTE  4.000% 2/0 635405AW       136   150000 PRN     SHARED      06        150000                  
D NATIONAL CITY CORP             NOTE  4.000% 2/0 635405AW       528   580000 PRN     SHARED      10        580000                  
D NATIONAL CITY CORP             NOTE  4.000% 2/0 635405AW      8910  9781000 PRN     SHARED      10       9781000                  
D NATIONAL DENTEX CORP           COM              63563H10         0      154 SH      SHARED                   154                  
D NATIONAL HEALTHCARE CORP       COM              63590610         0        8 SH      SHARED                     8                  
D NATIONAL HEALTHCARE CORP       COM              63590610         8      218 SH      SHARED      02           218                  
D NATIONAL FINL PARTNERS CORP    COM              63607P20        95    29713 SH      SHARED                 29713                  
D NATIONAL FINL PARTNERS CORP    COM              63607P20       157    49330 SH      SHARED      02         49287                43
D NATIONAL FINL PARTNERS CORP    COM              63607P20        37    11600 SH      SHARED      10         11600                  
D NATIONAL FUEL GAS CO N J       COM              63618010        76     2501 SH      SHARED                  2501                  
D NATIONAL FUEL GAS CO N J       COM              63618010       796    25975 SH      SHARED      01           375             25600
D NATIONAL FUEL GAS CO N J       COM              63618010      1165    38011 SH      SHARED      02         38011                  
D NATIONAL GRID PLC              SPON ADR NEW     63627430       927    24000 SH      SHARED                 24000                  
D NATIONAL GRID PLC              SPON ADR NEW     63627430         9      241 SH      SHARED      01                             241
D NATIONAL GRID PLC              SPON ADR NEW     63627430        36      932 SH      SHARED      02           900                32
D NATIONAL HEALTH INVS INC       COM              63633D10        53     2000 SH      SHARED                  2000                  
D NATIONAL HEALTH INVS INC       COM              63633D10       371    13818 SH      SHARED      02         13818                  
D NATIONAL HEALTH INVS INC       COM              63633D10       180     6700 SH      SHARED      10          6700                  
D NATIONAL INSTRS CORP           COM              63651810       113     6095 SH      SHARED                  6095                  
D NATIONAL INSTRS CORP           COM              63651810       366    19650 SH      SHARED      01           600             19050
D NATIONAL INSTRS CORP           COM              63651810       266    14264 SH      SHARED      02         13664               600
D NATIONAL INTERSTATE CORP       COM              63654U10        15      899 SH      SHARED                   899                  
D NATIONAL INTERSTATE CORP       COM              63654U10         2      156 SH      SHARED      02           156                  
D NATIONAL OILWELL VARCO INC     COM              63707110     12745   443954 SH      SHARED                443954                  
D NATIONAL OILWELL VARCO INC     COM              63707110      4757   165722 SH      SHARED      01        159300              6422
D NATIONAL OILWELL VARCO INC     COM              63707110        78     2744 SH      SHR/OTHR    01                            2744
D NATIONAL OILWELL VARCO INC     COM              63707110       854    29751 SH      SHARED      02         29114               637
D NATIONAL OILWELL VARCO INC     COM              63707110       743    25914 SH      SHARED      04         25914                  
D NATIONAL OILWELL VARCO INC     COM              63707110         8      294 SH      SHARED      05           294                  
D NATIONAL OILWELL VARCO INC     COM              63707110       988    34442 SH      SHARED      06         20394             14048
D NATIONAL OILWELL VARCO INC     COM              63707110     18555   646311 SH      SHARED      10        580317             65994
D NATIONAL OILWELL VARCO INC     COM              63707110       187     6520 SH      SHARED      20          6490                30
D NATIONAL OILWELL VARCO INC     COM              63707110         3      131 SH      SHR/OTHR    21                             131
D NATIONAL OILWELL VARCO INC     COM              63707110       218     7600 SH      SHR/OTHR    23                            7600
D NATIONAL PENN BANCSHARES INC   COM              63713810       256    30885 SH      SHARED                 30885                  
D NATIONAL PENN BANCSHARES INC   COM              63713810        40     4877 SH      SHARED      02          4848                29
D NATIONAL PENN BANCSHARES INC   COM              63713810       293    35323 SH      SHARED      10         35323                  
D NATIONAL PENN BANCSHARES INC   COM              63713810        33     4000 SH      SHR/OTHR    23                            4000
D NATIONAL PRESTO INDS INC       COM              63721510        61     1000 SH      SHARED                  1000                  
D NATIONAL PRESTO INDS INC       COM              63721510       150     2463 SH      SHARED      02          2463                  
D NATIONAL PRESTO INDS INC       COM              63721510        61     1000 SH      SHARED      10          1000                  
D NATIONAL RESEARCH CORP         COM              63737210         7      293 SH      SHARED                   293                  
D NATIONAL RESEARCH CORP         COM              63737210         1       46 SH      SHARED      02            46                  
D NATIONAL RETAIL PROPERTIES I   NOTE  3.950% 9/1 637417AA       873  1000000 PRN     SHARED      02       1000000                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710      1316    83104 SH      SHARED                 83104                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710        22     1400 SH      SHARED      01          1400                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710       482    30471 SH      SHARED      02         30471                  
D NATIONAL RETAIL PROPERTIES I   COM              63741710       630    39800 SH      SHARED      10         39800                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010      5002   487116 SH      SHARED                487116                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       722    70349 SH      SHARED      01         63914              6435
D NATIONAL SEMICONDUCTOR CORP    COM              63764010        37     3700 SH      SHR/OTHR    01                            3700
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       194    18922 SH      SHARED      02         17297              1625
D NATIONAL SEMICONDUCTOR CORP    COM              63764010       152    14840 SH      SHARED      06          7000              7840
D NATIONAL SEMICONDUCTOR CORP    COM              63764010      2394   233109 SH      SHARED      10        233109                  
D NATIONAL SEMICONDUCTOR CORP    COM              63764010         8      796 SH      SHR/OTHR    21                             796
D NATIONAL SEMICONDUCTOR CORP    COM              63764010         2      225 SH      SHR/OTHR    23                             225
D NATIONAL TECHNICAL SYS INC     COM              63810410         0      167 SH      SHARED                   167                  
D NATIONAL WESTN LIFE INS CO     CL A             63852210        57      510 SH      SHARED                   510                  
D NATIONAL WESTN LIFE INS CO     CL A             63852210        17      155 SH      SHARED      02           155                  
D NATIONAL WESTN LIFE INS CO     CL A             63852210        56      500 SH      SHARED      10           500                  
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       63853988         6     1000 SH      SHARED      02                            1000
D NATIONWIDE HEALTH PPTYS INC    COM              63862010      2684   121000 SH      SHARED                121000                  
D NATIONWIDE HEALTH PPTYS INC    COM              63862010        36     1641 SH      SHARED                  1641                  
D NATIONWIDE HEALTH PPTYS INC    COM              63862010       798    36000 SH      SHARED      01           900             35100
D NATIONWIDE HEALTH PPTYS INC    COM              63862010       144     6491 SH      SHARED      02          6491                  
D NATIONWIDE HEALTH PPTYS INC    COM              63862010     11496   518114 SH      SHARED      10        518114                  
D NATIONWIDE HEALTH PPTYS INC    COM              63862010    105477  4753360 SH      SHARED      11       2348132           2405228
D NATIONWIDE HEALTH PPTYS INC    COM              63862010        67     3040 SH      SHR/OTHR    23                            3040
D NATIONWIDE HEALTH PPTYS INC    PFD CV B 7.75%   63862030      9730   100000 SH      SHARED                100000                  
D NATIONWIDE HEALTH PPTYS INC    PFD CV B 7.75%   63862030         4       45 SH      SHARED      02                              45
D NATURAL ALTERNATIVES INTL IN   COM NEW          63884230         0      118 SH      SHARED                   118                  
D NATURAL GAS SERVICES GROUP     COM              63886Q10        27     3086 SH      SHARED                  3086                  
D NATURAL GAS SERVICES GROUP     COM              63886Q10         2      312 SH      SHARED      02           312                  
D NATURAL HEALTH TRENDS CORP     COM PAR $.001    63888P40         0      234 SH      SHARED                   234                  
D NAVIGATORS GROUP INC           COM              63890410       169     3590 SH      SHARED                  3590                  
D NAVIGATORS GROUP INC           COM              63890410        87     1862 SH      SHARED      02          1862                  
D NAVIGATORS GROUP INC           COM              63890410       386     8200 SH      SHARED      10          8200                  
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10       122     5477 SH      SHARED                  5477                  
D NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P10       186     8365 SH      SHARED      02                            8365
D NATURE VISION INC              COM              63902E10         0       36 SH      SHARED                    36                  
D NATUZZI S P A                  ADR              63905A10         2     2502 SH      SHARED                  2502                  
D NATUS MEDICAL INC DEL          COM              63905010         0       32 SH      SHARED                    32                  
D NATUS MEDICAL INC DEL          COM              63905010         5      691 SH      SHARED      02           691                  
D NAUGATUCK VY FINL CORP         COM              63906710       215    36217 SH      SHARED                 36217                  
D NAUTILUS INC                   COM              63910B10        13    21201 SH      SHARED                 21201                  
D NAUTILUS INC                   COM              63910B10         0      656 SH      SHARED      02           656                  
D NAVARRE CORP                   COM              63920810         0      940 SH      SHARED                   940                  
D NAVISTAR INTL CORP NEW         COM              63934E10      7255   216853 SH      SHARED                216853                  
D NAVISTAR INTL CORP NEW         COM              63934E10       582    17400 SH      SHARED      02         17400                  
D NAVISTAR INTL CORP NEW         COM              63934E10        73     2200 SH      SHARED      06          2200                  
D NAVISITE INC                   COM NEW          63935M20         0      410 SH      SHARED                   410                  
D NAVISITE INC                   COM NEW          63935M20        10    26000 SH      SHARED      02                           26000
D NAVIGANT CONSULTING INC        COM              63935N10       489    37447 SH      SHARED                 37447                  
D NAVIGANT CONSULTING INC        COM              63935N10       197    15100 SH      SHARED      01                           15100
D NAVIGANT CONSULTING INC        COM              63935N10       836    64011 SH      SHARED      02         64011                  
D NAVIGANT CONSULTING INC        COM              63935N10       159    12200 SH      SHARED      10         12200                  
D NAVIGANT CONSULTING INC        COM              63935N10        11      865 SH      SHARED      21                             865
D NEENAH PAPER INC               COM              64007910         8     2327 SH      SHARED                  2327                  
D NEENAH PAPER INC               COM              64007910         3      971 SH      SHARED      01                             971
D NEENAH PAPER INC               COM              64007910         1      401 SH      SHARED      02           401                  
D NEENAH PAPER INC               COM              64007910         8     2400 SH      SHARED      10          2400                  
D NEENAH PAPER INC               COM              64007910         1      363 SH      SHARED      23           363                  
D NEENAH PAPER INC               COM              64007910         0       88 SH      SHR/OTHR    23                              88
D NEKTAR THERAPEUTICS            NOTE  3.250% 9/2 640268AH       342   530000 PRN     SHARED      02        530000                  
D NEKTAR THERAPEUTICS            COM              64026810         4      900 SH      SHARED                   900                  
D NEKTAR THERAPEUTICS            COM              64026810      1204   223482 SH      SHARED      02        191982             31500
D NEKTAR THERAPEUTICS            COM              64026810        79    14800 SH      SHARED      10         14800                  
D NELNET INC                     CL A             64031N10        25     2900 SH      SHARED                  2900                  
D NELNET INC                     CL A             64031N10        80     9100 SH      SHARED      01          9100                  
D NELNET INC                     CL A             64031N10        77     8754 SH      SHARED      02          8754                  
D NELNET INC                     CL A             64031N10      1268   143500 SH      SHARED      10        143500                  
D NEOGEN CORP                    COM              64049110        18      847 SH      SHARED                   847                  
D NEOGEN CORP                    COM              64049110        18      867 SH      SHARED      02           395               472
D NEOSTEM INC                    COM NEW          64065030         0       42 SH      SHARED                    42                  
D NESS TECHNOLOGIES INC          COM              64104X10        12     4292 SH      SHARED                  4292                  
D NESS TECHNOLOGIES INC          COM              64104X10        78    26746 SH      SHARED      02          1622             25124
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       632    41616 SH      SHARED                 41616                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20        18     1200 SH      SHARED      01          1200                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20        27     1803 SH      SHARED      02          1803                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       157    10350 SH      SHARED      04         10350                  
D NET 1 UEPS TECHNOLOGIES INC    COM NEW          64107N20       120     7900 SH      SHARED      10          7900                  
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20       793   109418 SH      SHARED                109418                  
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20         0      100 SH      SHARED      02           100                  
D NET SERVICOS DE COMUNICACAO    SPONSD ADR NEW   64109T20      1277   176200 SH      SHARED      10        176200                  
D NETAPP INC                     COM              64110D10      2348   158270 SH      SHARED                158270                  
D NETAPP INC                     COM              64110D10      1237    83400 SH      SHARED      01         81400              2000
D NETAPP INC                     COM              64110D10      2884   194358 SH      SHARED      02        194358                  
D NETAPP INC                     COM              64110D10       890    60000 SH      SHARED      04         60000                  
D NETAPP INC                     COM              64110D10         3      240 SH      SHARED      05           240                  
D NETAPP INC                     COM              64110D10       382    25760 SH      SHARED      06         16250              9510
D NETAPP INC                     COM              64110D10      2422   163240 SH      SHARED      10        163240                  
D NETAPP INC                     COM              64110D10       111     7500 SH      SHARED      20          7500                  
D NETAPP INC                     COM              64110D10        14      960 SH      SHARED      21           960                  
D NETFLIX INC                    COM              64110L10      7325   170681 SH      SHARED                170681                  
D NETFLIX INC                    COM              64110L10      1020    23775 SH      SHARED      01          9675             14100
D NETFLIX INC                    COM              64110L10       522    12168 SH      SHARED      02         11168              1000
D NETFLIX INC                    COM              64110L10       815    19000 SH      SHARED      04         19000                  
D NETFLIX INC                    COM              64110L10      1716    40000 SH      SHARED      05         40000                  
D NETFLIX INC                    COM              64110L10       545    12700 SH      SHARED      10          8400              4300
D NETEASE COM INC                SPONSORED ADR    64110W10       954    35550 SH      SHARED                 35550                  
D NETEASE COM INC                SPONSORED ADR    64110W10        15      559 SH      SHARED      02           559                  
D NETEZZA CORP                   COM              64111N10         9     1400 SH      SHARED                  1400                  
D NETEZZA CORP                   COM              64111N10         7     1030 SH      SHARED      02          1030                  
D NETGEAR INC                    COM              64111Q10        75     6269 SH      SHARED                  6269                  
D NETGEAR INC                    COM              64111Q10       313    25977 SH      SHARED      02         25977                  
D NETGEAR INC                    COM              64111Q10       120    10000 SH      SHARED      04         10000                  
D NETGEAR INC                    COM              64111Q10        96     8000 SH      SHARED      10          8000                  
D NETSOL TECHNOLOGIES INC        COM NEW          64115A20         0      648 SH      SHARED                   648                  
D NETSCOUT SYS INC               COM              64115T10       306    42866 SH      SHARED                 42866                  
D NETSCOUT SYS INC               COM              64115T10       112    15672 SH      SHARED      02         15672                  
D NETSCOUT SYS INC               COM              64115T10        72    10100 SH      SHARED      10         10100                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10       392    14287 SH      SHARED                 14287                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        27     1000 SH      SHARED      01          1000                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        93     3399 SH      SHARED      02          3399                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10       467    17000 SH      SHARED      04         17000                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10     12027   437700 SH      SHARED      10        437700                  
D NETLOGIC MICROSYSTEMS INC      COM              64118B10        21      780 SH      SHARED      21                             780
D NETLIST INC                    COM              64118P10         0      327 SH      SHARED                   327                  
D NETSUITE INC                   COM              64118Q10        26     2374 SH      SHARED                  2374                  
D NETSUITE INC                   COM              64118Q10         6      587 SH      SHARED      02           587                  
D NETWORK EQUIP TECHNOLOGIES     COM              64120810         1      466 SH      SHARED                   466                  
D NETWORK EQUIP TECHNOLOGIES     COM              64120810         8     2472 SH      SHARED      02          2472                  
D NETWORK ENGINES INC            COM              64121A10         0      897 SH      SHARED                   897                  
D NEUROGEN CORP                  COM              64124E10         0      673 SH      SHARED                   673                  
D NEUROBIOLOGICAL TECH INC       COM NEW          64124W30         0      553 SH      SHARED                   553                  
D NEUROBIOLOGICAL TECH INC       COM NEW          64124W30         2     3215 SH      SHARED      02             1              3214
D NEUROCRINE BIOSCIENCES INC     COM              64125C10        10     2953 SH      SHARED      02          2953                  
D NEUROGESX INC                  COM              64125210         0      189 SH      SHARED                   189                  
D NEUROMETRIX INC                COM              64125510         0      376 SH      SHARED                   376                  
D NEVADA GOLD & CASINOS INC      COM NEW          64126Q20         0      258 SH      SHARED                   258                  
D NEUSTAR INC                    CL A             64126X20       367    21948 SH      SHARED                 21948                  
D NEUSTAR INC                    CL A             64126X20       437    26100 SH      SHARED      01                           26100
D NEUSTAR INC                    CL A             64126X20        57     3428 SH      SHARED      02          3414                14
D NEUSTAR INC                    CL A             64126X20      1810   108100 SH      SHARED      10        108100                  
D NEURALSTEM INC                 COM              64127R30         0      461 SH      SHARED                   461                  
D NEUTRAL TANDEM INC             COM              64128B10        37     1520 SH      SHARED                  1520                  
D NEUTRAL TANDEM INC             COM              64128B10        55     2262 SH      SHARED      02          2262                  
D NEUTRAL TANDEM INC             COM              64128B10       199     8100 SH      SHARED      10          8100                  
D NEVSUN RES LTD                 COM              64156L10         2     2200 SH      SHARED                  2200                  
D NEUBERGER BERMAN RE ES SEC F   COM              64190A10         0        2 SH      SHARED      01             2                  
D NEW CENTRY BANCORP INC DUNN    COM              64353M10         0      166 SH      SHARED                   166                  
D NEW ENGLAND BANCSHARES INC C   COM NEW          64386320         0      147 SH      SHARED                   147                  
D NEW FRONTIER MEDIA INC         COM              64439810         0      540 SH      SHARED                   540                  
D NEW GENERATION BIOFUELS HLDG   COM              64446110         0      445 SH      SHARED                   445                  
D NEW GOLD INC CDA               COM              64453510      1124   597900 SH      SHARED                597900                  
D NEW GOLD INC CDA               COM              64453510       300   160001 SH      SHARED      02        160001                  
D NEW GOLD INC CDA               COM              64453510       564   300000 SH      SHARED      04        300000                  
D NEW HAMPSHIRE THRIFT BANCSHS   COM              64472210         1      149 SH      SHARED                   149                  
D NEW JERSEY RES                 COM              64602510       812    23905 SH      SHARED                 23905                  
D NEW JERSEY RES                 COM              64602510        69     2037 SH      SHARED      01           937              1100
D NEW JERSEY RES                 COM              64602510       679    20003 SH      SHARED      02         17003              3000
D NEW JERSEY RES                 COM              64602510       715    21050 SH      SHARED      10         21050                  
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110        30      603 SH      SHARED                   603                  
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110       854    17000 SH      SHARED      02         17000                  
D NEW ORIENTAL ED & TECH GRP I   SPON ADR         64758110       236     4700 SH      SHARED      06          4700                  
D NEW YORK & CO INC              COM              64929510        87    24700 SH      SHARED                 24700                  
D NEW YORK & CO INC              COM              64929510        47    13515 SH      SHARED      02         13515                  
D NEW YORK & CO INC              COM              64929510        14     4200 SH      SHARED      10          4200                  
D NEW YORK CMNTY CAP TR V        UNIT 99/99/9999  64944P30      1504    50000 SH      SHARED                 50000                  
D NEW YORK CMNTY CAP TR V        UNIT 99/99/9999  64944P30       800    26600 SH      SHARED      02         26600                  
D NEW YORK CMNTY CAP TR V        UNIT 99/99/9999  64944P30        30     1000 SH      SHR/OTHR    23                            1000
D NEW YORK CMNTY BANCORP INC     COM              64944510      6041   540844 SH      SHARED                540844                  
D NEW YORK CMNTY BANCORP INC     COM              64944510      2109   188866 SH      SHARED      01         73529            115337
D NEW YORK CMNTY BANCORP INC     COM              64944510       693    62073 SH      SHARED      02         62073                  
D NEW YORK CMNTY BANCORP INC     COM              64944510       112    10110 SH      SHARED      06          6400              3710
D NEW YORK CMNTY BANCORP INC     COM              64944510       743    66550 SH      SHARED      10         66550                  
D NEW YORK CMNTY BANCORP INC     COM              64944510        46     4120 SH      SHARED      21                            4120
D NEW YORK TIMES CO              CL A             65011110        58    12951 SH      SHARED                 12951                  
D NEW YORK TIMES CO              CL A             65011110        34     7574 SH      SHARED      01          7234               340
D NEW YORK TIMES CO              CL A             65011110        44     9915 SH      SHARED      02          9915                  
D NEW YORK TIMES CO              CL A             65011110        19     4300 SH      SHARED      06          1300              3000
D NEW YORK TIMES CO              CL A             65011110       235    52019 SH      SHARED      10         52019                  
D NEW YORK TIMES CO              CL A             65011110         4     1000 SH      SHR/OTHR    23                            1000
D NEWALLIANCE BANCSHARES INC     COM              65020310       167    14236 SH      SHARED                 14236                  
D NEWALLIANCE BANCSHARES INC     COM              65020310       544    46400 SH      SHARED      01         10900             35500
D NEWALLIANCE BANCSHARES INC     COM              65020310        67     5760 SH      SHARED      02          5310               450
D NEWALLIANCE BANCSHARES INC     COM              65020310       192    16400 SH      SHARED      10         16400                  
D NEWALLIANCE BANCSHARES INC     COM              65020310         8      695 SH      SHARED      21                             695
D NEWBRIDGE BANCORP              COM              65080T10         1      486 SH      SHARED                   486                  
D NEWCASTLE INVT CORP            COM              65105M10       881  1356748 SH      SHARED               1356748                  
D NEWCASTLE INVT CORP            COM              65105M10         1     2167 SH      SHARED      02          1367               800
D NEWELL RUBBERMAID INC          COM              65122910      5847   916488 SH      SHARED                916488                  
D NEWELL RUBBERMAID INC          COM              65122910       347    54500 SH      SHARED      01         54500                  
D NEWELL RUBBERMAID INC          COM              65122910      1137   178317 SH      SHARED      02        120004             58313
D NEWELL RUBBERMAID INC          COM              65122910         1      250 SH      SHARED      05           250                  
D NEWELL RUBBERMAID INC          COM              65122910       110    17340 SH      SHARED      06         10150              7190
D NEWELL RUBBERMAID INC          COM              65122910      2733   428436 SH      SHARED      10        428436                  
D NEWFIELD EXPL CO               COM              65129010       297    13088 SH      SHARED                 13088                  
D NEWFIELD EXPL CO               COM              65129010      1707    75200 SH      SHARED      01         31000             44200
D NEWFIELD EXPL CO               COM              65129010       858    37836 SH      SHARED      02         36256              1580
D NEWFIELD EXPL CO               COM              65129010       794    35000 SH      SHARED      04         35000                  
D NEWFIELD EXPL CO               COM              65129010        58     2590 SH      SHARED      06           800              1790
D NEWFIELD EXPL CO               COM              65129010      1909    84100 SH      SHARED      10         84100                  
D NEWFIELD EXPL CO               COM              65129010       363    16000 SH      SHARED      21          5000             11000
D NEWFIELD EXPL CO               COM              65129010       181     8000 SH      SHR/OTHR    21                            8000
D NEWMARKET CORP                 COM              65158710        30      687 SH      SHARED                   687                  
D NEWMARKET CORP                 COM              65158710        34      768 SH      SHARED      02           768                  
D NEWMARKET CORP                 COM              65158710       221     5000 SH      SHARED      10          5000                  
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AJ      1079   957000 PRN     SHARED      02        957000                  
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AJ      7896  7000000 PRN     SHARED      04       7000000                  
D NEWMONT MINING CORP            NOTE  1.250% 7/1 651639AJ      6655  5900000 PRN     SHARED      06       5900000                  
D NEWMONT MINING CORP            NOTE  3.000% 2/1 651639AK      1541  1250000 PRN     SHARED               1250000                  
D NEWMONT MINING CORP            NOTE  3.000% 2/1 651639AK      1287  1044000 PRN     SHARED      02       1044000                  
D NEWMONT MINING CORP            COM              65163910      4850   108360 SH      SHARED                108360                  
D NEWMONT MINING CORP            COM              65163910     64973  1451600 SH      SHARED               1451600                  
D NEWMONT MINING CORP            COM              65163910      5219   116607 SH      SHARED      01        113200              3407
D NEWMONT MINING CORP            COM              65163910         4      100 SH      SHR/OTHR    01                             100
D NEWMONT MINING CORP            COM              65163910      2282    51005 SH      SHARED      02         47154              3851
D NEWMONT MINING CORP            COM              65163910     10198   227846 SH      SHARED      04        227846                  
D NEWMONT MINING CORP            COM              65163910        10      230 SH      SHARED      05           230                  
D NEWMONT MINING CORP            COM              65163910      3197    71436 SH      SHARED      06         19550             51886
D NEWMONT MINING CORP            COM              65163910    117222  2618911 SH      SHARED      10       2618911                  
D NEWMONT MINING CORP            COM              65163910        98     2191 SH      SHARED      20          2191                  
D NEWMONT MINING CORP            COM              65163910        63     1429 SH      SHARED      21                            1429
D NEWMONT MINING CORP            COM              65163910       210     4700 SH      SHARED      23          4700                  
D NEWMONT MINING CORP            COM              65163910       277     6200 SH      SHR/OTHR    23                            6200
D NEWPARK RES INC                COM PAR $.01NEW  65171850       103    40917 SH      SHARED                 40917                  
D NEWPARK RES INC                COM PAR $.01NEW  65171850         7     3142 SH      SHARED      02          3142                  
D NEWPARK RES INC                COM PAR $.01NEW  65171850        56    22500 SH      SHARED      10         22500                  
D NEWPORT BANCORP INC            COM              65175410         1      109 SH      SHARED                   109                  
D NEWPORT CORP                   COM              65182410         9     2045 SH      SHARED                  2045                  
D NEWPORT CORP                   COM              65182410        52    11769 SH      SHARED      02         11688                81
D NEWPORT CORP                   COM              65182410        45    10300 SH      SHARED      10         10300                  
D NEWS CORP                      CL A             65248E10     34789  5255261 SH      SHARED               5255261                  
D NEWS CORP                      CL A             65248E10      3269   493903 SH      SHARED      01        492903              1000
D NEWS CORP                      CL A             65248E10      1906   287961 SH      SHARED      02        285956              2005
D NEWS CORP                      CL A             65248E10       280    42400 SH      SHARED      04         42400                  
D NEWS CORP                      CL A             65248E10         7     1114 SH      SHARED      05          1114                  
D NEWS CORP                      CL A             65248E10       999   150960 SH      SHARED      06         83000             67960
D NEWS CORP                      CL A             65248E10      7226  1091638 SH      SHARED      10       1091638                  
D NEWS CORP                      CL A             65248E10        55     8394 SH      SHARED      23           176              8218
D NEWS CORP                      CL A             65248E10        53     8149 SH      SHR/OTHR    23                            8149
D NEWS CORP                      CL B             65248E20      9828  1276412 SH      SHARED               1276412                  
D NEWS CORP                      CL B             65248E20       692    89900 SH      SHARED      01         89900                  
D NEWS CORP                      CL B             65248E20        60     7825 SH      SHARED      02                            7825
D NEWS CORP                      CL B             65248E20       254    33000 SH      SHARED      04         33000                  
D NEWS CORP                      CL B             65248E20         1      224 SH      SHARED      05           224                  
D NEWS CORP                      CL B             65248E20       478    62130 SH      SHARED      06         57000              5130
D NEWS CORP                      CL B             65248E20       173    22501 SH      SHARED      10         22501                  
D NEWS CORP                      CL B             65248E20       110    14400 SH      SHR/OTHR    23                           14400
D NEWSTAR FINANCIAL INC          COM              65251F10         0      300 SH      SHARED                   300                  
D NEWSTAR FINANCIAL INC          COM              65251F10         1      717 SH      SHARED      02           717                  
D NEWTEK BUSINESS SVCS INC       COM              65252610         0      706 SH      SHARED                   706                  
D NEXMED INC                     COM              65290310         0     2113 SH      SHARED                  2113                  
D NEXMED INC                     COM              65290310         6    49000 SH      SHARED      02                           49000
D NEXMED INC                     COM              65290310        79   614606 SH      SHARED      23                          614606
D NEXEN INC                      COM              65334H10       470    27720 SH      SHARED                                   27720
D NEXEN INC                      COM              65334H10      4853   286166 SH      SHARED                286166                  
D NEXEN INC                      COM              65334H10         2      172 SH      SHARED      01           172                  
D NEXEN INC                      COM              65334H10        13      810 SH      SHR/OTHR    01                             810
D NEXEN INC                      COM              65334H10       299    17659 SH      SHARED      02         16833               826
D NEXEN INC                      COM              65334H10    135068  7963921 SH      SHARED      04       7963921                  
D NEXEN INC                      COM              65334H10         4      282 SH      SHARED      05           282                  
D NEXEN INC                      COM              65334H10      6093   359300 SH      SHARED      06        121400            237900
D NEXEN INC                      COM              65334H10      1611    95008 SH      SHARED      10         95008                  
D NEXEN INC                      COM              65334H10       267    15760 SH      SHARED      19                           15760
D NEXEN INC                      COM              65334H10        37     2240 SH      SHARED      21                            2240
D NEXSTAR BROADCASTING GROUP I   CL A             65336K10         0      297 SH      SHARED                   297                  
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        40     4000 SH      SHARED      01                            4000
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10       872    87223 SH      SHARED      02                           87223
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        21     2180 SH      SHARED      20          2180                  
D NFJ DIVID INT & PREM STRTGY    COM SHS          65337H10        36     3660 SH      SHR/OTHR    23                            3660
D NEXTWAVE WIRELESS INC          COM              65337Y10        33   209282 SH      SHARED                209282                  
D NEXTWAVE WIRELESS INC          COM              65337Y10         0     1120 SH      SHARED      02          1120                  
D NEXXUS LIGHTING INC            COM              65338E10         1      188 SH      SHARED                   188                  
D NICE SYS LTD                   SPONSORED ADR    65365610        46     1883 SH      SHARED                  1883                  
D NICE SYS LTD                   SPONSORED ADR    65365610        67     2727 SH      SHARED      21           947              1780
D NICHOLAS-APPLEGATE CV & INC    COM              65370F10         0        1 SH      SHARED      01                               1
D NICHOLAS-APPLEGATE CV & INC    COM              65370F10         2      500 SH      SHARED      02                             500
D NICHOLAS APPLEGATE EQT CONV    COM              65370K10        36     3346 SH      SHARED      02                            3346
D NICOR INC                      COM              65408610      7284   219219 SH      SHARED                219219                  
D NICOR INC                      COM              65408610        75     2274 SH      SHARED      01          2174               100
D NICOR INC                      COM              65408610       183     5508 SH      SHARED      02          5357               151
D NICOR INC                      COM              65408610        46     1400 SH      SHARED      06           400              1000
D NICOR INC                      COM              65408610       787    23711 SH      SHARED      10         23711                  
D NIDEC CORP                     SPONSORED ADR    65409010         5      500 SH      SHARED                   500                  
D NIKE INC                       CL B             65410610       444     9476 SH      SHARED                  2210              7266
D NIKE INC                       CL B             65410610     31949   681374 SH      SHARED                660874             20500
D NIKE INC                       CL B             65410610     15040   320758 SH      SHARED      01        238927             81831
D NIKE INC                       CL B             65410610      3392    72340 SH      SHR/OTHR    01                           72340
D NIKE INC                       CL B             65410610      7250   154625 SH      SHARED      02        148230              6395
D NIKE INC                       CL B             65410610        15      336 SH      SHARED      04                             336
D NIKE INC                       CL B             65410610       484    10325 SH      SHARED      04         10325                  
D NIKE INC                       CL B             65410610        10      230 SH      SHARED      05           230                  
D NIKE INC                       CL B             65410610      1262    26930 SH      SHARED      06         14350             12580
D NIKE INC                       CL B             65410610     57608  1228594 SH      SHARED      10       1226809              1785
D NIKE INC                       CL B             65410610      2771    59105 SH      SHARED      19                           59105
D NIKE INC                       CL B             65410610      2931    62520 SH      SHARED      20         48777      125    13618
D NIKE INC                       CL B             65410610       819    17480 SH      SHR/OTHR    20                           17480
D NIKE INC                       CL B             65410610       146     3125 SH      SHARED      21          1925              1200
D NIKE INC                       CL B             65410610        14      300 SH      SHR/OTHR    21                             300
D NIKE INC                       CL B             65410610       685    14625 SH      SHARED      22         10050              4575
D NIKE INC                       CL B             65410610       295     6305 SH      SHR/OTHR    22                            6305
D NIKE INC                       CL B             65410610      3236    69026 SH      SHARED      23         64581              4445
D NIKE INC                       CL B             65410610      3197    68181 SH      SHR/OTHR    23                           68181
D NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N10        84    31261 SH      SHARED                 31261                  
D NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N10         2     1004 SH      SHARED      02           604               400
D NIGHTHAWK RADIOLOGY HLDGS IN   COM              65411N10        33    12400 SH      SHARED      10         12400                  
D 99 CENTS ONLY STORES           COM              65440K10      1564   169300 SH      SHARED                169300                  
D 99 CENTS ONLY STORES           COM              65440K10       121    13200 SH      SHARED      01                           13200
D 99 CENTS ONLY STORES           COM              65440K10       481    52066 SH      SHARED      02         52066                  
D NIPPON TELEG & TEL CORP        SPONSORED ADR    65462410       886    46564 SH      SHARED                 46564                  
D NIPPON TELEG & TEL CORP        SPONSORED ADR    65462410        34     1798 SH      SHARED      02          1217               581
D NIPPON TELEG & TEL CORP        SPONSORED ADR    65462410        48     2526 SH      SHARED      21                            2526
D NISOURCE INC                   COM              65473P10      8763   894269 SH      SHARED                894269                  
D NISOURCE INC                   COM              65473P10       674    68869 SH      SHARED      01         68869                  
D NISOURCE INC                   COM              65473P10       935    95475 SH      SHARED      02         85659              9816
D NISOURCE INC                   COM              65473P10        26     2700 SH      SHARED      04          2700                  
D NISOURCE INC                   COM              65473P10       188    19230 SH      SHARED      06         12350              6880
D NISOURCE INC                   COM              65473P10     13482  1375782 SH      SHARED      10       1325882             49900
D NISOURCE INC                   COM              65473P10         2      265 SH      SHARED      21                             265
D NISOURCE INC                   COM              65473P10        19     2000 SH      SHR/OTHR    23                            2000
D NISSAN MOTORS                  SPONSORED ADR    65474440       696    96134 SH      SHARED                 96134                  
D NISSAN MOTORS                  SPONSORED ADR    65474440         7     1007 SH      SHARED      02           900               107
D NITROMED INC                   COM              65479850         0      835 SH      SHARED                   835                  
D NOAH ED HLDGS LTD              ADR              65487R30         0       10 SH      SHARED                    10                  
D NOAH ED HLDGS LTD              ADR              65487R30         6     2000 SH      SHARED      02                            2000
D NOVA BIOSOURCE FUELS INC       COM              65488W10         0     1528 SH      SHARED                  1528                  
D NOBEL LEARNING CMNTYS INC      COM              65488910         2      191 SH      SHARED                   191                  
D NOBEL LEARNING CMNTYS INC      COM              65488910         1      152 SH      SHARED      02           152                  
D NOKIA CORP                     SPONSORED ADR    65490220      5261   450893 SH      SHARED                450893                  
D NOKIA CORP                     SPONSORED ADR    65490220       169    14535 SH      SHARED      01                           14535
D NOKIA CORP                     SPONSORED ADR    65490220        51     4400 SH      SHR/OTHR    01                            4400
D NOKIA CORP                     SPONSORED ADR    65490220      2727   233697 SH      SHARED      02        165337             68360
D NOKIA CORP                     SPONSORED ADR    65490220       490    42000 SH      SHARED      04         42000                  
D NOKIA CORP                     SPONSORED ADR    65490220      8660   742102 SH      SHARED      10        742102                  
D NOKIA CORP                     SPONSORED ADR    65490220       466    40000 SH      SHARED      20         20935             19065
D NOKIA CORP                     SPONSORED ADR    65490220       315    27000 SH      SHR/OTHR    20                           27000
D NOKIA CORP                     SPONSORED ADR    65490220       231    19809 SH      SHARED      21         17025              2784
D NOKIA CORP                     SPONSORED ADR    65490220        17     1500 SH      SHARED      22                            1500
D NOKIA CORP                     SPONSORED ADR    65490220        17     1500 SH      SHR/OTHR    22                            1500
D NOKIA CORP                     SPONSORED ADR    65490220       357    30650 SH      SHARED      23         21850              8800
D NOKIA CORP                     SPONSORED ADR    65490220       407    34950 SH      SHR/OTHR    23                           34950
D NOBLE ENERGY INC               COM              65504410     15527   288187 SH      SHARED                288187                  
D NOBLE ENERGY INC               COM              65504410      3467    64362 SH      SHARED      01         61562              2800
D NOBLE ENERGY INC               COM              65504410      2339    43415 SH      SHARED      02         42383              1032
D NOBLE ENERGY INC               COM              65504410        26      500 SH      SHARED      04           500                  
D NOBLE ENERGY INC               COM              65504410         5      100 SH      SHARED      05           100                  
D NOBLE ENERGY INC               COM              65504410       738    13700 SH      SHARED      06          7850              5850
D NOBLE ENERGY INC               COM              65504410      7663   142233 SH      SHARED      10        142233                  
D NOBLE ENERGY INC               COM              65504410         3       65 SH      SHR/OTHR    20                              65
D NOBLE ENERGY INC               COM              65504410        34      640 SH      SHARED      21                             640
D NOBLE INTL LTD                 COM              65505310         0      320 SH      SHARED                   320                  
D NOBLE INTL LTD                 COM              65505310         0      200 SH      SHARED      02           200                  
D NOMURA HLDGS INC               SPONSORED ADR    65535H20        39     7915 SH      SHARED                  7915                  
D NOMURA HLDGS INC               SPONSORED ADR    65535H20        11     2230 SH      SHARED      02          2000               230
D NORAM ENERGY CORP              SDCV  6.000% 3/1 655419AC         8     8850 PRN     SHARED      01                            8850
D NORDSON CORP                   COM              65566310        95     3342 SH      SHARED                  3342                  
D NORDSON CORP                   COM              65566310       329    11600 SH      SHARED      01                           11600
D NORDSON CORP                   COM              65566310        79     2792 SH      SHARED      02          2741                51
D NORDSON CORP                   COM              65566310       204     7200 SH      SHARED      10          5700              1500
D NORDSON CORP                   COM              65566310        10      355 SH      SHARED      21                             355
D NORDSTROM INC                  COM              65566410      6277   374798 SH      SHARED                374798                  
D NORDSTROM INC                  COM              65566410       671    40099 SH      SHARED      01         40099                  
D NORDSTROM INC                  COM              65566410       136     8175 SH      SHARED      02          7475               700
D NORDSTROM INC                  COM              65566410       185    11050 SH      SHARED      06          6250              4800
D NORDSTROM INC                  COM              65566410      2125   126891 SH      SHARED      10        126891                  
D NORDSTROM INC                  COM              65566410       502    30000 SH      SHARED      15                           30000
D NORFOLK SOUTHERN CORP          COM              65584410     22607   669850 SH      SHARED                659677             10173
D NORFOLK SOUTHERN CORP          COM              65584410      3717   110154 SH      SHARED      01        105049              5105
D NORFOLK SOUTHERN CORP          COM              65584410       247     7325 SH      SHR/OTHR    01                            7325
D NORFOLK SOUTHERN CORP          COM              65584410      7050   208891 SH      SHARED      02        205181              3710
D NORFOLK SOUTHERN CORP          COM              65584410     49950  1480000 SH      SHARED      04       1480000                  
D NORFOLK SOUTHERN CORP          COM              65584410         6      190 SH      SHARED      05           190                  
D NORFOLK SOUTHERN CORP          COM              65584410      1047    31040 SH      SHARED      06         18750             12290
D NORFOLK SOUTHERN CORP          COM              65584410     55807  1653541 SH      SHARED      10       1623841             29700
D NORFOLK SOUTHERN CORP          COM              65584410        33     1000 SH      SHR/OTHR    20                            1000
D NORFOLK SOUTHERN CORP          COM              65584410         5      155 SH      SHARED      21                             155
D NORFOLK SOUTHERN CORP          COM              65584410      1875    55577 SH      SHARED      23         51277              4300
D NORFOLK SOUTHERN CORP          COM              65584410      1097    32526 SH      SHR/OTHR    23                           32526
D NORTEL INVERSORA S A           SPON ADR PFD B   65656740         0       56 SH      SHARED      02            56                  
D NORTH AMERN ENERGY PARTNERS    COM              65684410         1      346 SH      SHARED                   346                  
D NORTH AMERN ENERGY PARTNERS    COM              65684410        31    10200 SH      SHARED      10         10200                  
D NORTH AMERN GALVANZNG & CTNG   COM              65686Y10         1      549 SH      SHARED                   549                  
D NORTH AMERN PALLADIUM LTD      COM              65691210       226   164446 SH      SHARED                164446                  
D NORTH AMERN PALLADIUM LTD      COM              65691210         0      300 SH      SHARED      02           300                  
D NORTH AMERN SCIENTIFIC INC     COM NEW          65715D20         0      189 SH      SHARED                   189                  
D NORTH CENT BANCSHARES INC      COM              65841810         0       31 SH      SHARED                    31                  
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010        18      700 SH      SHARED                   700                  
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       111     4300 SH      SHARED      01                            4300
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010       129     5000 SH      SHARED      02                            5000
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       65931010        28     1100 SH      SHARED      23          1100                  
D NORTH VALLEY BANCORP           COM              66304M10         0      222 SH      SHARED                   222                  
D NORTHEAST CMNTY BANCORP INC    COM              66411210         1      155 SH      SHARED                   155                  
D NORTHEAST UTILS                COM              66439710      7110   329321 SH      SHARED                329321                  
D NORTHEAST UTILS                COM              66439710      1204    55800 SH      SHARED      01         55800                  
D NORTHEAST UTILS                COM              66439710        21     1000 SH      SHR/OTHR    01                            1000
D NORTHEAST UTILS                COM              66439710       651    30184 SH      SHARED      02         28944              1240
D NORTHEAST UTILS                COM              66439710       505    23400 SH      SHARED      06          4600             18800
D NORTHEAST UTILS                COM              66439710      4063   188200 SH      SHARED      10        188200                  
D NORTHEAST UTILS                COM              66439710      2856   132300 SH      SHARED      11        132300                  
D NORTHEAST UTILS                COM              66439710        12      600 SH      SHARED      23           600                  
D NORTHERN DYNASTY MINERALS LT   COM NEW          66510M20       331    47916 SH      SHARED                 47916                  
D NORTHERN OIL & GAS INC NEV     COM              66553110        24     6780 SH      SHARED                  6780                  
D NORTHERN OIL & GAS INC NEV     COM              66553110         1      554 SH      SHARED      02           554                  
D NORTHERN TR CORP               COM              66585910       116     1940 SH      SHARED                  1940                  
D NORTHERN TR CORP               COM              66585910     24061   402227 SH      SHARED                398427              3800
D NORTHERN TR CORP               COM              66585910      3283    54891 SH      SHARED      01         54255               636
D NORTHERN TR CORP               COM              66585910      1261    21087 SH      SHARED      02         18166              2921
D NORTHERN TR CORP               COM              66585910        47      800 SH      SHARED      04           800                  
D NORTHERN TR CORP               COM              66585910      2889    48300 SH      SHARED      05         48300                  
D NORTHERN TR CORP               COM              66585910      1322    22110 SH      SHARED      06         14550              7560
D NORTHERN TR CORP               COM              66585910     16056   268410 SH      SHARED      10        266310              2100
D NORTHERN TR CORP               COM              66585910      1196    20000 SH      SHARED      20                           20000
D NORTHERN TR CORP               COM              66585910       418     7000 SH      SHR/OTHR    20                            7000
D NORTHERN TR CORP               COM              66585910        89     1500 SH      SHARED      21                            1500
D NORTHERN TR CORP               COM              66585910         4       80 SH      SHR/OTHR    21                              80
D NORTHERN TR CORP               COM              66585910       454     7600 SH      SHR/OTHR    23                            7600
D NORTHFIELD BANCORP INC NEW     COM              66611L10        69     6371 SH      SHARED                  6371                  
D NORTHFIELD BANCORP INC NEW     COM              66611L10         5      501 SH      SHARED      02           501                  
D NORTHGATE MINERALS CORP        COM              66641610       650   485400 SH      SHARED                485400                  
D NORTHRIM BANCORP INC           COM              66676210         2      268 SH      SHARED                   268                  
D NORTHROP GRUMMAN CORP          COM              66680710      8679   198896 SH      SHARED                165274             33622
D NORTHROP GRUMMAN CORP          COM              66680710      4993   114419 SH      SHARED      01        114019               400
D NORTHROP GRUMMAN CORP          COM              66680710      3529    80876 SH      SHARED      02         80107               769
D NORTHROP GRUMMAN CORP          COM              66680710        17      400 SH      SHARED      04           400                  
D NORTHROP GRUMMAN CORP          COM              66680710         7      170 SH      SHARED      05           170                  
D NORTHROP GRUMMAN CORP          COM              66680710       994    22790 SH      SHARED      06         12100             10690
D NORTHROP GRUMMAN CORP          COM              66680710    129086  2957990 SH      SHARED      10       2906190             51800
D NORTHROP GRUMMAN CORP          COM              66680710         7      165 SH      SHARED      20           165                  
D NORTHROP GRUMMAN CORP          COM              66680710         2       50 SH      SHARED      21                              50
D NORTHROP GRUMMAN CORP          COM              66680710       279     6400 SH      SHR/OTHR    23                            6400
D NORTHSTAR RLTY FIN CORP        COM              66704R10        65    28052 SH      SHARED                 28052                  
D NORTHSTAR RLTY FIN CORP        COM              66704R10        92    39853 SH      SHARED      02          1513             38340
D NORTHSTAR NEUROSCIENCE INC     COM              66704V10         0      372 SH      SHARED                   372                  
D NORTHSTAR NEUROSCIENCE INC     COM              66704V10        11     5932 SH      SHARED      01                            5932
D NORTHSTAR NEUROSCIENCE INC     COM              66704V10         3     1800 SH      SHARED      02                            1800
D NORTHWEST BANCORP INC PA       COM              66732810       202    11969 SH      SHARED                 11969                  
D NORTHWEST BANCORP INC PA       COM              66732810         7      445 SH      SHARED      02           445                  
D NORTHWEST NAT GAS CO           COM              66765510        53     1224 SH      SHARED                  1224                  
D NORTHWEST NAT GAS CO           COM              66765510        29      675 SH      SHARED      01           675                  
D NORTHWEST NAT GAS CO           COM              66765510        59     1364 SH      SHARED      02          1364                  
D NORTHWEST NAT GAS CO           COM              66765510       508    11700 SH      SHARED      10         11700                  
D NORTHWEST PIPE CO              COM              66774610         6      241 SH      SHARED      02           241                  
D NORTHWEST PIPE CO              COM              66774610      2277    80000 SH      SHARED      04         80000                  
D NORTHWEST PIPE CO              COM              66774610       486    17100 SH      SHARED      05         17100                  
D NORTHWEST PIPE CO              COM              66774610       418    14700 SH      SHARED      06                           14700
D NORTHWEST PIPE CO              COM              66774610       156     5500 SH      SHARED      10          4100              1400
D NORTHWESTERN CORP              COM NEW          66807430      1250    58194 SH      SHARED                 58194                  
D NORTHWESTERN CORP              COM NEW          66807430        32     1500 SH      SHARED      01                            1500
D NORTHWESTERN CORP              COM NEW          66807430        55     2586 SH      SHARED      02          2586                  
D NORTHWESTERN CORP              COM NEW          66807430       579    27000 SH      SHARED      10         27000                  
D NORTHWESTERN CORP              COM NEW          66807430        32     1525 SH      SHARED      21                            1525
D NORWOOD FINANCIAL CORP         COM              66954910         1       67 SH      SHARED                    67                  
D NOVA CHEMICALS CORP            COM              66977W10      3010   522577 SH      SHARED                522577                  
D NOVA CHEMICALS CORP            COM              66977W10        23     4104 SH      SHARED      02          3704               400
D NOVA CHEMICALS CORP            COM              66977W10         0       66 SH      SHR/OTHR    23                              66
D NOVAMED INC DEL                NOTE  1.000% 6/1 66986WAA      6070 14350000 PRN     SHARED      02      14350000                  
D NOVAMED INC DEL                COM              66986W10        58    25661 SH      SHARED                 25661                  
D NOVAMED INC DEL                COM              66986W10       181    79944 SH      SHARED      02         79944                  
D NOVADEL PHARMA INC             COM              66986X10         0     1384 SH      SHARED                  1384                  
D NOVAGOLD RES INC               COM NEW          66987E20       803   291000 SH      SHARED                291000                  
D NOVAGOLD RES INC               COM NEW          66987E20        16     6000 SH      SHARED      02           800              5200
D NOVATEL WIRELESS INC           COM NEW          66987M60       143    25468 SH      SHARED                 25468                  
D NOVATEL WIRELESS INC           COM NEW          66987M60      1911   340169 SH      SHARED      02        340169                  
D NOVATEL WIRELESS INC           COM NEW          66987M60        20     3700 SH      SHARED      10          3700                  
D NOVABAY PHARMACEUTICALS INC    COM              66987P10         0      230 SH      SHARED                   230                  
D NOVARTIS A G                   SPONSORED ADR    66987V10      6197   163821 SH      SHARED                163821                  
D NOVARTIS A G                   SPONSORED ADR    66987V10        60     1600 SH      SHARED      01                            1600
D NOVARTIS A G                   SPONSORED ADR    66987V10       202     5360 SH      SHARED      02          4900               460
D NOVARTIS A G                   SPONSORED ADR    66987V10       469    12410 SH      SHARED      10         12410                  
D NOVARTIS A G                   SPONSORED ADR    66987V10        36      974 SH      SHARED      21                             974
D NOVARTIS A G                   SPONSORED ADR    66987V10        74     1960 SH      SHARED      23                            1960
D NOVARTIS A G                   SPONSORED ADR    66987V10       283     7500 SH      SHR/OTHR    23                            7500
D NU HORIZONS ELECTRS CORP       COM              66990810         0      373 SH      SHARED                   373                  
D NOVAVAX INC                    COM              67000210         2     2000 SH      SHARED      01                            2000
D NOVAVAX INC                    COM              67000210         2     2528 SH      SHARED      02          2528                  
D NOVELL INC                     DBCV  0.500% 7/1 670006AC       349   356000 PRN     SHARED      02        356000                  
D NOVELL INC                     COM              67000610      7975  1872164 SH      SHARED               1872164                  
D NOVELL INC                     COM              67000610      1778   417396 SH      SHARED      02        390781             26615
D NOVELL INC                     COM              67000610        48    11400 SH      SHARED      06          3400              8000
D NOVELL INC                     COM              67000610       542   127264 SH      SHARED      10        127264                  
D NOVELLUS SYS INC               COM              67000810        61     3700 SH      SHARED                  3700                  
D NOVELLUS SYS INC               COM              67000810      3915   235419 SH      SHARED                235419                  
D NOVELLUS SYS INC               COM              67000810        28     1700 SH      SHARED      01          1300               400
D NOVELLUS SYS INC               COM              67000810      5918   355911 SH      SHARED      02        347185              8726
D NOVELLUS SYS INC               COM              67000810       115     6950 SH      SHARED      06          4950              2000
D NOVELLUS SYS INC               COM              67000810      4801   288708 SH      SHARED      10        288708                  
D NOVELLUS SYS INC               COM              67000810         9      600 SH      SHARED      20                             600
D NOVELLUS SYS INC               COM              67000810         7      450 SH      SHR/OTHR    23                             450
D NOVEN PHARMACEUTICALS INC      COM              67000910       142    15048 SH      SHARED                 15048                  
D NOVEN PHARMACEUTICALS INC      COM              67000910       696    73502 SH      SHARED      02           977             72525
D NOVO-NORDISK A S               ADR              67010020       255     5331 SH      SHARED                  5331                  
D NOVO-NORDISK A S               ADR              67010020        43      900 SH      SHARED      02           900                  
D NU SKIN ENTERPRISES INC        CL A             67018T10       227    21700 SH      SHARED                 21700                  
D NU SKIN ENTERPRISES INC        CL A             67018T10         3      300 SH      SHARED      01           300                  
D NU SKIN ENTERPRISES INC        CL A             67018T10       394    37636 SH      SHARED      02         37589                47
D NU SKIN ENTERPRISES INC        CL A             67018T10       373    35600 SH      SHARED      10         35600                  
D NSTAR                          COM              67019E10      1525    47850 SH      SHARED                 47850                  
D NSTAR                          COM              67019E10      1928    60500 SH      SHARED      01         25500             35000
D NSTAR                          COM              67019E10       211     6630 SH      SHARED      02          5390              1240
D NSTAR                          COM              67019E10        22      700 SH      SHARED      06                             700
D NSTAR                          COM              67019E10      1852    58100 SH      SHARED      10         58100                  
D NSTAR                          COM              67019E10      1692    53100 SH      SHARED      11         53100                  
D NSTAR                          COM              67019E10        66     2100 SH      SHARED      23          2100                  
D NSTAR                          COM              67019E10       502    15756 SH      SHR/OTHR    23                           15756
D NTELOS HLDGS CORP              COM              67020Q10       568    31325 SH      SHARED                 31325                  
D NTELOS HLDGS CORP              COM              67020Q10       471    25972 SH      SHARED      01         25972                  
D NTELOS HLDGS CORP              COM              67020Q10       763    42063 SH      SHR/OTHR    01                           42063
D NTELOS HLDGS CORP              COM              67020Q10        81     4480 SH      SHARED      02          4480                  
D NTELOS HLDGS CORP              COM              67020Q10       828    45688 SH      SHARED      10         45688                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10       555    51237 SH      SHARED                 51237                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10        46     4324 SH      SHARED      02           650              3674
D NUANCE COMMUNICATIONS INC      COM              67020Y10       726    67000 SH      SHARED      04         67000                  
D NUANCE COMMUNICATIONS INC      COM              67020Y10       336    31000 SH      SHARED      21          9500             21500
D NUANCE COMMUNICATIONS INC      COM              67020Y10       184    17000 SH      SHR/OTHR    21                           17000
D NUANCE COMMUNICATIONS INC      COM              67020Y10        16     1500 SH      SHR/OTHR    23                            1500
D NUCOR CORP                     COM              67034610     43835  1148441 SH      SHARED               1148441                  
D NUCOR CORP                     COM              67034610      3962   103823 SH      SHARED      01        103823                  
D NUCOR CORP                     COM              67034610        12      325 SH      SHR/OTHR    01                             325
D NUCOR CORP                     COM              67034610      1369    35877 SH      SHARED      02         30517              5360
D NUCOR CORP                     COM              67034610      3326    87150 SH      SHARED      04         87150                  
D NUCOR CORP                     COM              67034610         6      180 SH      SHARED      05           180                  
D NUCOR CORP                     COM              67034610      9863   258400 SH      SHARED      06         98950            159450
D NUCOR CORP                     COM              67034610     10101   264638 SH      SHARED      10        264638                  
D NUCOR CORP                     COM              67034610        80     2100 SH      SHARED      21                            2100
D NUCOR CORP                     COM              67034610       160     4200 SH      SHR/OTHR    22                            4200
D NUMEREX CORP PA                CL A             67053A10         1      300 SH      SHARED                   300                  
D NUSTAR ENERGY LP               UNIT COM         67058H10       406     8810 SH      SHARED                  8810                  
D NUSTAR ENERGY LP               UNIT COM         67058H10       403     8750 SH      SHARED      02                            8750
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10       524    25435 SH      SHARED                 25435                  
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10       140     6800 SH      SHR/OTHR    01                            6800
D NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L10       910    44200 SH      SHARED      02                           44200
D NUVEEN GBL VL OPPORTUNITIES    COM              6706EH10        28     2700 SH      SHARED      02                            2700
D NUVEEN EQTY PRM OPPORTUNITYF   COM              6706EM10        24     2417 SH      SHARED      02                            2417
D NUVEEN EQTY PRM OPPORTUNITYF   COM              6706EM10        50     5000 SH      SHARED      21          5000                  
D NUVEEN EQUITY PREM INCOME FD   COM              6706ER10       108    11289 SH      SHARED      02                           11289
D NUVEEN EQUITY PREM INCOME FD   COM              6706ER10        48     5000 SH      SHARED      21          5000                  
D NUVEEN EQUITY PREM ADV FD      COM              6706ET10        43     4367 SH      SHARED      02                            4367
D NUVEEN EQUITY PREM ADV FD      COM              6706ET10        49     5000 SH      SHARED      21          5000                  
D NUVEEN EQUITY PREM & GROWTH    COM              6706EW10        48     5000 SH      SHARED      21          5000                  
D NUTRACEUTICAL INTL CORP        COM              67060Y10         1      279 SH      SHARED                   279                  
D NUVEEN MASS PREM INCOME MUN    COM              67061E10        24     2000 SH      SHARED      02                            2000
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q10        62     5500 SH      SHARED      02                            5500
D NUVEEN NY MUN VALUE FD         COM              67062M10       236    26440 SH      SHARED      02                           26440
D NUVEEN NY PERFORM PLUS MUN F   COM              67062R10        39     3350 SH      SHARED      22          3350                  
D NUVEEN PREM INCOME MUN FD      COM              67062T10         5      500 SH      SHARED      23           500                  
D NUVEEN INS FL TX FR ADV MUN    COM              67065510        37     3333 SH      SHARED      02                            3333
D NVIDIA CORP                    COM              67066G10      1822   184795 SH      SHARED                160795             24000
D NVIDIA CORP                    COM              67066G10      3552   360263 SH      SHARED      01        288531             71732
D NVIDIA CORP                    COM              67066G10       392    39780 SH      SHR/OTHR    01                           39780
D NVIDIA CORP                    COM              67066G10       522    52954 SH      SHARED      02         50194              2760
D NVIDIA CORP                    COM              67066G10       212    21530 SH      SHARED      04                           21530
D NVIDIA CORP                    COM              67066G10     28271  2867325 SH      SHARED      04       2867325                  
D NVIDIA CORP                    COM              67066G10      2959   300120 SH      SHARED      05        300120                  
D NVIDIA CORP                    COM              67066G10      1018   103325 SH      SHARED      06         20225             83100
D NVIDIA CORP                    COM              67066G10     20408  2069878 SH      SHARED      10       2069878                  
D NVIDIA CORP                    COM              67066G10        89     9109 SH      SHARED      20          7415              1694
D NVIDIA CORP                    COM              67066G10         2      275 SH      SHR/OTHR    20                             275
D NVIDIA CORP                    COM              67066G10        18     1874 SH      SHARED      21          1874                  
D NVIDIA CORP                    COM              67066G10       108    11000 SH      SHR/OTHR    21                           11000
D NVIDIA CORP                    COM              67066G10       187    19000 SH      SHARED      22         16400              2600
D NVIDIA CORP                    COM              67066G10        26     2735 SH      SHR/OTHR    22                            2735
D NVIDIA CORP                    COM              67066G10       303    30759 SH      SHARED      23         25284              5475
D NVIDIA CORP                    COM              67066G10       234    23814 SH      SHR/OTHR    23                           23814
D NUVEEN DIVID ADVANTAGE MUN F   COM              67066V10        47     4276 SH      SHARED      02                            4276
D NUTRI SYS INC NEW              COM              67069D10       535    37554 SH      SHARED                 37554                  
D NUTRI SYS INC NEW              COM              67069D10       105     7378 SH      SHARED      02          7378                  
D NUTRI SYS INC NEW              COM              67069D10       131     9200 SH      SHARED      10          9200                  
D NUVEEN NC DIVID ADVANTAGE MU   COM SH BEN INT   67069N10        20     1500 SH      SHARED      02                            1500
D NUTRITION 21 INC               COM              67069V10         0     1307 SH      SHARED                  1307                  
D NUVEEN CA DIV ADVANTG MUN FD   COM              67069X10        10     1000 SH      SHARED      02                            1000
D NUVEEN MUN VALUE FD 2          COM              67069510       465    31000 SH      SHARED      02                           31000
D NUVEEN CA DIV ADV MUNI FD 3    COM SH BEN INT   67070Y10        25     2500 SH      SHARED      02                            2500
D NUVASIVE INC                   COM              67070410        35     1125 SH      SHARED                  1125                  
D NUVASIVE INC                   COM              67070410        50     1600 SH      SHARED      01          1600                  
D NUVASIVE INC                   COM              67070410        26      833 SH      SHARED      02           833                  
D NUVASIVE INC                   COM              67070410       787    25100 SH      SHARED      04         25100                  
D NUVASIVE INC                   COM              67070410      1860    59300 SH      SHARED      10         57300              2000
D NUVASIVE INC                   COM              67070410        13      423 SH      SHARED      21           423                  
D NUVEEN N C DIV ADV FD 2        COM              67071D10        50     3900 SH      SHARED      02                            3900
D NUVEEN QUALITY PFD INCOME FD   COM              67071S10        36     9576 SH      SHARED      02                            9576
D NUVEEN CT DIV ADV MUN FD 3     COM              67071Y10       111    10000 SH      SHARED      01                           10000
D NYER MED GROUP INC             COM              67071110         0      102 SH      SHARED                   102                  
D NUVEEN MD DIV ADV MUN FD 3     COM              67072A10        68     6000 SH      SHARED      02                            6000
D NUVEEN MD DIV ADV MUN FD 3     COM              67072A10        23     2050 SH      SHARED      23          2050                  
D NUVEEN NC DIV ADV MUN FD 3     COM              67072D10        40     3250 SH      SHARED      02                            3250
D NUVEEN FLOATING RATE INCOME    COM              67072T10        14     2500 SH      SHARED      02                            2500
D NXSTAGE MEDICAL INC            COM              67072V10        17     6600 SH      SHARED      01          6600                  
D NXSTAGE MEDICAL INC            COM              67072V10         1      629 SH      SHARED      02           629                  
D NXSTAGE MEDICAL INC            COM              67072V10      1613   625202 SH      SHARED      10        625202                  
D NUVEEN QUALITY PFD INC FD 3    COM              67072W10         3      965 SH      SHARED      02                             965
D NUVEEN MULTI STRAT INC & GR    COM              67073B10        18     5000 SH      SHARED      02                            5000
D NUVEEN MULTI STRAT INC GR FD   COM SHS          67073D10       148    38825 SH      SHARED      02                           38825
D NV ENERGY INC                  COM              67073Y10     17936  1910177 SH      SHARED               1877377             32800
D NV ENERGY INC                  COM              67073Y10      1122   119500 SH      SHARED      01         43700             75800
D NV ENERGY INC                  COM              67073Y10         6      740 SH      SHR/OTHR    01                             740
D NV ENERGY INC                  COM              67073Y10       322    34319 SH      SHARED      02         34319                  
D NV ENERGY INC                  COM              67073Y10     15146  1613050 SH      SHARED      10       1591550             21500
D NV ENERGY INC                  COM              67073Y10        16     1716 SH      SHARED      21          1716                  
D O CHARLEYS INC                 COM              67082310        12     4016 SH      SHARED                  4016                  
D O CHARLEYS INC                 COM              67082310        31    10454 SH      SHARED      02         10454                  
D OGE ENERGY CORP                COM              67083710      1873    78636 SH      SHARED                 78636                  
D OGE ENERGY CORP                COM              67083710       976    41000 SH      SHARED      01                           41000
D OGE ENERGY CORP                COM              67083710       742    31169 SH      SHARED      02         29269              1900
D O I CORP                       COM              67084110         0       51 SH      SHARED                    51                  
D OM GROUP INC                   COM              67087210       588    30450 SH      SHARED                 30450                  
D OM GROUP INC                   COM              67087210       172     8950 SH      SHARED      01          8950                  
D OM GROUP INC                   COM              67087210       789    40888 SH      SHARED      02         40888                  
D OM GROUP INC                   COM              67087210       268    13900 SH      SHARED      10         13900                  
D NUVEEN MULT CURR ST GV INCM    COM              67090N10        35     2783 SH      SHARED      02                            2783
D NUVEEN CORE EQUITY ALPHA FUN   COM              67090X10        16     2000 SH      SHARED      02                            2000
D NUVEEN CORE EQUITY ALPHA FUN   COM              67090X10        41     5000 SH      SHARED      21          5000                  
D NUVEEN NY SELECT QUALITY MUN   COM              67097610        79     7000 SH      SHR/OTHR    23                            7000
D NUVEEN NY QUALITY INCM MUN F   COM              67098610        95     8500 SH      SHARED      22          8500                  
D NUVEEN NY QUALITY INCM MUN F   COM              67098610        80     7200 SH      SHR/OTHR    23                            7200
D OSG AMER L P                   COM UNIT LPI     67102810        27     3406 SH      SHARED                  3406                  
D OSI PHARMACEUTICALS INC        NOTE  3.250% 9/0 671040AD     14299 16194000 PRN     SHARED      02      16194000                  
D OSI PHARMACEUTICALS INC        NOTE  2.000%12/1 671040AF      2976  2200000 PRN     SHARED               2200000                  
D OSI PHARMACEUTICALS INC        NOTE  2.000%12/1 671040AF      3382  2500000 PRN     SHARED      02       2500000                  
D OSI PHARMACEUTICALS INC        SDCV  3.000% 1/1 671040AH       456   515000 PRN     SHARED      02        515000                  
D OSI PHARMACEUTICALS INC        COM              67104010      1580    41301 SH      SHARED                 41301                  
D OSI PHARMACEUTICALS INC        COM              67104010      1166    30500 SH      SHARED      01         10000             20500
D OSI PHARMACEUTICALS INC        COM              67104010       237     6199 SH      SHARED      02          4849              1350
D OSI PHARMACEUTICALS INC        COM              67104010     13980   365410 SH      SHARED      04        365410                  
D OSI PHARMACEUTICALS INC        COM              67104010      5601   146400 SH      SHARED      10        146400                  
D OSI PHARMACEUTICALS INC        COM              67104010        25      668 SH      SHARED      21           525               143
D OSI SYSTEMS INC                COM              67104410       360    23600 SH      SHARED                 23600                  
D OSI SYSTEMS INC                COM              67104410         6      413 SH      SHARED      02           413                  
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10        21     6193 SH      SHARED                  6193                  
D O2MICRO INTERNATIONAL LTD      SPONS ADR        67107W10         3     1000 SH      SHARED      02                            1000
D OYO GEOSPACE CORP              COM              67107410        13     1048 SH      SHARED                  1048                  
D OYO GEOSPACE CORP              COM              67107410         0       60 SH      SHARED      01            60                  
D OYO GEOSPACE CORP              COM              67107410         1      108 SH      SHARED      02           108                  
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10         0      100 SH      SHARED                   100                  
D OBAGI MEDICAL PRODUCTS INC     COM              67423R10         4      807 SH      SHARED      02           807                  
D OCCAM NETWORKS INC             COM NEW          67457P30         0      265 SH      SHARED                   265                  
D OCCIDENTAL PETE CORP DEL       COM              67459910       373     6717 SH      SHARED                  1342              5375
D OCCIDENTAL PETE CORP DEL       COM              67459910     58100  1044039 SH      SHARED               1019595             24444
D OCCIDENTAL PETE CORP DEL       COM              67459910     22190   398749 SH      SHARED      01        336542      400    61807
D OCCIDENTAL PETE CORP DEL       COM              67459910      2680    48165 SH      SHR/OTHR    01                           48165
D OCCIDENTAL PETE CORP DEL       COM              67459910     27317   490876 SH      SHARED      02        487203              3673
D OCCIDENTAL PETE CORP DEL       COM              67459910        29      524 SH      SHARED      04                             524
D OCCIDENTAL PETE CORP DEL       COM              67459910     29427   528800 SH      SHARED      04        528800                  
D OCCIDENTAL PETE CORP DEL       COM              67459910      1298    23330 SH      SHARED      05         23330                  
D OCCIDENTAL PETE CORP DEL       COM              67459910      4521    81246 SH      SHARED      06         54376             26870
D OCCIDENTAL PETE CORP DEL       COM              67459910    190514  3423434 SH      SHARED      10       3337197             86237
D OCCIDENTAL PETE CORP DEL       COM              67459910      2539    45642 SH      SHARED      19                           45642
D OCCIDENTAL PETE CORP DEL       COM              67459910      2425    43593 SH      SHARED      20         36668      120     6805
D OCCIDENTAL PETE CORP DEL       COM              67459910       208     3755 SH      SHR/OTHR    20                            3755
D OCCIDENTAL PETE CORP DEL       COM              67459910       476     8560 SH      SHARED      21          1725              6835
D OCCIDENTAL PETE CORP DEL       COM              67459910         9      168 SH      SHR/OTHR    21                             168
D OCCIDENTAL PETE CORP DEL       COM              67459910       389     7005 SH      SHARED      22          5250              1755
D OCCIDENTAL PETE CORP DEL       COM              67459910       147     2647 SH      SHR/OTHR    22                            2647
D OCCIDENTAL PETE CORP DEL       COM              67459910      1890    33964 SH      SHARED      23         31734              2230
D OCCIDENTAL PETE CORP DEL       COM              67459910      2045    36750 SH      SHR/OTHR    23                           36750
D OCCULOGIX INC                  COM NEW          67461T20         0        2 SH      SHARED      02             2                  
D OCEAN PWR TECHNOLOGIES INC     COM NEW          67487030         1      235 SH      SHARED                   235                  
D OCEAN SHORE HLDG CO            COM              67501P10         0      101 SH      SHARED                   101                  
D OCEANAUT INC                   COM              67522710      4568   554443 SH      SHARED                554443                  
D OCEANAUT INC                   *W EXP 01/01/201 67522711        23   441118 SH      SHARED                441118                  
D OCEANEERING INTL INC           COM              67523210       765    20757 SH      SHARED                 20757                  
D OCEANEERING INTL INC           COM              67523210       674    18300 SH      SHARED      01           200             18100
D OCEANEERING INTL INC           COM              67523210       126     3418 SH      SHARED      02          3285               133
D OCEANFIRST FINL CORP           COM              67523410        48     4700 SH      SHARED                  4700                  
D OCEANFIRST FINL CORP           COM              67523410         3      300 SH      SHARED      01           300                  
D OCEANFIRST FINL CORP           COM              67523410         3      326 SH      SHARED      02           326                  
D OCEANFIRST FINL CORP           COM              67523410        16     1600 SH      SHARED      10          1600                  
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10     14019  2309707 SH      SHARED               2309707                  
D OCH ZIFF CAP MGMT GROUP        CL A             67551U10       922   152000 SH      SHARED      02                          152000
D OCWEN FINL CORP                NOTE  3.250% 8/0 675746AD      1694  1700000 PRN     SHARED               1700000                  
D OCWEN FINL CORP                NOTE  3.250% 8/0 675746AD       997  1000000 PRN     SHARED      02       1000000                  
D OCWEN FINL CORP                COM NEW          67574630       340    29800 SH      SHARED                 29800                  
D OCWEN FINL CORP                COM NEW          67574630       102     9000 SH      SHARED      01          9000                  
D OCWEN FINL CORP                COM NEW          67574630         9      800 SH      SHR/OTHR    01                             800
D OCWEN FINL CORP                COM NEW          67574630        30     2705 SH      SHARED      02          2705                  
D OCWEN FINL CORP                COM NEW          67574630       517    45300 SH      SHARED      10         45300                  
D OCULUS INNOVATIVE SCIENCES I   COM              67575P10         0      784 SH      SHARED                   784                  
D ODYSSEY HEALTHCARE INC         COM              67611V10        16     1718 SH      SHARED                  1718                  
D ODYSSEY HEALTHCARE INC         COM              67611V10       124    12858 SH      SHARED      02         12817                41
D ODYSSEY HEALTHCARE INC         COM              67611V10        81     8400 SH      SHARED      10          8400                  
D ODYSSEY MARINE EXPLORATION I   COM              67611810        24     7314 SH      SHARED                  7314                  
D ODYSSEY MARINE EXPLORATION I   COM              67611810         4     1255 SH      SHARED      02          1255                  
D ODYSSEY RE HLDGS CORP          COM              67612W10      1670    44053 SH      SHARED                 44053                  
D ODYSSEY RE HLDGS CORP          COM              67612W10        90     2385 SH      SHARED      02          2385                  
D ODYSSEY RE HLDGS CORP          COM              67612W10       189     5000 SH      SHARED      04          5000                  
D ODYSSEY RE HLDGS CORP          COM              67612W10       185     4900 SH      SHARED      10          4900                  
D OFFICEMAX INC DEL              COM              67622P10       430   138105 SH      SHARED                138105                  
D OFFICEMAX INC DEL              COM              67622P10         1      500 SH      SHARED      01           500                  
D OFFICEMAX INC DEL              COM              67622P10       101    32627 SH      SHARED      02         32627                  
D OFFICE DEPOT INC               COM              67622010      1490  1138126 SH      SHARED               1138126                  
D OFFICE DEPOT INC               COM              67622010         2     1800 SH      SHARED      01          1800                  
D OFFICE DEPOT INC               COM              67622010        73    56086 SH      SHARED      02         56086                  
D OFFICE DEPOT INC               COM              67622010         3     2750 SH      SHARED      06          2750                  
D OFFICE DEPOT INC               COM              67622010       136   104147 SH      SHARED      10        104147                  
D OHIO VY BANC CORP              COM              67771910         2      100 SH      SHARED                   100                  
D OIL DRI CORP AMER              COM              67786410         3      267 SH      SHARED                   267                  
D OIL DRI CORP AMER              COM              67786410         4      336 SH      SHARED      02           336                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210      3907    52650 SH      SHARED                 52650                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210      4093    55157 SH      SHARED      02         54157              1000
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210      1113    15000 SH      SHARED      04         15000                  
D OIL SVC HOLDRS TR              DEPOSTRY RCPT    67800210        51      700 SH      SHR/OTHR    23                             700
D OIL STS INTL INC               NOTE  2.375% 7/0 678026AB     11857 15300000 PRN     SHARED              15300000                  
D OIL STS INTL INC               COM              67802610      2157   160765 SH      SHARED                160765                  
D OIL STS INTL INC               COM              67802610       200    14915 SH      SHARED      01         14915                  
D OIL STS INTL INC               COM              67802610       368    27429 SH      SHARED      02         27377                52
D OIL STS INTL INC               COM              67802610     12966   966201 SH      SHARED      10        950601             15600
D OILSANDS QUEST INC             COM              67804610        67    93827 SH      SHARED                 93827                  
D OILSANDS QUEST INC             COM              67804610         3     4368 SH      SHARED      02          4368                  
D OILSANDS QUEST INC             COM              67804610         9    13600 SH      SHARED      10         13600                  
D OILSANDS QUEST INC             COM              67804610         1     2500 SH      SHARED      21          2500                  
D OLD DOMINION FGHT LINES INC    COM              67958010        22      945 SH      SHARED                   945                  
D OLD DOMINION FGHT LINES INC    COM              67958010       103     4400 SH      SHARED      01          4400                  
D OLD DOMINION FGHT LINES INC    COM              67958010       124     5290 SH      SHARED      02          5290                  
D OLD DOMINION FGHT LINES INC    COM              67958010      1841    78400 SH      SHARED      10         78400                  
D OLD NATL BANCORP IND           COM              68003310      1028    92041 SH      SHARED                 92041                  
D OLD NATL BANCORP IND           COM              68003310        39     3564 SH      SHARED      02          3564                  
D OLD NATL BANCORP IND           COM              68003310       146    13100 SH      SHARED      10         13100                  
D OLD POINT FINL CORP            COM              68019410         1       76 SH      SHARED                    76                  
D OLD POINT FINL CORP            COM              68019410         1      100 SH      SHARED      02           100                  
D OLD REP INTL CORP              COM              68022310      4951   457615 SH      SHARED                457615                  
D OLD REP INTL CORP              COM              68022310      1274   117787 SH      SHARED      01         45000             72787
D OLD REP INTL CORP              COM              68022310       438    40550 SH      SHARED      02         38426              2124
D OLD REP INTL CORP              COM              68022310        17     1580 SH      SHARED      06                            1580
D OLD REP INTL CORP              COM              68022310        44     4100 SH      SHARED      21                            4100
D OLD SECOND BANCORP INC ILL     COM              68027710        60     9597 SH      SHARED                  9597                  
D OLD SECOND BANCORP INC ILL     COM              68027710         2      352 SH      SHARED      02           352                  
D OLD SECOND BANCORP INC ILL     COM              68027710        27     4300 SH      SHARED      10          4300                  
D OLIN CORP                      COM PAR $1       68066520      2926   205072 SH      SHARED                205072                  
D OLIN CORP                      COM PAR $1       68066520       389    27300 SH      SHARED      01                           27300
D OLIN CORP                      COM PAR $1       68066520       324    22736 SH      SHARED      02         22736                  
D OLIN CORP                      COM PAR $1       68066520       854    59900 SH      SHARED      10         57100              2800
D OLYMPIC STEEL INC              COM              68162K10      1979   130483 SH      SHARED                130483                  
D OLYMPIC STEEL INC              COM              68162K10        65     4344 SH      SHARED      02           344              4000
D OMNICARE INC                   DBCV  3.250%12/1 681904AL      9958 15204000 PRN     SHARED      02      15204000                  
D OMNICARE INC                   COM              68190410      1325    54139 SH      SHARED                 54139                  
D OMNICARE INC                   COM              68190410      1654    67550 SH      SHARED      01         30300             37250
D OMNICARE INC                   COM              68190410        61     2513 SH      SHARED      02          2413               100
D OMNICARE INC                   COM              68190410       240     9800 SH      SHARED      06          9000               800
D OMNICARE INC                   COM              68190410       387    15830 SH      SHARED      10         15830                  
D OMNICARE INC                   COM              68190410       135     5539 SH      SHARED      21          5260               279
D OMNICOM GROUP INC              NOTE         7/0 681919AT      1794  1936000 PRN     SHARED      02       1936000                  
D OMNICOM GROUP INC              NOTE         7/0 681919AT      3476  3750000 PRN     SHARED      06       3750000                  
D OMNICOM GROUP INC              NOTE         7/3 681919AV       485   500000 PRN     SHARED      06        500000                  
D OMNICOM GROUP INC              COM              68191910      3968   169576 SH      SHARED                169576                  
D OMNICOM GROUP INC              COM              68191910      1779    76050 SH      SHARED      01         73200              2850
D OMNICOM GROUP INC              COM              68191910       759    32446 SH      SHARED      02         31727               719
D OMNICOM GROUP INC              COM              68191910        65     2800 SH      SHARED      04          2800                  
D OMNICOM GROUP INC              COM              68191910         4      180 SH      SHARED      05           180                  
D OMNICOM GROUP INC              COM              68191910       526    22480 SH      SHARED      06         12400             10080
D OMNICOM GROUP INC              COM              68191910      5910   252593 SH      SHARED      10        252593                  
D OMNICOM GROUP INC              COM              68191910        14      600 SH      SHARED      20           600                  
D OMNICOM GROUP INC              COM              68191910       159     6800 SH      SHR/OTHR    20                            6800
D OMNICOM GROUP INC              COM              68191910       454    19424 SH      SHR/OTHR    23                           19424
D OMEGA HEALTHCARE INVS INC      COM              68193610        23     1696 SH      SHARED                  1696                  
D OMEGA HEALTHCARE INVS INC      COM              68193610       481    34200 SH      SHARED      01          9700             24500
D OMEGA HEALTHCARE INVS INC      COM              68193610       569    40466 SH      SHARED      02         20366             20100
D OMEGA HEALTHCARE INVS INC      COM              68193610       456    32400 SH      SHARED      10         32400                  
D OMEGA HEALTHCARE INVS INC      COM              68193610        99     7050 SH      SHARED      11          7050                  
D OMEGA FLEX INC                 COM              68209510        20     1249 SH      SHARED                  1249                  
D OMEGA FLEX INC                 COM              68209510         1       78 SH      SHARED      02            78                  
D OMEGA PROTEIN CORP             COM              68210P10         0       80 SH      SHARED                    80                  
D OMEGA PROTEIN CORP             COM              68210P10         3     1176 SH      SHARED      02          1176                  
D OMEGA PROTEIN CORP             COM              68210P10        16     6200 SH      SHARED      10          6200                  
D OMNI ENERGY SERVICES           COM NEW          68210T20         0      346 SH      SHARED                   346                  
D OMNI ENERGY SERVICES           COM NEW          68210T20       175   135000 SH      SHARED      02                          135000
D OMNITURE INC                   COM              68212S10        92     6997 SH      SHARED                  6997                  
D OMNITURE INC                   COM              68212S10        29     2200 SH      SHARED      01          2200                  
D OMNITURE INC                   COM              68212S10        58     4459 SH      SHARED      02          4334               125
D OMNITURE INC                   COM              68212S10      8150   617910 SH      SHARED      10        617910                  
D OMNITURE INC                   COM              68212S10         9      743 SH      SHARED      21           743                  
D OMNIVISION TECHNOLOGIES INC    COM              68212810       386    57582 SH      SHARED                 57582                  
D OMNIVISION TECHNOLOGIES INC    COM              68212810        83    12425 SH      SHARED      01         12425                  
D OMNIVISION TECHNOLOGIES INC    COM              68212810        17     2548 SH      SHARED      02          2548                  
D OMNIVISION TECHNOLOGIES INC    COM              68212810        60     9000 SH      SHARED      10          9000                  
D OMNOVA SOLUTIONS INC           COM              68212910         1      628 SH      SHARED                   628                  
D OMNOVA SOLUTIONS INC           COM              68212910         0      229 SH      SHARED      02           229                  
D OMNICELL INC                   COM              68213N10        25     3300 SH      SHARED                  3300                  
D OMNICELL INC                   COM              68213N10        13     1741 SH      SHARED      02          1741                  
D OMNICARE CAP TR II             PFD B TR 4.00%   68214Q20      4199   126300 SH      SHARED                126300                  
D OMNICARE CAP TR II             PFD B TR 4.00%   68214Q20       645    19400 SH      SHARED      02         19400                  
D ON ASSIGNMENT INC              COM              68215910        86    32000 SH      SHARED                 32000                  
D ON ASSIGNMENT INC              COM              68215910        70    26071 SH      SHARED      02         26071                  
D ON ASSIGNMENT INC              COM              68215910        34    12600 SH      SHARED      10         12600                  
D ON SEMICONDUCTOR CORP          NOTE  1.875%12/1 682189AD      8170 10000000 PRN     SHARED              10000000                  
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG      1200  1700000 PRN     SHARED               1700000                  
D ON SEMICONDUCTOR CORP          NOTE  2.625%12/1 682189AG        19    27000 PRN     SHARED      02         22000              5000
D ON SEMICONDUCTOR CORP          COM              68218910       580   148958 SH      SHARED                148958                  
D ON SEMICONDUCTOR CORP          COM              68218910        39    10225 SH      SHARED      01         10225                  
D ON SEMICONDUCTOR CORP          COM              68218910       613   157262 SH      SHARED      02        156799               463
D ON SEMICONDUCTOR CORP          COM              68218910        12     3317 SH      SHARED      21          3317                  
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10        10     2378 SH      SHARED                  2378                  
D ONCOGENEX PHARMACEUTICALS IN   COM              68230A10         0      201 SH      SHARED      02           201                  
D ONCOLYTICS BIOTECH INC         COM              68231010         0      200 SH      SHARED      02                             200
D ONCOTHYREON INC                COM              68232410         0      416 SH      SHARED      02                             416
D ONE LIBERTY PPTYS INC          COM              68240610        72    20500 SH      SHARED                 20500                  
D ONE LIBERTY PPTYS INC          COM              68240610         0      210 SH      SHARED      02           210                  
D 1 800 FLOWERS COM              CL A             68243Q10        86    41632 SH      SHARED                 41632                  
D 1 800 FLOWERS COM              CL A             68243Q10         1      779 SH      SHARED      02           779                  
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       755    18597 SH      SHARED                 18597                  
D ONEOK PARTNERS LP              UNIT LTD PARTN   68268N10       402     9895 SH      SHARED      02                            9895
D ONEOK INC NEW                  COM              68268010      3371   148970 SH      SHARED                148970                  
D ONEOK INC NEW                  COM              68268010      1444    63826 SH      SHARED      01         28226             35600
D ONEOK INC NEW                  COM              68268010       241    10684 SH      SHARED      02         10584               100
D ONEOK INC NEW                  COM              68268010        13      600 SH      SHARED      06                             600
D ONEOK INC NEW                  COM              68268010      7888   348600 SH      SHARED      10        330800             17800
D ONLINE RES CORP                COM              68273G10        20     4808 SH      SHARED                  4808                  
D ONLINE RES CORP                COM              68273G10         2      672 SH      SHARED      02           672                  
D ONSTREAM MEDIA CORP            COM              68287510         0      993 SH      SHARED                   993                  
D ON2 TECHNOLOGIES INC           COM              68338A10         1     3468 SH      SHARED                  3468                  
D ONVIA INC                      COM NEW          68338T40         0      207 SH      SHARED                   207                  
D ONYX PHARMACEUTICALS INC       COM              68339910      2245    78657 SH      SHARED                 78657                  
D ONYX PHARMACEUTICALS INC       COM              68339910       109     3825 SH      SHARED      01          3825                  
D ONYX PHARMACEUTICALS INC       COM              68339910       180     6333 SH      SHARED      02          6333                  
D ONYX PHARMACEUTICALS INC       COM              68339910      6892   241418 SH      SHARED      04        241418                  
D ONYX PHARMACEUTICALS INC       COM              68339910       582    20400 SH      SHARED      10         10200             10200
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10      3194   488500 SH      SHARED                                  488500
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     11611  1775398 SH      SHARED               1775398                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10       133    20400 SH      SHARED      01         20400                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10       334    51100 SH      SHARED      02         51100                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     21351  3264700 SH      SHARED      04       3264700                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     10169  1555000 SH      SHARED      05       1555000                  
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10      3270   500000 SH      SHARED      06                          500000
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10     31669  4842364 SH      SHARED      10       3781964           1060400
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10       147    22600 SH      SHARED      15                           22600
D OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R10       705   107900 SH      SHARED      24        107900                  
D OPEN TEXT CORP                 COM              68371510       103     3006 SH      SHARED                  3006                  
D OPEN TEXT CORP                 COM              68371510         2       64 SH      SHARED      02                              64
D OPENWAVE SYS INC               COM NEW          68371830         2     2710 SH      SHARED                  2710                  
D OPENWAVE SYS INC               COM NEW          68371830         0       33 SH      SHARED      02                              33
D OPENWAVE SYS INC               COM NEW          68371830        18    19300 SH      SHARED      10         19300                  
D OPENWAVE SYS INC               COM NEW          68371830         7     8099 SH      SHARED      23                            8099
D OPEXA THERAPEUTICS INC         COM              68372T10         0      191 SH      SHARED                   191                  
D OPKO HEALTH INC                COM              68375N10        38    39410 SH      SHARED                 39410                  
D OPKO HEALTH INC                COM              68375N10         1     1092 SH      SHARED      02          1092                  
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40         3      400 SH      SHARED                   400                  
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       269    35025 SH      SHARED      01         35025                  
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40       443    57610 SH      SHR/OTHR    01                           57610
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40        44     5783 SH      SHARED      02          5783                  
D OPLINK COMMUNICATIONS INC      COM NEW          68375Q40         5      666 SH      SHARED      10           666                  
D OPNEXT INC                     COM              68375V10         0       35 SH      SHARED                    35                  
D OPNEXT INC                     COM              68375V10         1      702 SH      SHARED      02           702                  
D OPNET TECHNOLOGIES INC         COM              68375710         7      900 SH      SHARED                   900                  
D OPNET TECHNOLOGIES INC         COM              68375710         5      643 SH      SHARED      02           643                  
D OPPENHEIMER HLDGS INC          CL A NON VTG     68379710        69     7000 SH      SHARED                  7000                  
D OPTICAL CABLE CORP             COM NEW          68382720         0      162 SH      SHARED                   162                  
D ORACLE CORP                    COM              68389X10       894    49525 SH      SHARED                    25             49500
D ORACLE CORP                    COM              68389X10     35929  1988359 SH      SHARED               1919359             69000
D ORACLE CORP                    COM              68389X10     29547  1635164 SH      SHARED      01       1429689            205475
D ORACLE CORP                    COM              68389X10      2588   143227 SH      SHR/OTHR    01                          143227
D ORACLE CORP                    COM              68389X10      6025   333436 SH      SHARED      02        145620            187816
D ORACLE CORP                    COM              68389X10        10      554 SH      SHARED      04                             554
D ORACLE CORP                    COM              68389X10      8472   468875 SH      SHARED      04        468875                  
D ORACLE CORP                    COM              68389X10        39     2185 SH      SHARED      05          2185                  
D ORACLE CORP                    COM              68389X10      5322   294541 SH      SHARED      06        161900            132641
D ORACLE CORP                    COM              68389X10    150663  8337751 SH      SHARED      10       8020801            316950
D ORACLE CORP                    COM              68389X10       495    27400 SH      SHARED      15                           27400
D ORACLE CORP                    COM              68389X10      1200    66410 SH      SHARED      19                           66410
D ORACLE CORP                    COM              68389X10      1834   101546 SH      SHARED      20         80361      150    21035
D ORACLE CORP                    COM              68389X10       192    10655 SH      SHR/OTHR    20                           10655
D ORACLE CORP                    COM              68389X10       402    22274 SH      SHARED      21         13074              9200
D ORACLE CORP                    COM              68389X10       565    31280 SH      SHARED      22         23805              7475
D ORACLE CORP                    COM              68389X10       245    13610 SH      SHR/OTHR    22                           13610
D ORACLE CORP                    COM              68389X10      3484   192810 SH      SHARED      23        181185             11625
D ORACLE CORP                    COM              68389X10      2508   138795 SH      SHR/OTHR    23                          138795
D ORACLE CORP                    COM              68389X10       117     6500 SH      SHARED      24          6500                  
D OPTIMER PHARMACEUTICALS INC    COM              68401H10        11      887 SH      SHARED      02           887                  
D OPTIMER PHARMACEUTICALS INC    COM              68401H10      2951   223600 SH      SHARED      04        223600                  
D OPTIMER PHARMACEUTICALS INC    COM              68401H10       100     7600 SH      SHARED      10          7600                  
D OPTIMER PHARMACEUTICALS INC    COM              68401H10        12      938 SH      SHARED      21           938                  
D OPTIONSXPRESS HLDGS INC        COM              68401010        80     7033 SH      SHARED                  7033                  
D OPTIONSXPRESS HLDGS INC        COM              68401010       224    19730 SH      SHARED      02         19586               144
D OPTIONSXPRESS HLDGS INC        COM              68401010        70     6200 SH      SHARED      10          3100              3100
D ORANGE 21 INC                  COM              68531710         0      127 SH      SHARED                   127                  
D ORASURE TECHNOLOGIES INC       COM              68554V10        28    11133 SH      SHARED                 11133                  
D ORASURE TECHNOLOGIES INC       COM              68554V10        22     8792 SH      SHARED      02          8792                  
D ORBCOMM INC                    COM              68555P10        10     7465 SH      SHARED                  7465                  
D ORBCOMM INC                    COM              68555P10         1      728 SH      SHARED      02           728                  
D ORBIT INTL CORP                COM NEW          68555930         0      103 SH      SHARED                   103                  
D ORBITAL SCIENCES CORP          COM              68556410      1906   160375 SH      SHARED                160375                  
D ORBITAL SCIENCES CORP          COM              68556410       129    10856 SH      SHARED      02         10456               400
D ORBITAL SCIENCES CORP          COM              68556410        61     5200 SH      SHARED      10          5200                  
D ORBITZ WORLDWIDE INC           COM              68557K10        26    20439 SH      SHARED                 20439                  
D ORBITZ WORLDWIDE INC           COM              68557K10         1      959 SH      SHARED      02           959                  
D ORCHIDS PAPER PRODS CO DEL     COM              68572N10         2      150 SH      SHARED                   150                  
D ORCHID CELLMARK INC            COM              68573C10         0      760 SH      SHARED                   760                  
D ORE PHARMACEUTICALS INC        COM NEW          68577620         0      151 SH      SHARED                   151                  
D O REILLY AUTOMOTIVE INC        COM              68609110      8496   242693 SH      SHARED                242693                  
D O REILLY AUTOMOTIVE INC        COM              68609110       983    28100 SH      SHARED      01         26500              1600
D O REILLY AUTOMOTIVE INC        COM              68609110       669    19131 SH      SHARED      02         19131                  
D O REILLY AUTOMOTIVE INC        COM              68609110       269     7700 SH      SHARED      06          4100              3600
D O REILLY AUTOMOTIVE INC        COM              68609110      1896    54171 SH      SHARED      10         54171                  
D O REILLY AUTOMOTIVE INC        COM              68609110        56     1600 SH      SHR/OTHR    23                            1600
D OREXIGEN THERAPEUTICS INC      COM              68616410         2     1021 SH      SHARED      02          1021                  
D ORIENTAL FINL GROUP INC        COM              68618W10        24     5016 SH      SHARED                  5016                  
D ORIENTAL FINL GROUP INC        COM              68618W10        39     8000 SH      SHARED      01          8000                  
D ORIENTAL FINL GROUP INC        COM              68618W10         5     1097 SH      SHARED      02          1097                  
D ORIENTAL FINL GROUP INC        COM              68618W10        78    16100 SH      SHARED      10         16100                  
D ORION ENERGY SYSTEMS INC       COM              68627510        44    10011 SH      SHARED                 10011                  
D ORION ENERGY SYSTEMS INC       COM              68627510         0      210 SH      SHARED      02           210                  
D ORION MARINE GROUP INC         COM              68628V30       309    23653 SH      SHARED                 23653                  
D ORION MARINE GROUP INC         COM              68628V30         7      562 SH      SHARED      02           562                  
D ORITANI FINL CORP              COM              68632310        27     1954 SH      SHARED                  1954                  
D ORITANI FINL CORP              COM              68632310         4      287 SH      SHARED      02           287                  
D ORIX CORP                      SPONSORED ADR    68633010       144     8800 SH      SHARED                  8800                  
D ORIX CORP                      SPONSORED ADR    68633010         3      200 SH      SHARED      02           200                  
D ORLEANS HOMEBUILDERS INC       COM              68658810         0      171 SH      SHARED                   171                  
D ORLEANS HOMEBUILDERS INC       COM              68658810         1      700 SH      SHARED      02                             700
D ORMAT TECHNOLOGIES INC         COM              68668810        96     3500 SH      SHARED                                    3500
D ORMAT TECHNOLOGIES INC         COM              68668810       299    10901 SH      SHARED                 10901                  
D ORMAT TECHNOLOGIES INC         COM              68668810       113     4150 SH      SHARED      01          4150                  
D ORMAT TECHNOLOGIES INC         COM              68668810        48     1761 SH      SHARED      02          1761                  
D ORMAT TECHNOLOGIES INC         COM              68668810      3567   129900 SH      SHARED      04        129900                  
D ORMAT TECHNOLOGIES INC         COM              68668810      4464   162600 SH      SHARED      05        162600                  
D ORMAT TECHNOLOGIES INC         COM              68668810       302    11000 SH      SHARED      06                           11000
D ORTHOLOGIC CORP                COM              68750J10         0     1083 SH      SHARED                  1083                  
D ORTHOVITA INC                  COM              68750U10        12     4632 SH      SHARED      02          1632              3000
D OSCIENT PHARMACEUTICALS CORP   COM NEW          68812R30         0      390 SH      SHARED                   390                  
D OSHKOSH CORP                   COM              68823920      2099   311555 SH      SHARED                311555                  
D OSHKOSH CORP                   COM              68823920       327    48600 SH      SHARED      01         25200             23400
D OSHKOSH CORP                   COM              68823920        84    12524 SH      SHARED      02         12524                  
D OSHKOSH CORP                   COM              68823920      2693   399600 SH      SHARED      10        354000             45600
D OSIRIS THERAPEUTICS INC        COM              68827R10       306    22200 SH      SHARED                 22200                  
D OSIRIS THERAPEUTICS INC        COM              68827R10        12      912 SH      SHARED      02           912                  
D OSTEOTECH INC                  COM              68858210         0      264 SH      SHARED                   264                  
D OSTEOTECH INC                  COM              68858210         0       32 SH      SHARED      02            32                  
D OTTER TAIL CORP                COM              68964810       379    17203 SH      SHARED                 17203                  
D OTTER TAIL CORP                COM              68964810        46     2121 SH      SHARED      02          2121                  
D OTTER TAIL CORP                COM              68964810       134     6100 SH      SHARED      10          6100                  
D OTTER TAIL CORP                COM              68964810        66     3000 SH      SHR/OTHR    23                            3000
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720         0        8 SH      SHARED                     8                  
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720        43     6400 SH      SHARED      01                            6400
D OUTDOOR CHANNEL HLDGS INC      COM NEW          69002720         2      371 SH      SHARED      02           371                  
D OVERHILL FARMS INC             COM              69021210        27     7203 SH      SHARED                  7203                  
D OVERHILL FARMS INC             COM              69021210         2      693 SH      SHARED      02           693                  
D OVERLAND STORAGE INC           COM              69031010         0      353 SH      SHARED                   353                  
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       976    43068 SH      SHARED                 43068                  
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       185     8200 SH      SHARED      01          1200              7000
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       306    13521 SH      SHARED      02         13521                  
D OVERSEAS SHIPHOLDING GROUP I   COM              69036810       940    41500 SH      SHARED      10         38800              2700
D OVERSTOCK COM INC DEL          COM              69037010       239    26176 SH      SHARED                 26176                  
D OVERSTOCK COM INC DEL          COM              69037010       150    16498 SH      SHARED      02         16498                  
D OWENS & MINOR INC NEW          COM              69073210       188     5691 SH      SHARED                  5691                  
D OWENS & MINOR INC NEW          COM              69073210       440    13300 SH      SHARED      01                           13300
D OWENS & MINOR INC NEW          COM              69073210        75     2273 SH      SHARED      02          2191                82
D OWENS & MINOR INC NEW          COM              69073210      6616   199700 SH      SHARED      10        199700                  
D OWENS CORNING NEW              COM              69074210         0       53 SH      SHARED                    53                  
D OWENS CORNING NEW              COM              69074210        10     1127 SH      SHARED      02           527               600
D OWENS CORNING NEW              COM              69074210         5      600 SH      SHR/OTHR    23                             600
D OWENS CORNING NEW              *W EXP 10/30/201 69074212         1     3335 SH      SHARED                  3335                  
D OWENS ILL INC                  COM NEW          69076840      1885   130600 SH      SHARED                                  130600
D OWENS ILL INC                  COM NEW          69076840      3614   250304 SH      SHARED                250304                  
D OWENS ILL INC                  COM NEW          69076840       717    49700 SH      SHARED      01         49700                  
D OWENS ILL INC                  COM NEW          69076840       428    29678 SH      SHARED      02         29559               119
D OWENS ILL INC                  COM NEW          69076840       310    21500 SH      SHARED      04         21500                  
D OWENS ILL INC                  COM NEW          69076840         2      150 SH      SHARED      05           150                  
D OWENS ILL INC                  COM NEW          69076840       179    12430 SH      SHARED      06          6400              6030
D OWENS ILL INC                  COM NEW          69076840     55468  3841321 SH      SHARED      10       3020642            820679
D OWENS ILL INC                  COM NEW          69076840       170    11800 SH      SHARED      15                           11800
D OWENS ILL INC                  COM NEW          69076840       244    16900 SH      SHARED      24         16900                  
D OXFORD INDS INC                COM              69149730        15     2513 SH      SHARED      02          2513                  
D OXFORD INDS INC                COM              69149730        27     4500 SH      SHARED      10          4500                  
D OXIGENE INC                    COM              69182810         0      741 SH      SHARED                   741                  
D P & F INDS INC                 CL A NEW         69283050         0       50 SH      SHARED                    50                  
D PAB BANKSHARES INC             COM              69313P10         0      223 SH      SHARED                   223                  
D P A M TRANSN SVCS INC          COM              69314910         0       48 SH      SHARED                    48                  
D P A M TRANSN SVCS INC          COM              69314910         2      500 SH      SHARED      02                             500
D P C CONNECTION                 COM              69318J10        86    22727 SH      SHARED                 22727                  
D P C CONNECTION                 COM              69318J10         3     1024 SH      SHARED      02          1024                  
D PC MALL INC                    COM              69323K10         0      181 SH      SHARED                   181                  
D PC MALL INC                    COM              69323K10        17     3795 SH      SHARED      02          3795                  
D PC-TEL INC                     COM              69325Q10        33     7784 SH      SHARED                  7784                  
D PC-TEL INC                     COM              69325Q10        21     5047 SH      SHARED      02          5047                  
D PDF SOLUTIONS INC              COM              69328210         0      635 SH      SHARED                   635                  
D PDF SOLUTIONS INC              COM              69328210         0      100 SH      SHARED      02           100                  
D PDI INC                        COM              69329V10         2      804 SH      SHARED                   804                  
D PDI INC                        COM              69329V10         4     1400 SH      SHARED      02          1400                  
D PDL BIOPHARMA INC              COM              69329Y10         9     1331 SH      SHARED                  1331                  
D PDL BIOPHARMA INC              COM              69329Y10      2136   301698 SH      SHARED                301698                  
D PDL BIOPHARMA INC              COM              69329Y10        69     9775 SH      SHARED      01          9775                  
D PDL BIOPHARMA INC              COM              69329Y10        53     7560 SH      SHARED      02          7560                  
D PDL BIOPHARMA INC              COM              69329Y10      2750   388500 SH      SHARED      10        388500                  
D PG&E CORP                      NOTE  9.500% 6/3 69331CAD      2577  1000000 PRN     SHARED               1000000                  
D PG&E CORP                      COM              69331C10      1058    27688 SH      SHARED                                   27688
D PG&E CORP                      COM              69331C10     13374   349925 SH      SHARED                349925                  
D PG&E CORP                      COM              69331C10      3363    88000 SH      SHARED      01         80100              7900
D PG&E CORP                      COM              69331C10      1737    45451 SH      SHARED      02         42928              2523
D PG&E CORP                      COM              69331C10     77135  2018197 SH      SHARED      04       2018197                  
D PG&E CORP                      COM              69331C10      2264    59260 SH      SHARED      05         59260                  
D PG&E CORP                      COM              69331C10     13509   353470 SH      SHARED      06        171750            181720
D PG&E CORP                      COM              69331C10     10734   280869 SH      SHARED      10        279469              1400
D PG&E CORP                      COM              69331C10      1154    30200 SH      SHARED      11         30200                  
D PG&E CORP                      COM              69331C10       595    15590 SH      SHR/OTHR    23                           15590
D PHC INC MASS                   CL A             69331510         0      417 SH      SHARED                   417                  
D PHH CORP                       COM NEW          69332020        15     1130 SH      SHARED                  1130                  
D PHH CORP                       COM NEW          69332020       214    15280 SH      SHARED      02         15280                  
D PHH CORP                       COM NEW          69332020      1057    75300 SH      SHARED      10         71000              4300
D P F CHANGS CHINA BISTRO INC    COM              69333Y10      1146    50099 SH      SHARED                 50099                  
D P F CHANGS CHINA BISTRO INC    COM              69333Y10        18      800 SH      SHARED      01           800                  
D P F CHANGS CHINA BISTRO INC    COM              69333Y10       351    15345 SH      SHARED      02         15345                  
D P F CHANGS CHINA BISTRO INC    COM              69333Y10       169     7400 SH      SHARED      10          7400                  
D PHI INC                        COM NON VTG      69336T20        44     4508 SH      SHARED                  4508                  
D PHI INC                        COM NON VTG      69336T20         3      352 SH      SHARED      02           352                  
D PGT INC                        COM              69336V10         0      343 SH      SHARED                   343                  
D PICO HLDGS INC                 COM NEW          69336620       238     7916 SH      SHARED                  7916                  
D PICO HLDGS INC                 COM NEW          69336620        63     2121 SH      SHARED      02          2121                  
D PICO HLDGS INC                 COM NEW          69336620       252     8400 SH      SHARED      10          8400                  
D PLX TECHNOLOGY INC             COM              69341710        19     8875 SH      SHARED      01          8875                  
D PLX TECHNOLOGY INC             COM              69341710         3     1751 SH      SHARED      02          1751                  
D PLX TECHNOLOGY INC             COM              69341710       282   130300 SH      SHARED      10        130300                  
D PMA CAP CORP                   CL A             69341920        47    11418 SH      SHARED                 11418                  
D PMA CAP CORP                   CL A             69341920        15     3700 SH      SHARED      01          3700                  
D PMA CAP CORP                   CL A             69341920         8     2127 SH      SHARED      02          2127                  
D PMA CAP CORP                   CL A             69341920        28     6900 SH      SHARED      10          6900                  
D PMC COML TR                    SH BEN INT       69343410         0      180 SH      SHARED                   180                  
D PMC COML TR                    SH BEN INT       69343410         0      100 SH      SHARED      02           100                  
D PMC-SIERRA INC                 NOTE  2.250%10/1 69344FAD     20584 21600000 PRN     SHARED              21600000                  
D PMC-SIERRA INC                 COM              69344F10       804   126314 SH      SHARED                126314                  
D PMC-SIERRA INC                 COM              69344F10      1327   208347 SH      SHARED      02        208347                  
D PMC-SIERRA INC                 COM              69344F10       640   100530 SH      SHARED      10         93030              7500
D PMI GROUP INC                  COM              69344M10      1770  2855885 SH      SHARED               2855885                  
D PMI GROUP INC                  COM              69344M10        10    17000 SH      SHARED      01         17000                  
D PMI GROUP INC                  COM              69344M10         1     2123 SH      SHARED      02          2123                  
D PMI GROUP INC                  COM              69344M10        10    16800 SH      SHARED      10         16800                  
D PMFG INC                       COM              69345P10         2      336 SH      SHARED      02           336                  
D PNC FINL SVCS GROUP INC        COM              69347510       206     7053 SH      SHARED                                    7053
D PNC FINL SVCS GROUP INC        COM              69347510     20628   704277 SH      SHARED                704277                  
D PNC FINL SVCS GROUP INC        COM              69347510      7836   267565 SH      SHARED      01        226273             41292
D PNC FINL SVCS GROUP INC        COM              69347510      1088    37161 SH      SHR/OTHR    01                           37161
D PNC FINL SVCS GROUP INC        COM              69347510      1706    58276 SH      SHARED      02         45006             13270
D PNC FINL SVCS GROUP INC        COM              69347510        13      469 SH      SHARED      04                             469
D PNC FINL SVCS GROUP INC        COM              69347510        20      700 SH      SHARED      04           700                  
D PNC FINL SVCS GROUP INC        COM              69347510         8      282 SH      SHARED      05           282                  
D PNC FINL SVCS GROUP INC        COM              69347510       976    33327 SH      SHARED      06         18080             15247
D PNC FINL SVCS GROUP INC        COM              69347510     55608  1898552 SH      SHARED      10       1884677             13875
D PNC FINL SVCS GROUP INC        COM              69347510      1714    58548 SH      SHARED      19                           58548
D PNC FINL SVCS GROUP INC        COM              69347510      2009    68616 SH      SHARED      20         56916      175    11525
D PNC FINL SVCS GROUP INC        COM              69347510       501    17135 SH      SHR/OTHR    20                           17135
D PNC FINL SVCS GROUP INC        COM              69347510        23      805 SH      SHARED      21           475               330
D PNC FINL SVCS GROUP INC        COM              69347510         2       90 SH      SHR/OTHR    21                              90
D PNC FINL SVCS GROUP INC        COM              69347510        73     2496 SH      SHARED      22          1871               625
D PNC FINL SVCS GROUP INC        COM              69347510       131     4491 SH      SHR/OTHR    22                            4491
D PNC FINL SVCS GROUP INC        COM              69347510      1457    49765 SH      SHARED      23         49180               585
D PNC FINL SVCS GROUP INC        COM              69347510      1158    39545 SH      SHR/OTHR    23                           39545
D POSCO                          SPONSORED ADR    69348310        33      500 SH      SHARED                   500                  
D POSCO                          SPONSORED ADR    69348310      3557    53231 SH      SHARED                 53231                  
D POSCO                          SPONSORED ADR    69348310       925    13850 SH      SHARED      01         13600               250
D POSCO                          SPONSORED ADR    69348310      2325    34792 SH      SHARED      02         34353               439
D POSCO                          SPONSORED ADR    69348310      2673    40000 SH      SHARED      05         40000                  
D POSCO                          SPONSORED ADR    69348310       863    12915 SH      SHARED      06          2915             10000
D POSCO                          SPONSORED ADR    69348310      4327    64758 SH      SHARED      10         64758                  
D PNM RES INC                    COM              69349H10        68     8257 SH      SHARED                  8257                  
D PNM RES INC                    COM              69349H10       435    52700 SH      SHARED      01         15600             37100
D PNM RES INC                    COM              69349H10        53     6420 SH      SHARED      02          5090              1330
D PNM RES INC                    COM              69349H10       117    14200 SH      SHARED      10         14200                  
D PNM RES INC                    COM              69349H10        16     2000 SH      SHR/OTHR    23                            2000
D PPG INDS INC                   COM              69350610      7071   191634 SH      SHARED                191634                  
D PPG INDS INC                   COM              69350610      1651    44749 SH      SHARED      01         43449              1300
D PPG INDS INC                   COM              69350610       319     8671 SH      SHARED      02          8571               100
D PPG INDS INC                   COM              69350610        44     1200 SH      SHARED      04          1200                  
D PPG INDS INC                   COM              69350610         3      100 SH      SHARED      05           100                  
D PPG INDS INC                   COM              69350610       454    12330 SH      SHARED      06          6900              5430
D PPG INDS INC                   COM              69350610      5008   135744 SH      SHARED      10        135744                  
D PPG INDS INC                   COM              69350610         9      250 SH      SHARED      20                             250
D PPG INDS INC                   COM              69350610        59     1600 SH      SHR/OTHR    22                            1600
D PPG INDS INC                   COM              69350610         5      150 SH      SHARED      23           150                  
D PPG INDS INC                   COM              69350610       442    12000 SH      SHR/OTHR    23                           12000
D PPL CORP                       COM              69351T10      4508   157033 SH      SHARED                157033                  
D PPL CORP                       COM              69351T10      2413    84075 SH      SHARED      01         84075                  
D PPL CORP                       COM              69351T10       442    15413 SH      SHARED      02         12613              2800
D PPL CORP                       COM              69351T10        68     2400 SH      SHARED      04          2400                  
D PPL CORP                       COM              69351T10         5      200 SH      SHARED      05           200                  
D PPL CORP                       COM              69351T10       755    26310 SH      SHARED      06         13450             12860
D PPL CORP                       COM              69351T10      6319   220102 SH      SHARED      10        220102                  
D PPL CORP                       COM              69351T10        43     1500 SH      SHARED      20                            1500
D PRG-SCHULTZ INTERNATIONAL IN   COM NEW          69357C50        47    16673 SH      SHARED                 16673                  
D PRG-SCHULTZ INTERNATIONAL IN   COM NEW          69357C50         8     3000 SH      SHARED      01          3000                  
D PRG-SCHULTZ INTERNATIONAL IN   COM NEW          69357C50         1      390 SH      SHARED      02           390                  
D PRG-SCHULTZ INTERNATIONAL IN   COM NEW          69357C50        83    29500 SH      SHARED      10         29500                  
D PS BUSINESS PKS INC CALIF      COM              69360J10        24      661 SH      SHARED                   661                  
D PS BUSINESS PKS INC CALIF      COM              69360J10         6      175 SH      SHARED      01           175                  
D PS BUSINESS PKS INC CALIF      COM              69360J10       404    10983 SH      SHARED      02         10983                  
D PS BUSINESS PKS INC CALIF      COM              69360J10       339     9200 SH      SHARED      10          9200                  
D PVF CAPITAL CORP               COM              69365410         0      178 SH      SHARED                   178                  
D PSS WORLD MED INC              COM              69366A10        31     2161 SH      SHARED                  2161                  
D PSS WORLD MED INC              COM              69366A10        34     2435 SH      SHARED      02          2435                  
D PACCAR INC                     COM              69371810      2913   113118 SH      SHARED                113118                  
D PACCAR INC                     COM              69371810      2571    99813 SH      SHARED      01         99813                  
D PACCAR INC                     COM              69371810       871    33849 SH      SHARED      02         31082              2767
D PACCAR INC                     COM              69371810      1159    45000 SH      SHARED      04         45000                  
D PACCAR INC                     COM              69371810         4      190 SH      SHARED      05           190                  
D PACCAR INC                     COM              69371810       670    26015 SH      SHARED      06         13700             12315
D PACCAR INC                     COM              69371810      3837   148987 SH      SHARED      10        148987                  
D PACCAR INC                     COM              69371810        28     1103 SH      SHARED      20           303               800
D PACCAR INC                     COM              69371810        11      438 SH      SHR/OTHR    20                             438
D PACCAR INC                     COM              69371810        57     2227 SH      SHARED      23          2227                  
D PACCAR INC                     COM              69371810       259    10073 SH      SHR/OTHR    23                           10073
D PACER INTL INC TENN            COM              69373H10       872   249163 SH      SHARED                249163                  
D PACER INTL INC TENN            COM              69373H10       316    90340 SH      SHARED      02         90340                  
D PACER INTL INC TENN            COM              69373H10        12     3600 SH      SHARED      10          3600                  
D PACIFIC CAP BANCORP NEW        COM              69404P10        96    14240 SH      SHARED                 14240                  
D PACIFIC CAP BANCORP NEW        COM              69404P10         8     1209 SH      SHARED      02          1209                  
D PACIFIC CAP BANCORP NEW        COM              69404P10        62     9200 SH      SHARED      10          9200                  
D PACIFIC CONTINENTAL CORP       COM              69412V10        17     1509 SH      SHARED                  1509                  
D PACIFIC CONTINENTAL CORP       COM              69412V10         2      245 SH      SHARED      02           245                  
D PACIFIC ETHANOL INC            COM              69423U10        30    91805 SH      SHARED                 91805                  
D PACIFIC ETHANOL INC            COM              69423U10        15    47600 SH      SHARED      01         47600                  
D PACIFIC ETHANOL INC            COM              69423U10         0     1134 SH      SHARED      02          1134                  
D PACIFIC MERCANTILE BANCORP     COM              69455210         0      242 SH      SHARED                   242                  
D PACIFIC PREMIER BANCORP        COM              69478X10         0      135 SH      SHARED                   135                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310       107    64756 SH      SHARED                 64756                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310         2     1718 SH      SHARED      02          1717                 1
D PACIFIC SUNWEAR CALIF INC      COM              69487310        92    55600 SH      SHARED      10         55600                  
D PACIFIC SUNWEAR CALIF INC      COM              69487310         2     1264 SH      SHR/OTHR    23                            1264
D PACKAGING CORP AMER            COM              69515610       132    10140 SH      SHARED                 10140                  
D PACKAGING CORP AMER            COM              69515610       424    32600 SH      SHARED      01                           32600
D PACKAGING CORP AMER            COM              69515610        32     2482 SH      SHARED      02          2482                  
D PACKAGING CORP AMER            COM              69515610       134    10300 SH      SHARED      10         10300                  
D PACTIV CORP                    COM              69525710      7106   487071 SH      SHARED                487071                  
D PACTIV CORP                    COM              69525710       386    26500 SH      SHARED      01         26500                  
D PACTIV CORP                    COM              69525710       395    27089 SH      SHARED      02         24589              2500
D PACTIV CORP                    COM              69525710        14     1000 SH      SHARED      04          1000                  
D PACTIV CORP                    COM              69525710       113     7800 SH      SHARED      06          4100              3700
D PACTIV CORP                    COM              69525710     10962   751389 SH      SHARED      10        566185            185204
D PACTIV CORP                    COM              69525710        24     1653 SH      SHARED      21                            1653
D PACWEST BANCORP DEL            COM              69526310       228    15912 SH      SHARED                 15912                  
D PACWEST BANCORP DEL            COM              69526310       144    10100 SH      SHARED      01                           10100
D PACWEST BANCORP DEL            COM              69526310        99     6974 SH      SHARED      02          6974                  
D PACWEST BANCORP DEL            COM              69526310       394    27500 SH      SHARED      10         22900              4600
D PAETEC HOLDING CORP            COM              69545910       133    92608 SH      SHARED                 92608                  
D PAETEC HOLDING CORP            COM              69545910        35    24347 SH      SHARED      02         24347                  
D PAIN THERAPEUTICS INC          COM              69562K10        37     8819 SH      SHARED                  8819                  
D PAIN THERAPEUTICS INC          COM              69562K10        10     2384 SH      SHARED      02          2384                  
D PALATIN TECHNOLOGIES INC       COM NEW          69607730         0     2058 SH      SHARED                  2058                  
D PALL CORP                      COM              69642930      2339   114528 SH      SHARED                114528                  
D PALL CORP                      COM              69642930       544    26649 SH      SHARED      01         26649                  
D PALL CORP                      COM              69642930       429    21040 SH      SHARED      02         21040                  
D PALL CORP                      COM              69642930    102181  5001561 SH      SHARED      04       5001561                  
D PALL CORP                      COM              69642930     13122   642325 SH      SHARED      05        642325                  
D PALL CORP                      COM              69642930       268    13132 SH      SHARED      06          4400              8732
D PALL CORP                      COM              69642930      1127    55182 SH      SHARED      10         55182                  
D PALL CORP                      COM              69642930        83     4100 SH      SHR/OTHR    23                            4100
D PALM HARBOR HOMES              NOTE  3.250% 5/1 696639AB        24   100000 PRN     SHARED                100000                  
D PALM HARBOR HOMES              NOTE  3.250% 5/1 696639AB       107   435000 PRN     SHARED      02        435000                  
D PALM HARBOR HOMES              COM              69663910         2     1285 SH      SHARED                  1285                  
D PALM HARBOR HOMES              COM              69663910         2      964 SH      SHARED      02           964                  
D PALM INC NEW                   COM              69664310         0       10 SH      SHARED                    10                  
D PALM INC NEW                   COM              69664310      1392   162151 SH      SHARED                162151                  
D PALM INC NEW                   COM              69664310       457    53300 SH      SHARED      01          9200             44100
D PALM INC NEW                   COM              69664310       761    88640 SH      SHARED      02         13640             75000
D PALM INC NEW                   COM              69664310       109    12700 SH      SHARED      10         12700                  
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930       109    15149 SH      SHARED                 15149                  
D PALOMAR MED TECHNOLOGIES INC   COM NEW          69752930        21     2898 SH      SHARED      02          2898                  
D PAMRAPO BANCORP INC            COM              69773810         0      102 SH      SHARED                   102                  
D PAMRAPO BANCORP INC            COM              69773810        26     3600 SH      SHARED      01          3600                  
D PAN AMERICAN SILVER CORP       COM              69790010       353    20300 SH      SHARED                 13300              7000
D PAN AMERICAN SILVER CORP       COM              69790010       601    34540 SH      SHARED                 34540                  
D PAN AMERICAN SILVER CORP       COM              69790010       311    17898 SH      SHARED      02         16398              1500
D PAN AMERICAN SILVER CORP       COM              69790010       211    12120 SH      SHARED      04         12120                  
D PAN AMERICAN SILVER CORP       COM              69790010      1393    80000 SH      SHARED      05         80000                  
D PAN AMERICAN SILVER CORP       COM              69790010     15276   876950 SH      SHARED      10        876950                  
D PANACOS PHARMACEUTICALS INC    COM              69811Q10         0     1294 SH      SHARED                  1294                  
D PANASONIC CORP                 ADR              69832A20       374    33917 SH      SHARED                 33917                  
D PANASONIC CORP                 ADR              69832A20        23     2140 SH      SHARED      02          1900               240
D PANASONIC CORP                 ADR              69832A20        31     2812 SH      SHARED      21                            2812
D PANERA BREAD CO                CL A             69840W10      1850    33100 SH      SHARED                 33100                  
D PANERA BREAD CO                CL A             69840W10       732    13100 SH      SHARED      01          1900             11200
D PANERA BREAD CO                CL A             69840W10       394     7066 SH      SHARED      02          7066                  
D PANERA BREAD CO                CL A             69840W10       251     4500 SH      SHARED      10          4500                  
D PANHANDLE OIL AND GAS INC      CL A             69847710         2      150 SH      SHARED                   150                  
D PANHANDLE OIL AND GAS INC      CL A             69847710         3      187 SH      SHARED      02           187                  
D PANTRY INC                     COM              69865710       575    32657 SH      SHARED                 32657                  
D PANTRY INC                     COM              69865710        29     1700 SH      SHARED      01          1700                  
D PANTRY INC                     COM              69865710       240    13677 SH      SHARED      02         13677                  
D PANTRY INC                     COM              69865710      1569    89100 SH      SHARED      10         89100                  
D PAPA JOHNS INTL INC            COM              69881310      1494    65343 SH      SHARED                 65343                  
D PAPA JOHNS INTL INC            COM              69881310         4      175 SH      SHARED      01           175                  
D PAPA JOHNS INTL INC            COM              69881310       132     5788 SH      SHARED      02          5141               647
D PAPA JOHNS INTL INC            COM              69881310       123     5400 SH      SHARED      10          5400                  
D PAPA JOHNS INTL INC            COM              69881310        28     1255 SH      SHARED      21                            1255
D PAR PHARMACEUTICAL COS INC     COM              69888P10       386    40828 SH      SHARED                 40828                  
D PAR PHARMACEUTICAL COS INC     COM              69888P10       164    17330 SH      SHARED      02         17330                  
D PAR PHARMACEUTICAL COS INC     COM              69888P10       927    97900 SH      SHARED      10         97900                  
D PAR TECHNOLOGY CORP            COM              69888410         1      228 SH      SHARED                   228                  
D PARAGON SHIPPING INC           CL A             69913R30        81    23421 SH      SHARED                 23421                  
D PARAGON SHIPPING INC           CL A             69913R30        52    15076 SH      SHARED      02           876             14200
D PARALLEL PETE CORP DEL         COM              69915710        51    40543 SH      SHARED                 40543                  
D PARALLEL PETE CORP DEL         COM              69915710         3     2984 SH      SHARED      02          2984                  
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      2709   271465 SH      SHARED                271465                  
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       390    39100 SH      SHARED      01                           39100
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320      1178   118070 SH      SHARED      02         82420             35650
D PARAMETRIC TECHNOLOGY CORP     COM NEW          69917320       549    55018 SH      SHARED      10         48418              6600
D PAREXEL INTL CORP              COM              69946210       398    40963 SH      SHARED                 40963                  
D PAREXEL INTL CORP              COM              69946210         9     1000 SH      SHARED      01          1000                  
D PAREXEL INTL CORP              COM              69946210       111    11497 SH      SHARED      02         11263               234
D PAREXEL INTL CORP              COM              69946210        15     1613 SH      SHARED      21          1613                  
D PARK ELECTROCHEMICAL CORP      COM              70041620         0       11 SH      SHARED                    11                  
D PARK ELECTROCHEMICAL CORP      COM              70041620        36     2102 SH      SHARED      02          2064                38
D PARK ELECTROCHEMICAL CORP      COM              70041620     14899   862245 SH      SHARED      10        862245                  
D PARK NATL CORP                 COM              70065810       292     5247 SH      SHARED                  5247                  
D PARK NATL CORP                 COM              70065810        50      900 SH      SHARED      01           900                  
D PARK NATL CORP                 COM              70065810        29      524 SH      SHARED      02           524                  
D PARK NATL CORP                 COM              70065810      1048    18800 SH      SHARED      10         18800                  
D PARK OHIO HLDGS CORP           COM              70066610         0      211 SH      SHARED      02           211                  
D PARK OHIO HLDGS CORP           COM              70066610         8     2700 SH      SHARED      10          2700                  
D PARKER DRILLING CO             NOTE  2.125% 7/1 701081AR      2566  4526000 PRN     SHARED      02       4526000                  
D PARKER DRILLING CO             COM              70108110        32    17742 SH      SHARED                 17742                  
D PARKER DRILLING CO             COM              70108110        16     9135 SH      SHARED      01          9135                  
D PARKER DRILLING CO             COM              70108110         7     4151 SH      SHARED      02          4151                  
D PARKER DRILLING CO             COM              70108110        42    23300 SH      SHARED      10         16800              6500
D PARKER HANNIFIN CORP           COM              70109410     18664   549282 SH      SHARED                549282                  
D PARKER HANNIFIN CORP           COM              70109410      1727    50835 SH      SHARED      01         50675               160
D PARKER HANNIFIN CORP           COM              70109410         7      210 SH      SHR/OTHR    01                             210
D PARKER HANNIFIN CORP           COM              70109410       794    23385 SH      SHARED      02         23385                  
D PARKER HANNIFIN CORP           COM              70109410     28186   829500 SH      SHARED      04        829500                  
D PARKER HANNIFIN CORP           COM              70109410         3      105 SH      SHARED      05           105                  
D PARKER HANNIFIN CORP           COM              70109410       531    15647 SH      SHARED      06         10437              5210
D PARKER HANNIFIN CORP           COM              70109410     48967  1441058 SH      SHARED      10       1441058                  
D PARKER HANNIFIN CORP           COM              70109410        94     2783 SH      SHARED      20          1440              1343
D PARKER HANNIFIN CORP           COM              70109410        10      300 SH      SHARED      21           300                  
D PARKER HANNIFIN CORP           COM              70109410        48     1425 SH      SHARED      23          1425                  
D PARKER HANNIFIN CORP           COM              70109410        76     2250 SH      SHR/OTHR    23                            2250
D PARKERVISION INC               COM              70135410        32    19231 SH      SHARED                 19231                  
D PARKERVISION INC               COM              70135410         1     1006 SH      SHARED      02          1006                  
D PARKVALE FINL CORP             COM              70149210         1      127 SH      SHARED                   127                  
D PARKVALE FINL CORP             COM              70149210         2      200 SH      SHARED      02           200                  
D PARKWAY PPTYS INC              COM              70159Q10        48     4700 SH      SHARED                  4700                  
D PARKWAY PPTYS INC              COM              70159Q10         5      501 SH      SHARED      02           489                12
D PARKWAY PPTYS INC              COM              70159Q10       225    21900 SH      SHARED      10         17800              4100
D PARTNER COMMUNICATIONS CO LT   ADR              70211M10       565    37409 SH      SHARED                 37409                  
D PARTICLE DRILLING TECHNOLOGI   COM              70212G10         0      820 SH      SHARED                   820                  
D PATNI COMPUTER SYS             SPONS ADR        70324820        78    14236 SH      SHARED                 14236                  
D PATRICK INDS INC               COM              70334310         0      154 SH      SHARED                   154                  
D PATRIOT CAPITAL FUNDING INC    COM              70335Y10        13     7607 SH      SHARED                  7607                  
D PATRIOT CAPITAL FUNDING INC    COM              70335Y10         1      631 SH      SHARED      02           631                  
D PATRIOT NATL BANCORP INC       COM              70336F10         0       70 SH      SHARED                    70                  
D PATRIOT COAL CORP              COM              70336T10         0      130 SH      SHARED                   130                  
D PATRIOT COAL CORP              COM              70336T10       225    60880 SH      SHARED                 60880                  
D PATRIOT COAL CORP              COM              70336T10       114    30920 SH      SHARED      01         10800             20120
D PATRIOT COAL CORP              COM              70336T10       520   140275 SH      SHARED      02          5682            134593
D PATRIOT COAL CORP              COM              70336T10       237    64100 SH      SHARED      10         56100              8000
D PATRIOT TRANSN HLDG INC        COM              70337B10        17      279 SH      SHARED                   279                  
D PATRIOT TRANSN HLDG INC        COM              70337B10         2       35 SH      SHARED      02            35                  
D PATTERSON COMPANIES INC        COM              70339510       383    20342 SH      SHARED                 20342                  
D PATTERSON COMPANIES INC        COM              70339510       401    21300 SH      SHARED      01         21300                  
D PATTERSON COMPANIES INC        COM              70339510        63     3346 SH      SHARED      02          3346                  
D PATTERSON COMPANIES INC        COM              70339510        24     1300 SH      SHARED      04          1300                  
D PATTERSON COMPANIES INC        COM              70339510       126     6690 SH      SHARED      06          3600              3090
D PATTERSON COMPANIES INC        COM              70339510       883    46852 SH      SHARED      10         46852                  
D PATTERSON COMPANIES INC        COM              70339510        46     2472 SH      SHARED      21                            2472
D PATTERSON COMPANIES INC        COM              70339510        37     2000 SH      SHARED      23                            2000
D PATTERSON UTI ENERGY INC       COM              70348110      1743   194575 SH      SHARED                194575                  
D PATTERSON UTI ENERGY INC       COM              70348110       735    82100 SH      SHARED      01         35800             46300
D PATTERSON UTI ENERGY INC       COM              70348110       333    37238 SH      SHARED      02         37093               145
D PATTERSON UTI ENERGY INC       COM              70348110      5376   600000 SH      SHARED      04        600000                  
D PATTERSON UTI ENERGY INC       COM              70348110         1      160 SH      SHARED      05           160                  
D PATTERSON UTI ENERGY INC       COM              70348110       209    23400 SH      SHARED      06         21900              1500
D PATTERSON UTI ENERGY INC       COM              70348110       862    96301 SH      SHARED      10         96301                  
D PATTERSON UTI ENERGY INC       COM              70348110        98    11005 SH      SHARED      21         11005                  
D PAYCHEX INC                    COM              70432610     19243   749637 SH      SHARED                749637                  
D PAYCHEX INC                    COM              70432610      2141    83425 SH      SHARED      01         83425                  
D PAYCHEX INC                    COM              70432610       205     8000 SH      SHR/OTHR    01                            8000
D PAYCHEX INC                    COM              70432610       799    31134 SH      SHARED      02          8714             22420
D PAYCHEX INC                    COM              70432610         5      210 SH      SHARED      05           210                  
D PAYCHEX INC                    COM              70432610       566    22070 SH      SHARED      06         12200              9870
D PAYCHEX INC                    COM              70432610      7073   275563 SH      SHARED      10        269463              6100
D PAYCHEX INC                    COM              70432610      5134   200000 SH      SHARED      20        200000                  
D PEABODY ENERGY CORP            SDCV  4.750%12/1 704549AG       500   713000 PRN     SHARED      02        684000             29000
D PEABODY ENERGY CORP            COM              70454910        16      650 SH      SHARED                   650                  
D PEABODY ENERGY CORP            COM              70454910      8215   328106 SH      SHARED                328106                  
D PEABODY ENERGY CORP            COM              70454910      1724    68865 SH      SHARED      01         68260               605
D PEABODY ENERGY CORP            COM              70454910        10      400 SH      SHR/OTHR    01                             400
D PEABODY ENERGY CORP            COM              70454910      1621    64752 SH      SHARED      02         51035             13717
D PEABODY ENERGY CORP            COM              70454910       562    22457 SH      SHARED      04         22457                  
D PEABODY ENERGY CORP            COM              70454910         3      150 SH      SHARED      05           150                  
D PEABODY ENERGY CORP            COM              70454910       491    19620 SH      SHARED      06         10900              8720
D PEABODY ENERGY CORP            COM              70454910      6858   273900 SH      SHARED      10        218909             54991
D PEAPACK-GLADSTONE FINL CORP    COM              70469910        45     2543 SH      SHARED                  2543                  
D PEAPACK-GLADSTONE FINL CORP    COM              70469910         3      189 SH      SHARED      02           189                  
D PEARSON PLC                    SPONSORED ADR    70501510        54     5432 SH      SHARED                  5432                  
D PEARSON PLC                    SPONSORED ADR    70501510        14     1400 SH      SHARED      02          1400                  
D PECO II INC                    COM NEW          70522120         3     1001 SH      SHARED      02             1              1000
D PEERLESS SYS CORP              COM              70553610         0      109 SH      SHARED                   109                  
D PEETS COFFEE & TEA INC         COM              70556010      1833    84822 SH      SHARED                 84822                  
D PEETS COFFEE & TEA INC         COM              70556010         8      374 SH      SHARED      02           325                49
D PEGASYSTEMS INC                COM              70557310       207    11184 SH      SHARED                 11184                  
D PEGASYSTEMS INC                COM              70557310        12      674 SH      SHARED      02           674                  
D PEGASYSTEMS INC                COM              70557310        79     4300 SH      SHARED      10          4300                  
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250       430    77224 SH      SHARED                 77224                  
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250        43     7800 SH      SHARED      02           300              7500
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250       446    80000 SH      SHARED      10         80000                  
D PENGROWTH ENERGY TR            TR UNIT NEW      70690250        34     6150 SH      SHR/OTHR    23                            6150
D PENFORD CORP                   COM              70705110        10     2963 SH      SHARED                  2963                  
D PENFORD CORP                   COM              70705110         4     1105 SH      SHARED      02          1105                  
D PENN NATL GAMING INC           COM              70756910      1464    60659 SH      SHARED                 60659                  
D PENN NATL GAMING INC           COM              70756910       146     6075 SH      SHARED      01          6075                  
D PENN NATL GAMING INC           COM              70756910        56     2319 SH      SHARED      02          2319                  
D PENN VA GP HLDGS L P           COM UNIT R LIM   70788P10       145    12300 SH      SHARED                 12300                  
D PENN VA CORP                   NOTE  4.500%11/1 707882AA        25    43000 PRN     SHARED      02         43000                  
D PENN VA CORP                   COM              70788210       358    32618 SH      SHARED                 32618                  
D PENN VA CORP                   COM              70788210        50     4644 SH      SHARED      02          4644                  
D PENN VA CORP                   COM              70788210       312    28500 SH      SHARED      10         26800              1700
D PENN VA CORP                   COM              70788210         7      650 SH      SHARED      21                             650
D PENN VA RESOURCES PARTNERS L   COM              70788410       399    35075 SH      SHARED                 35075                  
D PENN VA RESOURCES PARTNERS L   COM              70788410        59     5234 SH      SHARED      02          1234              4000
D PENN WEST ENERGY TR            TR UNIT          70788510        28     3000 SH      SHARED                  3000                  
D PENN WEST ENERGY TR            TR UNIT          70788510      2321   244622 SH      SHARED                244622                  
D PENN WEST ENERGY TR            TR UNIT          70788510       762    80329 SH      SHARED      02           600             79729
D PENN WEST ENERGY TR            TR UNIT          70788510        11     1200 SH      SHARED      04          1200                  
D PENN WEST ENERGY TR            TR UNIT          70788510        37     3920 SH      SHARED      10          3920                  
D PENN WEST ENERGY TR            TR UNIT          70788510         9     1000 SH      SHARED      20          1000                  
D PENNANTPARK INVT CORP          COM              70806210         8     2246 SH      SHARED      02          2246                  
D PENNANTPARK INVT CORP          COM              70806210        16     4452 SH      SHR/OTHR    23                            4452
D PENNEY J C INC                 COM              70816010      5552   276676 SH      SHARED                276676                  
D PENNEY J C INC                 COM              70816010      1191    59367 SH      SHARED      01         55367              4000
D PENNEY J C INC                 COM              70816010         0       40 SH      SHR/OTHR    01                              40
D PENNEY J C INC                 COM              70816010      3431   170955 SH      SHARED      02        165831              5124
D PENNEY J C INC                 COM              70816010       358    17840 SH      SHARED      04         17840                  
D PENNEY J C INC                 COM              70816010      1376    68600 SH      SHARED      05         68600                  
D PENNEY J C INC                 COM              70816010       530    26440 SH      SHARED      06         19250              7190
D PENNEY J C INC                 COM              70816010      1699    84671 SH      SHARED      10         84671                  
D PENNEY J C INC                 COM              70816010        48     2440 SH      SHR/OTHR    23                            2440
D PENNICHUCK CORP                COM NEW          70825420         2      110 SH      SHARED                   110                  
D PENNS WOODS BANCORP INC        COM              70843010         4      172 SH      SHARED      02           172                  
D PENNSYLVANIA COMM BANCORP IN   COM              70867710        19     1040 SH      SHARED                  1040                  
D PENNSYLVANIA COMM BANCORP IN   COM              70867710         5      295 SH      SHARED      02           119               176
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210       117    33005 SH      SHARED                 33005                  
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210         6     1700 SH      SHARED      01          1700                  
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210        78    22064 SH      SHARED      02         18864              3200
D PENNSYLVANIA RL ESTATE INVT    SH BEN INT       70910210       126    35700 SH      SHARED      10         35700                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10        12     1309 SH      SHARED                  1309                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       262    28150 SH      SHARED      01         28150                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10       283    30403 SH      SHARED      02         30403                  
D PENSKE AUTOMOTIVE GRP INC      COM              70959W10     13743  1473000 SH      SHARED      10       1473000                  
D PENSON WORLDWIDE INC           COM              70960010         0        8 SH      SHARED                     8                  
D PENSON WORLDWIDE INC           COM              70960010        40     6300 SH      SHARED      01                            6300
D PENSON WORLDWIDE INC           COM              70960010         2      437 SH      SHARED      02           437                  
D PENSON WORLDWIDE INC           COM              70960010        46     7200 SH      SHARED      10          7200                  
D PENTAIR INC                    COM              70963110      6623   305663 SH      SHARED                305663                  
D PENTAIR INC                    COM              70963110      1254    57900 SH      SHARED      01         25300             32600
D PENTAIR INC                    COM              70963110       284    13130 SH      SHARED      02         11126              2004
D PENTAIR INC                    COM              70963110        10      470 SH      SHARED      06                             470
D PENWEST PHARMACEUTICALS CO     COM              70975410         0      500 SH      SHARED      02                             500
D PENWEST PHARMACEUTICALS CO     COM              70975410       184   112600 SH      SHARED      10        112600                  
D PEOPLES BANCORP INC            COM              70978910         5      401 SH      SHARED                   401                  
D PEOPLES BANCORP INC            COM              70978910         3      238 SH      SHARED      02           238                  
D PEOPLES BANCORP INC            COM              70978910        59     4600 SH      SHARED      10          4600                  
D PEOPLES BANCORP N C INC        COM              71057710         0      124 SH      SHARED                   124                  
D PEOPLES CMNTY BANCORP INC      COM              71086E10         0      118 SH      SHARED                   118                  
D PEOPLES FINL CORP MISS         COM              71103B10         1      104 SH      SHARED                   104                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410     12578   699991 SH      SHARED                699991                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410      1459    81222 SH      SHARED      01         81222                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410      1012    56332 SH      SHARED      02         56332                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410      1617    90000 SH      SHARED      04         90000                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410       440    24500 SH      SHARED      06         13500             11000
D PEOPLES UNITED FINANCIAL INC   COM              71270410      3068   170780 SH      SHARED      10        170780                  
D PEOPLES UNITED FINANCIAL INC   COM              71270410        17      956 SH      SHARED      21           956                  
D PEP BOYS MANNY MOE & JACK      COM              71327810       231    52476 SH      SHARED                 52476                  
D PEP BOYS MANNY MOE & JACK      COM              71327810        10     2460 SH      SHARED      02          2460                  
D PEP BOYS MANNY MOE & JACK      COM              71327810        45    10300 SH      SHARED      10         10300                  
D PEP BOYS MANNY MOE & JACK      COM              71327810        24     5600 SH      SHR/OTHR    23                            5600
D PEPCO HOLDINGS INC             COM              71329110      1572   126004 SH      SHARED                126004                  
D PEPCO HOLDINGS INC             COM              71329110       573    45920 SH      SHARED      01         45920                  
D PEPCO HOLDINGS INC             COM              71329110       827    66325 SH      SHARED      02         66325                  
D PEPCO HOLDINGS INC             COM              71329110        21     1700 SH      SHARED      04          1700                  
D PEPCO HOLDINGS INC             COM              71329110       165    13230 SH      SHARED      06          6200              7030
D PEPCO HOLDINGS INC             COM              71329110      6638   531937 SH      SHARED      10        508137             23800
D PEPCO HOLDINGS INC             COM              71329110         3      300 SH      SHARED      23                             300
D PEPSI BOTTLING GROUP INC       COM              71340910      1059    47848 SH      SHARED                 47848                  
D PEPSI BOTTLING GROUP INC       COM              71340910       996    45005 SH      SHARED      01         39521              5484
D PEPSI BOTTLING GROUP INC       COM              71340910        83     3750 SH      SHR/OTHR    01                            3750
D PEPSI BOTTLING GROUP INC       COM              71340910      1130    51082 SH      SHARED      02         51082                  
D PEPSI BOTTLING GROUP INC       COM              71340910       324    14650 SH      SHARED      06         11350              3300
D PEPSI BOTTLING GROUP INC       COM              71340910      5487   247832 SH      SHARED      10        229632             18200
D PEPSI BOTTLING GROUP INC       COM              71340910         9      436 SH      SHR/OTHR    21                             436
D PEPSIAMERICAS INC              COM              71343P20      2981   172828 SH      SHARED                172828                  
D PEPSIAMERICAS INC              COM              71343P20       315    18300 SH      SHARED      01                           18300
D PEPSIAMERICAS INC              COM              71343P20      1737   100706 SH      SHARED      02        100706                  
D PEPSIAMERICAS INC              COM              71343P20        51     3000 SH      SHARED      23                            3000
D PEPSICO INC                    COM              71344810       494     9597 SH      SHARED                  6820              2777
D PEPSICO INC                    COM              71344810     50566   982264 SH      SHARED                943049             39215
D PEPSICO INC                    COM              71344810     41760   811201 SH      SHARED      01        627887      300   183014
D PEPSICO INC                    COM              71344810      4726    91813 SH      SHR/OTHR    01                           91813
D PEPSICO INC                    COM              71344810     42142   818628 SH      SHARED      02        771320             47308
D PEPSICO INC                    COM              71344810       141     2743 SH      SHARED      04                            2743
D PEPSICO INC                    COM              71344810     26046   505950 SH      SHARED      04        505950                  
D PEPSICO INC                    COM              71344810        42      820 SH      SHARED      05           820                  
D PEPSICO INC                    COM              71344810     11803   229290 SH      SHARED      06         98800            130490
D PEPSICO INC                    COM              71344810    146212  2840177 SH      SHARED      10       2799407             40770
D PEPSICO INC                    COM              71344810       853    16581 SH      SHARED      19                           16581
D PEPSICO INC                    COM              71344810      6950   135018 SH      SHARED      20        103431      100    31487
D PEPSICO INC                    COM              71344810      1586    30812 SH      SHR/OTHR    20                           30812
D PEPSICO INC                    COM              71344810       800    15557 SH      SHARED      21          7057              8500
D PEPSICO INC                    COM              71344810       391     7600 SH      SHR/OTHR    21                            7600
D PEPSICO INC                    COM              71344810       995    19340 SH      SHARED      22          7795             11545
D PEPSICO INC                    COM              71344810       486     9457 SH      SHR/OTHR    22                            9457
D PEPSICO INC                    COM              71344810      9120   177163 SH      SHARED      23        158183             18980
D PEPSICO INC                    COM              71344810     15032   292016 SH      SHR/OTHR    23                          292016
D PERCEPTRON INC                 COM              71361F10         0      230 SH      SHARED                   230                  
D PERCEPTRON INC                 COM              71361F10         1      300 SH      SHARED      02           300                  
D PERDIGAO S A                   SPONSORED ADR    71361V30       365    14716 SH      SHARED                 14716                  
D PEREGRINE PHARMACEUTICALS IN   COM              71366110         2     5896 SH      SHARED                  5896                  
D PERFECT WORLD CO LTD           SPON ADR REP B   71372U10       665    47370 SH      SHARED                 47370                  
D PERFICIENT INC                 COM              71375U10        65    12077 SH      SHARED                 12077                  
D PERFICIENT INC                 COM              71375U10        13     2500 SH      SHARED      01          2500                  
D PERFICIENT INC                 COM              71375U10         5     1035 SH      SHARED      02           882               153
D PERFICIENT INC                 COM              71375U10        24     4600 SH      SHARED      10          4600                  
D PERFUMANIA HLDGS INC           COM NEW          71376C10         0      140 SH      SHARED                   140                  
D PERFORMANCE TECHNOLOGIES INC   COM              71376K10         0      303 SH      SHARED                   303                  
D PERFORMANCE TECHNOLOGIES INC   COM              71376K10         0      200 SH      SHARED      02           200                  
D PERICOM SEMICONDUCTOR CORP     COM              71383110        31     4300 SH      SHARED                  4300                  
D PERICOM SEMICONDUCTOR CORP     COM              71383110         5      714 SH      SHARED      02           714                  
D PERINI CORP                    COM              71383910       101     8267 SH      SHARED                  8267                  
D PERINI CORP                    COM              71383910       340    27705 SH      SHARED      01         27705                  
D PERINI CORP                    COM              71383910       487    39650 SH      SHR/OTHR    01                           39650
D PERINI CORP                    COM              71383910       373    30376 SH      SHARED      02         30376                  
D PERINI CORP                    COM              71383910      3831   311466 SH      SHARED      10        309466              2000
D PERINI CORP                    COM              71383910        18     1500 SH      SHR/OTHR    23                            1500
D PERKINELMER INC                COM              71404610       229    17946 SH      SHARED                 17946                  
D PERKINELMER INC                COM              71404610       235    18430 SH      SHARED      02         13827              4603
D PERKINELMER INC                COM              71404610        69     5450 SH      SHARED      06          3450              2000
D PERKINELMER INC                COM              71404610     11364   889969 SH      SHARED      10        889969                  
D PERMA-FIX ENVIRONMENTAL SVCS   COM              71415710         2     1156 SH      SHARED                  1156                  
D PERMA-FIX ENVIRONMENTAL SVCS   COM              71415710         0      100 SH      SHARED      02           100                  
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        31     3146 SH      SHARED      02          2916               230
D PERMIAN BASIN RTY TR           UNIT BEN INT     71423610        40     4000 SH      SHR/OTHR    20                            4000
D PEROT SYS CORP                 CL A             71426510       269    20956 SH      SHARED                 20956                  
D PEROT SYS CORP                 CL A             71426510       259    20143 SH      SHARED      01         20143                  
D PEROT SYS CORP                 CL A             71426510       330    25654 SH      SHARED      02         25654                  
D PEROT SYS CORP                 CL A             71426510       558    43400 SH      SHARED      10         43400                  
D PEROT SYS CORP                 CL A             71426510        35     2760 SH      SHARED      21                            2760
D PERRIGO CO                     COM              71429010       637    25692 SH      SHARED                 25692                  
D PERRIGO CO                     COM              71429010      1072    43200 SH      SHARED      01         16900             26300
D PERRIGO CO                     COM              71429010       193     7794 SH      SHARED      02          7794                  
D PERRIGO CO                     COM              71429010        14      600 SH      SHARED      06                             600
D PERRIGO CO                     COM              71429010      1199    48300 SH      SHARED      10         48300                  
D PERRIGO CO                     COM              71429010        15      635 SH      SHARED      21           635                  
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410      2061    80200 SH      SHARED                 80200                  
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410         1       75 SH      SHARED      02                              75
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    71568410        30     1200 SH      SHARED      10          1200                  
D PERVASIVE SOFTWARE INC         COM              71571010         1      477 SH      SHARED                   477                  
D PERVASIVE SOFTWARE INC         COM              71571010         0      100 SH      SHARED      02           100                  
D PETMED EXPRESS INC             COM              71638210        20     1273 SH      SHARED                  1273                  
D PETMED EXPRESS INC             COM              71638210        10      650 SH      SHARED      02           650                  
D PETMED EXPRESS INC             COM              71638210       166    10100 SH      SHARED      10         10100                  
D PETRO-CDA                      COM              71644E10        19      750 SH      SHARED                   750                  
D PETRO-CDA                      COM              71644E10      4073   153256 SH      SHARED                153256                  
D PETRO-CDA                      COM              71644E10        55     2094 SH      SHARED      01            94              2000
D PETRO-CDA                      COM              71644E10        50     1900 SH      SHARED      02          1900                  
D PETRO-CDA                      COM              71644E10     31444  1183000 SH      SHARED      04       1183000                  
D PETRO-CDA                      COM              71644E10         7      300 SH      SHARED      05           300                  
D PETRO-CDA                      COM              71644E10      1557    58579 SH      SHARED      06         55279              3300
D PETRO-CDA                      COM              71644E10       252     9500 SH      SHARED      10          9500                  
D PETRO-CDA                      COM              71644E10        53     2000 SH      SHARED      23          2000                  
D PETRO-CDA                      COM              71644E10       159     6000 SH      SHR/OTHR    23                            6000
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        25      325 SH      SHARED                   325                  
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10      3057    38361 SH      SHARED                 38361                  
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10        63      800 SH      SHARED      01                             800
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10      3638    45650 SH      SHARED      02         43400              2250
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       159     2000 SH      SHARED      23          2000                  
D PETROCHINA CO LTD              SPONSORED  ADR   71646E10       398     5000 SH      SHR/OTHR    23                            5000
D PETRO RES CORP                 COM              71646K10         0      587 SH      SHARED                   587                  
D PETROBRAS ENERGIA PARTCPTNS    SP ADR B SHS     71646M10       104    18400 SH      SHARED                 18400                  
D PETROBRAS ENERGIA PARTCPTNS    SP ADR B SHS     71646M10       434    76289 SH      SHARED                 76289                  
D PETROBRAS ENERGIA PARTCPTNS    SP ADR B SHS     71646M10         0      100 SH      SHARED      02           100                  
D PETROHAWK ENERGY CORP          COM              71649510      5434   282622 SH      SHARED                282622                  
D PETROHAWK ENERGY CORP          COM              71649510      1532    79711 SH      SHARED      01         79711                  
D PETROHAWK ENERGY CORP          COM              71649510        94     4926 SH      SHARED      02          2926              2000
D PETROHAWK ENERGY CORP          COM              71649510        51     2700 SH      SHARED      06                            2700
D PETROHAWK ENERGY CORP          COM              71649510      7791   405200 SH      SHARED      10        405200                  
D PETROHAWK ENERGY CORP          COM              71649510        38     1984 SH      SHARED      21          1984                  
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10     24017   980310 SH      SHARED                977310              3000
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10        61     2500 SH      SHARED      02          2500                  
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10        39     1600 SH      SHARED      06          1600                  
D PETROLEO BRASILEIRO SA PETRO   SP ADR NON VTG   71654V10     81538  3328100 SH      SHARED      10       3328100                  
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      1702    55880 SH      SHARED                  4980             50900
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     18582   609854 SH      SHARED                609854                  
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      7190   236000 SH      SHARED      01        233500              2500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40      8793   288593 SH      SHARED      02        222213             66380
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     70875  2326080 SH      SHARED      04       2326080                  
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     11730   385000 SH      SHARED      06        170500            214500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40     78864  2588270 SH      SHARED      10       2447170            141100
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        76     2500 SH      SHARED      15                            2500
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        38     1250 SH      SHARED      23                            1250
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40        39     1300 SH      SHR/OTHR    23                            1300
D PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V40       115     3800 SH      SHARED      24          3800                  
D PETROLEUM DEV CORP             COM              71657810       119    10120 SH      SHARED                 10120                  
D PETROLEUM DEV CORP             COM              71657810         8      711 SH      SHARED      02           711                  
D PETROLEUM DEV CORP             COM              71657810        16     1400 SH      SHARED      10          1400                  
D PETROLEUM DEV CORP             COM              71657810         4      360 SH      SHARED      21                             360
D PETROQUEST ENERGY INC          COM              71674810         6     2746 SH      SHARED                  2746                  
D PETROQUEST ENERGY INC          COM              71674810         6     2900 SH      SHARED      01          2900                  
D PETROQUEST ENERGY INC          COM              71674810         8     3688 SH      SHARED      02          3688                  
D PETROQUEST ENERGY INC          COM              71674810         4     2000 SH      SHR/OTHR    20                            2000
D PETSMART INC                   COM              71676810      2401   114562 SH      SHARED                114562                  
D PETSMART INC                   COM              71676810      1487    70950 SH      SHARED      01         29650             41300
D PETSMART INC                   COM              71676810       143     6850 SH      SHARED      02          4616              2234
D PETSMART INC                   COM              71676810        17      850 SH      SHARED      06           150               700
D PETSMART INC                   COM              71676810        31     1500 SH      SHARED      21                            1500
D PHARMACYCLICS INC              COM              71693310         0      560 SH      SHARED                   560                  
D PFIZER INC                     COM              71708110      6641   487654 SH      SHARED                 31250            456404
D PFIZER INC                     COM              71708110    156163 11465746 SH      SHARED              11229464            236282
D PFIZER INC                     COM              71708110     31406  2305946 SH      SHARED      01       2045214     1000   259732
D PFIZER INC                     COM              71708110       983    72229 SH      SHR/OTHR    01                           72229
D PFIZER INC                     COM              71708110      9512   698422 SH      SHARED      02        331239            367183
D PFIZER INC                     COM              71708110       364    26748 SH      SHARED      04          8029             18719
D PFIZER INC                     COM              71708110     96185  7062087 SH      SHARED      04       7062087                  
D PFIZER INC                     COM              71708110        47     3500 SH      SHARED      05          3500                  
D PFIZER INC                     COM              71708110     12260   900164 SH      SHARED      06        572980            327184
D PFIZER INC                     COM              71708110    295605 21703792 SH      SHARED      10      19807088           1896700
D PFIZER INC                     COM              71708110      1451   106568 SH      SHARED      15                          106568
D PFIZER INC                     COM              71708110       325    23910 SH      SHARED      19                           23910
D PFIZER INC                     COM              71708110      2981   218941 SH      SHARED      20        187994             30947
D PFIZER INC                     COM              71708110       973    71450 SH      SHR/OTHR    20                           71450
D PFIZER INC                     COM              71708110       294    21625 SH      SHARED      21         20360              1265
D PFIZER INC                     COM              71708110      3418   251000 SH      SHR/OTHR    21                          251000
D PFIZER INC                     COM              71708110       221    16240 SH      SHARED      22          2634             13606
D PFIZER INC                     COM              71708110       296    21750 SH      SHR/OTHR    22                           21750
D PFIZER INC                     COM              71708110      2088   153367 SH      SHARED      23        129047             24320
D PFIZER INC                     COM              71708110      5184   380656 SH      SHR/OTHR    23                          380656
D PFIZER INC                     COM              71708110       537    39500 SH      SHARED      24         39500                  
D PFSWEB INC                     COM NEW          71709820         2     2023 SH      SHARED      02             2              2021
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20        74     1323 SH      SHARED                  1323                  
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20      2889    51230 SH      SHARED      02         50000              1230
D PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A20        50      900 SH      SHARED      15                             900
D PHARMACEUTICAL PROD DEV INC    COM              71712410      1282    54084 SH      SHARED                 54084                  
D PHARMACEUTICAL PROD DEV INC    COM              71712410      1513    63800 SH      SHARED      01         25800             38000
D PHARMACEUTICAL PROD DEV INC    COM              71712410       183     7721 SH      SHARED      02          7681                40
D PHARMACEUTICAL PROD DEV INC    COM              71712410        14      600 SH      SHARED      06                             600
D PHARMACEUTICAL PROD DEV INC    COM              71712410     14089   594000 SH      SHARED      10        581200             12800
D PHARMACEUTICAL PROD DEV INC    COM              71712410         7      300 SH      SHR/OTHR    23                             300
D PHARMERICA CORP                COM              71714F10       344    20705 SH      SHARED                 20705                  
D PHARMERICA CORP                COM              71714F10        12      757 SH      SHARED      02           757                  
D PHARMERICA CORP                COM              71714F10        59     3600 SH      SHARED      06          3600                  
D PHARMERICA CORP                COM              71714F10       345    20766 SH      SHARED      10         20766                  
D PHARMATHENE INC                COM              71714G10         1      488 SH      SHARED                   488                  
D PHARMANET DEV GROUP INC        COM              71714810         0       21 SH      SHARED      02            21                  
D PHARMASSET INC                 COM              71715N10        41     4200 SH      SHARED                  4200                  
D PHARMASSET INC                 COM              71715N10        13     1330 SH      SHARED      02          1330                  
D PHASE FORWARD INC              COM              71721R40       300    23510 SH      SHARED                 23510                  
D PHASE FORWARD INC              COM              71721R40        15     1176 SH      SHARED      02          1176                  
D PHASE FORWARD INC              COM              71721R40       680    53200 SH      SHARED      10         53200                  
D PHILIP MORRIS INTL INC         COM              71817210      1786    50210 SH      SHARED                                   50210
D PHILIP MORRIS INTL INC         COM              71817210    118169  3321230 SH      SHARED               3293630             27600
D PHILIP MORRIS INTL INC         COM              71817210     24206   680328 SH      SHARED      01        571909            108419
D PHILIP MORRIS INTL INC         COM              71817210     76787  2158150 SH      SHR/OTHR    01                         2158150
D PHILIP MORRIS INTL INC         COM              71817210     18962   532956 SH      SHARED      02        455927             77029
D PHILIP MORRIS INTL INC         COM              71817210     84890  2385914 SH      SHARED      04       2385914                  
D PHILIP MORRIS INTL INC         COM              71817210      1447    40680 SH      SHARED      05         40680                  
D PHILIP MORRIS INTL INC         COM              71817210     32413   910996 SH      SHARED      06        449150            461846
D PHILIP MORRIS INTL INC         COM              71817210    141913  3988565 SH      SHARED      10       3772265            216300
D PHILIP MORRIS INTL INC         COM              71817210        85     2400 SH      SHARED      15                            2400
D PHILIP MORRIS INTL INC         COM              71817210       343     9650 SH      SHARED      20          7200              2450
D PHILIP MORRIS INTL INC         COM              71817210       947    26637 SH      SHR/OTHR    20                           26637
D PHILIP MORRIS INTL INC         COM              71817210       140     3950 SH      SHARED      21          3950                  
D PHILIP MORRIS INTL INC         COM              71817210        13      378 SH      SHR/OTHR    21                             378
D PHILIP MORRIS INTL INC         COM              71817210        74     2100 SH      SHARED      22                            2100
D PHILIP MORRIS INTL INC         COM              71817210       775    21801 SH      SHARED      23         19001              2800
D PHILIP MORRIS INTL INC         COM              71817210      1435    40346 SH      SHR/OTHR    23                           40346
D PHILIP MORRIS INTL INC         COM              71817210       145     4100 SH      SHARED      24          4100                  
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260       491    11131 SH      SHARED                 11131                  
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    71825260        61     1400 SH      SHARED      10          1400                  
D PHILLIPS VAN HEUSEN CORP       COM              71859210      1075    47410 SH      SHARED                 47410                  
D PHILLIPS VAN HEUSEN CORP       COM              71859210       360    15900 SH      SHARED      01                           15900
D PHILLIPS VAN HEUSEN CORP       COM              71859210        30     1324 SH      SHARED      02          1309                15
D PHILLIPS VAN HEUSEN CORP       COM              71859210      3594   158499 SH      SHARED      10        145699             12800
D PHILLIPS VAN HEUSEN CORP       COM              71859210        50     2223 SH      SHARED      21                            2223
D PHOENIX COS INC NEW            COM              71902E10       158   135506 SH      SHARED                135506                  
D PHOENIX COS INC NEW            COM              71902E10        20    17360 SH      SHARED      02         17360                  
D PHOENIX COS INC NEW            COM              71902E10        38    33100 SH      SHARED      10         27800              5300
D PHOENIX COS INC NEW            COM              71902E10         0      214 SH      SHARED      23           214                  
D PHOENIX FOOTWEAR GROUP INC     COM              71903M10         0      153 SH      SHARED                   153                  
D PHOENIX TECHNOLOGY LTD         COM              71915310        74    46175 SH      SHARED                 46175                  
D PHOENIX TECHNOLOGY LTD         COM              71915310         1      778 SH      SHARED      02           778                  
D PHOENIX TECHNOLOGY LTD         COM              71915310       636   393100 SH      SHARED      10        393100                  
D PHOTOMEDEX INC                 COM NEW          71935820         0      233 SH      SHARED                   233                  
D PHOTOMEDEX INC                 COM NEW          71935820         0        1 SH      SHARED      02             1                  
D PHOTRONICS INC                 COM              71940510        34    36329 SH      SHARED                 36329                  
D PHOTRONICS INC                 COM              71940510         2     2989 SH      SHARED      02          2914                75
D PHOTRONICS INC                 COM              71940510         7     8300 SH      SHARED      10          8300                  
D PHYSICIANS FORMULA HLDGS INC   COM              71942710        19    10078 SH      SHARED      02                           10078
D PIEDMONT NAT GAS INC           COM              72018610       107     4160 SH      SHARED                  4160                  
D PIEDMONT NAT GAS INC           COM              72018610        25     1000 SH      SHARED      01          1000                  
D PIEDMONT NAT GAS INC           COM              72018610       211     8183 SH      SHARED      02          8023               160
D PIEDMONT NAT GAS INC           COM              72018610       222     8600 SH      SHARED      10          8600                  
D PIEDMONT NAT GAS INC           COM              72018610        93     3600 SH      SHR/OTHR    22                            3600
D PIEDMONT NAT GAS INC           COM              72018610        58     2250 SH      SHR/OTHR    23                            2250
D PIER 1 IMPORTS INC             NOTE  6.375% 2/1 720279AH       445  1200000 PRN     SHARED               1200000                  
D PIER 1 IMPORTS INC             COM              72027910        10    18365 SH      SHARED                 18365                  
D PIER 1 IMPORTS INC             COM              72027910         1     2334 SH      SHARED      02          2333                 1
D PIKE ELEC CORP                 COM              72128310       210    22800 SH      SHARED                 22800                  
D PIKE ELEC CORP                 COM              72128310       342    37015 SH      SHARED      01         37015                  
D PIKE ELEC CORP                 COM              72128310       568    61500 SH      SHR/OTHR    01                           61500
D PIKE ELEC CORP                 COM              72128310        50     5444 SH      SHARED      02           444              5000
D PIKE ELEC CORP                 COM              72128310         6      700 SH      SHARED      10           700                  
D PIMCO MUN INCOME FD II         COM              72200W10        84    10000 SH      SHARED      01                           10000
D PIMCO STRATEGIC GBL GOV FD I   COM              72200X10         6      800 SH      SHARED                   800                  
D PIMCO CORPORATE OPP FD         COM              72201B10        38     4870 SH      SHARED      02                            4870
D PIMCO CORPORATE OPP FD         COM              72201B10        29     3720 SH      SHARED      20          3720                  
D PIMCO FLOATING RATE INCOME F   COM              72201H10        34     6400 SH      SHARED      02                            6400
D PIMCO HIGH INCOME FD           COM SHS          72201410        82    14894 SH      SHARED      01         14894                  
D PIMCO HIGH INCOME FD           COM SHS          72201410        11     2000 SH      SHARED      02                            2000
D PIMCO HIGH INCOME FD           COM SHS          72201410         6     1205 SH      SHARED      20          1205                  
D PINNACLE AIRL CORP             COM              72344310         1     1293 SH      SHARED                  1293                  
D PINNACLE AIRL CORP             COM              72344310         2     1636 SH      SHARED      02          1551                85
D PINNACLE DATA SYS INC          COM              72345410         0      175 SH      SHARED                   175                  
D PINNACLE ENTMT INC             COM              72345610       125    17889 SH      SHARED                 17889                  
D PINNACLE ENTMT INC             COM              72345610        19     2709 SH      SHARED      02          2709                  
D PINNACLE ENTMT INC             COM              72345610        86    12300 SH      SHARED      10         12300                  
D PINNACLE FINL PARTNERS INC     COM              72346Q10        10      433 SH      SHARED                   433                  
D PINNACLE FINL PARTNERS INC     COM              72346Q10        54     2300 SH      SHARED      01          2300                  
D PINNACLE FINL PARTNERS INC     COM              72346Q10       512    21617 SH      SHARED      02         21617                  
D PINNACLE FINL PARTNERS INC     COM              72346Q10       260    11000 SH      SHARED      10         11000                  
D PINNACLE GAS RESOURCES INC     COM              72346430         0      367 SH      SHARED                   367                  
D PINNACLE WEST CAP CORP         COM              72348410      1056    39788 SH      SHARED                 39788                  
D PINNACLE WEST CAP CORP         COM              72348410       629    23700 SH      SHARED      01         23700                  
D PINNACLE WEST CAP CORP         COM              72348410      1041    39228 SH      SHARED      02         39228                  
D PINNACLE WEST CAP CORP         COM              72348410        29     1100 SH      SHARED      04          1100                  
D PINNACLE WEST CAP CORP         COM              72348410       158     5970 SH      SHARED      06          3450              2520
D PINNACLE WEST CAP CORP         COM              72348410      1322    49802 SH      SHARED      10         49802                  
D PINNACLE WEST CAP CORP         COM              72348410        92     3500 SH      SHR/OTHR    23                            3500
D PIONEER DIV HIGH INCOME TRUS   COM BENE INTER   72365310        11     1000 SH      SHARED      02                            1000
D PIONEER DRILLING CO            COM              72365510        16     5016 SH      SHARED                  5016                  
D PIONEER DRILLING CO            COM              72365510       113    34700 SH      SHARED      01         27800              6900
D PIONEER DRILLING CO            COM              72365510       127    38980 SH      SHR/OTHR    01                           38980
D PIONEER DRILLING CO            COM              72365510        69    21173 SH      SHARED      02         21173                  
D PIONEER DRILLING CO            COM              72365510        13     4250 SH      SHARED      10          4250                  
D PIONEER MUN HIGH INC ADV TR    COM              72376210        18     2048 SH      SHARED      01          2048                  
D PIONEER NAT RES CO             NOTE  2.875% 1/1 723787AH      1932  2612000 PRN     SHARED      02       2605000              7000
D PIONEER NAT RES CO             COM              72378710      3630   220454 SH      SHARED                220454                  
D PIONEER NAT RES CO             COM              72378710       378    23000 SH      SHARED      01         23000                  
D PIONEER NAT RES CO             COM              72378710      1230    74707 SH      SHARED      02         73879               828
D PIONEER NAT RES CO             COM              72378710         1      110 SH      SHARED      05           110                  
D PIONEER NAT RES CO             COM              72378710       127     7750 SH      SHARED      06          3650              4100
D PIONEER NAT RES CO             COM              72378710       769    46700 SH      SHARED      10         46700                  
D PIONEER NAT RES CO             COM              72378710        21     1280 SH      SHARED      21                            1280
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10       194    12336 SH      SHARED                 12336                  
D PIONEER SOUTHWST ENRG PRTNR    UNIT LP INT      72388B10      1121    71200 SH      SHARED      02                           71200
D PIPER JAFFRAY COS              COM              72407810      2140    83011 SH      SHARED                 83011                  
D PIPER JAFFRAY COS              COM              72407810        12      474 SH      SHARED      01           474                  
D PIPER JAFFRAY COS              COM              72407810       159     6170 SH      SHARED      02          6170                  
D PIPER JAFFRAY COS              COM              72407810       624    24200 SH      SHARED      10         22500              1700
D PITNEY BOWES INC               COM              72447910      2451   104986 SH      SHARED                104986                  
D PITNEY BOWES INC               COM              72447910      1579    67624 SH      SHARED      01         64624              3000
D PITNEY BOWES INC               COM              72447910       206     8843 SH      SHARED      02          5527              3316
D PITNEY BOWES INC               COM              72447910         3      130 SH      SHARED      05           130                  
D PITNEY BOWES INC               COM              72447910       339    14560 SH      SHARED      06          7700              6860
D PITNEY BOWES INC               COM              72447910      3643   156055 SH      SHARED      10        156055                  
D PITNEY BOWES INC               COM              72447910       121     5200 SH      SHR/OTHR    20                            5200
D PITNEY BOWES INC               COM              72447910       662    28363 SH      SHR/OTHR    23                           28363
D PITTSBURGH & W VA RR           SH BEN INT       72481910         0       41 SH      SHARED                    41                  
D PIXELWORKS INC                 SDCV  1.750% 5/1 72581MAB       567   840000 PRN     SHARED                840000                  
D PIXELWORKS INC                 COM NEW          72581M30         0     1221 SH      SHARED                  1221                  
D PLACER DOME INC                DBCV  2.750%10/1 725906AK       590   420000 PRN     SHARED      02        420000                  
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310      3197    86992 SH      SHARED                 86992                  
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310      5642   153498 SH      SHARED      02                          153498
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310       237     6450 SH      SHARED      10          6450                  
D PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   72650310       237     6450 SH      SHARED      11          6450                  
D PLAINS EXPL& PRODTN CO         COM              72650510      2912   169014 SH      SHARED                169014                  
D PLAINS EXPL& PRODTN CO         COM              72650510      1382    80210 SH      SHARED      01         43988             36222
D PLAINS EXPL& PRODTN CO         COM              72650510      1114    64707 SH      SHARED      02         21857             42850
D PLAINS EXPL& PRODTN CO         COM              72650510        29     1700 SH      SHARED      06           200              1500
D PLAINS EXPL& PRODTN CO         COM              72650510         2      160 SH      SHARED      21                             160
D PLAINS EXPL& PRODTN CO         COM              72650510        22     1300 SH      SHARED      23                            1300
D PLANAR SYS INC                 COM              72690010         1     1697 SH      SHARED                  1697                  
D PLANAR SYS INC                 COM              72690010         0      200 SH      SHARED      02           200                  
D PLANETOUT INC                  COM NEW          72705820         0       92 SH      SHARED                    92                  
D PLANTRONICS INC NEW            COM              72749310       165    13697 SH      SHARED                 13697                  
D PLANTRONICS INC NEW            COM              72749310       206    17075 SH      SHARED      01          1775             15300
D PLANTRONICS INC NEW            COM              72749310       303    25163 SH      SHARED      02         25163                  
D PLANTRONICS INC NEW            COM              72749310     12381  1025800 SH      SHARED      10       1025800                  
D PLATO LEARNING INC             COM              72764Y10         1      838 SH      SHARED                   838                  
D PLATO LEARNING INC             COM              72764Y10         0        1 SH      SHARED      01             1                  
D PLATINUM GROUP METALS LTD      COM NEW          72765Q20        56    45000 SH      SHARED                 45000                  
D PLAYBOY ENTERPRISES INC        CL B             72811730         2     1400 SH      SHARED                  1400                  
D PLAYBOY ENTERPRISES INC        CL B             72811730         1      568 SH      SHARED      02           568                  
D PLEXUS CORP                    COM              72913210        15     1097 SH      SHARED                  1097                  
D PLEXUS CORP                    COM              72913210       254    18416 SH      SHARED      02         18312               104
D PLEXUS CORP                    COM              72913210       261    18900 SH      SHARED      10         18900                  
D PLUG POWER INC                 COM              72919P10        11    13042 SH      SHARED                 13042                  
D PLUG POWER INC                 COM              72919P10         3     4029 SH      SHARED      02          3029              1000
D PLUG POWER INC                 COM              72919P10      2740  3150000 SH      SHARED      04       3150000                  
D PLUM CREEK TIMBER CO INC       COM              72925110      6432   221280 SH      SHARED                221280                  
D PLUM CREEK TIMBER CO INC       COM              72925110      1366    47004 SH      SHARED      01         45264              1740
D PLUM CREEK TIMBER CO INC       COM              72925110         3      125 SH      SHR/OTHR    01                             125
D PLUM CREEK TIMBER CO INC       COM              72925110      1558    53614 SH      SHARED      02         48929              4685
D PLUM CREEK TIMBER CO INC       COM              72925110     43036  1480434 SH      SHARED      04       1480434                  
D PLUM CREEK TIMBER CO INC       COM              72925110     10183   350312 SH      SHARED      05        350312                  
D PLUM CREEK TIMBER CO INC       COM              72925110      1175    40454 SH      SHARED      06           800             39654
D PLUM CREEK TIMBER CO INC       COM              72925110      1897    65276 SH      SHARED      10         65276                  
D PLUM CREEK TIMBER CO INC       COM              72925110      4188   144100 SH      SHARED      11                          144100
D PLUM CREEK TIMBER CO INC       COM              72925110         2       90 SH      SHR/OTHR    21                              90
D PLUM CREEK TIMBER CO INC       COM              72925110         6      222 SH      SHARED      23           222                  
D PLUM CREEK TIMBER CO INC       COM              72925110       124     4281 SH      SHR/OTHR    23                            4281
D PLUMAS BANCORP                 COM              72927310         0      120 SH      SHARED                   120                  
D POINT 360                      COM              73050710         0      159 SH      SHARED                   159                  
D POKERTEK INC                   COM              73086410         0      143 SH      SHARED                   143                  
D POLARIS INDS INC               COM              73106810       186     8694 SH      SHARED                  8694                  
D POLARIS INDS INC               COM              73106810        88     4113 SH      SHARED      02          4113                  
D POLARIS INDS INC               COM              73106810       583    27200 SH      SHARED      10         25400              1800
D POLO RALPH LAUREN CORP         CL A             73157210      7534   178321 SH      SHARED                178321                  
D POLO RALPH LAUREN CORP         CL A             73157210       579    13720 SH      SHARED      01         11600              2120
D POLO RALPH LAUREN CORP         CL A             73157210        42     1000 SH      SHR/OTHR    01                            1000
D POLO RALPH LAUREN CORP         CL A             73157210       500    11840 SH      SHARED      02         11840                  
D POLO RALPH LAUREN CORP         CL A             73157210      1288    30500 SH      SHARED      04         30500                  
D POLO RALPH LAUREN CORP         CL A             73157210      5084   120350 SH      SHARED      06         45700             74650
D POLO RALPH LAUREN CORP         CL A             73157210      3357    79461 SH      SHARED      10         77861              1600
D POLO RALPH LAUREN CORP         CL A             73157210       101     2400 SH      SHARED      23          2400                  
D POLYCOM INC                    COM              73172K10       283    18411 SH      SHARED                 18411                  
D POLYCOM INC                    COM              73172K10       417    27100 SH      SHARED      01                           27100
D POLYCOM INC                    COM              73172K10        97     6314 SH      SHARED      02          6314                  
D POLYCOM INC                    COM              73172K10      6648   432000 SH      SHARED      04        432000                  
D POLYCOM INC                    COM              73172K10      8989   584100 SH      SHARED      10        578800              5300
D POLYONE CORP                   COM              73179P10        26    11485 SH      SHARED                 11485                  
D POLYONE CORP                   COM              73179P10        18     7922 SH      SHARED      02          7671               251
D POLYONE CORP                   COM              73179P10        57    24700 SH      SHARED      10         24700                  
D POLYPORE INTL INC              COM              73179V10         7     1814 SH      SHARED      02          1814                  
D POLYPORE INTL INC              COM              73179V10       197    49058 SH      SHARED      05         49058                  
D POMEROY IT SOLUTIONS INC       COM              73182210         1      278 SH      SHARED                   278                  
D PONIARD PHARMACEUTICALS INC    COM NEW          73244930         0      225 SH      SHARED                   225                  
D PONIARD PHARMACEUTICALS INC    COM NEW          73244930         2     1020 SH      SHARED      02          1020                  
D POOL CORPORATION               COM              73278L10       101     7592 SH      SHARED                  7592                  
D POOL CORPORATION               COM              73278L10        49     3712 SH      SHARED      01          3712                  
D POOL CORPORATION               COM              73278L10        46     3491 SH      SHARED      02          3491                  
D POOL CORPORATION               COM              73278L10       301    22523 SH      SHARED      06         22523                  
D POOL CORPORATION               COM              73278L10       155    11600 SH      SHARED      10         11600                  
D POOL CORPORATION               COM              73278L10         5      398 SH      SHARED      21                             398
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   73285710         2       99 SH      SHARED                    99                  
D POPULAR INC                    COM              73317410       201    93303 SH      SHARED                 93303                  
D POPULAR INC                    COM              73317410        17     8300 SH      SHARED      01          8300                  
D POPULAR INC                    COM              73317410         4     1925 SH      SHARED      02          1925                  
D PORTEC RAIL PRODS INC          COM              73621210         1      278 SH      SHARED                   278                  
D PORTEC RAIL PRODS INC          COM              73621210         2      375 SH      SHARED      02           375                  
D PORTER BANCORP INC             COM              73623310         0       49 SH      SHARED                    49                  
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10       268    10009 SH      SHARED                 10009                  
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10       619    23075 SH      SHARED      01         23075                  
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10      1018    37950 SH      SHR/OTHR    01                           37950
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10       290    10839 SH      SHARED      02         10479               360
D PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q10      3718   138558 SH      SHARED      10        138558                  
D PORTLAND GEN ELEC CO           COM NEW          73650884         0        8 SH      SHARED                     8                  
D PORTLAND GEN ELEC CO           COM NEW          73650884     17366   987322 SH      SHARED                987322                  
D PORTLAND GEN ELEC CO           COM NEW          73650884       161     9163 SH      SHARED      02          9163                  
D PORTLAND GEN ELEC CO           COM NEW          73650884       323    18400 SH      SHARED      10         18400                  
D PORTUGAL TELECOM SGPS S A      SPONSORED ADR    73727310       372    48400 SH      SHARED                 48400                  
D PORTUGAL TELECOM SGPS S A      SPONSORED ADR    73727310        13     1780 SH      SHARED      02          1600               180
D POST PPTYS INC                 COM              73746410         5      501 SH      SHARED                   501                  
D POST PPTYS INC                 COM              73746410        98     9752 SH      SHARED      02          9752                  
D POST PPTYS INC                 COM              73746410       229    22600 SH      SHARED      10         22600                  
D POST PPTYS INC                 COM              73746410      3791   373959 SH      SHARED      11        106475            267484
D POTASH CORP SASK INC           COM              73755L10     11449   141687 SH      SHARED                141687                  
D POTASH CORP SASK INC           COM              73755L10        16      200 SH      SHARED      01           200                  
D POTASH CORP SASK INC           COM              73755L10      8227   101813 SH      SHARED      02        101184               629
D POTASH CORP SASK INC           COM              73755L10       149     1850 SH      SHARED      04                            1850
D POTASH CORP SASK INC           COM              73755L10     41162   509371 SH      SHARED      04        509371                  
D POTASH CORP SASK INC           COM              73755L10     12480   154437 SH      SHARED      05        154437                  
D POTASH CORP SASK INC           COM              73755L10      2118    26210 SH      SHARED      06          2850             23360
D POTASH CORP SASK INC           COM              73755L10     41315   511261 SH      SHARED      10        463888             47373
D POTASH CORP SASK INC           COM              73755L10       756     9356 SH      SHARED      24          9356                  
D POTLATCH CORP NEW              COM              73763010       489    21090 SH      SHARED                 21090                  
D POTLATCH CORP NEW              COM              73763010       342    14752 SH      SHARED      01          1825             12927
D POTLATCH CORP NEW              COM              73763010       177     7674 SH      SHARED      02          7674                  
D POTLATCH CORP NEW              COM              73763010       606    26154 SH      SHARED      10         26154                  
D POWELL INDS INC                COM              73912810       862    24432 SH      SHARED                 24432                  
D POWELL INDS INC                COM              73912810         6      175 SH      SHARED      02           175                  
D POWELL INDS INC                COM              73912810         8      250 SH      SHARED      21                             250
D POWER INTEGRATIONS INC         COM              73927610        91     5308 SH      SHARED                  5308                  
D POWER INTEGRATIONS INC         COM              73927610        60     3494 SH      SHARED      02          3124               370
D POWER INTEGRATIONS INC         COM              73927610      3535   205559 SH      SHARED      04        205559                  
D POWER INTEGRATIONS INC         COM              73927610      5022   292031 SH      SHARED      05        292031                  
D POWER INTEGRATIONS INC         COM              73927610       578    33607 SH      SHARED      06                           33607
D POWER MED INTERVENTIONS INC    COM              73929910         0      326 SH      SHARED                   326                  
D POWER-ONE INC                  COM              73930810        26    30376 SH      SHARED                 30376                  
D POWER-ONE INC                  COM              73930810         1     1722 SH      SHARED      02          1722                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      3776   124567 SH      SHARED                124567                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10    137910  4548496 SH      SHARED               4548496                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        72     2400 SH      SHARED      01                            2400
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10     20189   665865 SH      SHARED      02        533700            132165
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10     24738   815900 SH      SHARED      10        815900                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10      1329    43850 SH      SHARED      15                           43850
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10       657    21700 SH      SHARED      19                           21700
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        30     1000 SH      SHARED      21          1000                  
D POWERSHARES QQQ TRUST          UNIT SER 1       73935A10        69     2300 SH      SHARED      23          2300                  
D POWERSHARES INDIA ETF TR       INDIA PORT       73935L10       326    27266 SH      SHARED      02                           27266
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      3286   164300 SH      SHARED                164300                  
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      5492   274614 SH      SHARED      01         66287            208327
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      3238   161945 SH      SHR/OTHR    01                          161945
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      2212   110649 SH      SHARED      02         87000             23649
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      3150   157500 SH      SHARED      20        131105      950    25445
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       679    33950 SH      SHR/OTHR    20                           33950
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10        32     1600 SH      SHARED      21          1600                  
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10      1278    63925 SH      SHARED      22         60745              3180
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       969    48485 SH      SHARED      23         45590              2895
D POWERSHARES DB CMDTY IDX TRA   UNIT BEN INT     73935S10       973    48655 SH      SHR/OTHR    23                           48655
D POWERSHARES ETF TRUST          DWA TECH LDRS    73935X15       104     8000 SH      SHARED      02                            8000
D POWERSHARES ETF TRUST          FINL PFD PTFL    73935X22       243    25746 SH      SHARED                 25746                  
D POWERSHARES ETF TRUST          FTSERAFI FINAN   73935X23         6      489 SH      SHARED      02                             489
D POWERSHARES ETF TRUST          TECH SECT PORT   73935X34        17     1100 SH      SHARED      02                            1100
D POWERSHARES ETF TRUST          HLTHCR SEC POR   73935X35       784    45494 SH      SHARED      02                           45494
D POWERSHARES ETF TRUST          HLTHCR SEC POR   73935X35        10      615 SH      SHARED      20           615                  
D POWERSHARES ETF TRUST          INDL SECT PORT   73935X36        10      665 SH      SHARED      20           665                  
D POWERSHARES ETF TRUST          FINL SECT PORT   73935X37        10      730 SH      SHARED      20           730                  
D POWERSHARES ETF TRUST          ENERGY SEC POR   73935X38        29     1695 SH      SHARED      20          1695                  
D POWERSHARES ETF TRUST          CON STAPLE SEC   73935X39        25     1340 SH      SHARED      20          1340                  
D POWERSHARES ETF TRUST          CON DISCRE SEC   73935X41        41     2740 SH      SHARED      20          2740                  
D POWERSHARES ETF TRUST          BASIC MAT SECT   73935X42        10      600 SH      SHARED      02                             600
D POWERSHARES ETF TRUST          DYNAM SML CAP    73935X43      1510   114233 SH      SHARED      02                          114233
D POWERSHARES ETF TRUST          DYNAM MIDCP PT   73935X44      3288   219669 SH      SHARED      02                          219669
D POWERSHARES ETF TRUST          DYNAM LRGCP PT   73935X45      3136   191037 SH      SHARED      02                          191037
D POWERSHARES ETF TRUST          FTSE RAFI UTIL   73935X47         3      100 SH      SHARED      02                             100
D POWERSHARES ETF TRUST          FTSE TELE TECH   73935X48       832    24046 SH      SHARED      02                           24046
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50         0       50 SH      SHR/OTHR    01                              50
D POWERSHARES ETF TRUST          WNDRHLL CLN EN   73935X50        49     6515 SH      SHARED      02                            6515
D POWERSHARES ETF TRUST          FTSE HLTHCARE    73935X51       819    22610 SH      SHARED      02                           22610
D POWERSHARES ETF TRUST          FTSERAFI ENERG   73935X55        15      365 SH      SHARED      02                             365
D POWERSHARES ETF TRUST          FTSE US1500 SM   73935X56      1426    51970 SH      SHARED      02                           51970
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57        35     3000 SH      SHARED                  3000                  
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57        25     2125 SH      SHARED      01          2125                  
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57       849    71179 SH      SHARED      02                           71179
D POWERSHARES ETF TRUST          WATER RESOURCE   73935X57        12     1075 SH      SHARED      21          1075                  
D POWERSHARES ETF TRUST          FTSE RAFI 1000   73935X58      2968   101669 SH      SHARED      02                          101669
D POWERSHARES ETF TRUST          DYN UTIL PORTF   73935X59        17     1300 SH      SHARED      02                            1300
D POWERSHARES ETF TRUST          DYN UTIL PORTF   73935X59        14     1090 SH      SHARED      20          1090                  
D POWERSHARES ETF TRUST          DYNM LRG CP GR   73935X60       443    42750 SH      SHARED      02                           42750
D POWERSHARES ETF TRUST          DYN RETAIL PTF   73935X61        34     2700 SH      SHARED      02                            2700
D POWERSHARES ETF TRUST          DYN OIL SVCS     73935X62        22     2145 SH      SHARED      02                            2145
D POWERSHARES ETF TRUST          DYN BLDG CNSTR   73935X66       373    40538 SH      SHARED      02                           40538
D POWERSHARES ETF TRUST          AERSPC DEF PTF   73935X69        11     1000 SH      SHARED      02                            1000
D POWERSHARES ETF TRUST          DYNM LRG CP VL   73935X70       518    41725 SH      SHARED      02                           41725
D POWERSHARES ETF TRUST          INTL DIV ACHV    73935X71       161    18310 SH      SHARED      02                           18310
D POWERSHARES ETF TRUST          DIV ACHV PRTF    73935X73         9     1000 SH      SHARED      02                            1000
D POWERSHARES ETF TRUST          DYNAMIC TELECO   73935X76         8      830 SH      SHARED      02                             830
D POWERSHARES ETF TRUST          DYNAMIC TELECO   73935X76        19     1905 SH      SHARED      20          1905                  
D POWERSHARES ETF TRUST          DYN SFTWR PORT   73935X77        27     2000 SH      SHARED      02                            2000
D POWERSHARES ETF TRUST          DYN SEMCT PORT   73935X78       828    87672 SH      SHARED      02                           87672
D POWERSHARES ETF TRUST          DYNM MC GRWTH    73935X80      1725   132233 SH      SHARED      02                          132233
D POWERSHARES ETF TRUST          DYN BIOT & GEN   73935X85       818    64443 SH      SHARED      02                           64443
D POWERSHARES DB G10 CURCY HAR   COM UT BEN INT   73935Y10        82     4000 SH      SHARED      20                            4000
D POWERSHARES DB G10 CURCY HAR   COM UT BEN INT   73935Y10        18      900 SH      SHR/OTHR    20                             900
D POWERSHS DB MULTI SECT COMM    DB ENERGY FUND   73936B10         5      300 SH      SHARED      01                             300
D POWERSHS DB MULTI SECT COMM    DB ENERGY FUND   73936B10         3      200 SH      SHARED      02                             200
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       237     9700 SH      SHARED                  9700                  
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40        48     1970 SH      SHARED      01          1970                  
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40       183     7500 SH      SHR/OTHR    01                            7500
D POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B40      4675   190930 SH      SHARED      02        173500             17430
D POWERSHS DB MULTI SECT COMM    DB OIL FUND      73936B50      2446   125000 SH      SHARED      02        125000                  
D POWERSHS DB MULTI SECT COMM    DB BASE METALS   73936B70      1410   106900 SH      SHARED      02        106900                  
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10       542    21175 SH      SHARED                 21175                  
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BULL   73936D10      1698    66262 SH      SHARED      02         64982              1280
D POWERSHS DB US DOLLAR INDEX    DOLL INDX BEAR   73936D20        20      800 SH      SHARED                   800                  
D POWERSECURE INTL INC           COM              73936N10         8     2499 SH      SHARED                  2499                  
D POWERSECURE INTL INC           COM              73936N10        11     3500 SH      SHARED      01          3500                  
D POWERSECURE INTL INC           COM              73936N10         1      392 SH      SHARED      02           392                  
D POWERSHARES GLOBAL ETF TRUST   ASIA PAC OPPOR   73936T10        51     4341 SH      SHARED      02                            4341
D POWERSHARES GLOBAL ETF TRUST   INSUR NATL MUN   73936T47         4      200 SH      SHARED      02                             200
D POWERSHARES GLOBAL ETF TRUST   AGG PFD PORT     73936T56        43     4500 SH      SHARED      20          4500                  
D POWERSHARES GLOBAL ETF TRUST   SOVEREIGN DEBT   73936T57       228    10726 SH      SHARED      02                           10726
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61        16     1500 SH      SHARED      01          1500                  
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61        10     1000 SH      SHR/OTHR    21                            1000
D POWERSHARES GLOBAL ETF TRUST   GBL CLEAN ENER   73936T61         8      800 SH      SHR/OTHR    23                             800
D POWERSHARES GLOBAL ETF TRUST   GBL WTR PORT     73936T62       257    23350 SH      SHARED                 23350                  
D POWERSHARES GLOBAL ETF TRUST   GBL WTR PORT     73936T62         5      500 SH      SHARED      02                             500
D POWERSHARES GLOBAL ETF TRUST   EMER MRKT PORT   73936T76        41     3142 SH      SHARED      02                            3142
D POWERSHARES GLOBAL ETF TRUST   EX US SML PORT   73936T77        69     5579 SH      SHARED      02                            5579
D POWERSHARES GLOBAL ETF TRUST   DEV MKTS EX-US   73936T78         6      300 SH      SHARED      02                             300
D POWERSHARES GLOBAL ETF TRUST   ASIA PC EX JAP   73936T84       111    11091 SH      SHARED      02                           11091
D POWERWAVE TECHNOLOGIES INC     COM              73936310        14    24870 SH      SHARED                 24870                  
D POWERWAVE TECHNOLOGIES INC     COM              73936310        19    33557 SH      SHARED      02          3641             29916
D POWERWAVE TECHNOLOGIES INC     COM              73936310        18    31600 SH      SHARED      10         31600                  
D POWERWAVE TECHNOLOGIES INC     COM              73936310         0       61 SH      SHR/OTHR    23                              61
D POWERSHARES ETF TR II          EMRG MKTS INFR   73937B20       846    38040 SH      SHARED      02                           38040
D POWERSHARES ETF TR II          GLBL WIND ENRG   73937B30         6      587 SH      SHARED      21           587                  
D POZEN INC                      COM              73941U10        25     4147 SH      SHARED      02          1147              3000
D POZEN INC                      COM              73941U10       252    41300 SH      SHARED      10         41300                  
D PRAXAIR INC                    COM              74005P10     20190   300050 SH      SHARED                300050                  
D PRAXAIR INC                    COM              74005P10      6568    97614 SH      SHARED      01         83514      300    13800
D PRAXAIR INC                    COM              74005P10      1466    21795 SH      SHR/OTHR    01                           21795
D PRAXAIR INC                    COM              74005P10       894    13294 SH      SHARED      02          7812              5482
D PRAXAIR INC                    COM              74005P10     19830   294700 SH      SHARED      04        294700                  
D PRAXAIR INC                    COM              74005P10      1337    19880 SH      SHARED      05         19880                  
D PRAXAIR INC                    COM              74005P10      7907   117510 SH      SHARED      06        107050             10460
D PRAXAIR INC                    COM              74005P10     75376  1120168 SH      SHARED      10       1016516            103652
D PRAXAIR INC                    COM              74005P10        80     1200 SH      SHARED      19                            1200
D PRAXAIR INC                    COM              74005P10       619     9200 SH      SHARED      20          3920              5280
D PRAXAIR INC                    COM              74005P10       683    10160 SH      SHR/OTHR    20                           10160
D PRAXAIR INC                    COM              74005P10       107     1603 SH      SHARED      21           503              1100
D PRAXAIR INC                    COM              74005P10        53      800 SH      SHR/OTHR    21                             800
D PRAXAIR INC                    COM              74005P10       583     8670 SH      SHARED      22          6820              1850
D PRAXAIR INC                    COM              74005P10       197     2940 SH      SHR/OTHR    22                            2940
D PRAXAIR INC                    COM              74005P10      2090    31067 SH      SHARED      23         28067              3000
D PRAXAIR INC                    COM              74005P10      2451    36430 SH      SHR/OTHR    23                           36430
D PRE PAID LEGAL SVCS INC        COM              74006510       325    11197 SH      SHARED                 11197                  
D PRE PAID LEGAL SVCS INC        COM              74006510        26      900 SH      SHARED      01           900                  
D PRE PAID LEGAL SVCS INC        COM              74006510        63     2200 SH      SHARED      02          2200                  
D PRE PAID LEGAL SVCS INC        COM              74006510       148     5100 SH      SHARED      10          5100                  
D PRECISION CASTPARTS CORP       COM              74018910      2677    44699 SH      SHARED                 44699                  
D PRECISION CASTPARTS CORP       COM              74018910      1910    31900 SH      SHARED      01         31900                  
D PRECISION CASTPARTS CORP       COM              74018910       613    10240 SH      SHARED      02         10205                35
D PRECISION CASTPARTS CORP       COM              74018910         4       80 SH      SHARED      05            80                  
D PRECISION CASTPARTS CORP       COM              74018910       548     9150 SH      SHARED      06          4600              4550
D PRECISION CASTPARTS CORP       COM              74018910      6074   101411 SH      SHARED      10        100611               800
D PRECISION CASTPARTS CORP       COM              74018910        45      756 SH      SHARED      21           756                  
D PRECISION DRILLING TR          TR UNIT          74021510      3127  1167067 SH      SHARED               1167067                  
D PRECISION DRILLING TR          TR UNIT          74021510       116    43300 SH      SHARED      02         35300              8000
D PRECISION DRILLING TR          TR UNIT          74021510         5     1955 SH      SHARED      10          1955                  
D PRECISION DRILLING TR          TR UNIT          74021510         5     2000 SH      SHARED      20          2000                  
D PREFERRED BK LOS ANGELES CA    COM              74036710         3      608 SH      SHARED                   608                  
D PREFERRED BK LOS ANGELES CA    COM              74036710         0      100 SH      SHARED      02           100                  
D PREFORMED LINE PRODS CO        COM              74044410        17      460 SH      SHARED                   460                  
D PREFORMED LINE PRODS CO        COM              74044410         2       63 SH      SHARED      02            63                  
D PREMIER FINL BANCORP INC       COM              74050M10         0      101 SH      SHARED                   101                  
D PREMIER EXIBITIONS INC         COM              74051E10         0      353 SH      SHARED                   353                  
D PREMIERE GLOBAL SVCS INC       COM              74058510       203    23115 SH      SHARED                 23115                  
D PREMIERE GLOBAL SVCS INC       COM              74058510        75     8582 SH      SHARED      02          8582                  
D PREMIERE GLOBAL SVCS INC       COM              74058510       165    18800 SH      SHARED      10         18800                  
D PRESIDENTIAL LIFE CORP         COM              74088410        17     2300 SH      SHARED                  2300                  
D PRESIDENTIAL LIFE CORP         COM              74088410         0       80 SH      SHARED      01            80                  
D PRESIDENTIAL LIFE CORP         COM              74088410        16     2092 SH      SHARED      02          2092                  
D PRESIDENTIAL LIFE CORP         COM              74088410        60     7800 SH      SHARED      10          7800                  
D PREMIERWEST BANCORP            COM              74092110        23     5798 SH      SHARED                  5798                  
D PREMIERWEST BANCORP            COM              74092110         1      493 SH      SHARED      02           493                  
D PRESIDENTIAL RLTY CORP NEW     CL B             74100420         0       90 SH      SHARED                    90                  
D PRESSTEK INC                   COM              74111310         1      711 SH      SHARED      02           711                  
D PRESTIGE BRANDS HLDGS INC      COM              74112D10        92    17900 SH      SHARED                 17900                  
D PRESTIGE BRANDS HLDGS INC      COM              74112D10        49     9582 SH      SHARED      02          9582                  
D PRESTIGE BRANDS HLDGS INC      COM              74112D10        42     8200 SH      SHARED      10          8200                  
D PRESSURE BIOSCIENCES INC       COM              74112E10         0       44 SH      SHARED                    44                  
D PRICE T ROWE GROUP INC         COM              74144T10       206     7167 SH      SHARED                  2380              4787
D PRICE T ROWE GROUP INC         COM              74144T10      8962   310557 SH      SHARED                290557             20000
D PRICE T ROWE GROUP INC         COM              74144T10     11812   409290 SH      SHARED      01        294299            114991
D PRICE T ROWE GROUP INC         COM              74144T10      4763   165058 SH      SHR/OTHR    01                          165058
D PRICE T ROWE GROUP INC         COM              74144T10       869    30113 SH      SHARED      02          5142             24971
D PRICE T ROWE GROUP INC         COM              74144T10       290    10050 SH      SHARED      04         10050                  
D PRICE T ROWE GROUP INC         COM              74144T10         4      160 SH      SHARED      05           160                  
D PRICE T ROWE GROUP INC         COM              74144T10       535    18540 SH      SHARED      06          9800              8740
D PRICE T ROWE GROUP INC         COM              74144T10     45063  1561458 SH      SHARED      10       1559203              2255
D PRICE T ROWE GROUP INC         COM              74144T10      1380    47836 SH      SHARED      19                           47836
D PRICE T ROWE GROUP INC         COM              74144T10      2311    80110 SH      SHARED      20         68885      125    11100
D PRICE T ROWE GROUP INC         COM              74144T10       420    14565 SH      SHR/OTHR    20                           14565
D PRICE T ROWE GROUP INC         COM              74144T10       151     5250 SH      SHARED      21          3050              2200
D PRICE T ROWE GROUP INC         COM              74144T10        14      500 SH      SHR/OTHR    21                             500
D PRICE T ROWE GROUP INC         COM              74144T10       634    22000 SH      SHARED      22         20225              1775
D PRICE T ROWE GROUP INC         COM              74144T10       274     9515 SH      SHR/OTHR    22                            9515
D PRICE T ROWE GROUP INC         COM              74144T10      2070    71730 SH      SHARED      23         63220              8510
D PRICE T ROWE GROUP INC         COM              74144T10      2343    81200 SH      SHR/OTHR    23                           81200
D PRICELINE COM INC              NOTE  2.250% 1/1 741503AH         8     4000 PRN     SHARED      02          4000                  
D PRICELINE COM INC              NOTE  0.750% 9/3 741503AL      5283  2700000 PRN     SHARED               2700000                  
D PRICELINE COM INC              COM NEW          74150340      7341    93184 SH      SHARED                 93184                  
D PRICELINE COM INC              COM NEW          74150340      1683    21375 SH      SHARED      01          7975             13400
D PRICELINE COM INC              COM NEW          74150340       344     4373 SH      SHARED      02          4373                  
D PRICELINE COM INC              COM NEW          74150340      1323    16800 SH      SHARED      04         16800                  
D PRICELINE COM INC              COM NEW          74150340      3939    50000 SH      SHARED      05         50000                  
D PRICELINE COM INC              COM NEW          74150340        15      200 SH      SHARED      06                             200
D PRICELINE COM INC              COM NEW          74150340      8906   113050 SH      SHARED      10        113050                  
D PRICELINE COM INC              COM NEW          74150340        22      284 SH      SHARED      21           284                  
D PRICESMART INC                 COM              74151110       389    21616 SH      SHARED                 21616                  
D PRICESMART INC                 COM              74151110         6      374 SH      SHARED      02           374                  
D PRIDE INTL INC DEL             COM              74153Q10      4795   266686 SH      SHARED                266686                  
D PRIDE INTL INC DEL             COM              74153Q10      1603    89200 SH      SHARED      01         32700             56500
D PRIDE INTL INC DEL             COM              74153Q10       338    18801 SH      SHARED      02         12301              6500
D PRIDE INTL INC DEL             COM              74153Q10       466    25950 SH      SHARED      06         25050               900
D PRIDE INTL INC DEL             COM              74153Q10        50     2800 SH      SHARED      10          1400              1400
D PRIMEDIA INC                   COM NEW          74157K84        19     7851 SH      SHARED                  7851                  
D PRIMEDIA INC                   COM NEW          74157K84       409   165819 SH      SHARED      02        165819                  
D PRIMEDIA INC                   COM NEW          74157K84        43    17516 SH      SHARED      10         17516                  
D PRIMEENERGY CORP               COM              74158E10        14      281 SH      SHARED                   281                  
D PRIMEENERGY CORP               COM              74158E10         1       23 SH      SHARED      02            23                  
D PRINCETON NATL BANCORP INC     COM              74228210         1       91 SH      SHARED                    91                  
D PRINCETON REVIEW INC           COM              74235210         1      344 SH      SHARED      02           344                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10      2934   358763 SH      SHARED                348063             10700
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10       478    58500 SH      SHARED      01         58500                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10       629    76928 SH      SHARED      02         76928                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10        26     3300 SH      SHARED      04          3300                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10         1      130 SH      SHARED      05           130                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10       136    16650 SH      SHARED      06          8850              7800
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10      1431   175005 SH      SHARED      10        175005                  
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10         1      210 SH      SHARED      21                             210
D PRINCIPAL FINANCIAL GROUP IN   COM              74251V10        24     2951 SH      SHARED      23                            2951
D PRO-DEX INC COLO               COM              74265M10         0      222 SH      SHARED                   222                  
D PROASSURANCE CORP              COM              74267C10       693    14875 SH      SHARED                 14875                  
D PROASSURANCE CORP              COM              74267C10       169     3642 SH      SHARED                  3642                  
D PROASSURANCE CORP              COM              74267C10       502    10780 SH      SHARED      02         10780                  
D PROASSURANCE CORP              COM              74267C10       564    12100 SH      SHARED      10         12100                  
D PROCERA NETWORKS INC           COM              74269U10         1     1815 SH      SHARED                  1815                  
D PROCTER & GAMBLE CO            COM              74271810      4741   100692 SH      SHARED                   887             99805
D PROCTER & GAMBLE CO            COM              74271810     73893  1569197 SH      SHARED               1486830             82367
D PROCTER & GAMBLE CO            COM              74271810     56081  1190951 SH      SHARED      01        961797            229154
D PROCTER & GAMBLE CO            COM              74271810      8999   191119 SH      SHR/OTHR    01                          191119
D PROCTER & GAMBLE CO            COM              74271810     19979   424286 SH      SHARED      02        369569             54717
D PROCTER & GAMBLE CO            COM              74271810       187     3992 SH      SHARED      04                            3992
D PROCTER & GAMBLE CO            COM              74271810      4836   102700 SH      SHARED      04        102700                  
D PROCTER & GAMBLE CO            COM              74271810      2131    45257 SH      SHARED      05         45257                  
D PROCTER & GAMBLE CO            COM              74271810     13407   284727 SH      SHARED      06        184905             99822
D PROCTER & GAMBLE CO            COM              74271810    154343  3277635 SH      SHARED      10       3008293            269342
D PROCTER & GAMBLE CO            COM              74271810       155     3300 SH      SHARED      15                            3300
D PROCTER & GAMBLE CO            COM              74271810      3209    68165 SH      SHARED      19                           68165
D PROCTER & GAMBLE CO            COM              74271810     16374   347734 SH      SHARED      20        246927       90   100717
D PROCTER & GAMBLE CO            COM              74271810      1945    41305 SH      SHR/OTHR    20                           41305
D PROCTER & GAMBLE CO            COM              74271810      2313    49137 SH      SHARED      21         35582             13555
D PROCTER & GAMBLE CO            COM              74271810       148     3150 SH      SHR/OTHR    21                            3150
D PROCTER & GAMBLE CO            COM              74271810      1167    24789 SH      SHARED      22         13227             11562
D PROCTER & GAMBLE CO            COM              74271810       661    14040 SH      SHR/OTHR    22                           14040
D PROCTER & GAMBLE CO            COM              74271810     11667   247767 SH      SHARED      23        233685             14082
D PROCTER & GAMBLE CO            COM              74271810     29816   633179 SH      SHR/OTHR    23                          633179
D PROCTER & GAMBLE CO            COM              74271810       221     4700 SH      SHARED      24          4700                  
D PRIVATEBANCORP INC             COM              74296210       268    18571 SH      SHARED                 18571                  
D PRIVATEBANCORP INC             COM              74296210        37     2600 SH      SHARED      01          2600                  
D PRIVATEBANCORP INC             COM              74296210        37     2603 SH      SHARED      02          2603                  
D PRIVATEBANCORP INC             COM              74296210      1044    72200 SH      SHARED      10         72200                  
D PROGENICS PHARMACEUTICALS IN   COM              74318710         0      128 SH      SHARED                   128                  
D PROGENICS PHARMACEUTICALS IN   COM              74318710        19     2975 SH      SHARED      02          2975                  
D PROGRESS ENERGY INC            COM              74326310     12960   357429 SH      SHARED                357429                  
D PROGRESS ENERGY INC            COM              74326310      2649    73063 SH      SHARED      01         71633              1430
D PROGRESS ENERGY INC            COM              74326310        21      600 SH      SHR/OTHR    01                             600
D PROGRESS ENERGY INC            COM              74326310      1071    29560 SH      SHARED      02         20880              8680
D PROGRESS ENERGY INC            COM              74326310        72     2000 SH      SHARED      04          2000                  
D PROGRESS ENERGY INC            COM              74326310         7      200 SH      SHARED      05           200                  
D PROGRESS ENERGY INC            COM              74326310      1269    35020 SH      SHARED      06         25750              9270
D PROGRESS ENERGY INC            COM              74326310      9411   259555 SH      SHARED      10        252855              6700
D PROGRESS ENERGY INC            COM              74326310       109     3027 SH      SHARED      21          1327              1700
D PROGRESS ENERGY INC            COM              74326310        69     1930 SH      SHARED      23          1930                  
D PROGRESS ENERGY INC            COM              74326310       114     3168 SH      SHR/OTHR    23                            3168
D PROGRESS SOFTWARE CORP         COM              74331210       444    25582 SH      SHARED                 25582                  
D PROGRESS SOFTWARE CORP         COM              74331210        19     1140 SH      SHARED      02          1140                  
D PROGRESS SOFTWARE CORP         COM              74331210       524    30200 SH      SHARED      10         30200                  
D PROGRESS SOFTWARE CORP         COM              74331210        30     1730 SH      SHARED      21                            1730
D PROGRESSIVE CORP OHIO          COM              74331510     11309   841504 SH      SHARED                841504                  
D PROGRESSIVE CORP OHIO          COM              74331510      2140   159275 SH      SHARED      01        159275                  
D PROGRESSIVE CORP OHIO          COM              74331510     18531  1378835 SH      SHARED      02         39531           1339304
D PROGRESSIVE CORP OHIO          COM              74331510        48     3600 SH      SHARED      04          3600                  
D PROGRESSIVE CORP OHIO          COM              74331510         5      400 SH      SHARED      05           400                  
D PROGRESSIVE CORP OHIO          COM              74331510       634    47230 SH      SHARED      06         25900             21330
D PROGRESSIVE CORP OHIO          COM              74331510      7577   563827 SH      SHARED      10        530527             33300
D PROLIANCE INTL INC             COM              74340R10         0      389 SH      SHARED                   389                  
D PROLOGIS                       NOTE  2.250% 4/0 743410AQ      2172  4015000 PRN     SHARED      02       4015000                  
D PROLOGIS                       NOTE  1.875%11/1 743410AR      7695 15000000 PRN     SHARED      02      15000000                  
D PROLOGIS                       NOTE  2.625% 5/1 743410AS      9867 19500000 PRN     SHARED              19500000                  
D PROLOGIS                       NOTE  2.625% 5/1 743410AS      4528  8949000 PRN     SHARED      02       8949000                  
D PROLOGIS                       SH BEN INT       74341010      1432   220350 SH      SHARED                220350                  
D PROLOGIS                       SH BEN INT       74341010      1554   239196 SH      SHARED                231302              7894
D PROLOGIS                       SH BEN INT       74341010       451    69450 SH      SHARED      01         69450                  
D PROLOGIS                       SH BEN INT       74341010       469    72159 SH      SHARED      02         71145              1014
D PROLOGIS                       SH BEN INT       74341010         0      150 SH      SHARED      05           150                  
D PROLOGIS                       SH BEN INT       74341010        34     5300 SH      SHARED      06                            5300
D PROLOGIS                       SH BEN INT       74341010      8832  1358894 SH      SHARED      10       1349294              9600
D PROLOGIS                       SH BEN INT       74341010     56422  8680382 SH      SHARED      11       4357950           4322432
D PROLOGIS                       SH BEN INT       74341010         1      175 SH      SHARED      20           175                  
D PROLOGIS                       SH BEN INT       74341010         1      200 SH      SHARED      23           200                  
D PROLOGIS                       SH BEN INT       74341010         0      100 SH      SHR/OTHR    23                             100
D PROS HOLDINGS INC              COM              74346Y10       124    26771 SH      SHARED                 26771                  
D PROS HOLDINGS INC              COM              74346Y10        37     8035 SH      SHARED      02           335              7700
D PROS HOLDINGS INC              COM              74346Y10      4650  1000000 SH      SHARED      23       1000000                  
D PROSHARES TR                   PSHS ULT S&P 500 74347R10       292    14840 SH      SHARED      02                           14840
D PROSHARES TR                   PSHS ULT S&P 500 74347R10       422    21400 SH      SHARED      10         21400                  
D PROSHARES TR                   PSHS ULTRA QQQ   74347R20        94     3490 SH      SHARED      02                            3490
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        95     2194 SH      SHR/OTHR    01                            2194
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29      2551    58465 SH      SHARED      02          3700             54765
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        33      765 SH      SHARED      20           765                  
D PROSHARES TR                   PSHS ULTSH 20YRS 74347R29        20      481 SH      SHARED      21           481                  
D PROSHARES TR                   PSHS ULTRA DOW30 74347R30        36     1550 SH      SHARED      02                            1550
D PROSHARES TR                   PSHS ULSHT 7-10Y 74347R31      1097    21100 SH      SHARED                 21100                  
D PROSHARES TR                   PSHS ULSHT 7-10Y 74347R31       490     9430 SH      SHR/OTHR    01                            9430
D PROSHARES TR                   PSHS ULSHT 7-10Y 74347R31       439     8450 SH      SHARED      02                            8450
D PROSHARES TR                   PSHS SH MSCI EAF 74347R37         5       61 SH      SHARED      02                              61
D PROSHARES TR                   PSHS ULT MCAP400 74347R40        11      600 SH      SHARED      02                             600
D PROSHARES TR                   PSHS SHRT S&P500 74347R50        95     1218 SH      SHARED      02                            1218
D PROSHARES TR                   PSHS REAL ESTAT  74347R55      2114    40000 SH      SHARED                 40000                  
D PROSHARES TR                   PSHS REAL ESTAT  74347R55      1103    20887 SH      SHARED      02                           20887
D PROSHARES TR                   PSHS TECHNOLOGY  74347R57        12      200 SH      SHARED      02                             200
D PROSHARES TR                   PSHS ULTSHT FINL 74347R62      3258    33200 SH      SHARED      02         16600             16600
D PROSHARES TR                   PSHS BASIC MTRL  74347R65         1       37 SH      SHARED      02                              37
D PROSHARES TR                   PSHS ULT SEMICDT 74347R66       321    21540 SH      SHARED      02                           21540
D PROSHARES TR                   PSHS ULT SEMICDT 74347R66       813    54500 SH      SHARED      15                           54500
D PROSHARES TR                   PSHS ULTRA R/EST 74347R67         4     2000 SH      SHARED      02                            2000
D PROSHARES TR                   PSHS ULTRA TECH  74347R69         8      400 SH      SHARED      02                             400
D PROSHARES TR                   PSHS ULTRA O&G   74347R71       858    40000 SH      SHARED      02         40000                  
D PROSHARES TR                   PSHS ULTRA O&G   74347R71       262    12233 SH      SHARED      10         12233                  
D PROSHARES TR                   PSHS ULT HLTHCRE 74347R73       173     5637 SH      SHARED      02                            5637
D PROSHARES TR                   PSHS ULTRA FINL  74347R74         1      500 SH      SHARED      01                             500
D PROSHARES TR                   PSHS ULTRA FINL  74347R74      2744  1051496 SH      SHARED      02        578019            473477
D PROSHARES TR                   PSHS ULT SCAP600 74347R81         2      200 SH      SHARED      02                             200
D PROSHARES TR                   PSHS ULSHRUS2000 74347R83         5       82 SH      SHARED      02                              82
D PROSHARES TR                   PSHS ULTRUSS2000 74347R84        34     2578 SH      SHARED      02                            2578
D PROSHARES TR                   PSHS ULTSHRT QQQ 74347R87       674    13900 SH      SHARED      02                           13900
D PROSHARES TR                   PSHS ULSHT SP500 74347R88       527     6650 SH      SHR/OTHR    01                            6650
D PROSHARES TR                   PSHS ULSHT SP500 74347R88       275     3470 SH      SHARED      02                            3470
D PROSHARES TR                   PSHS ULSHT SP500 74347R88       142     1800 SH      SHARED      19                            1800
D PROSPECT ACQUISITION CORP      COM              74347T10      2136   225898 SH      SHARED                225898                  
D PROSPECT ACQUISITION CORP      COM              74347T10      2048   216495 SH      SHARED      02        216495                  
D PROSPECT ACQUISITION CORP      *W EXP 11/14/201 74347T11        10   205694 SH      SHARED                205694                  
D PROSPECT ACQUISITION CORP      *W EXP 11/14/201 74347T11        15   300000 SH      SHARED      02        300000                  
D PROSHARES TR II                ULT DJ AIG CRU   74347W50         6      750 SH      SHARED      02                             750
D PROSHARES TR II                ULTRASHRT GOLD   74347W70        37     2305 SH      SHARED      02                            2305
D PROSHARES TR II                ULTRASHRT EURO   74347W88        90     4000 SH      SHARED      01          4000                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10       455    53496 SH      SHARED                 53496                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10        26     3157 SH      SHARED      01          3157                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10        33     3917 SH      SHARED      02          3917                  
D PROSPECT CAPITAL CORPORATION   COM              74348T10       599    70308 SH      SHARED      10         70308                  
D PROSPERITY BANCSHARES INC      COM              74360610        75     2762 SH      SHARED                  2762                  
D PROSPERITY BANCSHARES INC      COM              74360610        54     2000 SH      SHARED      01          2000                  
D PROSPERITY BANCSHARES INC      COM              74360610       150     5498 SH      SHARED      02          5483                15
D PROSPERITY BANCSHARES INC      COM              74360610     13073   478000 SH      SHARED      10        478000                  
D PROSPERITY BANCSHARES INC      COM              74360610        52     1905 SH      SHARED      21                            1905
D PROTALIX BIOTHERAPEUTICS INC   COM              74365A10         0      245 SH      SHARED      02           245                  
D PROTECTION ONE INC             COM NEW          74366340         3      995 SH      SHARED                   995                  
D PROTECTION ONE INC             COM NEW          74366340         0      156 SH      SHARED      02           156                  
D PROTECTIVE LIFE CORP           COM              74367410      1193   227422 SH      SHARED                227422                  
D PROTECTIVE LIFE CORP           COM              74367410       197    37600 SH      SHARED      01         11600             26000
D PROTECTIVE LIFE CORP           COM              74367410       158    30210 SH      SHARED      02         30106               104
D PROTEIN DESIGN LABS INC        NOTE  2.750% 8/1 74369LAD      2942  2993000 PRN     SHARED      02       2993000                  
D PROVIDENCE & WORCESTER RR CO   COM              74373710         1       96 SH      SHARED                    96                  
D PROVIDENCE & WORCESTER RR CO   COM              74373710         5      512 SH      SHARED      02           162               350
D PROVIDENCE SVC CORP            COM              74381510        18     2732 SH      SHARED                  2732                  
D PROVIDENCE SVC CORP            COM              74381510       278    40500 SH      SHARED      01         40500                  
D PROVIDENCE SVC CORP            COM              74381510        10     1541 SH      SHARED      02           287              1254
D PROVIDENT BANKSHARES CORP      COM              74385910        43     6135 SH      SHARED                  6135                  
D PROVIDENT BANKSHARES CORP      COM              74385910        29     4200 SH      SHARED      01                            4200
D PROVIDENT BANKSHARES CORP      COM              74385910         6      913 SH      SHARED      02           913                  
D PROVIDENT BANKSHARES CORP      COM              74385910        51     7300 SH      SHARED      10          7300                  
D PROVIDENT ENERGY TR            TR UNIT          74386K10      1030   276885 SH      SHARED                276885                  
D PROVIDENT ENERGY TR            TR UNIT          74386K10         7     2000 SH      SHARED      02                            2000
D PROVIDENT ENERGY TR            TR UNIT          74386K10        86    23350 SH      SHR/OTHR    23                           23350
D PROVIDENT FINL SVCS INC        COM              74386T10        27     2534 SH      SHARED                  2534                  
D PROVIDENT FINL SVCS INC        COM              74386T10        16     1561 SH      SHARED      02          1561                  
D PROVIDENT FINL SVCS INC        COM              74386T10       214    19800 SH      SHARED      10         19800                  
D PROVIDENT FINL HLDGS INC       COM              74386810         0      134 SH      SHARED                   134                  
D PROVIDENT NEW YORK BANCORP     COM              74402810         0      100 SH      SHARED                   100                  
D PROVIDENT NEW YORK BANCORP     COM              74402810         9     1146 SH      SHARED      02          1146                  
D PROVIDENT NEW YORK BANCORP     COM              74402810       400    46800 SH      SHARED      10         36600             10200
D PROVIDENT NEW YORK BANCORP     COM              74402810        42     5000 SH      SHR/OTHR    23                            5000
D PROXIM WIRELESS CORP           COM              74428510         0      540 SH      SHARED                   540                  
D PRUDENTIAL FINL INC            FRNT        12/1 744320AJ      8803  8938000 PRN     SHARED      06       8938000                  
D PRUDENTIAL FINL INC            COM              74432010     12519   658235 SH      SHARED                658235                  
D PRUDENTIAL FINL INC            COM              74432010      2231   117324 SH      SHARED      01        114225              3099
D PRUDENTIAL FINL INC            COM              74432010         0       27 SH      SHR/OTHR    01                              27
D PRUDENTIAL FINL INC            COM              74432010      1370    72046 SH      SHARED      02         71921               125
D PRUDENTIAL FINL INC            COM              74432010        17      900 SH      SHARED      04           900                  
D PRUDENTIAL FINL INC            COM              74432010         5      290 SH      SHARED      05           290                  
D PRUDENTIAL FINL INC            COM              74432010       669    35190 SH      SHARED      06         20750             14440
D PRUDENTIAL FINL INC            COM              74432010      4932   259314 SH      SHARED      10        256014              3300
D PRUDENTIAL FINL INC            COM              74432010         0       11 SH      SHARED      23            11                  
D PRUDENTIAL PLC                 ADR              74435K20       211    21406 SH      SHARED                 21406                  
D PRUDENTIAL PLC                 ADR              74435K20         3      382 SH      SHARED      02                             382
D PSYCHEMEDICS CORP              COM NEW          74437520         0      158 SH      SHARED                   158                  
D PSYCHEMEDICS CORP              COM NEW          74437520         0      100 SH      SHARED      02           100                  
D PT INDOSAT TBK                 SPONSORED ADR    74438310        29     1499 SH      SHARED                  1499                  
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10         0       16 SH      SHARED                    16                  
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10       508    32300 SH      SHARED      01         14500             17800
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10       119     7620 SH      SHARED      02          7020               600
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10      1258    80000 SH      SHARED      04         80000                  
D PSYCHIATRIC SOLUTIONS INC      COM              74439H10      2552   162300 SH      SHARED      10        159200              3100
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      6086   206526 SH      SHARED                206526                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      3897   132248 SH      SHARED      01        130048              2200
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      6125   207857 SH      SHARED      02        207407               450
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        94     3200 SH      SHARED      04          3200                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310         9      330 SH      SHARED      05           330                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      1659    56308 SH      SHARED      06         18700             37608
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310      8237   279527 SH      SHARED      10        279527                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310       109     3700 SH      SHARED      23          3700                  
D PUBLIC SVC ENTERPRISE GROUP    COM              74457310        44     1500 SH      SHR/OTHR    23                            1500
D PUBLIC STORAGE                 COM              74460D10      3588    64948 SH      SHARED                 64948                  
D PUBLIC STORAGE                 COM              74460D10      9518   172284 SH      SHARED                170061              2223
D PUBLIC STORAGE                 COM              74460D10      1622    29360 SH      SHARED      01         29360                  
D PUBLIC STORAGE                 COM              74460D10        41      750 SH      SHR/OTHR    01                             750
D PUBLIC STORAGE                 COM              74460D10      2359    42707 SH      SHARED      02         30207             12500
D PUBLIC STORAGE                 COM              74460D10         3       70 SH      SHARED      05            70                  
D PUBLIC STORAGE                 COM              74460D10       138     2500 SH      SHARED      06                            2500
D PUBLIC STORAGE                 COM              74460D10     21195   383623 SH      SHARED      10        379523              4100
D PUBLIC STORAGE                 COM              74460D10    141884  2568046 SH      SHARED      11       1330514           1237532
D PUBLIC STORAGE                 COM A DP1/1000   74460D72       294    12800 SH      SHARED      11                           12800
D PULASKI FINL CORP              COM              74554810         1      245 SH      SHARED                   245                  
D PULASKI FINL CORP              COM              74554810         1      200 SH      SHARED      02           200                  
D PULTE HOMES INC                COM              74586710     10541   964493 SH      SHARED                964493                  
D PULTE HOMES INC                COM              74586710       563    51545 SH      SHARED      01         51545                  
D PULTE HOMES INC                COM              74586710       582    53316 SH      SHARED      02         53316                  
D PULTE HOMES INC                COM              74586710      1888   172800 SH      SHARED      05        172800                  
D PULTE HOMES INC                COM              74586710       360    32990 SH      SHARED      06         26900              6090
D PULTE HOMES INC                COM              74586710      1444   132175 SH      SHARED      10        132175                  
D PURE BIOSCIENCE                COM              74621810         0      363 SH      SHARED                   363                  
D PURE BIOSCIENCE                COM              74621810         2     1306 SH      SHARED      02          1306                  
D PURECYCLE CORP                 COM NEW          74622830         1      434 SH      SHARED                   434                  
D PUTNAM MASTER INTER INCOME T   SH BEN INT       74690910        33     7935 SH      SHARED      20          7935                  
D QLT INC                        COM              74692710        90    50934 SH      SHARED                 50934                  
D QLT INC                        COM              74692710         1     1026 SH      SHARED      02          1026                  
D PYRAMID OIL CO                 COM              74721510         0       57 SH      SHARED                    57                  
D QCR HOLDINGS INC               COM              74727A10         0       11 SH      SHARED                    11                  
D QAD INC                        COM              74727D10         0       64 SH      SHARED                    64                  
D QAD INC                        COM              74727D10         0      313 SH      SHARED      02           313                  
D Q E P INC                      COM              74727K10         0       50 SH      SHARED                    50                  
D QLOGIC CORP                    COM              74727710       704    63385 SH      SHARED                 63385                  
D QLOGIC CORP                    COM              74727710        53     4800 SH      SHARED      01          4800                  
D QLOGIC CORP                    COM              74727710       811    73019 SH      SHARED      02         73019                  
D QLOGIC CORP                    COM              74727710       303    27300 SH      SHARED      06         24300              3000
D QLOGIC CORP                    COM              74727710     16052  1443567 SH      SHARED      10       1421867             21700
D QC HLDGS INC                   COM              74729T10         0      153 SH      SHARED                   153                  
D QC HLDGS INC                   COM              74729T10         0      100 SH      SHARED      02           100                  
D QUADRAMED CORP                 COM NEW          74730W50         1      206 SH      SHARED                   206                  
D QUADRAMED CORP                 COM NEW          74730W50         0      100 SH      SHARED      02           100                  
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10        19    10073 SH      SHARED                 10073                  
D PZENA INVESTMENT MGMT INC      CLASS A          74731Q10         0      140 SH      SHARED      02           140                  
D QUAKER CHEM CORP               COM              74731610       112    14200 SH      SHARED                 14200                  
D QUAKER CHEM CORP               COM              74731610         2      316 SH      SHARED      02           316                  
D QUALCOMM INC                   COM              74752510       499    12833 SH      SHARED                  1870             10963
D QUALCOMM INC                   COM              74752510     66070  1698041 SH      SHARED               1623641             74400
D QUALCOMM INC                   COM              74752510     38182   981314 SH      SHARED      01        727432      500   253382
D QUALCOMM INC                   COM              74752510      6465   166177 SH      SHR/OTHR    01                          166177
D QUALCOMM INC                   COM              74752510    228031  5860475 SH      SHARED      02       5673196            187279
D QUALCOMM INC                   COM              74752510        24      637 SH      SHARED      04                             637
D QUALCOMM INC                   COM              74752510      8711   223900 SH      SHARED      04        223900                  
D QUALCOMM INC                   COM              74752510        34      890 SH      SHARED      05           890                  
D QUALCOMM INC                   COM              74752510      8101   208200 SH      SHARED      06         96600            111600
D QUALCOMM INC                   COM              74752510    182838  4698999 SH      SHARED      10       4652073             46926
D QUALCOMM INC                   COM              74752510      3842    98762 SH      SHARED      19                           98762
D QUALCOMM INC                   COM              74752510      5062   130096 SH      SHARED      20        103340      265    26491
D QUALCOMM INC                   COM              74752510       958    24625 SH      SHR/OTHR    20                           24625
D QUALCOMM INC                   COM              74752510      1041    26775 SH      SHARED      21         24423              2352
D QUALCOMM INC                   COM              74752510        73     1900 SH      SHR/OTHR    21                            1900
D QUALCOMM INC                   COM              74752510      1320    33935 SH      SHARED      22         27975              5960
D QUALCOMM INC                   COM              74752510       573    14745 SH      SHR/OTHR    22                           14745
D QUALCOMM INC                   COM              74752510      6116   157201 SH      SHARED      23        142256             14945
D QUALCOMM INC                   COM              74752510      7984   205215 SH      SHR/OTHR    23                          205215
D QUALITY DISTR INC FLA          COM              74756M10         0      236 SH      SHARED                   236                  
D QUALSTAR CORP                  COM              74758R10         0      196 SH      SHARED                   196                  
D QUALITY SYS INC                COM              74758210       399     8835 SH      SHARED                  8835                  
D QUALITY SYS INC                COM              74758210       140     3116 SH      SHARED      02          3116                  
D QUANEX BUILDING PRODUCTS COR   COM              74761910        96    12723 SH      SHARED                 12723                  
D QUANEX BUILDING PRODUCTS COR   COM              74761910         9     1293 SH      SHARED      02          1293                  
D QUANEX BUILDING PRODUCTS COR   COM              74761910        76    10000 SH      SHARED      10         10000                  
D QUANTA SVCS INC                COM              74762E10      8882   414084 SH      SHARED                414084                  
D QUANTA SVCS INC                COM              74762E10      2745   128000 SH      SHARED      01         62650             65350
D QUANTA SVCS INC                COM              74762E10       185     8644 SH      SHARED      02          7544              1100
D QUANTA SVCS INC                COM              74762E10      3045   142000 SH      SHARED      04        142000                  
D QUANTA SVCS INC                COM              74762E10      4485   209110 SH      SHARED      05        209110                  
D QUANTA SVCS INC                COM              74762E10       580    27070 SH      SHARED      06                           27070
D QUANTA SVCS INC                COM              74762E10      6702   312460 SH      SHARED      10        274276             38184
D QUANTA SVCS INC                COM              74762E10        67     3131 SH      SHARED      21          3131                  
D QUANTUM FUEL SYS TECH WORLDW   COM              74765E10        56    70015 SH      SHARED                 70015                  
D QUANTUM FUEL SYS TECH WORLDW   COM              74765E10         1     1953 SH      SHARED      02          1953                  
D QUANTUM GROUP INC              COM NEW          74765L20         0      213 SH      SHARED                   213                  
D QUANTUM CORP                   COM DSSG         74790620       105   158100 SH      SHARED                158100                  
D QUANTUM CORP                   COM DSSG         74790620        11    17089 SH      SHARED      02         17089                  
D QUANTUM CORP                   COM DSSG         74790620        28    42900 SH      SHARED      10         42900                  
D QUEPASA CORP                   COM NEW          74833W20         0      267 SH      SHARED                   267                  
D QUEST DIAGNOSTICS INC          COM              74834L10      3700    77944 SH      SHARED                 77944                  
D QUEST DIAGNOSTICS INC          COM              74834L10      2443    51457 SH      SHARED      01         43627              7830
D QUEST DIAGNOSTICS INC          COM              74834L10       132     2800 SH      SHR/OTHR    01                            2800
D QUEST DIAGNOSTICS INC          COM              74834L10       268     5650 SH      SHARED      02          5550               100
D QUEST DIAGNOSTICS INC          COM              74834L10    120390  2535600 SH      SHARED      04       2535600                  
D QUEST DIAGNOSTICS INC          COM              74834L10         6      130 SH      SHARED      05           130                  
D QUEST DIAGNOSTICS INC          COM              74834L10     14525   305930 SH      SHARED      06        133700            172230
D QUEST DIAGNOSTICS INC          COM              74834L10      7289   153520 SH      SHARED      10        153520                  
D QUEST DIAGNOSTICS INC          COM              74834L10      1756    37000 SH      SHARED      15                           37000
D QUEST DIAGNOSTICS INC          COM              74834L10       387     8156 SH      SHARED      20          5296              2860
D QUEST DIAGNOSTICS INC          COM              74834L10       280     5900 SH      SHR/OTHR    20                            5900
D QUEST DIAGNOSTICS INC          COM              74834L10       975    20550 SH      SHARED      23         19950               600
D QUEST DIAGNOSTICS INC          COM              74834L10      1417    29850 SH      SHR/OTHR    23                           29850
D QUEST SOFTWARE INC             COM              74834T10      4458   351635 SH      SHARED                351635                  
D QUEST SOFTWARE INC             COM              74834T10        79     6300 SH      SHARED      01                            6300
D QUEST SOFTWARE INC             COM              74834T10        76     6040 SH      SHARED      02          6040                  
D QUEST SOFTWARE INC             COM              74834T10       291    23000 SH      SHARED      04         23000                  
D QUEST SOFTWARE INC             COM              74834T10       470    37100 SH      SHARED      10         37100                  
D QUEST RESOURCE CORP            COM NEW          74834930         0      711 SH      SHARED      02           711                  
D QUEST CAP CORP NEW             COM              74835U10         1     2000 SH      SHARED      02                            2000
D QUEST CAP CORP NEW             COM              74835U10        11    20000 SH      SHR/OTHR    23                           20000
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10       475    96669 SH      SHARED                 96669                  
D QUESTCOR PHARMACEUTICALS INC   COM              74835Y10         5     1183 SH      SHARED      02          1183                  
D QUESTAR CORP                   COM              74835610      2009    68267 SH      SHARED                 68267                  
D QUESTAR CORP                   COM              74835610      1116    37950 SH      SHARED      01         37950                  
D QUESTAR CORP                   COM              74835610       662    22513 SH      SHARED      02         22513                  
D QUESTAR CORP                   COM              74835610        41     1400 SH      SHARED      04          1400                  
D QUESTAR CORP                   COM              74835610       369    12570 SH      SHARED      06          7000              5570
D QUESTAR CORP                   COM              74835610      3787   128679 SH      SHARED      10        128679                  
D QUESTAR CORP                   COM              74835610        94     3200 SH      SHARED      23                            3200
D QUICKLOGIC CORP                COM              74837P10         1      758 SH      SHARED                   758                  
D QUICKSILVER RESOURCES INC      DBCV  1.875%11/0 74837RAB      6417  9000000 PRN     SHARED               9000000                  
D QUICKSILVER RESOURCES INC      DBCV  1.875%11/0 74837RAB       957  1343000 PRN     SHARED      02       1343000                  
D QUICKSILVER RESOURCES INC      COM              74837R10       132    23921 SH      SHARED                 23921                  
D QUICKSILVER RESOURCES INC      COM              74837R10       533    96300 SH      SHARED      01         56800             39500
D QUICKSILVER RESOURCES INC      COM              74837R10        38     6874 SH      SHARED      02          6874                  
D QUIKSILVER INC                 COM              74838C10         7     5834 SH      SHARED                  5834                  
D QUIKSILVER INC                 COM              74838C10         2     2180 SH      SHARED      01                            2180
D QUIKSILVER INC                 COM              74838C10       307   240225 SH      SHARED      02          5225            235000
D QUIKSILVER INC                 COM              74838C10       559   436904 SH      SHARED      10        436904                  
D QUIDEL CORP                    COM              74838J10       317    34447 SH      SHARED                 34447                  
D QUIDEL CORP                    COM              74838J10         6      734 SH      SHARED      02           734                  
D QUIDEL CORP                    COM              74838J10       768    83400 SH      SHARED      10         80300              3100
D QUIGLEY CORP                   COM NEW          74838L30         0      215 SH      SHARED                   215                  
D QUICKSILVER GAS SVCS LP        COM UNITS LPI    74839G10         9      700 SH      SHARED                   700                  
D QUIXOTE CORP                   COM              74905610         0      253 SH      SHARED                   253                  
D QWEST COMMUNICATIONS INTL IN   NOTE  3.500%11/1 749121BY      1232  1337000 PRN     SHARED      02       1337000                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110      1825   533630 SH      SHARED                533630                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110      1332   389565 SH      SHARED      01        389565                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110       860   251588 SH      SHARED      02        251363               225
D QWEST COMMUNICATIONS INTL IN   COM              74912110      1746   510700 SH      SHARED      04        510700                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110         4     1360 SH      SHARED      05          1360                  
D QWEST COMMUNICATIONS INTL IN   COM              74912110       382   111790 SH      SHARED      06         66000             45790
D QWEST COMMUNICATIONS INTL IN   COM              74912110      4600  1345053 SH      SHARED      10       1345053                  
D RAIT FINANCIAL TRUST           COM              74922710        12    10088 SH      SHARED                 10088                  
D RAIT FINANCIAL TRUST           COM              74922710       620   508995 SH      SHARED      02        506995              2000
D RAIT FINANCIAL TRUST           COM              74922710        16    13900 SH      SHARED      10         13900                  
D RCM TECHNOLOGIES INC           COM NEW          74936040         0      311 SH      SHARED                   311                  
D RCN CORP                       COM NEW          74936120        16     4476 SH      SHARED                  4476                  
D RCN CORP                       COM NEW          74936120        60    16435 SH      SHARED      02         16435                  
D RCN CORP                       COM NEW          74936120        39    10600 SH      SHARED      10          5300              5300
D RC2 CORP                       COM              74938810        10     1934 SH      SHARED                  1934                  
D RC2 CORP                       COM              74938810        57    10901 SH      SHARED      02         10777               124
D RC2 CORP                       COM              74938810        28     5500 SH      SHARED      10          5500                  
D RF MONOLITHICS INC             COM              74955F10         0      267 SH      SHARED                   267                  
D RGC RES INC                    COM              74955L10         0       42 SH      SHARED                    42                  
D RF INDS LTD                    COM PAR $0.01    74955210         0       74 SH      SHARED                    74                  
D RHI ENTMT INC DEL              COM              74957T10         0      351 SH      SHARED      02           351                  
D RLI CORP                       COM              74960710        79     1575 SH      SHARED                  1575                  
D RLI CORP                       COM              74960710        45      900 SH      SHARED      01                             900
D RLI CORP                       COM              74960710        61     1225 SH      SHARED      02          1225                  
D RLI CORP                       COM              74960710       451     9000 SH      SHARED      10          9000                  
D RPC INC                        COM              74966010        48     7245 SH      SHARED      01          7245                  
D RPC INC                        COM              74966010        26     4054 SH      SHARED      02          4054                  
D RPM INTL INC                   COM              74968510      3471   272691 SH      SHARED                272691                  
D RPM INTL INC                   COM              74968510       575    45200 SH      SHARED      01                           45200
D RPM INTL INC                   COM              74968510       217    17078 SH      SHARED      02         12304              4774
D RPM INTL INC                   COM              74968510     12850  1009500 SH      SHARED      10       1009500                  
D RPM INTL INC                   COM              74968510        23     1875 SH      SHARED      20          1875                  
D RSC HOLDINGS INC               COM              74972L10        86    16422 SH      SHARED                 16422                  
D RSC HOLDINGS INC               COM              74972L10         7     1463 SH      SHARED      02          1113               350
D RTI INTL METALS INC            COM              74973W10       125    10719 SH      SHARED                 10719                  
D RTI INTL METALS INC            COM              74973W10        56     4853 SH      SHARED      02          4853                  
D RTI INTL METALS INC            COM              74973W10        33     2900 SH      SHARED      10          2900                  
D RTI BIOLOGICS INC              COM              74975N10         8     2932 SH      SHARED                  2932                  
D RTI BIOLOGICS INC              COM              74975N10         4     1405 SH      SHARED      02          1405                  
D RF MICRODEVICES INC            NOTE  0.750% 4/1 749941AG      1355  2200000 PRN     SHARED               2200000                  
D RF MICRODEVICES INC            NOTE  1.000% 4/1 749941AJ      1452  2700000 PRN     SHARED               2700000                  
D RF MICRODEVICES INC            COM              74994110       111    84168 SH      SHARED                 84168                  
D RF MICRODEVICES INC            COM              74994110       114    86200 SH      SHARED      01                           86200
D RF MICRODEVICES INC            COM              74994110        24    18459 SH      SHARED      02         16513              1946
D RF MICRODEVICES INC            COM              74994110       126    95200 SH      SHARED      10         95200                  
D RACKABLE SYS INC               COM              75007710         9     2406 SH      SHARED                  2406                  
D RACKABLE SYS INC               COM              75007710        68    16880 SH      SHARED      02         16380               500
D RACKABLE SYS INC               COM              75007710        39     9700 SH      SHARED      10          9700                  
D RACKSPACE HOSTING INC          COM              75008610        17     2299 SH      SHARED                  2299                  
D RACKSPACE HOSTING INC          COM              75008610         3      452 SH      SHARED      02           452                  
D RADIAN GROUP INC               COM              75023610       618   340022 SH      SHARED                340022                  
D RADIAN GROUP INC               COM              75023610         8     4700 SH      SHARED      01          4700                  
D RADIAN GROUP INC               COM              75023610         3     2107 SH      SHARED      02          2107                  
D RADIAN GROUP INC               COM              75023610        93    51300 SH      SHARED      10         51300                  
D RADIANT SYSTEMS INC            COM              75025N10        32     7407 SH      SHARED                  7407                  
D RADIANT SYSTEMS INC            COM              75025N10         3      874 SH      SHARED      02           765               109
D RADIO ONE INC                  CL A             75040P10         0        1 SH      SHARED      01                               1
D RADIO ONE INC                  CL D NON VTG     75040P40         0     1281 SH      SHARED                  1281                  
D RADIOSHACK CORP                COM              75043810      5646   658815 SH      SHARED                658815                  
D RADIOSHACK CORP                COM              75043810        12     1500 SH      SHARED      01          1500                  
D RADIOSHACK CORP                COM              75043810      2284   266535 SH      SHARED      02        266535                  
D RADIOSHACK CORP                COM              75043810       317    37050 SH      SHARED      06         33550              3500
D RADIOSHACK CORP                COM              75043810      7224   842986 SH      SHARED      10        832686             10300
D RADISYS CORP                   COM              75045910        18     3006 SH      SHARED                  3006                  
D RADISYS CORP                   COM              75045910        17     2900 SH      SHARED      01          2900                  
D RADISYS CORP                   COM              75045910        63    10517 SH      SHARED      02         10517                  
D RADISYS CORP                   COM              75045910       181    29900 SH      SHARED      10         29900                  
D RADNET INC                     COM              75049110        32    26360 SH      SHARED                 26360                  
D RADNET INC                     COM              75049110         0      504 SH      SHARED      02           504                  
D RAE SYS INC                    COM              75061P10         0     1027 SH      SHARED                  1027                  
D RAINIER PAC FINL GROUP INC     COM              75087U10         0      148 SH      SHARED                   148                  
D RAINMAKER SYSTEMS              COM NEW          75087530         0      462 SH      SHARED                   462                  
D RAMBUS INC DEL                 COM              75091710      2003   211969 SH      SHARED                211969                  
D RAMBUS INC DEL                 COM              75091710        32     3400 SH      SHARED      01          3400                  
D RAMBUS INC DEL                 COM              75091710       187    19840 SH      SHARED      02         18840              1000
D RALCORP HLDGS INC NEW          COM              75102810      1753    32542 SH      SHARED                 32542                  
D RALCORP HLDGS INC NEW          COM              75102810      2333    43300 SH      SHARED      01         24800             18500
D RALCORP HLDGS INC NEW          COM              75102810      1050    19490 SH      SHR/OTHR    01                           19490
D RALCORP HLDGS INC NEW          COM              75102810       246     4576 SH      SHARED      02          4468               108
D RALCORP HLDGS INC NEW          COM              75102810      1993    37000 SH      SHARED      04         37000                  
D RALCORP HLDGS INC NEW          COM              75102810        43      800 SH      SHARED      06                             800
D RALCORP HLDGS INC NEW          COM              75102810     16203   300726 SH      SHARED      10        300726                  
D RALCORP HLDGS INC NEW          COM              75102810       341     6336 SH      SHARED      21           172              6164
D RALCORP HLDGS INC NEW          COM              75102810         7      133 SH      SHR/OTHR    23                             133
D RAM ENERGY RESOURCES INC       COM              75130P10         0      500 SH      SHARED                   500                  
D RAM ENERGY RESOURCES INC       COM              75130P10         0     1238 SH      SHARED      02          1238                  
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220         5      793 SH      SHARED      02           413               380
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   75145220        63     9900 SH      SHARED      10          9900                  
D RAMTRON INTL CORP              COM NEW          75190730         0      311 SH      SHARED                   311                  
D RAND LOGISTICS INC             COM              75218210         0      200 SH      SHARED                   200                  
D RANDGOLD RES LTD               ADR              75234430      6853   126101 SH      SHARED                126101                  
D RANDGOLD RES LTD               ADR              75234430       244     4500 SH      SHARED      02          4000               500
D RANDGOLD RES LTD               ADR              75234430      1358    25000 SH      SHARED      04         25000                  
D RANDGOLD RES LTD               ADR              75234430     19354   356101 SH      SHARED      10        356101                  
D RANGE RES CORP                 COM              75281A10      6498   157887 SH      SHARED                157887                  
D RANGE RES CORP                 COM              75281A10      1518    36900 SH      SHARED      01         36900                  
D RANGE RES CORP                 COM              75281A10      1232    29943 SH      SHARED      02          6952             22991
D RANGE RES CORP                 COM              75281A10     34586   840300 SH      SHARED      04        840300                  
D RANGE RES CORP                 COM              75281A10       428    10400 SH      SHARED      06          5300              5100
D RANGE RES CORP                 COM              75281A10     10595   257411 SH      SHARED      10        257411                  
D RANGE RES CORP                 COM              75281A10        67     1636 SH      SHARED      21           526              1110
D RASER TECHNOLOGIES INC         COM              75405510        16     3855 SH      SHARED      01          3855                  
D RASER TECHNOLOGIES INC         COM              75405510         5     1294 SH      SHARED      02          1294                  
D RAVEN INDS INC                 COM              75421210       194     9369 SH      SHARED                  9369                  
D RAVEN INDS INC                 COM              75421210         8      414 SH      SHARED      02           414                  
D RAVEN INDS INC                 COM              75421210       436    21000 SH      SHARED      10         21000                  
D RAYMOND JAMES FINANCIAL INC    COM              75473010       124     6310 SH      SHARED                  6310                  
D RAYMOND JAMES FINANCIAL INC    COM              75473010       708    35950 SH      SHARED      01          1725             34225
D RAYMOND JAMES FINANCIAL INC    COM              75473010      1255    63733 SH      SHARED      02         63610               123
D RAYMOND JAMES FINANCIAL INC    COM              75473010       433    22000 SH      SHARED      04         22000                  
D RAYMOND JAMES FINANCIAL INC    COM              75473010     15284   775866 SH      SHARED      10        775866                  
D RAYMOND JAMES FINANCIAL INC    COM              75473010        94     4800 SH      SHARED      23          4800                  
D RAYONIER INC                   COM              75490710      2250    74482 SH      SHARED                 74482                  
D RAYONIER INC                   COM              75490710       872    28872 SH      SHARED      01          2661             26211
D RAYONIER INC                   COM              75490710         7      250 SH      SHR/OTHR    01                             250
D RAYONIER INC                   COM              75490710       650    21520 SH      SHARED      02          8982             12538
D RAYONIER INC                   COM              75490710      6913   228778 SH      SHARED      04        228778                  
D RAYONIER INC                   COM              75490710      9141   302500 SH      SHARED      05        302500                  
D RAYONIER INC                   COM              75490710      1023    33877 SH      SHARED      06                           33877
D RAYONIER INC                   COM              75490710      4726   156400 SH      SHARED      10        156400                  
D RAYONIER INC                   COM              75490710     10253   339300 SH      SHARED      11                          339300
D RAYTHEON CO                    *W EXP 06/16/201 75511111       792   120966 SH      SHARED      02        120966                  
D RAYTHEON CO                    *W EXP 06/16/201 75511111         0      133 SH      SHARED      10           133                  
D RAYTHEON CO                    COM NEW          75511150       217     5585 SH      SHARED                   385              5200
D RAYTHEON CO                    COM NEW          75511150     27300   701097 SH      SHARED                701097                  
D RAYTHEON CO                    COM NEW          75511150      4620   118647 SH      SHARED      01        117085              1562
D RAYTHEON CO                    COM NEW          75511150      1284    32989 SH      SHARED      02         31261              1728
D RAYTHEON CO                    COM NEW          75511150       147     3780 SH      SHARED      04          3780                  
D RAYTHEON CO                    COM NEW          75511150         8      220 SH      SHARED      05           220                  
D RAYTHEON CO                    COM NEW          75511150      1138    29240 SH      SHARED      06         15350             13890
D RAYTHEON CO                    COM NEW          75511150     17892   459492 SH      SHARED      10        441992             17500
D RAYTHEON CO                    COM NEW          75511150        19      500 SH      SHARED      20           500                  
D RAYTHEON CO                    COM NEW          75511150        93     2390 SH      SHARED      21          2261               129
D RAYTHEON CO                    COM NEW          75511150        58     1500 SH      SHR/OTHR    22                            1500
D RAYTHEON CO                    COM NEW          75511150       248     6374 SH      SHARED      23          6337                37
D RAYTHEON CO                    COM NEW          75511150       349     8980 SH      SHR/OTHR    23                            8980
D RBC BEARINGS INC               COM              75524B10       220    14400 SH      SHARED                 14400                  
D RBC BEARINGS INC               COM              75524B10        17     1169 SH      SHARED      02          1169                  
D RBC BEARINGS INC               COM              75524B10       747    48900 SH      SHARED      10         48900                  
D RBC BEARINGS INC               COM              75524B10        16     1058 SH      SHARED      21                            1058
D READING INTERNATIONAL INC      CL A             75540810         1      424 SH      SHARED                   424                  
D REAL GOODS SOLAR INC           CL A             75601N10         0      200 SH      SHARED                   200                  
D REAL GOODS SOLAR INC           CL A             75601N10         0      200 SH      SHARED      02           200                  
D REALNETWORKS INC               COM              75605L10      1027   441197 SH      SHARED                441197                  
D REALNETWORKS INC               COM              75605L10        18     7840 SH      SHARED      02          4340              3500
D REALNETWORKS INC               COM              75605L10        46    20000 SH      SHARED      04                           20000
D REALNETWORKS INC               COM              75605L10        55    24000 SH      SHARED      10         24000                  
D REALTY INCOME CORP             COM              75610910       336    17892 SH      SHARED                 17892                  
D REALTY INCOME CORP             COM              75610910       717    38150 SH      SHARED      01          1950             36200
D REALTY INCOME CORP             COM              75610910       976    51880 SH      SHARED      02         51280               600
D REALTY INCOME CORP             COM              75610910       609    32400 SH      SHARED      10         32400                  
D RECKSON OPER PARTNERSHIP L P   DEB   4.000% 6/1 75621LAJ      9801 11000000 PRN     SHARED              11000000                  
D RED HAT INC                    COM              75657710      2930   164287 SH      SHARED                164287                  
D RED HAT INC                    COM              75657710        82     4650 SH      SHARED      01          4650                  
D RED HAT INC                    COM              75657710       589    33034 SH      SHARED      02          9634             23400
D RED HAT INC                    COM              75657710        23     1300 SH      SHARED      06          1300                  
D RED HAT INC                    COM              75657710         6      377 SH      SHARED      21                             377
D RED LION HOTELS CORP           COM              75676410         1      422 SH      SHARED                   422                  
D RED LION HOTELS CORP           COM              75676410        14     5000 SH      SHARED      02                            5000
D RED ROBIN GOURMET BURGERS IN   COM              75689M10       174     9870 SH      SHARED                  9870                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10       744    42225 SH      SHARED      01         42225                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10      1224    69450 SH      SHR/OTHR    01                           69450
D RED ROBIN GOURMET BURGERS IN   COM              75689M10        68     3886 SH      SHARED      02          3886                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10        14      812 SH      SHARED      10           812                  
D RED ROBIN GOURMET BURGERS IN   COM              75689M10        21     1200 SH      SHARED      21                            1200
D REDDY ICE HLDGS INC            COM              75734R10        44    30105 SH      SHARED                 30105                  
D REDDY ICE HLDGS INC            COM              75734R10         2     1761 SH      SHARED      02          1761                  
D REDDY ICE HLDGS INC            COM              75734R10         6     4300 SH      SHARED      10          4300                  
D REDIFF COM INDIA LTD           SPONSORED ADR    75747910         0      344 SH      SHARED                   344                  
D REDWOOD TR INC                 COM              75807540       360    23455 SH      SHARED                 23455                  
D REDWOOD TR INC                 COM              75807540        49     3200 SH      SHARED      01          3200                  
D REDWOOD TR INC                 COM              75807540       106     6934 SH      SHARED      02          6934                  
D REDWOOD TR INC                 COM              75807540       661    43100 SH      SHARED      10         43100                  
D REED ELSEVIER N V              SPONS ADR NEW    75820420      2604   121639 SH      SHARED                121639                  
D REED ELSEVIER N V              SPONS ADR NEW    75820420        13      641 SH      SHARED      02           600                41
D REED ELSEVIER N V              SPONS ADR NEW    75820420        64     3029 SH      SHARED      23                            3029
D REED ELSEVIER P L C            SPONS ADR NEW    75820520       403    14141 SH      SHARED                 14141                  
D REED ELSEVIER P L C            SPONS ADR NEW    75820520        14      500 SH      SHARED      02           500                  
D REEDS INC                      COM              75833810         0      112 SH      SHARED                   112                  
D RENEGY HOLDINGS INC            COM              75845J10         0       69 SH      SHARED                    69                  
D RENEGY HOLDINGS INC            COM              75845J10         1      959 SH      SHARED      02             1               958
D REGAL BELOIT CORP              COM              75875010      6825   222763 SH      SHARED                222763                  
D REGAL BELOIT CORP              COM              75875010       137     4494 SH      SHARED      02          4433                61
D REGAL BELOIT CORP              COM              75875010     17288   564250 SH      SHARED      10        564250                  
D REGAL BELOIT CORP              COM              75875010         2       80 SH      SHARED      21                              80
D REGAL ENTMT GROUP              CL A             75876610      1988   148258 SH      SHARED                148258                  
D REGAL ENTMT GROUP              CL A             75876610         1      134 SH      SHARED      01           134                  
D REGAL ENTMT GROUP              CL A             75876610       746    55633 SH      SHARED      02         12633             43000
D REGAL ENTMT GROUP              CL A             75876610       312    23300 SH      SHARED      23                           23300
D REGENCY CTRS CORP              COM              75884910      4117   154984 SH      SHARED                154984                  
D REGENCY CTRS CORP              COM              75884910       173     6546 SH      SHARED                  4855              1691
D REGENCY CTRS CORP              COM              75884910       942    35475 SH      SHARED      01         12575             22900
D REGENCY CTRS CORP              COM              75884910       190     7165 SH      SHARED      02          4156              3009
D REGENCY CTRS CORP              COM              75884910     17978   676639 SH      SHARED      10        675839               800
D REGENCY CTRS CORP              COM              75884910    134434  5059642 SH      SHARED      11       2379942           2679700
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10        92     7391 SH      SHARED                  7391                  
D REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y10         3      300 SH      SHARED      02           300                  
D REGENERON PHARMACEUTICALS      COM              75886F10      2132   153867 SH      SHARED                153867                  
D REGENERON PHARMACEUTICALS      COM              75886F10        64     4675 SH      SHARED      01          4675                  
D REGENERON PHARMACEUTICALS      COM              75886F10        93     6739 SH      SHARED      02          6739                  
D REGENERON PHARMACEUTICALS      COM              75886F10      3194   230500 SH      SHARED      04        230500                  
D REGENERON PHARMACEUTICALS      COM              75886F10      1882   135800 SH      SHARED      10        128500              7300
D REGENERX BIOPHARMACEUTICALS    COM              75886X10         0       86 SH      SHARED                    86                  
D REGENT COMMUNICATIONS INC DE   COM              75886510         0     3420 SH      SHARED                  3420                  
D REGIS CORP MINN                COM              75893210        72     4988 SH      SHARED                  4988                  
D REGIS CORP MINN                COM              75893210       212    14700 SH      SHARED      01          1700             13000
D REGIS CORP MINN                COM              75893210        43     3024 SH      SHARED      02          3024                  
D REGIS CORP MINN                COM              75893210     14265   987200 SH      SHARED      10        984100              3100
D REGIONAL BK HOLDRS TR          DEPOSITRY RCPT   75902E10       526    10595 SH      SHARED                 10595                  
D REGIONAL BK HOLDRS TR          DEPOSITRY RCPT   75902E10        24      500 SH      SHARED      01                             500
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      6937  1628462 SH      SHARED               1628462                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       739   173504 SH      SHARED      01        169704              3800
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       213    50123 SH      SHARED      02         49773               350
D REGIONS FINANCIAL CORP NEW     COM              7591EP10         1      300 SH      SHARED      05           300                  
D REGIONS FINANCIAL CORP NEW     COM              7591EP10       205    48153 SH      SHARED      06         26173             21980
D REGIONS FINANCIAL CORP NEW     COM              7591EP10      1203   282563 SH      SHARED      10        270363             12200
D REHABCARE GROUP INC            COM              75914810       259    14900 SH      SHARED                 14900                  
D REHABCARE GROUP INC            COM              75914810        73     4200 SH      SHARED      01          1500              2700
D REHABCARE GROUP INC            COM              75914810       163     9394 SH      SHARED      02          9394                  
D REHABCARE GROUP INC            COM              75914810       645    37000 SH      SHARED      10         37000                  
D REINSURANCE GROUP AMER INC     COM NEW          75935160       728    22500 SH      SHARED                 22500                  
D REINSURANCE GROUP AMER INC     COM NEW          75935160       842    26000 SH      SHARED      01          1900             24100
D REINSURANCE GROUP AMER INC     COM NEW          75935160        53     1652 SH      SHARED      02          1652                  
D REINSURANCE GROUP AMER INC     COM NEW          75935160      2069    63900 SH      SHARED      10         58400              5500
D REINSURANCE GROUP AMER INC     COM NEW          75935160         2       70 SH      SHARED      21                              70
D REIS INC                       COM              75936P10         0      279 SH      SHARED                   279                  
D RELIANCE STEEL & ALUMINUM CO   COM              75950910      2540    96484 SH      SHARED                 96484                  
D RELIANCE STEEL & ALUMINUM CO   COM              75950910       513    19500 SH      SHARED      01                           19500
D RELIANCE STEEL & ALUMINUM CO   COM              75950910       224     8536 SH      SHARED      02          7536              1000
D RELIANCE STEEL & ALUMINUM CO   COM              75950910     16385   622300 SH      SHARED      10        622300                  
D RELIANT ENERGY INC             COM              75952B10       523   164156 SH      SHARED                164156                  
D RELIANT ENERGY INC             COM              75952B10       253    79397 SH      SHARED      01         78025              1372
D RELIANT ENERGY INC             COM              75952B10         3     1188 SH      SHR/OTHR    01                            1188
D RELIANT ENERGY INC             COM              75952B10       298    93640 SH      SHARED      02         80140             13500
D RELIANT ENERGY INC             COM              75952B10        86    27030 SH      SHARED      06         22550              4480
D RELIANT ENERGY INC             COM              75952B10        33    10600 SH      SHARED      10         10600                  
D RELIANT ENERGY INC             COM              75952B10         1      612 SH      SHARED      21           612                  
D RELIANT ENERGY INC             COM              75952B10         7     2365 SH      SHR/OTHR    23                            2365
D RELIV INTL INC                 COM              75952R10         0      281 SH      SHARED                   281                  
D RELIV INTL INC                 COM              75952R10         1      388 SH      SHARED      02           388                  
D RELM WIRELESS CORP             COM              75952510         0      305 SH      SHARED                   305                  
D RENAISSANCE LEARNING INC       COM              75968L10         5      600 SH      SHARED      01           600                  
D RENAISSANCE LEARNING INC       COM              75968L10         4      449 SH      SHARED      02           449                  
D RENAISSANCE LEARNING INC       COM              75968L10        89    10000 SH      SHARED      10         10000                  
D RENASANT CORP                  COM              75970E10         3      316 SH      SHARED                   316                  
D RENASANT CORP                  COM              75970E10         6      546 SH      SHARED      02           546                  
D RENASANT CORP                  COM              75970E10        64     5100 SH      SHARED      10          5100                  
D RENESOLA LTD                   SPONS ADS        75971T10       105    26455 SH      SHARED                 26455                  
D REPLIGEN CORP                  COM              75991610         3      714 SH      SHARED      02           714                  
D RENT A CTR INC NEW             COM              76009N10       270    13966 SH      SHARED                 13966                  
D RENT A CTR INC NEW             COM              76009N10       555    28700 SH      SHARED      01          4700             24000
D RENT A CTR INC NEW             COM              76009N10       295    15264 SH      SHARED      02         15264                  
D RENT A CTR INC NEW             COM              76009N10      4426   228500 SH      SHARED      10        228500                  
D RENTECH INC                    COM              76011210        37    67579 SH      SHARED                 67579                  
D RENTECH INC                    COM              76011210         2     4611 SH      SHARED      02          4611                  
D RENTRAK CORP                   COM              76017410         2      256 SH      SHARED                   256                  
D RENTRAK CORP                   COM              76017410         4      462 SH      SHARED      02           462                  
D REPSOL YPF S A                 SPONSORED ADR    76026T20      3956   231482 SH      SHARED                231482                  
D REPSOL YPF S A                 SPONSORED ADR    76026T20        25     1500 SH      SHARED      02          1500                  
D REPUBLIC AWYS HLDGS INC        COM              76027610       495    76464 SH      SHARED                 76464                  
D REPUBLIC AWYS HLDGS INC        COM              76027610         7     1158 SH      SHARED      02          1158                  
D REPUBLIC AWYS HLDGS INC        COM              76027610        51     7900 SH      SHARED      10          7900                  
D REPROS THERAPEUTICS INC        COM              76028H10         5      999 SH      SHARED                   999                  
D REPROS THERAPEUTICS INC        COM              76028H10         2      477 SH      SHARED      02           477                  
D REPROS THERAPEUTICS INC        COM              76028H10       632   106400 SH      SHARED      04        106400                  
D REPUBLIC BANCORP KY            CL A             76028120        54     2928 SH      SHARED                  2928                  
D REPUBLIC BANCORP KY            CL A             76028120         4      241 SH      SHARED      02           241                  
D REPUBLIC BANCORP KY            CL A             76028120        85     4600 SH      SHARED      10          4600                  
D REPUBLIC FIRST BANCORP INC     COM              76041610         1      268 SH      SHARED                   268                  
D REPUBLIC FIRST BANCORP INC     COM              76041610         3      483 SH      SHARED      02           483                  
D REPUBLIC SVCS INC              COM              76075910     11078   646000 SH      SHARED                646000                  
D REPUBLIC SVCS INC              COM              76075910      1422    82953 SH      SHARED      01         82953                  
D REPUBLIC SVCS INC              COM              76075910       485    28313 SH      SHARED      02         28313                  
D REPUBLIC SVCS INC              COM              76075910         4      271 SH      SHARED      05           271                  
D REPUBLIC SVCS INC              COM              76075910       398    23255 SH      SHARED      06         12050             11205
D REPUBLIC SVCS INC              COM              76075910      2608   152101 SH      SHARED      10        152101                  
D RESEARCH FRONTIERS INC         COM              76091110         1      422 SH      SHARED                   422                  
D RES-CARE INC                   COM              76094310       123     8469 SH      SHARED                  8469                  
D RES-CARE INC                   COM              76094310        97     6717 SH      SHARED      02          6717                  
D RES-CARE INC                   COM              76094310        97     6700 SH      SHARED      10          6700                  
D RESEARCH IN MOTION LTD         COM              76097510     13917   322847 SH      SHARED                322847                  
D RESEARCH IN MOTION LTD         COM              76097510      8540   198108 SH      SHARED      01        107351             90757
D RESEARCH IN MOTION LTD         COM              76097510      2365    54861 SH      SHR/OTHR    01                           54861
D RESEARCH IN MOTION LTD         COM              76097510      2977    69076 SH      SHARED      02         56931             12145
D RESEARCH IN MOTION LTD         COM              76097510         7      169 SH      SHARED      04                             169
D RESEARCH IN MOTION LTD         COM              76097510      9143   212100 SH      SHARED      04        212100                  
D RESEARCH IN MOTION LTD         COM              76097510        12      298 SH      SHARED      05           298                  
D RESEARCH IN MOTION LTD         COM              76097510       327     7590 SH      SHARED      06          4240              3350
D RESEARCH IN MOTION LTD         COM              76097510     48545  1126087 SH      SHARED      10       1124278              1809
D RESEARCH IN MOTION LTD         COM              76097510      1610    37367 SH      SHARED      20         31397      115     5855
D RESEARCH IN MOTION LTD         COM              76097510       265     6150 SH      SHR/OTHR    20                            6150
D RESEARCH IN MOTION LTD         COM              76097510        75     1750 SH      SHARED      21          1750                  
D RESEARCH IN MOTION LTD         COM              76097510        30      700 SH      SHR/OTHR    21                             700
D RESEARCH IN MOTION LTD         COM              76097510       527    12245 SH      SHARED      22         10345              1900
D RESEARCH IN MOTION LTD         COM              76097510       177     4110 SH      SHR/OTHR    22                            4110
D RESEARCH IN MOTION LTD         COM              76097510      2901    67302 SH      SHARED      23         61137              6165
D RESEARCH IN MOTION LTD         COM              76097510      2713    62955 SH      SHR/OTHR    23                           62955
D RESMED INC                     COM              76115210      5810   164409 SH      SHARED                158409              6000
D RESMED INC                     COM              76115210       879    24900 SH      SHARED      01                           24900
D RESMED INC                     COM              76115210        27      773 SH      SHARED      02           773                  
D RESMED INC                     COM              76115210      1275    36100 SH      SHARED      04         36100                  
D RESMED INC                     COM              76115210      2396    67800 SH      SHARED      10         63400              4400
D RESMED INC                     COM              76115210        64     1818 SH      SHARED      21          1818                  
D RESOURCE AMERICA INC           CL A             76119520         0       14 SH      SHARED                    14                  
D RESOURCE AMERICA INC           CL A             76119520         0      100 SH      SHARED      01                             100
D RESOURCE AMERICA INC           CL A             76119520         2      550 SH      SHR/OTHR    01                             550
D RESOURCE AMERICA INC           CL A             76119520         1      257 SH      SHARED      02           257                  
D RESOURCE CAP CORP              COM              76120W30        31    10300 SH      SHARED                 10300                  
D RESOURCE CAP CORP              COM              76120W30        12     4145 SH      SHARED      01          4145                  
D RESOURCE CAP CORP              COM              76120W30         3     1304 SH      SHARED      02           554               750
D RESOURCE CAP CORP              COM              76120W30        24     8000 SH      SHARED      10          8000                  
D RESOURCES CONNECTION INC       COM              76122Q10       454    30161 SH      SHARED                 30161                  
D RESOURCES CONNECTION INC       COM              76122Q10       500    33161 SH      SHARED      02         32486               675
D RESOURCES CONNECTION INC       COM              76122Q10        28     1900 SH      SHARED      10          1900                  
D RESPONSE GENETICS INC          COM              76123U10         0       78 SH      SHARED                    78                  
D RETAIL HOLDRS TR               DEP RCPT         76127U10      5589    75487 SH      SHARED      02         75487                  
D RETAIL VENTURES INC            COM              76128Y10        15    10400 SH      SHARED                 10400                  
D RETAIL VENTURES INC            COM              76128Y10         1     1079 SH      SHARED      02          1079                  
D RETAIL VENTURES INC            COM              76128Y10        14     9300 SH      SHARED      10          9300                  
D RETRACTABLE TECHNOLOGIES INC   COM              76129W10         0      251 SH      SHARED                   251                  
D REVLON INC                     CL A NEW         76152560       106    43100 SH      SHARED                 43100                  
D REVLON INC                     CL A NEW         76152560         2      876 SH      SHARED      02           876                  
D REWARDS NETWORK INC            COM              76155710         8     2387 SH      SHARED                  2387                  
D REWARDS NETWORK INC            COM              76155710         3      922 SH      SHARED      02           922                  
D REX ENERGY CORPORATION         COM              76156510       102    35645 SH      SHARED                 35645                  
D REX ENERGY CORPORATION         COM              76156510         2      906 SH      SHARED      02           406               500
D REX STORES CORP                COM              76162410         1      182 SH      SHARED      02           182                  
D REXAHN PHARMACEUTICALS INC     COM              76164010         8    12596 SH      SHARED                 12596                  
D REXAHN PHARMACEUTICALS INC     COM              76164010         0      729 SH      SHARED      02           729                  
D REYNOLDS AMERICAN INC          COM              76171310      5556   155032 SH      SHARED                155032                  
D REYNOLDS AMERICAN INC          COM              76171310      1490    41600 SH      SHARED      01         41600                  
D REYNOLDS AMERICAN INC          COM              76171310      3077    85881 SH      SHARED      02         60325             25556
D REYNOLDS AMERICAN INC          COM              76171310         4      120 SH      SHARED      05           120                  
D REYNOLDS AMERICAN INC          COM              76171310       421    11750 SH      SHARED      06          6650              5100
D REYNOLDS AMERICAN INC          COM              76171310      8651   241393 SH      SHARED      10        234893              6500
D RICHARDSON ELECTRS LTD         COM              76316510         1      305 SH      SHARED                   305                  
D RICHARDSON ELECTRS LTD         COM              76316510         2      651 SH      SHARED      02           651                  
D RICKS CABARET INTL INC         COM NEW          76564130        20     4593 SH      SHARED                  4593                  
D RICKS CABARET INTL INC         COM NEW          76564130         0      172 SH      SHARED      02           172                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       122    20000 SH      SHARED                 20000                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960         8     1400 SH      SHARED      01          1400                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960        32     5243 SH      SHARED      02          5243                  
D RIGEL PHARMACEUTICALS INC      COM NEW          76655960       243    39600 SH      SHARED      10         39600                  
D RIGHTNOW TECHNOLOGIES INC      COM              76657R10       381    50340 SH      SHARED                 50340                  
D RIGHTNOW TECHNOLOGIES INC      COM              76657R10        10     1336 SH      SHARED      02          1336                  
D RIMAGE CORP                    COM              76672110         1      144 SH      SHARED                   144                  
D RIMAGE CORP                    COM              76672110         3      250 SH      SHARED      02           250                  
D RIO TINTO PLC                  SPONSORED ADR    76720410        34      260 SH      SHARED                   260                  
D RIO TINTO PLC                  SPONSORED ADR    76720410        27      205 SH      SHARED                   205                  
D RIO TINTO PLC                  SPONSORED ADR    76720410         6       50 SH      SHARED      01            50                  
D RIO TINTO PLC                  SPONSORED ADR    76720410        26      200 SH      SHARED      02           200                  
D RIO TINTO PLC                  SPONSORED ADR    76720410         0        6 SH      SHARED      21             6                  
D RIO VISTA ENERGY PARTNERS L    COM              76727110        78   122294 SH      SHARED                122294                  
D RISKMETRICS GROUP INC          COM              76773510       191    13400 SH      SHARED                 13400                  
D RISKMETRICS GROUP INC          COM              76773510        18     1262 SH      SHARED      02          1262                  
D RISKMETRICS GROUP INC          COM              76773510      1481   103700 SH      SHARED      10        103700                  
D RITCHIE BROS AUCTIONEERS       COM              76774410         3      200 SH      SHARED      01           200                  
D RITCHIE BROS AUCTIONEERS       COM              76774410        37     1995 SH      SHARED      02          1700               295
D RITCHIE BROS AUCTIONEERS       COM              76774410        31     1700 SH      SHARED      10          1700                  
D RITE AID CORP                  COM              76775410       107   299091 SH      SHARED                299091                  
D RITE AID CORP                  COM              76775410         1     3643 SH      SHARED      02          3643                  
D RIVERBED TECHNOLOGY INC        COM              76857310        67     5195 SH      SHARED                  5195                  
D RIVERBED TECHNOLOGY INC        COM              76857310         7      600 SH      SHARED      01           600                  
D RIVERBED TECHNOLOGY INC        COM              76857310        42     3272 SH      SHARED      02          1316              1956
D RIVERBED TECHNOLOGY INC        COM              76857310       417    31900 SH      SHARED      10         31900                  
D RIVERVIEW BANCORP INC          COM              76939710         1      446 SH      SHARED                   446                  
D RIVIERA HLDGS CORP             COM              76962710         2     2209 SH      SHARED                  2209                  
D RIVIERA HLDGS CORP             COM              76962710         0      258 SH      SHARED      02           258                  
D ROBERTS REALTY INVS            COM              76990010         0      186 SH      SHARED                   186                  
D ROBBINS & MYERS INC            COM              77019610        63     4204 SH      SHARED                  4204                  
D ROBBINS & MYERS INC            COM              77019610        18     1200 SH      SHARED      01                            1200
D ROBBINS & MYERS INC            COM              77019610       172    11348 SH      SHARED      02         11348                  
D ROBBINS & MYERS INC            COM              77019610         6      453 SH      SHARED      21                             453
D ROBERT HALF INTL INC           COM              77032310       884    49591 SH      SHARED                 49591                  
D ROBERT HALF INTL INC           COM              77032310       589    33057 SH      SHARED      01         33057                  
D ROBERT HALF INTL INC           COM              77032310      1436    80544 SH      SHARED      02         10944             69600
D ROBERT HALF INTL INC           COM              77032310      1158    65000 SH      SHARED      04         65000                  
D ROBERT HALF INTL INC           COM              77032310         2      160 SH      SHARED      05           160                  
D ROBERT HALF INTL INC           COM              77032310       163     9150 SH      SHARED      06          5750              3400
D ROBERT HALF INTL INC           COM              77032310      7873   441598 SH      SHARED      10        441598                  
D ROCHESTER MED CORP             COM              77149710        30     2747 SH      SHARED                  2747                  
D ROCHESTER MED CORP             COM              77149710         5      526 SH      SHARED      02           526                  
D ROCK OF AGES CORP              CL A             77263210         0      107 SH      SHARED                   107                  
D ROCK-TENN CO                   CL A             77273920       818    30276 SH      SHARED                 30276                  
D ROCK-TENN CO                   CL A             77273920        48     1800 SH      SHARED      01          1800                  
D ROCK-TENN CO                   CL A             77273920        75     2804 SH      SHARED      02          2804                  
D ROCK-TENN CO                   CL A             77273920      1485    54900 SH      SHARED      10         54900                  
D ROCKFORD CORP                  COM              77316P10         0      170 SH      SHARED                   170                  
D ROCKWELL AUTOMATION INC        COM              77390310      1725    79020 SH      SHARED                 79020                  
D ROCKWELL AUTOMATION INC        COM              77390310       780    35724 SH      SHARED      01         35724                  
D ROCKWELL AUTOMATION INC        COM              77390310      3034   138950 SH      SHARED      02        138550               400
D ROCKWELL AUTOMATION INC        COM              77390310         1       90 SH      SHARED      05            90                  
D ROCKWELL AUTOMATION INC        COM              77390310      1395    63890 SH      SHARED      06         24700             39190
D ROCKWELL AUTOMATION INC        COM              77390310      3243   148504 SH      SHARED      10        148504                  
D ROCKVILLE FINL INC             COM              77418610        24     2732 SH      SHARED                  2732                  
D ROCKVILLE FINL INC             COM              77418610         1      203 SH      SHARED      02           203                  
D ROCKWELL COLLINS INC           COM              77434110        21      645 SH      SHARED                   645                  
D ROCKWELL COLLINS INC           COM              77434110      4963   152065 SH      SHARED                137565             14500
D ROCKWELL COLLINS INC           COM              77434110      5506   168697 SH      SHARED      01        127277             41420
D ROCKWELL COLLINS INC           COM              77434110       779    23894 SH      SHR/OTHR    01                           23894
D ROCKWELL COLLINS INC           COM              77434110       750    22999 SH      SHARED      02         19077              3922
D ROCKWELL COLLINS INC           COM              77434110      1576    48300 SH      SHARED      04         48300                  
D ROCKWELL COLLINS INC           COM              77434110         4      130 SH      SHARED      05           130                  
D ROCKWELL COLLINS INC           COM              77434110       381    11700 SH      SHARED      06          6950              4750
D ROCKWELL COLLINS INC           COM              77434110     38618  1183169 SH      SHARED      10       1183169                  
D ROCKWELL COLLINS INC           COM              77434110        12      371 SH      SHARED      19                             371
D ROCKWELL COLLINS INC           COM              77434110       245     7525 SH      SHARED      20          6565               960
D ROCKWELL COLLINS INC           COM              77434110         1       50 SH      SHR/OTHR    20                              50
D ROCKWELL COLLINS INC           COM              77434110       205     6296 SH      SHARED      21          5809               487
D ROCKWELL COLLINS INC           COM              77434110       212     6525 SH      SHARED      22          5500              1025
D ROCKWELL COLLINS INC           COM              77434110        56     1725 SH      SHR/OTHR    22                            1725
D ROCKWELL COLLINS INC           COM              77434110       628    19252 SH      SHARED      23         15802              3450
D ROCKWELL COLLINS INC           COM              77434110       374    11470 SH      SHR/OTHR    23                           11470
D ROCKWELL MEDICAL TECH          COM              77437410         1      360 SH      SHARED                   360                  
D ROCKWOOD HLDGS INC             COM              77441510       277    34891 SH      SHARED                 34891                  
D ROCKWOOD HLDGS INC             COM              77441510       203    25644 SH      SHARED      02         18144              7500
D ROCKWOOD HLDGS INC             COM              77441510        99    12500 SH      SHARED      10         12500                  
D ROCKY BRANDS INC               COM              77451510         0      130 SH      SHARED                   130                  
D ROCKY MTN CHOCOLATE FACTORY    COM PAR $0.03    77467840         1      184 SH      SHARED                   184                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       634    39338 SH      SHARED                 39338                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       281    17490 SH      SHARED      01         17490                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       463    28765 SH      SHR/OTHR    01                           28765
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310        36     2273 SH      SHARED      02          2273                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       483    30000 SH      SHARED      06                           30000
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310       100     6228 SH      SHARED      10          6228                  
D ROFIN SINAR TECHNOLOGIES INC   COM              77504310         9      562 SH      SHARED      21                             562
D ROGERS COMMUNICATIONS INC      CL B             77510920        81     3584 SH      SHARED                  3584                  
D ROGERS COMMUNICATIONS INC      CL B             77510920      2981   130599 SH      SHARED                130599                  
D ROGERS COMMUNICATIONS INC      CL B             77510920        29     1300 SH      SHARED      01          1300                  
D ROGERS COMMUNICATIONS INC      CL B             77510920        89     3900 SH      SHARED      02          3900                  
D ROGERS COMMUNICATIONS INC      CL B             77510920      1196    52400 SH      SHARED      04         52400                  
D ROGERS COMMUNICATIONS INC      CL B             77510920         6      300 SH      SHARED      05           300                  
D ROGERS COMMUNICATIONS INC      CL B             77510920      2414   105750 SH      SHARED      06         31850             73900
D ROGERS COMMUNICATIONS INC      CL B             77510920       499    21900 SH      SHARED      10         21900                  
D ROGERS CORP                    COM              77513310       153     8110 SH      SHARED                  8110                  
D ROGERS CORP                    COM              77513310       165     8742 SH      SHARED      02          8742                  
D ROGERS CORP                    COM              77513310       122     6500 SH      SHARED      10          6500                  
D ROHM & HAAS CO                 COM              77537110    319172  4048357 SH      SHARED               4048357                  
D ROHM & HAAS CO                 COM              77537110      3158    40065 SH      SHARED      01         40065                  
D ROHM & HAAS CO                 COM              77537110       600     7614 SH      SHARED      02          7614                  
D ROHM & HAAS CO                 COM              77537110        70      900 SH      SHARED      04           900                  
D ROHM & HAAS CO                 COM              77537110         7       90 SH      SHARED      05            90                  
D ROHM & HAAS CO                 COM              77537110       717     9100 SH      SHARED      06          4650              4450
D ROHM & HAAS CO                 COM              77537110      4143    52556 SH      SHARED      10         52556                  
D ROHM & HAAS CO                 COM              77537110         7      100 SH      SHR/OTHR    23                             100
D ROLLINS INC                    COM              77571110        65     3815 SH      SHARED                  3815                  
D ROLLINS INC                    COM              77571110       246    14350 SH      SHARED      01          1275             13075
D ROLLINS INC                    COM              77571110       123     7182 SH      SHARED      02          6300               882
D ROLLINS INC                    COM              77571110         3      210 SH      SHARED      21                             210
D ROMA FINANCIAL CORP            COM              77581P10        26     2079 SH      SHARED                  2079                  
D ROMA FINANCIAL CORP            COM              77581P10         2      226 SH      SHARED      02           226                  
D ROME BANCORP INC NEW           COM              77587P10       779    96573 SH      SHARED                 96573                  
D ROPER INDS INC NEW             NOTE         1/1 776696AA     26100 50000000 PRN     SHARED              50000000                  
D ROPER INDS INC NEW             NOTE         1/1 776696AA       202   388000 PRN     SHARED      02        388000                  
D ROPER INDS INC NEW             COM              77669610      1734    40853 SH      SHARED                 40853                  
D ROPER INDS INC NEW             COM              77669610      2033    47900 SH      SHARED      01         19000             28900
D ROPER INDS INC NEW             COM              77669610       647    15255 SH      SHARED      02         15255                  
D ROPER INDS INC NEW             COM              77669610     15383   362394 SH      SHARED      04        362394                  
D ROPER INDS INC NEW             COM              77669610     14290   336636 SH      SHARED      05        336636                  
D ROPER INDS INC NEW             COM              77669610       200     4715 SH      SHARED      06           100              4615
D ROPER INDS INC NEW             COM              77669610      8925   210250 SH      SHARED      10        210250                  
D ROPER INDS INC NEW             COM              77669610        25      593 SH      SHARED      21           376               217
D ROPER INDS INC NEW             COM              77669610       127     3000 SH      SHARED      23          3000                  
D ROSETTA RESOURCES INC          COM              77777930       190    38496 SH      SHARED                 38496                  
D ROSETTA RESOURCES INC          COM              77777930        10     2100 SH      SHARED      01          2100                  
D ROSETTA RESOURCES INC          COM              77777930         7     1452 SH      SHARED      02          1342               110
D ROSETTA RESOURCES INC          COM              77777930        85    17200 SH      SHARED      10         17200                  
D ROSS STORES INC                COM              77829610      3640   101457 SH      SHARED                 86957             14500
D ROSS STORES INC                COM              77829610      2558    71295 SH      SHARED      01         28995             42300
D ROSS STORES INC                COM              77829610       333     9308 SH      SHARED      02          9308                  
D ROSS STORES INC                COM              77829610       358    10000 SH      SHARED      04         10000                  
D ROSS STORES INC                COM              77829610      2371    66100 SH      SHARED      05         66100                  
D ROSS STORES INC                COM              77829610        81     2270 SH      SHARED      06           550              1720
D ROSS STORES INC                COM              77829610      5148   143500 SH      SHARED      10        134500              9000
D ROSS STORES INC                COM              77829610         5      157 SH      SHARED      21                             157
D ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR    77852910       646    12535 SH      SHARED                 12535                  
D ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR    77852910      6037   117100 SH      SHARED      06                          117100
D ROWAN COS INC                  COM              77938210      3147   262941 SH      SHARED                262941                  
D ROWAN COS INC                  COM              77938210       733    61299 SH      SHARED      01         61299                  
D ROWAN COS INC                  COM              77938210       641    53566 SH      SHARED      02         48542              5024
D ROWAN COS INC                  COM              77938210       351    29347 SH      SHARED      06         26527              2820
D ROWAN COS INC                  COM              77938210      2526   211047 SH      SHARED      10        202247              8800
D ROWAN COS INC                  COM              77938210        27     2300 SH      SHARED      21                            2300
D ROYAL BANCSHARES PA INC        CL A             78008110         0       38 SH      SHARED                    38                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710       683    23640 SH      SHARED                 23640                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710     12067   417280 SH      SHARED                417280                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710        16      560 SH      SHARED      01           560                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710       180     6252 SH      SHARED      02          2400              3852
D ROYAL BK CDA MONTREAL QUE      COM              78008710        69     2400 SH      SHARED      04          2400                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710        22      776 SH      SHARED      05           776                  
D ROYAL BK CDA MONTREAL QUE      COM              78008710       562    19450 SH      SHARED      06         11250              8200
D ROYAL BK CDA MONTREAL QUE      COM              78008710       442    15300 SH      SHARED      10         15300                  
D ROYAL BK SCOTLAND GROUP PLC    SPONS ADR 20 ORD 78009768       270    38163 SH      SHARED                 38163                  
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF S    78009773        17     3000 SH      SHARED      02                            3000
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS R   78009774       328    59400 SH      SHARED      02         58600               800
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SHS Q   78009775         4      744 SH      SHARED                   744                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        21     3950 SH      SHARED      01                            3950
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        10     1960 SH      SHR/OTHR    01                            1960
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776       322    58138 SH      SHARED      02         58138                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    78009776        11     2000 SH      SHARED      21          2000                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777         3      535 SH      SHARED                   535                  
D ROYAL BK SCOTLAND GROUP PLC    ADR PREF SER N   78009777      1666   296975 SH      SHARED      02        295475              1500
D ROYAL BK SCOTLAND GROUP PLC    SP ADR L RP PF   78009778         7     1340 SH      SHARED                  1340                  
D ROYAL BK SCOTLAND GROUP PLC    SP ADR L RP PF   78009778      1504   278075 SH      SHARED      02        277325               750
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF M    78009779         0      150 SH      SHARED      02                             150
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR F       78009780         6     1000 SH      SHARED      02                            1000
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR SER H   78009787         2      350 SH      SHARED      02                             350
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       881    20205 SH      SHARED                 20205                  
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        10      237 SH      SHARED      01                             237
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       132     3030 SH      SHARED      02          2200               830
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910         8      199 SH      SHARED      20           199                  
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       113     2611 SH      SHARED      21          1347              1264
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910        60     1379 SH      SHARED      23          1379                  
D ROYAL DUTCH SHELL PLC          SPON ADR B       78025910       153     3510 SH      SHR/OTHR    23                            3510
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1153    26032 SH      SHARED                 26032                  
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      4973   112276 SH      SHARED      01         35157             77119
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1834    41420 SH      SHR/OTHR    01                           41420
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      4163    93992 SH      SHARED      02         61933             32059
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       500    11290 SH      SHARED      10         11290                  
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1930    43589 SH      SHARED      20         16159             27430
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      1569    35440 SH      SHR/OTHR    20                           35440
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920        14      325 SH      SHARED      21            60               265
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       354     8000 SH      SHR/OTHR    21                            8000
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920        31      700 SH      SHARED      22           700                  
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920       128     2900 SH      SHR/OTHR    22                            2900
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      3776    85255 SH      SHARED      23         70255             15000
D ROYAL DUTCH SHELL PLC          SPONS ADR A      78025920      6350   143349 SH      SHR/OTHR    23                          143349
D ROYAL GOLD INC                 COM              78028710      5933   126888 SH      SHARED                126888                  
D ROYAL GOLD INC                 COM              78028710       494    10575 SH      SHARED      01         10575                  
D ROYAL GOLD INC                 COM              78028710       350     7497 SH      SHARED      02          6997               500
D ROYAL GOLD INC                 COM              78028710       233     5000 SH      SHARED      04          5000                  
D ROYAL GOLD INC                 COM              78028710      1014    21700 SH      SHARED      10         21700                  
D ROYALE ENERGY INC              COM NEW          78074G20         0      152 SH      SHARED                   152                  
D ROYCE FOCUS TR                 COM              78080N10        36     8147 SH      SHARED      02                            8147
D ROYCE VALUE TR INC             COM              78091010        15     2166 SH      SHARED      02           774              1392
D RUBICON MINERALS CORP          COM              78091110       205   132600 SH      SHARED                132600                  
D ROYCE MICRO-CAP TR INC         COM              78091510        57    11418 SH      SHARED      02                           11418
D RUBICON TECHNOLOGY INC         COM              78112T10        20     3931 SH      SHARED                  3931                  
D RUBICON TECHNOLOGY INC         COM              78112T10         1      308 SH      SHARED      02           308                  
D RUBIOS RESTAURANTS INC         COM              78116B10         0      186 SH      SHARED                   186                  
D RUBY TUESDAY INC               COM              78118210         0      100 SH      SHARED      01           100                  
D RUBY TUESDAY INC               COM              78118210         4     1437 SH      SHARED      02          1437                  
D RUBY TUESDAY INC               COM              78118210        11     3800 SH      SHARED      10          3800                  
D RUDDICK CORP                   COM              78125810        55     2456 SH      SHARED                  2456                  
D RUDDICK CORP                   COM              78125810       294    13100 SH      SHARED      01                           13100
D RUDDICK CORP                   COM              78125810        45     2046 SH      SHARED      02          2046                  
D RUDDICK CORP                   COM              78125810     14611   650850 SH      SHARED      10        650850                  
D RUDOLPH TECHNOLOGIES INC       COM              78127010        60    19882 SH      SHARED                 19882                  
D RUDOLPH TECHNOLOGIES INC       COM              78127010        19     6333 SH      SHARED      02          6033               300
D RURAL / METRO CORP             COM              78174810         0      602 SH      SHARED                   602                  
D RURBAN FINL CORP               COM              78176P10         1      131 SH      SHARED                   131                  
D RUSH ENTERPRISES INC           CL A             78184620       105    11800 SH      SHARED                 11800                  
D RUSH ENTERPRISES INC           CL A             78184620        14     1574 SH      SHARED      02          1574                  
D RUSH ENTERPRISES INC           CL A             78184620        44     4950 SH      SHARED      10          4950                  
D RUSH ENTERPRISES INC           CL B             78184630         0       16 SH      SHARED                    16                  
D RUSS BERRIE & CO               COM              78223310         4     3300 SH      SHARED                  3300                  
D RUSS BERRIE & CO               COM              78223310         1      969 SH      SHARED      02           594               375
D RUTHS HOSPITALITY GROUP INC    COM              78333210         4     3469 SH      SHARED      02          3469                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310       311    13481 SH      SHARED                 13481                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310         7      318 SH      SHARED      02           318                  
D RYANAIR HLDGS PLC              SPONSORED ADR    78351310      1155    50000 SH      SHARED      10         50000                  
D RYDER SYS INC                  COM              78354910      2896   102307 SH      SHARED                 91867             10440
D RYDER SYS INC                  COM              78354910       268     9500 SH      SHARED      01          9500                  
D RYDER SYS INC                  COM              78354910       494    17455 SH      SHARED      02         17205               250
D RYDER SYS INC                  COM              78354910        59     2100 SH      SHARED      06          1100              1000
D RYDER SYS INC                  COM              78354910     43184  1525402 SH      SHARED      10       1486402             39000
D RYDEX ETF TRUST                S&P 500 EQ TRD   78355W10      1985    80160 SH      SHARED      02         80000               160
D RYDEX ETF TRUST                S&P 500 EQ TRD   78355W10        99     4000 SH      SHARED      21          4000                  
D RYDEX ETF TRUST                TOP 50 ETF       78355W20        49      800 SH      SHARED      02                             800
D RYDEX ETF TRUST                INV S&P500 2X    78355W76        25      200 SH      SHARED      02                             200
D RYDEX ETF TRUST                UTILITIES ETF    78355W79        18      500 SH      SHARED      02                             500
D RYDEX ETF TRUST                MATERIALS ETF    78355W82        12      420 SH      SHARED      02                             420
D RYLAND GROUP INC               COM              78376410     13161   790011 SH      SHARED                790011                  
D RYLAND GROUP INC               COM              78376410       241    14500 SH      SHARED      01          1200             13300
D RYLAND GROUP INC               COM              78376410       941    56530 SH      SHARED      02         52614              3916
D RYLAND GROUP INC               COM              78376410      1732   104000 SH      SHARED      10        104000                  
D S&P 500 COVERED CALL FD INC    COM              78381P10        70     6775 SH      SHARED      02                            6775
D S&P 500 COVERED CALL FD INC    COM              78381P10       443    42745 SH      SHR/OTHR    23                           42745
D S & T BANCORP INC              COM              78385910       134     6340 SH      SHARED                  6340                  
D S & T BANCORP INC              COM              78385910        16      800 SH      SHARED      01           800                  
D S & T BANCORP INC              COM              78385910        25     1200 SH      SHARED      02          1200                  
D S & T BANCORP INC              COM              78385910       816    38500 SH      SHARED      10         38500                  
D SBA COMMUNICATIONS CORP        NOTE  0.375%12/0 78388JAJ       187   200000 PRN     SHARED                200000                  
D SBA COMMUNICATIONS CORP        NOTE  0.375%12/0 78388JAJ        18    20000 PRN     SHARED      02                           20000
D SBA COMMUNICATIONS CORP        COM              78388J10     23146   993433 SH      SHARED                993433                  
D SBA COMMUNICATIONS CORP        COM              78388J10       473    20325 SH      SHARED      01         20325                  
D SBA COMMUNICATIONS CORP        COM              78388J10       223     9588 SH      SHARED      02          9588                  
D SBA COMMUNICATIONS CORP        COM              78388J10        53     2293 SH      SHARED      21           948              1345
D SAIC INC                       COM              78390X10      3801   203641 SH      SHARED                168811             34830
D SAIC INC                       COM              78390X10      2509   134400 SH      SHARED      01         67900             66500
D SAIC INC                       COM              78390X10       345    18531 SH      SHARED      02         18531                  
D SAIC INC                       COM              78390X10       560    30000 SH      SHARED      04         30000                  
D SAIC INC                       COM              78390X10        39     2100 SH      SHARED      06                            2100
D SAIC INC                       COM              78390X10     10294   551400 SH      SHARED      10        512500             38900
D SAIC INC                       COM              78390X10         6      341 SH      SHARED      21                             341
D SCBT FINANCIAL CORP            COM              78401V10        26     1249 SH      SHARED                  1249                  
D SCBT FINANCIAL CORP            COM              78401V10         6      296 SH      SHARED      02           296                  
D SCM MICROSYSTEMS INC           COM              78401810         1      401 SH      SHARED                   401                  
D SCOLR PHARMA INC               COM              78402X10         0      994 SH      SHARED                   994                  
D SEI INVESTMENTS CO             COM              78411710      1325   108586 SH      SHARED                108586                  
D SEI INVESTMENTS CO             COM              78411710       890    72955 SH      SHARED      01         26265             46690
D SEI INVESTMENTS CO             COM              78411710       569    46650 SH      SHR/OTHR    01                           46650
D SEI INVESTMENTS CO             COM              78411710       272    22288 SH      SHARED      02         22088               200
D SEI INVESTMENTS CO             COM              78411710        10      900 SH      SHARED      06                             900
D SEI INVESTMENTS CO             COM              78411710         2      180 SH      SHARED      10           180                  
D SEI INVESTMENTS CO             COM              78411710         2      210 SH      SHR/OTHR    21                             210
D SESI L L C                     NOTE  1.500%12/1 78412FAH      1401  1954000 PRN     SHARED      02       1954000                  
D SESI L L C                     NOTE  1.500%12/1 78412FAH      4309  6010000 PRN     SHARED      10       6010000                  
D SFBC INTL INC                  NOTE  2.250% 8/1 784121AB       983  1000000 PRN     SHARED               1000000                  
D SI FINL GROUP INC              COM              78425W10       224    59837 SH      SHARED                 59837                  
D SJW CORP                       COM              78430510       122     4816 SH      SHARED                  4816                  
D SJW CORP                       COM              78430510        71     2800 SH      SHARED      01          2800                  
D SJW CORP                       COM              78430510         7      308 SH      SHARED      02           308                  
D SJW CORP                       COM              78430510       142     5600 SH      SHARED      10          5600                  
D SJW CORP                       COM              78430510        76     3000 SH      SHARED      23                            3000
D SK TELECOM LTD                 SPONSORED ADR    78440P10       358    23217 SH      SHARED                 23217                  
D SK TELECOM LTD                 SPONSORED ADR    78440P10         3      200 SH      SHARED      02                             200
D SK TELECOM LTD                 SPONSORED ADR    78440P10        61     3997 SH      SHARED      21                            3997
D SK TELECOM LTD                 SPONSORED ADR    78440P10        13      870 SH      SHR/OTHR    23                             870
D SL GREEN RLTY CORP             COM              78440X10       905    83850 SH      SHARED                 83850                  
D SL GREEN RLTY CORP             COM              78440X10        28     2682 SH      SHARED                  2682                  
D SL GREEN RLTY CORP             COM              78440X10       279    25900 SH      SHARED      01          4200             21700
D SL GREEN RLTY CORP             COM              78440X10        74     6935 SH      SHARED      02          6935                  
D SL GREEN RLTY CORP             COM              78440X10      4308   398950 SH      SHARED      10        398950                  
D SL GREEN RLTY CORP             COM              78440X10     33057  3060902 SH      SHARED      11       1501750           1559152
D S L INDS INC                   COM              78441310         0      108 SH      SHARED                   108                  
D SLM CORP                       COM              78442P10        66    13525 SH      SHARED                 13525                  
D SLM CORP                       COM              78442P10      8146  1645737 SH      SHARED               1645737                  
D SLM CORP                       COM              78442P10       550   111281 SH      SHARED      01        111281                  
D SLM CORP                       COM              78442P10       484    97787 SH      SHARED      02         97787                  
D SLM CORP                       COM              78442P10         1      220 SH      SHARED      05           220                  
D SLM CORP                       COM              78442P10       168    33990 SH      SHARED      06         18800             15190
D SLM CORP                       COM              78442P10      1118   225917 SH      SHARED      10        225917                  
D SLM CORP                       COM              78442P10        31     6450 SH      SHR/OTHR    23                            6450
D SMF ENERGY CORPORATION         COM              78453M10         0      339 SH      SHARED                   339                  
D SORL AUTO PTS INC              COM              78461U10         3     1940 SH      SHARED                  1940                  
D SORL AUTO PTS INC              COM              78461U10         0      100 SH      SHARED      02           100                  
D SPDR TR                        UNIT SER 1       78462F10       588     7400 SH      SHARED                  7400                  
D SPDR TR                        UNIT SER 1       78462F10     84777  1066114 SH      SHARED               1066114                  
D SPDR TR                        UNIT SER 1       78462F10     11602   145902 SH      SHARED      01         36222            109680
D SPDR TR                        UNIT SER 1       78462F10       206     2601 SH      SHR/OTHR    01                            2601
D SPDR TR                        UNIT SER 1       78462F10     10874   136758 SH      SHARED      02         43946             92812
D SPDR TR                        UNIT SER 1       78462F10      4194    52745 SH      SHARED      04         14004             38741
D SPDR TR                        UNIT SER 1       78462F10      1268    15950 SH      SHARED      10         15950                  
D SPDR TR                        UNIT SER 1       78462F10     19933   250670 SH      SHARED      15                          250670
D SPDR TR                        UNIT SER 1       78462F10     60364   759109 SH      SHARED      19                          759109
D SPDR TR                        UNIT SER 1       78462F10      1445    18175 SH      SHARED      20         18175                  
D SPDR TR                        UNIT SER 1       78462F10       141     1775 SH      SHARED      21          1775                  
D SPDR TR                        UNIT SER 1       78462F10       123     1550 SH      SHR/OTHR    21                            1550
D SPDR TR                        UNIT SER 1       78462F10        28      356 SH      SHARED      22                             356
D SPDR TR                        UNIT SER 1       78462F10     10977   138046 SH      SHARED      23        137166               880
D SPDR TR                        UNIT SER 1       78462F10      5645    70997 SH      SHR/OTHR    23                           70997
D SPSS INC                       NOTE  2.500% 3/1 78462KAB      8217  9000000 PRN     SHARED               9000000                  
D SPSS INC                       NOTE  2.500% 3/1 78462KAB       228   250000 PRN     SHARED      02        250000                  
D SPSS INC                       COM              78462K10       215     7584 SH      SHARED                  7584                  
D SPSS INC                       COM              78462K10       558    19660 SH      SHARED      01         17860              1800
D SPSS INC                       COM              78462K10       833    29305 SH      SHR/OTHR    01                           29305
D SPSS INC                       COM              78462K10        55     1946 SH      SHARED      02          1946                  
D SPSS INC                       COM              78462K10       171     6032 SH      SHARED      10          6032                  
D S1 CORPORATION                 COM              78463B10       416    80823 SH      SHARED                 80823                  
D S1 CORPORATION                 COM              78463B10        36     7100 SH      SHARED      01          7100                  
D S1 CORPORATION                 COM              78463B10        30     5918 SH      SHARED      02          5918                  
D S1 CORPORATION                 COM              78463B10       532   103400 SH      SHARED      10        103400                  
D SPDR GOLD TRUST                GOLD SHS         78463V10     15021   166392 SH      SHARED                166392                  
D SPDR GOLD TRUST                GOLD SHS         78463V10      5343    59183 SH      SHARED      01         43516             15667
D SPDR GOLD TRUST                GOLD SHS         78463V10       982    10885 SH      SHR/OTHR    01                           10885
D SPDR GOLD TRUST                GOLD SHS         78463V10     15436   170987 SH      SHARED      02         80000             90987
D SPDR GOLD TRUST                GOLD SHS         78463V10     18447   204340 SH      SHARED      04        204340                  
D SPDR GOLD TRUST                GOLD SHS         78463V10     34242   379288 SH      SHARED      10        234991            144297
D SPDR GOLD TRUST                GOLD SHS         78463V10     16790   185987 SH      SHARED      19                          185987
D SPDR GOLD TRUST                GOLD SHS         78463V10       241     2680 SH      SHARED      20          2680                  
D SPDR GOLD TRUST                GOLD SHS         78463V10       246     2730 SH      SHARED      21           500              2230
D SPDR GOLD TRUST                GOLD SHS         78463V10       108     1200 SH      SHARED      22                            1200
D SPDR GOLD TRUST                GOLD SHS         78463V10      1029    11400 SH      SHARED      23          6200              5200
D SPDR GOLD TRUST                GOLD SHS         78463V10       928    10280 SH      SHR/OTHR    23                           10280
D SPDR INDEX SHS FDS             EMERG MKTS ETF   78463X50       156     4250 SH      SHARED      02                            4250
D SPDR INDEX SHS FDS             LATIN AMER ETF   78463X70        12      300 SH      SHARED      02                             300
D SPDR INDEX SHS FDS             DJ WILS RE ETF   78463X74        75     4000 SH      SHR/OTHR    01                            4000
D SPDR INDEX SHS FDS             DJ WILS RE ETF   78463X74         6      330 SH      SHARED      23           330                  
D SPDR INDEX SHS FDS             DJ WILS RE ETF   78463X74        26     1400 SH      SHR/OTHR    23                            1400
D SPDR INDEX SHS FDS             MIDEAST AFRICA   78463X80         4      100 SH      SHARED      02                             100
D SPDR INDEX SHS FDS             DJWS INTL REAL   78463X86         1       70 SH      SHARED      01            70                  
D SPX CORP                       COM              78463510      2012    42807 SH      SHARED                 42807                  
D SPX CORP                       COM              78463510      3982    84722 SH      SHARED      01         11254             73468
D SPX CORP                       COM              78463510       487    10366 SH      SHR/OTHR    01                           10366
D SPX CORP                       COM              78463510       282     6017 SH      SHARED      02          5717               300
D SPX CORP                       COM              78463510        50     1070 SH      SHARED      06           400               670
D SPX CORP                       COM              78463510        11      253 SH      SHARED      21           253                  
D SPDR SERIES TRUST              DJWS SCAP GR     78464A20        10      200 SH      SHARED      02                             200
D SPDR SERIES TRUST              DJWS SMCAP VL    78464A30         8      250 SH      SHARED      02                             250
D SPDR SERIES TRUST              DJWS LGCAP GRW   78464A40        11      345 SH      SHARED      02                             345
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41      3682   125100 SH      SHARED                125100                  
D SPDR SERIES TRUST              BRCLYS YLD ETF   78464A41        36     1241 SH      SHARED      02                            1241
D SPDR SERIES TRUST              DJWS LGCAP VAL   78464A50        12      300 SH      SHARED      02                             300
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51        48      944 SH      SHARED                   944                  
D SPDR SERIES TRUST              BRCLYS INTL ETF  78464A51        54     1070 SH      SHARED      02                            1070
D SPDR SERIES TRUST              DJ WLSH REIT ETF 78464A60        44     1694 SH      SHARED      02                            1694
D SPDR SERIES TRUST              DJ WLSH REIT ETF 78464A60        13      500 SH      SHR/OTHR    23                             500
D SPDR SERIES TRUST              BARCL CAP TIPS   78464A65       218     4400 SH      SHARED      02                            4400
D SPDR SERIES TRUST              KBW REGN BK ETF  78464A69        28     1500 SH      SHARED                  1500                  
D SPDR SERIES TRUST              KBW REGN BK ETF  78464A69       533    27744 SH      SHARED      02         11394             16350
D SPDR SERIES TRUST              S&P RETAIL ETF   78464A71     68730  3000000 SH      SHARED               3000000                  
D SPDR SERIES TRUST              S&P RETAIL ETF   78464A71      1479    64559 SH      SHARED      02         46554             18005
D SPDR SERIES TRUST              S&P OILGAS EXP   78464A73        74     2800 SH      SHARED      02          2800                  
D SPDR SERIES TRUST              OILGAS EQUIP     78464A74       572    34302 SH      SHARED      02                           34302
D SPDR SERIES TRUST              OILGAS EQUIP     78464A74        86     5205 SH      SHARED      23                            5205
D SPDR SERIES TRUST              S&P METALS MNG   78464A75       150     6000 SH      SHARED                  6000                  
D SPDR SERIES TRUST              S&P METALS MNG   78464A75      1225    48806 SH      SHARED      02         32400             16406
D SPDR SERIES TRUST              S&P DIVID ETF    78464A76       242     7200 SH      SHARED                  7200                  
D SPDR SERIES TRUST              SPDR KBW CAP ETF 78464A77      2084    81000 SH      SHARED      02         81000                  
D SPDR SERIES TRUST              SPDR KBW INS ETF 78464A78        15      800 SH      SHARED                   800                  
D SPDR SERIES TRUST              SPDR KBW BK ETF  78464A79       505    36500 SH      SHARED                 36500                  
D SPDR SERIES TRUST              SPDR KBW BK ETF  78464A79       164    11900 SH      SHARED      15                           11900
D SPDR SERIES TRUST              SPDR KBW BK ETF  78464A79        90     6500 SH      SHARED      19                            6500
D SPDR SERIES TRUST              DJWS SMALL CAP   78464A81         4      150 SH      SHARED      02                             150
D SPDR SERIES TRUST              S&P SEMICNDCTR   78464A86        20      760 SH      SHARED      02                             760
D SPDR SERIES TRUST              S&P BIOTECH      78464A87       625    13025 SH      SHARED      02                           13025
D SPDR SERIES TRUST              S&P BIOTECH      78464A87      4371    91080 SH      SHARED      10         91080                  
D SPDR SERIES TRUST              S&P HOMEBUILD    78464A88     10454   984413 SH      SHARED                984413                  
D SPDR SERIES TRUST              S&P HOMEBUILD    78464A88      8485   799000 SH      SHARED      02        798300               700
D SRS LABS INC                   COM              78464M10         1      358 SH      SHARED                   358                  
D SRS LABS INC                   COM              78464M10         2      569 SH      SHARED      02           569                  
D SRA INTL INC                   CL A             78464R10      3997   271970 SH      SHARED                271970                  
D SRA INTL INC                   CL A             78464R10       288    19650 SH      SHARED      01          6450             13200
D SRA INTL INC                   CL A             78464R10        87     5985 SH      SHARED      02          5985                  
D SRA INTL INC                   CL A             78464R10        46     3166 SH      SHARED      21                            3166
D SRI/SURGICAL EXPRESS INC       COM              78464W10         0      103 SH      SHARED                   103                  
D SP ACQUISITION HOLDINGS INC    COM              78470A10      3741   393390 SH      SHARED                393390                  
D SP ACQUISITION HOLDINGS INC    COM              78470A10      2827   297316 SH      SHARED      02        297316                  
D SP ACQUISITION HOLDINGS INC    *W EXP 10/10/201 78470A11         6   131800 SH      SHARED                131800                  
D STEC INC                       COM              78477410       213    29000 SH      SHARED                 29000                  
D STEC INC                       COM              78477410         5      803 SH      SHARED      02           803                  
D SVB FINL GROUP                 COM              78486Q10        89     4476 SH      SHARED                  4476                  
D SVB FINL GROUP                 COM              78486Q10       221    11050 SH      SHARED      01           850             10200
D SVB FINL GROUP                 COM              78486Q10        45     2280 SH      SHARED      02           780              1500
D SVB FINL GROUP                 COM              78486Q10       304    15200 SH      SHARED      10         15200                  
D SABA SOFTWARE INC              COM NEW          78493260         0      200 SH      SHARED                   200                  
D SPAR GROUP INC                 COM              78493310         0       92 SH      SHARED                    92                  
D SWS GROUP INC                  COM              78503N10       217    14025 SH      SHARED                 14025                  
D SWS GROUP INC                  COM              78503N10       260    16784 SH      SHARED      02         16784                  
D SWS GROUP INC                  COM              78503N10       344    22200 SH      SHARED      10         22200                  
D SWS GROUP INC                  COM              78503N10      1397    90000 SH      SHR/OTHR    20                           90000
D SXC HEALTH SOLUTIONS CORP      COM              78505P10       101     4700 SH      SHARED                  4700                  
D S Y BANCORP INC                COM              78506010         7      315 SH      SHARED      02           315                  
D S Y BANCORP INC                COM              78506010        65     2700 SH      SHARED      10          2700                  
D SABINE ROYALTY TR              UNIT BEN INT     78568810       112     3199 SH      SHARED                  3199                  
D SABINE ROYALTY TR              UNIT BEN INT     78568810        67     1900 SH      SHARED      01                            1900
D SABINE ROYALTY TR              UNIT BEN INT     78568810        10      300 SH      SHR/OTHR    23                             300
D SADIA S A                      SPON ADR PFD     78632610       109    26464 SH      SHARED                 26464                  
D SAFEGUARD SCIENTIFICS INC      COM              78644910         6    12314 SH      SHARED                 12314                  
D SAFEGUARD SCIENTIFICS INC      COM              78644910         8    15914 SH      SHARED      02         15914                  
D SAFEGUARD SCIENTIFICS INC      COM              78644910        13    23900 SH      SHARED      10         23900                  
D SAFETY INS GROUP INC           COM              78648T10        32     1052 SH      SHARED                  1052                  
D SAFETY INS GROUP INC           COM              78648T10       150     4858 SH      SHARED      02          4543               315
D SAFETY INS GROUP INC           COM              78648T10     12646   406900 SH      SHARED      10        406900                  
D SAFEWAY INC                    COM NEW          78651420      8113   401851 SH      SHARED                401851                  
D SAFEWAY INC                    COM NEW          78651420      2782   137808 SH      SHARED      01        137808                  
D SAFEWAY INC                    COM NEW          78651420      1602    79365 SH      SHARED      02         73086              6279
D SAFEWAY INC                    COM NEW          78651420        30     1500 SH      SHARED      04          1500                  
D SAFEWAY INC                    COM NEW          78651420         5      280 SH      SHARED      05           280                  
D SAFEWAY INC                    COM NEW          78651420       926    45890 SH      SHARED      06         31550             14340
D SAFEWAY INC                    COM NEW          78651420     15652   775274 SH      SHARED      10        757274             18000
D SAGA COMMUNICATIONS INC        CL A NEW         78659830         3      952 SH      SHARED                   952                  
D SAGA COMMUNICATIONS INC        CL A NEW         78659830         0        1 SH      SHARED      02             1                  
D SAIA INC                       COM              78709Y10       321    26900 SH      SHARED                 26900                  
D SAIA INC                       COM              78709Y10        38     3215 SH      SHARED      02           415              2800
D ST JOE CO                      COM              79014810       669    39967 SH      SHARED                 39967                  
D ST JOE CO                      COM              79014810        41     2500 SH      SHARED      01                            2500
D ST JOE CO                      COM              79014810       172    10307 SH      SHARED      02          9682               625
D ST JOE CO                      COM              79014810      1032    61700 SH      SHARED      10         61700                  
D ST JUDE MED INC                COM              79084910       827    22786 SH      SHARED                 19400              3386
D ST JUDE MED INC                COM              79084910      4455   122652 SH      SHARED                 95501             27151
D ST JUDE MED INC                COM              79084910     12109   333323 SH      SHARED      01        202237            131086
D ST JUDE MED INC                COM              79084910      3083    84869 SH      SHR/OTHR    01                           84869
D ST JUDE MED INC                COM              79084910      1440    39642 SH      SHARED      02         34783              4859
D ST JUDE MED INC                COM              79084910       419    11550 SH      SHARED      04         11550                  
D ST JUDE MED INC                COM              79084910         7      210 SH      SHARED      05           210                  
D ST JUDE MED INC                COM              79084910       888    24455 SH      SHARED      06         13015             11440
D ST JUDE MED INC                COM              79084910     44197  1216550 SH      SHARED      10       1212036              4514
D ST JUDE MED INC                COM              79084910      1084    29840 SH      SHARED      19                           29840
D ST JUDE MED INC                COM              79084910      2738    75382 SH      SHARED      20         51622      145    23615
D ST JUDE MED INC                COM              79084910       194     5360 SH      SHR/OTHR    20                            5360
D ST JUDE MED INC                COM              79084910       243     6699 SH      SHARED      21          2749              3950
D ST JUDE MED INC                COM              79084910        29      800 SH      SHR/OTHR    21                             800
D ST JUDE MED INC                COM              79084910       688    18955 SH      SHARED      22         15605              3350
D ST JUDE MED INC                COM              79084910       216     5955 SH      SHR/OTHR    22                            5955
D ST JUDE MED INC                COM              79084910      1925    53013 SH      SHARED      23         47638              5375
D ST JUDE MED INC                COM              79084910      2448    67405 SH      SHR/OTHR    23                           67405
D ST MARY LD & EXPL CO           NOTE  3.500% 4/0 792228AD         4     6000 PRN     SHARED      02                            6000
D ST MARY LD & EXPL CO           COM              79222810        30     2320 SH      SHARED                  2320                  
D ST MARY LD & EXPL CO           COM              79222810        89     6744 SH      SHARED      02          6744                  
D ST MARY LD & EXPL CO           COM              79222810     11912   900450 SH      SHARED      10        900450                  
D SAKS INC                       NOTE  2.000% 3/1 79377WAL       183   500000 PRN     SHARED                500000                  
D SAKS INC                       COM              79377W10      3716  1987250 SH      SHARED               1987250                  
D SAKS INC                       COM              79377W10        85    45900 SH      SHARED      01                           45900
D SAKS INC                       COM              79377W10        52    28237 SH      SHARED      02         28237                  
D SALARY COM INC                 COM              79400610         0      219 SH      SHARED                   219                  
D SALEM COMMUNICATIONS CORP DE   CL A             79409310         0      286 SH      SHARED                   286                  
D SALESFORCE COM INC             COM              79466L30      1406    42958 SH      SHARED                 42958                  
D SALESFORCE COM INC             COM              79466L30       870    26583 SH      SHARED      01         25008              1575
D SALESFORCE COM INC             COM              79466L30       558    17055 SH      SHARED      02         15131              1924
D SALESFORCE COM INC             COM              79466L30      1652    50500 SH      SHARED      04         50500                  
D SALESFORCE COM INC             COM              79466L30       207     6350 SH      SHARED      06          3750              2600
D SALESFORCE COM INC             COM              79466L30      8016   244920 SH      SHARED      10        244920                  
D SALIX PHARMACEUTICALS INC      COM              79543510       288    30400 SH      SHARED                 30400                  
D SALIX PHARMACEUTICALS INC      COM              79543510        43     4600 SH      SHARED      01                            4600
D SALIX PHARMACEUTICALS INC      COM              79543510        35     3759 SH      SHARED      02          2059              1700
D SALIX PHARMACEUTICALS INC      COM              79543510       143    15100 SH      SHARED      10         15100                  
D SALLY BEAUTY HLDGS INC         COM              79546E10        11     1974 SH      SHARED      01          1974                  
D SALLY BEAUTY HLDGS INC         COM              79546E10        22     3894 SH      SHARED      02          3894                  
D SALLY BEAUTY HLDGS INC         COM              79546E10       364    64200 SH      SHARED      23                           64200
D SAN JUAN BASIN RTY TR          UNIT BEN INT     79824110        51     3607 SH      SHARED                  3607                  
D SANDERS MORRIS HARRIS GROUP    COM              80000Q10         2      600 SH      SHARED      02           600                  
D SANDERSON FARMS INC            COM              80001310        77     2064 SH      SHARED                  2064                  
D SANDERSON FARMS INC            COM              80001310        63     1679 SH      SHARED      02          1554               125
D SANDERSON FARMS INC            COM              80001310       450    12000 SH      SHARED      06                           12000
D SANDERSON FARMS INC            COM              80001310      4990   132900 SH      SHARED      10        132900                  
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC      2212  3688000 PRN     SHARED      02       3680000              8000
D SANDISK CORP                   NOTE  1.000% 5/1 80004CAC      4200  7000000 PRN     SHARED      04       7000000                  
D SANDISK CORP                   COM              80004C10       131    10425 SH      SHARED                 10425                  
D SANDISK CORP                   COM              80004C10      6634   524481 SH      SHARED                524481                  
D SANDISK CORP                   COM              80004C10       825    65225 SH      SHARED      01         65225                  
D SANDISK CORP                   COM              80004C10        50     4018 SH      SHARED      02          4018                  
D SANDISK CORP                   COM              80004C10       200    15860 SH      SHARED      06          9900              5960
D SANDISK CORP                   COM              80004C10      3284   259619 SH      SHARED      10        259619                  
D SANDRIDGE ENERGY INC           COM              80007P30       234    35641 SH      SHARED                 35641                  
D SANDRIDGE ENERGY INC           COM              80007P30       223    33900 SH      SHARED      01         33900                  
D SANDRIDGE ENERGY INC           COM              80007P30        67    10234 SH      SHARED      02           734              9500
D SANDY SPRING BANCORP INC       COM              80036310         7      679 SH      SHARED      02           529               150
D SANDY SPRING BANCORP INC       COM              80036310        55     5000 SH      SHARED      10          5000                  
D SANGAMO BIOSCIENCES INC        COM              80067710        18     4310 SH      SHARED      02          4310                  
D SANMINA SCI CORP               COM              80090710       116   380457 SH      SHARED                380457                  
D SANMINA SCI CORP               COM              80090710         3    13070 SH      SHARED      02         12495               575
D SANMINA SCI CORP               COM              80090710        34   113400 SH      SHARED      10        113400                  
D SANOFI AVENTIS                 SPONSORED ADR    80105N10      1476    52848 SH      SHARED                 52848                  
D SANOFI AVENTIS                 SPONSORED ADR    80105N10       114     4104 SH      SHARED      02          3500               604
D SANOFI AVENTIS                 SPONSORED ADR    80105N10         4      169 SH      SHARED      20           169                  
D SANOFI AVENTIS                 SPONSORED ADR    80105N10        56     2038 SH      SHARED      21                            2038
D SANTA MONICA MEDIA CORP        COM              80250110       588    73964 SH      SHARED                 73964                  
D SANTA MONICA MEDIA CORP        COM              80250110       304    38300 SH      SHARED      02         38300                  
D SANTA MONICA MEDIA CORP        *W EXP 03/27/201 80250111         0    35457 SH      SHARED                 35457                  
D SANTA MONICA MEDIA CORP        *W EXP 03/27/201 80250111         0   228250 SH      SHARED      02        228250                  
D SANTANDER BANCORP              COM              80280910        98    12515 SH      SHARED                 12515                  
D SANTANDER BANCORP              COM              80280910        26     3400 SH      SHARED      01          3400                  
D SANTANDER BANCORP              COM              80280910         3      416 SH      SHARED      02           416                  
D SANTANDER BANCORP              COM              80280910       331    42100 SH      SHARED      10         42100                  
D SANTARUS INC                   COM              80281730         4     2508 SH      SHARED      02          2508                  
D SANTOS LIMITED                 SPONSORED ADR    80302160        14      300 SH      SHARED      02           300                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420         0       23 SH      SHARED                    23                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420         5      150 SH      SHARED      01                             150
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420      1252    35500 SH      SHARED      02         35500                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420       846    24000 SH      SHARED      04         24000                  
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    80305420        67     1909 SH      SHARED      21          1909                  
D SAPPHIRE INDUSTRIALS CORP      COM              80306T10      7176   753006 SH      SHARED                753006                  
D SAPPHIRE INDUSTRIALS CORP      COM              80306T10       152    16000 SH      SHR/OTHR    01                           16000
D SAPPHIRE INDUSTRIALS CORP      COM              80306T10      2947   309321 SH      SHARED      02        309321                  
D SAPPHIRE INDUSTRIALS CORP      *W EXP 01/17/201 80306T11        24   204683 SH      SHARED                204683                  
D SAPPHIRE INDUSTRIALS CORP      *W EXP 01/17/201 80306T11         9    77100 SH      SHARED      02         77100                  
D SAPIENT CORP                   COM              80306210       243    54568 SH      SHARED                 54568                  
D SAPIENT CORP                   COM              80306210       291    65295 SH      SHARED      02         65295                  
D SAPIENT CORP                   COM              80306210       268    60000 SH      SHARED      04         60000                  
D SAPIENT CORP                   COM              80306210       158    35500 SH      SHARED      10         35500                  
D SAPIENT CORP                   COM              80306210         6     1505 SH      SHARED      20          1505                  
D SAPPI LTD                      SPON ADR NEW     80306920        92    47236 SH      SHARED                 47236                  
D SARA LEE CORP                  COM              80311110     14271  1766215 SH      SHARED               1766215                  
D SARA LEE CORP                  COM              80311110      1525   188770 SH      SHARED      01        181695              7075
D SARA LEE CORP                  COM              80311110      1133   140318 SH      SHARED      02        132818              7500
D SARA LEE CORP                  COM              80311110        29     3700 SH      SHARED      04          3700                  
D SARA LEE CORP                  COM              80311110         3      420 SH      SHARED      05           420                  
D SARA LEE CORP                  COM              80311110      2404   297550 SH      SHARED      06        105300            192250
D SARA LEE CORP                  COM              80311110      2465   305127 SH      SHARED      10        297727              7400
D SARA LEE CORP                  COM              80311110       237    29430 SH      SHARED      20         14880             14550
D SARA LEE CORP                  COM              80311110        44     5500 SH      SHR/OTHR    20                            5500
D SARA LEE CORP                  COM              80311110       161    20000 SH      SHARED      21          7000             13000
D SARA LEE CORP                  COM              80311110       105    13000 SH      SHR/OTHR    21                           13000
D SARA LEE CORP                  COM              80311110        82    10200 SH      SHR/OTHR    23                           10200
D SASOL LTD                      SPONSORED ADR    80386630      1399    48358 SH      SHARED                 48358                  
D SASOL LTD                      SPONSORED ADR    80386630        37     1300 SH      SHARED      02                            1300
D SATCON TECHNOLOGY CORP         COM              80389310         1      851 SH      SHARED                   851                  
D SATCON TECHNOLOGY CORP         COM              80389310         0      500 SH      SHARED      02           500                  
D SATYAM COMPUTER SERVICES LTD   ADR              80409810       112    71681 SH      SHARED                 71681                  
D SATYAM COMPUTER SERVICES LTD   ADR              80409810         4     3000 SH      SHARED      19                            3000
D SAUER-DANFOSS INC              COM              80413710         0      123 SH      SHARED                   123                  
D SAUER-DANFOSS INC              COM              80413710        23     9695 SH      SHARED      02          9695                  
D SAUL CTRS INC                  COM              80439510        55     2425 SH      SHARED                  2425                  
D SAUL CTRS INC                  COM              80439510       211     9200 SH      SHARED                  9200                  
D SAUL CTRS INC                  COM              80439510        29     1300 SH      SHARED      01          1300                  
D SAUL CTRS INC                  COM              80439510         7      342 SH      SHARED      02           342                  
D SAUL CTRS INC                  COM              80439510      1053    45879 SH      SHARED      10         45879                  
D SAUL CTRS INC                  COM              80439510     10807   470500 SH      SHARED      11        212200            258300
D SAUL CTRS INC                  COM              80439510       269    11750 SH      SHR/OTHR    23                           11750
D SAVANNAH BANCORP INC           COM              80474810         1      150 SH      SHARED                   150                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        15     3209 SH      SHARED                  3209                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        19     3900 SH      SHARED      01          3900                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        30     6210 SH      SHARED      02          5010              1200
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10      2064   417050 SH      SHARED      04        417050                  
D SAVIENT PHARMACEUTICALS INC    COM              80517Q10        14     3000 SH      SHARED      06          3000                  
D SAVVIS INC                     COM NEW          80542330       284    45959 SH      SHARED                 45959                  
D SAVVIS INC                     COM NEW          80542330        29     4700 SH      SHARED      01          4700                  
D SAVVIS INC                     COM NEW          80542330         7     1183 SH      SHARED      02          1183                  
D SAVVIS INC                     COM NEW          80542330       590    95400 SH      SHARED      10         95400                  
D SCANA CORP NEW                 COM              80589M10      3773   122154 SH      SHARED                122154                  
D SCANA CORP NEW                 COM              80589M10       958    31029 SH      SHARED      01         28829              2200
D SCANA CORP NEW                 COM              80589M10        22      733 SH      SHR/OTHR    01                             733
D SCANA CORP NEW                 COM              80589M10       268     8701 SH      SHARED      02          4003              4698
D SCANA CORP NEW                 COM              80589M10        46     1500 SH      SHARED      04          1500                  
D SCANA CORP NEW                 COM              80589M10       210     6820 SH      SHARED      06          3400              3420
D SCANA CORP NEW                 COM              80589M10      1575    51000 SH      SHARED      10         51000                  
D SCANA CORP NEW                 COM              80589M10        20      659 SH      SHARED      21           659                  
D SCANA CORP NEW                 COM              80589M10        49     1600 SH      SHARED      23          1600                  
D SCANA CORP NEW                 COM              80589M10       227     7350 SH      SHR/OTHR    23                            7350
D SCANSOURCE INC                 COM              80603710       395    21293 SH      SHARED                 21293                  
D SCANSOURCE INC                 COM              80603710        15      820 SH      SHARED      02           749                71
D SCANSOURCE INC                 COM              80603710       239    12900 SH      SHARED      10         12900                  
D SCANSOURCE INC                 COM              80603710         6      373 SH      SHARED      21                             373
D SCHAWK INC                     CL A             80637310        16     2750 SH      SHARED      01          2750                  
D SCHAWK INC                     CL A             80637310         7     1297 SH      SHARED      02          1297                  
D SCHAWK INC                     CL A             80637310      1735   287285 SH      SHARED      10        287285                  
D SCHEIN HENRY INC               NOTE  3.000% 8/1 806407AB         1     1000 PRN     SHARED      02                            1000
D SCHEIN HENRY INC               COM              80640710      5995   149922 SH      SHARED                149922                  
D SCHEIN HENRY INC               COM              80640710      1835    45900 SH      SHARED      01         16500             29400
D SCHEIN HENRY INC               COM              80640710       429    10747 SH      SHARED      02         10444               303
D SCHEIN HENRY INC               COM              80640710        19      500 SH      SHARED      06                             500
D SCHEIN HENRY INC               COM              80640710       171     4300 SH      SHARED      10          4300                  
D SCHEIN HENRY INC               COM              80640710       133     3339 SH      SHARED      21          1589              1750
D SCHEIN HENRY INC               COM              80640710        39     1000 SH      SHARED      23                            1000
D SCHERING PLOUGH CORP           COM              80660510    162384  6895297 SH      SHARED               6894497               800
D SCHERING PLOUGH CORP           COM              80660510     10620   450985 SH      SHARED      01        449324              1661
D SCHERING PLOUGH CORP           COM              80660510     31463  1336010 SH      SHR/OTHR    01                         1336010
D SCHERING PLOUGH CORP           COM              80660510      8639   366858 SH      SHARED      02        341374             25484
D SCHERING PLOUGH CORP           COM              80660510      5705   242278 SH      SHARED      04        242278                  
D SCHERING PLOUGH CORP           COM              80660510        21      900 SH      SHARED      05           900                  
D SCHERING PLOUGH CORP           COM              80660510      3360   142700 SH      SHARED      06         89200             53500
D SCHERING PLOUGH CORP           COM              80660510     23020   977510 SH      SHARED      10        970310              7200
D SCHERING PLOUGH CORP           COM              80660510       135     5750 SH      SHARED      19                            5750
D SCHERING PLOUGH CORP           COM              80660510      4140   175800 SH      SHARED      20        168900              6900
D SCHERING PLOUGH CORP           COM              80660510        47     2000 SH      SHR/OTHR    20                            2000
D SCHERING PLOUGH CORP           COM              80660510     12597   534920 SH      SHARED      22        534920                  
D SCHERING PLOUGH CORP           COM              80660510        47     2000 SH      SHARED      23          2000                  
D SCHERING PLOUGH CORP           COM              80660510       228     9700 SH      SHR/OTHR    23                            9700
D SCHERING PLOUGH CORP           PFD CONV MAN07   80660570        21      104 SH      SHARED      02                             104
D SCHERING PLOUGH CORP           PFD CONV MAN07   80660570       757     3600 SH      SHARED      23                            3600
D SCHIFF NUTRITION INTL INC      COM              80669310         0      210 SH      SHARED      02           210                  
D SCHLUMBERGER LTD               DBCV  2.125% 6/0 806857AD       539   433000 PRN     SHARED      02        423000             10000
D SCHLUMBERGER LTD               DBCV  2.125% 6/0 806857AD     31125 25000000 PRN     SHARED      04      25000000                  
D SCHLUMBERGER LTD               COM              80685710      2831    69705 SH      SHARED                 69705                  
D SCHLUMBERGER LTD               COM              80685710     47502  1169435 SH      SHARED               1158225             11210
D SCHLUMBERGER LTD               COM              80685710     16646   409801 SH      SHARED      01        357546             52255
D SCHLUMBERGER LTD               COM              80685710      1663    40948 SH      SHR/OTHR    01                           40948
D SCHLUMBERGER LTD               COM              80685710     11950   294199 SH      SHARED      02        225425             68774
D SCHLUMBERGER LTD               COM              80685710         4      114 SH      SHARED      04                             114
D SCHLUMBERGER LTD               COM              80685710    162112  3990958 SH      SHARED      04       3990958                  
D SCHLUMBERGER LTD               COM              80685710      3312    81550 SH      SHARED      05         81550                  
D SCHLUMBERGER LTD               COM              80685710     26367   649130 SH      SHARED      06        283050            366080
D SCHLUMBERGER LTD               COM              80685710     48122  1184709 SH      SHARED      10       1130580             54129
D SCHLUMBERGER LTD               COM              80685710       247     6100 SH      SHARED      15                            6100
D SCHLUMBERGER LTD               COM              80685710       574    14145 SH      SHARED      19                           14145
D SCHLUMBERGER LTD               COM              80685710       810    19956 SH      SHARED      20         18088       40     1828
D SCHLUMBERGER LTD               COM              80685710       135     3325 SH      SHR/OTHR    20                            3325
D SCHLUMBERGER LTD               COM              80685710       366     9034 SH      SHARED      21          2510              6524
D SCHLUMBERGER LTD               COM              80685710       328     8090 SH      SHR/OTHR    21                            8090
D SCHLUMBERGER LTD               COM              80685710       285     7030 SH      SHARED      22          4565              2465
D SCHLUMBERGER LTD               COM              80685710        79     1945 SH      SHR/OTHR    22                            1945
D SCHLUMBERGER LTD               COM              80685710      3846    94705 SH      SHARED      23         90420              4285
D SCHLUMBERGER LTD               COM              80685710      5488   135127 SH      SHR/OTHR    23                          135127
D SCHNITZER STL INDS             CL A             80688210      2944    93809 SH      SHARED                 93809                  
D SCHNITZER STL INDS             CL A             80688210       115     3670 SH      SHARED      01          3670                  
D SCHNITZER STL INDS             CL A             80688210       189     6040 SH      SHR/OTHR    01                            6040
D SCHNITZER STL INDS             CL A             80688210       268     8566 SH      SHARED      02          5316              3250
D SCHNITZER STL INDS             CL A             80688210        20      650 SH      SHARED      06                             650
D SCHNITZER STL INDS             CL A             80688210       316    10072 SH      SHARED      10         10072                  
D SCHOLASTIC CORP                COM              80706610        76     5069 SH      SHARED                  5069                  
D SCHOLASTIC CORP                COM              80706610       117     7800 SH      SHARED      01                            7800
D SCHOLASTIC CORP                COM              80706610        10      675 SH      SHARED      02           675                  
D SCHOLASTIC CORP                COM              80706610       102     6800 SH      SHARED      10          6800                  
D SCHOOL SPECIALTY INC           COM              80786310       141     8046 SH      SHARED                  8046                  
D SCHOOL SPECIALTY INC           COM              80786310       333    18980 SH      SHARED      02         18911                69
D SCHOOL SPECIALTY INC           COM              80786310        82     4700 SH      SHARED      10          4700                  
D SCHULMAN A INC                 COM              80819410      1098    81063 SH      SHARED                 81063                  
D SCHULMAN A INC                 COM              80819410       379    28031 SH      SHARED      02         28031                  
D SCHULMAN A INC                 COM              80819410       386    28500 SH      SHARED      10         28500                  
D SCHWAB CHARLES CORP NEW        COM              80851310     14710   949062 SH      SHARED                949062                  
D SCHWAB CHARLES CORP NEW        COM              80851310      3882   250500 SH      SHARED      01        250500                  
D SCHWAB CHARLES CORP NEW        COM              80851310      1134    73195 SH      SHARED      02         72682               513
D SCHWAB CHARLES CORP NEW        COM              80851310        55     3600 SH      SHARED      04          3600                  
D SCHWAB CHARLES CORP NEW        COM              80851310         8      550 SH      SHARED      05           550                  
D SCHWAB CHARLES CORP NEW        COM              80851310      1148    74110 SH      SHARED      06         42300             31810
D SCHWAB CHARLES CORP NEW        COM              80851310     26025  1679059 SH      SHARED      10       1679059                  
D SCHWAB CHARLES CORP NEW        COM              80851310        68     4435 SH      SHARED      21          4435                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110         6      340 SH      SHARED                   340                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        10      576 SH      SHARED      01           576                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        30     1634 SH      SHARED      02          1634                  
D SCHWEITZER-MAUDUIT INTL INC    COM              80854110        38     2100 SH      SHARED      10          2100                  
D SCICLONE PHARMACEUTICALS INC   COM              80862K10         2     2000 SH      SHARED                  2000                  
D SCICLONE PHARMACEUTICALS INC   COM              80862K10         1      977 SH      SHARED                   977                  
D SCIENTIFIC GAMES CORP          CL A             80874P10       174    14450 SH      SHARED                 14450                  
D SCIENTIFIC GAMES CORP          CL A             80874P10      1934   159718 SH      SHARED                159718                  
D SCIENTIFIC GAMES CORP          CL A             80874P10       254    21000 SH      SHARED      01                           21000
D SCIENTIFIC GAMES CORP          CL A             80874P10      2360   194884 SH      SHARED      02        192834              2050
D SCIENTIFIC LEARNING CORP       COM              80876010         0      323 SH      SHARED                   323                  
D SCOTTS MIRACLE GRO CO          CL A             81018610       158     4570 SH      SHARED                  4570                  
D SCOTTS MIRACLE GRO CO          CL A             81018610       499    14400 SH      SHARED      01                           14400
D SCOTTS MIRACLE GRO CO          CL A             81018610        64     1848 SH      SHARED      02          1848                  
D SCOTTS MIRACLE GRO CO          CL A             81018610       242     7000 SH      SHARED      10          7000                  
D SCOTTS MIRACLE GRO CO          CL A             81018610        19      570 SH      SHARED      20           570                  
D SCOTTS MIRACLE GRO CO          CL A             81018610        67     1934 SH      SHARED      21                            1934
D SCRIPPS E W CO OHIO            CL A NEW         81105440         2     2206 SH      SHARED                  2206                  
D SCRIPPS E W CO OHIO            CL A NEW         81105440         0      224 SH      SHARED      02           224                  
D SCRIPPS E W CO OHIO            CL A NEW         81105440         1     1333 SH      SHARED      23                            1333
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       472    20976 SH      SHARED                 20976                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       436    19400 SH      SHARED      01         19400                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        34     1512 SH      SHARED      02          1512                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        36     1600 SH      SHARED      04          1600                  
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       126     5600 SH      SHARED      06          3400              2200
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       978    43466 SH      SHARED      10         40666              2800
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510       168     7488 SH      SHARED      21          6868               620
D SCRIPPS NETWORKS INTERACT IN   CL A COM         81106510        67     3000 SH      SHARED      23                            3000
D SEABOARD CORP                  COM              81154310       101      100 SH      SHARED                   100                  
D SEABOARD CORP                  COM              81154310         5        5 SH      SHARED      01             5                  
D SEABOARD CORP                  COM              81154310        10       10 SH      SHARED      02            10                  
D SEABOARD CORP                  COM              81154310       101      100 SH      SHARED      10           100                  
D SEABRIGHT INSURANCE HLDGS IN   COM              81165610       469    44900 SH      SHARED                 44900                  
D SEABRIGHT INSURANCE HLDGS IN   COM              81165610         7      754 SH      SHARED      02           754                  
D SEABRIGHT INSURANCE HLDGS IN   COM              81165610        87     8400 SH      SHARED      10          8400                  
D SEACHANGE INTL INC             COM              81169910        55     9649 SH      SHARED                  9649                  
D SEACHANGE INTL INC             COM              81169910        18     3204 SH      SHARED      02          3204                  
D SEACOAST BKG CORP FLA          COM              81170730        10     3508 SH      SHARED                  3508                  
D SEACOAST BKG CORP FLA          COM              81170730         1      382 SH      SHARED      02           382                  
D SEACOAST BKG CORP FLA          COM              81170730         6     2100 SH      SHARED      10          2100                  
D SEACOR HOLDINGS INC            DBCV  2.875%12/1 811904AJ       953  1000000 PRN     SHARED               1000000                  
D SEACOR HOLDINGS INC            DBCV  2.875%12/1 811904AJ      7886  8275000 PRN     SHARED      02       8275000                  
D SEACOR HOLDINGS INC            COM              81190410       194     3343 SH      SHARED                  3343                  
D SEACOR HOLDINGS INC            COM              81190410        52      900 SH      SHARED      01           900                  
D SEACOR HOLDINGS INC            COM              81190410        80     1374 SH      SHARED      02          1374                  
D SEACOR HOLDINGS INC            COM              81190410       408     7000 SH      SHARED      10          5900              1100
D SEABRIDGE GOLD INC             COM              81191610        61     2704 SH      SHARED                  2704                  
D SEABRIDGE GOLD INC             COM              81191610       463    20450 SH      SHARED      02                           20450
D SEALED AIR CORP NEW            COM              81211K10      1054    76414 SH      SHARED                 76414                  
D SEALED AIR CORP NEW            COM              81211K10       458    33253 SH      SHARED      01         33253                  
D SEALED AIR CORP NEW            COM              81211K10      1082    78477 SH      SHARED      02         72543              5934
D SEALED AIR CORP NEW            COM              81211K10        16     1200 SH      SHARED      04          1200                  
D SEALED AIR CORP NEW            COM              81211K10       107     7820 SH      SHARED      06          4300              3520
D SEALED AIR CORP NEW            COM              81211K10      1044    75656 SH      SHARED      10         71256              4400
D SEALED AIR CORP NEW            COM              81211K10        27     2000 SH      SHR/OTHR    23                            2000
D SEALY CORP                     COM              81213930        15    10674 SH      SHARED                 10674                  
D SEALY CORP                     COM              81213930         1     1155 SH      SHARED      02          1155                  
D SEALY CORP                     COM              81213930        23    15600 SH      SHARED      10         15600                  
D SEARS HLDGS CORP               COM              81235010      3436    75180 SH      SHARED                 75180                  
D SEARS HLDGS CORP               COM              81235010       595    13029 SH      SHARED      01         13029                  
D SEARS HLDGS CORP               COM              81235010       220     4820 SH      SHARED      02          4605               215
D SEARS HLDGS CORP               COM              81235010       227     4987 SH      SHARED      06          2700              2287
D SEARS HLDGS CORP               COM              81235010      1248    27320 SH      SHARED      10         27320                  
D SEATTLE GENETICS INC           COM              81257810         1      176 SH      SHARED                   176                  
D SEATTLE GENETICS INC           COM              81257810        61     6200 SH      SHARED      01          6200                  
D SEATTLE GENETICS INC           COM              81257810        61     6225 SH      SHARED      02          6225                  
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10       307    13864 SH      SHARED                 13864                  
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10      2595   116872 SH      SHARED      02         92489             24383
D SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y10         6      299 SH      SHARED      10           299                  
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20       726    30000 SH      SHARED                 30000                  
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20       145     6000 SH      SHARED      01                            6000
D SELECT SECTOR SPDR TR          SBI HEALTHCARE   81369Y20      1071    44264 SH      SHARED      02         25907             18357
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30       192     9100 SH      SHARED                  9100                  
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30      1372    65041 SH      SHARED      02         60376              4665
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30      3533   167442 SH      SHARED      10        167442                  
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        21     1000 SH      SHARED      21          1000                  
D SELECT SECTOR SPDR TR          SBI CONS STPLS   81369Y30        14      690 SH      SHR/OTHR    23                             690
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40     19875  1011500 SH      SHARED               1011500                  
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40      2797   142360 SH      SHARED      02        142360                  
D SELECT SECTOR SPDR TR          SBI CONS DISCR   81369Y40      2906   147928 SH      SHARED      10        147928                  
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50     11921   280772 SH      SHARED                280772                  
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50        23      547 SH      SHARED      01                             547
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50     18973   446850 SH      SHARED      02        431150             15700
D SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y50      3225    75961 SH      SHARED      10         75961                  
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      9492  1077465 SH      SHARED               1077465                  
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        17     2000 SH      SHARED      01                            2000
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       321    36500 SH      SHR/OTHR    01                           36500
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60     39221  4451903 SH      SHARED      02       4400459             51444
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60      3075   349042 SH      SHARED      10        349042                  
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60        15     1750 SH      SHR/OTHR    20                            1750
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       114    13000 SH      SHARED      23         13000                  
D SELECT SECTOR SPDR TR          SBI INT-FINL     81369Y60       116    13200 SH      SHR/OTHR    23                           13200
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70       304    16546 SH      SHARED      02         14965              1581
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70      3295   178793 SH      SHARED      10        178793                  
D SELECT SECTOR SPDR TR          SBI INT-INDS     81369Y70         7      385 SH      SHR/OTHR    23                             385
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80       106     6800 SH      SHARED                  6800                  
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80       133     8530 SH      SHARED      01                            8530
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80      2008   128576 SH      SHARED      02         79600             48976
D SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y80        20     1320 SH      SHARED      19                            1320
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88      1768    69200 SH      SHARED                 69200                  
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88      9045   354043 SH      SHARED      02        346391              7652
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88      1923    75299 SH      SHARED      10         75299                  
D SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y88        18      720 SH      SHARED      23           720                  
D SECURE AMER ACQUISITION CORP   COM              81372L10       520    68412 SH      SHARED                 68412                  
D SECURE AMER ACQUISITION CORP   *W EXP 10/23/201 81372L11         1    66039 SH      SHARED                 66039                  
D SECURITY BANK CORP             COM              81404710         0      251 SH      SHARED                   251                  
D SECURITY NATL FINL CORP        CL A NEW         81478530         0      133 SH      SHARED                   133                  
D SELECT COMFORT CORP            COM              81616X10         0      200 SH      SHARED                   200                  
D SELECT COMFORT CORP            COM              81616X10         0      110 SH      SHARED      02           110                  
D SELECTICA INC                  COM              81628810         0      691 SH      SHARED                   691                  
D SELECTIVE INS GROUP INC        COM              81630010        40     3335 SH      SHARED                  3335                  
D SELECTIVE INS GROUP INC        COM              81630010         2      175 SH      SHARED      01           175                  
D SELECTIVE INS GROUP INC        COM              81630010       216    17820 SH      SHARED      02         17820                  
D SELECTIVE INS GROUP INC        COM              81630010      7951   653900 SH      SHARED      10        653900                  
D SELECTIVE INS GROUP INC        COM              81630010        15     1290 SH      SHARED      21                            1290
D SELIGMAN LASALLE INTL REAL E   COM              81634A10        44    10760 SH      SHARED      02                           10760
D SEMICONDUCTOR MFG INTL CORP    SPONSORED ADR    81663N20        63    33112 SH      SHARED                 30012              3100
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620     14840   793610 SH      SHARED                793610                  
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620         9      500 SH      SHARED      01                             500
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620      4849   259335 SH      SHARED      02        258835               500
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620       226    12100 SH      SHARED      15                           12100
D SEMICONDUCTOR HLDRS TR         DEP RCPT         81663620       127     6800 SH      SHARED      19                            6800
D SEMTECH CORP                   COM              81685010      3259   244146 SH      SHARED                244146                  
D SEMTECH CORP                   COM              81685010       280    21000 SH      SHARED      01          2500             18500
D SEMTECH CORP                   COM              81685010       362    27144 SH      SHARED      02         26324               820
D SEMTECH CORP                   COM              81685010       675    50600 SH      SHARED      10         50600                  
D SEMPRA ENERGY                  COM              81685110      3875    83808 SH      SHARED                 83808                  
D SEMPRA ENERGY                  COM              81685110      2780    60136 SH      SHARED      01         60136                  
D SEMPRA ENERGY                  COM              81685110       304     6588 SH      SHARED      02          6209               379
D SEMPRA ENERGY                  COM              81685110         6      136 SH      SHARED      04                             136
D SEMPRA ENERGY                  COM              81685110        73     1600 SH      SHARED      04          1600                  
D SEMPRA ENERGY                  COM              81685110         7      170 SH      SHARED      05           170                  
D SEMPRA ENERGY                  COM              81685110       827    17900 SH      SHARED      06          9400              8500
D SEMPRA ENERGY                  COM              81685110     15436   333832 SH      SHARED      10        320432             13400
D SEMPRA ENERGY                  COM              81685110       145     3157 SH      SHR/OTHR    23                            3157
D SEMITOOL INC                   COM              81690910        11     4285 SH      SHARED      02          4285                  
D SENECA FOODS CORP NEW          CL A             81707050         2      141 SH      SHARED                   141                  
D SENESCO TECHNOLOGIES INC       COM NEW          81720840         0      458 SH      SHARED                   458                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10      2819   201110 SH      SHARED                201110                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10       375    26765 SH      SHARED                 26765                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10        50     3600 SH      SHARED      01          3600                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10        41     2993 SH      SHARED      02          2844               149
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10     11296   805763 SH      SHARED      10        805763                  
D SENIOR HSG PPTYS TR            SH BEN INT       81721M10     95130  6785323 SH      SHARED      11       3331730           3453593
D SENOMYX INC                    COM              81724Q10         0      607 SH      SHARED                   607                  
D SENOMYX INC                    COM              81724Q10       808   508296 SH      SHARED      02          1344            506952
D SENOMYX INC                    COM              81724Q10       942   592700 SH      SHARED      04        592700                  
D SENOMYX INC                    COM              81724Q10       418   263300 SH      SHARED      10        263300                  
D SENORX INC                     COM              81724W10         1      386 SH      SHARED                   386                  
D SENSIENT TECHNOLOGIES CORP     COM              81725T10      2814   119750 SH      SHARED                119750                  
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       419    17838 SH      SHARED      01                           17838
D SENSIENT TECHNOLOGIES CORP     COM              81725T10        70     2992 SH      SHARED      02          2992                  
D SENSIENT TECHNOLOGIES CORP     COM              81725T10       279    11900 SH      SHARED      10         11900                  
D SEPRACOR INC                   NOTE        12/1 817315AU      1949  2262000 PRN     SHARED      02       2262000                  
D SEPRACOR INC                   COM              81731510      3595   245241 SH      SHARED                245241                  
D SEPRACOR INC                   COM              81731510       570    38890 SH      SHARED      01          3325             35565
D SEPRACOR INC                   COM              81731510       234    15982 SH      SHARED      02         12682              3300
D SEPRACOR INC                   COM              81731510       127     8700 SH      SHARED      10          8700                  
D SEPRACOR INC                   COM              81731510         2      150 SH      SHR/OTHR    23                             150
D SEQUENOM INC                   COM NEW          81733740      2004   140987 SH      SHARED                140987                  
D SEQUENOM INC                   COM NEW          81733740        71     5000 SH      SHARED      01          5000                  
D SEQUENOM INC                   COM NEW          81733740        51     3600 SH      SHARED      02          3500               100
D SERVICE CORP INTL              COM              81756510         6     2000 SH      SHARED                  2000                  
D SERVICE CORP INTL              COM              81756510        84    24313 SH      SHARED                 24313                  
D SERVICE CORP INTL              COM              81756510       286    82000 SH      SHARED      01                           82000
D SERVICE CORP INTL              COM              81756510         5     1527 SH      SHARED      02          1527                  
D SERVICE CORP INTL              COM              81756510        15     4500 SH      SHARED      22          4500                  
D SERVOTRONICS INC               COM              81773210         0       10 SH      SHARED                    10                  
D SEVERN BANCORP  ANNAPOLIS MD   COM              81811M10         0      178 SH      SHARED                   178                  
D SHANDA INTERACTIVE ENTMT LTD   SPONSORED ADR    81941Q20       402    10182 SH      SHARED                 10182                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20      1364    90035 SH      SHARED                 90035                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        21     1400 SH      SHARED      01          1400                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20         9      600 SH      SHARED      02           600                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        43     2900 SH      SHARED      04          2900                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20         4      307 SH      SHARED      05           307                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20        84     5600 SH      SHARED      06          3600              2000
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       443    29300 SH      SHARED      10         29300                  
D SHAW COMMUNICATIONS INC        CL B CONV        82028K20       181    12000 SH      SHARED      23                           12000
D SHAW GROUP INC                 COM              82028010       256     9373 SH      SHARED                  9373                  
D SHAW GROUP INC                 COM              82028010       935    34125 SH      SHARED      01          6225             27900
D SHAW GROUP INC                 COM              82028010        88     3222 SH      SHARED      02           582              2640
D SHAW GROUP INC                 COM              82028010      3378   123267 SH      SHARED      04        123267                  
D SHAW GROUP INC                 COM              82028010      6028   219936 SH      SHARED      05        219936                  
D SHAW GROUP INC                 COM              82028010       561    20491 SH      SHARED      06                           20491
D SHAW GROUP INC                 COM              82028010      1803    65807 SH      SHARED      10         61207              4600
D SHAW GROUP INC                 COM              82028010         5      190 SH      SHARED      21                             190
D SHENANDOAH TELECOMMUNICATION   COM              82312B10        78     3443 SH      SHARED                  3443                  
D SHENANDOAH TELECOMMUNICATION   COM              82312B10         0       25 SH      SHARED      01            25                  
D SHENANDOAH TELECOMMUNICATION   COM              82312B10        93     4104 SH      SHARED      02          4104                  
D SHENANDOAH TELECOMMUNICATION   COM              82312B10       102     4500 SH      SHARED      10          4500                  
D SHENGDA TECH INC               COM              82321310        73    23707 SH      SHARED                 23707                  
D SHENGDA TECH INC               COM              82321310         2      826 SH      SHARED      02           826                  
D SHERWIN WILLIAMS CO            COM              82434810      1296    24942 SH      SHARED                 20311              4631
D SHERWIN WILLIAMS CO            COM              82434810      1430    27524 SH      SHARED      01         26024              1500
D SHERWIN WILLIAMS CO            COM              82434810       266     5137 SH      SHARED      02          4414               723
D SHERWIN WILLIAMS CO            COM              82434810         4       80 SH      SHARED      05            80                  
D SHERWIN WILLIAMS CO            COM              82434810       518     9970 SH      SHARED      06          6400              3570
D SHERWIN WILLIAMS CO            COM              82434810      4760    91605 SH      SHARED      10         91605                  
D SHERWIN WILLIAMS CO            COM              82434810        42      810 SH      SHARED      20           810                  
D SHERWIN WILLIAMS CO            COM              82434810        23      450 SH      SHR/OTHR    23                             450
D SHILOH INDS INC                COM              82454310         0      162 SH      SHARED                   162                  
D SHINHAN FINANCIAL GROUP CO L   SPN ADR RESTRD   82459610      1700    47236 SH      SHARED                 47236                  
D SHIRE PLC                      SPONSORED ADR    82481R10     10067   280121 SH      SHARED                280121                  
D SHIRE PLC                      SPONSORED ADR    82481R10      2821    78500 SH      SHARED      02         61105             17395
D SHIRE PLC                      SPONSORED ADR    82481R10      5250   146100 SH      SHARED      10        146100                  
D SHIRE PLC                      SPONSORED ADR    82481R10        50     1400 SH      SHARED      23          1400                  
D SHOE CARNIVAL INC              COM              82488910        25     2451 SH      SHARED                  2451                  
D SHOE CARNIVAL INC              COM              82488910         2      226 SH      SHARED      02           226                  
D SHOE CARNIVAL INC              COM              82488910        42     4100 SH      SHARED      10          4100                  
D SHORE BANCSHARES INC           COM              82510710        41     2490 SH      SHARED                  2490                  
D SHORE BANCSHARES INC           COM              82510710         3      189 SH      SHARED      02           189                  
D SHORETEL INC                   COM              82521110        13     3203 SH      SHARED                  3203                  
D SHORETEL INC                   COM              82521110         4     1017 SH      SHARED      02          1017                  
D SHUFFLE MASTER INC             COM              82554910        64    22476 SH      SHARED                 22476                  
D SHUFFLE MASTER INC             COM              82554910        15     5303 SH      SHARED      02          5209                94
D SHUTTERFLY INC                 COM              82568P30       242    25895 SH      SHARED                 25895                  
D SHUTTERFLY INC                 COM              82568P30        42     4500 SH      SHARED      01                            4500
D SHUTTERFLY INC                 COM              82568P30         4      462 SH      SHARED      02           462                  
D SIEBERT FINL CORP              COM              82617610         0       68 SH      SHARED                    68                  
D SIEMENS A G                    SPONSORED ADR    82619750      3014    52916 SH      SHARED                 52916                  
D SIEMENS A G                    SPONSORED ADR    82619750         8      150 SH      SHARED      01                             150
D SIEMENS A G                    SPONSORED ADR    82619750       314     5523 SH      SHARED      02          1500              4023
D SIEMENS A G                    SPONSORED ADR    82619750        39      698 SH      SHARED      21                             698
D SIEMENS A G                    SPONSORED ADR    82619750        85     1500 SH      SHARED      23          1500                  
D SIEMENS A G                    SPONSORED ADR    82619750        11      200 SH      SHR/OTHR    23                             200
D SIERRA BANCORP                 COM              82620P10        33     3410 SH      SHARED                  3410                  
D SIERRA BANCORP                 COM              82620P10         1      195 SH      SHARED      02           195                  
D SIERRA WIRELESS INC            COM              82651610        46    12826 SH      SHARED                 12826                  
D SIERRA WIRELESS INC            COM              82651610         7     2100 SH      SHARED      02          2100                  
D SIFCO INDS INC                 COM              82654610         0      156 SH      SHARED                   156                  
D SIFY TECHNOLOGIES LIMITED      SPONSORED ADR    82655M10         0      741 SH      SHARED                   741                  
D SIGMA ALDRICH CORP             COM              82655210      4484   118658 SH      SHARED                118658                  
D SIGMA ALDRICH CORP             COM              82655210      1422    37651 SH      SHARED      01         35151              2500
D SIGMA ALDRICH CORP             COM              82655210        54     1450 SH      SHR/OTHR    01                            1450
D SIGMA ALDRICH CORP             COM              82655210      2068    54734 SH      SHARED      02         48100              6634
D SIGMA ALDRICH CORP             COM              82655210        37     1000 SH      SHARED      04          1000                  
D SIGMA ALDRICH CORP             COM              82655210       343     9080 SH      SHARED      06          5600              3480
D SIGMA ALDRICH CORP             COM              82655210      1986    52561 SH      SHARED      10         52561                  
D SIGMA ALDRICH CORP             COM              82655210        63     1680 SH      SHARED      20          1680                  
D SIGMA ALDRICH CORP             COM              82655210       370     9800 SH      SHR/OTHR    20                            9800
D SIGMA ALDRICH CORP             COM              82655210        94     2500 SH      SHR/OTHR    23                            2500
D SIGMA DESIGNS INC              COM              82656510       128    10342 SH      SHARED                 10342                  
D SIGMA DESIGNS INC              COM              82656510        18     1500 SH      SHARED      01          1500                  
D SIGMA DESIGNS INC              COM              82656510       152    12231 SH      SHARED      02         12231                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10       132     4709 SH      SHARED                  4709                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10        68     2425 SH      SHARED      01          2425                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10       308    10935 SH      SHARED      02         10935                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10      1400    49600 SH      SHARED      10         49600                  
D SIGNATURE BK NEW YORK N Y      COM              82669G10        37     1340 SH      SHARED      21                            1340
D SIGA TECHNOLOGIES INC          COM              82691710        17     3382 SH      SHARED                  3382                  
D SIGA TECHNOLOGIES INC          COM              82691710         6     1364 SH      SHARED      02          1364                  
D SILICON LABORATORIES INC       COM              82691910      2586    97963 SH      SHARED                 97963                  
D SILICON LABORATORIES INC       COM              82691910       702    26600 SH      SHARED      01         12000             14600
D SILICON LABORATORIES INC       COM              82691910       268    10170 SH      SHARED      02         10170                  
D SILGAN HOLDINGS INC            COM              82704810      1904    36255 SH      SHARED                 36255                  
D SILGAN HOLDINGS INC            COM              82704810        52     1000 SH      SHARED      01          1000                  
D SILGAN HOLDINGS INC            COM              82704810       511     9735 SH      SHARED      02          9735                  
D SILGAN HOLDINGS INC            COM              82704810      3609    68700 SH      SHARED      10         68700                  
D SILGAN HOLDINGS INC            COM              82704810        75     1430 SH      SHARED      21           446               984
D SILICON IMAGE INC              COM              82705T10        87    36359 SH      SHARED                 36359                  
D SILICON IMAGE INC              COM              82705T10         4     1722 SH      SHARED      02          1722                  
D SILICON GRAPHICS INC           COM NEW          82705630         0      286 SH      SHARED                   286                  
D SILICON STORAGE TECHNOLOGY I   COM              82705710         0      189 SH      SHARED                   189                  
D SILICON STORAGE TECHNOLOGY I   COM              82705710         6     4227 SH      SHARED      02          4227                  
D SILICON MOTION TECHNOLOGY CO   SPONSORED ADR    82706C10        51    18366 SH      SHARED                 18366                  
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486       256    44201 SH      SHARED                 44201                  
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486         2      349 SH      SHARED      02           349                  
D SILICONWARE PRECISION INDS L   SPONSD ADR SPL   82708486       253    43622 SH      SHARED      10         43622                  
D SILVER STD RES INC             COM              82823L10      2477   153689 SH      SHARED                153689                  
D SILVER STD RES INC             COM              82823L10      1484    92075 SH      SHARED      02         12975             79100
D SILVER STD RES INC             COM              82823L10       184    11440 SH      SHARED      04         11440                  
D SILVER WHEATON CORP            COM              82833610      2503   304188 SH      SHARED                279188             25000
D SILVER WHEATON CORP            COM              82833610      6949   844393 SH      SHARED                844393                  
D SILVER WHEATON CORP            COM              82833610      3715   451500 SH      SHARED      02        451500                  
D SILVER WHEATON CORP            COM              82833610      1856   225600 SH      SHARED      04        225600                  
D SILVER WHEATON CORP            COM              82833610      2057   250000 SH      SHARED      05        250000                  
D SILVER WHEATON CORP            COM              82833610      7123   865600 SH      SHARED      10        865600                  
D SILVERCORP METALS INC          COM              82835P10       523   230500 SH      SHARED                230500                  
D SILVERLEAF RESORTS INC         COM              82839510         0      522 SH      SHARED                   522                  
D SILVERLEAF RESORTS INC         COM              82839510         1     3000 SH      SHARED      02                            3000
D SIMCERE PHARMACEUTICAL GROUP   SPON ADR         82859P10       106    19016 SH      SHARED                 19016                  
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020        15      608 SH      SHARED                   608                  
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020         9      366 SH      SHARED      02           366                  
D SIMMONS 1ST NATL CORP          CL A $1 PAR      82873020       193     7700 SH      SHARED      10          7700                  
D SIMON PPTY GROUP INC NEW       COM              82880610      5735   165569 SH      SHARED                165569                  
D SIMON PPTY GROUP INC NEW       COM              82880610     13068   377258 SH      SHARED                371758              5500
D SIMON PPTY GROUP INC NEW       COM              82880610      2155    62218 SH      SHARED      01         61511               707
D SIMON PPTY GROUP INC NEW       COM              82880610       894    25833 SH      SHARED      02         22352              3481
D SIMON PPTY GROUP INC NEW       COM              82880610        21      614 SH      SHARED      04           614                  
D SIMON PPTY GROUP INC NEW       COM              82880610         4      143 SH      SHARED      05           143                  
D SIMON PPTY GROUP INC NEW       COM              82880610       183     5308 SH      SHARED      06                            5308
D SIMON PPTY GROUP INC NEW       COM              82880610     31693   914941 SH      SHARED      10        913508              1433
D SIMON PPTY GROUP INC NEW       COM              82880610    230608  6657275 SH      SHARED      11       3319330           3337945
D SIMON PPTY GROUP INC NEW       COM              82880610       326     9423 SH      SHARED      20          1697              7726
D SIMON PPTY GROUP INC NEW       COM              82880610         0        3 SH      SHARED      22                               3
D SIMON PPTY GROUP INC NEW       COM              82880610        36     1045 SH      SHARED      23           687               358
D SIMON PPTY GROUP INC NEW       COM              82880610        67     1944 SH      SHR/OTHR    23                            1944
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680     19773   622588 SH      SHARED                622588                  
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680        22      700 SH      SHARED      01                             700
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680         3      100 SH      SHARED      02                             100
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680        33     1050 SH      SHARED      23          1050                  
D SIMON PPTY GROUP INC NEW       PFD CONV I 6%    82880680        15      498 SH      SHR/OTHR    23                             498
D SIMPSON MANUFACTURING CO INC   COM              82907310        76     4261 SH      SHARED                  4261                  
D SIMPSON MANUFACTURING CO INC   COM              82907310        42     2375 SH      SHARED      02          2291                84
D SIMPSON MANUFACTURING CO INC   COM              82907310       104     5800 SH      SHARED      10          5800                  
D SIMS METAL MANAGEMENT LTD      SPONS ADR        82916010        78     6585 SH      SHARED                  6585                  
D SIMULATIONS PLUS INC           COM              82921410         0       82 SH      SHARED                    82                  
D SINA CORP                      NOTE         7/1 82922RAB      2224  2000000 PRN     SHARED               2000000                  
D SINCLAIR BROADCAST GROUP INC   NOTE  4.875% 7/1 829226AU        29    70000 PRN     SHARED      02         70000                  
D SINCLAIR BROADCAST GROUP INC   NOTE  3.000% 5/1 829226AW     51525   900000 SH      SHARED                900000                  
D SINCLAIR BROADCAST GROUP INC   CL A             82922610         0       96 SH      SHARED                    96                  
D SINCLAIR BROADCAST GROUP INC   CL A             82922610         3     3860 SH      SHARED      02          3764                96
D SINGAPORE FD INC               COM              82929L10        79    11622 SH      SHARED      01                           11622
D SINGAPORE FD INC               COM              82929L10        75    11040 SH      SHARED      23         11040                  
D SINGAPORE FD INC               COM              82929L10       168    24534 SH      SHR/OTHR    23                           24534
D SINOPEC SHANGHAI PETROCHEMIC   SPON ADR H       82935M10        86     3500 SH      SHARED                  3500                  
D SIRONA DENTAL SYSTEMS INC      COM              82966C10      1854   129476 SH      SHARED                129476                  
D SIRONA DENTAL SYSTEMS INC      COM              82966C10       363    25400 SH      SHARED      01         25400                  
D SIRONA DENTAL SYSTEMS INC      COM              82966C10       598    41780 SH      SHR/OTHR    01                           41780
D SIRONA DENTAL SYSTEMS INC      COM              82966C10        26     1837 SH      SHARED      02           837              1000
D SIRONA DENTAL SYSTEMS INC      COM              82966C10         6      480 SH      SHARED      10           480                  
D SIRIUS SATELLITE RADIO INC     NOTE  3.250%10/1 82966UAD         0     2000 PRN     SHARED      02                            2000
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10       231   100436 SH      SHARED                100436                  
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10        16     7200 SH      SHARED      01          7200                  
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10         5     2584 SH      SHARED      02          1584              1000
D SIRF TECHNOLOGY HLDGS INC      COM              82967H10       106    46200 SH      SHARED      10         46200                  
D SIRIUS XM RADIO INC            COM              82967N10        37   107708 SH      SHARED                107708                  
D SIRIUS XM RADIO INC            COM              82967N10        71   205000 SH      SHARED      01        125000             80000
D SIRIUS XM RADIO INC            COM              82967N10         2     6980 SH      SHARED      02          1184              5796
D SIRIUS XM RADIO INC            COM              82967N10         0     1000 SH      SHR/OTHR    23                            1000
D SIX FLAGS INC                  NOTE  4.500% 5/1 83001PAJ      1305 14500000 PRN     SHARED      02      14500000                  
D SIX FLAGS INC                  COM              83001P10         8    30884 SH      SHARED                 30884                  
D SIX FLAGS INC                  COM              83001P10        54   200000 SH      SHARED      01        200000                  
D SIX FLAGS INC                  COM              83001P10         0     2076 SH      SHARED      02          1876               200
D SIX FLAGS INC                  COM              83001P10        69   256000 SH      SHARED      22        256000                  
D SIX FLAGS INC                  PIERS            83001P50       124   188900 SH      SHARED                188900                  
D SKECHERS U S A INC             CL A             83056610       185    27874 SH      SHARED                 27874                  
D SKECHERS U S A INC             CL A             83056610       118    17736 SH      SHARED      02         17736                  
D SKECHERS U S A INC             CL A             83056610        24     3600 SH      SHARED      10          3600                  
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        54     6600 SH      SHARED                  6600                  
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10         3      453 SH      SHARED      02           453                  
D SKILLED HEALTHCARE GROUP INC   CL A             83066R10        60     7400 SH      SHARED      10          7400                  
D SKYLINE CORP                   COM              83083010         1       72 SH      SHARED                    72                  
D SKYLINE CORP                   COM              83083010        76     4049 SH      SHARED      01          4049                  
D SKYLINE CORP                   COM              83083010         8      457 SH      SHARED      02           457                  
D SKYWEST INC                    COM              83087910        55     4473 SH      SHARED                  4473                  
D SKYWEST INC                    COM              83087910        88     7146 SH      SHARED      02          7146                  
D SKYWEST INC                    COM              83087910       448    36078 SH      SHARED      10         36078                  
D SKYWORKS SOLUTIONS INC         NOTE  1.500% 3/0 83088MAH       303   300000 PRN     SHARED                300000                  
D SKYWORKS SOLUTIONS INC         COM              83088M10       981   121745 SH      SHARED                121745                  
D SKYWORKS SOLUTIONS INC         COM              83088M10      1040   129079 SH      SHARED      01        129079                  
D SKYWORKS SOLUTIONS INC         COM              83088M10      1247   154780 SH      SHR/OTHR    01                          154780
D SKYWORKS SOLUTIONS INC         COM              83088M10     18047  2239201 SH      SHARED      02       2239201                  
D SKYWORKS SOLUTIONS INC         COM              83088M10      1103   136888 SH      SHARED      10        136888                  
D SKILLSOFT PLC                  SPONSORED ADR    83092810       145    21686 SH      SHARED                 21686                  
D SKILLSOFT PLC                  SPONSORED ADR    83092810         5      821 SH      SHARED      02           710               111
D SMART BALANCE INC              COM              83169Y10        66    10978 SH      SHARED                 10978                  
D SMART BALANCE INC              COM              83169Y10         8     1470 SH      SHARED      02          1470                  
D SMARTPROS LTD                  COM              83171G10         0      105 SH      SHARED                   105                  
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        20      655 SH      SHARED                   655                  
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20        87     2800 SH      SHARED                  2800                  
D SMITH & NEPHEW PLC             SPDN ADR NEW     83175M20         9      300 SH      SHARED      02           300                  
D SMITH & WESSON HLDG CORP       COM              83175610       168    27919 SH      SHARED                 27919                  
D SMITH & WESSON HLDG CORP       COM              83175610         5      983 SH      SHARED      02           983                  
D SMITH A O                      COM              83186520        26     1051 SH      SHARED                  1051                  
D SMITH A O                      COM              83186520        26     1066 SH      SHARED      02           980                86
D SMITH A O                      COM              83186520        80     3200 SH      SHARED      10          3200                  
D SMITH A O                      COM              83186520        22      891 SH      SHARED      21                             891
D SMITH INTL INC                 COM              83211010      1380    64271 SH      SHARED                 64271                  
D SMITH INTL INC                 COM              83211010      1170    54512 SH      SHARED      01         54512                  
D SMITH INTL INC                 COM              83211010        85     3972 SH      SHARED      02          3767               205
D SMITH INTL INC                 COM              83211010        10      500 SH      SHARED      04           500                  
D SMITH INTL INC                 COM              83211010      1398    65090 SH      SHARED      06          7650             57440
D SMITH INTL INC                 COM              83211010      2828   131698 SH      SHARED      10        130880               818
D SMITH INTL INC                 COM              83211010         4      200 SH      SHARED      20           200                  
D SMITH INTL INC                 COM              83211010        15      725 SH      SHARED      23                             725
D SMITH INTL INC                 COM              83211010       140     6560 SH      SHR/OTHR    23                            6560
D SMITH MICRO SOFTWARE INC       COM              83215410         0       32 SH      SHARED                    32                  
D SMITH MICRO SOFTWARE INC       COM              83215410        14     2835 SH      SHARED      02           835              2000
D SMITHFIELD FOODS INC           NOTE  4.000% 6/3 832248AR      1237  1776000 PRN     SHARED      02       1776000                  
D SMITHFIELD FOODS INC           COM              83224810       755    79896 SH      SHARED                 79896                  
D SMITHFIELD FOODS INC           COM              83224810       676    71553 SH      SHARED      01         32953             38600
D SMITHFIELD FOODS INC           COM              83224810       424    44839 SH      SHARED      02         44839                  
D SMITHTOWN BANCORP INC          COM              83244910        44     3906 SH      SHARED                  3906                  
D SMITHTOWN BANCORP INC          COM              83244910         2      224 SH      SHARED      02           224                  
D SMUCKER J M CO                 COM NEW          83269640      6005   161138 SH      SHARED                161138                  
D SMUCKER J M CO                 COM NEW          83269640      1057    28383 SH      SHARED      01         28383                  
D SMUCKER J M CO                 COM NEW          83269640         1       36 SH      SHR/OTHR    01                              36
D SMUCKER J M CO                 COM NEW          83269640      2112    56686 SH      SHARED      02         56666                20
D SMUCKER J M CO                 COM NEW          83269640       231     6200 SH      SHARED      06          2400              3800
D SMUCKER J M CO                 COM NEW          83269640     15255   409326 SH      SHARED      10        409326                  
D SMUCKER J M CO                 COM NEW          83269640         2       60 SH      SHR/OTHR    20                              60
D SMUCKER J M CO                 COM NEW          83269640         8      240 SH      SHARED      23           240                  
D SMUCKER J M CO                 COM NEW          83269640        73     1981 SH      SHR/OTHR    23                            1981
D SNAP ON INC                    COM              83303410       632    25212 SH      SHARED                 25212                  
D SNAP ON INC                    COM              83303410        67     2673 SH      SHARED      01          2673                  
D SNAP ON INC                    COM              83303410        58     2344 SH      SHARED      02          2323                21
D SNAP ON INC                    COM              83303410       102     4100 SH      SHARED      06          2900              1200
D SNAP ON INC                    COM              83303410      1760    70123 SH      SHARED      10         70123                  
D SOAPSTONE NETWORKS INC         COM              83357010        11     3207 SH      SHARED                  3207                  
D SOAPSTONE NETWORKS INC         COM              83357010         3      900 SH      SHARED      02           900                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       553    20852 SH      SHARED                 20852                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510      1684    63433 SH      SHARED      01         63433                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       618    23300 SH      SHARED      02         23300                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       721    27150 SH      SHARED      04         27150                  
D SOCIEDAD QUIMICA MINERA DE C   SPON ADR SER B   83363510       339    12800 SH      SHARED      05         12800                  
D SOCKET MOBILE INC              COM NEW          83368E20         0      100 SH      SHARED                   100                  
D SOCKET MOBILE INC              COM NEW          83368E20         0       84 SH      SHARED                    84                  
D SOFTBRANDS INC                 COM              83402A10         0      883 SH      SHARED                   883                  
D SOFTBRANDS INC                 COM              83402A10         0      172 SH      SHARED      01           172                  
D SOFTWARE HOLDRS TR             DEPOSITRY RCPT   83404B10        42     1400 SH      SHARED                  1400                  
D SOFTWARE HOLDRS TR             DEPOSITRY RCPT   83404B10         0        4 SH      SHARED      02             4                  
D SOHU COM INC                   COM              83408W10       206     5000 SH      SHARED                                    5000
D SOHU COM INC                   COM              83408W10      2726    66000 SH      SHARED                 66000                  
D SOHU COM INC                   COM              83408W10       382     9250 SH      SHARED      01          9250                  
D SOHU COM INC                   COM              83408W10      1073    25987 SH      SHARED      02         25987                  
D SOHU COM INC                   COM              83408W10      3820    92484 SH      SHARED      10         85784              6700
D SOLARFUN POWER HOLDINGS CO L   SPONSORED ADR    83415U10      1020   243627 SH      SHARED                243627                  
D SOLARFUN POWER HOLDINGS CO L   SPONSORED ADR    83415U10        21     5244 SH      SHARED      04          5244                  
D SOLITARIO EXPL & RTY CORP      COM              8342EP10         0      534 SH      SHARED                   534                  
D SOLITARIO EXPL & RTY CORP      COM              8342EP10        50    40000 SH      SHARED      23                           40000
D SOLERA HOLDINGS INC            COM              83421A10        75     3042 SH      SHARED                  3042                  
D SOLERA HOLDINGS INC            COM              83421A10        72     2916 SH      SHARED      02          2916                  
D SOLERA HOLDINGS INC            COM              83421A10       599    24200 SH      SHARED      10         24200                  
D SOLERA HOLDINGS INC            COM              83421A10        23      954 SH      SHARED      21           954                  
D SOLUTIA INC                    COM NEW          83437650       140    75200 SH      SHARED                 75200                  
D SOLUTIA INC                    COM NEW          83437650      1040   556559 SH      SHARED      02        556559                  
D SOLTA MED INC                  COM              83438K10         0      331 SH      SHARED                   331                  
D SOMANETICS CORP                COM NEW          83444540         2      145 SH      SHARED                   145                  
D SOMANETICS CORP                COM NEW          83444540        79     5215 SH      SHARED      02          4780               435
D SOMANETICS CORP                COM NEW          83444540      4632   305200 SH      SHARED      10        305200                  
D SOMAXON PHARMACEUTICALS INC    COM              83445310         0      282 SH      SHARED                   282                  
D SONIC AUTOMOTIVE INC           NOTE  5.250% 5/0 83545GAE      1071  4252000 PRN     SHARED      02       4252000                  
D SONIC AUTOMOTIVE INC           NOTE  4.250%11/3 83545GAK      1468  6675000 PRN     SHARED      02       6675000                  
D SONIC AUTOMOTIVE INC           CL A             83545G10       271   169925 SH      SHARED                169925                  
D SONIC AUTOMOTIVE INC           CL A             83545G10         0       50 SH      SHARED      01            50                  
D SONIC AUTOMOTIVE INC           CL A             83545G10         9     5933 SH      SHARED      02          5933                  
D SONIC INNOVATIONS INC          COM              83545M10         0      702 SH      SHARED                   702                  
D SONIC INNOVATIONS INC          COM              83545M10       192   180000 SH      SHARED      02                          180000
D SONIC FDRY INC                 COM              83545R10         0      823 SH      SHARED                   823                  
D SONIC CORP                     COM              83545110       136    13592 SH      SHARED                 13592                  
D SONIC CORP                     COM              83545110        32     3274 SH      SHARED      01          3274                  
D SONIC CORP                     COM              83545110        74     7485 SH      SHARED      02          5581              1904
D SONIC SOLUTIONS                COM              83546010        18    15142 SH      SHARED      02          1242             13900
D SONICWALL INC                  COM              83547010       117    26436 SH      SHARED                 26436                  
D SONICWALL INC                  COM              83547010         6     1390 SH      SHARED      02          1390                  
D SONOCO PRODS CO                COM              83549510       660    31467 SH      SHARED                                   31467
D SONOCO PRODS CO                COM              83549510      2349   112011 SH      SHARED                112011                  
D SONOCO PRODS CO                COM              83549510       800    38134 SH      SHARED      01                           38134
D SONOCO PRODS CO                COM              83549510       695    33144 SH      SHARED      02         26719              6425
D SONOCO PRODS CO                COM              83549510     45213  2155056 SH      SHARED      04       2155056                  
D SONOCO PRODS CO                COM              83549510      1905    90813 SH      SHARED      10         87813              3000
D SONOCO PRODS CO                COM              83549510        35     1675 SH      SHR/OTHR    20                            1675
D SONOCO PRODS CO                COM              83549510        75     3620 SH      SHR/OTHR    23                            3620
D SONOSITE INC                   COM              83568G10       136     7608 SH      SHARED                  7608                  
D SONOSITE INC                   COM              83568G10        10      600 SH      SHARED      01           600                  
D SONOSITE INC                   COM              83568G10       326    18278 SH      SHARED      02         18243                35
D SONY CORP                      ADR NEW          83569930      3149   152676 SH      SHARED                152676                  
D SONY CORP                      ADR NEW          83569930         5      250 SH      SHR/OTHR    01                             250
D SONY CORP                      ADR NEW          83569930        40     1984 SH      SHARED      02          1000               984
D SONY CORP                      ADR NEW          83569930        96     4700 SH      SHARED      10          4700                  
D SOTHEBYS                       COM              83589810       231    25691 SH      SHARED                 23391              2300
D SOTHEBYS                       COM              83589810       218    24315 SH      SHARED      01            15             24300
D SOTHEBYS                       COM              83589810        28     3156 SH      SHARED      02          3156                  
D SOTHEBYS                       COM              83589810        39     4400 SH      SHARED      10          2200              2200
D SONUS NETWORKS INC             COM              83591610       439   279696 SH      SHARED                279696                  
D SONUS NETWORKS INC             COM              83591610         9     6081 SH      SHARED      02          5281               800
D SONUS NETWORKS INC             COM              83591610      3092  1969700 SH      SHARED      10       1969700                  
D SOUNDBITE COMMUNICATIONS INC   COM              83609110         0       36 SH      SHARED                    36                  
D SOURCE INTERLINK COS INC       COM NEW          83615120         0      791 SH      SHARED                   791                  
D SOURCEFIRE INC                 COM              83616T10         0       48 SH      SHARED                    48                  
D SOURCEFIRE INC                 COM              83616T10         3      516 SH      SHARED      02           516                  
D SOURCEFORGE INC                COM              83616W10         1     1507 SH      SHARED                  1507                  
D SOUTH FINL GROUP INC           COM              83784110       100    91383 SH      SHARED                 91383                  
D SOUTH FINL GROUP INC           COM              83784110         8     7500 SH      SHARED      01          7500                  
D SOUTH FINL GROUP INC           COM              83784110        15    13864 SH      SHARED      02         13864                  
D SOUTH FINL GROUP INC           COM              83784110        62    57200 SH      SHARED      10         50800              6400
D SOUTH FINL GROUP INC           COM              83784110         3     3195 SH      SHARED      21                            3195
D SOUTH JERSEY INDS INC          COM              83851810        26      759 SH      SHARED                   759                  
D SOUTH JERSEY INDS INC          COM              83851810       825    23575 SH      SHARED      01         23575                  
D SOUTH JERSEY INDS INC          COM              83851810      1322    37790 SH      SHR/OTHR    01                           37790
D SOUTH JERSEY INDS INC          COM              83851810        54     1547 SH      SHARED      02          1547                  
D SOUTH JERSEY INDS INC          COM              83851810       536    15332 SH      SHARED      10         15332                  
D SOUTH TEXAS OIL CO             COM              84055V10         0      221 SH      SHARED                   221                  
D SOUTHCOAST FINANCIAL CORP      COM              84129R10         0      143 SH      SHARED                   143                  
D SOUTHERN CO                    COM              84258710       505    16498 SH      SHARED                                   16498
D SOUTHERN CO                    COM              84258710     16458   537497 SH      SHARED                521000             16497
D SOUTHERN CO                    COM              84258710      6289   205403 SH      SHARED      01        201753              3650
D SOUTHERN CO                    COM              84258710        75     2450 SH      SHR/OTHR    01                            2450
D SOUTHERN CO                    COM              84258710      9634   314661 SH      SHARED      02        289842             24819
D SOUTHERN CO                    COM              84258710     35828  1170106 SH      SHARED      04       1170106                  
D SOUTHERN CO                    COM              84258710        11      390 SH      SHARED      05           390                  
D SOUTHERN CO                    COM              84258710      1931    63080 SH      SHARED      06         37400             25680
D SOUTHERN CO                    COM              84258710     15460   504908 SH      SHARED      10        502708              2200
D SOUTHERN CO                    COM              84258710       962    31430 SH      SHARED      20          7000             24430
D SOUTHERN CO                    COM              84258710        61     2000 SH      SHR/OTHR    20                            2000
D SOUTHERN CO                    COM              84258710        81     2656 SH      SHARED      21          2656                  
D SOUTHERN CO                    COM              84258710        61     2000 SH      SHR/OTHR    21                            2000
D SOUTHERN CO                    COM              84258710        18      600 SH      SHARED      23                             600
D SOUTHERN CO                    COM              84258710       125     4100 SH      SHR/OTHR    23                            4100
D SOUTHERN CMNTY FINL CORP       COM              84263210         1      476 SH      SHARED                   476                  
D SOUTHERN CMNTY FINL CORP       COM              84263210         1      350 SH      SHARED      02           350                  
D SOUTHERN COPPER CORP           COM              84265V10     13913   798735 SH      SHARED                798735                  
D SOUTHERN COPPER CORP           COM              84265V10        52     3000 SH      SHARED      01                            3000
D SOUTHERN COPPER CORP           COM              84265V10       410    23556 SH      SHARED      02         21356              2200
D SOUTHERN COPPER CORP           COM              84265V10      1219    70000 SH      SHARED      04         70000                  
D SOUTHERN COPPER CORP           COM              84265V10      1742   100000 SH      SHARED      05        100000                  
D SOUTHERN COPPER CORP           COM              84265V10        57     3300 SH      SHARED      10          3300                  
D SOUTHERN NATL BANCORP OF VA    COM              84339510         0      140 SH      SHARED                   140                  
D SOUTHERN UN CO NEW             COM              84403010       400    26317 SH      SHARED                 26317                  
D SOUTHERN UN CO NEW             COM              84403010       613    40300 SH      SHARED      01                           40300
D SOUTHERN UN CO NEW             COM              84403010      6757   443995 SH      SHARED      02        443995                  
D SOUTHERN UN CO NEW             COM              84403010       454    29850 SH      SHARED      10         29850                  
D SOUTHERN UN CO NEW             COM              84403010       297    19550 SH      SHARED      11         19550                  
D SOUTHSIDE BANCSHARES INC       COM              84470P10        62     3300 SH      SHARED      01          1100              2200
D SOUTHSIDE BANCSHARES INC       COM              84470P10         6      319 SH      SHARED      02           319                  
D SOUTHSIDE BANCSHARES INC       COM              84470P10       332    17600 SH      SHARED      10         17600                  
D SOUTHWEST AIRLS CO             COM              84474110      2556   403804 SH      SHARED                403804                  
D SOUTHWEST AIRLS CO             COM              84474110       837   132342 SH      SHARED      01        132342                  
D SOUTHWEST AIRLS CO             COM              84474110        28     4500 SH      SHR/OTHR    01                            4500
D SOUTHWEST AIRLS CO             COM              84474110       381    60268 SH      SHARED      02         58468              1800
D SOUTHWEST AIRLS CO             COM              84474110         1      300 SH      SHARED      05           300                  
D SOUTHWEST AIRLS CO             COM              84474110       235    37180 SH      SHARED      06         21900             15280
D SOUTHWEST AIRLS CO             COM              84474110      3955   624899 SH      SHARED      10        624899                  
D SOUTHWEST AIRLS CO             COM              84474110         1      250 SH      SHARED      20           250                  
D SOUTHWEST AIRLS CO             COM              84474110        12     2000 SH      SHARED      21          2000                  
D SOUTHWEST BANCORP INC OKLA     COM              84476710        91     9808 SH      SHARED                  9808                  
D SOUTHWEST BANCORP INC OKLA     COM              84476710        29     3100 SH      SHARED      01                            3100
D SOUTHWEST BANCORP INC OKLA     COM              84476710         3      336 SH      SHARED      02           336                  
D SOUTHWEST BANCORP INC OKLA     COM              84476710        35     3800 SH      SHARED      10          3800                  
D SOUTHWEST GAS CORP             COM              84489510       231    10981 SH      SHARED                 10981                  
D SOUTHWEST GAS CORP             COM              84489510        10      475 SH      SHARED      01           375               100
D SOUTHWEST GAS CORP             COM              84489510       182     8657 SH      SHARED      02          8657                  
D SOUTHWEST GAS CORP             COM              84489510       377    17900 SH      SHARED      10         17900                  
D SOUTHWEST GA FINL CORP         COM              84502A10         0      103 SH      SHARED                   103                  
D SOUTHWEST WTR CO               COM              84533110        56    13084 SH      SHARED                 13084                  
D SOUTHWEST WTR CO               COM              84533110        48    11300 SH      SHARED      01         11300                  
D SOUTHWEST WTR CO               COM              84533110         2      581 SH      SHARED      02           581                  
D SOUTHWEST WTR CO               COM              84533110       116    27200 SH      SHARED      10         13600             13600
D SOUTHWESTERN ENERGY CO         COM              84546710      4065   136933 SH      SHARED                136933                  
D SOUTHWESTERN ENERGY CO         COM              84546710      2451    82560 SH      SHARED      01         82360               200
D SOUTHWESTERN ENERGY CO         COM              84546710       313    10566 SH      SHARED      02          8066              2500
D SOUTHWESTERN ENERGY CO         COM              84546710        26      900 SH      SHARED      04           900                  
D SOUTHWESTERN ENERGY CO         COM              84546710         6      220 SH      SHARED      05           220                  
D SOUTHWESTERN ENERGY CO         COM              84546710       693    23350 SH      SHARED      06         12000             11350
D SOUTHWESTERN ENERGY CO         COM              84546710     11667   392990 SH      SHARED      10        392990                  
D SOUTHWESTERN ENERGY CO         COM              84546710       129     4352 SH      SHARED      21          4352                  
D SOVRAN SELF STORAGE INC        COM              84610H10       937    46700 SH      SHARED                 46700                  
D SOVRAN SELF STORAGE INC        COM              84610H10        48     2400 SH      SHARED      01           500              1900
D SOVRAN SELF STORAGE INC        COM              84610H10        12      599 SH      SHARED      02           599                  
D SOVRAN SELF STORAGE INC        COM              84610H10       415    20700 SH      SHARED      10         20700                  
D SPANISH BROADCASTING SYS INC   CL A             84642588         4    28143 SH      SHARED                 28143                  
D SPANSION INC                   COM CL A         84649R10         2    20000 SH      SHARED                 20000                  
D SPANSION INC                   COM CL A         84649R10         0     3305 SH      SHARED      02          3305                  
D SPANSION INC                   COM CL A         84649R10         4    36800 SH      SHARED      10         36800                  
D SPARK NETWORKS INC             COM              84651P10         0      272 SH      SHARED                   272                  
D SPARTAN MTRS INC               COM              84681910       130    32458 SH      SHARED                 32458                  
D SPARTAN MTRS INC               COM              84681910         8     2096 SH      SHARED      02           896              1200
D SPARTAN MTRS INC               COM              84681910        25     6400 SH      SHARED      10          6400                  
D SPARTAN STORES INC             NOTE  3.375% 5/1 846822AE      2562  4300000 PRN     SHARED               4300000                  
D SPARTAN STORES INC             COM              84682210       269    17464 SH      SHARED                 17464                  
D SPARTAN STORES INC             COM              84682210       401    26030 SH      SHARED      01         26030                  
D SPARTAN STORES INC             COM              84682210       659    42810 SH      SHR/OTHR    01                           42810
D SPARTAN STORES INC             COM              84682210        24     1601 SH      SHARED      02          1601                  
D SPARTAN STORES INC             COM              84682210       197    12794 SH      SHARED      10         12794                  
D SPARTECH CORP                  COM NEW          84722020        50    20481 SH      SHARED                 20481                  
D SPARTECH CORP                  COM NEW          84722020        34    13900 SH      SHARED      01                           13900
D SPARTECH CORP                  COM NEW          84722020         9     3796 SH      SHARED      02          3796                  
D SPARTECH CORP                  COM NEW          84722020        10     4200 SH      SHARED      10          4200                  
D SPARTON CORP                   COM              84723510         0       77 SH      SHARED                    77                  
D SPECIALTY UNDERWRITERS ALLIA   COM              84751T30         0      201 SH      SHARED                   201                  
D SPECIALTY UNDERWRITERS ALLIA   COM              84751T30         1      300 SH      SHARED      02           300                  
D SPECTRA ENERGY PARTNERS LP     COM              84756N10       112     5132 SH      SHARED                  5132                  
D SPECTRA ENERGY PARTNERS LP     COM              84756N10         4      200 SH      SHARED      02                             200
D SPECTRA ENERGY CORP            COM              84756010      3874   274022 SH      SHARED                274022                  
D SPECTRA ENERGY CORP            COM              84756010      4994   353216 SH      SHARED      01        320154             33062
D SPECTRA ENERGY CORP            COM              84756010       145    10271 SH      SHR/OTHR    01                           10271
D SPECTRA ENERGY CORP            COM              84756010      1705   120588 SH      SHARED      02         54919             65669
D SPECTRA ENERGY CORP            COM              84756010        22     1600 SH      SHARED      04          1600                  
D SPECTRA ENERGY CORP            COM              84756010         5      420 SH      SHARED      05           420                  
D SPECTRA ENERGY CORP            COM              84756010       607    42965 SH      SHARED      06         21225             21740
D SPECTRA ENERGY CORP            COM              84756010      8260   584193 SH      SHARED      10        584193                  
D SPECTRA ENERGY CORP            COM              84756010      1895   134050 SH      SHARED      11        134050                  
D SPECTRA ENERGY CORP            COM              84756010       310    21945 SH      SHARED      20         21555               390
D SPECTRA ENERGY CORP            COM              84756010         7      500 SH      SHARED      22           500                  
D SPECTRA ENERGY CORP            COM              84756010        44     3175 SH      SHARED      23           675              2500
D SPECTRA ENERGY CORP            COM              84756010        83     5910 SH      SHR/OTHR    23                            5910
D SPECTRANETICS CORP             COM              84760C10         7     3112 SH      SHARED                  3112                  
D SPECTRANETICS CORP             COM              84760C10         2      820 SH      SHARED      02           820                  
D SPECTRUM CTL INC               COM              84761510         2      384 SH      SHARED                   384                  
D SPECTRUM CTL INC               COM              84761510         2      300 SH      SHARED      02           300                  
D SPECTRUM PHARMACEUTICALS INC   COM              84763A10         0      403 SH      SHARED                   403                  
D SPEEDUS CORP                   COM NEW          84772320         0       52 SH      SHARED                    52                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810         6      516 SH      SHARED                   516                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810        13     1122 SH      SHARED      02          1122                  
D SPEEDWAY MOTORSPORTS INC       COM              84778810       143    12100 SH      SHARED      10         12100                  
D SPHERIX INC                    COM              84842R10         0      304 SH      SHARED                   304                  
D SPHERION CORP                  COM              84842010        35    17131 SH      SHARED                 17131                  
D SPHERION CORP                  COM              84842010        40    19272 SH      SHARED      02         19272                  
D SPIRE CORP                     COM              84856510         0      140 SH      SHARED                   140                  
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410        31     3169 SH      SHARED                  3169                  
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       157    15765 SH      SHARED      02         15765                  
D SPIRIT AEROSYSTEMS HLDGS INC   COM CL A         84857410       962    96500 SH      SHARED      10         96500                  
D SPORT-HALEY INC                COM              84892510         0       49 SH      SHARED                    49                  
D SPORT SUPPLY GROUP INC DEL     COM              84916A10         1      217 SH      SHARED                   217                  
D SPORT SUPPLY GROUP INC DEL     COM              84916A10         2      453 SH      SHARED      02           453                  
D SPORT CHALET INC               CL A             84916320         0       82 SH      SHARED                    82                  
D SPORT CHALET INC               CL B             84916330         0       27 SH      SHARED                    27                  
D SPORTS PPTYS ACQUISITION COR   COM              84920F10       786    83182 SH      SHARED                 83182                  
D SPORTS PPTYS ACQUISITION COR   COM              84920F10      1549   164000 SH      SHARED      02        164000                  
D SPORTS PPTYS ACQUISITION COR   *W EXP 01/17/201 84920F11         0    11592 SH      SHARED                 11592                  
D SPREADTRUM COMMUNICATIONS IN   ADR              84941520        77    51539 SH      SHARED                 51539                  
D SPRINT NEXTEL CORP             COM SER 1        85206110         0      177 SH      SHARED                   177                  
D SPRINT NEXTEL CORP             COM SER 1        85206110     21791  6104106 SH      SHARED               6104106                  
D SPRINT NEXTEL CORP             COM SER 1        85206110      2507   702479 SH      SHARED      01        701479              1000
D SPRINT NEXTEL CORP             COM SER 1        85206110        20     5707 SH      SHR/OTHR    01                            5707
D SPRINT NEXTEL CORP             COM SER 1        85206110      4066  1139160 SH      SHARED      02       1130918              8242
D SPRINT NEXTEL CORP             COM SER 1        85206110     36017 10089000 SH      SHARED      04      10089000                  
D SPRINT NEXTEL CORP             COM SER 1        85206110      1790   501507 SH      SHARED      05        501507                  
D SPRINT NEXTEL CORP             COM SER 1        85206110      1328   372046 SH      SHARED      06        274454             97592
D SPRINT NEXTEL CORP             COM SER 1        85206110     12351  3459831 SH      SHARED      10       3459831                  
D SPRINT NEXTEL CORP             COM SER 1        85206110        11     3115 SH      SHARED      23           580              2535
D SPRINT NEXTEL CORP             COM SER 1        85206110         8     2517 SH      SHR/OTHR    23                            2517
D STAAR SURGICAL CO              COM PAR $0.01    85231230         0      610 SH      SHARED                   610                  
D STAGE STORES INC               COM NEW          85254C30       208    20680 SH      SHARED                 20680                  
D STAGE STORES INC               COM NEW          85254C30        71     7052 SH      SHARED      02          7052                  
D STAGE STORES INC               COM NEW          85254C30       108    10750 SH      SHARED      10         10750                  
D STAMPS COM INC                 COM NEW          85285720        16     1700 SH      SHARED                  1700                  
D STAMPS COM INC                 COM NEW          85285720        50     5184 SH      SHARED      02          5184                  
D STANCORP FINL GROUP INC        COM              85289110       183     8068 SH      SHARED                  8068                  
D STANCORP FINL GROUP INC        COM              85289110       355    15600 SH      SHARED      01                           15600
D STANCORP FINL GROUP INC        COM              85289110       107     4740 SH      SHARED      02          4740                  
D STANCORP FINL GROUP INC        COM              85289110     10786   473500 SH      SHARED      10        473500                  
D STANDARD MICROSYSTEMS CORP     COM              85362610        16      881 SH      SHARED                   881                  
D STANDARD MICROSYSTEMS CORP     COM              85362610        16      875 SH      SHARED      01           875                  
D STANDARD MICROSYSTEMS CORP     COM              85362610        11      615 SH      SHARED      02           615                  
D STANDARD MICROSYSTEMS CORP     COM              85362610       329    17700 SH      SHARED      10         17700                  
D STANDARD MTR PRODS INC         COM              85366610         0      227 SH      SHARED                   227                  
D STANDARD MTR PRODS INC         COM              85366610         7     2722 SH      SHARED      02          2722                  
D STANDARD PAC CORP NEW          COM              85375C10       795   903453 SH      SHARED                903453                  
D STANDARD PAC CORP NEW          COM              85375C10         4     5415 SH      SHARED      02          5415                  
D STANDARD PAC CORP NEW          COM              85375C10        18    21400 SH      SHARED      10         21400                  
D STANDARD PARKING CORP          COM              85379010        13      800 SH      SHARED                   800                  
D STANDARD PARKING CORP          COM              85379010        39     2411 SH      SHARED      02          2411                  
D STANDARD REGISTER CO           COM              85388710        14     3248 SH      SHARED                  3248                  
D STANDARD REGISTER CO           COM              85388710         7     1700 SH      SHARED      01          1700                  
D STANDARD REGISTER CO           COM              85388710        86    18855 SH      SHARED      02         18855                  
D STANDARD REGISTER CO           COM              85388710       150    32900 SH      SHARED      10         32900                  
D STANDEX INTL CORP              COM              85423110       151    16468 SH      SHARED                 16468                  
D STANDEX INTL CORP              COM              85423110        22     2445 SH      SHARED      02          2445                  
D STANDEX INTL CORP              COM              85423110        12     1400 SH      SHARED      10          1400                  
D STANLEY FURNITURE INC          COM NEW          85430520         2      284 SH      SHARED                   284                  
D STANLEY FURNITURE INC          COM NEW          85430520         3      453 SH      SHARED      02           453                  
D STANLEY INC                    COM              85453210       641    25256 SH      SHARED                 25256                  
D STANLEY INC                    COM              85453210         6      254 SH      SHARED      02           254                  
D STANLEY INC                    COM              85453210      5116   201500 SH      SHARED      10        201500                  
D STANLEY WKS                    COM              85461610       495    17015 SH      SHARED                 17015                  
D STANLEY WKS                    COM              85461610       670    23024 SH      SHARED      01         21224              1800
D STANLEY WKS                    COM              85461610       933    32050 SH      SHARED      02         24550              7500
D STANLEY WKS                    COM              85461610       187     6450 SH      SHARED      06          4450              2000
D STANLEY WKS                    COM              85461610      2942   101053 SH      SHARED      10        101053                  
D STANLEY WKS                    COM              85461610       288     9900 SH      SHARED      23          9900                  
D STANTEC INC                    COM              85472N10        87     4800 SH      SHARED                  4800                  
D STANTEC INC                    COM              85472N10      2526   138800 SH      SHARED      04        138800                  
D STANTEC INC                    COM              85472N10      1368    75200 SH      SHARED      05         75200                  
D STAPLES INC                    COM              85503010      8567   473055 SH      SHARED                473055                  
D STAPLES INC                    COM              85503010      3438   189881 SH      SHARED      01        188300              1581
D STAPLES INC                    COM              85503010      1405    77591 SH      SHARED      02         67372             10219
D STAPLES INC                    COM              85503010        45     2500 SH      SHARED      04          2500                  
D STAPLES INC                    COM              85503010         6      365 SH      SHARED      05           365                  
D STAPLES INC                    COM              85503010       887    49000 SH      SHARED      06         24550             24450
D STAPLES INC                    COM              85503010    145381  8027681 SH      SHARED      10       8027681                  
D STAPLES INC                    COM              85503010       382    21105 SH      SHARED      20         13675              7430
D STAPLES INC                    COM              85503010       108     6000 SH      SHR/OTHR    20                            6000
D STAPLES INC                    COM              85503010       300    16585 SH      SHARED      21          4585             12000
D STAPLES INC                    COM              85503010       126     7000 SH      SHR/OTHR    21                            7000
D STAPLES INC                    COM              85503010       464    25650 SH      SHR/OTHR    23                           25650
D STAR GAS PARTNERS L P          UNIT LTD PARTNR  85512C10        32    12442 SH      SHARED                 12442                  
D STAR GAS PARTNERS L P          UNIT LTD PARTNR  85512C10        17     6842 SH      SHARED      02                            6842
D STAR SCIENTIFIC INC            COM              85517P10        91    21316 SH      SHARED                 21316                  
D STAR SCIENTIFIC INC            COM              85517P10       113    26547 SH      SHARED      02         26547                  
D STARBUCKS CORP                 COM              85524410      1630   146759 SH      SHARED                146759                  
D STARBUCKS CORP                 COM              85524410      2028   182550 SH      SHARED      01        179550              3000
D STARBUCKS CORP                 COM              85524410        67     6049 SH      SHR/OTHR    01                            6049
D STARBUCKS CORP                 COM              85524410     13314  1198436 SH      SHARED      02       1149436             49000
D STARBUCKS CORP                 COM              85524410        34     3100 SH      SHARED      04          3100                  
D STARBUCKS CORP                 COM              85524410         4      380 SH      SHARED      05           380                  
D STARBUCKS CORP                 COM              85524410       561    50560 SH      SHARED      06         27850             22710
D STARBUCKS CORP                 COM              85524410      3390   305145 SH      SHARED      10        305145                  
D STARBUCKS CORP                 COM              85524410         4      400 SH      SHARED      20           400                  
D STARENT NETWORKS CORP          COM              85528P10       125     7917 SH      SHARED                  7917                  
D STARENT NETWORKS CORP          COM              85528P10        71     4500 SH      SHARED      01          4500                  
D STARENT NETWORKS CORP          COM              85528P10        31     1992 SH      SHARED      02          1992                  
D STARENT NETWORKS CORP          COM              85528P10       818    51800 SH      SHARED      10         51800                  
D STARRETT L S CO                CL A             85566810         0      156 SH      SHARED                   156                  
D STARTEK INC                    COM              85569C10         1      443 SH      SHARED                   443                  
D STARTEK INC                    COM              85569C10         2      910 SH      SHARED      02           910                  
D STATE AUTO FINL CORP           COM              85570710        11      643 SH      SHARED                   643                  
D STATE AUTO FINL CORP           COM              85570710        18     1067 SH      SHARED      02          1067                  
D STATE BANCORP INC N.Y          COM              85571610        17     2261 SH      SHARED                  2261                  
D STATE BANCORP INC N.Y          COM              85571610         2      329 SH      SHARED      02           329                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40      7374   580669 SH      SHARED                580669                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40       431    34000 SH      SHARED      01         33900               100
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40       352    27765 SH      SHARED      02         23730              4035
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40        12     1000 SH      SHARED      04          1000                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40         1      120 SH      SHARED      05           120                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40        67     5300 SH      SHARED      06          1600              3700
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40      1384   108991 SH      SHARED      10        108991                  
D STARWOOD HOTELS&RESORTS WRLD   COM              85590A40         5      400 SH      SHR/OTHR    23                             400
D STATE STR CORP                 COM              85747710     43397  1409914 SH      SHARED               1409914                  
D STATE STR CORP                 COM              85747710      3726   121073 SH      SHARED      01        121073                  
D STATE STR CORP                 COM              85747710      4224   137248 SH      SHARED      02        126548             10700
D STATE STR CORP                 COM              85747710        76     2500 SH      SHARED      04          2500                  
D STATE STR CORP                 COM              85747710         7      230 SH      SHARED      05           230                  
D STATE STR CORP                 COM              85747710      1735    56370 SH      SHARED      06         33508             22862
D STATE STR CORP                 COM              85747710     21797   708169 SH      SHARED      10        693369             14800
D STATE STR CORP                 COM              85747710       719    23375 SH      SHARED      20          9000             14375
D STATE STR CORP                 COM              85747710       309    10040 SH      SHR/OTHR    20                           10040
D STATE STR CORP                 COM              85747710       215     7000 SH      SHARED      23          7000                  
D STATE STR CORP                 COM              85747710        49     1600 SH      SHR/OTHR    23                            1600
D STATOILHYDRO ASA               SPONSORED ADR    85771P10       241    13828 SH      SHARED                 13828                  
D STATOILHYDRO ASA               SPONSORED ADR    85771P10        52     3000 SH      SHARED      02          2000              1000
D STEAK N SHAKE CO               COM              85787310         0       24 SH      SHARED                    24                  
D STEAK N SHAKE CO               COM              85787310        58     7770 SH      SHARED      02          7770                  
D STEAK N SHAKE CO               COM              85787310        77    10300 SH      SHARED      10         10300                  
D STEEL DYNAMICS INC             COM              85811910      9800  1112404 SH      SHARED               1112404                  
D STEEL DYNAMICS INC             COM              85811910       422    48000 SH      SHARED      01                           48000
D STEEL DYNAMICS INC             COM              85811910       157    17858 SH      SHARED      02         16608              1250
D STEEL DYNAMICS INC             COM              85811910      3523   399955 SH      SHARED      10        280361            119594
D STEEL DYNAMICS INC             COM              85811910        13     1551 SH      SHARED      21                            1551
D STEELCLOUD INC                 COM              85815M10         0      331 SH      SHARED                   331                  
D STEELCASE INC                  CL A             85815520       243    48681 SH      SHARED                  2181             46500
D STEELCASE INC                  CL A             85815520       293    58530 SH      SHARED      02         58530                  
D STEELCASE INC                  CL A             85815520        14     2800 SH      SHARED      10          2800                  
D STEIN MART INC                 COM              85837510        28     9743 SH      SHARED      02          9743                  
D STEINWAY MUSICAL INSTRS INC    COM              85849510        41     3428 SH      SHARED                  3428                  
D STEINWAY MUSICAL INSTRS INC    COM              85849510         1      161 SH      SHARED      02           161                  
D STELLARONE CORP                COM              85856G10         0       41 SH      SHARED                    41                  
D STELLARONE CORP                COM              85856G10         7      592 SH      SHARED      02           592                  
D STELLARONE CORP                COM              85856G10       157    13200 SH      SHARED      10          6600              6600
D STEMCELLS INC                  COM              85857R10        23    14249 SH      SHARED                 14249                  
D STEMCELLS INC                  COM              85857R10         7     4361 SH      SHARED      02          4361                  
D STEPAN CO                      COM              85858610       289    10600 SH      SHARED                 10600                  
D STEPAN CO                      COM              85858610       217     7959 SH      SHARED      02          7959                  
D STEPAN CO                      PFD CONV 5.50%   85858620       355    11188 SH      SHARED                 11188                  
D STEPHAN CO                     COM              85860310         0       35 SH      SHARED                    35                  
D STERLING BANCSHARES INC        COM              85890710       113    17401 SH      SHARED                 17401                  
D STERLING BANCSHARES INC        COM              85890710        14     2289 SH      SHARED      02          2016               273
D STERLING BANCSHARES INC        COM              85890710       131    20100 SH      SHARED      10         20100                  
D STERICYCLE INC                 COM              85891210       307     6445 SH      SHARED                                    6445
D STERICYCLE INC                 COM              85891210      2951    61830 SH      SHARED                 54830              7000
D STERICYCLE INC                 COM              85891210      9380   196526 SH      SHARED      01        126069             70457
D STERICYCLE INC                 COM              85891210      2227    46667 SH      SHR/OTHR    01                           46667
D STERICYCLE INC                 COM              85891210       117     2470 SH      SHARED      02          2430                40
D STERICYCLE INC                 COM              85891210        17      367 SH      SHARED      04                             367
D STERICYCLE INC                 COM              85891210       232     4875 SH      SHARED      04          4875                  
D STERICYCLE INC                 COM              85891210         1       30 SH      SHARED      05            30                  
D STERICYCLE INC                 COM              85891210       264     5550 SH      SHARED      06          2750              2800
D STERICYCLE INC                 COM              85891210     43529   911986 SH      SHARED      10        911016               970
D STERICYCLE INC                 COM              85891210      2548    53387 SH      SHARED      19                           53387
D STERICYCLE INC                 COM              85891210      1592    33367 SH      SHARED      20         26902       80     6385
D STERICYCLE INC                 COM              85891210       555    11640 SH      SHR/OTHR    20                           11640
D STERICYCLE INC                 COM              85891210       109     2292 SH      SHARED      21          2292                  
D STERICYCLE INC                 COM              85891210        66     1400 SH      SHR/OTHR    21                            1400
D STERICYCLE INC                 COM              85891210       519    10875 SH      SHARED      22          8000              2875
D STERICYCLE INC                 COM              85891210        88     1860 SH      SHR/OTHR    22                            1860
D STERICYCLE INC                 COM              85891210      1773    37157 SH      SHARED      23         34067              3090
D STERICYCLE INC                 COM              85891210      2644    55410 SH      SHR/OTHR    23                           55410
D STERIS CORP                    COM              85915210       375    16123 SH      SHARED                 16123                  
D STERIS CORP                    COM              85915210       514    22100 SH      SHARED      01          2300             19800
D STERIS CORP                    COM              85915210        41     1778 SH      SHARED      02          1778                  
D STERIS CORP                    COM              85915210      1333    57300 SH      SHARED      10         57300                  
D STERLING BANCORP               COM              85915810        14     1416 SH      SHARED                  1416                  
D STERLING BANCORP               COM              85915810         9      992 SH      SHARED      02           992                  
D STERLING BANCORP               COM              85915810       109    11100 SH      SHARED      10         11100                  
D STEREOTAXIS INC                COM              85916J10        74    18783 SH      SHARED                 18783                  
D STEREOTAXIS INC                COM              85916J10         3      800 SH      SHARED      01           800                  
D STEREOTAXIS INC                COM              85916J10      1765   442440 SH      SHARED      02         15112            427328
D STERLING CONSTRUCTION CO INC   COM              85924110       205    11532 SH      SHARED                 11532                  
D STERLING CONSTRUCTION CO INC   COM              85924110         8      454 SH      SHARED      02           304               150
D STERLING CONSTRUCTION CO INC   COM              85924110        51     2900 SH      SHARED      10          2900                  
D STERLING FINL CORP WASH        COM              85931910         0       60 SH      SHARED                    60                  
D STERLING FINL CORP WASH        COM              85931910        32    15800 SH      SHARED      01         15800                  
D STERLING FINL CORP WASH        COM              85931910        10     5246 SH      SHARED      02          5246                  
D STERLING FINL CORP WASH        COM              85931910        22    10900 SH      SHARED      10         10900                  
D STERLITE INDS INDIA LTD        ADS              85973720       353    50000 SH      SHARED                                   50000
D STERLITE INDS INDIA LTD        ADS              85973720      1123   158867 SH      SHARED                158867                  
D STERLITE INDS INDIA LTD        ADS              85973720         2      350 SH      SHARED      02                             350
D STERLITE INDS INDIA LTD        ADS              85973720      4949   700000 SH      SHARED      04        700000                  
D STERLITE INDS INDIA LTD        ADS              85973720      2828   400000 SH      SHARED      05        400000                  
D STEWART ENTERPRISES INC        NOTE  3.125% 7/1 860370AH      4467  7300000 PRN     SHARED               7300000                  
D STEWART ENTERPRISES INC        NOTE  3.375% 7/1 860370AK       158   300000 PRN     SHARED                300000                  
D STEWART ENTERPRISES INC        CL A             86037010       577   178257 SH      SHARED                178257                  
D STEWART ENTERPRISES INC        CL A             86037010         7     2185 SH      SHARED      02          2185                  
D STEWART ENTERPRISES INC        CL A             86037010       133    41100 SH      SHARED      10         41100                  
D STEWART INFORMATION SVCS COR   COM              86037210        52     2699 SH      SHARED                  2699                  
D STEWART INFORMATION SVCS COR   COM              86037210         0       25 SH      SHARED      01            25                  
D STEWART INFORMATION SVCS COR   COM              86037210        27     1388 SH      SHARED      02          1388                  
D STEWART INFORMATION SVCS COR   COM              86037210       126     6500 SH      SHARED      10          6500                  
D STEWART INFORMATION SVCS COR   COM              86037210         0       20 SH      SHARED      23            20                  
D STIFEL FINL CORP               COM              86063010       340     7854 SH      SHARED                  7854                  
D STIFEL FINL CORP               COM              86063010       221     5125 SH      SHARED      02          5125                  
D STIFEL FINL CORP               COM              86063010       372     8600 SH      SHARED      10          8600                  
D STILLWATER MNG CO              COM              86074Q10       114    30838 SH      SHARED                 30838                  
D STILLWATER MNG CO              COM              86074Q10        27     7300 SH      SHARED      01                            7300
D STILLWATER MNG CO              COM              86074Q10       161    43530 SH      SHARED      02         43030               500
D STILLWATER MNG CO              COM              86074Q10       140    37900 SH      SHARED      10         37900                  
D STMICROELECTRONICS N V         NY REGISTRY      86101210      4997  1007498 SH      SHARED               1007498                  
D STMICROELECTRONICS N V         NY REGISTRY      86101210         6     1410 SH      SHARED      02          1200               210
D STOCKERYALE INC                COM NEW          86126T20         0      815 SH      SHARED                   815                  
D STONE ENERGY CORP              COM              86164210       314    94514 SH      SHARED                 94514                  
D STONE ENERGY CORP              COM              86164210        10     3029 SH      SHARED      02          3029                  
D STONE ENERGY CORP              COM              86164210         9     2900 SH      SHARED      10          2900                  
D STONERIDGE INC                 COM              86183P10        71    33900 SH      SHARED                 33900                  
D STONERIDGE INC                 COM              86183P10         4     2000 SH      SHARED      01          2000                  
D STONERIDGE INC                 COM              86183P10         5     2482 SH      SHARED      02          2482                  
D STONERIDGE INC                 COM              86183P10        19     9200 SH      SHARED      10          9200                  
D STONEMOR PARTNERS L P          COM UNITS        86183Q10       120    10799 SH      SHARED                 10799                  
D STONEMOR PARTNERS L P          COM UNITS        86183Q10        33     3000 SH      SHARED      02                            3000
D STONELEIGH PARTNERS ACQUS CO   COM              86192310       334    42275 SH      SHARED                 42275                  
D STONELEIGH PARTNERS ACQUS CO   COM              86192310      5753   727400 SH      SHARED      02        727400                  
D STONELEIGH PARTNERS ACQUS CO   *W EXP 05/31/201 86192312         2   130939 SH      SHARED                130939                  
D STONELEIGH PARTNERS ACQUS CO   *W EXP 05/31/201 86192312         1    50000 SH      SHARED      02         50000                  
D STRATASYS INC                  COM              86268510         0       10 SH      SHARED                    10                  
D STRATASYS INC                  COM              86268510        11     1359 SH      SHARED      02           574               785
D STRATEGIC DIAGNOSTICS INC      COM              86270010         0      457 SH      SHARED                   457                  
D STRATEGIC DIAGNOSTICS INC      COM              86270010        22    21000 SH      SHARED      02                           21000
D STRATEGIC HOTELS & RESORTS I   COM              86272T10        44    63841 SH      SHARED                 63841                  
D STRATEGIC HOTELS & RESORTS I   COM              86272T10         0     1000 SH      SHARED      01          1000                  
D STRATEGIC HOTELS & RESORTS I   COM              86272T10        29    43192 SH      SHARED      02         39343              3849
D STRATEGIC HOTELS & RESORTS I   COM              86272T10        17    24900 SH      SHARED      10         24900                  
D STRATTEC SEC CORP              COM              86311110         1      199 SH      SHARED      01           199                  
D STRATUS PPTYS INC              COM NEW          86316720         0       70 SH      SHARED      01            70                  
D STRATUS PPTYS INC              COM NEW          86316720         0      156 SH      SHARED      02           156                  
D STREAM GLOBAL SVCS INC         *W EXP 10/17/201 86323M11         6    56323 SH      SHARED                 56323                  
D STREAM GLOBAL SVCS INC         *W EXP 10/17/201 86323M11        48   400000 SH      SHARED      02        400000                  
D STREAMLINE HEALTH SOLUTIONS    COM              86323X10         0      134 SH      SHARED                   134                  
D STRAYER ED INC                 COM              86323610       223     1242 SH      SHARED                  1242                  
D STRAYER ED INC                 COM              86323610       899     5000 SH      SHARED      01           400              4600
D STRAYER ED INC                 COM              86323610        82      457 SH      SHARED      02           457                  
D STRAYER ED INC                 COM              86323610      5378    29900 SH      SHARED      10         29900                  
D STRAYER ED INC                 COM              86323610         4       26 SH      SHARED      21                              26
D STRYKER CORP                   COM              86366710       264     7775 SH      SHARED                  7775                  
D STRYKER CORP                   COM              86366710      9009   264684 SH      SHARED                264684                  
D STRYKER CORP                   COM              86366710      2287    67200 SH      SHARED      01         66600               600
D STRYKER CORP                   COM              86366710      1652    48558 SH      SHARED      02         47739               819
D STRYKER CORP                   COM              86366710      6065   178200 SH      SHARED      04        178200                  
D STRYKER CORP                   COM              86366710         5      150 SH      SHARED      05           150                  
D STRYKER CORP                   COM              86366710      4947   145330 SH      SHARED      06         64800             80530
D STRYKER CORP                   COM              86366710      7690   225935 SH      SHARED      10        225935                  
D STRYKER CORP                   COM              86366710       885    26000 SH      SHARED      15                           26000
D STRYKER CORP                   COM              86366710        12      360 SH      SHARED      20           360                  
D STRYKER CORP                   COM              86366710        68     2000 SH      SHARED      23          2000                  
D STUDENT LN CORP                COM              86390210         3       91 SH      SHARED                    91                  
D STUDENT LN CORP                COM              86390210        23      531 SH      SHARED      02           531                  
D STURM RUGER & CO INC           COM              86415910       431    34995 SH      SHARED                 34995                  
D STURM RUGER & CO INC           COM              86415910       226    18387 SH      SHARED      02         18387                  
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210      1217    33300 SH      SHARED                 33300                  
D SUBURBAN PROPANE PARTNERS L    UNIT LTD PARTN   86448210       338     9270 SH      SHARED      02                            9270
D SUCCESSFACTORS INC             COM              86459610         4      632 SH      SHARED      02           632                  
D SUFFOLK BANCORP                COM              86473910        15      600 SH      SHARED                   600                  
D SUFFOLK BANCORP                COM              86473910         2      100 SH      SHARED      01           100                  
D SUFFOLK BANCORP                COM              86473910         6      249 SH      SHARED      02           249                  
D SUFFOLK BANCORP                COM              86473910        59     2300 SH      SHARED      10          2300                  
D SUFFOLK BANCORP                COM              86473910       805    31000 SH      SHARED      23         31000                  
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         0        8 SH      SHARED                     8                  
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910         1      234 SH      SHARED      02           234                  
D SUCAMPO PHARMACEUTICALS INC    CL A             86490910       954   155749 SH      SHARED      04        155749                  
D SULPHCO INC                    COM              86537810        46    43355 SH      SHARED                 43355                  
D SULPHCO INC                    COM              86537810         1     1360 SH      SHARED      02          1360                  
D SUMMIT FINANCIAL GROUP INC     COM              86606G10         1      178 SH      SHARED                   178                  
D SUMTOTAL SYS INC               COM              86661510         1      849 SH      SHARED                   849                  
D SUMTOTAL SYS INC               COM              86661510       119    71000 SH      SHARED      02          1000             70000
D SUN BANCORP INC                COM              86663B10         0       94 SH      SHARED      01            94                  
D SUN BANCORP INC                COM              86663B10         1      375 SH      SHARED      02           375                  
D SUN AMERICAN BANCORP           COM NEW          86664A20         0      201 SH      SHARED                   201                  
D SUN AMERICAN BANCORP           COM NEW          86664A20         0      800 SH      SHARED      02                             800
D SUN COMMUNITIES INC            COM              86667410        10      900 SH      SHARED                   900                  
D SUN COMMUNITIES INC            COM              86667410        44     3722 SH      SHARED      02          3722                  
D SUN COMMUNITIES INC            COM              86667410       182    15400 SH      SHARED      10          7700              7700
D SUN COMMUNITIES INC            COM              86667410        40     3400 SH      SHARED      21                            3400
D SUN LIFE FINL INC              COM              86679610       147     8252 SH      SHARED                  8252                  
D SUN LIFE FINL INC              COM              86679610         3      198 SH      SHARED      01           198                  
D SUN LIFE FINL INC              COM              86679610       276    15500 SH      SHARED      02         15500                  
D SUN LIFE FINL INC              COM              86679610        21     1200 SH      SHARED      04          1200                  
D SUN LIFE FINL INC              COM              86679610         5      300 SH      SHARED      05           300                  
D SUN LIFE FINL INC              COM              86679610       163     9150 SH      SHARED      06          5400              3750
D SUN LIFE FINL INC              COM              86679610       177     9962 SH      SHARED      10          9962                  
D SUN LIFE FINL INC              COM              86679610        71     4000 SH      SHR/OTHR    20                            4000
D SUN MICROSYSTEMS INC           COM NEW          86681020        21     3000 SH      SHARED                  3000                  
D SUN MICROSYSTEMS INC           COM NEW          86681020      7974  1089368 SH      SHARED               1048868             40500
D SUN MICROSYSTEMS INC           COM NEW          86681020      1266   173025 SH      SHARED      01        172825               200
D SUN MICROSYSTEMS INC           COM NEW          86681020     11442  1563196 SH      SHARED      02       1552396             10800
D SUN MICROSYSTEMS INC           COM NEW          86681020      1390   190000 SH      SHARED      04        190000                  
D SUN MICROSYSTEMS INC           COM NEW          86681020         3      447 SH      SHARED      05           447                  
D SUN MICROSYSTEMS INC           COM NEW          86681020       397    54296 SH      SHARED      06         28274             26022
D SUN MICROSYSTEMS INC           COM NEW          86681020      4766   651200 SH      SHARED      10        643900              7300
D SUN MICROSYSTEMS INC           COM NEW          86681020       439    60000 SH      SHARED      15                           60000
D SUN MICROSYSTEMS INC           COM NEW          86681020         9     1250 SH      SHARED      19                            1250
D SUN MICROSYSTEMS INC           COM NEW          86681020         8     1125 SH      SHARED      20           250               875
D SUN MICROSYSTEMS INC           COM NEW          86681020         0      125 SH      SHARED      23           125                  
D SUN HEALTHCARE GROUP INC       COM NEW          86693340       472    56034 SH      SHARED                 56034                  
D SUN HEALTHCARE GROUP INC       COM NEW          86693340        15     1785 SH      SHARED      01          1785                  
D SUN HEALTHCARE GROUP INC       COM NEW          86693340         8     1008 SH      SHARED      02          1008                  
D SUN HYDRAULICS CORP            COM              86694210       119     8148 SH      SHARED                  8148                  
D SUN HYDRAULICS CORP            COM              86694210         3      273 SH      SHARED      02           273                  
D SUNAIR SERVICES CORP           COM              86701710         0      157 SH      SHARED                   157                  
D SUNAMERICA FCSED ALPHA GRW F   COM              86703710        75     8527 SH      SHARED      02                            8527
D SUNAMERICA FCSED ALPHA GRW F   COM              86703710        44     5000 SH      SHARED      21          5000                  
D SUNCOR ENERGY INC              COM              86722910       869    39128 SH      SHARED                 36328              2800
D SUNCOR ENERGY INC              COM              86722910         5      264 SH      SHARED      01           264                  
D SUNCOR ENERGY INC              COM              86722910       566    25497 SH      SHARED      02         16997              8500
D SUNCOR ENERGY INC              COM              86722910     27137  1221868 SH      SHARED      04       1221868                  
D SUNCOR ENERGY INC              COM              86722910        13      624 SH      SHARED      05           624                  
D SUNCOR ENERGY INC              COM              86722910      3284   147900 SH      SHARED      06         33500            114400
D SUNCOR ENERGY INC              COM              86722910      9168   412798 SH      SHARED      10        309830            102968
D SUNCOR ENERGY INC              COM              86722910         5      240 SH      SHARED      20           240                  
D SUNCOR ENERGY INC              COM              86722910       203     9163 SH      SHARED      21          7733              1430
D SUNCOR ENERGY INC              COM              86722910        23     1060 SH      SHARED      23                            1060
D SUNCOR ENERGY INC              COM              86722910       193     8700 SH      SHR/OTHR    23                            8700
D SUNCOR ENERGY INC              COM              86722910       220     9906 SH      SHARED      24          9906                  
D SUNESIS PHARMACEUTICALS INC    COM              86732850         0      670 SH      SHARED                   670                  
D SUNLINK HEALTH SYSTEMS INC     COM              86737U10         0       35 SH      SHARED                    35                  
D SUNOPTA INC                    COM              8676EP10       118    68664 SH      SHARED                 68664                  
D SUNOPTA INC                    COM              8676EP10       994   574700 SH      SHARED      04        574700                  
D SUNOPTA INC                    COM              8676EP10      3052  1764200 SH      SHARED      10       1764200                  
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10       629    12207 SH      SHARED                 12207                  
D SUNOCO LOGISTICS PRTNRS L P    COM UNITS        86764L10       175     3405 SH      SHARED      02                            3405
D SUNOCO INC                     COM              86764P10      8656   326893 SH      SHARED                326893                  
D SUNOCO INC                     COM              86764P10       734    27725 SH      SHARED      01         27400               325
D SUNOCO INC                     COM              86764P10      3492   131899 SH      SHARED      02        131899                  
D SUNOCO INC                     COM              86764P10       193     7306 SH      SHARED      04                            7306
D SUNOCO INC                     COM              86764P10       248     9390 SH      SHARED      06          5700              3690
D SUNOCO INC                     COM              86764P10      3524   133108 SH      SHARED      10        133108                  
D SUNOCO INC                     COM              86764P10        46     1765 SH      SHR/OTHR    20                            1765
D SUNOCO INC                     COM              86764P10        55     2100 SH      SHARED      23          2100                  
D SUNOCO INC                     COM              86764P10        37     1410 SH      SHR/OTHR    23                            1410
D SUNPOWER CORP                  DBCV  0.750% 8/0 867652AB     10716 13280000 PRN     SHARED              13280000                  
D SUNPOWER CORP                  COM CL A         86765210      6200   260758 SH      SHARED                260758                  
D SUNPOWER CORP                  COM CL A         86765210      3835   161306 SH      SHARED                160406               900
D SUNPOWER CORP                  COM CL A         86765210       218     9190 SH      SHARED      01          8590               600
D SUNPOWER CORP                  COM CL A         86765210      1806    75972 SH      SHARED      02         75472               500
D SUNPOWER CORP                  COM CL A         86765210      1759    74000 SH      SHARED      04         74000                  
D SUNPOWER CORP                  COM CL A         86765210      1758    73933 SH      SHARED      05         73933                  
D SUNPOWER CORP                  COM CL A         86765210        62     2609 SH      SHARED      06                            2609
D SUNPOWER CORP                  COM CL B         86765230      4958   250441 SH      SHARED                250441                  
D SUNPOWER CORP                  COM CL B         86765230       142     7220 SH      SHARED      01          7220                  
D SUNPOWER CORP                  COM CL B         86765230         7      397 SH      SHARED      02                             397
D SUNPOWER CORP                  COM CL B         86765230     12028   607516 SH      SHARED      04        607516                  
D SUNPOWER CORP                  COM CL B         86765230      8691   438950 SH      SHARED      05        438950                  
D SUNPOWER CORP                  COM CL B         86765230       644    32540 SH      SHARED      06                           32540
D SUNRISE SENIOR LIVING INC      COM              86768K10         0      696 SH      SHARED                   696                  
D SUNRISE SENIOR LIVING INC      COM              86768K10         2     3112 SH      SHARED      02          2852               260
D SUNSTONE HOTEL INVS INC NEW    COM              86789210        42    16173 SH      SHARED                 16173                  
D SUNSTONE HOTEL INVS INC NEW    COM              86789210        15     5794 SH      SHARED      01          1304              4490
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       118    44994 SH      SHARED      02         43899              1095
D SUNSTONE HOTEL INVS INC NEW    COM              86789210       108    41073 SH      SHARED      10         41073                  
D SUNTRUST BKS INC               COM              86791410      9325   794373 SH      SHARED                764073             30300
D SUNTRUST BKS INC               COM              86791410      1139    97028 SH      SHARED      01         95928              1100
D SUNTRUST BKS INC               COM              86791410         4      350 SH      SHR/OTHR    01                             350
D SUNTRUST BKS INC               COM              86791410       220    18786 SH      SHARED      02         18402               384
D SUNTRUST BKS INC               COM              86791410         1      169 SH      SHARED      05           169                  
D SUNTRUST BKS INC               COM              86791410       274    23360 SH      SHARED      06         11800             11560
D SUNTRUST BKS INC               COM              86791410     49543  4220076 SH      SHARED      10       4137876             82200
D SUNTRUST BKS INC               COM              86791410         1      110 SH      SHARED      20           110                  
D SUNTRUST BKS INC               COM              86791410        66     5700 SH      SHARED      23          5700                  
D SUNTRUST BKS INC               COM              86791410        51     4400 SH      SHR/OTHR    23                            4400
D SUPERCONDUCTOR TECHNOLOGIES    COM NEW          86793130         0      425 SH      SHARED                   425                  
D SUNTECH PWR HLDGS CO LTD       NOTE  3.000% 3/1 86800CAE      5547 11391000 PRN     SHARED      02      11391000                  
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10      4496   384611 SH      SHARED                382011              2600
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10        78     6700 SH      SHARED      02          6700                  
D SUNTECH PWR HLDGS CO LTD       ADR              86800C10        33     2886 SH      SHARED      04          2886                  
D SUPER MICRO COMPUTER INC       COM              86800U10        17     3600 SH      SHARED                  3600                  
D SUPER MICRO COMPUTER INC       COM              86800U10         3      616 SH      SHARED      02           616                  
D SUPERGEN INC                   COM              86805910         7     4292 SH      SHARED      02          4292                  
D SUPERIOR BANCORP               COM NEW          86806M20         1      293 SH      SHARED                   293                  
D SUPERIOR ENERGY SVCS INC       COM              86815710       981    76106 SH      SHARED                 76106                  
D SUPERIOR ENERGY SVCS INC       COM              86815710       424    32970 SH      SHARED      01          5370             27600
D SUPERIOR ENERGY SVCS INC       COM              86815710      1021    79273 SH      SHARED      02         79273                  
D SUPERIOR ENERGY SVCS INC       COM              86815710     12400   962050 SH      SHARED      10        962050                  
D SUPERIOR ENERGY SVCS INC       COM              86815710        16     1300 SH      SHARED      21                            1300
D SUPERIOR INDS INTL INC         COM              86816810       660    55700 SH      SHARED                 55700                  
D SUPERIOR INDS INTL INC         COM              86816810       151    12789 SH      SHARED      02         12789                  
D SUPERIOR INDS INTL INC         COM              86816810       120    10200 SH      SHARED      10         10200                  
D SUPERIOR UNIFORM GP INC        COM              86835810         0      112 SH      SHARED                   112                  
D SUPERIOR WELL SVCS INC         COM              86837X10       105    20600 SH      SHARED                 20600                  
D SUPERIOR WELL SVCS INC         COM              86837X10         7     1455 SH      SHARED      02           955               500
D SUPERTEL HOSPITALITY INC MD    COM              86852610         0      387 SH      SHARED                   387                  
D SUPERTEX INC                   COM              86853210        69     3007 SH      SHARED      02          3007                  
D SUPERVALU INC                  COM              86853610      4053   283856 SH      SHARED                265856             18000
D SUPERVALU INC                  COM              86853610       876    61352 SH      SHARED      01         61352                  
D SUPERVALU INC                  COM              86853610       492    34474 SH      SHARED      02         34184               290
D SUPERVALU INC                  COM              86853610        12      900 SH      SHARED      04           900                  
D SUPERVALU INC                  COM              86853610         0       59 SH      SHARED      05            59                  
D SUPERVALU INC                  COM              86853610       219    15387 SH      SHARED      06          8673              6714
D SUPERVALU INC                  COM              86853610      9122   638853 SH      SHARED      10        596753             42100
D SUPERVALU INC                  COM              86853610        11      825 SH      SHARED      21                             825
D SUPPORTSOFT INC                COM              86858710         7     3979 SH      SHARED                  3979                  
D SUPPORTSOFT INC                COM              86858710         6     3228 SH      SHARED      02          3228                  
D SUPREME INDS INC               CL A             86860710         0      260 SH      SHARED                   260                  
D SUPREME INDS INC               CL A             86860710         0        1 SH      SHARED      02             1                  
D SUREWEST COMMUNICATIONS        COM              86873310        17     2203 SH      SHARED                  2203                  
D SUREWEST COMMUNICATIONS        COM              86873310        27     3555 SH      SHARED      02          3555                  
D SURMODICS INC                  COM              86887310       115     6332 SH      SHARED                  6332                  
D SURMODICS INC                  COM              86887310       100     5494 SH      SHARED      02          5321               173
D SURMODICS INC                  COM              86887310       114     6300 SH      SHARED      10          6300                  
D SUSQUEHANNA BANCSHARES INC P   COM              86909910        36     3914 SH      SHARED                  3914                  
D SUSQUEHANNA BANCSHARES INC P   COM              86909910        39     4208 SH      SHARED      02          3608               600
D SUSQUEHANNA BANCSHARES INC P   COM              86909910       138    14829 SH      SHARED      10         14829                  
D SUSSER HLDGS CORP              COM              86923310        38     2900 SH      SHARED                  2900                  
D SUSSER HLDGS CORP              COM              86923310         2      203 SH      SHARED      02           203                  
D SUTOR TECH GROUP LTD           COM              86936210         0      202 SH      SHARED      02           202                  
D SUTRON CORP                    COM              86938010         0       58 SH      SHARED                    58                  
D SWEDISH EXPT CR CORP           RG METAL ETN22   87029740        12     2000 SH      SHARED      02                            2000
D SWEDISH EXPT CR CORP           ROG TTL ETN 22   87029780         8     1400 SH      SHARED      02                            1400
D SWIFT ENERGY CO                COM              87073810        25     3438 SH      SHARED                  3438                  
D SWIFT ENERGY CO                COM              87073810        49     6725 SH      SHARED      01          6725                  
D SWIFT ENERGY CO                COM              87073810         9     1332 SH      SHARED      02          1295                37
D SWIFT ENERGY CO                COM              87073810        99    13600 SH      SHARED      10          9500              4100
D SWITCH & DATA FACILITIES COM   COM              87104310         4      522 SH      SHARED      02           522                  
D SYBASE INC                     NOTE  1.750% 2/2 871130AB      6347  5010000 PRN     SHARED      02       5000000             10000
D SYBASE INC                     COM              87113010       647    21378 SH      SHARED                 21378                  
D SYBASE INC                     COM              87113010      1940    64055 SH      SHARED      01         36055             28000
D SYBASE INC                     COM              87113010      1618    53425 SH      SHR/OTHR    01                           53425
D SYBASE INC                     COM              87113010       208     6879 SH      SHARED      02          6879                  
D SYBASE INC                     COM              87113010     16143   532964 SH      SHARED      10        529064              3900
D SYBASE INC                     COM              87113010        69     2288 SH      SHARED      21                            2288
D SYCAMORE NETWORKS INC          COM              87120610      1564   586123 SH      SHARED                586123                  
D SYCAMORE NETWORKS INC          COM              87120610       198    74409 SH      SHARED      02         23559             50850
D SYCAMORE NETWORKS INC          COM              87120610       213    79800 SH      SHARED      10         61100             18700
D SYKES ENTERPRISES INC          COM              87123710       582    35041 SH      SHARED                 35041                  
D SYKES ENTERPRISES INC          COM              87123710       277    16706 SH      SHARED      02         16706                  
D SYMANTEC CORP                  NOTE  0.750% 6/1 871503AD      1474  1500000 PRN     SHARED      02       1500000                  
D SYMANTEC CORP                  NOTE  1.000% 6/1 871503AF     19560 20000000 PRN     SHARED      04      20000000                  
D SYMANTEC CORP                  COM              87150310       210    14095 SH      SHARED                                   14095
D SYMANTEC CORP                  COM              87150310     36050  2412994 SH      SHARED               2381594             31400
D SYMANTEC CORP                  COM              87150310      3863   258571 SH      SHARED      01        252228              6343
D SYMANTEC CORP                  COM              87150310      4046   270855 SH      SHARED      02        270585               270
D SYMANTEC CORP                  COM              87150310    119532  8000850 SH      SHARED      04       8000850                  
D SYMANTEC CORP                  COM              87150310         8      580 SH      SHARED      05           580                  
D SYMANTEC CORP                  COM              87150310     18893  1264600 SH      SHARED      06        487050            777550
D SYMANTEC CORP                  COM              87150310     26261  1757806 SH      SHARED      10       1703906             53900
D SYMANTEC CORP                  COM              87150310        15     1044 SH      SHR/OTHR    23                            1044
D SYMMETRICOM INC                COM              87154310        35    10082 SH      SHARED                 10082                  
D SYMMETRICOM INC                COM              87154310        10     3100 SH      SHARED      01          3100                  
D SYMMETRICOM INC                COM              87154310       100    28722 SH      SHARED      02          5139             23583
D SYMMETRICOM INC                COM              87154310       150    43000 SH      SHARED      10         43000                  
D SYMMETRY MED INC               COM              87154620        24     3906 SH      SHARED                  3906                  
D SYMMETRY MED INC               COM              87154620        49     7854 SH      SHARED      02          7854                  
D SYMMETRY MED INC               COM              87154620        95    15200 SH      SHARED      10         15200                  
D SYMYX TECHNOLOGIES             COM              87155S10        77    17500 SH      SHARED                 17500                  
D SYMYX TECHNOLOGIES             COM              87155S10        17     3981 SH      SHARED      02          3981                  
D SYMS CORP                      COM              87155110         4      781 SH      SHARED                   781                  
D SYMS CORP                      COM              87155110         1      171 SH      SHARED      02           171                  
D SYNALLOY CP DEL                COM              87156510         0      160 SH      SHARED                   160                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10         2      178 SH      SHARED                   178                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10        28     2300 SH      SHARED      01          2300                  
D SYNCHRONOSS TECHNOLOGIES INC   COM              87157B10      1723   140618 SH      SHARED      02        140618                  
D SYNAPTICS INC                  NOTE  0.750%12/0 87157DAB       731   744000 PRN     SHARED      02        744000                  
D SYNAPTICS INC                  COM              87157D10      1162    43450 SH      SHARED                 43450                  
D SYNAPTICS INC                  COM              87157D10        49     1850 SH      SHARED      01          1850                  
D SYNAPTICS INC                  COM              87157D10       319    11948 SH      SHARED      02         11948                  
D SYNAPTICS INC                  COM              87157D10     14194   530450 SH      SHARED      10        530450                  
D SYNGENTA AG                    SPONSORED ADR    87160A10        95     2374 SH      SHARED                  2374                  
D SYNGENTA AG                    SPONSORED ADR    87160A10        44     1100 SH      SHARED      02           900               200
D SYNGENTA AG                    SPONSORED ADR    87160A10        44     1110 SH      SHARED      23                            1110
D SYNERGX SYSTEMS INC            COM              87160C10         0      100 SH      SHARED                   100                  
D SYNERGETICS USA INC            COM              87160G10         0      631 SH      SHARED                   631                  
D SYNOPSYS INC                   COM              87160710      1365    65878 SH      SHARED                 65878                  
D SYNOPSYS INC                   COM              87160710      1610    77692 SH      SHARED      01         30092             47600
D SYNOPSYS INC                   COM              87160710        84     4100 SH      SHR/OTHR    01                            4100
D SYNOPSYS INC                   COM              87160710       306    14777 SH      SHARED      02          4447             10330
D SYNOPSYS INC                   COM              87160710        35     1730 SH      SHARED      06          1000               730
D SYNOPSYS INC                   COM              87160710       151     7300 SH      SHARED      10          7300                  
D SYNOVUS FINL CORP              COM              87161C10      1933   594869 SH      SHARED                594869                  
D SYNOVUS FINL CORP              COM              87161C10       588   181000 SH      SHARED      01         75500            105500
D SYNOVUS FINL CORP              COM              87161C10        58    18099 SH      SHARED      02         17725               374
D SYNOVUS FINL CORP              COM              87161C10         6     2000 SH      SHARED      06                            2000
D SYNOVUS FINL CORP              COM              87161C10      2044   629200 SH      SHARED      10        545900             83300
D SYNOVIS LIFE TECHNOLOGIES IN   COM              87162G10        10      740 SH      SHARED                   740                  
D SYNOVIS LIFE TECHNOLOGIES IN   COM              87162G10         5      387 SH      SHARED      02           387                  
D SYNTEL INC                     COM              87162H10      1906    92635 SH      SHARED                 92635                  
D SYNTEL INC                     COM              87162H10        32     1600 SH      SHARED      01          1600                  
D SYNTEL INC                     COM              87162H10        91     4435 SH      SHARED      02          4435                  
D SYNTEL INC                     COM              87162H10       314    15300 SH      SHARED      10         15300                  
D SYNTEL INC                     COM              87162H10        18      890 SH      SHARED      21                             890
D SYNTA PHARMACEUTICALS CORP     COM              87162T20         9     4521 SH      SHARED                  4521                  
D SYNTA PHARMACEUTICALS CORP     COM              87162T20         1      654 SH      SHARED      02           654                  
D SYNNEX CORP                    COM              87162W10       322    16400 SH      SHARED                 16400                  
D SYNNEX CORP                    COM              87162W10       104     5311 SH      SHARED      02          5311                  
D SYNNEX CORP                    COM              87162W10       236    12000 SH      SHARED      10         12000                  
D SYNTHESIS ENERGY SYS INC       COM              87162810         3     5098 SH      SHARED                  5098                  
D SYNTHESIS ENERGY SYS INC       COM              87162810         1     2595 SH      SHARED      02           595              2000
D SYNIVERSE HLDGS INC            COM              87163F10       897    56939 SH      SHARED                 56939                  
D SYNIVERSE HLDGS INC            COM              87163F10       285    18100 SH      SHARED      01                           18100
D SYNIVERSE HLDGS INC            COM              87163F10       302    19165 SH      SHARED      02         19165                  
D SYNIVERSE HLDGS INC            COM              87163F10       307    19500 SH      SHARED      10         19500                  
D SYNIVERSE HLDGS INC            COM              87163F10        49     3150 SH      SHARED      21                            3150
D SYNTROLEUM CORP                COM              87163010         1     1366 SH      SHARED                  1366                  
D SYNTROLEUM CORP                COM              87163010         0      200 SH      SHARED      02           200                  
D SYNUTRA INTL INC               COM              87164C10        27     3393 SH      SHARED                  3393                  
D SYNUTRA INTL INC               COM              87164C10         1      238 SH      SHARED      02           238                  
D SYNVISTA THERAPEUTICS INC      COM              87164M10         0       52 SH      SHARED                    52                  
D SYPRIS SOLUTIONS INC           COM              87165510         0      274 SH      SHARED                   274                  
D SYSCO CORP                     COM              87182910       346    15191 SH      SHARED                  3400             11791
D SYSCO CORP                     COM              87182910     12273   538326 SH      SHARED                487527             50799
D SYSCO CORP                     COM              87182910      8947   392439 SH      SHARED      01        347819             44620
D SYSCO CORP                     COM              87182910       908    39846 SH      SHR/OTHR    01                           39846
D SYSCO CORP                     COM              87182910      2324   101934 SH      SHARED      02         55126             46808
D SYSCO CORP                     COM              87182910        11      486 SH      SHARED      04                             486
D SYSCO CORP                     COM              87182910       278    12225 SH      SHARED      04         12225                  
D SYSCO CORP                     COM              87182910         8      390 SH      SHARED      05           390                  
D SYSCO CORP                     COM              87182910      1035    45400 SH      SHARED      06         24600             20800
D SYSCO CORP                     COM              87182910     54536  2391972 SH      SHARED      10       2369172             22800
D SYSCO CORP                     COM              87182910      2311   101360 SH      SHARED      19                          101360
D SYSCO CORP                     COM              87182910      1634    71670 SH      SHARED      20         54180             17490
D SYSCO CORP                     COM              87182910      1523    66830 SH      SHR/OTHR    20                           66830
D SYSCO CORP                     COM              87182910        29     1300 SH      SHARED      21          1300                  
D SYSCO CORP                     COM              87182910       316    13900 SH      SHARED      22         11700              2200
D SYSCO CORP                     COM              87182910        48     2130 SH      SHR/OTHR    22                            2130
D SYSCO CORP                     COM              87182910       766    33640 SH      SHARED      23         29440              4200
D SYSCO CORP                     COM              87182910       566    24826 SH      SHR/OTHR    23                           24826
D SYSTEMAX INC                   COM              87185110        65     5066 SH      SHARED                  5066                  
D SYSTEMAX INC                   COM              87185110        87     6759 SH      SHARED      02          6759                  
D SYSTEMAX INC                   COM              87185110       122     9500 SH      SHARED      10          9500                  
D TCF FINL CORP                  COM              87227510       263    22364 SH      SHARED                 22364                  
D TCF FINL CORP                  COM              87227510       478    40700 SH      SHARED      01                           40700
D TCF FINL CORP                  COM              87227510        64     5471 SH      SHARED      02          4971               500
D TCF FINL CORP                  COM              87227510     12456  1059200 SH      SHARED      10       1059200                  
D TC PIPELINES LP                UT COM LTD PRT   87233Q10        13      441 SH      SHARED                   441                  
D TC PIPELINES LP                UT COM LTD PRT   87233Q10       810    27250 SH      SHARED      02                           27250
D TDK CORP                       AMERN DEP SH     87235140         7      200 SH      SHARED      02           200                  
D TDK CORP                       AMERN DEP SH     87235140         3       96 SH      SHARED      20            96                  
D TDK CORP                       AMERN DEP SH     87235140        42     1130 SH      SHARED      21                            1130
D TD AMERITRADE HLDG CORP        COM              87236Y10      6622   479525 SH      SHARED                479525                  
D TD AMERITRADE HLDG CORP        COM              87236Y10       654    47400 SH      SHARED      01         47400                  
D TD AMERITRADE HLDG CORP        COM              87236Y10       754    54630 SH      SHARED      02         54630                  
D TD AMERITRADE HLDG CORP        COM              87236Y10      1476   106900 SH      SHARED      04        106900                  
D TD AMERITRADE HLDG CORP        COM              87236Y10       156    11300 SH      SHARED      06          8400              2900
D TD AMERITRADE HLDG CORP        COM              87236Y10      7448   539381 SH      SHARED      10        539381                  
D TECO ENERGY INC                COM              87237510       809    72610 SH      SHARED                 72610                  
D TECO ENERGY INC                COM              87237510       174    15623 SH      SHARED      02          8123              7500
D TECO ENERGY INC                COM              87237510       125    11250 SH      SHARED      06          7750              3500
D TECO ENERGY INC                COM              87237510     15589  1398199 SH      SHARED      10       1398199                  
D TECO ENERGY INC                COM              87237510        13     1200 SH      SHARED      23                            1200
D TECO ENERGY INC                COM              87237510        63     5700 SH      SHR/OTHR    23                            5700
D TEL OFFSHORE TR                UNIT BEN INT     87238210         0       63 SH      SHARED      02                              63
D TEPPCO PARTNERS L P            UT LTD PARTNER   87238410      1127    49798 SH      SHARED                 49798                  
D TEPPCO PARTNERS L P            UT LTD PARTNER   87238410       783    34570 SH      SHARED      02                           34570
D TFS FINL CORP                  COM              87240R10       683    56317 SH      SHARED                 56317                  
D TFS FINL CORP                  COM              87240R10       588    48500 SH      SHARED      01         48500                  
D TFS FINL CORP                  COM              87240R10         3      291 SH      SHARED      02           291                  
D TFS FINL CORP                  COM              87240R10        12     1000 SH      SHARED      06                            1000
D TFS FINL CORP                  COM              87240R10        16     1341 SH      SHARED      21          1341                  
D TGC INDS INC                   COM NEW          87241730         0      325 SH      SHARED                   325                  
D TICC CAPITAL CORP              COM              87244T10        96    27554 SH      SHARED                 27554                  
D TICC CAPITAL CORP              COM              87244T10         7     2142 SH      SHARED      02                            2142
D THQ INC                        COM NEW          87244340       145    47706 SH      SHARED                 47706                  
D THQ INC                        COM NEW          87244340       152    50192 SH      SHARED      02         50143                49
D THQ INC                        COM NEW          87244340      1440   473805 SH      SHARED      10        473805                  
D TIB FINL CORP                  COM              87244910         0      327 SH      SHARED                   327                  
D TII NETWORK TECHNOLOGIES INC   COM NEW          87247920         0      323 SH      SHARED                   323                  
D TJX COS INC NEW                NOTE         2/1 872540AL      1810  2000000 PRN     SHARED      02       2000000                  
D TJX COS INC NEW                COM              87254010      4111   160371 SH      SHARED                160371                  
D TJX COS INC NEW                COM              87254010      5777   225335 SH      SHARED      01        214265             11070
D TJX COS INC NEW                COM              87254010       148     5775 SH      SHR/OTHR    01                            5775
D TJX COS INC NEW                COM              87254010      2260    88182 SH      SHARED      02         88012               170
D TJX COS INC NEW                COM              87254010        38     1500 SH      SHARED      04          1500                  
D TJX COS INC NEW                COM              87254010      2570   100260 SH      SHARED      05        100260                  
D TJX COS INC NEW                COM              87254010      1157    45150 SH      SHARED      06         31250             13900
D TJX COS INC NEW                COM              87254010     31436  1226080 SH      SHARED      10       1226080                  
D TJX COS INC NEW                COM              87254010       397    15500 SH      SHARED      20         15405                95
D TJX COS INC NEW                COM              87254010        64     2530 SH      SHR/OTHR    20                            2530
D TJX COS INC NEW                COM              87254010        35     1400 SH      SHR/OTHR    23                            1400
D TM ENTMT & MEDIA INC           COM              87260T10       641    84077 SH      SHARED                 84077                  
D TM ENTMT & MEDIA INC           COM              87260T10      1144   150000 SH      SHARED      02        150000                  
D TM ENTMT & MEDIA INC           *W EXP 10/17/201 87260T11         1    52721 SH      SHARED                 52721                  
D TM ENTMT & MEDIA INC           *W EXP 10/17/201 87260T11         4   150000 SH      SHARED      02        150000                  
D TRC COS INC                    COM              87262510         0      375 SH      SHARED                   375                  
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10        74    23289 SH      SHARED                 23289                  
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       124    38672 SH      SHARED      02         38672                  
D TRW AUTOMOTIVE HLDGS CORP      COM              87264S10       462   143500 SH      SHARED      10        115900             27600
D TS&W CLAYMORE TAX ADVNTG BL    COM              87280R10        88    13000 SH      SHARED      02                           13000
D TVI CORP NEW                   COM              87291610         0      866 SH      SHARED                   866                  
D TNS INC                        COM              87296010       477    58316 SH      SHARED                 58316                  
D TNS INC                        COM              87296010        30     3700 SH      SHARED      01          3700                  
D TNS INC                        COM              87296010        16     2040 SH      SHARED      02          2040                  
D TNS INC                        COM              87296010       188    23100 SH      SHARED      10         23100                  
D TTM TECHNOLOGIES  INC          COM              87305R10       131    22700 SH      SHARED                 22700                  
D TTM TECHNOLOGIES  INC          COM              87305R10       170    29462 SH      SHARED      02         29462                  
D TTM TECHNOLOGIES  INC          COM              87305R10        67    11600 SH      SHARED      10         11600                  
D T-3 ENERGY SRVCS INC           COM              87306E10       117    10016 SH      SHARED                 10016                  
D T-3 ENERGY SRVCS INC           COM              87306E10        12     1100 SH      SHARED      01          1100                  
D T-3 ENERGY SRVCS INC           COM              87306E10         6      527 SH      SHARED      02           527                  
D T-3 ENERGY SRVCS INC           COM              87306E10       740    62900 SH      SHARED      10         62900                  
D TW TELECOM INC                 COM              87311L10       654    74826 SH      SHARED                 74826                  
D TW TELECOM INC                 COM              87311L10        96    11025 SH      SHARED      01         11025                  
D TW TELECOM INC                 COM              87311L10       162    18614 SH      SHARED      02         18614                  
D TW TELECOM INC                 COM              87311L10       126    14500 SH      SHARED      10          9600              4900
D TXCO RES INC                   COM              87311M10         3     8047 SH      SHARED                  8047                  
D TXCO RES INC                   COM              87311M10         0      826 SH      SHARED      02           826                  
D TXCO RES INC                   COM              87311M10        13    31900 SH      SHARED      10         31900                  
D TAILWIND FINL INC              COM              87402310         4      523 SH      SHARED      02           523                  
D TAILWIND FINL INC              *W EXP 04/11/201 87402311         0      879 SH      SHARED                   879                  
D TAILWIND FINL INC              UNIT 99/99/9999  87402320        24     3000 SH      SHARED      02                            3000
D TAITRON COMPONENTS INC         CL A             87402810         0       98 SH      SHARED                    98                  
D TAIWAN FD INC                  COM              87403610         0      100 SH      SHARED      02                             100
D TAIWAN FD INC                  COM              87403610       114    11928 SH      SHR/OTHR    23                           11928
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       720    80501 SH      SHARED                                   80501
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      7542   842698 SH      SHARED                842698                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      2201   245942 SH      SHARED      01        243864              2078
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910       133    14887 SH      SHARED      02         12504              2383
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     19366  2163799 SH      SHARED      04       2163799                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      6712   750000 SH      SHARED      05        750000                  
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910      2609   291580 SH      SHARED      06          2248            289332
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    87403910     21046  2351517 SH      SHARED      10       2351517                  
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410      2436   291823 SH      SHARED                291823                  
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410        61     7400 SH      SHARED      01          7400                  
D TAKE-TWO INTERACTIVE SOFTWAR   COM              87405410        74     8943 SH      SHARED      02          8943                  
D TAL INTL GROUP INC             COM              87408310        22     3116 SH      SHARED                  3116                  
D TAL INTL GROUP INC             COM              87408310       118    16175 SH      SHARED      02         11875              4300
D TAL INTL GROUP INC             COM              87408310        32     4500 SH      SHARED      10          4500                  
D TALBOTS INC                    COM              87416110        13     3707 SH      SHARED                  3707                  
D TALBOTS INC                    COM              87416110        60    17139 SH      SHARED      02         17139                  
D TALBOTS INC                    COM              87416110       119    34000 SH      SHARED      10         34000                  
D TALEO CORP                     CL A             87424N10        34     2924 SH      SHARED      02          1424              1500
D TALEO CORP                     CL A             87424N10       590    50000 SH      SHARED      04         50000                  
D TALEO CORP                     CL A             87424N10       526    44600 SH      SHARED      10         44600                  
D TALEO CORP                     CL A             87424N10        17     1455 SH      SHARED      21          1455                  
D TALISMAN ENERGY INC            COM              87425E10      7975   759587 SH      SHARED                759587                  
D TALISMAN ENERGY INC            COM              87425E10        75     7159 SH      SHARED      01          1684              5475
D TALISMAN ENERGY INC            COM              87425E10       643    61262 SH      SHR/OTHR    01                           61262
D TALISMAN ENERGY INC            COM              87425E10        40     3816 SH      SHARED      02          3816                  
D TALISMAN ENERGY INC            COM              87425E10      1081   103000 SH      SHARED      04        103000                  
D TALISMAN ENERGY INC            COM              87425E10         6      600 SH      SHARED      05           600                  
D TALISMAN ENERGY INC            COM              87425E10       462    44000 SH      SHARED      06         35900              8100
D TALISMAN ENERGY INC            COM              87425E10       228    21800 SH      SHARED      10         21800                  
D TALISMAN ENERGY INC            COM              87425E10       163    15600 SH      SHARED      19                           15600
D TALISMAN ENERGY INC            COM              87425E10        18     1800 SH      SHARED      20                            1800
D TALISMAN ENERGY INC            COM              87425E10       151    14400 SH      SHARED      23         14400                  
D TALISMAN ENERGY INC            COM              87425E10       235    22400 SH      SHR/OTHR    23                           22400
D TAM SA                         SP ADR REP PFD   87484D10       382    69604 SH      SHARED                 69604                  
D TAM SA                         SP ADR REP PFD   87484D10        14     2600 SH      SHARED      02          2000               600
D TAMALPAIS BANCORP              COM              87485H10         0      105 SH      SHARED                   105                  
D TANDY BRANDS ACCESSORIES INC   COM              87537810         0      151 SH      SHARED                   151                  
D TANDY LEATHER FACTORY INC      COM              87538X10         0       84 SH      SHARED                    84                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510      1833    59424 SH      SHARED                 59424                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510        55     1800 SH      SHARED      01          1800                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510        96     3121 SH      SHARED      02          3121                  
D TANGER FACTORY OUTLET CTRS I   COM              87546510       259     8400 SH      SHARED      10          8400                  
D TANZANIAN ROYALTY EXPL CORP    COM              87600U10       203    46000 SH      SHARED                 46000                  
D TARGACEPT INC                  COM              87611R30        12     4763 SH      SHARED                  4763                  
D TARGACEPT INC                  COM              87611R30        13     5038 SH      SHARED      02           413              4625
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10       507    56550 SH      SHARED                 56550                  
D TARGA RESOURCES PARTNERS LP    COM UNIT         87611X10       108    12100 SH      SHARED      02          1100             11000
D TARGET CORP                    COM              87612E10     17175   499429 SH      SHARED                499429                  
D TARGET CORP                    COM              87612E10      7029   204419 SH      SHARED      01        198324              6095
D TARGET CORP                    COM              87612E10       103     3000 SH      SHR/OTHR    01                            3000
D TARGET CORP                    COM              87612E10     88180  2564133 SH      SHARED      02       2534501             29632
D TARGET CORP                    COM              87612E10        82     2400 SH      SHARED      04          2400                  
D TARGET CORP                    COM              87612E10      1734    50440 SH      SHARED      05         50440                  
D TARGET CORP                    COM              87612E10      1796    52253 SH      SHARED      06         27650             24603
D TARGET CORP                    COM              87612E10     14291   415566 SH      SHARED      10        415566                  
D TARGET CORP                    COM              87612E10        76     2225 SH      SHARED      19                            2225
D TARGET CORP                    COM              87612E10       687    19980 SH      SHARED      20          4590             15390
D TARGET CORP                    COM              87612E10       130     3800 SH      SHR/OTHR    20                            3800
D TARGET CORP                    COM              87612E10        46     1355 SH      SHARED      21          1355                  
D TARGET CORP                    COM              87612E10        68     2000 SH      SHR/OTHR    22                            2000
D TARGET CORP                    COM              87612E10       798    23225 SH      SHARED      23         23225                  
D TARGET CORP                    COM              87612E10      1375    39992 SH      SHR/OTHR    23                           39992
D TARGETED GENETICS CORP         COM NEW          87612M30         0      453 SH      SHARED                   453                  
D TARRANT APPAREL GROUP          COM              87628910         0      466 SH      SHARED                   466                  
D TASER INTL INC                 COM              87651B10       651   139157 SH      SHARED                139157                  
D TASER INTL INC                 COM              87651B10        56    12063 SH      SHARED      02         12063                  
D TASEKO MINES LTD               COM              87651110        95    76274 SH      SHARED                 76274                  
D TASTY BAKING CO                COM              87655330         0      212 SH      SHARED                   212                  
D TASTY BAKING CO                COM              87655330        17     4000 SH      SHARED      02                            4000
D TATA COMMUNICATIONS LTD        SPONS ADR        87656410       476    22276 SH      SHARED                 22276                  
D TATA MTRS LTD                  SPONSORED ADR    87656850       761   154499 SH      SHARED                154499                  
D TATA MTRS LTD                  SPONSORED ADR    87656850         5     1100 SH      SHARED      01          1100                  
D TAUBMAN CTRS INC               COM              87666410       603    35390 SH      SHARED                 35390                  
D TAUBMAN CTRS INC               COM              87666410        27     1592 SH      SHARED                  1592                  
D TAUBMAN CTRS INC               COM              87666410        75     4450 SH      SHARED      01          4450                  
D TAUBMAN CTRS INC               COM              87666410       386    22690 SH      SHARED      02         21590              1100
D TAUBMAN CTRS INC               COM              87666410      2575   151150 SH      SHARED      10        151150                  
D TAUBMAN CTRS INC               COM              87666410     21757  1276852 SH      SHARED      11        632300            644552
D TAYLOR CAP GROUP INC           COM              87685110         0      169 SH      SHARED                   169                  
D TAYLOR CAP GROUP INC           COM              87685110         0      200 SH      SHARED      02           200                  
D TEAMSTAFF INC                  COM PAR $.001    87815U30         0        1 SH      SHARED      02             1                  
D TEAM FINANCIAL INC             COM              87815X10         0       63 SH      SHARED                    63                  
D TEAM INC                       COM              87815510       659    56288 SH      SHARED                 56288                  
D TEAM INC                       COM              87815510        15     1283 SH      SHARED      02          1283                  
D TEAM INC                       COM              87815510      1705   145500 SH      SHARED      10        145500                  
D TECH DATA CORP                 COM              87823710      1151    52858 SH      SHARED                 52858                  
D TECH DATA CORP                 COM              87823710       659    30300 SH      SHARED      01         13700             16600
D TECH DATA CORP                 COM              87823710        83     3814 SH      SHARED      02          3814                  
D TECH DATA CORP                 COM              87823710      2818   129400 SH      SHARED      10        120500              8900
D TECHTEAM GLOBAL INC            COM              87831110         1      270 SH      SHARED                   270                  
D TECHTEAM GLOBAL INC            COM              87831110         2      600 SH      SHARED      02           600                  
D TECHE HLDG CO                  COM              87833010         1       37 SH      SHARED                    37                  
D TECHNE CORP                    COM              87837710      1275    23312 SH      SHARED                 23312                  
D TECHNE CORP                    COM              87837710       700    12800 SH      SHARED      01                           12800
D TECHNE CORP                    COM              87837710       143     2628 SH      SHARED      02          2448               180
D TECHNE CORP                    COM              87837710       246     4500 SH      SHARED      10          4500                  
D TECHNE CORP                    COM              87837710         6      120 SH      SHARED      21                             120
D TECHNITROL INC                 COM              87855510        34    20300 SH      SHARED                 20300                  
D TECHNITROL INC                 COM              87855510         8     4706 SH      SHARED      02          4600               106
D TECHNITROL INC                 COM              87855510         4     2700 SH      SHARED      10          2700                  
D TECHNOLOGY SOLUTIONS CO        COM NEW          87872T20         0       62 SH      SHARED                    62                  
D TECHNOLOGY SOLUTIONS CO        COM NEW          87872T20         0        6 SH      SHARED      02                               6
D TECHNOLOGY RESH CORP           COM NEW          87872730         0      154 SH      SHARED                   154                  
D TECHWELL INC                   COM              87874D10        55     8825 SH      SHARED                  8825                  
D TECHWELL INC                   COM              87874D10         2      398 SH      SHARED      02           398                  
D TECHTARGET INC                 COM              87874R10         2     1171 SH      SHARED                  1171                  
D TECHTARGET INC                 COM              87874R10         0      359 SH      SHARED      02           359                  
D TECK COMINCO LTD               CL B             87874220      3873   697896 SH      SHARED                697896                  
D TECK COMINCO LTD               CL B             87874220        79    14255 SH      SHARED      01          8680              5575
D TECK COMINCO LTD               CL B             87874220         2      500 SH      SHR/OTHR    01                             500
D TECK COMINCO LTD               CL B             87874220         4      800 SH      SHARED      02           800                  
D TECK COMINCO LTD               CL B             87874220       433    78100 SH      SHARED      04         78100                  
D TECK COMINCO LTD               CL B             87874220         1      224 SH      SHARED      05           224                  
D TECK COMINCO LTD               CL B             87874220        35     6422 SH      SHARED      06          4222              2200
D TECK COMINCO LTD               CL B             87874220        82    14861 SH      SHARED      10         14861                  
D TECK COMINCO LTD               CL B             87874220         2      411 SH      SHR/OTHR    21                             411
D TECK COMINCO LTD               CL B             87874220         4      745 SH      SHR/OTHR    23                             745
D TECUMSEH PRODS CO              CL A             87889520        18     4128 SH      SHARED                  4128                  
D TECUMSEH PRODS CO              CL A             87889520        13     2900 SH      SHARED      01                            2900
D TECUMSEH PRODS CO              CL A             87889520        12     2722 SH      SHARED      02          2722                  
D TECUMSEH PRODS CO              CL A             87889520        34     7700 SH      SHARED      10          7700                  
D TEGAL CORP                     COM NEW          87900820         0      185 SH      SHARED                   185                  
D TEJON RANCH CO DEL             COM              87908010        45     2209 SH      SHARED                  2209                  
D TEJON RANCH CO DEL             COM              87908010        13      659 SH      SHARED      02           659                  
D TEKELEC                        COM              87910110        13      993 SH      SHARED                   993                  
D TEKELEC                        COM              87910110       328    24858 SH      SHARED                 24858                  
D TEKELEC                        COM              87910110        66     5050 SH      SHARED      01          5050                  
D TEKELEC                        COM              87910110        88     6668 SH      SHARED      02          5868               800
D TEKELEC                        COM              87910110      1670   126300 SH      SHARED      10        113900             12400
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610       276    20004 SH      SHARED                 20004                  
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610         5      400 SH      SHARED      02           400                  
D TELE NORTE LESTE PART S A      SPON ADR PFD     87924610      2482   179400 SH      SHARED      10        179400                  
D TELECOM HLDRS TR               DEPOSITRY RCPT   87927P20        62     2755 SH      SHARED      02           355              2400
D TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y10       588    46036 SH      SHARED                 46036                  
D TELECOM ITALIA S P A NEW       SPON ADR ORD     87927Y10        12      970 SH      SHARED      02           800               170
D TELECOM ITALIA S P A NEW       SPON ADR SVGS    87927Y20       174    17300 SH      SHARED                 17300                  
D TELECOM ITALIA S P A NEW       SPON ADR SVGS    87927Y20        60     6006 SH      SHARED      21                            6006
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320       528    68244 SH      SHARED                 68244                  
D TELECOM ARGENTINA S A          SPON ADR REP B   87927320        14     1900 SH      SHARED      02          1900                  
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    87927820        90    13967 SH      SHARED                 13967                  
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    87927820        12     1973 SH      SHARED      02           604              1369
D TELECOMUNICACOES BRASILEIRAS   SPONSORED ADR    87928730        15     1617 SH      SHARED                  1617                  
D TELECOMUNICACOES DE SAO PAUL   SPON ADR PFD     87929A10      1966    94623 SH      SHARED                 94623                  
D TELECOMMUNICATION SYS INC      CL A             87929J10       221    24207 SH      SHARED                 24207                  
D TELECOMMUNICATION SYS INC      CL A             87929J10         7      791 SH      SHARED      02           791                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010       884    33149 SH      SHARED                 33149                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010        72     2733 SH      SHARED      02          2733                  
D TELEDYNE TECHNOLOGIES INC      COM              87936010        85     3200 SH      SHARED      10          3200                  
D TELEFLEX INC                   COM              87936910      2115    54123 SH      SHARED                 54123                  
D TELEFLEX INC                   COM              87936910       523    13400 SH      SHARED      01                           13400
D TELEFLEX INC                   COM              87936910       713    18258 SH      SHARED      02         13887              4371
D TELEFLEX INC                   COM              87936910      2153    55100 SH      SHARED      10         55100                  
D TELEFLEX INC                   COM              87936910        25      656 SH      SHARED      21                             656
D TELEFLEX INC                   COM              87936910        46     1200 SH      SHR/OTHR    23                            1200
D TELEFONICA S A                 SPONSORED ADR    87938220         0        2 SH      SHARED                                       2
D TELEFONICA S A                 SPONSORED ADR    87938220      2096    35158 SH      SHARED                 35158                  
D TELEFONICA S A                 SPONSORED ADR    87938220       202     3396 SH      SHARED      01                            3396
D TELEFONICA S A                 SPONSORED ADR    87938220       693    11636 SH      SHARED      02          3059              8577
D TELEFONICA S A                 SPONSORED ADR    87938220       671    11270 SH      SHARED      20          4275              6995
D TELEFONICA S A                 SPONSORED ADR    87938220       277     4650 SH      SHR/OTHR    20                            4650
D TELEFONICA S A                 SPONSORED ADR    87938220        78     1325 SH      SHR/OTHR    23                            1325
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378      2204   146577 SH      SHARED                146577                  
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378        54     3600 SH      SHARED      01                            3600
D TELEFONOS DE MEXICO S A B      SPON ADR ORD L   87940378        72     4850 SH      SHARED      02           500              4350
D TELEPHONE & DATA SYS INC       COM              87943310      1002    37834 SH      SHARED                 37834                  
D TELEPHONE & DATA SYS INC       COM              87943310      1460    55100 SH      SHARED      01         20900             34200
D TELEPHONE & DATA SYS INC       COM              87943310       421    15895 SH      SHARED      02         15895                  
D TELEPHONE & DATA SYS INC       COM              87943310        11      450 SH      SHARED      06                             450
D TELEPHONE & DATA SYS INC       COM              87943310      1094    41300 SH      SHARED      10         38600              2700
D TELEPHONE & DATA SYS INC       COM              87943310        79     3000 SH      SHARED      23                            3000
D TELEPHONE & DATA SYS INC       SPL COM          87943386       153     6500 SH      SHARED                  6500                  
D TELEPHONE & DATA SYS INC       SPL COM          87943386        20      871 SH      SHARED      02           292               579
D TELEPHONE & DATA SYS INC       SPL COM          87943386        43     1850 SH      SHARED      21                            1850
D TELEPHONE & DATA SYS INC       SPL COM          87943386       118     5000 SH      SHARED      23                            5000
D TELEMIG CELULAR PART S A       SPON ADR PFD     87944E10        63     1785 SH      SHARED                  1785                  
D TELEMIG CELULAR PART S A       SPON ADR PFD     87944E10        17      500 SH      SHARED      02                             500
D TELIK INC                      COM              87959M10         0      830 SH      SHARED      02           830                  
D TELKONET INC                   COM              87960410         0     1636 SH      SHARED                  1636                  
D TELLABS INC                    COM              87966410      1653   361034 SH      SHARED                361034                  
D TELLABS INC                    COM              87966410        13     3000 SH      SHARED      01          3000                  
D TELLABS INC                    COM              87966410      5285  1153994 SH      SHARED      02        920694            233300
D TELLABS INC                    COM              87966410        97    21200 SH      SHARED      06         11200             10000
D TELLABS INC                    COM              87966410       729   159209 SH      SHARED      10        159209                  
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010       217    23715 SH      SHARED                 23715                  
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010        42     4600 SH      SHARED      01                            4600
D TELMEX INTERNACIONAL SAB DE    SPONS ADR SR L   87969010        19     2150 SH      SHARED      02                            2150
D TELUS CORP                     NON-VTG SHS      87971M20       898    34092 SH      SHARED                 34092                  
D TELUS CORP                     NON-VTG SHS      87971M20        10      396 SH      SHARED      01           396                  
D TELUS CORP                     NON-VTG SHS      87971M20        20      774 SH      SHARED      02           700                74
D TELUS CORP                     NON-VTG SHS      87971M20        28     1100 SH      SHARED      04          1100                  
D TELUS CORP                     NON-VTG SHS      87971M20        50     1900 SH      SHARED      06          1300               600
D TELUS CORP                     NON-VTG SHS      87971M20       187     7100 SH      SHARED      10          7100                  
D TEMECULA VY BANCORP INC CA     COM              87972L10         1     2660 SH      SHARED                  2660                  
D TEMPLE INLAND INC              COM              87986810      2243   417857 SH      SHARED                417857                  
D TEMPLE INLAND INC              COM              87986810       251    46809 SH      SHARED      01          3749             43060
D TEMPLE INLAND INC              COM              87986810        27     5214 SH      SHARED      02          4384               830
D TEMPLE INLAND INC              COM              87986810        92    17200 SH      SHARED      10         17200                  
D TEMPLE INLAND INC              COM              87986810       303    56460 SH      SHARED      20         51960              4500
D TELETECH HOLDINGS INC          COM              87993910       265    24388 SH      SHARED                 24388                  
D TELETECH HOLDINGS INC          COM              87993910        78     7254 SH      SHARED      02          5254              2000
D TELETECH HOLDINGS INC          COM              87993910        14     1345 SH      SHARED      21          1345                  
D TEMPLETON DRAGON FD INC        COM              88018T10       177    10000 SH      SHARED      01                           10000
D TEMPLETON DRAGON FD INC        COM              88018T10        23     1300 SH      SHARED      02                            1300
D TEMPLETON DRAGON FD INC        COM              88018T10       169     9550 SH      SHARED      23          7000              2550
D TEMPLETON EMERGING MKTS FD I   COM              88019110       115    12000 SH      SHR/OTHR    23                           12000
D TEMPLETON EMERG MKTS INCOME    COM              88019210       115    12668 SH      SHARED      02                           12668
D TEMPUR PEDIC INTL INC          COM              88023U10       258    35412 SH      SHARED                 35412                  
D TEMPUR PEDIC INTL INC          COM              88023U10        58     7980 SH      SHARED      02          7920                60
D TEMPUR PEDIC INTL INC          COM              88023U10        37     5100 SH      SHARED      10          5100                  
D TEMPUR PEDIC INTL INC          COM              88023U10         4      660 SH      SHARED      21                             660
D TENARIS S A                    SPONSORED ADR    88031M10       514    25500 SH      SHARED                                   25500
D TENARIS S A                    SPONSORED ADR    88031M10      2739   135803 SH      SHARED                135803                  
D TENARIS S A                    SPONSORED ADR    88031M10      1870    92715 SH      SHARED      01         92715                  
D TENARIS S A                    SPONSORED ADR    88031M10        10      545 SH      SHR/OTHR    01                             545
D TENARIS S A                    SPONSORED ADR    88031M10        15      750 SH      SHARED      02           400               350
D TENARIS S A                    SPONSORED ADR    88031M10      3025   150000 SH      SHARED      05        150000                  
D TENARIS S A                    SPONSORED ADR    88031M10      4884   242168 SH      SHARED      10        242168                  
D TENARIS S A                    SPONSORED ADR    88031M10        72     3590 SH      SHARED      23                            3590
D TENET HEALTHCARE CORP          COM              88033G10       194   167665 SH      SHARED                167665                  
D TENET HEALTHCARE CORP          COM              88033G10        13    11900 SH      SHARED      01         11900                  
D TENET HEALTHCARE CORP          COM              88033G10        12    10568 SH      SHARED      02         10568                  
D TENET HEALTHCARE CORP          COM              88033G10         4     4150 SH      SHARED      06          4150                  
D TENET HEALTHCARE CORP          COM              88033G10       194   167607 SH      SHARED      10        167607                  
D TENGASCO INC                   COM NEW          88033R20         0      989 SH      SHARED                   989                  
D TENNANT CO                     COM              88034510        88     9432 SH      SHARED                  9432                  
D TENNANT CO                     COM              88034510        10     1074 SH      SHARED      02          1074                  
D TENNANT CO                     COM              88034510        12     1335 SH      SHARED      21                            1335
D TENNECO INC                    COM              88034910       125    77247 SH      SHARED                 77247                  
D TENNECO INC                    COM              88034910        12     7917 SH      SHARED      02          7917                  
D TENNESSEE COMMERCE BANCORP I   COM              88043P10         0      123 SH      SHARED                   123                  
D TERADATA CORP DEL              COM              88076W10      1248    76988 SH      SHARED                 76988                  
D TERADATA CORP DEL              COM              88076W10       678    41832 SH      SHARED      01         40996               836
D TERADATA CORP DEL              COM              88076W10       828    51052 SH      SHARED      02         48812              2240
D TERADATA CORP DEL              COM              88076W10       160     9900 SH      SHARED      06          5900              4000
D TERADATA CORP DEL              COM              88076W10      2233   137692 SH      SHARED      10        134692              3000
D TERADATA CORP DEL              COM              88076W10         5      320 SH      SHARED      21                             320
D TERADATA CORP DEL              COM              88076W10         1       90 SH      SHARED      23            90                  
D TERADYNE INC                   COM              88077010      4492  1025577 SH      SHARED               1025577                  
D TERADYNE INC                   COM              88077010       108    24746 SH      SHARED      02         24746                  
D TERADYNE INC                   COM              88077010        29     6800 SH      SHARED      06          3300              3500
D TERADYNE INC                   COM              88077010       462   105601 SH      SHARED      10        105601                  
D TEREX CORP NEW                 COM              88077910       690    74685 SH      SHARED                 74685                  
D TEREX CORP NEW                 COM              88077910       616    66625 SH      SHARED      01         28425             38200
D TEREX CORP NEW                 COM              88077910       733    79293 SH      SHARED      02         78713               580
D TEREX CORP NEW                 COM              88077910       172    18650 SH      SHARED      06         17600              1050
D TEREX CORP NEW                 COM              88077910      5221   564500 SH      SHARED      10        564500                  
D TEREX CORP NEW                 COM              88077910         7      820 SH      SHARED      20           770                50
D TEREX CORP NEW                 COM              88077910         0       70 SH      SHARED      21                              70
D TERNIUM SA                     SPON ADR         88089010       538    78621 SH      SHARED                 78621                  
D TERRA INDS INC                 COM              88091510      5045   179636 SH      SHARED                166866             12770
D TERRA INDS INC                 COM              88091510      1030    36675 SH      SHARED      01          4375             32300
D TERRA INDS INC                 COM              88091510       195     6969 SH      SHARED      02          6969                  
D TERRA INDS INC                 COM              88091510     13943   496400 SH      SHARED      04        496400                  
D TERRA INDS INC                 COM              88091510     15289   544300 SH      SHARED      05        544300                  
D TERRA INDS INC                 COM              88091510       123     4400 SH      SHARED      06                            4400
D TERRA INDS INC                 COM              88091510     39143  1393496 SH      SHARED      10       1376896             16600
D TERRA INDS INC                 COM              88091510        11      413 SH      SHARED      21           413                  
D TERRA NITROGEN CO L P          COM UNIT         88100520       186     1301 SH      SHARED                  1301                  
D TERRA NITROGEN CO L P          COM UNIT         88100520        12       88 SH      SHARED      02            88                  
D TERREMARK WORLDWIDE INC        COM NEW          88144820         2     1000 SH      SHARED      01                            1000
D TERREMARK WORLDWIDE INC        COM NEW          88144820        10     3977 SH      SHARED      02          1367              2610
D TERRESTAR CORP                 COM              88145110       543   970106 SH      SHARED                970106                  
D TERRESTAR CORP                 COM              88145110        11    21201 SH      SHARED      02         21201                  
D TESCO CORP                     COM              88157K10       197    25256 SH      SHARED                 25256                  
D TESCO CORP                     COM              88157K10         6      867 SH      SHARED      02           867                  
D TESORO CORP                    COM              88160910      4691   348279 SH      SHARED                348279                  
D TESORO CORP                    COM              88160910       131     9767 SH      SHARED      02          5767              4000
D TESORO CORP                    COM              88160910        87     6500 SH      SHARED      06          4200              2300
D TESORO CORP                    COM              88160910      2431   180515 SH      SHARED      10        164115             16400
D TESORO CORP                    COM              88160910         4      350 SH      SHARED      21                             350
D TESORO CORP                    COM              88160910         2      150 SH      SHR/OTHR    23                             150
D TETRA TECHNOLOGIES INC DEL     COM              88162F10        35    10891 SH      SHARED                 10891                  
D TETRA TECHNOLOGIES INC DEL     COM              88162F10        48    15031 SH      SHARED      02         14561               470
D TETRA TECH INC NEW             COM              88162G10       120     5909 SH      SHARED                  5909                  
D TETRA TECH INC NEW             COM              88162G10        18      900 SH      SHARED      01           900                  
D TETRA TECH INC NEW             COM              88162G10       764    37496 SH      SHARED      02         37428                68
D TETRA TECH INC NEW             COM              88162G10      8120   398460 SH      SHARED      04        398460                  
D TETRA TECH INC NEW             COM              88162G10     11076   543482 SH      SHARED      05        543482                  
D TETRA TECH INC NEW             COM              88162G10      1343    65932 SH      SHARED      06                           65932
D TETRA TECH INC NEW             COM              88162G10       358    17600 SH      SHARED      10         17600                  
D TETRA TECH INC NEW             COM              88162G10        31     1545 SH      SHARED      21                            1545
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      2058    45700 SH      SHARED                                   45700
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     22922   508827 SH      SHARED                508827                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      4765   105789 SH      SHARED      01        104789              1000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420         9      200 SH      SHR/OTHR    01                             200
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420      5452   121032 SH      SHARED      02         71117             49915
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     23119   513201 SH      SHARED      04        513201                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       712    15814 SH      SHARED      06         15814                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420     67232  1492395 SH      SHARED      10       1172195            320200
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       270     6000 SH      SHARED      15                            6000
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        13      300 SH      SHARED      20           300                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420        13      300 SH      SHARED      23           300                  
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       443     9850 SH      SHR/OTHR    23                            9850
D TEVA PHARMACEUTICAL INDS LTD   ADR              88162420       991    22011 SH      SHARED      24         22011                  
D TEVA PHARMACEUTICAL FIN LLC    DBCV  0.250% 2/0 88163VAE       599   571000 PRN     SHARED      02        571000                  
D TESSERA TECHNOLOGIES INC       COM              88164L10       647    48407 SH      SHARED                 48407                  
D TESSERA TECHNOLOGIES INC       COM              88164L10        68     5100 SH      SHARED      01          2500              2600
D TESSERA TECHNOLOGIES INC       COM              88164L10       129     9687 SH      SHARED      02          8183              1504
D TESSERA TECHNOLOGIES INC       COM              88164L10       385    28800 SH      SHARED      10         28800                  
D TEVA PHARMACEUTICAL FIN II L   DBCV  0.500% 2/0 88164RAA      1994  1665000 PRN     SHARED      02       1638000             27000
D TEVA PHARMACEUTICAL FIN II L   DBCV  0.250% 2/0 88164RAB       150   115000 PRN     SHARED      02        113000              2000
D TEVA PHARMACEUTICAL FIN II L   DBCV  0.250% 2/0 88164RAB      7991  6100000 PRN     SHARED      06       6100000                  
D TEVA PHARMACEUTICAL FIN CO B   NOTE  1.750% 2/0 88165FAA       509   470000 PRN     SHARED      02        470000                  
D TEVA PHARMACEUTICAL FIN CO B   NOTE  1.750% 2/0 88165FAA     10850 10000000 PRN     SHARED      06      10000000                  
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10        16     1440 SH      SHARED                  1440                  
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10         8      725 SH      SHARED      02           725                  
D TEXAS CAPITAL BANCSHARES INC   COM              88224Q10        81     7200 SH      SHARED      10          7200                  
D TEXAS INDS INC                 COM              88249110       775    31015 SH      SHARED                 31015                  
D TEXAS INDS INC                 COM              88249110       257    10290 SH      SHARED      02         10290                  
D TEXAS INDS INC                 COM              88249110        40     1600 SH      SHARED      10          1600                  
D TEXAS INDS INC                 COM              88249110         1       70 SH      SHARED      21                              70
D TEXAS INSTRS INC               COM              88250810     42596  2580016 SH      SHARED               2548730             31286
D TEXAS INSTRS INC               COM              88250810      6260   379211 SH      SHARED      01        366426             12785
D TEXAS INSTRS INC               COM              88250810       120     7280 SH      SHR/OTHR    01                            7280
D TEXAS INSTRS INC               COM              88250810      3535   214125 SH      SHARED      02        183748             30377
D TEXAS INSTRS INC               COM              88250810       192    11687 SH      SHARED      04                           11687
D TEXAS INSTRS INC               COM              88250810      2441   147900 SH      SHARED      04        147900                  
D TEXAS INSTRS INC               COM              88250810        12      760 SH      SHARED      05           760                  
D TEXAS INSTRS INC               COM              88250810      1751   106090 SH      SHARED      06         62000             44090
D TEXAS INSTRS INC               COM              88250810     20477  1240297 SH      SHARED      10       1229997             10300
D TEXAS INSTRS INC               COM              88250810       825    50000 SH      SHARED      15                           50000
D TEXAS INSTRS INC               COM              88250810      1535    92995 SH      SHARED      20         67835             25160
D TEXAS INSTRS INC               COM              88250810        89     5400 SH      SHR/OTHR    20                            5400
D TEXAS INSTRS INC               COM              88250810       164     9959 SH      SHARED      21          9959                  
D TEXAS INSTRS INC               COM              88250810        19     1167 SH      SHR/OTHR    21                            1167
D TEXAS INSTRS INC               COM              88250810        54     3325 SH      SHARED      23          3125               200
D TEXAS INSTRS INC               COM              88250810       950    57575 SH      SHR/OTHR    23                           57575
D TEXAS PAC LD TR                SUB CTF PROP I T 88261010        25     1000 SH      SHARED                  1000                  
D TEXAS ROADHOUSE INC            CL A             88268110       248    26081 SH      SHARED                 26081                  
D TEXAS ROADHOUSE INC            CL A             88268110       127    13367 SH      SHARED      02         13367                  
D TEXTRON INC                    COM              88320310      3322   578899 SH      SHARED                578899                  
D TEXTRON INC                    COM              88320310       387    67488 SH      SHARED      01         53548             13940
D TEXTRON INC                    COM              88320310       523    91159 SH      SHARED      02         89109              2050
D TEXTRON INC                    COM              88320310         0      160 SH      SHARED      05           160                  
D TEXTRON INC                    COM              88320310       100    17520 SH      SHARED      06         10340              7180
D TEXTRON INC                    COM              88320310      2029   353600 SH      SHARED      10        353600                  
D THE BANK HOLDINGS INC          COM              88331E10         0      126 SH      SHARED                   126                  
D THE9 LTD                       ADR              88337K10       133     9866 SH      SHARED                  9866                  
D THE9 LTD                       ADR              88337K10         1      100 SH      SHARED      02           100                  
D THERAGENICS CORP               COM              88337510         1     1577 SH      SHARED                  1577                  
D THERAGENICS CORP               COM              88337510         0      658 SH      SHARED      02           658                  
D THERAVANCE INC                 COM              88338T10         7      453 SH      SHARED                   453                  
D THERAVANCE INC                 COM              88338T10       242    14286 SH      SHARED      01                           14286
D THERAVANCE INC                 COM              88338T10        76     4505 SH      SHARED      02          4505                  
D THERAVANCE INC                 COM              88338T10       102     6000 SH      SHARED      10          6000                  
D THERMADYNE HLDGS CORP NEW      COM PAR $0.01    88343530         0      315 SH      SHARED      02           315                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610     13141   368415 SH      SHARED                368415                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610      6852   192100 SH      SHARED      01        183585              8515
D THERMO FISHER SCIENTIFIC INC   COM              88355610       197     5530 SH      SHR/OTHR    01                            5530
D THERMO FISHER SCIENTIFIC INC   COM              88355610      1620    45423 SH      SHARED      02         20445             24978
D THERMO FISHER SCIENTIFIC INC   COM              88355610     39172  1098185 SH      SHARED      04       1098185                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610      2149    60270 SH      SHARED      05         60270                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610     22812   639540 SH      SHARED      06        275050            364490
D THERMO FISHER SCIENTIFIC INC   COM              88355610     18249   511614 SH      SHARED      10        508214              3400
D THERMO FISHER SCIENTIFIC INC   COM              88355610       203     5700 SH      SHARED      15                            5700
D THERMO FISHER SCIENTIFIC INC   COM              88355610       114     3200 SH      SHARED      19                            3200
D THERMO FISHER SCIENTIFIC INC   COM              88355610       413    11595 SH      SHARED      20         11525                70
D THERMO FISHER SCIENTIFIC INC   COM              88355610       184     5178 SH      SHARED      21          3178              2000
D THERMO FISHER SCIENTIFIC INC   COM              88355610       178     5000 SH      SHARED      22          5000                  
D THERMO FISHER SCIENTIFIC INC   COM              88355610       639    17916 SH      SHARED      23          4116             13800
D THERMO FISHER SCIENTIFIC INC   COM              88355610       762    21384 SH      SHR/OTHR    23                           21384
D THERMOGENESIS CORP             COM NEW          88362320         0     1432 SH      SHARED                  1432                  
D THESTREET COM                  COM              88368Q10        24    12396 SH      SHARED                 12396                  
D THESTREET COM                  COM              88368Q10         0      469 SH      SHARED      02           469                  
D THINKORSWIM GROUP INC          COM              88409C10       167    19384 SH      SHARED                 19384                  
D THINKORSWIM GROUP INC          COM              88409C10        27     3200 SH      SHARED      01          3200                  
D THINKORSWIM GROUP INC          COM              88409C10       792    91736 SH      SHARED      02         91736                  
D THOMAS & BETTS CORP            COM              88431510       440    17625 SH      SHARED                 17625                  
D THOMAS & BETTS CORP            COM              88431510      1344    53749 SH      SHARED                 53749                  
D THOMAS & BETTS CORP            COM              88431510      1601    63996 SH      SHARED      01         41705             22291
D THOMAS & BETTS CORP            COM              88431510        58     2340 SH      SHR/OTHR    01                            2340
D THOMAS & BETTS CORP            COM              88431510       716    28618 SH      SHARED      02         28514               104
D THOMAS & BETTS CORP            COM              88431510         3      140 SH      SHARED      10           140                  
D THOMAS & BETTS CORP            COM              88431510       152     6085 SH      SHARED      20          6055                30
D THOMAS & BETTS CORP            COM              88431510       795    31800 SH      SHARED      23         19500             12300
D THOMAS GROUP INC               COM              88440210         0       99 SH      SHARED                    99                  
D THOMAS PPTYS GROUP INC         COM              88445310         0      104 SH      SHARED                   104                  
D THOMAS PPTYS GROUP INC         COM              88445310         0      617 SH      SHARED      02           617                  
D THOMAS PPTYS GROUP INC         COM              88445310         6     5700 SH      SHARED      10          5700                  
D THOMAS WEISEL PARTNERS GRP I   COM              88448110       271    75739 SH      SHARED                 75739                  
D THOMAS WEISEL PARTNERS GRP I   COM              88448110         1      500 SH      SHARED      02           500                  
D THOMAS WEISEL PARTNERS GRP I   COM              88448110        34     9700 SH      SHARED      10          9700                  
D THOMPSON CREEK METALS CO INC   COM              88476810        33     8400 SH      SHARED                  8400                  
D THOMSON REUTERS CORP           COM              88490310        46     1817 SH      SHARED                  1817                  
D THOMSON REUTERS CORP           COM              88490310      3427   135033 SH      SHARED                135033                  
D THOMSON REUTERS CORP           COM              88490310        40     1600 SH      SHARED      01          1600                  
D THOMSON REUTERS CORP           COM              88490310         5      200 SH      SHARED      02           200                  
D THOMSON REUTERS CORP           COM              88490310       126     5000 SH      SHARED      04          5000                  
D THOMSON REUTERS CORP           COM              88490310         5      200 SH      SHARED      05           200                  
D THOMSON REUTERS CORP           COM              88490310        72     2850 SH      SHARED      06          1750              1100
D THOMSON REUTERS CORP           COM              88490310       974    38400 SH      SHARED      10         38400                  
D THOMSON                        SPONSORED ADR    88511810         0      264 SH      SHARED                   264                  
D THOMSON                        SPONSORED ADR    88511810         0      500 SH      SHARED      02           500                  
D THOMSON REUTERS PLC            SPONSORED ADR    88514110       303     2267 SH      SHARED                  2267                  
D THOMSON REUTERS PLC            SPONSORED ADR    88514110        11       89 SH      SHARED      01                              89
D THOMSON REUTERS PLC            SPONSORED ADR    88514110         8       64 SH      SHR/OTHR    01                              64
D THOR INDS INC                  COM              88516010       242    15534 SH      SHARED                 15534                  
D THOR INDS INC                  COM              88516010       182    11700 SH      SHARED      01                           11700
D THOR INDS INC                  COM              88516010        77     4970 SH      SHARED      02          4970                  
D THORATEC CORP                  NOTE  1.379% 5/1 885175AB      1596  2000000 PRN     SHARED               2000000                  
D THORATEC CORP                  COM NEW          88517530      1338    52121 SH      SHARED                 52121                  
D THORATEC CORP                  COM NEW          88517530       475    18500 SH      SHARED      01                           18500
D THORATEC CORP                  COM NEW          88517530        86     3374 SH      SHARED      02          3274               100
D THORATEC CORP                  COM NEW          88517530     15213   592194 SH      SHARED      10        592194                  
D THORATEC CORP                  COM NEW          88517530        18      725 SH      SHARED      21           725                  
D 3COM CORP                      COM              88553510      2077   672243 SH      SHARED                672243                  
D 3COM CORP                      COM              88553510       401   129800 SH      SHARED      01                          129800
D 3COM CORP                      COM              88553510       246    79848 SH      SHARED      02         78748              1100
D 3COM CORP                      COM              88553510       236    76400 SH      SHARED      10         76400                  
D 3-D SYS CORP DEL               COM NEW          88554D20        37     5738 SH      SHARED                  5738                  
D 3-D SYS CORP DEL               COM NEW          88554D20         4      661 SH      SHARED      02           661                  
D 3SBIO INC                      SPONSORED ADR    88575Y10         0       64 SH      SHARED                    64                  
D 3M CO                          COM              88579Y10       255     5130 SH      SHARED                                    5130
D 3M CO                          COM              88579Y10     35797   719988 SH      SHARED                700172             19816
D 3M CO                          COM              88579Y10     11530   231915 SH      SHARED      01        188344             43571
D 3M CO                          COM              88579Y10       919    18485 SH      SHR/OTHR    01                           18485
D 3M CO                          COM              88579Y10      6325   127226 SH      SHARED      02        110377             16849
D 3M CO                          COM              88579Y10       193     3894 SH      SHARED      04                            3894
D 3M CO                          COM              88579Y10        69     1400 SH      SHARED      04          1400                  
D 3M CO                          COM              88579Y10        18      380 SH      SHARED      05           380                  
D 3M CO                          COM              88579Y10      2828    56890 SH      SHARED      06         31400             25490
D 3M CO                          COM              88579Y10     20428   410869 SH      SHARED      10        394969             15900
D 3M CO                          COM              88579Y10      2924    58825 SH      SHARED      20         34325             24500
D 3M CO                          COM              88579Y10       448     9030 SH      SHR/OTHR    20                            9030
D 3M CO                          COM              88579Y10       160     3237 SH      SHARED      21          3052               185
D 3M CO                          COM              88579Y10         6      125 SH      SHR/OTHR    21                             125
D 3M CO                          COM              88579Y10       124     2500 SH      SHARED      22          2500                  
D 3M CO                          COM              88579Y10        54     1100 SH      SHR/OTHR    22                            1100
D 3M CO                          COM              88579Y10      5214   104874 SH      SHARED      23        103149              1725
D 3M CO                          COM              88579Y10      5173   104049 SH      SHR/OTHR    23                          104049
D 3PAR INC                       COM              88580F10        21     3300 SH      SHARED                  3300                  
D 3PAR INC                       COM              88580F10         4      710 SH      SHARED      02           710                  
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720         0      387 SH      SHARED                   387                  
D THRESHOLD PHARMACEUTICAL INC   COM NEW          88580720         0        4 SH      SHARED      02             4                  
D TIBCO SOFTWARE INC             COM              88632Q10        11     1900 SH      SHARED                  1900                  
D TIBCO SOFTWARE INC             COM              88632Q10      1937   330140 SH      SHARED                330140                  
D TIBCO SOFTWARE INC             COM              88632Q10        63    10831 SH      SHARED      02          7431              3400
D TIBCO SOFTWARE INC             COM              88632Q10       346    59000 SH      SHARED      04         59000                  
D TIBCO SOFTWARE INC             COM              88632Q10       309    52800 SH      SHARED      10         45400              7400
D TICKETMASTER ENTMT INC         COM              88633P30        28     7664 SH      SHARED                  7664                  
D TICKETMASTER ENTMT INC         COM              88633P30        16     4342 SH      SHARED      02          4282                60
D TICKETMASTER ENTMT INC         COM              88633P30         2      620 SH      SHARED      10           620                  
D TICKETMASTER ENTMT INC         COM              88633P30         0       30 SH      SHARED      20                              30
D TIDELANDS BANCSHARES INC       COM              88637410         0      110 SH      SHARED                   110                  
D TIDEWATER INC                  COM              88642310       996    26850 SH      SHARED                 16250             10600
D TIDEWATER INC                  COM              88642310       809    21800 SH      SHARED      01          3400             18400
D TIDEWATER INC                  COM              88642310       326     8783 SH      SHARED      02          8783                  
D TIDEWATER INC                  COM              88642310      4936   132958 SH      SHARED      10        122558             10400
D TIDEWATER INC                  COM              88642310         2       60 SH      SHARED      21                              60
D TIER TECHNOLOGIES INC          CL B             88650Q10         6     1389 SH      SHARED                  1389                  
D TIER TECHNOLOGIES INC          CL B             88650Q10         4      900 SH      SHARED      02           900                  
D TIERONE CORP                   COM              88650R10         0      449 SH      SHARED                   449                  
D TIERONE CORP                   COM              88650R10         0      300 SH      SHARED      02           300                  
D TIENS BIOTECH GROUP USA INC    COM              88650T10         0      153 SH      SHARED      02           153                  
D TIFFANY & CO NEW               COM              88654710      2930   135916 SH      SHARED                135916                  
D TIFFANY & CO NEW               COM              88654710       491    22800 SH      SHARED      01         22800                  
D TIFFANY & CO NEW               COM              88654710       817    37924 SH      SHARED      02         31699              6225
D TIFFANY & CO NEW               COM              88654710         2      130 SH      SHARED      05           130                  
D TIFFANY & CO NEW               COM              88654710       185     8620 SH      SHARED      06          5300              3320
D TIFFANY & CO NEW               COM              88654710      6114   283603 SH      SHARED      10        283603                  
D TIFFANY & CO NEW               COM              88654710       381    17700 SH      SHARED      20                           17700
D TIFFANY & CO NEW               COM              88654710         8      400 SH      SHR/OTHR    20                             400
D TIFFANY & CO NEW               COM              88654710       269    12500 SH      SHARED      23                           12500
D TIGERLOGIC CORPORATION         COM              8867EQ10         0      214 SH      SHARED                   214                  
D TIM HORTONS INC                COM              88706M10      3601   141941 SH      SHARED                141941                  
D TIM HORTONS INC                COM              88706M10      1235    48705 SH      SHARED      01         48030               675
D TIM HORTONS INC                COM              88706M10        14      571 SH      SHARED      02           571                  
D TIM HORTONS INC                COM              88706M10        17      700 SH      SHARED      04           700                  
D TIM HORTONS INC                COM              88706M10        86     3399 SH      SHARED      06          1035              2364
D TIM HORTONS INC                COM              88706M10       192     7600 SH      SHARED      10          7600                  
D TIM HORTONS INC                COM              88706M10         5      216 SH      SHARED      23           216                  
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10      1328   106984 SH      SHARED                106984                  
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10         0        7 SH      SHARED      02                               7
D TIM PARTICIPACOES S A          SPONS ADR PFD    88706P10      1680   135300 SH      SHARED      10        135300                  
D TIMBERLAND BANCORP INC         COM              88709810         0      165 SH      SHARED                   165                  
D TIMBERLAND CO                  CL A             88710010       231    19370 SH      SHARED                 19370                  
D TIMBERLAND CO                  CL A             88710010       452    37897 SH      SHARED      01         22097             15800
D TIMBERLAND CO                  CL A             88710010       216    18120 SH      SHARED      02         18120                  
D TIMBERLAND CO                  CL A             88710010       425    35600 SH      SHARED      10         35600                  
D TIME WARNER INC                COM              88731710         0  4186380 SH      SHARED               4181730              4650
D TIME WARNER INC                COM              88731710         0   337298 SH      SHARED      02        164801            172497
D TIME WARNER INC                COM              88731710         0  5928500 SH      SHARED      04       5928500                  
D TIME WARNER INC                COM              88731710         0   760580 SH      SHARED      06        374200            386380
D TIME WARNER INC                COM              88731710         0    16975 SH      SHARED      19                           16975
D TIME WARNER CABLE INC          CL A             88732J10         0       41 SH      SHARED                    41                  
D TIME WARNER CABLE INC          CL A             88732J10         7      875 SH      SHARED                   875                  
D TIME WARNER CABLE INC          COM              88732J20      7292   294048 SH      SHARED                264800             29248
D TIME WARNER CABLE INC          COM              88732J20      2899   116920 SH      SHARED      01        110489              6431
D TIME WARNER CABLE INC          COM              88732J20       225     9073 SH      SHR/OTHR    01                            9073
D TIME WARNER CABLE INC          COM              88732J20      1432    57752 SH      SHARED      02         56662              1090
D TIME WARNER CABLE INC          COM              88732J20        80     3229 SH      SHARED      04                            3229
D TIME WARNER CABLE INC          COM              88732J20        18      766 SH      SHARED      04           766                  
D TIME WARNER CABLE INC          COM              88732J20         4      164 SH      SHARED      05           164                  
D TIME WARNER CABLE INC          COM              88732J20        39     1599 SH      SHARED      06          1000               599
D TIME WARNER CABLE INC          COM              88732J20     17759   716100 SH      SHARED      10        682009             34091
D TIME WARNER CABLE INC          COM              88732J20        83     3374 SH      SHARED      15                            3374
D TIME WARNER CABLE INC          COM              88732J20       841    33920 SH      SHARED      20         32815              1105
D TIME WARNER CABLE INC          COM              88732J20        24      979 SH      SHARED      21            89               890
D TIME WARNER CABLE INC          COM              88732J20         0       33 SH      SHR/OTHR    21                              33
D TIME WARNER CABLE INC          COM              88732J20        80     3263 SH      SHR/OTHR    22                            3263
D TIME WARNER CABLE INC          COM              88732J20        83     3372 SH      SHARED      23          1331              2041
D TIME WARNER CABLE INC          COM              88732J20       235     9498 SH      SHR/OTHR    23                            9498
D TIMKEN CO                      COM              88738910       809    57961 SH      SHARED                 28761             29200
D TIMKEN CO                      COM              88738910       830    59500 SH      SHARED      01         31100             28400
D TIMKEN CO                      COM              88738910      1189    85205 SH      SHARED      02         85205                  
D TIMKEN CO                      COM              88738910     10169   728446 SH      SHARED      10        670446             58000
D TIMKEN CO                      COM              88738910        18     1323 SH      SHARED      20          1323                  
D TITAN INTL INC ILL             COM              88830M10         0       32 SH      SHARED                    32                  
D TITAN INTL INC ILL             COM              88830M10       296    58997 SH      SHARED      02         58997                  
D TITAN INTL INC ILL             COM              88830M10         9     1850 SH      SHARED      21                            1850
D TITAN MACHY INC                COM              88830R10       237    26500 SH      SHARED                 26500                  
D TITAN MACHY INC                COM              88830R10         1      194 SH      SHARED      02           194                  
D TITANIUM METALS CORP           COM NEW          88833920      1491   272697 SH      SHARED                272697                  
D TITANIUM METALS CORP           COM NEW          88833920        69    12684 SH      SHARED      02          2047             10637
D TITANIUM METALS CORP           COM NEW          88833920         4      800 SH      SHARED      06           800                  
D TITANIUM METALS CORP           COM NEW          88833920       176    32350 SH      SHARED      10         32350                  
D TIVO INC                       COM              88870610        16     2414 SH      SHARED                  2414                  
D TIVO INC                       COM              88870610        77    11000 SH      SHARED      01          5500              5500
D TIVO INC                       COM              88870610       200    28515 SH      SHARED      02          7515             21000
D TIX CORP                       COM              88873310         0      413 SH      SHARED                   413                  
D TODD SHIPYARDS CORP DEL        COM              88903910         1      145 SH      SHARED                   145                  
D TOLL BROTHERS INC              COM              88947810     14347   790074 SH      SHARED                790074                  
D TOLL BROTHERS INC              COM              88947810      1381    76100 SH      SHARED      01         32200             43900
D TOLL BROTHERS INC              COM              88947810      1221    67249 SH      SHARED      02         67249                  
D TOLL BROTHERS INC              COM              88947810        23     1280 SH      SHARED      06                            1280
D TOLL BROTHERS INC              COM              88947810       425    23440 SH      SHARED      10         23440                  
D TOLLGRADE COMMUNICATIONS INC   COM              88954210         1      192 SH      SHARED                   192                  
D TOLLGRADE COMMUNICATIONS INC   COM              88954210         5      877 SH      SHARED      02           877                  
D TOMKINS PLC                    SPONSORED ADR    89003020       127    18600 SH      SHARED                 18600                  
D TOMKINS PLC                    SPONSORED ADR    89003020         4      624 SH      SHARED      02           400               224
D TOMOTHERAPY INC                COM              89008810         5     1976 SH      SHARED                  1976                  
D TOMOTHERAPY INC                COM              89008810         5     1963 SH      SHARED      02          1062               901
D TOMPKINS FINANCIAL CORPORATI   COM              89011010        61     1437 SH      SHARED                  1437                  
D TOMPKINS FINANCIAL CORPORATI   COM              89011010        94     2200 SH      SHARED      01           400              1800
D TOMPKINS FINANCIAL CORPORATI   COM              89011010         6      148 SH      SHARED      02           148                  
D TOMPKINS FINANCIAL CORPORATI   COM              89011010       615    14310 SH      SHARED      10         14310                  
D TOOTSIE ROLL INDS INC          COM              89051610       351    16171 SH      SHARED                 16171                  
D TOOTSIE ROLL INDS INC          COM              89051610       191     8798 SH      SHARED      01                            8798
D TOOTSIE ROLL INDS INC          COM              89051610       141     6515 SH      SHARED      02          6515                  
D TOR MINERALS INTL INC          COM              89087810         0      141 SH      SHARED                   141                  
D TORCHMARK CORP                 COM              89102710      2338    89161 SH      SHARED                 89161                  
D TORCHMARK CORP                 COM              89102710       530    20243 SH      SHARED      01         20243                  
D TORCHMARK CORP                 COM              89102710       247     9445 SH      SHARED      02          9445                  
D TORCHMARK CORP                 COM              89102710       171     6520 SH      SHARED      06          4100              2420
D TORCHMARK CORP                 COM              89102710      3962   151085 SH      SHARED      10        151085                  
D TOREADOR RES CORP              COM              89105010        12     5016 SH      SHARED                  5016                  
D TOREADOR RES CORP              COM              89105010         1      437 SH      SHARED      02           437                  
D TORO CO                        COM              89109210        46     1936 SH      SHARED                  1936                  
D TORO CO                        COM              89109210        17      716 SH      SHARED      02           716                  
D TORO CO                        COM              89109210       217     9000 SH      SHARED      10          9000                  
D TORONTO DOMINION BK ONT        COM NEW          89116050       552    15975 SH      SHARED                                   15975
D TORONTO DOMINION BK ONT        COM NEW          89116050      7897   228373 SH      SHARED                228373                  
D TORONTO DOMINION BK ONT        COM NEW          89116050        66     1912 SH      SHARED      01           300              1612
D TORONTO DOMINION BK ONT        COM NEW          89116050        54     1584 SH      SHARED      02          1500                84
D TORONTO DOMINION BK ONT        COM NEW          89116050     35573  1028727 SH      SHARED      04       1028727                  
D TORONTO DOMINION BK ONT        COM NEW          89116050        11      338 SH      SHARED      05           338                  
D TORONTO DOMINION BK ONT        COM NEW          89116050       465    13464 SH      SHARED      06          6262              7202
D TORONTO DOMINION BK ONT        COM NEW          89116050       280     8100 SH      SHARED      10          8100                  
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10        18      900 SH      SHARED      02                             900
D TORTOISE ENERGY INFRSTRCTR C   COM              89147L10        35     1685 SH      SHR/OTHR    23                            1685
D TORTOISE CAP RES CORP          COM              89147N30        59     9916 SH      SHARED                  9916                  
D TORTOISE CAP RES CORP          COM              89147N30         5     1000 SH      SHARED      02          1000                  
D TORTOISE NORTH AMRN ENRGY CO   COM              89147T10      1222    98600 SH      SHARED      02                           98600
D TOTAL S A                      SPONSORED ADR    89151E10      2750    56068 SH      SHARED                 56068                  
D TOTAL S A                      SPONSORED ADR    89151E10       173     3533 SH      SHARED      01           533              3000
D TOTAL S A                      SPONSORED ADR    89151E10       159     3242 SH      SHR/OTHR    01                            3242
D TOTAL S A                      SPONSORED ADR    89151E10       231     4712 SH      SHARED      02          4000               712
D TOTAL S A                      SPONSORED ADR    89151E10        24      500 SH      SHARED      10           500                  
D TOTAL S A                      SPONSORED ADR    89151E10        87     1787 SH      SHARED      20           545              1242
D TOTAL S A                      SPONSORED ADR    89151E10       248     5074 SH      SHR/OTHR    20                            5074
D TOTAL S A                      SPONSORED ADR    89151E10         8      175 SH      SHARED      21                             175
D TOTAL S A                      SPONSORED ADR    89151E10        39      800 SH      SHARED      22                             800
D TOTAL S A                      SPONSORED ADR    89151E10        98     2000 SH      SHARED      23          2000                  
D TOTAL S A                      SPONSORED ADR    89151E10       338     6892 SH      SHR/OTHR    23                            6892
D TOWER GROUP INC                COM              89177710        78     3190 SH      SHARED                  3190                  
D TOWER GROUP INC                COM              89177710        66     2700 SH      SHARED      01          2700                  
D TOWER GROUP INC                COM              89177710        93     3777 SH      SHARED      02          3777                  
D TOWER GROUP INC                COM              89177710       155     6300 SH      SHARED      10          6300                  
D TOTAL SYS SVCS INC             COM              89190610      6450   467104 SH      SHARED                467104                  
D TOTAL SYS SVCS INC             COM              89190610       671    48631 SH      SHARED      01         48612                19
D TOTAL SYS SVCS INC             COM              89190610       125     9082 SH      SHARED      02          9082                  
D TOTAL SYS SVCS INC             COM              89190610       139    10125 SH      SHARED      06          4709              5416
D TOTAL SYS SVCS INC             COM              89190610      1421   102923 SH      SHARED      10        102923                  
D TRACK DATA CORP                COM NEW          89191820         0       95 SH      SHARED                    95                  
D TOWERSTREAM CORP               COM              89200010         0      690 SH      SHARED                   690                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10         0       64 SH      SHARED                    64                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        31    10700 SH      SHARED      01                           10700
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        20     6736 SH      SHARED      02          6736                  
D TOWN SPORTS INTL HLDGS INC     COM              89214A10        57    19151 SH      SHARED      20                           19151
D TOWNEBANK PORTSMOUTH VA        COM              89214P10       234    14384 SH      SHARED                 14384                  
D TOWNEBANK PORTSMOUTH VA        COM              89214P10         8      546 SH      SHARED      02           546                  
D TOWNEBANK PORTSMOUTH VA        COM              89214P10       142     8700 SH      SHARED      10          8700                  
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130      1302    20579 SH      SHARED                 20579                  
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130         9      150 SH      SHARED      01                             150
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       205     3250 SH      SHARED      02          3250                  
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130       142     2250 SH      SHARED      23           500              1750
D TOYOTA MOTOR CORP              SP ADR REP2COM   89233130        37      600 SH      SHR/OTHR    23                             600
D TORREYPINES THERAPEUTICS INC   COM              89235K10         0      246 SH      SHARED                   246                  
D TRACTOR SUPPLY CO              COM              89235610      1577    43734 SH      SHARED                 43734                  
D TRACTOR SUPPLY CO              COM              89235610       460    12779 SH      SHARED      02         12729                50
D TRACTOR SUPPLY CO              COM              89235610      2239    62100 SH      SHARED      10         59600              2500
D TRADESTATION GROUP INC         COM              89267P10       342    51965 SH      SHARED                 51965                  
D TRADESTATION GROUP INC         COM              89267P10       142    21604 SH      SHARED      02         21604                  
D TRAILER BRIDGE                 COM              89278210         0       96 SH      SHARED                    96                  
D TRAILER BRIDGE                 COM              89278210         2     1000 SH      SHARED      02                            1000
D TRANSACT TECHNOLOGIES INC      COM              89291810         0      148 SH      SHARED                   148                  
D TRANS LUX CORP                 COM              89324710         0       53 SH      SHARED                    53                  
D TRANS WORLD ENTMT CORP         COM              89336Q10         0      408 SH      SHARED                   408                  
D TRANSALTA CORP                 COM              89346D10      1152    78479 SH      SHARED                 78479                  
D TRANSALTA CORP                 COM              89346D10        32     2182 SH      SHARED      01          2182                  
D TRANSALTA CORP                 COM              89346D10        26     1800 SH      SHARED      04          1800                  
D TRANSALTA CORP                 COM              89346D10         0       53 SH      SHARED      05            53                  
D TRANSALTA CORP                 COM              89346D10        57     3900 SH      SHARED      06          2400              1500
D TRANSALTA CORP                 COM              89346D10       340    23200 SH      SHARED      10         23200                  
D TRANSATLANTIC HLDGS INC        COM              89352110       135     3794 SH      SHARED                  3794                  
D TRANSATLANTIC HLDGS INC        COM              89352110        67     1900 SH      SHARED      01          1900                  
D TRANSATLANTIC HLDGS INC        COM              89352110       111     3117 SH      SHARED      02          3082                35
D TRANSATLANTIC HLDGS INC        COM              89352110       520    14600 SH      SHARED      10         11600              3000
D TRANSATLANTIC HLDGS INC        COM              89352110        70     1968 SH      SHR/OTHR    20                            1968
D TRANSCANADA CORP               COM              89353D10      8035   339762 SH      SHARED                339762                  
D TRANSCANADA CORP               COM              89353D10         2      121 SH      SHARED      01           121                  
D TRANSCANADA CORP               COM              89353D10        23     1000 SH      SHARED      02          1000                  
D TRANSCANADA CORP               COM              89353D10        26     1100 SH      SHARED      04          1100                  
D TRANSCANADA CORP               COM              89353D10         8      354 SH      SHARED      05           354                  
D TRANSCANADA CORP               COM              89353D10       324    13720 SH      SHARED      06          5100              8620
D TRANSCANADA CORP               COM              89353D10      1053    44544 SH      SHARED      10         44544                  
D TRANSCANADA CORP               COM              89353D10       853    36100 SH      SHARED      11         36100                  
D TRANSCANADA CORP               COM              89353D10         7      333 SH      SHR/OTHR    23                             333
D TRANSCEPT PHARMACEUTICALS IN   COM              89354M10         0      270 SH      SHARED                   270                  
D TRANSDIGM GROUP INC            COM              89364110        27      850 SH      SHARED                   850                  
D TRANSDIGM GROUP INC            COM              89364110        39     1200 SH      SHARED      01          1200                  
D TRANSDIGM GROUP INC            COM              89364110        87     2677 SH      SHARED      02          2677                  
D TRANSDIGM GROUP INC            COM              89364110       847    25800 SH      SHARED      10         25800                  
D TRANSGLOBE ENERGY CORP         COM              89366210         2      800 SH      SHARED                   800                  
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10       136     8148 SH      SHARED                  8148                  
D TRANSMONTAIGNE PARTNERS L P    COM UNIT L P     89376V10        50     3000 SH      SHARED      02                            3000
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU      2942  3205000 PRN     SHARED      01        980000           2225000
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU       151   165000 PRN     SHR/OTHR    01                          165000
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU     15743 17150000 PRN     SHARED      06      15900000           1250000
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU      2609  2843000 PRN     SHARED      10       2843000                  
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU       252   275000 PRN     SHARED      20        275000                  
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU       298   325000 PRN     SHARED      23                          325000
D TRANSOCEAN INC                 NOTE  1.625%12/1 893830AU       114   125000 PRN     SHR/OTHR    23                          125000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AV     10077 11759000 PRN     SHARED              11759000                  
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AV      6793  7927000 PRN     SHARED      02       7927000                  
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AV     34280 40000000 PRN     SHARED      04      40000000                  
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AV      2943  3435000 PRN     SHARED      06       2185000           1250000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AV      1845  2153000 PRN     SHARED      10       2153000                  
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW       892  1091000 PRN     SHARED      02       1063000             28000
D TRANSOCEAN INC                 NOTE  1.500%12/1 893830AW     13292 16250000 PRN     SHARED      06      16250000                  
D TRANS1 INC                     COM              89385X10         1      287 SH      SHARED      02           287                  
D TRANSCEND SERVICES INC         COM NEW          89392920         1      174 SH      SHARED                   174                  
D TRANSCEND SERVICES INC         COM NEW          89392920         7      792 SH      SHARED      02           792                  
D TRANSWITCH CORP                COM              89406510        43   144974 SH      SHARED                128474             16500
D TRAVELERS COMPANIES INC        COM              89417E10     30137   741579 SH      SHARED                741579                  
D TRAVELERS COMPANIES INC        COM              89417E10      6400   157502 SH      SHARED      01        156066              1436
D TRAVELERS COMPANIES INC        COM              89417E10         7      183 SH      SHR/OTHR    01                             183
D TRAVELERS COMPANIES INC        COM              89417E10      1873    46099 SH      SHARED      02         37646              8453
D TRAVELERS COMPANIES INC        COM              89417E10      3905    96100 SH      SHARED      04         96100                  
D TRAVELERS COMPANIES INC        COM              89417E10        12      310 SH      SHARED      05           310                  
D TRAVELERS COMPANIES INC        COM              89417E10     19626   482947 SH      SHARED      06        216175            266772
D TRAVELERS COMPANIES INC        COM              89417E10     65172  1603658 SH      SHARED      10       1589358             14300
D TRAVELERS COMPANIES INC        COM              89417E10       121     3000 SH      SHARED      19                            3000
D TRAVELERS COMPANIES INC        COM              89417E10       156     3845 SH      SHARED      21          3555               290
D TRAVELERS COMPANIES INC        COM              89417E10         1       39 SH      SHARED      23            39                  
D TRAVELERS COMPANIES INC        COM              89417E10        51     1273 SH      SHR/OTHR    23                            1273
D TRAVELCENTERS OF AMERICA LLC   COM              89417410         0      441 SH      SHARED                   441                  
D TRAVELZOO INC                  COM              89421Q10         1      265 SH      SHARED                   265                  
D TRAVELZOO INC                  COM              89421Q10         1      206 SH      SHARED      02           206                  
D TREDEGAR CORP                  COM              89465010       293    17980 SH      SHARED                 17980                  
D TREDEGAR CORP                  COM              89465010        16     1000 SH      SHARED      01          1000                  
D TREDEGAR CORP                  COM              89465010        65     4029 SH      SHARED      02          4029                  
D TREDEGAR CORP                  COM              89465010       328    20100 SH      SHARED      10         20100                  
D TREDEGAR CORP                  COM              89465010        19     1200 SH      SHARED      23                            1200
D TREE COM INC                   COM              89467510         1      252 SH      SHARED                   252                  
D TREE COM INC                   COM              89467510         0       98 SH      SHARED      01            98                  
D TREE COM INC                   COM              89467510         3      695 SH      SHARED      02           685                10
D TREE COM INC                   COM              89467510         0      151 SH      SHARED      10           151                  
D TREE COM INC                   COM              89467510         0        5 SH      SHARED      20                               5
D TREEHOUSE FOODS INC            COM              89469A10       706    24536 SH      SHARED                 24536                  
D TREEHOUSE FOODS INC            COM              89469A10       553    19230 SH      SHARED      01         19230                  
D TREEHOUSE FOODS INC            COM              89469A10       910    31630 SH      SHR/OTHR    01                           31630
D TREEHOUSE FOODS INC            COM              89469A10       466    16216 SH      SHARED      02         16216                  
D TREEHOUSE FOODS INC            COM              89469A10      3538   122900 SH      SHARED      04        122900                  
D TREEHOUSE FOODS INC            COM              89469A10      2408    83672 SH      SHARED      10         83672                  
D TREEHOUSE FOODS INC            COM              89469A10        50     1761 SH      SHARED      21                            1761
D TREMISIS ENERGY ACQ CORP II    COM              89472N10       160    20998 SH      SHARED                 20998                  
D TREMISIS ENERGY ACQ CORP II    COM              89472N10       585    76900 SH      SHARED      02         76900                  
D TREMISIS ENERGY ACQ CORP II    *W EXP 12/05/201 89472N11         2    20998 SH      SHARED                 20998                  
D TREX INC                       COM              89531P10        42     5622 SH      SHARED                  5622                  
D TREX INC                       COM              89531P10         5      698 SH      SHARED      02           698                  
D TREX INC                       COM              89531P10        56     7400 SH      SHARED      10          7400                  
D TRI CONTL CORP                 COM              89543610         8     1040 SH      SHARED      01          1040                  
D TRI CONTL CORP                 COM              89543610         0      100 SH      SHARED      02           100                  
D TRI S SEC CORP                 COM              89557810         0       91 SH      SHARED                    91                  
D TRI S SEC CORP                 COM              89557810         6     7500 SH      SHARED      02                            7500
D TRI VY CORP                    COM              89573510         8     7098 SH      SHARED                  7098                  
D TRI VY CORP                    COM              89573510         4     4100 SH      SHARED      01          4100                  
D TRI VY CORP                    COM              89573510         0      578 SH      SHARED      02           578                  
D TRIAN ACQUISITION I CORP       COM              89582E10      4889   525184 SH      SHARED                525184                  
D TRIAN ACQUISITION I CORP       COM              89582E10       158    17000 SH      SHR/OTHR    01                           17000
D TRIAN ACQUISITION I CORP       COM              89582E10     11055  1187520 SH      SHARED      02       1078056            109464
D TRIAN ACQUISITION I CORP       *W EXP 01/23/201 89582E11        35   235116 SH      SHARED                235116                  
D TRIAN ACQUISITION I CORP       *W EXP 01/23/201 89582E11       607  4046868 SH      SHARED      02       4036868             10000
D TRIAN ACQUISITION I CORP       UNIT 99/99/9999  89582E20       377    40000 SH      SHARED      01                           40000
D TRIAN ACQUISITION I CORP       UNIT 99/99/9999  89582E20      1439   152600 SH      SHARED      02        152600                  
D TRIAN ACQUISITION I CORP       UNIT 99/99/9999  89582E20       188    20000 SH      SHARED      22         20000                  
D TRIANGLE CAP CORP              COM              89584810         2      303 SH      SHARED      02           303                  
D TRIDENT MICROSYSTEMS INC       COM              89591910        49    34218 SH      SHARED                 34218                  
D TRIDENT MICROSYSTEMS INC       COM              89591910         4     3032 SH      SHARED      02          1592              1440
D TRIAD GTY INC                  COM              89592510         2    18459 SH      SHARED                 18459                  
D TRICO BANCSHARES               COM              89609510        56     3349 SH      SHARED                  3349                  
D TRICO BANCSHARES               COM              89609510         6      359 SH      SHARED      02           359                  
D TRICO MARINE SERVICES INC      NOTE  3.000% 1/1 896106AQ       865  6185000 PRN     SHARED      02       6185000                  
D TRICO MARINE SERVICES INC      COM NEW          89610620        16     7790 SH      SHARED                  7790                  
D TRICO MARINE SERVICES INC      COM NEW          89610620         3     1528 SH      SHARED      02          1528                  
D TRICO MARINE SERVICES INC      COM NEW          89610620         0      196 SH      SHARED      10           196                  
D TRIMAS CORP                    COM NEW          89621520         0      121 SH      SHARED                   121                  
D TRIMAS CORP                    COM NEW          89621520         0      436 SH      SHARED      02           436                  
D TRIMBLE NAVIGATION LTD         COM              89623910       189    12425 SH      SHARED                 12425                  
D TRIMBLE NAVIGATION LTD         COM              89623910       588    38500 SH      SHARED      01                           38500
D TRIMBLE NAVIGATION LTD         COM              89623910        92     6084 SH      SHARED      02          3884              2200
D TRIMERIS INC                   COM              89626310         2     1193 SH      SHARED                  1193                  
D TRIMERIS INC                   COM              89626310         1      731 SH      SHARED      02           731                  
D TRINA SOLAR LIMITED            NOTE  4.000% 7/1 89628EAA       417   905000 PRN     SHARED                905000                  
D TRINA SOLAR LIMITED            SPON ADR         89628E10      1380   132526 SH      SHARED                130726              1800
D TRINA SOLAR LIMITED            SPON ADR         89628E10       472    45300 SH      SHARED      02         45300                  
D TRINA SOLAR LIMITED            SPON ADR         89628E10        24     2373 SH      SHARED      04          2373                  
D TRINITY BIOTECH PLC            SPON ADR NEW     89643830         1     1000 SH      SHARED      02                            1000
D TRINITY INDS INC               NOTE  3.875% 6/0 896522AF       413   965000 PRN     SHARED      02        965000                  
D TRINITY INDS INC               COM              89652210        90     9881 SH      SHARED                  9881                  
D TRINITY INDS INC               COM              89652210       239    26200 SH      SHARED      01                           26200
D TRINITY INDS INC               COM              89652210       245    26892 SH      SHARED      02         12471             14421
D TRINITY INDS INC               COM              89652210      1901   208000 SH      SHARED      10        208000                  
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       224    90902 SH      SHARED                 90902                  
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       144    58631 SH      SHARED      02         58587                44
D TRIQUINT SEMICONDUCTOR INC     COM              89674K10       129    52400 SH      SHARED      10         52400                  
D TRIPLE-S MGMT CORP             CL B             89674910        24     1961 SH      SHARED                  1961                  
D TRIPLE-S MGMT CORP             CL B             89674910        54     4438 SH      SHARED      02          4438                  
D TRIPLE-S MGMT CORP             CL B             89674910        41     3400 SH      SHARED      10          3400                  
D TRIPLECROWN ACQUISITION CORP   COM              89677G10      9896  1056139 SH      SHARED               1056139                  
D TRIPLECROWN ACQUISITION CORP   COM              89677G10      3889   415100 SH      SHARED      02        415100                  
D TRIPLECROWN ACQUISITION CORP   *W EXP 10/22/201 89677G11        24   241530 SH      SHARED                241530                  
D TRIPLECROWN ACQUISITION CORP   *W EXP 10/22/201 89677G11        61   610400 SH      SHARED      02        610400                  
D TRIUMPH GROUP INC NEW          NOTE  2.625%10/0 896818AB      1608  1700000 PRN     SHARED               1700000                  
D TRIUMPH GROUP INC NEW          NOTE  2.625%10/0 896818AB         0     1000 PRN     SHARED      02                            1000
D TRIUMPH GROUP INC NEW          COM              89681810       105     2759 SH      SHARED                  2759                  
D TRIUMPH GROUP INC NEW          COM              89681810        63     1675 SH      SHARED      01          1675                  
D TRIUMPH GROUP INC NEW          COM              89681810      2241    58690 SH      SHARED      02          1553             57137
D TRIUMPH GROUP INC NEW          COM              89681810       920    24100 SH      SHARED      10         24100                  
D TRUBION PHARMACEUTICALS INC    COM              89778N10         0      188 SH      SHARED                   188                  
D TRUE RELIGION APPAREL INC      COM              89784N10      1222   103553 SH      SHARED                103553                  
D TRUE RELIGION APPAREL INC      COM              89784N10         5      477 SH      SHARED      02           477                  
D TRUE RELIGION APPAREL INC      COM              89784N10       193    16400 SH      SHARED      10         16400                  
D TRUEBLUE INC                   COM              89785X10        31     3874 SH      SHARED                  3874                  
D TRUEBLUE INC                   COM              89785X10         5      700 SH      SHARED      01           700                  
D TRUEBLUE INC                   COM              89785X10        35     4316 SH      SHARED      02          4316                  
D TRUEBLUE INC                   COM              89785X10        79     9600 SH      SHARED      10          9600                  
D TRUSTCO BK CORP N Y            COM              89834910       142    23730 SH      SHARED                 23730                  
D TRUSTCO BK CORP N Y            COM              89834910       330    54943 SH      SHARED      02         54943                  
D TRUSTCO BK CORP N Y            COM              89834910       275    45800 SH      SHARED      10         31300             14500
D TRUSTMARK CORP                 COM              89840210       794    43252 SH      SHARED                 43252                  
D TRUSTMARK CORP                 COM              89840210       321    17500 SH      SHARED      01                           17500
D TRUSTMARK CORP                 COM              89840210       163     8896 SH      SHARED      02          8762               134
D TRUSTMARK CORP                 COM              89840210       354    19300 SH      SHARED      10         19300                  
D TRX INC                        COM              89845210         0      231 SH      SHARED                   231                  
D TUESDAY MORNING CORP           COM NEW          89903550         4     3400 SH      SHARED                  3400                  
D TUESDAY MORNING CORP           COM NEW          89903550         1      824 SH      SHARED      02           824                  
D TUESDAY MORNING CORP           COM NEW          89903550         4     3600 SH      SHARED      10          3600                  
D TUPPERWARE BRANDS CORP         COM              89989610       477    28109 SH      SHARED                 28109                  
D TUPPERWARE BRANDS CORP         COM              89989610       366    21574 SH      SHARED      01          2074             19500
D TUPPERWARE BRANDS CORP         COM              89989610       170    10056 SH      SHARED      02          9969                87
D TUPPERWARE BRANDS CORP         COM              89989610       353    20800 SH      SHARED      10         18600              2200
D TUPPERWARE BRANDS CORP         COM              89989610        15      890 SH      SHARED      21           890                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120      1054    85835 SH      SHARED                 85835                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120       862    70200 SH      SHARED      01         70200                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120         0        3 SH      SHARED      02             3                  
D TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     90011120      5655   460200 SH      SHARED      10        460200                  
D TWEEN BRANDS INC               COM              90116610        43    20326 SH      SHARED                 20326                  
D TWEEN BRANDS INC               COM              90116610         1      756 SH      SHARED      02           756                  
D 21ST CENTY HLDG CO             COM              90136Q10         0      198 SH      SHARED                   198                  
D TWIN DISC INC                  COM              90147610         0       64 SH      SHARED                    64                  
D TWIN DISC INC                  COM              90147610         1      226 SH      SHARED      02           226                  
D II VI INC                      COM              90210410        82     4802 SH      SHARED                  4802                  
D II VI INC                      COM              90210410        16      950 SH      SHARED      01           950                  
D II VI INC                      COM              90210410        13      773 SH      SHARED      02           773                  
D II VI INC                      COM              90210410       132     7700 SH      SHARED      10          7700                  
D 2020 CHINACAP ACQUIRCO INC     COM              90212G10       303    40014 SH      SHARED                 40014                  
D 2020 CHINACAP ACQUIRCO INC     COM              90212G10      2516   332000 SH      SHARED      02        332000                  
D 2020 CHINACAP ACQUIRCO INC     *W EXP 11/08/201 90212G11         0    23745 SH      SHARED                 23745                  
D 2020 CHINACAP ACQUIRCO INC     *W EXP 11/08/201 90212G11        13   455900 SH      SHARED      02        455900                  
D TYLER TECHNOLOGIES INC         COM              90225210        23     1581 SH      SHARED                  1581                  
D TYLER TECHNOLOGIES INC         COM              90225210        45     3100 SH      SHARED      01          3100                  
D TYLER TECHNOLOGIES INC         COM              90225210       189    12972 SH      SHARED      02         12972                  
D TYLER TECHNOLOGIES INC         COM              90225210       908    62100 SH      SHARED      10         62100                  
D TYLER TECHNOLOGIES INC         COM              90225210        37     2581 SH      SHARED      21                            2581
D TYSON FOODS INC                NOTE  3.250%10/1 902494AP     11818 13400000 PRN     SHARED              13400000                  
D TYSON FOODS INC                CL A             90249410      2117   225529 SH      SHARED                225529                  
D TYSON FOODS INC                CL A             90249410       735    78300 SH      SHARED      01         78300                  
D TYSON FOODS INC                CL A             90249410      4486   477755 SH      SHARED      02        321319            156436
D TYSON FOODS INC                CL A             90249410      9402  1001300 SH      SHARED      04       1001300                  
D TYSON FOODS INC                CL A             90249410      1104   117580 SH      SHARED      06          8900            108680
D TYSON FOODS INC                CL A             90249410      7169   763501 SH      SHARED      10        752401             11100
D UAL CORP                       DBCV  5.000% 2/0 902549AE      1818  5738000 PRN     SHARED      02       5738000                  
D UAL CORP                       NOTE  4.500% 6/3 902549AH       931  2865000 PRN     SHARED      02       2865000                  
D UAL CORP                       COM NEW          90254980      1927   430325 SH      SHARED                430325                  
D UAL CORP                       COM NEW          90254980        14     3300 SH      SHARED      01          3300                  
D UAL CORP                       COM NEW          90254980        20     4540 SH      SHARED      02          4540                  
D UAL CORP                       COM NEW          90254980       172    38600 SH      SHARED      10         32500              6100
D UAL CORP                       COM NEW          90254980         6     1520 SH      SHARED      21                            1520
D UCBH HOLDINGS INC              COM              90262T30       252   167286 SH      SHARED                167286                  
D UCBH HOLDINGS INC              COM              90262T30        10     6700 SH      SHARED      01          6700                  
D UCBH HOLDINGS INC              COM              90262T30         9     6432 SH      SHARED      02          6432                  
D UCBH HOLDINGS INC              COM              90262T30        56    37100 SH      SHARED      10         37100                  
D UBS AG JERSEY BRH              LONG PLATN ETN18 90264178        20     1490 SH      SHARED      02                            1490
D UDR INC                        COM              90265310       559    65000 SH      SHARED                 65000                  
D UDR INC                        COM              90265310       106    12373 SH      SHARED                 12373                  
D UDR INC                        COM              90265310       809    93966 SH      SHARED      01         47063             46903
D UDR INC                        COM              90265310       525    61009 SH      SHARED      02         37981             23028
D UDR INC                        COM              90265310      2038   236800 SH      SHARED      10        236800                  
D UDR INC                        COM              90265310     20889  2426150 SH      SHARED      11       1236300           1189850
D UFP TECHNOLOGIES INC           COM              90267310         1      291 SH      SHARED                   291                  
D UGI CORP NEW                   COM              90268110       842    35676 SH      SHARED                 17100             18576
D UGI CORP NEW                   COM              90268110       876    37125 SH      SHARED      01          2025             35100
D UGI CORP NEW                   COM              90268110      1757    74455 SH      SHARED      02         72055              2400
D UGI CORP NEW                   COM              90268110      3199   135500 SH      SHARED      10        127400              8100
D UGI CORP NEW                   COM              90268110         2       95 SH      SHARED      21                              95
D UIL HLDG CORP                  COM              90274810        27     1242 SH      SHARED                  1242                  
D UIL HLDG CORP                  COM              90274810        26     1187 SH      SHARED      02          1187                  
D UIL HLDG CORP                  COM              90274810       371    16666 SH      SHARED      10         16666                  
D UIL HLDG CORP                  COM              90274810        74     3332 SH      SHR/OTHR    23                            3332
D UMB FINL CORP                  COM              90278810       676    15912 SH      SHARED                 15912                  
D UMB FINL CORP                  COM              90278810        16      400 SH      SHARED      01           400                  
D UMB FINL CORP                  COM              90278810        92     2169 SH      SHARED      02          2169                  
D UMB FINL CORP                  COM              90278810      1058    24900 SH      SHARED      10         24900                  
D USA TRUCK INC                  COM              90292510        28     2227 SH      SHARED                  2227                  
D USA TRUCK INC                  COM              90292510         4      357 SH      SHARED      02           357                  
D U S GLOBAL INVS INC            CL A             90295210        28     5848 SH      SHARED                  5848                  
D U S GLOBAL INVS INC            CL A             90295210        13     2800 SH      SHARED      01          2800                  
D U S GLOBAL INVS INC            CL A             90295210         1      328 SH      SHARED      02           328                  
D US BANCORP DEL                 DBCV        12/1 902973AM      3127  3534000 PRN     SHARED      02       3534000                  
D US BANCORP DEL                 DBCV        12/1 902973AM       234   265000 PRN     SHARED      10        265000                  
D US BANCORP DEL                 DBCV        12/1 902973AM      4332  4896000 PRN     SHARED      10       4896000                  
D US BANCORP DEL                 DBCV         9/2 902973AQ        74    85000 PRN     SHARED      06         85000                  
D US BANCORP DEL                 DBCV         9/2 902973AQ        17    20000 PRN     SHARED      10         20000                  
D US BANCORP DEL                 DBCV         9/2 902973AQ       277   315000 PRN     SHARED      10        315000                  
D US BANCORP DEL                 DBCV         2/0 902973AT         4     5000 PRN     SHARED      02                            5000
D US BANCORP DEL                 COM NEW          90297330     41320  2828219 SH      SHARED               2828219                  
D US BANCORP DEL                 COM NEW          90297330     12655   866254 SH      SHARED      01        698931            167323
D US BANCORP DEL                 COM NEW          90297330      1224    83792 SH      SHR/OTHR    01                           83792
D US BANCORP DEL                 COM NEW          90297330      1110    76038 SH      SHARED      02         67400              8638
D US BANCORP DEL                 COM NEW          90297330        58     4000 SH      SHARED      04          4000                  
D US BANCORP DEL                 COM NEW          90297330        15     1055 SH      SHARED      05          1055                  
D US BANCORP DEL                 COM NEW          90297330      2251   154093 SH      SHARED      06         96500             57593
D US BANCORP DEL                 COM NEW          90297330     57028  3903401 SH      SHARED      10       3861944             41457
D US BANCORP DEL                 COM NEW          90297330      2522   172668 SH      SHARED      20        133718      300    38650
D US BANCORP DEL                 COM NEW          90297330       711    48697 SH      SHR/OTHR    20                           48697
D US BANCORP DEL                 COM NEW          90297330        69     4730 SH      SHARED      21          4730                  
D US BANCORP DEL                 COM NEW          90297330         3      220 SH      SHR/OTHR    21                             220
D US BANCORP DEL                 COM NEW          90297330       509    34875 SH      SHARED      22         27250              7625
D US BANCORP DEL                 COM NEW          90297330        90     6210 SH      SHR/OTHR    22                            6210
D US BANCORP DEL                 COM NEW          90297330      2239   153319 SH      SHARED      23        135244             18075
D US BANCORP DEL                 COM NEW          90297330      3282   224656 SH      SHR/OTHR    23                          224656
D U M H PROPERTIES INC           COM              90300210         1      263 SH      SHARED                   263                  
D U M H PROPERTIES INC           COM              90300210         1      300 SH      SHARED      02           300                  
D UQM TECHNOLOGIES INC           COM              90321310         0      593 SH      SHARED                   593                  
D URS CORP NEW                   COM              90323610       500    12376 SH      SHARED                 12376                  
D URS CORP NEW                   COM              90323610      1587    39275 SH      SHARED      01         11475             27800
D URS CORP NEW                   COM              90323610       568    14080 SH      SHARED      02         13480               600
D URS CORP NEW                   COM              90323610      1212    30000 SH      SHARED      04         30000                  
D URS CORP NEW                   COM              90323610     18521   458330 SH      SHARED      10        457530               800
D URS CORP NEW                   COM              90323610        40     1010 SH      SHARED      21                            1010
D USANA HEALTH SCIENCES INC      COM              90328M10       177     7924 SH      SHARED                  7924                  
D USANA HEALTH SCIENCES INC      COM              90328M10        10      466 SH      SHARED      02           371                95
D USA TECHNOLOGIES INC           COM NO PAR       90328S50         0      389 SH      SHARED                   389                  
D U S G CORP                     COM NEW          90329340       263    34680 SH      SHARED                 34680                  
D U S G CORP                     COM NEW          90329340       345    45339 SH      SHARED      02         38339              7000
D U S G CORP                     COM NEW          90329340       190    25000 SH      SHARED      15                           25000
D USEC INC                       NOTE  3.000%10/0 90333EAC      4132  7500000 PRN     SHARED      02       7500000                  
D USEC INC                       COM              90333E10        14     3000 SH      SHARED                  3000                  
D USEC INC                       COM              90333E10      2482   517104 SH      SHARED                517104                  
D USEC INC                       COM              90333E10        91    19075 SH      SHARED      02         17075              2000
D USEC INC                       COM              90333E10        97    20300 SH      SHARED      10         20300                  
D U S CONCRETE INC               COM              90333L10         2     1000 SH      SHARED                  1000                  
D U S CONCRETE INC               COM              90333L10         1      953 SH      SHARED      02           953                  
D U S CONCRETE INC               COM              90333L10        23    11800 SH      SHARED      10         11800                  
D U S HOME SYS INC               COM              90335C10         0       88 SH      SHARED                    88                  
D U S PHYSICAL THERAPY INC       COM              90337L10        70     7263 SH      SHARED                  7263                  
D U S PHYSICAL THERAPY INC       COM              90337L10         3      312 SH      SHARED      02           312                  
D U S GEOTHERMAL INC             COM              90338S10        30    42597 SH      SHARED                 42597                  
D U S GEOTHERMAL INC             COM              90338S10         7    10800 SH      SHARED      01         10800                  
D U S GEOTHERMAL INC             COM              90338S10        98   138468 SH      SHARED      02        138468                  
D USA MOBILITY INC               COM              90341G10       765    83068 SH      SHARED                 83068                  
D USA MOBILITY INC               COM              90341G10        67     7300 SH      SHARED      01          3800              3500
D USA MOBILITY INC               COM              90341G10       198    21549 SH      SHARED      02         21549                  
D USA MOBILITY INC               COM              90341G10       792    86100 SH      SHARED      10         86100                  
D U S AIRWAYS GROUP INC          COM              90341W10       364   144152 SH      SHARED                144152                  
D U S AIRWAYS GROUP INC          COM              90341W10        10     4100 SH      SHARED      01          4100                  
D U S AIRWAYS GROUP INC          COM              90341W10        17     6985 SH      SHARED      02          6985                  
D U S AIRWAYS GROUP INC          COM              90341W10        88    35100 SH      SHARED      10         35100                  
D U.S. AUTO PARTS NETWORK INC    COM              90343C10         0      380 SH      SHARED                   380                  
D ULTA SALON COSMETCS & FRAG I   COM              90384S30        10     1613 SH      SHARED                  1613                  
D ULTA SALON COSMETCS & FRAG I   COM              90384S30         3      530 SH      SHARED      02           530                  
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10       127     7399 SH      SHARED                  7399                  
D ULTIMATE SOFTWARE GROUP INC    COM              90385D10        19     1110 SH      SHARED      02           640               470
D ULTRA CLEAN HLDGS INC          COM              90385V10         0      178 SH      SHARED                   178                  
D ULTRA CLEAN HLDGS INC          COM              90385V10         0      500 SH      SHARED      02           500                  
D ULTRALIFE CORP                 COM              90389910        71     9311 SH      SHARED                  9311                  
D ULTRALIFE CORP                 COM              90389910         2      327 SH      SHARED      02           327                  
D ULTRA PETROLEUM CORP           COM              90391410       323     9000 SH      SHARED                  9000                  
D ULTRA PETROLEUM CORP           COM              90391410      2186    60927 SH      SHARED                 60927                  
D ULTRA PETROLEUM CORP           COM              90391410      1374    38300 SH      SHARED      01         37200              1100
D ULTRA PETROLEUM CORP           COM              90391410        99     2775 SH      SHR/OTHR    01                            2775
D ULTRA PETROLEUM CORP           COM              90391410      1080    30118 SH      SHARED      02         19962             10156
D ULTRA PETROLEUM CORP           COM              90391410        14      400 SH      SHARED      04           400                  
D ULTRA PETROLEUM CORP           COM              90391410         3      100 SH      SHARED      05           100                  
D ULTRA PETROLEUM CORP           COM              90391410        99     2770 SH      SHARED      06          1400              1370
D ULTRA PETROLEUM CORP           COM              90391410     25681   715556 SH      SHARED      10        643252             72304
D ULTRA PETROLEUM CORP           COM              90391410        35     1000 SH      SHARED      21                            1000
D ULTRAPAR PARTICIPACOES S A     SP ADR REP PFD   90400P10         2      116 SH      SHARED                   116                  
D ULURU INC                      COM              90403T10         0     1325 SH      SHARED                  1325                  
D ULTRATECH INC                  COM              90403410       152    12187 SH      SHARED                 12187                  
D ULTRATECH INC                  COM              90403410        47     3800 SH      SHARED      01          3800                  
D ULTRATECH INC                  COM              90403410        29     2324 SH      SHARED      02          2324                  
D ULTRATECH INC                  COM              90403410       487    39000 SH      SHARED      10         39000                  
D UMPQUA HLDGS CORP              COM              90421410        84     9349 SH      SHARED                  9349                  
D UMPQUA HLDGS CORP              COM              90421410        23     2597 SH      SHARED      02          2597                  
D UMPQUA HLDGS CORP              COM              90421410       111    12300 SH      SHARED      10         12300                  
D UNDER ARMOUR INC               CL A             90431110      1223    74440 SH      SHARED                 74440                  
D UNDER ARMOUR INC               CL A             90431110       192    11700 SH      SHARED      01                           11700
D UNDER ARMOUR INC               CL A             90431110       185    11270 SH      SHARED      02         11270                  
D UNDER ARMOUR INC               CL A             90431110       164    10000 SH      SHARED      04         10000                  
D UNDER ARMOUR INC               CL A             90431110        59     3600 SH      SHARED      10          1800              1800
D UNIBANCO-UNIAO DE BANCOS BRA   ADR REP UNITS    90458E10         0    54774 SH      SHARED                 54774                  
D UNIBANCO-UNIAO DE BANCOS BRA   ADR REP UNITS    90458E10         0     4428 SH      SHARED      02          4428                  
D UNIBANCO-UNIAO DE BANCOS BRA   ADR REP UNITS    90458E10         0    16300 SH      SHARED      06          3300             13000
D UNICA CORP                     COM              90458310       318    65907 SH      SHARED      02           352             65555
D UNIFI INC                      COM              90467710        18    29500 SH      SHARED                 29500                  
D UNIFI INC                      COM              90467710         0     1178 SH      SHARED      02          1178                  
D UNIFIRST CORP MASS             COM              90470810        66     2400 SH      SHARED                  2400                  
D UNIFIRST CORP MASS             COM              90470810        35     1258 SH      SHARED      02          1258                  
D UNIFIRST CORP MASS             COM              90470810       542    19500 SH      SHARED      10         19500                  
D UNIFY CORP                     COM NEW          90474320         0      113 SH      SHARED                   113                  
D UNILEVER PLC                   SPON ADR NEW     90476770      1820    96193 SH      SHARED                 96193                  
D UNILEVER PLC                   SPON ADR NEW     90476770        62     3303 SH      SHARED      01            90              3213
D UNILEVER PLC                   SPON ADR NEW     90476770       106     5628 SH      SHARED      02          5187               441
D UNILEVER PLC                   SPON ADR NEW     90476770        55     2940 SH      SHARED      21          2940                  
D UNILEVER N V                   N Y SHS NEW      90478470      3498   178481 SH      SHARED                178481                  
D UNILEVER N V                   N Y SHS NEW      90478470        86     4400 SH      SHARED      01                            4400
D UNILEVER N V                   N Y SHS NEW      90478470       164     8400 SH      SHR/OTHR    01                            8400
D UNILEVER N V                   N Y SHS NEW      90478470        95     4880 SH      SHARED      02          2900              1980
D UNILEVER N V                   N Y SHS NEW      90478470       457    23360 SH      SHARED      10         23360                  
D UNILEVER N V                   N Y SHS NEW      90478470        31     1600 SH      SHARED      21          1600                  
D UNILEVER N V                   N Y SHS NEW      90478470        52     2676 SH      SHARED      23          2676                  
D UNILEVER N V                   N Y SHS NEW      90478470       803    41009 SH      SHR/OTHR    23                           41009
D UNION BANKSHARES CORP          COM              90539910         4      315 SH      SHARED      02           315                  
D UNION BANKSHARES INC           COM              90540010         1       92 SH      SHARED                    92                  
D UNION BANKSHARES INC           COM              90540010         8      500 SH      SHR/OTHR    23                             500
D UNION DRILLING INC             COM              90653P10         9     2500 SH      SHARED                  2500                  
D UNION DRILLING INC             COM              90653P10        14     3906 SH      SHARED      02          3906                  
D UNION DRILLING INC             COM              90653P10         9     2500 SH      SHARED      10          2500                  
D UNION PAC CORP                 COM              90781810      3206    78000 SH      SHARED                                   78000
D UNION PAC CORP                 COM              90781810     12686   308604 SH      SHARED                308604                  
D UNION PAC CORP                 COM              90781810      8072   196354 SH      SHARED      01        141148             55206
D UNION PAC CORP                 COM              90781810      1934    47050 SH      SHR/OTHR    01                           47050
D UNION PAC CORP                 COM              90781810     69682  1695020 SH      SHARED      02       1691381              3639
D UNION PAC CORP                 COM              90781810       464    11300 SH      SHARED      04         11300                  
D UNION PAC CORP                 COM              90781810         9      230 SH      SHARED      05           230                  
D UNION PAC CORP                 COM              90781810      1562    38000 SH      SHARED      06         20900             17100
D UNION PAC CORP                 COM              90781810     81372  1979389 SH      SHARED      10       1585939            393450
D UNION PAC CORP                 COM              90781810       180     4400 SH      SHARED      15                            4400
D UNION PAC CORP                 COM              90781810        71     1750 SH      SHARED      20           750              1000
D UNION PAC CORP                 COM              90781810         7      185 SH      SHARED      21           105                80
D UNION PAC CORP                 COM              90781810        65     1600 SH      SHR/OTHR    21                            1600
D UNION PAC CORP                 COM              90781810       342     8340 SH      SHARED      22          7940               400
D UNION PAC CORP                 COM              90781810        98     2400 SH      SHR/OTHR    22                            2400
D UNION PAC CORP                 COM              90781810      1551    37734 SH      SHARED      23         33734              4000
D UNION PAC CORP                 COM              90781810      2234    54354 SH      SHR/OTHR    23                           54354
D UNION PAC CORP                 COM              90781810       443    10800 SH      SHARED      24         10800                  
D UNISOURCE ENERGY CORP          COM              90920510       608    21599 SH      SHARED                 21599                  
D UNISOURCE ENERGY CORP          COM              90920510       121     4300 SH      SHARED      01          4300                  
D UNISOURCE ENERGY CORP          COM              90920510       478    16974 SH      SHARED      02          3541             13433
D UNISOURCE ENERGY CORP          COM              90920510       214     7600 SH      SHARED      10          7600                  
D UNISYS CORP                    COM              90921410        47    89480 SH      SHARED                 89480                  
D UNISYS CORP                    COM              90921410        17    33239 SH      SHARED      02         33239                  
D UNIT CORP                      COM              90921810       234    11218 SH      SHARED                 11218                  
D UNIT CORP                      COM              90921810       399    19100 SH      SHARED      01          4000             15100
D UNIT CORP                      COM              90921810        96     4610 SH      SHARED      02          4610                  
D UNIT CORP                      COM              90921810       709    33900 SH      SHARED      10         30100              3800
D UNITED AMER INDEMNITY LTD      CL A             90933T10        18     4481 SH      SHARED                  4481                  
D UNITED AMER INDEMNITY LTD      CL A             90933T10         1      476 SH      SHARED      02           476                  
D UNITED AMER INDEMNITY LTD      CL A             90933T10        23     5800 SH      SHARED      10          5800                  
D UNITED AMERN HEALTHCARE CORP   COM              90934C10         0      207 SH      SHARED                   207                  
D UNITED AUTO GROUP INC          NOTE  3.500% 4/0 909440AH       127   160000 PRN     SHARED      02        160000                  
D UNITED CMNTY FINL CORP OHIO    COM              90983910        10     8510 SH      SHARED                  8510                  
D UNITED CMNTY FINL CORP OHIO    COM              90983910         0      696 SH      SHARED      02           696                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10       131    31595 SH      SHARED                 31595                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10        15     3728 SH      SHARED      01          3728                  
D UNITED CMNTY BKS BLAIRSVLE G   CAP STK          90984P10        14     3518 SH      SHARED      02          3518                  
D UNITED BANKSHARES INC WEST V   COM              90990710      1262    73222 SH      SHARED                 73222                  
D UNITED BANKSHARES INC WEST V   COM              90990710       116     6784 SH      SHARED      02          6784                  
D UNITED BANKSHARES INC WEST V   COM              90990710       568    33000 SH      SHARED      10         33000                  
D UNITED BANCORP INC OHIO        COM              90991110         1      121 SH      SHARED                   121                  
D UNITED CAPITAL CORP            COM              90991210         3      188 SH      SHARED                   188                  
D UNITED CAPITAL CORP            COM              90991210         0       42 SH      SHARED      02            42                  
D UNITED DOMINION REALTY TR IN   NOTE  4.000%12/1 910197AK      7924  9005000 PRN     SHARED               9005000                  
D UNITED FINANCIAL BANCORP INC   COM              91030T10        10      809 SH      SHARED      02           809                  
D UNITED FINANCIAL BANCORP INC   COM              91030T10        41     3200 SH      SHARED      10          3200                  
D UNITED FIRE & CAS CO           COM              91033110        14      644 SH      SHARED                   644                  
D UNITED FIRE & CAS CO           COM              91033110        50     2300 SH      SHARED      01          2300                  
D UNITED FIRE & CAS CO           COM              91033110        48     2214 SH      SHARED      02          2214                  
D UNITED FIRE & CAS CO           COM              91033110     14320   652100 SH      SHARED      10        652100                  
D UNITED FIRE & CAS CO           COM              91033110        15      714 SH      SHARED      21                             714
D UNITED GUARDIAN INC            COM              91057110         0       63 SH      SHARED                    63                  
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340       846   334715 SH      SHARED                334715                  
D UNITED MICROELECTRONICS CORP   SPON ADR NEW     91087340        11     4501 SH      SHARED      02          4501                  
D UNITED NAT FOODS INC           COM              91116310       451    23784 SH      SHARED                 23784                  
D UNITED NAT FOODS INC           COM              91116310       476    25101 SH      SHARED      02         24369               732
D UNITED NAT FOODS INC           COM              91116310       286    15100 SH      SHARED      10         15100                  
D UNITED ONLINE INC              COM              91126810       429    96250 SH      SHARED                 96250                  
D UNITED ONLINE INC              COM              91126810        20     4700 SH      SHARED      01                            4700
D UNITED ONLINE INC              COM              91126810       221    49696 SH      SHARED      02         49696                  
D UNITED ONLINE INC              COM              91126810        49    11100 SH      SHARED      10         11100                  
D UNITED ONLINE INC              COM              91126810         9     2142 SH      SHARED      20          2142                  
D UNITED PANAM FINANCIAL CP      COM              91130110         0      264 SH      SHARED                   264                  
D UNITED PARCEL SERVICE INC      CL B             91131210     69212  1406189 SH      SHARED               1393889             12300
D UNITED PARCEL SERVICE INC      CL B             91131210      9273   188400 SH      SHARED      01        187400              1000
D UNITED PARCEL SERVICE INC      CL B             91131210      1426    28977 SH      SHARED      02         25042              3935
D UNITED PARCEL SERVICE INC      CL B             91131210        44      900 SH      SHARED      04           900                  
D UNITED PARCEL SERVICE INC      CL B             91131210        17      360 SH      SHARED      05           360                  
D UNITED PARCEL SERVICE INC      CL B             91131210      3388    68850 SH      SHARED      06         39800             29050
D UNITED PARCEL SERVICE INC      CL B             91131210     25601   520146 SH      SHARED      10        498946             21200
D UNITED PARCEL SERVICE INC      CL B             91131210        46      950 SH      SHARED      20                             950
D UNITED PARCEL SERVICE INC      CL B             91131210       270     5500 SH      SHARED      21          1500              4000
D UNITED PARCEL SERVICE INC      CL B             91131210       147     3000 SH      SHR/OTHR    21                            3000
D UNITED PARCEL SERVICE INC      CL B             91131210        14      300 SH      SHARED      22           300                  
D UNITED PARCEL SERVICE INC      CL B             91131210        81     1665 SH      SHARED      23          1665                  
D UNITED PARCEL SERVICE INC      CL B             91131210       182     3700 SH      SHR/OTHR    23                            3700
D UNITED REFINING ENERGY CORP    COM              91136010      3136   327425 SH      SHARED                327425                  
D UNITED REFINING ENERGY CORP    COM              91136010       517    53973 SH      SHARED      02         51973              2000
D UNITED REFINING ENERGY CORP    *W EXP 12/11/201 91136011        26   335960 SH      SHARED                335960                  
D UNITED RENTALS INC             COM              91136310        23     5656 SH      SHARED                  5656                  
D UNITED RENTALS INC             COM              91136310       269    64012 SH      SHARED      01         47012             17000
D UNITED RENTALS INC             COM              91136310       131    31147 SH      SHARED      02         31007               140
D UNITED RENTALS NORTH AMER IN   NOTE  1.875%10/1 911365AH        67    91000 PRN     SHARED      02         91000                  
D UNITED RENTALS NORTH AMER IN   NOTE  1.875%10/1 911365AH      1628  2200000 PRN     SHARED      10       2200000                  
D UNITED SEC BANCSHARES INC      SHS              91145910         2      161 SH      SHARED                   161                  
D UNITED SEC BANCSHARES INC      SHS              91145910         1      100 SH      SHARED      02           100                  
D UNITED SECURITY BANCSHARES C   COM              91146010        15     2112 SH      SHARED                  2112                  
D UNITED SECURITY BANCSHARES C   COM              91146010         1      189 SH      SHARED      02           189                  
D UNITED STATES CELLULAR CORP    COM              91168410      2211    66343 SH      SHARED                 48843             17500
D UNITED STATES CELLULAR CORP    COM              91168410       256     7700 SH      SHARED      01          7200               500
D UNITED STATES CELLULAR CORP    COM              91168410       491    14751 SH      SHARED      02         14305               446
D UNITED STATES CELLULAR CORP    COM              91168410        30      900 SH      SHARED      06           900                  
D UNITED STATES CELLULAR CORP    COM              91168410      5480   164378 SH      SHARED      10        151178             13200
D UNITED STATES CELLULAR CORP    COM              91168410        42     1260 SH      SHARED      21                            1260
D UNITED STATES CELLULAR CORP    COM              91168410        66     2000 SH      SHARED      23                            2000
D U S ENERGY CORP WYO            COM              91180510         1      625 SH      SHARED                   625                  
D UNITED STATES LIME & MINERAL   COM              91192210         3      130 SH      SHARED                   130                  
D UNITED STATES LIME & MINERAL   COM              91192210         1       47 SH      SHARED      02            47                  
D UNITED STS GASOLINE FD LP      UNITS            91201T10        26     1100 SH      SHARED                  1100                  
D UNITED STS GASOLINE FD LP      UNITS            91201T10        71     3000 SH      SHARED      02                            3000
D US GOLD CORPORATION            COM PAR $0.10    91202320         2     1190 SH      SHARED                  1190                  
D US GOLD CORPORATION            COM PAR $0.10    91202320         5     2927 SH      SHARED      02          2927                  
D UNITED STATES NATL GAS FUND    UNIT             91231810       215    14200 SH      SHARED                 14200                  
D UNITED STATES NATL GAS FUND    UNIT             91231810      2416   158989 SH      SHARED      02         49839            109150
D UNITED STATES OIL FUND LP      UNITS            91232N10      9047   311460 SH      SHARED                311460                  
D UNITED STATES OIL FUND LP      UNITS            91232N10       256     8830 SH      SHARED      01                            8830
D UNITED STATES OIL FUND LP      UNITS            91232N10     10634   366086 SH      SHARED      02        358331              7755
D UNITED STATES OIL FUND LP      UNITS            91232N10       156     5400 SH      SHARED      04                            5400
D UNITED STATES OIL FUND LP      UNITS            91232N10        32     1120 SH      SHARED      04          1120                  
D UNITED STATES OIL FUND LP      UNITS            91232N10        53     1850 SH      SHARED      23                            1850
D U STORE IT TR                  COM              91274F10        22    11300 SH      SHARED                 11300                  
D U STORE IT TR                  COM              91274F10         4     2391 SH      SHARED      02          1691               700
D U STORE IT TR                  COM              91274F10        15     7900 SH      SHARED      10          7900                  
D U STORE IT TR                  COM              91274F10         3     1650 SH      SHARED      11          1650                  
D UNITED STS 12 MONTH OIL FD L   UNIT BEN INT     91288V10         3      100 SH      SHARED      02                             100
D UNITED STS 12 MONTH OIL FD L   UNIT BEN INT     91288V10        18      600 SH      SHARED      21           600                  
D UNITED STATES STL CORP NEW     COM              91290910      6613   313001 SH      SHARED                313001                  
D UNITED STATES STL CORP NEW     COM              91290910       699    33100 SH      SHARED      01         33100                  
D UNITED STATES STL CORP NEW     COM              91290910         4      220 SH      SHR/OTHR    01                             220
D UNITED STATES STL CORP NEW     COM              91290910       860    40702 SH      SHARED      02         39046              1656
D UNITED STATES STL CORP NEW     COM              91290910       646    30600 SH      SHARED      04         30600                  
D UNITED STATES STL CORP NEW     COM              91290910         1       70 SH      SHARED      05            70                  
D UNITED STATES STL CORP NEW     COM              91290910       191     9070 SH      SHARED      06          5250              3820
D UNITED STATES STL CORP NEW     COM              91290910      3477   164560 SH      SHARED      10        141303             23257
D UNITED STATES STL CORP NEW     COM              91290910        38     1825 SH      SHR/OTHR    23                            1825
D UNITED STATIONERS INC          COM              91300410        13      488 SH      SHARED                   488                  
D UNITED STATIONERS INC          COM              91300410       145     5174 SH      SHARED      02          5174                  
D UNITED STATIONERS INC          COM              91300410       376    13400 SH      SHARED      10         13400                  
D UNITED TECHNOLOGIES CORP       COM              91301710      2790    64932 SH      SHARED                  7935             56997
D UNITED TECHNOLOGIES CORP       COM              91301710     50855  1183240 SH      SHARED               1108324             74916
D UNITED TECHNOLOGIES CORP       COM              91301710     23935   556899 SH      SHARED      01        381390      800   174709
D UNITED TECHNOLOGIES CORP       COM              91301710      4856   113006 SH      SHR/OTHR    01                          113006
D UNITED TECHNOLOGIES CORP       COM              91301710     18817   437831 SH      SHARED      02        385293             52538
D UNITED TECHNOLOGIES CORP       COM              91301710       203     4739 SH      SHARED      04                            4739
D UNITED TECHNOLOGIES CORP       COM              91301710     34815   810039 SH      SHARED      04        810039                  
D UNITED TECHNOLOGIES CORP       COM              91301710     15430   359010 SH      SHARED      05        359010                  
D UNITED TECHNOLOGIES CORP       COM              91301710      6535   152065 SH      SHARED      06         82220             69845
D UNITED TECHNOLOGIES CORP       COM              91301710    121920  2836681 SH      SHARED      10       2810051             26630
D UNITED TECHNOLOGIES CORP       COM              91301710      1239    28840 SH      SHARED      15                           28840
D UNITED TECHNOLOGIES CORP       COM              91301710       404     9408 SH      SHARED      19                            9408
D UNITED TECHNOLOGIES CORP       COM              91301710      5173   120371 SH      SHARED      20         77210      125    43036
D UNITED TECHNOLOGIES CORP       COM              91301710      1742    40545 SH      SHR/OTHR    20                           40545
D UNITED TECHNOLOGIES CORP       COM              91301710       679    15809 SH      SHARED      21         10809              5000
D UNITED TECHNOLOGIES CORP       COM              91301710        92     2150 SH      SHR/OTHR    21                            2150
D UNITED TECHNOLOGIES CORP       COM              91301710      1503    34975 SH      SHARED      22         27925              7050
D UNITED TECHNOLOGIES CORP       COM              91301710       627    14601 SH      SHR/OTHR    22                           14601
D UNITED TECHNOLOGIES CORP       COM              91301710      4874   113422 SH      SHARED      23        100152             13270
D UNITED TECHNOLOGIES CORP       COM              91301710      8857   206093 SH      SHR/OTHR    23                          206093
D UNITED THERAPEUTICS CORP DEL   COM              91307C10     35303   534178 SH      SHARED                534178                  
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       489     7400 SH      SHARED      01                            7400
D UNITED THERAPEUTICS CORP DEL   COM              91307C10       753    11399 SH      SHARED      02         11024               375
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      9800   148286 SH      SHARED      04        148286                  
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        16      250 SH      SHARED      06           250                  
D UNITED THERAPEUTICS CORP DEL   COM              91307C10      3235    48950 SH      SHARED      10         48350               600
D UNITED THERAPEUTICS CORP DEL   COM              91307C10        18      287 SH      SHARED      21           287                  
D UNITED WESTN BANCORP INC       COM              91320110         0      187 SH      SHARED                   187                  
D UNITEDHEALTH GROUP INC         COM              91324P10       196     9370 SH      SHARED                                    9370
D UNITEDHEALTH GROUP INC         COM              91324P10     27173  1298315 SH      SHARED               1277863             20452
D UNITEDHEALTH GROUP INC         COM              91324P10      7090   338776 SH      SHARED      01        333776              5000
D UNITEDHEALTH GROUP INC         COM              91324P10       807    38583 SH      SHARED      02         29915              8668
D UNITEDHEALTH GROUP INC         COM              91324P10       144     6910 SH      SHARED      04                            6910
D UNITEDHEALTH GROUP INC         COM              91324P10      3667   175250 SH      SHARED      04        175250                  
D UNITEDHEALTH GROUP INC         COM              91324P10        13      660 SH      SHARED      05           660                  
D UNITEDHEALTH GROUP INC         COM              91324P10      2478   118431 SH      SHARED      06         77451             40980
D UNITEDHEALTH GROUP INC         COM              91324P10    134850  6442912 SH      SHARED      10       6417612             25300
D UNITEDHEALTH GROUP INC         COM              91324P10       358    17110 SH      SHARED      20          4260             12850
D UNITEDHEALTH GROUP INC         COM              91324P10        37     1800 SH      SHR/OTHR    20                            1800
D UNITEDHEALTH GROUP INC         COM              91324P10       126     6060 SH      SHARED      21          6060                  
D UNITEDHEALTH GROUP INC         COM              91324P10        83     4000 SH      SHARED      23          4000                  
D UNITIL CORP                    COM              91325910         4      212 SH      SHARED                   212                  
D UNITIL CORP                    COM              91325910         6      341 SH      SHARED      02           341                  
D UNITRIN INC                    COM              91327510       167    12011 SH      SHARED                 12011                  
D UNITRIN INC                    COM              91327510       215    15400 SH      SHARED      01                           15400
D UNITRIN INC                    COM              91327510        25     1790 SH      SHARED      02          1040               750
D UNITY BANCORP INC              COM              91329010         0      138 SH      SHARED                   138                  
D UNIVERSAL AMERICAN CORP        COM              91337710         0       16 SH      SHARED                    16                  
D UNIVERSAL AMERICAN CORP        COM              91337710        68     8100 SH      SHARED      01          8100                  
D UNIVERSAL AMERICAN CORP        COM              91337710       348    41111 SH      SHARED      02         41111                  
D UNIVERSAL AMERICAN CORP        COM              91337710        83     9900 SH      SHARED      10          9900                  
D UNIVERSAL CORP VA              COM              91345610      1290    43126 SH      SHARED                 43126                  
D UNIVERSAL CORP VA              COM              91345610       242     8100 SH      SHARED      01                            8100
D UNIVERSAL CORP VA              COM              91345610       673    22513 SH      SHARED      02         22513                  
D UNIVERSAL CORP VA              COM              91345610     11968   400000 SH      SHARED      10        400000                  
D UNIVERSAL DISPLAY CORP         COM              91347P10       193    21124 SH      SHARED                 21124                  
D UNIVERSAL DISPLAY CORP         COM              91347P10         7      779 SH      SHARED      02           779                  
D UNIVERSAL ELECTRS INC          COM              91348310       152     8400 SH      SHARED                  8400                  
D UNIVERSAL ELECTRS INC          COM              91348310         6      349 SH      SHARED      02           349                  
D UNIVERSAL FST PRODS INC        COM              91354310       422    15886 SH      SHARED                 15886                  
D UNIVERSAL FST PRODS INC        COM              91354310       393    14779 SH      SHARED      02         14779                  
D UNIVERSAL FST PRODS INC        COM              91354310       106     4000 SH      SHARED      10          4000                  
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10         6      224 SH      SHARED                   224                  
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10        23      811 SH      SHARED      02           811                  
D UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E10       227     7800 SH      SHARED      10          3900              3900
D UNIVERSAL INS HLDGS INC        COM              91359V10         1      483 SH      SHARED                   483                  
D UNIVERSAL INS HLDGS INC        COM              91359V10       454   120791 SH      SHARED      02        120791                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710         0       32 SH      SHARED                    32                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710         1      179 SH      SHARED      02           179                  
D UNIVERSAL STAINLESS & ALLOY    COM              91383710        10     1100 SH      SHARED      10          1100                  
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10         0       65 SH      SHARED      01            65                  
D UNIVERSAL TRUCKLOAD SVCS INC   COM              91388P10         2      140 SH      SHARED      02           140                  
D UNIVERSAL HLTH SVCS INC        CL B             91390310       466    12171 SH      SHARED                  2360              9811
D UNIVERSAL HLTH SVCS INC        CL B             91390310       789    20600 SH      SHARED      01          4300             16300
D UNIVERSAL HLTH SVCS INC        CL B             91390310       332     8666 SH      SHARED      02          8581                85
D UNIVERSAL HLTH SVCS INC        CL B             91390310     11613   302900 SH      SHARED      10        280900             22000
D UNIVERSAL TECHNICAL INST INC   COM              91391510         0       32 SH      SHARED                    32                  
D UNIVERSAL TECHNICAL INST INC   COM              91391510       246    20573 SH      SHARED      01         20573                  
D UNIVERSAL TECHNICAL INST INC   COM              91391510       108     9007 SH      SHARED      02          8792               215
D UNIVEST CORP PA                COM              91527110       156     8968 SH      SHARED                  8968                  
D UNIVEST CORP PA                COM              91527110        49     2801 SH      SHARED      02           301              2500
D UNIVEST CORP PA                COM              91527110        77     4400 SH      SHARED      10          4400                  
D UNUM GROUP                     COM              91529Y10      6041   483315 SH      SHARED                453925             29390
D UNUM GROUP                     COM              91529Y10      1095    87600 SH      SHARED      01         87600                  
D UNUM GROUP                     COM              91529Y10       133    10705 SH      SHARED      02          7845              2860
D UNUM GROUP                     COM              91529Y10         0       70 SH      SHARED      05            70                  
D UNUM GROUP                     COM              91529Y10       353    28270 SH      SHARED      06         15750             12520
D UNUM GROUP                     COM              91529Y10      5373   429853 SH      SHARED      10        429853                  
D UNUM GROUP                     COM              91529Y10       110     8855 SH      SHARED      21          8705               150
D UR ENERGY INC                  COM              91688R10        58   110000 SH      SHARED                110000                  
D URANERZ ENERGY CORPORATION     COM              91688T10         0      600 SH      SHARED                   600                  
D URANIUM ENERGY CORP            COM              91689610         0      910 SH      SHARED                   910                  
D URANIUM RES INC                COM PAR $0.001   91690150         8    18345 SH      SHARED                 18345                  
D URANIUM RES INC                COM PAR $0.001   91690150         0       50 SH      SHARED      01            50                  
D URANIUM RES INC                COM PAR $0.001   91690150        23    50000 SH      SHR/OTHR    01                           50000
D URANIUM RES INC                COM PAR $0.001   91690150         0     1766 SH      SHARED      02          1266               500
D URBAN OUTFITTERS INC           COM              91704710      1608    98239 SH      SHARED                 98239                  
D URBAN OUTFITTERS INC           COM              91704710       984    60135 SH      SHARED      01         20060             40075
D URBAN OUTFITTERS INC           COM              91704710        64     3950 SH      SHR/OTHR    01                            3950
D URBAN OUTFITTERS INC           COM              91704710       689    42120 SH      SHARED      02          7720             34400
D URBAN OUTFITTERS INC           COM              91704710        16     1000 SH      SHARED      06                            1000
D URBAN OUTFITTERS INC           COM              91704710     13902   849270 SH      SHARED      10        849270                  
D URBAN OUTFITTERS INC           COM              91704710        12      735 SH      SHARED      21           735                  
D UROLOGIX INC                   COM              91727310         0      341 SH      SHARED                   341                  
D UROPLASTY INC                  COM NEW          91727720         0      308 SH      SHARED                   308                  
D URSTADT BIDDLE PPTYS INS       COM              91728610         0       66 SH      SHARED                    66                  
D URSTADT BIDDLE PPTYS INS       CL A             91728620        44     3345 SH      SHARED                  3345                  
D URSTADT BIDDLE PPTYS INS       CL A             91728620         0       55 SH      SHR/OTHR    01                              55
D URSTADT BIDDLE PPTYS INS       CL A             91728620         1       93 SH      SHARED      02            93                  
D URSTADT BIDDLE PPTYS INS       CL A             91728620       297    22200 SH      SHARED      10         15100              7100
D US DATAWORKS INC               COM NEW          91729G30         0      767 SH      SHARED                   767                  
D UTAH MED PRODS INC             COM              91748810         3      167 SH      SHARED      02           167                  
D UTEK CORP                      COM              91759P10         1      245 SH      SHARED                   245                  
D UTEK CORP                      COM              91759P10         2      391 SH      SHARED      02           391                  
D UTILITIES HOLDRS TR            DEPOSITRY RCPT   91801910       660     7924 SH      SHARED      02          5124              2800
D UTSTARCOM INC                  COM              91807610        51    65761 SH      SHARED                 65761                  
D UTSTARCOM INC                  COM              91807610         6     8438 SH      SHARED      02          8438                  
D UTSTARCOM INC                  COM              91807610        14    18600 SH      SHARED      10         18600                  
D VCA ANTECH INC                 COM              91819410       134     5976 SH      SHARED                  5976                  
D VCA ANTECH INC                 COM              91819410       638    28300 SH      SHARED      01                           28300
D VCA ANTECH INC                 COM              91819410       102     4526 SH      SHARED      02          4526                  
D VCA ANTECH INC                 COM              91819410       588    26089 SH      SHARED      06         26089                  
D V F CORP                       COM              91820410       177     3109 SH      SHARED                  1352              1757
D V F CORP                       COM              91820410      4024    70462 SH      SHARED                 69762               700
D V F CORP                       COM              91820410      7737   135486 SH      SHARED      01        100346             35140
D V F CORP                       COM              91820410      1049    18378 SH      SHR/OTHR    01                           18378
D V F CORP                       COM              91820410       560     9811 SH      SHARED      02          9811                  
D V F CORP                       COM              91820410         5       89 SH      SHARED      04                              89
D V F CORP                       COM              91820410        39      700 SH      SHARED      04           700                  
D V F CORP                       COM              91820410         2       50 SH      SHARED      05            50                  
D V F CORP                       COM              91820410       384     6730 SH      SHARED      06          3950              2780
D V F CORP                       COM              91820410      2506    43893 SH      SHARED      10         42073              1820
D V F CORP                       COM              91820410       853    14940 SH      SHARED      19                           14940
D V F CORP                       COM              91820410      2559    44812 SH      SHARED      20         37862      100     6850
D V F CORP                       COM              91820410       281     4930 SH      SHR/OTHR    20                            4930
D V F CORP                       COM              91820410        50      880 SH      SHARED      21           675               205
D V F CORP                       COM              91820410         5      100 SH      SHR/OTHR    21                             100
D V F CORP                       COM              91820410       138     2425 SH      SHARED      22          2000               425
D V F CORP                       COM              91820410        92     1615 SH      SHR/OTHR    22                            1615
D V F CORP                       COM              91820410      1130    19790 SH      SHARED      23         19290               500
D V F CORP                       COM              91820410       799    13995 SH      SHR/OTHR    23                           13995
D VCG HLDG CORP                  COM              91821K10         0      210 SH      SHARED                   210                  
D VIST FINANCIAL CORP            COM              91825510         1      150 SH      SHARED                   150                  
D VSE CORP                       COM              91828410         1       40 SH      SHARED                    40                  
D VSE CORP                       COM              91828410         2      108 SH      SHARED      02           108                  
D VAALCO ENERGY INC              COM NEW          91851C20       508    96200 SH      SHARED                 96200                  
D VAALCO ENERGY INC              COM NEW          91851C20        10     1910 SH      SHARED      02          1910                  
D VAALCO ENERGY INC              COM NEW          91851C20        72    13700 SH      SHARED      10         13700                  
D VAIL RESORTS INC               COM              91879Q10       400    19610 SH      SHARED                 19610                  
D VAIL RESORTS INC               COM              91879Q10        63     3093 SH      SHARED      02          3093                  
D VALASSIS COMMUNICATIONS INC    COM              91886610       120    76505 SH      SHARED                 76505                  
D VALASSIS COMMUNICATIONS INC    COM              91886610         3     2149 SH      SHARED      02          2149                  
D VALHI INC NEW                  COM              91890510         4      430 SH      SHARED                   430                  
D VALHI INC NEW                  COM              91890510        14     1530 SH      SHARED      02          1530                  
D VALENCE TECHNOLOGY INC         COM              91891410       143    67584 SH      SHARED                 67584                  
D VALENCE TECHNOLOGY INC         COM              91891410         8     3790 SH      SHARED      02          3790                  
D VALEANT PHARMACEUTICALS INTL   NOTE  3.000% 8/1 91911XAB       177   185000 PRN     SHARED      02        185000                  
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       607    34171 SH      SHARED                 34171                  
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       482    27100 SH      SHARED      01                           27100
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       368    20691 SH      SHARED      02         20691                  
D VALEANT PHARMACEUTICALS INTL   COM              91911X10       314    17700 SH      SHARED      10         17700                  
D VALERO ENERGY CORP NEW         COM              91913Y10     14085   786922 SH      SHARED                786922                  
D VALERO ENERGY CORP NEW         COM              91913Y10      2309   129000 SH      SHARED      01        117700             11300
D VALERO ENERGY CORP NEW         COM              91913Y10         7      400 SH      SHR/OTHR    01                             400
D VALERO ENERGY CORP NEW         COM              91913Y10      3482   194565 SH      SHARED      02        170097             24468
D VALERO ENERGY CORP NEW         COM              91913Y10       459    25670 SH      SHARED      04         25670                  
D VALERO ENERGY CORP NEW         COM              91913Y10         5      320 SH      SHARED      05           320                  
D VALERO ENERGY CORP NEW         COM              91913Y10      1017    56830 SH      SHARED      06         38980             17850
D VALERO ENERGY CORP NEW         COM              91913Y10     53670  2998324 SH      SHARED      10       2993824              4500
D VALERO ENERGY CORP NEW         COM              91913Y10       236    13190 SH      SHARED      19                           13190
D VALERO ENERGY CORP NEW         COM              91913Y10        22     1235 SH      SHARED      20           845               390
D VALERO ENERGY CORP NEW         COM              91913Y10         4      255 SH      SHARED      21                             255
D VALERO ENERGY CORP NEW         COM              91913Y10        28     1616 SH      SHARED      23          1616                  
D VALERO ENERGY CORP NEW         COM              91913Y10       105     5900 SH      SHR/OTHR    23                            5900
D VALLEY FINL CORP VA            COM              91962910         0       79 SH      SHARED                    79                  
D VALLEY NATL BANCORP            COM              91979410      2611   211151 SH      SHARED                211151                  
D VALLEY NATL BANCORP            COM              91979410       614    49659 SH      SHARED      01           859             48800
D VALLEY NATL BANCORP            COM              91979410        81     6611 SH      SHARED      02          6611                  
D VALLEY NATL BANCORP            COM              91979410        15     1285 SH      SHARED      21                            1285
D VALMONT INDS INC               COM              92025310        63     1260 SH      SHARED                  1260                  
D VALMONT INDS INC               COM              92025310        55     1112 SH      SHARED      02          1112                  
D VALMONT INDS INC               COM              92025310     12689   252719 SH      SHARED      04        252719                  
D VALMONT INDS INC               COM              92025310     13014   259211 SH      SHARED      05        259211                  
D VALMONT INDS INC               COM              92025310        80     1600 SH      SHARED      06                            1600
D VALMONT INDS INC               COM              92025310        45      900 SH      SHARED      10           900                  
D VALSPAR CORP                   COM              92035510      1182    59226 SH      SHARED                 59226                  
D VALSPAR CORP                   COM              92035510       945    47334 SH      SHARED      01         14334             33000
D VALSPAR CORP                   COM              92035510        67     3405 SH      SHARED      02          3382                23
D VALUE LINE INC                 COM              92043710         9      363 SH      SHARED                   363                  
D VALUE LINE INC                 COM              92043710         0       31 SH      SHARED      02            31                  
D VALUECLICK INC                 COM              92046N10       717    84313 SH      SHARED                 84313                  
D VALUECLICK INC                 COM              92046N10       261    30700 SH      SHARED      01                           30700
D VALUECLICK INC                 COM              92046N10         2      329 SH      SHR/OTHR    01                             329
D VALUECLICK INC                 COM              92046N10       143    16828 SH      SHARED      02         16828                  
D VALUECLICK INC                 COM              92046N10       229    27000 SH      SHARED      04         27000                  
D VALUERICH INC                  COM              92046V10         0       42 SH      SHARED                    42                  
D VALUEVISION MEDIA INC          CL A             92047K10         1     2256 SH      SHARED                  2256                  
D VAN KAMPEN TR INVT GRADE MUN   COM              92092910        54     5000 SH      SHARED      02                            5000
D VAN KAMPEN CALIF VALUE MUN I   COM              92112B10        11     1122 SH      SHARED      02                            1122
D VAN KAMPEN CALIF VALUE MUN I   COM              92112B10         2      295 SH      SHARED      20                             295
D VAN KAMPEN ADVANTAGE MUN II    SH BEN INT       92112K10        64     7000 SH      SHARED      02                            7000
D VAN KAMPEN DYNAMIC CR OPPORT   COM              92116610        87    13233 SH      SHARED      02                           13233
D VANCEINFO TECHNOLOGIES INC     ADR              92156410      4040   808100 SH      SHARED      10        808100                  
D VANDA PHARMACEUTICALS INC      COM              92165910         0      239 SH      SHARED      02           239                  
D VANGUARD SPECIALIZED PORTFOL   DIV APP ETF      92190884       253     7200 SH      SHARED                  7200                  
D VANGUARD SPECIALIZED PORTFOL   DIV APP ETF      92190884     10572   300000 SH      SHARED      02        300000                  
D VANGUARD WORLD FD              EXTENDED DUR     92191070        19      165 SH      SHARED      02                             165
D VANGUARD BD INDEX FD INC       LONG TERM BOND   92193779        22      300 SH      SHARED      02                             300
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       115     1500 SH      SHARED                  1500                  
D VANGUARD BD INDEX FD INC       TOTAL BND MRKT   92193783       292     3796 SH      SHARED      02                            3796
D VANGUARD WHITEHALL FDS INC     HIGH DIV YLD     92194640      7716   281847 SH      SHARED      10        281847                  
D VANGUARD WORLD FDS             CONSUM DIS ETF   92204A10         6      231 SH      SHARED      02                             231
D VANGUARD WORLD FDS             CONSUM STP ETF   92204A20        21      425 SH      SHARED      02                             425
D VANGUARD WORLD FDS             FINANCIALS ETF   92204A40         5      300 SH      SHARED      02                             300
D VANGUARD WORLD FDS             HEALTH CAR ETF   92204A50        25      602 SH      SHARED      02                             602
D VANGUARD WORLD FDS             INDUSTRIAL ETF   92204A60         4      135 SH      SHARED      02                             135
D VANGUARD WORLD FDS             INF TECH ETF     92204A70        24      706 SH      SHARED      02                             706
D VANGUARD WORLD FDS             MATERIALS ETF    92204A80       162     3700 SH      SHARED                  3700                  
D VANGUARD WORLD FDS             MATERIALS ETF    92204A80      8788   200100 SH      SHARED      02        200000               100
D VANGUARD WORLD FDS             UTILITIES ETF    92204A87        24      455 SH      SHARED      02                             455
D VANGUARD INTL EQUITY INDEX F   ALLWRLD EX US    92204277        36     1300 SH      SHARED      02                            1300
D VANGUARD INTL EQUITY INDEX F   EMR MKT ETF      92204285       256    10897 SH      SHARED      02                           10897
D VANGUARD INTL EQUITY INDEX F   EMR MKT ETF      92204285     65425  2776993 SH      SHARED      10       2776993                  
D VANGUARD INTL EQUITY INDEX F   PACIFIC ETF      92204286         9      250 SH      SHARED      02                             250
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287       377    11820 SH      SHARED      01         11820                  
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287       312     9790 SH      SHR/OTHR    01                            9790
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287        22      704 SH      SHARED      02                             704
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287        59     1850 SH      SHARED      20                            1850
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287       209     6575 SH      SHR/OTHR    20                            6575
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287        55     1740 SH      SHARED      21          1740                  
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287        50     1570 SH      SHARED      23          1570                  
D VANGUARD INTL EQUITY INDEX F   EURPEAN ETF      92204287        11      375 SH      SHR/OTHR    23                             375
D VARIAN MED SYS INC             COM              92220P10      7517   246947 SH      SHARED                246947                  
D VARIAN MED SYS INC             COM              92220P10       713    23450 SH      SHARED      01         23450                  
D VARIAN MED SYS INC             COM              92220P10       159     5226 SH      SHARED      02          5226                  
D VARIAN MED SYS INC             COM              92220P10        45     1500 SH      SHARED      04          1500                  
D VARIAN MED SYS INC             COM              92220P10       272     8940 SH      SHARED      06          5200              3740
D VARIAN MED SYS INC             COM              92220P10      2732    89779 SH      SHARED      10         89779                  
D VARIAN MED SYS INC             COM              92220P10        95     3139 SH      SHARED      21                            3139
D VARIAN INC                     COM              92220610       328    13838 SH      SHARED                 13838                  
D VARIAN INC                     COM              92220610       235     9900 SH      SHARED      01           600              9300
D VARIAN INC                     COM              92220610        85     3593 SH      SHARED      02          3593                  
D VARIAN INC                     COM              92220610       443    18700 SH      SHARED      10         18700                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710      1370    63273 SH      SHARED                 63273                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710       192     8875 SH      SHARED      01          8875                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710       318    14698 SH      SHARED      02         14698                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710      4152   191720 SH      SHARED      10        191720                  
D VARIAN SEMICONDUCTOR EQUIPMN   COM              92220710        34     1598 SH      SHARED      21                            1598
D VASCO DATA SEC INTL INC        COM              92230Y10        88    15311 SH      SHARED                 15311                  
D VASCO DATA SEC INTL INC        COM              92230Y10        28     4900 SH      SHARED      01          4900                  
D VASCO DATA SEC INTL INC        COM              92230Y10        14     2437 SH      SHARED      02          2437                  
D VASCULAR SOLUTIONS INC         COM              92231M10        25     4212 SH      SHARED                  4212                  
D VASCULAR SOLUTIONS INC         COM              92231M10         3      600 SH      SHARED      02           600                  
D VECTREN CORP                   COM              92240G10       321    15256 SH      SHARED                 15256                  
D VECTREN CORP                   COM              92240G10       596    28300 SH      SHARED      01          1800             26500
D VECTREN CORP                   COM              92240G10       129     6134 SH      SHARED      02          5634               500
D VECTREN CORP                   COM              92240G10     11154   528900 SH      SHARED      10        528900                  
D VECTREN CORP                   COM              92240G10       179     8520 SH      SHARED      21          5000              3520
D VECTOR GROUP LTD               NOTE  5.000%11/1 92240MAH     11475 10775000 PRN     SHARED              10775000                  
D VECTOR GROUP LTD               DBCV  5.750% 6/1 92240MAL      2803  3200000 PRN     SHARED               3200000                  
D VECTOR GROUP LTD               COM              92240M10       827    63731 SH      SHARED                 63731                  
D VECTOR GROUP LTD               COM              92240M10        27     2080 SH      SHARED      02          2080                  
D VECTOR GROUP LTD               COM              92240M10     14480  1114762 SH      SHARED      10       1114762                  
D VECTOR GROUP LTD               COM              92240M10       202    15576 SH      SHARED      22         15576                  
D VEECO INSTRS INC DEL           COM              92241710      1111   166645 SH      SHARED                166645                  
D VEECO INSTRS INC DEL           COM              92241710       114    17194 SH      SHARED      02         17194                  
D VEECO INSTRS INC DEL           COM              92241710        49     7400 SH      SHARED      10          7400                  
D VELOCITY EXPRESS CORP          COM PAR NEW      92257T70         0       81 SH      SHARED                    81                  
D VENOCO INC                     COM              92275P30         2      719 SH      SHARED                   719                  
D VENOCO INC                     COM              92275P30         3     1037 SH      SHARED      02          1037                  
D VENTAS INC                     COM              92276F10      3495   154610 SH      SHARED                154610                  
D VENTAS INC                     COM              92276F10      2452   108490 SH      SHARED                108490                  
D VENTAS INC                     COM              92276F10      1114    49275 SH      SHARED      01         49275                  
D VENTAS INC                     COM              92276F10       163     7227 SH      SHARED      02          7227                  
D VENTAS INC                     COM              92276F10       135     6000 SH      SHARED      06                            6000
D VENTAS INC                     COM              92276F10     20838   921667 SH      SHARED      10        921667                  
D VENTAS INC                     COM              92276F10    123006  5440378 SH      SHARED      11       2747156           2693222
D VANGUARD INDEX FDS             MCAP GR IDXVIP   92290853        16      500 SH      SHARED      02                             500
D VANGUARD INDEX FDS             REIT ETF         92290855        26     1111 SH      SHARED      02                            1111
D VANGUARD INDEX FDS             SML CP GRW ETF   92290859       140     3650 SH      SHARED      02                            3650
D VANGUARD INDEX FDS             SM CP VAL ETF    92290861         6      200 SH      SHARED      02                             200
D VANGUARD INDEX FDS             LARGE CAP ETF    92290863       162     4500 SH      SHARED      02                            4500
D VANGUARD INDEX FDS             EXTEND MKT ETF   92290865     16944   600000 SH      SHARED      02        600000                  
D VANGUARD INDEX FDS             GROWTH ETF       92290873        48     1300 SH      SHARED      02                            1300
D VANGUARD INDEX FDS             VALUE ETF        92290874        37     1100 SH      SHARED      02                            1100
D VANGUARD INDEX FDS             STK MRK ETF      92290876       118     3000 SH      SHARED      02                            3000
D VANGUARD INDEX FDS             STK MRK ETF      92290876      1925    48650 SH      SHR/OTHR    23                           48650
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10       194     9300 SH      SHARED                  9300                  
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10        14      700 SH      SHARED      02           700                  
D VEOLIA ENVIRONNEMENT           SPONSORED ADR    92334N10        41     2000 SH      SHARED      10          2000                  
D VERAZ NETWORKS INC             COM              92335910         0      347 SH      SHARED                   347                  
D VERENIUM CORPORATION           NOTE  5.500% 4/0 92340PAA       352  2500000 PRN     SHARED               2500000                  
D VERENIUM CORPORATION           COM              92340P10         0     1060 SH      SHARED                  1060                  
D VERENIUM CORPORATION           COM              92340P10        51   178410 SH      SHARED      02        178410                  
D VERICHIP CORP                  COM              92342V10         0      151 SH      SHARED                   151                  
D VERIFONE HLDGS INC             COM              92342Y10       136    20041 SH      SHARED                 20041                  
D VERIFONE HLDGS INC             COM              92342Y10         7     1090 SH      SHARED      01                            1090
D VERIFONE HLDGS INC             COM              92342Y10       190    27944 SH      SHARED      02         26044              1900
D VERIFONE HLDGS INC             COM              92342Y10        51     7500 SH      SHARED      10          7500                  
D VERIFONE HLDGS INC             COM              92342Y10        13     1931 SH      SHARED      21          1931                  
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD        75   115000 PRN     SHARED      02        115000                  
D VERISIGN INC                   SDCV  3.250% 8/1 92343EAD     17712 27000000 PRN     SHARED      04      27000000                  
D VERISIGN INC                   COM              92343E10      1806    95750 SH      SHARED                 81450             14300
D VERISIGN INC                   COM              92343E10       927    49175 SH      SHARED      01         49175                  
D VERISIGN INC                   COM              92343E10      4691   248637 SH      SHARED      02        237146             11491
D VERISIGN INC                   COM              92343E10     20702  1097100 SH      SHARED      04       1097100                  
D VERISIGN INC                   COM              92343E10         3      200 SH      SHARED      05           200                  
D VERISIGN INC                   COM              92343E10       872    46240 SH      SHARED      06          8200             38040
D VERISIGN INC                   COM              92343E10     12430   658760 SH      SHARED      10        644360             14400
D VERIZON COMMUNICATIONS INC     COM              92343V10       699    23163 SH      SHARED                   750             22413
D VERIZON COMMUNICATIONS INC     COM              92343V10        15      500 SH      SHR/OTHR                                   500
D VERIZON COMMUNICATIONS INC     COM              92343V10     69301  2294754 SH      SHARED               2218291             76463
D VERIZON COMMUNICATIONS INC     COM              92343V10     31580  1045718 SH      SHARED      01        910071            135647
D VERIZON COMMUNICATIONS INC     COM              92343V10      1743    57738 SH      SHR/OTHR    01                           57738
D VERIZON COMMUNICATIONS INC     COM              92343V10     12511   414275 SH      SHARED      02        209716            204559
D VERIZON COMMUNICATIONS INC     COM              92343V10        30     1000 SH      SHARED      04                            1000
D VERIZON COMMUNICATIONS INC     COM              92343V10     25864   856450 SH      SHARED      04        856450                  
D VERIZON COMMUNICATIONS INC     COM              92343V10        43     1440 SH      SHARED      05          1440                  
D VERIZON COMMUNICATIONS INC     COM              92343V10      7074   234240 SH      SHARED      06        122300            111940
D VERIZON COMMUNICATIONS INC     COM              92343V10    194108  6427443 SH      SHARED      10       6256863            170580
D VERIZON COMMUNICATIONS INC     COM              92343V10      1853    61382 SH      SHARED      20         50199      125    11058
D VERIZON COMMUNICATIONS INC     COM              92343V10       165     5470 SH      SHR/OTHR    20                            5470
D VERIZON COMMUNICATIONS INC     COM              92343V10       314    10400 SH      SHARED      21         10020               380
D VERIZON COMMUNICATIONS INC     COM              92343V10       599    19857 SH      SHARED      22         12775              7082
D VERIZON COMMUNICATIONS INC     COM              92343V10       215     7130 SH      SHR/OTHR    22                            7130
D VERIZON COMMUNICATIONS INC     COM              92343V10      2504    82914 SH      SHARED      23         71386             11528
D VERIZON COMMUNICATIONS INC     COM              92343V10      5241   173575 SH      SHR/OTHR    23                          173575
D VERMONT PURE HLDGS LTD NEW     COM              92423710         0      279 SH      SHARED                   279                  
D VERSANT CORP                   COM NEW          92528430         1      103 SH      SHARED                   103                  
D VERSAR INC                     COM              92529710         0      221 SH      SHARED                   221                  
D VERSO PAPER CORP               COM              92531L10         0      359 SH      SHARED      02           359                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10      2013    70082 SH      SHARED                 70082                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10      3093   107658 SH      SHARED      01         51858             55800
D VERTEX PHARMACEUTICALS INC     COM              92532F10       117     4093 SH      SHARED      02          4093                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10      9095   316600 SH      SHARED      04        316600                  
D VERTEX PHARMACEUTICALS INC     COM              92532F10        48     1700 SH      SHARED      06                            1700
D VERTEX PHARMACEUTICALS INC     COM              92532F10       833    29000 SH      SHARED      10         29000                  
D VESTIN RLTY MTG II INC         COM NEW          92549X20         0      398 SH      SHARED                   398                  
D VESTIN REALTY MORTGAGE I INC   COM              92549010         0      176 SH      SHARED                   176                  
D VIAD CORP                      COM NEW          92552R40       385    27336 SH      SHARED                 27336                  
D VIAD CORP                      COM NEW          92552R40         4      337 SH      SHARED      01           337                  
D VIAD CORP                      COM NEW          92552R40        75     5344 SH      SHARED      02          5344                  
D VIAD CORP                      COM NEW          92552R40       108     7700 SH      SHARED      10          7700                  
D VIASAT INC                     COM              92552V10        68     3274 SH      SHARED                  3274                  
D VIASAT INC                     COM              92552V10        29     1400 SH      SHARED      01          1400                  
D VIASAT INC                     COM              92552V10        29     1402 SH      SHARED      02          1402                  
D VIASAT INC                     COM              92552V10       214    10300 SH      SHARED      10         10300                  
D VIACOM INC NEW                 CL A             92553P10        87     4700 SH      SHARED                  4700                  
D VIACOM INC NEW                 CL A             92553P10         6      347 SH      SHARED      01           347                  
D VIACOM INC NEW                 CL B             92553P20      6216   357660 SH      SHARED                357660                  
D VIACOM INC NEW                 CL B             92553P20      2412   138808 SH      SHARED      01        138579               229
D VIACOM INC NEW                 CL B             92553P20         3      200 SH      SHR/OTHR    01                             200
D VIACOM INC NEW                 CL B             92553P20       886    50985 SH      SHARED      02         46666              4319
D VIACOM INC NEW                 CL B             92553P20       241    13900 SH      SHARED      04         13900                  
D VIACOM INC NEW                 CL B             92553P20         5      295 SH      SHARED      05           295                  
D VIACOM INC NEW                 CL B             92553P20      1003    57735 SH      SHARED      06         37125             20610
D VIACOM INC NEW                 CL B             92553P20      4770   274504 SH      SHARED      10        274504                  
D VIACOM INC NEW                 CL B             92553P20         2      150 SH      SHARED      20                             150
D VIACOM INC NEW                 CL B             92553P20        66     3812 SH      SHARED      22          3812                  
D VIACOM INC NEW                 CL B             92553P20         8      500 SH      SHARED      23                             500
D VIACOM INC NEW                 CL B             92553P20       157     9058 SH      SHR/OTHR    23                            9058
D VIA PHARMACEUTICALS INC        COM              92554T10         0      164 SH      SHARED                   164                  
D VICAL INC                      COM              92560210         0      237 SH      SHARED                   237                  
D VICAL INC                      COM              92560210         2     1200 SH      SHARED      02          1200                  
D VICOR CORP                     COM              92581510        31     6493 SH      SHARED                  6493                  
D VICOR CORP                     COM              92581510         3      812 SH      SHARED      02           812                  
D VICTORY ACQUISITION CORP       *W EXP 04/24/201 92644D11         1    11763 SH      SHARED                 11763                  
D VIDEO DISPLAY CORP             COM              92655510         0      120 SH      SHARED                   120                  
D VIEWPOINT FINL GROUP           COM              92672710        18     1500 SH      SHARED                  1500                  
D VIEWPOINT FINL GROUP           COM              92672710         3      259 SH      SHARED      02           259                  
D VIGNETTE CORP                  COM NEW          92673440         0       18 SH      SHARED                    18                  
D VIGNETTE CORP                  COM NEW          92673440      1522   227973 SH      SHARED                227973                  
D VIGNETTE CORP                  COM NEW          92673440        19     2947 SH      SHARED      02          2947                  
D VILLAGE SUPER MKT INC          CL A NEW         92710740        21      700 SH      SHARED                   700                  
D VILLAGE SUPER MKT INC          CL A NEW         92710740         6      200 SH      SHARED      01           200                  
D VILLAGE SUPER MKT INC          CL A NEW         92710740         4      147 SH      SHARED      02           147                  
D VILLAGE SUPER MKT INC          CL A NEW         92710740        77     2500 SH      SHARED      10          2500                  
D VINEYARD NATL BANCORP          COM              92742610         0      279 SH      SHARED                   279                  
D VINEYARD NATL BANCORP          COM              92742610         0      210 SH      SHARED      02                             210
D VIRAGE LOGIC CORP              COM              92763R10         1      444 SH      SHARED                   444                  
D VIRAGE LOGIC CORP              COM              92763R10        75    22500 SH      SHARED      02                           22500
D VIRCO MFG CO                   COM              92765110         1      350 SH      SHARED                   350                  
D VIRGIN MEDIA INC               COM              92769L10         0      185 SH      SHARED                   185                  
D VIRGIN MEDIA INC               COM              92769L10      1075   224135 SH      SHARED                224135                  
D VIRGIN MEDIA INC               COM              92769L10       163    34000 SH      SHARED      01         34000                  
D VIRGIN MEDIA INC               COM              92769L10      1770   368872 SH      SHARED      02        368872                  
D VIRGIN MEDIA INC               COM              92769L10        10     2100 SH      SHARED      06                            2100
D VIRGIN MEDIA INC               *W EXP 99/99/999 92769L11         0        5 SH      SHARED                     5                  
D VIRGIN MEDIA INC               *W EXP 99/99/999 92769L11         0      457 SH      SHARED                   457                  
D VIRGIN MOBILE USA INC          CL A             92769R10        16    12719 SH      SHARED      02         12719                  
D VIRGIN MOBILE USA INC          CL A             92769R10      2201  1706770 SH      SHARED      10       1706770                  
D VIRGINIA COMM BANCORP INC      COM              92778Q10         1      413 SH      SHARED                   413                  
D VIRGINIA COMM BANCORP INC      COM              92778Q10         3      800 SH      SHARED      02           800                  
D VISION-SCIENCES INC DEL        COM              92791210         6     5117 SH      SHARED                  5117                  
D VISION-SCIENCES INC DEL        COM              92791210         0      430 SH      SHARED      02           430                  
D VISTA GOLD CORP                COM NEW          92792630         2     1435 SH      SHARED                  1435                  
D VIRNETX HOLDING CORP           COM              92823T10         0       17 SH      SHARED                    17                  
D VIRNETX HOLDING CORP           COM              92823T10         3     3000 SH      SHARED      02                            3000
D VIROPHARMA INC                 COM              92824110        68    13107 SH      SHARED                 13107                  
D VIROPHARMA INC                 COM              92824110        46     8920 SH      SHARED      01          8920                  
D VIROPHARMA INC                 COM              92824110        34     6541 SH      SHARED      02          6541                  
D VIROPHARMA INC                 COM              92824110       341    65000 SH      SHARED      10         65000                  
D VIRTUAL RADIOLOGIC CORPORATI   COM              92826B10         5      837 SH      SHARED                   837                  
D VIRTUAL RADIOLOGIC CORPORATI   COM              92826B10         4      578 SH      SHARED      02           178               400
D VISA INC                       COM CL A         92826C83         3       70 SH      SHARED                    70                  
D VISA INC                       COM CL A         92826C83      2649    47660 SH      SHARED                 47660                  
D VISA INC                       COM CL A         92826C83      6227   112000 SH      SHARED      01        111600               400
D VISA INC                       COM CL A         92826C83     61452  1105255 SH      SHARED      02       1098000              7255
D VISA INC                       COM CL A         92826C83        33      600 SH      SHARED      04           600                  
D VISA INC                       COM CL A         92826C83        13      250 SH      SHARED      05           250                  
D VISA INC                       COM CL A         92826C83       508     9150 SH      SHARED      06          3600              5550
D VISA INC                       COM CL A         92826C83      6394   115000 SH      SHARED      10        104000             11000
D VISA INC                       COM CL A         92826C83       307     5537 SH      SHARED      21          4274              1263
D VISA INC                       COM CL A         92826C83         8      150 SH      SHR/OTHR    23                             150
D VIRTUALSCOPICS INC             COM              92826910         0      283 SH      SHARED                   283                  
D VIRTUSA CORP                   COM              92827P10        69    11158 SH      SHARED                 11158                  
D VIRTUSA CORP                   COM              92827P10         1      233 SH      SHARED      02           233                  
D VIRTUS INVT PARTNERS INC       COM              92828Q10        45     6922 SH      SHARED                  6922                  
D VIRTUS INVT PARTNERS INC       COM              92828Q10         2      374 SH      SHARED      02           374                  
D VIRTUS INVT PARTNERS INC       COM              92828Q10        12     1855 SH      SHARED      10          1490               365
D VIRTUS INVT PARTNERS INC       COM              92828Q10         0        1 SH      SHARED      23             1                  
D VISHAY INTERTECHNOLOGY INC     COM              92829810         1    45046 PRN     SHARED                 45046                  
D VISHAY INTERTECHNOLOGY INC     COM              92829810         1    54587 PRN     SHARED      01                           54587
D VISHAY INTERTECHNOLOGY INC     COM              92829810         3    96644 PRN     SHARED      02         88078              8566
D VISHAY INTERTECHNOLOGY INC     COM              92829810         0    22500 PRN     SHARED      10         22500                  
D VISIONCHINA MEDIA INC          SPONS ADR        92833U10        26     4151 SH      SHARED                  4151                  
D VISIONCHINA MEDIA INC          SPONS ADR        92833U10      1377   213600 SH      SHARED      10        213600                  
D VITAL IMAGES INC               COM              92846N10        95     8432 SH      SHARED                  8432                  
D VITAL IMAGES INC               COM              92846N10         3      343 SH      SHARED      02           343                  
D VITRAN CORP INC                COM              92850E10        19     3800 SH      SHARED      02                            3800
D VITRO SOCIEDAD ANONIMA         SPONSORED ADR    92850230         0       10 SH      SHARED      02            10                  
D VIVO PARTICIPACOES S A         SPON ADR PFD NEW 92855S20      1993   152757 SH      SHARED                152757                  
D VIVO PARTICIPACOES S A         SPON ADR PFD NEW 92855S20       776    59500 SH      SHARED      01         59500                  
D VIVO PARTICIPACOES S A         SPON ADR PFD NEW 92855S20         4      307 SH      SHARED      02           295                12
D VIVO PARTICIPACOES S A         SPON ADR PFD NEW 92855S20     17915  1372800 SH      SHARED      10       1372800                  
D VIVUS INC                      COM              92855110         0      176 SH      SHARED                   176                  
D VIVUS INC                      COM              92855110        11     2614 SH      SHARED      02          2606                 8
D VIVUS INC                      COM              92855110       119    27600 SH      SHARED      10         13800             13800
D VMWARE INC                     CL A COM         92856340      1192    50506 SH      SHARED                 50506                  
D VMWARE INC                     CL A COM         92856340       200     8500 SH      SHARED      01          7600               900
D VMWARE INC                     CL A COM         92856340        79     3352 SH      SHARED      02          2487               865
D VMWARE INC                     CL A COM         92856340      6930   293400 SH      SHARED      10        280000             13400
D VNUS MED TECHNOLOGIES INC      COM              92856610        93     4416 SH      SHARED                  4416                  
D VNUS MED TECHNOLOGIES INC      COM              92856610         7      343 SH      SHARED      02           343                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        29     1712 SH      SHARED                  1712                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20     11570   664202 SH      SHARED                664202                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       699    40148 SH      SHARED      01         21941             18207
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        45     2625 SH      SHR/OTHR    01                            2625
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20      1420    81568 SH      SHARED      02         12600             68968
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       621    35686 SH      SHARED      06         35686                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        20     1200 SH      SHARED      10          1200                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       202    11645 SH      SHARED      20          1583             10062
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       160     9187 SH      SHR/OTHR    20                            9187
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       150     8661 SH      SHARED      21          5468              3193
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20        99     5685 SH      SHARED      22          4559              1126
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       245    14101 SH      SHARED      23         14101                  
D VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W20       519    29823 SH      SHR/OTHR    23                           29823
D VOCUS INC                      COM              92858J10        75     5700 SH      SHARED                  5700                  
D VOCUS INC                      COM              92858J10       344    25901 SH      SHARED      02           568             25333
D VOCUS INC                      COM              92858J10        11      840 SH      SHARED      21                             840
D VOLCOM INC                     COM              92864N10        97    10000 SH      SHARED                 10000                  
D VOLCOM INC                     COM              92864N10       184    18998 SH      SHARED      02         18998                  
D VOLCANO CORPORATION            COM              92864510        14      986 SH      SHARED                   986                  
D VOLCANO CORPORATION            COM              92864510        17     1233 SH      SHARED      02          1233                  
D VOLT INFORMATION SCIENCES IN   COM              92870310       133    20144 SH      SHARED      02         20144                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810       610    72279 SH      SHARED                 72279                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        39     4700 SH      SHARED      01          4700                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810        16     1999 SH      SHARED      02          1999                  
D VOLTERRA SEMICONDUCTOR CORP    COM              92870810      1391   164900 SH      SHARED      10        164900                  
D VONAGE HLDGS CORP              COM              92886T20         9    23583 SH      SHARED                 23583                  
D VONAGE HLDGS CORP              COM              92886T20         9    24235 SH      SHARED      02         20735              3500
D VORNADO RLTY TR                DBCV  2.850% 4/0 929042AC     18750 25000000 PRN     SHARED              25000000                  
D VORNADO RLTY TR                SH BEN INT       92904210      3948   118800 SH      SHARED                118800                  
D VORNADO RLTY TR                SH BEN INT       92904210      3741   112574 SH      SHARED                108932              3642
D VORNADO RLTY TR                SH BEN INT       92904210      1332    40101 SH      SHARED      01         38052              2049
D VORNADO RLTY TR                SH BEN INT       92904210         3      106 SH      SHR/OTHR    01                             106
D VORNADO RLTY TR                SH BEN INT       92904210       627    18892 SH      SHARED      02         18557               335
D VORNADO RLTY TR                SH BEN INT       92904210         3      101 SH      SHARED      05           101                  
D VORNADO RLTY TR                SH BEN INT       92904210        87     2643 SH      SHARED      06                            2643
D VORNADO RLTY TR                SH BEN INT       92904210     22920   689557 SH      SHARED      10        682741              6816
D VORNADO RLTY TR                SH BEN INT       92904210    154784  4656587 SH      SHARED      11       2353662           2302925
D VORNADO RLTY TR                SH BEN INT       92904210        32      963 SH      SHARED      20           963                  
D VORNADO RLTY TR                SH BEN INT       92904210         2       68 SH      SHARED      21            68                  
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC     22902 29325008 PRN     SHARED              29325008                  
D VORNADO RLTY L P               DEB   3.875% 4/1 929043AC        78   100000 PRN     SHARED      01                          100000
D VORNADO RLTY L P               DBCV  3.625%11/1 929043AE      2349  3012000 PRN     SHARED      02       3000000             12000
D VOXWARE INC                    COM NEW          92906L50         0       78 SH      SHARED                    78                  
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10       813   185787 SH      SHARED                185787                  
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10         2      495 SH      SHR/OTHR    01                             495
D VOTORANTIM CELULOSE E PAPEL    SPONSORED ADR    92906P10        72    16500 SH      SHARED      04         16500                  
D VULCAN MATLS CO                COM              92916010     16240   366692 SH      SHARED                366692                  
D VULCAN MATLS CO                COM              92916010       949    21430 SH      SHARED      01         21430                  
D VULCAN MATLS CO                COM              92916010       252     5704 SH      SHARED      02          5634                70
D VULCAN MATLS CO                COM              92916010        26      600 SH      SHARED      04           600                  
D VULCAN MATLS CO                COM              92916010         1       40 SH      SHARED      05            40                  
D VULCAN MATLS CO                COM              92916010       374     8450 SH      SHARED      06          4200              4250
D VULCAN MATLS CO                COM              92916010      2572    58094 SH      SHARED      10         58094                  
D VULCAN MATLS CO                COM              92916010        35      800 SH      SHARED      22           800                  
D VULCAN MATLS CO                COM              92916010       135     3060 SH      SHR/OTHR    22                            3060
D VULCAN MATLS CO                COM              92916010        36      815 SH      SHR/OTHR    23                             815
D W & T OFFSHORE INC             COM              92922P10        75    12280 SH      SHARED                 12280                  
D W & T OFFSHORE INC             COM              92922P10        34     5600 SH      SHARED      01          5600                  
D W & T OFFSHORE INC             COM              92922P10         6     1109 SH      SHARED      02          1109                  
D W & T OFFSHORE INC             COM              92922P10      3894   633200 SH      SHARED      10        619400             13800
D WD-40 CO                       COM              92923610        15      660 SH      SHARED                   660                  
D WD-40 CO                       COM              92923610       103     4308 SH      SHARED      02          4308                  
D WGL HLDGS INC                  COM              92924F10       189     5787 SH      SHARED                  5787                  
D WGL HLDGS INC                  COM              92924F10       564    17200 SH      SHARED      01          1400             15800
D WGL HLDGS INC                  COM              92924F10       167     5096 SH      SHARED      02          5096                  
D WGL HLDGS INC                  COM              92924F10      1128    34400 SH      SHARED      10         34400                  
D WHX CORP                       COM PAR $.01 NEW 92924860         0      100 SH      SHARED      02           100                  
D W HLDG CO INC                  COM NEW          92925187         9     1004 SH      SHARED                  1004                  
D W HLDG CO INC                  COM NEW          92925187        16     1800 SH      SHARED      01          1800                  
D W HLDG CO INC                  COM NEW          92925187         0       62 SH      SHARED      02            62                  
D WCA WASTE CORP                 COM              92926K10         0      214 SH      SHARED                   214                  
D WCA WASTE CORP                 COM              92926K10         0      200 SH      SHARED      02           200                  
D WABCO HLDGS INC                COM              92927K10       590    48007 SH      SHARED                 23005             25002
D WABCO HLDGS INC                COM              92927K10       279    22702 SH      SHARED      01         22702                  
D WABCO HLDGS INC                COM              92927K10       393    31981 SH      SHARED      02         31981                  
D WABCO HLDGS INC                COM              92927K10      4501   365682 SH      SHARED      10        336682             29000
D WABCO HLDGS INC                COM              92927K10         2      170 SH      SHARED      21                             170
D WMS INDS INC                   COM              92929710        92     4441 SH      SHARED                  4441                  
D WMS INDS INC                   COM              92929710         4      200 SH      SHARED      01           200                  
D WMS INDS INC                   COM              92929710       237    11338 SH      SHARED      02         11338                  
D WMS INDS INC                   COM              92929710       883    42235 SH      SHARED      10         42235                  
D W P CAREY & CO LLC             COM              92930Y10        51     2308 SH      SHARED                  2308                  
D WPCS INTL INC                  COM NEW          92931L20         0      139 SH      SHARED                   139                  
D WNS HOLDINGS LTD               SPON ADR         92932M10        21     4100 SH      SHARED                  4100                  
D WSI INDS INC                   COM              92932Q10         0      110 SH      SHARED                   110                  
D WSFS FINL CORP                 COM              92932810        84     3800 SH      SHARED                  3800                  
D WSFS FINL CORP                 COM              92932810        10      463 SH      SHARED      02           463                  
D WSFS FINL CORP                 COM              92932810        44     2000 SH      SHARED      10          2000                  
D WSB FINANCIAL GROUP INC        COM              92933E10         0      144 SH      SHARED                   144                  
D WPP PLC                        ADR              92933H10        23      845 SH      SHARED                   845                  
D WPP PLC                        ADR              92933H10       105     3776 SH      SHARED                  3776                  
D WPP PLC                        ADR              92933H10        11      400 SH      SHARED      02           400                  
D WSB HOLDINGS INC               COM              92934C10         0      117 SH      SHARED                   117                  
D WUXI PHARMATECH CAYMAN INC     SPONS ADR SHS    92935210         0      144 SH      SHARED                   144                  
D WABASH NATL CORP               COM              92956610        60    49532 SH      SHARED                 49532                  
D WABASH NATL CORP               COM              92956610         3     3223 SH      SHARED      02          3223                  
D WABASH NATL CORP               COM              92956610        17    14600 SH      SHARED      10         14600                  
D WABTEC CORP                    COM              92974010      2570    97431 SH      SHARED                 97431                  
D WABTEC CORP                    COM              92974010       424    16100 SH      SHARED      01                           16100
D WABTEC CORP                    COM              92974010       173     6583 SH      SHARED      02          6508                75
D WABTEC CORP                    COM              92974010       551    20900 SH      SHARED      10         18500              2400
D WACOAL HOLDINGS CORP           ADR              93000420        26      459 SH      SHARED      21                             459
D WADDELL & REED FINL INC        CL A             93005910       577    31946 SH      SHARED                 31946                  
D WADDELL & REED FINL INC        CL A             93005910       660    36541 SH      SHARED      01          9641             26900
D WADDELL & REED FINL INC        CL A             93005910       216    12000 SH      SHR/OTHR    01                           12000
D WADDELL & REED FINL INC        CL A             93005910        68     3807 SH      SHARED      02          3807                  
D WADDELL & REED FINL INC        CL A             93005910     24993  1383154 SH      SHARED      10       1383154                  
D WADDELL & REED FINL INC        CL A             93005910        60     3359 SH      SHARED      21                            3359
D WAINWRIGHT BK&TR CO BOSTON M   COM              93070510         0      146 SH      SHARED                   146                  
D WAL MART STORES INC            COM              93114210      1007    19334 SH      SHARED                 17807              1527
D WAL MART STORES INC            COM              93114210    100986  1938314 SH      SHARED               1869979             68335
D WAL MART STORES INC            COM              93114210     47286   907612 SH      SHARED      01        785850            121762
D WAL MART STORES INC            COM              93114210      4161    79880 SH      SHR/OTHR    01                           79880
D WAL MART STORES INC            COM              93114210     16195   310856 SH      SHARED      02        289061             21795
D WAL MART STORES INC            COM              93114210       142     2730 SH      SHARED      04                            2730
D WAL MART STORES INC            COM              93114210     19641   377000 SH      SHARED      04        377000                  
D WAL MART STORES INC            COM              93114210      1301    24990 SH      SHARED      05         24990                  
D WAL MART STORES INC            COM              93114210     13529   259680 SH      SHARED      06        185350             74330
D WAL MART STORES INC            COM              93114210    207888  3990183 SH      SHARED      10       3907033             83150
D WAL MART STORES INC            COM              93114210       511     9814 SH      SHARED      19                            9814
D WAL MART STORES INC            COM              93114210      2191    42063 SH      SHARED      20         34960       65     7038
D WAL MART STORES INC            COM              93114210      1735    33305 SH      SHR/OTHR    20                           33305
D WAL MART STORES INC            COM              93114210       386     7411 SH      SHARED      21          3900              3511
D WAL MART STORES INC            COM              93114210       806    15475 SH      SHR/OTHR    21                           15475
D WAL MART STORES INC            COM              93114210       261     5025 SH      SHARED      22          2350              2675
D WAL MART STORES INC            COM              93114210       376     7230 SH      SHR/OTHR    22                            7230
D WAL MART STORES INC            COM              93114210      6605   126781 SH      SHARED      23        123746              3035
D WAL MART STORES INC            COM              93114210      9870   189452 SH      SHR/OTHR    23                          189452
D WALGREEN CO                    COM              93142210     38769  1493451 SH      SHARED               1493451                  
D WALGREEN CO                    COM              93142210      8221   316705 SH      SHARED      01        314175              2530
D WALGREEN CO                    COM              93142210       523    20183 SH      SHR/OTHR    01                           20183
D WALGREEN CO                    COM              93142210      3076   118521 SH      SHARED      02        116921              1600
D WALGREEN CO                    COM              93142210       312    12046 SH      SHARED      04                           12046
D WALGREEN CO                    COM              93142210     46019  1772700 SH      SHARED      04       1772700                  
D WALGREEN CO                    COM              93142210        12      490 SH      SHARED      05           490                  
D WALGREEN CO                    COM              93142210      2367    91179 SH      SHARED      06         57969             33210
D WALGREEN CO                    COM              93142210     15893   612232 SH      SHARED      10        609432              2800
D WALGREEN CO                    COM              93142210        25     1000 SH      SHARED      19                            1000
D WALGREEN CO                    COM              93142210       154     5970 SH      SHARED      20          4410              1560
D WALGREEN CO                    COM              93142210       324    12500 SH      SHR/OTHR    20                           12500
D WALGREEN CO                    COM              93142210        73     2842 SH      SHARED      21          2842                  
D WALGREEN CO                    COM              93142210        79     3050 SH      SHARED      23          3050                  
D WALGREEN CO                    COM              93142210      1513    58295 SH      SHR/OTHR    23                           58295
D WALKING CO HLDGS INC           COM              93203610         0       84 SH      SHARED                    84                  
D WALTER INDS INC                COM              93317Q10       909    39752 SH      SHARED                 39752                  
D WALTER INDS INC                COM              93317Q10       238    10450 SH      SHARED      01         10450                  
D WALTER INDS INC                COM              93317Q10       131     5749 SH      SHARED      02          5706                43
D WALTER INDS INC                COM              93317Q10      9173   401100 SH      SHARED      10        401100                  
D WALTER INDS INC                COM              93317Q10        24     1056 SH      SHARED      21                            1056
D WARNACO GROUP INC              COM NEW          93439040       411    17164 SH      SHARED                 17164                  
D WARNACO GROUP INC              COM NEW          93439040       412    17200 SH      SHARED      01          1100             16100
D WARNACO GROUP INC              COM NEW          93439040       266    11112 SH      SHARED      02         11112                  
D WARNACO GROUP INC              COM NEW          93439040       883    36800 SH      SHARED      10         34800              2000
D WARNER MUSIC GROUP CORP        COM              93455010        47    20416 SH      SHARED                 20416                  
D WARNER MUSIC GROUP CORP        COM              93455010         5     2163 SH      SHARED      02          1924               239
D WARNER MUSIC GROUP CORP        COM              93455010        15     6800 SH      SHARED      10          6800                  
D WARREN RES INC                 COM              93564A10       173   183026 SH      SHARED                183026                  
D WARREN RES INC                 COM              93564A10         1     1522 SH      SHARED      02          1522                  
D WARWICK VALLEY TEL CO          COM              93675010         1      139 SH      SHARED                   139                  
D WASHINGTON BKG CO OAK HBR WA   COM              93730310         1      180 SH      SHARED                   180                  
D WASHINGTON BKG CO OAK HBR WA   COM              93730310         2      300 SH      SHARED      02           300                  
D WASHINGTON FED INC             COM              93882410       160    12042 SH      SHARED                 12042                  
D WASHINGTON FED INC             COM              93882410       387    29129 SH      SHARED      01                           29129
D WASHINGTON FED INC             COM              93882410        11      901 SH      SHARED      02           901                  
D WASHINGTON FED INC             COM              93882410      8562   644300 SH      SHARED      10        644300                  
D WASHINGTON POST CO             CL B             93964010       687     1925 SH      SHARED                  1925                  
D WASHINGTON POST CO             CL B             93964010       464     1300 SH      SHARED      01          1300                  
D WASHINGTON POST CO             CL B             93964010       153      429 SH      SHARED      02           429                  
D WASHINGTON POST CO             CL B             93964010        21       60 SH      SHARED      04            60                  
D WASHINGTON POST CO             CL B             93964010       142      400 SH      SHARED      06           260               140
D WASHINGTON POST CO             CL B             93964010       840     2353 SH      SHARED      10          2353                  
D WASHINGTON POST CO             CL B             93964010        59      166 SH      SHARED      20            16               150
D WASHINGTON POST CO             CL B             93964010       321      900 SH      SHR/OTHR    20                             900
D WASHINGTON POST CO             CL B             93964010        14       40 SH      SHARED      23            40                  
D WASHINGTON POST CO             CL B             93964010        17       50 SH      SHR/OTHR    23                              50
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310         6      394 SH      SHARED                   394                  
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310        13      800 SH      SHARED      01           800                  
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310       151     8761 SH      SHARED      02          8761                  
D WASHINGTON REAL ESTATE INVT    SH BEN INT       93965310       318    18400 SH      SHARED      10         18400                  
D WASHINGTON TR BANCORP          COM              94061010         5      351 SH      SHARED      02           351                  
D WASHINGTON TR BANCORP          COM              94061010        41     2530 SH      SHARED      20          2530                  
D WASTE CONNECTIONS INC          NOTE  3.750% 4/0 941053AG      5162  5012000 PRN     SHARED      02       5000000             12000
D WASTE CONNECTIONS INC          COM              94105310      3104   120789 SH      SHARED                120789                  
D WASTE CONNECTIONS INC          COM              94105310       678    26400 SH      SHARED      01                           26400
D WASTE CONNECTIONS INC          COM              94105310      1582    61595 SH      SHARED      02         61595                  
D WASTE CONNECTIONS INC          COM              94105310       149     5800 SH      SHARED      10          5800                  
D WASTE CONNECTIONS INC          COM              94105310       168     6569 SH      SHARED      21          4589              1980
D WASTE MGMT INC DEL             COM              94106L10       130     5100 SH      SHARED                  5100                  
D WASTE MGMT INC DEL             COM              94106L10     11405   445537 SH      SHARED                445537                  
D WASTE MGMT INC DEL             COM              94106L10      2848   111270 SH      SHARED      01        111270                  
D WASTE MGMT INC DEL             COM              94106L10      9074   354477 SH      SHARED      02        353077              1400
D WASTE MGMT INC DEL             COM              94106L10      5900   230500 SH      SHARED      04        230500                  
D WASTE MGMT INC DEL             COM              94106L10      5267   205770 SH      SHARED      05        205770                  
D WASTE MGMT INC DEL             COM              94106L10      1459    57010 SH      SHARED      06         18750             38260
D WASTE MGMT INC DEL             COM              94106L10      5503   214981 SH      SHARED      10        214981                  
D WASTE MGMT INC DEL             COM              94106L10         1       75 SH      SHARED      20            75                  
D WASTE MGMT INC DEL             COM              94106L10         7      285 SH      SHARED      21                             285
D WASTE MGMT INC DEL             COM              94106L10       378    14800 SH      SHARED      23                           14800
D WASTE SERVICES INC DEL         COM NEW          94107520        62    14532 SH      SHARED                 14532                  
D WASTE SERVICES INC DEL         COM NEW          94107520         2      617 SH      SHARED      02           617                  
D WATERS CORP                    COM              94184810      1697    45945 SH      SHARED                 45945                  
D WATERS CORP                    COM              94184810       835    22600 SH      SHARED      01         22600                  
D WATERS CORP                    COM              94184810       245     6652 SH      SHARED      02          2952              3700
D WATERS CORP                    COM              94184810        22      600 SH      SHARED      04           600                  
D WATERS CORP                    COM              94184810         2       70 SH      SHARED      05            70                  
D WATERS CORP                    COM              94184810       246     6660 SH      SHARED      06          3800              2860
D WATERS CORP                    COM              94184810      1772    47977 SH      SHARED      10         47977                  
D WATERS CORP                    COM              94184810         4      110 SH      SHARED      20                             110
D WATERS CORP                    COM              94184810        51     1400 SH      SHARED      23          1400                  
D WATERS CORP                    COM              94184810        11      300 SH      SHR/OTHR    23                             300
D WATERSTONE FINANCIAL INC       COM              94188810         0      179 SH      SHARED      02           179                  
D WATSCO INC                     COM              94262220       834    24519 SH      SHARED                 24519                  
D WATSCO INC                     COM              94262220      1034    30387 SH      SHARED      02         30387                  
D WATSCO INC                     COM              94262220        27      800 SH      SHARED      10           800                  
D WATSON PHARMACEUTICALS INC     DBCV  1.750% 3/1 942683AC     18497 19208000 PRN     SHARED              19208000                  
D WATSON PHARMACEUTICALS INC     DBCV  1.750% 3/1 942683AC      2747  2853000 PRN     SHARED      02       2838000             15000
D WATSON PHARMACEUTICALS INC     COM              94268310      3915   125852 SH      SHARED                125852                  
D WATSON PHARMACEUTICALS INC     COM              94268310       267     8600 SH      SHARED      01          8600                  
D WATSON PHARMACEUTICALS INC     COM              94268310       271     8741 SH      SHARED      02          8741                  
D WATSON PHARMACEUTICALS INC     COM              94268310       259     8350 SH      SHARED      06          5850              2500
D WATSON PHARMACEUTICALS INC     COM              94268310     14901   479006 SH      SHARED      10        465506             13500
D WATSON WYATT WORLDWIDE INC     CL A             94271210       363     7360 SH      SHARED                  7360                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210       720    14600 SH      SHARED      01           400             14200
D WATSON WYATT WORLDWIDE INC     CL A             94271210       214     4348 SH      SHARED      02          4348                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210       296     6000 SH      SHARED      10          6000                  
D WATSON WYATT WORLDWIDE INC     CL A             94271210        67     1373 SH      SHARED      21                            1373
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       371    18989 SH      SHARED                 18989                  
D WATTS WATER TECHNOLOGIES INC   CL A             94274910        47     2445 SH      SHARED      02          2445                  
D WATTS WATER TECHNOLOGIES INC   CL A             94274910       475    24300 SH      SHARED      10         24300                  
D WAUSAU PAPER CORP              COM              94331510       251    47844 SH      SHARED                 47844                  
D WAUSAU PAPER CORP              COM              94331510        43     8314 SH      SHARED      02          5814              2500
D WAUSAU PAPER CORP              COM              94331510       126    24000 SH      SHARED      10         12000             12000
D WAVE SYSTEMS CORP              COM NEW          94352630         0     1294 SH      SHARED                  1294                  
D WAYSIDE TECHNOLOGY GROUP INC   COM              94676010         0      104 SH      SHARED                   104                  
D WEB COM GROUP INC              COM              94733A10         0      160 SH      SHARED                   160                  
D WEB COM GROUP INC              COM              94733A10         2      711 SH      SHARED      02           711                  
D WEBSENSE INC                   COM              94768410       838    69870 SH      SHARED                 69870                  
D WEBSENSE INC                   COM              94768410       197    16450 SH      SHARED      01         16450                  
D WEBSENSE INC                   COM              94768410        37     3142 SH      SHARED      02          3142                  
D WEBSENSE INC                   COM              94768410       156    13000 SH      SHARED      04         13000                  
D WEBSENSE INC                   COM              94768410       211    17600 SH      SHARED      10         17600                  
D WEBMD CORP                     NOTE  1.750% 6/1 94769MAE     23300 25000000 PRN     SHARED              25000000                  
D WEBMD CORP                     NOTE  1.750% 6/1 94769MAE      9320 10000000 PRN     SHARED      04      10000000                  
D WEBMD HEALTH CORP              CL A             94770V10       212     9538 SH      SHARED                  9538                  
D WEBMD HEALTH CORP              CL A             94770V10         1       55 SH      SHARED      02            55                  
D WEBMD HEALTH CORP              CL A             94770V10        89     4000 SH      SHARED      20          4000                  
D WEBMEDIABRANDS INC             COM              94770W10        21    54171 SH      SHARED                 54171                  
D WEBSTER FINL CORP CONN         COM              94789010        48    11485 SH      SHARED                 11485                  
D WEBSTER FINL CORP CONN         COM              94789010       102    24100 SH      SHARED      01                           24100
D WEBSTER FINL CORP CONN         COM              94789010       174    41154 SH      SHARED      02         41154                  
D WEGENER CORP                   COM              94858510         0      202 SH      SHARED                   202                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610       292    15777 SH      SHARED                 15777                  
D WEIGHT WATCHERS INTL INC NEW   COM              94862610        13      723 SH      SHARED      02           723                  
D WEINGARTEN RLTY INVS           NOTE  3.950% 8/0 948741AF      4125  5605000 PRN     SHARED      02       5605000                  
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        77     8106 SH      SHARED                  8106                  
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       255    26850 SH      SHARED      01          1050             25800
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       224    23612 SH      SHARED      02         23312               300
D WEINGARTEN RLTY INVS           SH BEN INT       94874110       277    29200 SH      SHARED      10         29200                  
D WEINGARTEN RLTY INVS           SH BEN INT       94874110      4904   515150 SH      SHARED      11                          515150
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        10     1105 SH      SHARED      23                            1105
D WEINGARTEN RLTY INVS           SH BEN INT       94874110        12     1300 SH      SHR/OTHR    23                            1300
D WEIS MKTS INC                  COM              94884910        18      600 SH      SHARED                   600                  
D WEIS MKTS INC                  COM              94884910       108     3488 SH      SHARED      02          3488                  
D WEIS MKTS INC                  COM              94884910       206     6648 SH      SHARED      10          6648                  
D WELLCARE HEALTH PLANS INC      COM              94946T10       123    10962 SH      SHARED                 10962                  
D WELLCARE HEALTH PLANS INC      COM              94946T10       215    19175 SH      SHARED      01          2675             16500
D WELLCARE HEALTH PLANS INC      COM              94946T10       165    14697 SH      SHARED      02         14697                  
D WELLPOINT INC                  COM              94973V10      9405   247718 SH      SHARED                239293              8425
D WELLPOINT INC                  COM              94973V10      5098   134275 SH      SHARED      01        134275                  
D WELLPOINT INC                  COM              94973V10       847    22312 SH      SHARED      02         19559              2753
D WELLPOINT INC                  COM              94973V10      3784    99658 SH      SHARED      04         99658                  
D WELLPOINT INC                  COM              94973V10        11      310 SH      SHARED      05           310                  
D WELLPOINT INC                  COM              94973V10      1748    46056 SH      SHARED      06         28176             17880
D WELLPOINT INC                  COM              94973V10     15603   410951 SH      SHARED      10        408251              2700
D WELLPOINT INC                  COM              94973V10         7      200 SH      SHARED      23           200                  
D WELLS FARGO & CO NEW           COM              94974610     91658  6436696 SH      SHARED               6396557             40139
D WELLS FARGO & CO NEW           COM              94974610     18560  1303394 SH      SHARED      01       1203897      800    98697
D WELLS FARGO & CO NEW           COM              94974610       868    60968 SH      SHR/OTHR    01                           60968
D WELLS FARGO & CO NEW           COM              94974610      9628   676130 SH      SHARED      02        627029             49101
D WELLS FARGO & CO NEW           COM              94974610       110     7737 SH      SHARED      04          7737                  
D WELLS FARGO & CO NEW           COM              94974610        28     2007 SH      SHARED      05          2007                  
D WELLS FARGO & CO NEW           COM              94974610      4584   321952 SH      SHARED      06        187400            134552
D WELLS FARGO & CO NEW           COM              94974610    107283  7533969 SH      SHARED      10       7384169            149800
D WELLS FARGO & CO NEW           COM              94974610        53     3740 SH      SHARED      19                            3740
D WELLS FARGO & CO NEW           COM              94974610      1044    73384 SH      SHARED      20         49181             24203
D WELLS FARGO & CO NEW           COM              94974610       828    58168 SH      SHR/OTHR    20                           58168
D WELLS FARGO & CO NEW           COM              94974610       116     8185 SH      SHARED      21          8185                  
D WELLS FARGO & CO NEW           COM              94974610        42     2950 SH      SHR/OTHR    21                            2950
D WELLS FARGO & CO NEW           COM              94974610        81     5700 SH      SHARED      22          3700              2000
D WELLS FARGO & CO NEW           COM              94974610         5      400 SH      SHR/OTHR    22                             400
D WELLS FARGO & CO NEW           COM              94974610      1769   124250 SH      SHARED      23        113850             10400
D WELLS FARGO & CO NEW           COM              94974610      2838   199333 SH      SHR/OTHR    23                          199333
D WELLS FARGO & CO NEW           PERP PFD CNV A   94974680      7951    16600 SH      SHARED                 16600                  
D WELLS FARGO & CO NEW           PERP PFD CNV A   94974680      1197     2500 SH      SHARED      02          2500                  
D WELLS FARGO & CO NEW           PERP PFD CNV A   94974680      1436     3000 SH      SHARED      10          3000                  
D WELLS GARDNER ELECTRS CORP     COM              94976510         0      268 SH      SHARED                   268                  
D WENDYS ARBYS GROUP INC         COM              95058710       766   152382 SH      SHARED                152382                  
D WENDYS ARBYS GROUP INC         COM              95058710       806   160306 SH      SHARED      01         20631            139675
D WENDYS ARBYS GROUP INC         COM              95058710       163    32592 SH      SHARED      02         27592              5000
D WENDYS ARBYS GROUP INC         COM              95058710        31     6200 SH      SHARED      10          6200                  
D WENDYS ARBYS GROUP INC         COM              95058710        14     2812 SH      SHARED      21                            2812
D WERNER ENTERPRISES INC         COM              95075510      1142    75575 SH      SHARED                 75575                  
D WERNER ENTERPRISES INC         COM              95075510       226    14975 SH      SHARED      01                           14975
D WERNER ENTERPRISES INC         COM              95075510        46     3108 SH      SHARED      02          3108                  
D WERNER ENTERPRISES INC         COM              95075510       288    19100 SH      SHARED      10         19100                  
D WESBANCO INC                   COM              95081010         7      321 SH      SHARED                   321                  
D WESBANCO INC                   COM              95081010        15      700 SH      SHARED      01           700                  
D WESBANCO INC                   COM              95081010        15      694 SH      SHARED      02           694                  
D WESBANCO INC                   COM              95081010       168     7400 SH      SHARED      10          7400                  
D WESCO FINL CORP                COM              95081710         1        4 SH      SHARED                     4                  
D WESCO FINL CORP                COM              95081710         2        8 SH      SHARED      02             8                  
D WESCO FINL CORP                COM              95081710        82      300 SH      SHARED      20           300                  
D WESCO INTL INC                 DBCV  2.625%10/1 95082PAE      2083  2400000 PRN     SHARED               2400000                  
D WESCO INTL INC                 DBCV  2.625%10/1 95082PAE      4127  4755000 PRN     SHARED      02       4754000              1000
D WESCO INTL INC                 NOTE  1.750%11/1 95082PAG      3825  5449000 PRN     SHARED      02       5449000                  
D WESCO INTL INC                 COM              95082P10       109     6047 SH      SHARED                  6047                  
D WESCO INTL INC                 COM              95082P10      1124    62085 SH      SHARED      01          2500             59585
D WESCO INTL INC                 COM              95082P10       488    26950 SH      SHARED      02         26950                  
D WESCO INTL INC                 COM              95082P10       393    21712 SH      SHARED      05         21712                  
D WESCO INTL INC                 COM              95082P10      4330   239000 SH      SHARED      10        224100             14900
D WESCO INTL INC                 COM              95082P10       111     6130 SH      SHARED      21          6130                  
D WEST BANCORPORATION INC        CAP STK          95123P10         4      599 SH      SHARED      02           599                  
D WEST COAST BANCORP ORE NEW     COM              95214510         7     3508 SH      SHARED                  3508                  
D WEST COAST BANCORP ORE NEW     COM              95214510         0      406 SH      SHARED      02           406                  
D WEST COAST BANCORP ORE NEW     COM              95214510        13     6300 SH      SHARED      10          6300                  
D WEST MARINE INC                COM              95423510         2      381 SH      SHARED                   381                  
D WEST MARINE INC                COM              95423510        11     2145 SH      SHARED      02          2145                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610        57     1752 SH      SHARED                  1752                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610       846    25795 SH      SHARED      01         25795                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610      1392    42430 SH      SHR/OTHR    01                           42430
D WEST PHARMACEUTICAL SVSC INC   COM              95530610       125     3829 SH      SHARED      02          3704               125
D WEST PHARMACEUTICAL SVSC INC   COM              95530610        16      494 SH      SHARED      10           494                  
D WEST PHARMACEUTICAL SVSC INC   COM              95530610        32      995 SH      SHARED      21                             995
D WESTAR ENERGY INC              COM              95709T10       182    10406 SH      SHARED                 10406                  
D WESTAR ENERGY INC              COM              95709T10       661    37720 SH      SHARED      01          3000             34720
D WESTAR ENERGY INC              COM              95709T10       311    17776 SH      SHARED      02         17648               128
D WESTAR ENERGY INC              COM              95709T10       305    17400 SH      SHARED      10         17400                  
D WESTAR ENERGY INC              COM              95709T10         8      475 SH      SHARED      21                             475
D WESTAMERICA BANCORPORATION     COM              95709010       179     3939 SH      SHARED                  3939                  
D WESTAMERICA BANCORPORATION     COM              95709010       453     9950 SH      SHARED      01           750              9200
D WESTAMERICA BANCORPORATION     COM              95709010       339     7456 SH      SHARED      02          7456                  
D WESTAMERICA BANCORPORATION     COM              95709010       209     4600 SH      SHARED      10          4600                  
D WESTELL TECHNOLOGIES INC       CL A             95754110         0     1423 SH      SHARED                  1423                  
D WESTERN ALLIANCE BANCORP       COM              95763810       112    24670 SH      SHARED                 24670                  
D WESTERN ALLIANCE BANCORP       COM              95763810        16     3700 SH      SHARED      01          3700                  
D WESTERN ALLIANCE BANCORP       COM              95763810         2      562 SH      SHARED      02           562                  
D WESTERN ALLIANCE BANCORP       COM              95763810        33     7400 SH      SHARED      10          7400                  
D WESTERN ASSET EMRG MKT INCM    COM              95766E10         0        1 SH      SHARED      02             1                  
D WESTERN ASSETT MGD HI INCM F   COM              95766L10        16     4000 SH      SHARED      02                            4000
D WESTERN ASST MNG MUN FD INC    COM              95766M10        38     3817 SH      SHR/OTHR    01                            3817
D WESTERN ASSET CLYM INFL SEC    COM SH BEN INT   95766Q10         5      500 SH      SHARED      02                             500
D WESTERN ASSET CLYM INFL SEC    COM SH BEN INT   95766Q10        60     5280 SH      SHARED      20          5280                  
D WESTERN ASSET CLYM INFL OPP    COM              95766R10       354    33000 SH      SHARED      02                           33000
D WESTERN ASSET INCOME FD        COM              95766T10         0       70 SH      SHARED      02                              70
D WESTERN DIGITAL CORP           COM              95810210      2035   105258 SH      SHARED                105258                  
D WESTERN DIGITAL CORP           COM              95810210      2382   123200 SH      SHARED      01         52300             70900
D WESTERN DIGITAL CORP           COM              95810210       549    28410 SH      SHARED      02         27425               985
D WESTERN DIGITAL CORP           COM              95810210        87     4541 SH      SHARED      04                            4541
D WESTERN DIGITAL CORP           COM              95810210       641    33152 SH      SHARED      06         30252              2900
D WESTERN DIGITAL CORP           COM              95810210     37901  1959769 SH      SHARED      10       1937169             22600
D WESTERN GAS PARTNERS LP        COM UNIT LP IN   95825410       196    13201 SH      SHARED                 13201                  
D WESTERN GOLDFIELDS INC CDA     COM NEW          95828P20      1063   565800 SH      SHARED                565800                  
D WESTERN REFNG INC              COM              95931910        55     4675 SH      SHARED                  4675                  
D WESTERN REFNG INC              COM              95931910       169    14193 SH      SHARED      02         14193                  
D WESTERN REFNG INC              COM              95931910       202    17000 SH      SHARED      10         17000                  
D WESTERN UN CO                  COM              95980210      5041   401054 SH      SHARED                381815             19239
D WESTERN UN CO                  COM              95980210      2624   208802 SH      SHARED      01        204572              4230
D WESTERN UN CO                  COM              95980210        67     5375 SH      SHR/OTHR    01                            5375
D WESTERN UN CO                  COM              95980210       240    19105 SH      SHARED      02         19105                  
D WESTERN UN CO                  COM              95980210      1166    92800 SH      SHARED      04         92800                  
D WESTERN UN CO                  COM              95980210         5      469 SH      SHARED      05           469                  
D WESTERN UN CO                  COM              95980210       965    76799 SH      SHARED      06         51492             25307
D WESTERN UN CO                  COM              95980210      5513   438647 SH      SHARED      10        438647                  
D WESTERN UN CO                  COM              95980210        26     2110 SH      SHARED      20                            2110
D WESTERN UN CO                  COM              95980210        22     1800 SH      SHR/OTHR    20                            1800
D WESTERN UN CO                  COM              95980210         5      422 SH      SHR/OTHR    21                             422
D WESTERN UN CO                  COM              95980210       313    24950 SH      SHARED      23           250             24700
D WESTERN UN CO                  COM              95980210        35     2818 SH      SHR/OTHR    23                            2818
D WESTFIELD FINANCIAL INC NEW    COM              96008P10         7      827 SH      SHARED      02           827                  
D WESTLAKE CHEM CORP             COM              96041310       176    12063 SH      SHARED                 12063                  
D WESTLAKE CHEM CORP             COM              96041310       358    24507 SH      SHARED      02         24507                  
D WESTLAKE CHEM CORP             COM              96041310       229    15700 SH      SHARED      10         15700                  
D WESTMORELAND COAL CO           COM              96087810         0      100 SH      SHARED                   100                  
D WESTMORELAND COAL CO           COM              96087810         1      224 SH      SHARED      02           224                  
D WESTPORT INNOVATIONS INC       COM NEW          96090830         1      300 SH      SHARED      02           300                  
D WESTPAC BKG CORP               SPONSORED ADR    96121430        62      944 SH      SHARED      02           900                44
D WESTWOOD HLDGS GROUP INC       COM              96176510        17      438 SH      SHARED                   438                  
D WESTWOOD HLDGS GROUP INC       COM              96176510         4      126 SH      SHARED      02           126                  
D WESTWOOD HLDGS GROUP INC       COM              96176510       148     3800 SH      SHR/OTHR    20                            3800
D WET SEAL INC                   CL A             96184010       125    37314 SH      SHARED                 37314                  
D WET SEAL INC                   CL A             96184010         1      590 SH      SHARED      01           590                  
D WET SEAL INC                   CL A             96184010         8     2412 SH      SHARED      02          2411                 1
D WET SEAL INC                   CL A             96184010       716   213100 SH      SHARED      10        213100                  
D WEYCO GROUP INC                COM              96214910        31     1208 SH      SHARED                  1208                  
D WEYCO GROUP INC                COM              96214910         4      168 SH      SHARED      02           168                  
D WEYERHAEUSER CO                COM              96216610     18427   668372 SH      SHARED                668372                  
D WEYERHAEUSER CO                COM              96216610      1490    54050 SH      SHARED      01         54050                  
D WEYERHAEUSER CO                COM              96216610       222     8080 SH      SHARED      02          6845              1235
D WEYERHAEUSER CO                COM              96216610        44     1600 SH      SHARED      04          1600                  
D WEYERHAEUSER CO                COM              96216610       695    25228 SH      SHARED      05         25228                  
D WEYERHAEUSER CO                COM              96216610       385    13990 SH      SHARED      06          7750              6240
D WEYERHAEUSER CO                COM              96216610      2640    95762 SH      SHARED      10         95762                  
D WEYERHAEUSER CO                COM              96216610        16      600 SH      SHARED      23                             600
D WEYERHAEUSER CO                COM              96216610        27     1000 SH      SHR/OTHR    23                            1000
D WHIRLPOOL CORP                 COM              96332010      1022    34548 SH      SHARED                 34548                  
D WHIRLPOOL CORP                 COM              96332010       533    18024 SH      SHARED      01         18024                  
D WHIRLPOOL CORP                 COM              96332010      1746    59022 SH      SHARED      02         59022                  
D WHIRLPOOL CORP                 COM              96332010       399    13500 SH      SHARED      05         13500                  
D WHIRLPOOL CORP                 COM              96332010       145     4930 SH      SHARED      06          2900              2030
D WHIRLPOOL CORP                 COM              96332010      2936    99236 SH      SHARED      10         99236                  
D WHIRLPOOL CORP                 COM              96332010         6      215 SH      SHARED      21                             215
D WHITE ELECTR DESIGNS CORP      COM              96380110         2      513 SH      SHARED                   513                  
D WHITE ELECTR DESIGNS CORP      COM              96380110         4     1001 SH      SHARED      02          1001                  
D WHITE RIVER CAPITAL INC        COM              96445P10         0       80 SH      SHARED                    80                  
D WHITING PETE CORP NEW          COM              96638710       182     7042 SH      SHARED                  7042                  
D WHITING PETE CORP NEW          COM              96638710        18      725 SH      SHARED      01           725                  
D WHITING PETE CORP NEW          COM              96638710         4      188 SH      SHARED      02           188                  
D WHITING PETE CORP NEW          COM              96638710     12020   465000 SH      SHARED      10        465000                  
D WHITING USA TR I               TR UNIT          96638910         5      500 SH      SHARED                   500                  
D WHITNEY HLDG CORP              COM              96661210       272    23769 SH      SHARED                 23769                  
D WHITNEY HLDG CORP              COM              96661210         7      675 SH      SHARED      01           675                  
D WHITNEY HLDG CORP              COM              96661210         1      123 SH      SHARED      02           123                  
D WHOLE FOODS MKT INC            COM              96683710      3136   186712 SH      SHARED                186712                  
D WHOLE FOODS MKT INC            COM              96683710       490    29200 SH      SHARED      01         29200                  
D WHOLE FOODS MKT INC            COM              96683710       133     7972 SH      SHARED      02          6772              1200
D WHOLE FOODS MKT INC            COM              96683710       486    28953 SH      SHARED      06         25763              3190
D WHOLE FOODS MKT INC            COM              96683710      1399    83332 SH      SHARED      10         83332                  
D WHOLE FOODS MKT INC            COM              96683710         6      400 SH      SHR/OTHR    23                             400
D WIDEPOINT CORP                 COM              96759010       248   655128 SH      SHARED                655128                  
D WILBER CORP                    COM              96779710         1      149 SH      SHARED                   149                  
D WILEY JOHN & SONS INC          CL A             96822320       604    20299 SH      SHARED                 20299                  
D WILEY JOHN & SONS INC          CL A             96822320       466    15650 SH      SHARED      01          1850             13800
D WILEY JOHN & SONS INC          CL A             96822320       140     4702 SH      SHARED      02          4702                  
D WILEY JOHN & SONS INC          CL A             96822320       187     6300 SH      SHARED      10          6300                  
D WILEY JOHN & SONS INC          CL A             96822320        20      675 SH      SHARED      21                             675
D WILEY JOHN & SONS INC          CL A             96822320       119     4000 SH      SHARED      23                            4000
D WILLAMETTE VY VINEYARD INC     COM              96913610         0      116 SH      SHARED                   116                  
D WILLBROS GROUP INC DEL         COM              96920310       217    22453 SH      SHARED                 22453                  
D WILLBROS GROUP INC DEL         COM              96920310         4      500 SH      SHARED      01           500                  
D WILLBROS GROUP INC DEL         COM              96920310        62     6414 SH      SHARED      02          2314              4100
D WILLDAN GROUP INC              COM              96924N10         0      162 SH      SHARED                   162                  
D WILLIAMS COAL SEAM GAS RTY T   TR UNIT          96945010        25     5820 SH      SHARED                  5820                  
D WILLIAMS COS INC DEL           COM              96945710       909    79900 SH      SHARED                                   79900
D WILLIAMS COS INC DEL           COM              96945710      9806   861711 SH      SHARED                861711                  
D WILLIAMS COS INC DEL           COM              96945710      1753   154100 SH      SHARED      01        153100              1000
D WILLIAMS COS INC DEL           COM              96945710      2046   179857 SH      SHARED      02        171520              8337
D WILLIAMS COS INC DEL           COM              96945710        17     1500 SH      SHARED      04          1500                  
D WILLIAMS COS INC DEL           COM              96945710         3      290 SH      SHARED      05           290                  
D WILLIAMS COS INC DEL           COM              96945710       441    38760 SH      SHARED      06         20300             18460
D WILLIAMS COS INC DEL           COM              96945710     20827  1830201 SH      SHARED      10       1441501            388700
D WILLIAMS COS INC DEL           COM              96945710        48     4225 SH      SHARED      19                            4225
D WILLIAMS COS INC DEL           COM              96945710        34     3000 SH      SHR/OTHR    23                            3000
D WILLIAMS COS INC DEL           COM              96945710       123    10850 SH      SHARED      24         10850                  
D WILLIAMS CTLS INC              COM NEW          96946560         0      157 SH      SHARED                   157                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010       506    17320 SH      SHARED                 17320                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010        32     1100 SH      SHARED      01          1100                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010         4      140 SH      SHARED      02           140                  
D WILLIAMS CLAYTON ENERGY INC    COM              96949010       783    26800 SH      SHARED      10         23700              3100
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10       705    63208 SH      SHARED                 63208                  
D WILLIAMS PARTNERS L P          COM UNIT L P     96950F10        35     3200 SH      SHARED      02                            3200
D WILLIAMS PIPELINE PARTNERS L   COM UNIT LP IN   96950K10         7      447 SH      SHARED                   447                  
D WILLIAMS SONOMA INC            COM              96990410        70     6953 SH      SHARED                  6953                  
D WILLIAMS SONOMA INC            COM              96990410       467    46336 SH      SHARED      01         18736             27600
D WILLIAMS SONOMA INC            COM              96990410       291    28968 SH      SHARED      02         22953              6015
D WILLIAMS SONOMA INC            COM              96990410       584    58000 SH      SHARED      10         46000             12000
D WILLIS LEASE FINANCE CORP      COM              97064610         0        8 SH      SHARED                     8                  
D WILMINGTON TRUST CORP          COM              97180710      2312   238603 SH      SHARED                238603                  
D WILMINGTON TRUST CORP          COM              97180710       252    26100 SH      SHARED      01                           26100
D WILMINGTON TRUST CORP          COM              97180710       294    30370 SH      SHARED      02          2307             28063
D WILMINGTON TRUST CORP          COM              97180710       211    21800 SH      SHARED      10         21800                  
D WILSHIRE BANCORP INC           COM              97186T10         7     1500 SH      SHARED                  1500                  
D WILSHIRE BANCORP INC           COM              97186T10         5     1116 SH      SHARED      02          1116                  
D WILSHIRE BANCORP INC           COM              97186T10        62    12100 SH      SHARED      10         12100                  
D WILSON GREATBATCH TECHNOLOGI   SDCV  2.250% 6/1 972232AB        18    25000 PRN     SHARED      02         25000                  
D WIMM BILL DANN FOODS OJSC      SPONSORED ADR    97263M10      1573    49459 SH      SHARED                 49459                  
D WIMM BILL DANN FOODS OJSC      SPONSORED ADR    97263M10      3181   100000 SH      SHARED      06                          100000
D WIND RIVER SYSTEMS INC         COM              97314910        71    11115 SH      SHARED                 11115                  
D WIND RIVER SYSTEMS INC         COM              97314910       164    25700 SH      SHARED      01          2000             23700
D WIND RIVER SYSTEMS INC         COM              97314910        45     7143 SH      SHARED      02          4979              2164
D WIND RIVER SYSTEMS INC         COM              97314910        56     8900 SH      SHARED      10          8900                  
D WINDSTREAM CORP                COM              97381W10      8340  1034815 SH      SHARED               1034815                  
D WINDSTREAM CORP                COM              97381W10       781    97022 SH      SHARED      01         97022                  
D WINDSTREAM CORP                COM              97381W10      1039   129009 SH      SHARED      02         54337             74672
D WINDSTREAM CORP                COM              97381W10        17     2200 SH      SHARED      04          2200                  
D WINDSTREAM CORP                COM              97381W10       394    48915 SH      SHARED      06         34415             14500
D WINDSTREAM CORP                COM              97381W10      7239   898139 SH      SHARED      10        898139                  
D WINDSTREAM CORP                COM              97381W10         3      454 SH      SHARED      20                             454
D WINDSTREAM CORP                COM              97381W10         9     1240 SH      SHR/OTHR    20                            1240
D WINDSTREAM CORP                COM              97381W10        31     3954 SH      SHARED      21          2341              1613
D WINDSTREAM CORP                COM              97381W10       224    27811 SH      SHR/OTHR    23                           27811
D WINLAND ELECTRS INC            COM              97424110         0       87 SH      SHARED                    87                  
D WINMARK CORP                   COM              97425010         0       36 SH      SHARED                    36                  
D WINN DIXIE STORES INC          COM NEW          97428030        24     2585 SH      SHARED                  2585                  
D WINN DIXIE STORES INC          COM NEW          97428030        16     1713 SH      SHARED      02          1713                  
D WINN DIXIE STORES INC          COM NEW          97428030        65     6800 SH      SHARED      10          6800                  
D WINNEBAGO INDS INC             COM              97463710        36     6905 SH      SHARED                  6905                  
D WINNEBAGO INDS INC             COM              97463710        86    16320 SH      SHARED      02         16299                21
D WINTHROP RLTY TR               SH BEN INT NEW   97639130       203    29466 SH      SHARED                 29466                  
D WINTHROP RLTY TR               SH BEN INT NEW   97639130         0       30 SH      SHARED      01                              30
D WINTHROP RLTY TR               SH BEN INT NEW   97639130         4      589 SH      SHARED      02           589                  
D WINTHROP RLTY TR               SH BEN INT NEW   97639130        59     8660 SH      SHARED      10          8660                  
D WINTRUST FINANCIAL CORP        COM              97650W10        33     2705 SH      SHARED                  2705                  
D WINTRUST FINANCIAL CORP        COM              97650W10        12     1000 SH      SHARED      01          1000                  
D WINTRUST FINANCIAL CORP        COM              97650W10        13     1075 SH      SHARED      02          1050                25
D WINTRUST FINANCIAL CORP        COM              97650W10        51     4200 SH      SHARED      10          4200                  
D WIPRO LTD                      SPON ADR 1 SH    97651M10       329    46314 SH      SHARED                 46314                  
D WIPRO LTD                      SPON ADR 1 SH    97651M10        26     3726 SH      SHARED      02          3726                  
D WIRELESS RONIN TECHNOLOGIES    COM              97652A20         0      406 SH      SHARED                   406                  
D WIRELESS TELECOM GROUP INC     COM              97652410         0      510 SH      SHARED                   510                  
D WISCONSIN ENERGY CORP          COM              97665710      1656    40247 SH      SHARED                 40247                  
D WISCONSIN ENERGY CORP          COM              97665710      1198    29100 SH      SHARED      01         29100                  
D WISCONSIN ENERGY CORP          COM              97665710       286     6950 SH      SHARED      02          6900                50
D WISCONSIN ENERGY CORP          COM              97665710        57     1400 SH      SHARED      04          1400                  
D WISCONSIN ENERGY CORP          COM              97665710      1214    29510 SH      SHARED      06          4050             25460
D WISCONSIN ENERGY CORP          COM              97665710      6818   165620 SH      SHARED      10        165620                  
D WISCONSIN ENERGY CORP          COM              97665710      1247    30300 SH      SHARED      11         30300                  
D WISCONSIN ENERGY CORP          COM              97665710        37      900 SH      SHARED      23                             900
D WISCONSIN ENERGY CORP          COM              97665710       139     3400 SH      SHR/OTHR    23                            3400
D WISDOMTREE TRUST               EMERG MKTS ETF   97717W31      2818    90210 SH      SHARED      02                           90210
D WISDOMTREE TRUST               INDIA ERNGS FD   97717W42         6      550 SH      SHARED      01                             550
D WISDOMTREE TRUST               SMALLCAP DIVID   97717W60        42     1780 SH      SHARED      02                            1780
D WISDOMTREE TRUST               INTL HEALTH CA   97717W68        26     1480 SH      SHARED      02                            1480
D WISDOMTREE TRUST               DEFA FD          97717W70        12      377 SH      SHARED      02                             377
D WISDOMTREE TRUST               INTL SMCAP DIV   97717W76        85     2928 SH      SHARED      02                            2928
D WISDOMTREE TRUST               INTL MIDCAP DV   97717W77        92     2913 SH      SHARED      02                            2913
D WISDOMTREE TRUST               INTL DV TOP100   97717W78        23      834 SH      SHARED      02                             834
D WISDOMTREE TRUST               INTL LRGCAP DV   97717W79        82     2604 SH      SHARED      02                            2604
D WISDOMTREE TRUST               DEFA EQT INC ETF 97717W80       109     3838 SH      SHARED      02                            3838
D WISDOMTREE TRUST               PAC EX-JAP ETF   97717W81       207     6678 SH      SHARED      02                            6678
D WISDOMTREE TRUST               PAC EXJP TOT D   97717W82       768    20562 SH      SHARED      02                           20562
D WISDOMTREE TRUST               JAPAN EQTY ETF   97717W84         7      200 SH      SHARED      02                             200
D WOLVERINE WORLD WIDE INC       COM              97809710      1838   117973 SH      SHARED                117973                  
D WOLVERINE WORLD WIDE INC       COM              97809710       234    15020 SH      SHARED      02         15020                  
D WOLVERINE WORLD WIDE INC       COM              97809710     13261   851200 SH      SHARED      10        851200                  
D WONDER AUTO TECHNOLOGY INC     COM              97816610        61    17146 SH      SHARED                 17146                  
D WONDER AUTO TECHNOLOGY INC     COM              97816610         1      382 SH      SHARED      02           382                  
D WOODWARD GOVERNOR CO           COM              98074510       107     9582 SH      SHARED                  9582                  
D WOODWARD GOVERNOR CO           COM              98074510       197    17700 SH      SHARED      01                           17700
D WOODWARD GOVERNOR CO           COM              98074510       123    11061 SH      SHARED      02         11061                  
D WOODWARD GOVERNOR CO           COM              98074510       109     9800 SH      SHARED      10          8000              1800
D WOODWARD GOVERNOR CO           COM              98074510        22     2000 SH      SHARED      23                            2000
D WOORI FIN HLDGS CO LTD         ADR              98106310         3      218 SH      SHARED                   218                  
D WORLD ACCEP CORPORATION        NOTE  3.000%10/0 981417AB      2268  3500000 PRN     SHARED               3500000                  
D WORLD ACCEP CORP DEL           COM              98141910       169     9914 SH      SHARED                  9914                  
D WORLD ACCEP CORP DEL           COM              98141910       325    19051 SH      SHARED      02         19051                  
D WORLD ACCEP CORP DEL           COM              98141910        17     1000 SH      SHARED      21                            1000
D WORLD FUEL SVCS CORP           COM              98147510      2465    77937 SH      SHARED                 77937                  
D WORLD FUEL SVCS CORP           COM              98147510        91     2900 SH      SHARED      01          1600              1300
D WORLD FUEL SVCS CORP           COM              98147510       280     8875 SH      SHARED      02          8875                  
D WORLD FUEL SVCS CORP           COM              98147510      3039    96100 SH      SHARED      10         96100                  
D WORLD WRESTLING ENTMT INC      CL A             98156Q10       125    10864 SH      SHARED                 10864                  
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        19     1700 SH      SHR/OTHR    01                            1700
D WORLD WRESTLING ENTMT INC      CL A             98156Q10        65     5697 SH      SHARED      02          5697                  
D WORTHINGTON INDS INC           COM              98181110      2078   238627 SH      SHARED                238627                  
D WORTHINGTON INDS INC           COM              98181110       214    24602 SH      SHARED      01          3802             20800
D WORTHINGTON INDS INC           COM              98181110       312    35856 SH      SHARED      02         35156               700
D WORTHINGTON INDS INC           COM              98181110     11070  1271000 SH      SHARED      10       1266200              4800
D WPT ENTERPRISES INC            COM              98211W10         0      446 SH      SHARED                   446                  
D WRIGHT EXPRESS CORP            COM              98233Q10       552    30328 SH      SHARED                 30328                  
D WRIGHT EXPRESS CORP            COM              98233Q10        20     1100 SH      SHARED      01          1100                  
D WRIGHT EXPRESS CORP            COM              98233Q10       218    12000 SH      SHARED      02         12000                  
D WRIGHT EXPRESS CORP            COM              98233Q10       149     8200 SH      SHARED      10          8200                  
D WRIGHT EXPRESS CORP            COM              98233Q10        16      930 SH      SHARED      21           930                  
D WRIGHT MED GROUP INC           COM              98235T10        30     2342 SH      SHARED                  2342                  
D WRIGHT MED GROUP INC           COM              98235T10        24     1868 SH      SHARED      02          1568               300
D WRIGHT MED GROUP INC           COM              98235T10       538    41300 SH      SHARED      04         41300                  
D WRIGHT MED GROUP INC           COM              98235T10         6      500 SH      SHARED      06           500                  
D WRIGHT MED GROUP INC           COM              98235T10       741    56900 SH      SHARED      10         56900                  
D WYETH                          DBCV         1/1 983024AD      8359  8418000 PRN     SHARED      02       8418000                  
D WYETH                          DBCV         1/1 983024AD      5958  6000000 PRN     SHARED      04       6000000                  
D WYETH                          DBCV         1/1 983024AD      9234  9300000 PRN     SHARED      06       9300000                  
D WYETH                          COM              98302410       211     4906 SH      SHARED                                    4906
D WYETH                          COM              98302410    184621  4289541 SH      SHARED               4250339             39202
D WYETH                          COM              98302410     17148   398432 SH      SHARED      01        349799             48633
D WYETH                          COM              98302410       961    22337 SH      SHR/OTHR    01                           22337
D WYETH                          COM              98302410     37220   864783 SH      SHARED      02        855478              9305
D WYETH                          COM              98302410     31382   729150 SH      SHARED      04        729150                  
D WYETH                          COM              98302410        30      700 SH      SHARED      05           700                  
D WYETH                          COM              98302410      4869   113128 SH      SHARED      06         69100             44028
D WYETH                          COM              98302410    162512  3775848 SH      SHARED      10       3751548             24300
D WYETH                          COM              98302410      1215    28250 SH      SHARED      15                           28250
D WYETH                          COM              98302410       197     4600 SH      SHARED      19                            4600
D WYETH                          COM              98302410      1021    23734 SH      SHARED      20         13340             10394
D WYETH                          COM              98302410       307     7150 SH      SHR/OTHR    20                            7150
D WYETH                          COM              98302410       494    11481 SH      SHARED      21         11481                  
D WYETH                          COM              98302410         8      200 SH      SHR/OTHR    21                             200
D WYETH                          COM              98302410       236     5500 SH      SHARED      22          4700               800
D WYETH                          COM              98302410      8236   191371 SH      SHARED      23        185071              6300
D WYETH                          COM              98302410      8247   191618 SH      SHR/OTHR    23                          191618
D WYNDHAM WORLDWIDE CORP         COM              98310W10      3133   746054 SH      SHARED                746054                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10         5     1340 SH      SHARED      01          1340                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10       564   134395 SH      SHARED      02        133665               730
D WYNDHAM WORLDWIDE CORP         COM              98310W10        35     8370 SH      SHARED      06          5370              3000
D WYNDHAM WORLDWIDE CORP         COM              98310W10       814   193943 SH      SHARED      10        193943                  
D WYNDHAM WORLDWIDE CORP         COM              98310W10         0      200 SH      SHR/OTHR    23                             200
D WYNN RESORTS LTD               COM              98313410      3537   177165 SH      SHARED                177165                  
D WYNN RESORTS LTD               COM              98313410       277    13900 SH      SHARED      01         13900                  
D WYNN RESORTS LTD               COM              98313410         3      200 SH      SHR/OTHR    01                             200
D WYNN RESORTS LTD               COM              98313410        52     2649 SH      SHARED      02          2049               600
D WYNN RESORTS LTD               COM              98313410        63     3160 SH      SHARED      06          1200              1960
D WYNN RESORTS LTD               COM              98313410       855    42850 SH      SHARED      10         42850                  
D XTO ENERGY INC                 COM              98385X10      1338    43700 SH      SHARED                                   43700
D XTO ENERGY INC                 COM              98385X10     13255   432911 SH      SHARED                432911                  
D XTO ENERGY INC                 COM              98385X10      4326   141292 SH      SHARED      01        138915              2377
D XTO ENERGY INC                 COM              98385X10        37     1212 SH      SHR/OTHR    01                            1212
D XTO ENERGY INC                 COM              98385X10       721    23560 SH      SHARED      02         15306              8254
D XTO ENERGY INC                 COM              98385X10      1019    33300 SH      SHARED      04         33300                  
D XTO ENERGY INC                 COM              98385X10         9      297 SH      SHARED      05           297                  
D XTO ENERGY INC                 COM              98385X10      3261   106524 SH      SHARED      06         40137             66387
D XTO ENERGY INC                 COM              98385X10     43462  1419402 SH      SHARED      10       1108841            310561
D XTO ENERGY INC                 COM              98385X10       989    32300 SH      SHARED      15                           32300
D XTO ENERGY INC                 COM              98385X10        43     1417 SH      SHARED      20          1231               186
D XTO ENERGY INC                 COM              98385X10       136     4445 SH      SHARED      21          2645              1800
D XTO ENERGY INC                 COM              98385X10        52     1700 SH      SHARED      22          1000               700
D XTO ENERGY INC                 COM              98385X10       183     5979 SH      SHARED      23          5979                  
D XTO ENERGY INC                 COM              98385X10       541    17700 SH      SHR/OTHR    23                           17700
D XTO ENERGY INC                 COM              98385X10       174     5700 SH      SHARED      24          5700                  
D X-RITE INC                     COM              98385710         0      275 SH      SHARED                   275                  
D X-RITE INC                     COM              98385710         0      710 SH      SHARED      02           710                  
D XATA CORP                      COM NEW          98388230         0      163 SH      SHARED                   163                  
D XCEL ENERGY INC                COM              98389B10      5361   287800 SH      SHARED                287800                  
D XCEL ENERGY INC                COM              98389B10      1799    96600 SH      SHARED      01         95600              1000
D XCEL ENERGY INC                COM              98389B10       533    28616 SH      SHARED      02         25850              2766
D XCEL ENERGY INC                COM              98389B10         2      116 SH      SHARED      04                             116
D XCEL ENERGY INC                COM              98389B10        67     3600 SH      SHARED      04          3600                  
D XCEL ENERGY INC                COM              98389B10         5      270 SH      SHARED      05           270                  
D XCEL ENERGY INC                COM              98389B10       650    34900 SH      SHARED      06         19000             15900
D XCEL ENERGY INC                COM              98389B10      3484   187060 SH      SHARED      10        187060                  
D XETA TECHNOLOGIES INC          COM              98390910         0      209 SH      SHARED                   209                  
D XILINX INC                     DBCV  3.125% 3/1 983919AD      3173  4300000 PRN     SHARED               4300000                  
D XILINX INC                     COM              98391910      9411   491183 SH      SHARED                491183                  
D XILINX INC                     COM              98391910      1524    79575 SH      SHARED      01         70575              9000
D XILINX INC                     COM              98391910      1373    71689 SH      SHARED      02         54602             17087
D XILINX INC                     COM              98391910      1992   104000 SH      SHARED      04        104000                  
D XILINX INC                     COM              98391910         5      270 SH      SHARED      05           270                  
D XILINX INC                     COM              98391910       429    22430 SH      SHARED      06         13600              8830
D XILINX INC                     COM              98391910      9208   480607 SH      SHARED      10        480607                  
D XCORPOREAL INC                 COM              98400P10         0      134 SH      SHARED                   134                  
D XENOPORT INC                   COM              98411C10       161     8358 SH      SHARED                  8358                  
D XENOPORT INC                   COM              98411C10        84     4350 SH      SHARED      01          4350                  
D XENOPORT INC                   COM              98411C10        62     3206 SH      SHARED      02          2046              1160
D XENOPORT INC                   COM              98411C10      4969   256704 SH      SHARED      04        256704                  
D XENOPORT INC                   COM              98411C10         9      500 SH      SHARED      06           500                  
D XENOPORT INC                   COM              98411C10       774    40000 SH      SHARED      10         40000                  
D XENOPORT INC                   COM              98411C10        16      870 SH      SHARED      23                             870
D XENONICS HLDGS INC             COM              98411710         0      456 SH      SHARED                   456                  
D XEROX CORP                     COM              98412110      2721   598145 SH      SHARED                597845               300
D XEROX CORP                     COM              98412110      1001   220000 SH      SHARED      01        220000                  
D XEROX CORP                     COM              98412110        87    19269 SH      SHARED      02         17854              1415
D XEROX CORP                     COM              98412110        20     4500 SH      SHARED      04          4500                  
D XEROX CORP                     COM              98412110         2      600 SH      SHARED      05           600                  
D XEROX CORP                     COM              98412110       277    60960 SH      SHARED      06         34350             26610
D XEROX CORP                     COM              98412110      2459   540585 SH      SHARED      10        540585                  
D XEROX CORP                     COM              98412110         6     1340 SH      SHARED      21                            1340
D XEROX CORP                     COM              98412110         8     1800 SH      SHR/OTHR    23                            1800
D XTENT INC                      COM              98414110         0      252 SH      SHARED                   252                  
D XERIUM TECHNOLOGIES INC        COM              98416J10         0      531 SH      SHARED      02           531                  
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    98424510        12      508 SH      SHARED                   508                  
D YRC WORLDWIDE INC              COM              98424910       117    26203 SH      SHARED                 26203                  
D YRC WORLDWIDE INC              COM              98424910        79    17600 SH      SHARED      01                           17600
D YRC WORLDWIDE INC              COM              98424910        92    20566 SH      SHARED      02         20566                  
D YRC WORLDWIDE INC              COM              98424910        99    22200 SH      SHARED      10         18700              3500
D YADKIN VALLEY FINANCIAL CORP   COM              98431410        26     3559 SH      SHARED                  3559                  
D YADKIN VALLEY FINANCIAL CORP   COM              98431410         1      266 SH      SHARED      02           266                  
D YAHOO INC                      COM              98433210      1967   153620 SH      SHARED                   320            153300
D YAHOO INC                      COM              98433210     56067  4376831 SH      SHARED               4367731              9100
D YAHOO INC                      COM              98433210      4564   356299 SH      SHARED      01        356249                50
D YAHOO INC                      COM              98433210      5801   452865 SH      SHARED      02        404440             48425
D YAHOO INC                      COM              98433210      8259   644750 SH      SHARED      04        644750                  
D YAHOO INC                      COM              98433210      2573   200860 SH      SHARED      05        200860                  
D YAHOO INC                      COM              98433210      1188    92770 SH      SHARED      06         49500             43270
D YAHOO INC                      COM              98433210     57055  4453951 SH      SHARED      10       3651651            802300
D YAHOO INC                      COM              98433210       217    17000 SH      SHARED      15                           17000
D YAHOO INC                      COM              98433210         6      500 SH      SHARED      19                             500
D YAHOO INC                      COM              98433210        10      800 SH      SHARED      20           800                  
D YAHOO INC                      COM              98433210         0       20 SH      SHR/OTHR    23                              20
D YAHOO INC                      COM              98433210       263    20600 SH      SHARED      24         20600                  
D YAMANA GOLD INC                COM              98462Y10      2471   267172 SH      SHARED                217172             50000
D YAMANA GOLD INC                COM              98462Y10      1615   174654 SH      SHARED                174654                  
D YAMANA GOLD INC                COM              98462Y10         3      347 SH      SHARED      01           347                  
D YAMANA GOLD INC                COM              98462Y10      2680   289800 SH      SHARED      02        255400             34400
D YAMANA GOLD INC                COM              98462Y10     17863  1931200 SH      SHARED      04       1931200                  
D YAMANA GOLD INC                COM              98462Y10      8517   920841 SH      SHARED      05        920841                  
D YAMANA GOLD INC                COM              98462Y10        81     8799 SH      SHARED      06          5199              3600
D YAMANA GOLD INC                COM              98462Y10     32661  3530998 SH      SHARED      10       3530998                  
D YAMANA GOLD INC                COM              98462Y10        11     1250 SH      SHR/OTHR    23                            1250
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610       506    70664 SH      SHARED                 70664                  
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   98484610       116    16300 SH      SHARED      02         16300                  
D YELLOW ROADWAY CORP            NOTE  5.000% 8/0 985577AA      1654  4997000 PRN     SHARED      02       4997000                  
D YELLOW ROADWAY CORP            NOTE  3.375%11/2 985577AB       296  1307000 PRN     SHARED      02       1307000                  
D YINGLI GREEN ENERGY HLDG CO    NOTE        12/1 98584BAA      2932  5100000 PRN     SHARED               5100000                  
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10       120    20000 SH      SHARED                                   20000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      2133   354332 SH      SHARED                350332              4000
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10       106    17644 SH      SHARED      02         17644                  
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10        26     4474 SH      SHARED      04          4474                  
D YINGLI GREEN ENERGY HLDG CO    ADR              98584B10      1204   200000 SH      SHARED      05        200000                  
D YORK WTR CO                    COM              98718410         3      305 SH      SHARED                   305                  
D YORK WTR CO                    COM              98718410         1      100 SH      SHARED      02           100                  
D YOUBET COM INC                 COM              98741310         1      731 SH      SHARED                   731                  
D YOUNG INNOVATIONS INC          COM              98752010         2      169 SH      SHARED                   169                  
D YOUNG INNOVATIONS INC          COM              98752010         2      193 SH      SHARED      02           193                  
D YUM BRANDS INC                 COM              98849810      2051    74640 SH      SHARED                  4000             70640
D YUM BRANDS INC                 COM              98849810     10061   366141 SH      SHARED                347022             19119
D YUM BRANDS INC                 COM              98849810      4586   166905 SH      SHARED      01        135545      800    30560
D YUM BRANDS INC                 COM              98849810       446    16250 SH      SHR/OTHR    01                           16250
D YUM BRANDS INC                 COM              98849810      1985    72237 SH      SHARED      02         58915             13322
D YUM BRANDS INC                 COM              98849810      1147    41750 SH      SHARED      04         41750                  
D YUM BRANDS INC                 COM              98849810         8      300 SH      SHARED      05           300                  
D YUM BRANDS INC                 COM              98849810       935    34060 SH      SHARED      06         17800             16260
D YUM BRANDS INC                 COM              98849810     21620   786754 SH      SHARED      10        776054             10700
D YUM BRANDS INC                 COM              98849810       102     3720 SH      SHARED      20           720              3000
D YUM BRANDS INC                 COM              98849810        68     2480 SH      SHARED      21          2480                  
D YUM BRANDS INC                 COM              98849810         8      320 SH      SHR/OTHR    21                             320
D YUM BRANDS INC                 COM              98849810        82     3000 SH      SHR/OTHR    22                            3000
D YUM BRANDS INC                 COM              98849810       960    34950 SH      SHARED      23         32350              2600
D YUM BRANDS INC                 COM              98849810       629    22914 SH      SHR/OTHR    23                           22914
D ZBB ENERGY CORPORATION         COM              98876R20         0       87 SH      SHARED                    87                  
D ZALE CORP NEW                  COM              98885810        47    24505 SH      SHARED                 24505                  
D ZALE CORP NEW                  COM              98885810         1      879 SH      SHARED      02           879                  
D ZALE CORP NEW                  COM              98885810        12     6200 SH      SHARED      10          6200                  
D ZANETT INC                     COM NEW          98906R20         0       42 SH      SHARED                    42                  
D ZAPATA CORP                    COM PAR $        98907060         1      268 SH      SHARED                   268                  
D ZAREBA SYSTEMS INC             COM              98913110         0       51 SH      SHARED                    51                  
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       225    11833 SH      SHARED                 11833                  
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       393    20700 SH      SHARED      01           900             19800
D ZEBRA TECHNOLOGIES CORP        CL A             98920710       153     8072 SH      SHARED      02          7996                76
D ZENITH NATL INS CORP           COM              98939010       210     8720 SH      SHARED                  8720                  
D ZENITH NATL INS CORP           COM              98939010       223     9289 SH      SHARED      02          9213                76
D ZENITH NATL INS CORP           COM              98939010       359    14900 SH      SHARED      10         14900                  
D ZEP INC                        COM              98944B10       100     9817 SH      SHARED                  9817                  
D ZEP INC                        COM              98944B10         6      609 SH      SHARED      02           609                  
D ZEP INC                        COM              98944B10        80     7850 SH      SHARED      10          7850                  
D ZEP INC                        COM              98944B10         5      500 SH      SHARED      23                             500
D ZHONE TECHNOLOGIES INC NEW     COM              98950P10        17    92510 SH      SHARED                 92510                  
D ZILA INC                       COM PAR $.001    98951330         0      274 SH      SHARED                   274                  
D ZHONGPIN INC                   COM              98952K10         0        9 SH      SHARED                     9                  
D ZHONGPIN INC                   COM              98952K10         4      483 SH      SHARED      02           483                  
D ZHONGPIN INC                   COM              98952K10       430    48500 SH      SHARED      10         48500                  
D ZILOG INC                      COM PAR $0.01    98952430         1      464 SH      SHARED                   464                  
D ZIMMER HLDGS INC               COM              98956P10         5      160 SH      SHARED                   160                  
D ZIMMER HLDGS INC               COM              98956P10     22551   617855 SH      SHARED                617855                  
D ZIMMER HLDGS INC               COM              98956P10      5032   137883 SH      SHARED      01         63500             74383
D ZIMMER HLDGS INC               COM              98956P10       543    14890 SH      SHR/OTHR    01                           14890
D ZIMMER HLDGS INC               COM              98956P10       859    23537 SH      SHARED      02         19496              4041
D ZIMMER HLDGS INC               COM              98956P10       104     2851 SH      SHARED      04                            2851
D ZIMMER HLDGS INC               COM              98956P10      7858   215300 SH      SHARED      04        215300                  
D ZIMMER HLDGS INC               COM              98956P10         4      130 SH      SHARED      05           130                  
D ZIMMER HLDGS INC               COM              98956P10      1880    51520 SH      SHARED      06          9350             42170
D ZIMMER HLDGS INC               COM              98956P10     48412  1326383 SH      SHARED      10       1326383                  
D ZIMMER HLDGS INC               COM              98956P10       463    12710 SH      SHARED      20         12660                50
D ZIMMER HLDGS INC               COM              98956P10        12      346 SH      SHR/OTHR    20                             346
D ZIMMER HLDGS INC               COM              98956P10       102     2800 SH      SHARED      21                            2800
D ZIMMER HLDGS INC               COM              98956P10         3      100 SH      SHR/OTHR    21                             100
D ZIMMER HLDGS INC               COM              98956P10       361     9900 SH      SHARED      22          8750              1150
D ZIMMER HLDGS INC               COM              98956P10       426    11677 SH      SHARED      23         11103               574
D ZIMMER HLDGS INC               COM              98956P10      4102   112397 SH      SHR/OTHR    23                          112397
D ZION OIL & GAS INC             COM              98969610        44     3773 SH      SHARED                  3773                  
D ZION OIL & GAS INC             COM              98969610         4      366 SH      SHARED      02           366                  
D ZIONS BANCORPORATION           COM              98970110      5834   593539 SH      SHARED                569939             23600
D ZIONS BANCORPORATION           COM              98970110       335    34094 SH      SHARED      01         34094                  
D ZIONS BANCORPORATION           COM              98970110       339    34547 SH      SHARED      02         34436               111
D ZIONS BANCORPORATION           COM              98970110        72     7390 SH      SHARED      06          4050              3340
D ZIONS BANCORPORATION           COM              98970110     14038  1428144 SH      SHARED      10       1428144                  
D ZIOPHARM ONCOLOGY INC          COM              98973P10         0      469 SH      SHARED                   469                  
D ZIX CORP                       COM              98974P10         0      635 SH      SHARED                   635                  
D ZIX CORP                       COM              98974P10         2     2770 SH      SHARED      02          2770                  
D ZIPREALTY INC                  COM              98974V10         0      239 SH      SHARED                   239                  
D ZIPREALTY INC                  COM              98974V10       135    46390 SH      SHARED      02                           46390
D ZORAN CORP                     COM              98975F10       556    63294 SH      SHARED                 63294                  
D ZORAN CORP                     COM              98975F10       664    75511 SH      SHARED      01         75510                 1
D ZORAN CORP                     COM              98975F10      1077   122475 SH      SHR/OTHR    01                          122475
D ZORAN CORP                     COM              98975F10        29     3320 SH      SHARED      02          3320                  
D ZORAN CORP                     COM              98975F10        79     9004 SH      SHARED      10          9004                  
D ZOLTEK COS INC                 COM              98975W10       205    30211 SH      SHARED                 30211                  
D ZOLTEK COS INC                 COM              98975W10        21     3118 SH      SHARED      02          2618               500
D ZOOM TECHNOLOGIES INC DEL      COM NEW          98976E30         0       41 SH      SHARED                    41                  
D ZUMIEZ INC                     COM              98981710       203    21028 SH      SHARED                 21028                  
D ZUMIEZ INC                     COM              98981710        80     8343 SH      SHARED      02          8343                  
D ZWEIG FD                       COM              98983410        57    23000 SH      SHARED      21         23000                  
D ZYMOGENETICS INC               COM              98985T10         0       16 SH      SHARED                    16                  
D ZYMOGENETICS INC               COM              98985T10        21     5264 SH      SHARED      02          5264                  
D ZYGO CORP                      COM              98985510        17     3890 SH      SHARED                  3890                  
D ZYGO CORP                      COM              98985510       795   173357 SH      SHARED      02           357            173000
D ZOLL MED CORP                  COM              98992210       101     7047 SH      SHARED                  7047                  
D ZOLL MED CORP                  COM              98992210        85     5975 SH      SHARED      02          5975                  
S REPORT SUMMARY              18999 DATA RECORDS            60138364           0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED

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Dates Referenced Herein

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed on / Effective on:	5/15/09	2		None on these Dates
For Period end:	3/31/09	1
				List all Filings

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Filing Submission 0000948046-09-000206 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Deutsche Bank AG – ‘13F-HR’ for 3/31/09

On: Friday, 5/15/09, at 4:08pm ET · Effective: 5/15/09 · For: 3/31/09 · Accession #: 948046-9-206 · File #: 28-10103

Previous ‘13F-HR’: ‘13F-HR’ on 2/13/09 for 12/31/08 · Next: ‘13F-HR’ on 8/14/09 for 6/30/09 · Latest: ‘13F-HR’ on 2/14/24 for 12/31/23

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents